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 | separator1="---------------- EMA Settings"; ShortEma=2; LongEma=12; separator2="---------------- Lot Management"; Lots=0.1; RiskManagement=false; RiskPercent=10; Martingale=false; Multiplier=1.5; MinProfit=0; separator3="---------------- TP SL TS BE"; StopLoss=0; TakeProfit=0; TrailingStop=0; BreakEven=0; separator4="---------------- Extras"; Reverse=false; AddPositions=true; MaxOrders=100; MAFilter=false; MAPeriod=20; MAMethod=1; MAPrice=0; TimeFilter=false; StartHour=8; EndHour=21; Magic=0; | ||||
Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -823.06 | Gross profit | 3114.15 | Gross loss | -3937.21 |
Profit factor | 0.79 | Expected payoff | -10.83 | ||
Absolute drawdown | 859.83 | Maximal drawdown | 859.83 (8.60%) | Relative drawdown | 8.60% (859.83) |
Total trades | 76 | Short positions (won %) | 38 (84.21%) | Long positions (won %) | 38 (7.89%) |
Profit trades (% of total) | 35 (46.05%) | Loss trades (% of total) | 41 (53.95%) | ||
Largest | profit trade | 210.46 | loss trade | -213.29 | |
Average | profit trade | 88.98 | loss trade | -96.03 | |
Maximum | consecutive wins (profit in money) | 2 (83.85) | consecutive losses (loss in money) | 7 (-103.96) | |
Maximal | consecutive profit (count of wins) | 210.46 (1) | consecutive loss (count of losses) | -213.29 (1) | |
Average | consecutive wins | 1 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 22:00 | buy | 1 | 0.10 | 1.04728 | 0.00000 | 0.00000 | ||
2 | 2009.12.02 04:00 | sell | 2 | 0.10 | 1.04496 | 0.00000 | 0.00000 | ||
3 | 2009.12.02 09:00 | buy | 3 | 0.10 | 1.04651 | 0.00000 | 0.00000 | ||
4 | 2009.12.02 10:00 | sell | 4 | 0.10 | 1.04486 | 0.00000 | 0.00000 | ||
5 | 2009.12.02 13:00 | buy | 5 | 0.10 | 1.04649 | 0.00000 | 0.00000 | ||
6 | 2009.12.02 14:00 | sell | 6 | 0.10 | 1.04487 | 0.00000 | 0.00000 | ||
7 | 2009.12.02 15:00 | buy | 7 | 0.10 | 1.04838 | 0.00000 | 0.00000 | ||
8 | 2009.12.03 05:00 | sell | 8 | 0.10 | 1.04833 | 0.00000 | 0.00000 | ||
9 | 2009.12.03 06:00 | buy | 9 | 0.10 | 1.05076 | 0.00000 | 0.00000 | ||
10 | 2009.12.03 08:00 | sell | 10 | 0.10 | 1.04819 | 0.00000 | 0.00000 | ||
11 | 2009.12.03 12:00 | buy | 11 | 0.10 | 1.05020 | 0.00000 | 0.00000 | ||
12 | 2009.12.04 09:00 | sell | 12 | 0.10 | 1.05421 | 0.00000 | 0.00000 | ||
13 | 2009.12.04 20:00 | buy | 13 | 0.10 | 1.05758 | 0.00000 | 0.00000 | ||
14 | 2009.12.07 04:00 | sell | 14 | 0.10 | 1.05434 | 0.00000 | 0.00000 | ||
15 | 2009.12.07 06:00 | buy | 15 | 0.10 | 1.05596 | 0.00000 | 0.00000 | ||
