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 | Lots=0.3; Slippage=3; Order_Comment=""EL"; Order_Arrow_Color=Black; PercentMargin=0.005; NOGOVolatility=200; SMALLGOVolatility=100; SSP=34; SSK=29; | ||||
Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -979.64 | Gross profit | 73.04 | Gross loss | -1052.68 |
Profit factor | 0.07 | Expected payoff | -46.65 | ||
Absolute drawdown | 1021.09 | Maximal drawdown | 1024.45 (10.24%) | Relative drawdown | 10.24% (1024.45) |
Total trades | 21 | Short positions (won %) | 8 (0.00%) | Long positions (won %) | 13 (7.69%) |
Profit trades (% of total) | 1 (4.76%) | Loss trades (% of total) | 20 (95.24%) | ||
Largest | profit trade | 73.04 | loss trade | -140.35 | |
Average | profit trade | 73.04 | loss trade | -52.63 | |
Maximum | consecutive wins (profit in money) | 1 (73.04) | consecutive losses (loss in money) | 12 (-627.32) | |
Maximal | consecutive profit (count of wins) | 73.04 (1) | consecutive loss (count of losses) | -627.32 (12) | |
Average | consecutive wins | 1 | consecutive losses | 10 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.02 22:00 | sell | 1 | 0.30 | 1.05014 | 0.00000 | 0.00000 | ||
2 | 2009.12.02 23:00 | close | 1 | 0.30 | 1.05148 | 0.00000 | 0.00000 | -38.23 | 9961.77 |
3 | 2009.12.03 02:00 | sell | 2 | 0.30 | 1.04906 | 0.00000 | 0.00000 | ||
4 | 2009.12.03 03:00 | close | 2 | 0.30 | 1.05014 | 0.00000 | 0.00000 | -30.85 | 9930.92 |
5 | 2009.12.03 04:00 | sell | 3 | 0.30 | 1.04888 | 0.00000 | 0.00000 | ||
6 | 2009.12.03 05:00 | close | 3 | 0.30 | 1.04897 | 0.00000 | 0.00000 | -2.57 | 9928.35 |
7 | 2009.12.03 08:00 | sell | 4 | 0.30 | 1.04819 | 0.00000 | 0.00000 | ||
8 | 2009.12.03 10:00 | close | 4 | 0.30 | 1.04825 | 0.00000 | 0.00000 | -1.72 | 9926.63 |
9 | 2009.12.04 14:00 | sell | 5 | 0.30 | 1.04658 | 0.00000 | 0.00000 | ||
10 | 2009.12.04 15:00 | close | 5 | 0.30 | 1.04931 | 0.00000 | 0.00000 | -78.05 | 9848.58 |
11 | 2009.12.08 09:00 | buy | 6 | 0.30 | 1.05576 | 0.00000 | 0.00000 | ||
12 | 2009.12.08 10:00 | close | 6 | 0.30 | 1.05231 | 0.00000 | 0.00000 | -98.36 | 9750.22 |
13 | 2009.12.08 14:00 | sell | 7 | 0.30 | 1.05394 | 0.00000 | 0.00000 | ||
14 | 2009.12.08 15:00 | close | 7 | 0.30 | 1.05773 | 0.00000 | 0.00000 | -107.49 | 9642.73 |
15 | 2009.12.09 20:00 | buy | 8 | 0.30 | 1.05871 | 0.00000 | 0.00000 | ||
16 | 2009.12.09 21:00 | close | 8 | 0.30 | 1.05378 | 0.00000 | 0.00000 | -140.35 | 9502.38 |
17 | 2009.12.11 18:00 | buy | 9 | 0.30 | 1.05896 | 0.00000 | 0.00000 | ||
18 | 2009.12.15 02:00 | close | 9 | 0.30 | 1.05872 | 0.00000 | 0.00000 | -7.42 | 9494.96 |
19 | 2009.12.15 09:00 | buy | 10 | 0.30 | 1.05979 | 0.00000 | 0.00000 | ||
20 | 2009.12.15 17:00 | close | 10 | 0.30 | 1.05977 | 0.00000 | 0.00000 | -0.57 | 9494.39 |
21 | 2009.12.16 03:00 | buy | 11 | 0.30 | 1.06156 | 0.00000 | 0.00000 | ||
22 | 2009.12.16 10:00 | close | 11 | 0.30 | 1.05972 | 0.00000 | 0.00000 | -52.09 | 9442.30 |
23 | 2009.12.16 12:00 | buy | 12 | 0.30 | 1.06250 | 0.00000 | 0.00000 | ||
24 | 2009.12.16 13:00 | close | 12 | 0.30 | 1.06004 | 0.00000 | 0.00000 | -69.62 | 9372.68 |
25 | 2009.12.16 21:00 | buy | 13 | 0.30 | 1.06355 | 0.00000 | 0.00000 | ||
26 | 2009.12.18 05:00 | close | 13 | 0.30 | 1.06619 | 0.00000 | 0.00000 | 73.04 | 9445.72 |
27 | 2009.12.18 07:00 | buy | 14 | 0.30 | 1.06823 | 0.00000 | 0.00000 | ||
28 | 2009.12.18 11:00 | close | 14 | 0.30 | 1.06631 | 0.00000 | 0.00000 | -54.02 | 9391.70 |
29 | 2009.12.18 15:00 | buy | 15 | 0.30 | 1.06737 | 0.00000 | 0.00000 | ||
30 | 2009.12.18 16:00 | close | 15 | 0.30 | 1.06388 | 0.00000 | 0.00000 | -98.41 | 9293.29 |
31 | 2009.12.18 17:00 | buy | 16 | 0.30 | 1.06796 | 0.00000 | 0.00000 | ||
32 | 2009.12.18 18:00 | close | 16 | 0.30 | 1.06774 | 0.00000 | 0.00000 | -6.18 | 9287.11 |
33 | 2009.12.18 20:00 | buy | 17 | 0.30 | 1.06688 | 0.00000 | 0.00000 | ||
34 | 2009.12.18 21:00 | close | 17 | 0.30 | 1.06579 | 0.00000 | 0.00000 | -30.68 | 9256.43 |
35 | 2009.12.21 00:00 | buy | 18 | 0.30 | 1.06823 | 0.00000 | 0.00000 | ||
36 | 2009.12.21 01:00 | close | 18 | 0.30 | 1.06697 | 0.00000 | 0.00000 | -35.43 | 9221.00 |
37 | 2009.12.21 10:00 | buy | 19 | 0.30 | 1.07002 | 0.00000 | 0.00000 | ||
38 | 2009.12.21 11:00 | close | 19 | 0.30 | 1.06524 | 0.00000 | 0.00000 | -134.62 | 9086.38 |
39 | 2009.12.29 23:00 | sell | 20 | 0.30 | 1.04317 | 0.00000 | 0.00000 | ||
40 | 2009.12.30 00:00 | close | 20 | 0.30 | 1.04452 | 0.00000 | 0.00000 | -38.80 | 9047.58 |
41 | 2009.12.31 18:00 | sell | 21 | 0.30 | 1.04614 | 0.00000 | 0.00000 | ||
42 | 2009.12.31 18:57 | close at stop | 21 | 0.30 | 1.04709 | 0.00000 | 0.00000 | -27.22 | 9020.36 |