Strategy Tester Report
AlpariUK-Demo (Build 225)
| Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
| Period | 1 Hour (H1) 2009.12.01 00:00 - 2009.12.31 18:00 (2009.12.01 - 2010.01.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | TrailingStop=35; PercentMM=8; DeltaMM=0; InitialBalance=10000; SL=60; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 587.66 | Gross profit | 587.96 | Gross loss | -0.30 |
| Profit factor | 1954.67 | Expected payoff | 117.53 | ||
| Absolute drawdown | 1516.16 | Maximal drawdown | 2613.07 (23.55%) | Relative drawdown | 23.55% (2613.07) |
| Total trades | 5 | Short positions (won %) | 5 (80.00%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 4 (80.00%) | Loss trades (% of total) | 1 (20.00%) | ||
| Largest | profit trade | 587.96 | loss trade | -0.30 | |
| Average | profit trade | 146.99 | loss trade | -0.30 | |
| Maximum | consecutive wins (profit in money) | 3 (0.00) | consecutive losses (loss in money) | 1 (-0.30) | |
| Maximal | consecutive profit (count of wins) | 587.96 (1) | consecutive loss (count of losses) | -0.30 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 00:00 | sell | 1 | 0.80 | 1.05597 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.01 00:33 | modify | 1 | 0.80 | 1.05597 | 1.05597 | 0.00000 | ||
| 3 | 2009.12.01 01:59 | s/l | 1 | 0.80 | 1.05597 | 1.05597 | 0.00000 | 0.00 | 10000.00 |
| 4 | 2009.12.01 02:00 | sell | 2 | 0.80 | 1.05580 | 0.00000 | 0.00000 | ||
| 5 | 2009.12.01 03:45 | modify | 2 | 0.80 | 1.05580 | 1.05580 | 0.00000 | ||
| 6 | 2009.12.01 04:45 | s/l | 2 | 0.80 | 1.05580 | 1.05580 | 0.00000 | 0.00 | 10000.00 |
| 7 | 2009.12.01 05:00 | sell | 3 | 0.80 | 1.05535 | 0.00000 | 0.00000 | ||
| 8 | 2009.12.01 05:20 | modify | 3 | 0.80 | 1.05535 | 1.05535 | 0.00000 | ||
| 9 | 2009.12.01 05:40 | s/l | 3 | 0.80 | 1.05535 | 1.05535 | 0.00000 | 0.00 | 10000.00 |
| 10 | 2009.12.01 08:00 | sell | 4 | 0.80 | 1.05501 | 0.00000 | 0.00000 | ||
| 11 | 2009.12.01 08:03 | modify | 4 | 0.80 | 1.05501 | 1.05501 | 0.00000 | ||
| 12 | 2009.12.03 14:50 | s/l | 4 | 0.80 | 1.05501 | 1.05501 | 0.00000 | -0.30 | 9999.70 |
| 13 | 2009.12.03 17:00 | sell | 5 | 0.80 | 1.05437 | 0.00000 | 0.00000 | ||
| 14 | 2009.12.31 18:57 | close at stop | 5 | 0.80 | 1.04665 | 0.00000 | 0.00000 | 587.96 | 10587.66 |