16 | 2009.12.07 08:00 | sell | 16 | 0.10 | 1.05404 | 0.00000 | 0.00000 | ||
17 | 2009.12.07 10:00 | buy | 17 | 0.10 | 1.06451 | 0.00000 | 0.00000 | ||
18 | 2009.12.07 15:00 | sell | 18 | 0.10 | 1.05543 | 0.00000 | 0.00000 | ||
19 | 2009.12.08 09:00 | buy | 19 | 0.10 | 1.05576 | 0.00000 | 0.00000 | ||
20 | 2009.12.08 11:00 | sell | 20 | 0.10 | 1.05018 | 0.00000 | 0.00000 | ||
21 | 2009.12.08 13:00 | buy | 21 | 0.10 | 1.05509 | 0.00000 | 0.00000 | ||
22 | 2009.12.09 05:00 | sell | 22 | 0.10 | 1.06143 | 0.00000 | 0.00000 | ||
23 | 2009.12.09 06:00 | buy | 23 | 0.10 | 1.06283 | 0.00000 | 0.00000 | ||
24 | 2009.12.09 12:00 | sell | 24 | 0.10 | 1.05987 | 0.00000 | 0.00000 | ||
25 | 2009.12.09 16:00 | buy | 25 | 0.10 | 1.06267 | 0.00000 | 0.00000 | ||
26 | 2009.12.09 17:00 | sell | 26 | 0.10 | 1.05478 | 0.00000 | 0.00000 | ||
27 | 2009.12.10 06:00 | buy | 27 | 0.10 | 1.05694 | 0.00000 | 0.00000 | ||
28 | 2009.12.10 10:00 | sell | 28 | 0.10 | 1.05506 | 0.00000 | 0.00000 | ||
29 | 2009.12.10 19:00 | buy | 29 | 0.10 | 1.05407 | 0.00000 | 0.00000 | ||
30 | 2009.12.10 20:00 | sell | 30 | 0.10 | 1.05153 | 0.00000 | 0.00000 | ||
31 | 2009.12.11 06:00 | buy | 31 | 0.10 | 1.05229 | 0.00000 | 0.00000 | ||
32 | 2009.12.11 07:00 | sell | 32 | 0.10 | 1.05124 | 0.00000 | 0.00000 | ||
33 | 2009.12.11 08:00 | buy | 33 | 0.10 | 1.05290 | 0.00000 | 0.00000 | ||
34 | 2009.12.11 10:00 | sell | 34 | 0.10 | 1.05111 | 0.00000 | 0.00000 | ||
35 | 2009.12.11 16:00 | buy | 35 | 0.10 | 1.05312 | 0.00000 | 0.00000 | ||
36 | 2009.12.14 07:00 | sell | 36 | 0.10 | 1.05736 | 0.00000 | 0.00000 | ||
37 | 2009.12.14 09:00 | buy | 37 | 0.10 | 1.06066 | 0.00000 | 0.00000 | ||
38 | 2009.12.14 17:00 | sell | 38 | 0.10 | 1.06083 | 0.00000 | 0.00000 | ||
39 | 2009.12.15 09:00 | buy | 39 | 0.10 | 1.05979 | 0.00000 | 0.00000 | ||
40 | 2009.12.15 17:00 | sell | 40 | 0.10 | 1.05977 | 0.00000 | 0.00000 | ||
41 | 2009.12.15 18:00 | buy | 41 | 0.10 | 1.06271 | 0.00000 | 0.00000 | ||
42 | 2009.12.15 23:00 | sell | 42 | 0.10 | 1.06090 | 0.00000 | 0.00000 | ||
43 | 2009.12.16 05:00 | buy | 43 | 0.10 | 1.06166 | 0.00000 | 0.00000 | ||
44 | 2009.12.16 06:00 | sell | 44 | 0.10 | 1.06084 | 0.00000 | 0.00000 | ||
45 | 2009.12.16 07:00 | buy | 45 | 0.10 | 1.06219 | 0.00000 | 0.00000 | ||
46 | 2009.12.16 10:00 | sell | 46 | 0.10 | 1.05972 | 0.00000 | 0.00000 | ||
47 | 2009.12.16 12:00 | buy | 47 | 0.10 | 1.06250 | 0.00000 | 0.00000 | ||
48 | 2009.12.16 13:00 | sell | 48 | 0.10 | 1.06004 | 0.00000 | 0.00000 | ||
