Strategy Tester Report
TECH_ANALYST-S_NIGHTMARE11
AlpariUK-Demo (Build 225)
| Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
| Period | 1 Hour (H1) 2009.01.05 17:00 - 2009.12.31 18:00 (2009.01.01 - 2010.01.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | BALANCE_INIT=2000; Lots=0.1; StepTP=11; total=6; doClose=false; XL=0.87; | ||||
| Bars in test | 6211 | Ticks modelled | 152607 | Modelling quality | n/a |
| Mismatched charts errors | 70 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -479.48 | Gross profit | 15907.64 | Gross loss | -16387.12 |
| Profit factor | 0.97 | Expected payoff | -79.91 | ||
| Absolute drawdown | 479.55 | Maximal drawdown | 479.55 (4.80%) | Relative drawdown | 4.80% (479.55) |
| Total trades | 6 | Short positions (won %) | 3 (100.00%) | Long positions (won %) | 3 (0.00%) |
| Profit trades (% of total) | 3 (50.00%) | Loss trades (% of total) | 3 (50.00%) | ||
| Largest | profit trade | 5313.12 | loss trade | -5472.95 | |
| Average | profit trade | 5302.55 | loss trade | -5462.37 | |
| Maximum | consecutive wins (profit in money) | 1 (5313.12) | consecutive losses (loss in money) | 1 (-5472.95) | |
| Maximal | consecutive profit (count of wins) | 5313.12 (1) | consecutive loss (count of losses) | -5472.95 (1) | |
| Average | consecutive wins | 1 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.01.05 17:00 | sell | 1 | 0.40 | 1.18720 | 0.00000 | 0.00000 | ||
| 2 | 2009.01.05 17:00 | buy | 2 | 0.40 | 1.18737 | 0.00000 | 0.00000 | ||
| 3 | 2009.01.05 17:02 | sell | 3 | 0.40 | 1.18707 | 0.00000 | 0.00000 | ||
| 4 | 2009.01.05 17:02 | buy | 4 | 0.40 | 1.18724 | 0.00000 | 0.00000 | ||
| 5 | 2009.01.05 17:05 | sell | 5 | 0.40 | 1.18755 | 0.00000 | 0.00000 | ||
| 6 | 2009.01.05 17:05 | buy | 6 | 0.40 | 1.18772 | 0.00000 | 0.00000 | ||
| 7 | 2009.12.31 18:57 | close at stop | 6 | 0.40 | 1.04645 | 0.00000 | 0.00000 | -5472.95 | 4527.05 |
| 8 | 2009.12.31 18:57 | close at stop | 5 | 0.40 | 1.04662 | 0.00000 | 0.00000 | 5313.12 | 9840.17 |
| 9 | 2009.12.31 18:57 | close at stop | 4 | 0.40 | 1.04645 | 0.00000 | 0.00000 | -5454.60 | 4385.57 |
| 10 | 2009.12.31 18:57 | close at stop | 3 | 0.40 | 1.04662 | 0.00000 | 0.00000 | 5294.78 | 9680.35 |
| 11 | 2009.12.31 18:57 | close at stop | 2 | 0.40 | 1.04645 | 0.00000 | 0.00000 | -5459.57 | 4220.78 |
| 12 | 2009.12.31 18:57 | close at stop | 1 | 0.40 | 1.04662 | 0.00000 | 0.00000 | 5299.74 | 9520.52 |