49 | 2009.12.16 21:00 | buy | 49 | 0.10 | 1.06355 | 0.00000 | 0.00000 | ||
50 | 2009.12.18 02:00 | sell | 50 | 0.10 | 1.06914 | 0.00000 | 0.00000 | ||
51 | 2009.12.18 18:00 | buy | 51 | 0.10 | 1.06838 | 0.00000 | 0.00000 | ||
52 | 2009.12.18 19:00 | sell | 52 | 0.10 | 1.06572 | 0.00000 | 0.00000 | ||
53 | 2009.12.21 01:00 | buy | 53 | 0.10 | 1.06761 | 0.00000 | 0.00000 | ||
54 | 2009.12.21 05:00 | sell | 54 | 0.10 | 1.06616 | 0.00000 | 0.00000 | ||
55 | 2009.12.21 07:00 | buy | 55 | 0.10 | 1.06756 | 0.00000 | 0.00000 | ||
56 | 2009.12.21 08:00 | sell | 56 | 0.10 | 1.06627 | 0.00000 | 0.00000 | ||
57 | 2009.12.21 09:00 | buy | 57 | 0.10 | 1.06864 | 0.00000 | 0.00000 | ||
58 | 2009.12.21 11:00 | sell | 58 | 0.10 | 1.06524 | 0.00000 | 0.00000 | ||
59 | 2009.12.21 20:00 | buy | 59 | 0.10 | 1.06253 | 0.00000 | 0.00000 | ||
60 | 2009.12.22 07:00 | sell | 60 | 0.10 | 1.06139 | 0.00000 | 0.00000 | ||
61 | 2009.12.22 17:00 | buy | 61 | 0.10 | 1.06072 | 0.00000 | 0.00000 | ||
62 | 2009.12.22 18:00 | sell | 62 | 0.10 | 1.05524 | 0.00000 | 0.00000 | ||
63 | 2009.12.23 06:00 | buy | 63 | 0.10 | 1.05788 | 0.00000 | 0.00000 | ||
64 | 2009.12.23 07:00 | sell | 64 | 0.10 | 1.05629 | 0.00000 | 0.00000 | ||
65 | 2009.12.24 15:00 | buy | 65 | 0.10 | 1.04902 | 0.00000 | 0.00000 | ||
66 | 2009.12.28 03:00 | sell | 66 | 0.10 | 1.04765 | 0.00000 | 0.00000 | ||
67 | 2009.12.28 09:00 | buy | 67 | 0.10 | 1.04982 | 0.00000 | 0.00000 | ||
68 | 2009.12.28 14:00 | sell | 68 | 0.10 | 1.04647 | 0.00000 | 0.00000 | ||
69 | 2009.12.29 04:00 | buy | 69 | 0.10 | 1.04494 | 0.00000 | 0.00000 | ||
70 | 2009.12.29 05:00 | sell | 70 | 0.10 | 1.04356 | 0.00000 | 0.00000 | ||
71 | 2009.12.29 17:00 | buy | 71 | 0.10 | 1.04217 | 0.00000 | 0.00000 | ||
72 | 2009.12.29 18:00 | sell | 72 | 0.10 | 1.04011 | 0.00000 | 0.00000 | ||
73 | 2009.12.29 19:00 | buy | 73 | 0.10 | 1.04197 | 0.00000 | 0.00000 | ||
74 | 2009.12.31 03:00 | sell | 74 | 0.10 | 1.05143 | 0.00000 | 0.00000 | ||
75 | 2009.12.31 07:00 | buy | 75 | 0.10 | 1.05407 | 0.00000 | 0.00000 | ||
76 | 2009.12.31 08:00 | sell | 76 | 0.10 | 1.04964 | 0.00000 | 0.00000 | ||
77 | 2009.12.31 18:57 | close at stop | 76 | 0.10 | 1.04709 | 0.00000 | 0.00000 | 24.35 | 10024.35 |
78 | 2009.12.31 18:57 | close at stop | 75 | 0.10 | 1.04645 | 0.00000 | 0.00000 | -72.82 | 9951.53 |
79 | 2009.12.31 18:57 | close at stop | 74 | 0.10 | 1.04709 | 0.00000 | 0.00000 | 41.45 | 9992.98 |
80 | 2009.12.31 18:57 | close at stop | 73 | 0.10 | 1.04645 | 0.00000 | 0.00000 | 42.40 | 10035.38 |
81 | 2009.12.31 18:57 | close at stop | 72 | 0.10 | 1.04709 | 0.00000 | 0.00000 | -66.70 | 9968.68 |
82 | 2009.12.31 18:57 | close at stop | 71 | 0.10 | 1.04645 | 0.00000 | 0.00000 | 40.49 | 10009.17 |
83 | 2009.12.31 18:57 | close at stop | 70 | 0.10 | 1.04709 | 0.00000 | 0.00000 | -33.75 | 9975.42 |
84 | 2009.12.31 18:57 | close at stop | 69 | 0.10 | 1.04645 | 0.00000 | 0.00000 | 14.02 | 9989.43 |
85 | 2009.12.31 18:57 | close at stop | 68 | 0.10 | 1.04709 | 0.00000 | 0.00000 | -5.97 | 9983.47 |
86 | 2009.12.31 18:57 | close at stop | 67 | 0.10 | 1.04645 | 0.00000 | 0.00000 | -32.72 | 9950.75 |
87 | 2009.12.31 18:57 | close at stop | 66 | 0.10 | 1.04709 | 0.00000 | 0.00000 | 5.30 | 9956.05 |
88 | 2009.12.31 18:57 | close at stop | 65 | 0.10 | 1.04645 | 0.00000 | 0.00000 | -25.28 | 9930.77 |
89 | 2009.12.31 18:57 | close at stop | 64 | 0.10 | 1.04709 | 0.00000 | 0.00000 | 87.77 | 10018.54 |
90 | 2009.12.31 18:57 | close at stop | 63 | 0.10 | 1.04645 | 0.00000 | 0.00000 | -110.26 | 9908.27 |
91 | 2009.12.31 18:57 | close at stop | 62 | 0.10 | 1.04709 | 0.00000 | 0.00000 | 77.73 | 9986.00 |
92 | 2009.12.31 18:57 | close at stop | 61 | 0.10 | 1.04645 | 0.00000 | 0.00000 | -137.51 | 9848.49 |
93 | 2009.12.31 18:57 | close at stop | 60 | 0.10 | 1.04709 | 0.00000 | 0.00000 | 136.47 | 9984.96 |
94 | 2009.12.31 18:57 | close at stop | 59 | 0.10 | 1.04645 | 0.00000 | 0.00000 | -154.90 | 9830.06 |
95 | 2009.12.31 18:57 | close at stop | 58 | 0.10 | 1.04709 | 0.00000 | 0.00000 | 173.23 | 10003.28 |
96 | 2009.12.31 18:57 | close at stop | 57 | 0.10 | 1.04645 | 0.00000 | 0.00000 | -213.29 | 9789.99 |
97 | 2009.12.31 18:57 | close at stop | 56 | 0.10 | 1.04709 | 0.00000 | 0.00000 | 183.06 | 9973.05 |
98 | 2009.12.31 18:57 | close at stop | 55 | 0.10 | 1.04645 | 0.00000 | 0.00000 | -202.97 | 9770.08 |
99 | 2009.12.31 18:57 | close at stop | 54 | 0.10 | 1.04709 | 0.00000 | 0.00000 | 182.01 | 9952.09 |
100 | 2009.12.31 18:57 | close at stop | 53 | 0.10 | 1.04645 | 0.00000 | 0.00000 | -203.45 | 9748.64 |
101 | 2009.12.31 18:57 | close at stop | 52 | 0.10 | 1.04709 | 0.00000 | 0.00000 | 177.80 | 9926.43 |
102 | 2009.12.31 18:57 | close at stop | 51 | 0.10 | 1.04645 | 0.00000 | 0.00000 | -210.91 | 9715.52 |
103 | 2009.12.31 18:57 | close at stop | 50 | 0.10 | 1.04709 | 0.00000 | 0.00000 | 210.46 | 9925.98 |
104 | 2009.12.31 18:57 | close at stop | 49 | 0.10 | 1.04645 | 0.00000 | 0.00000 | -165.17 | 9760.81 |
105 | 2009.12.31 18:57 | close at stop | 48 | 0.10 | 1.04709 | 0.00000 | 0.00000 | 123.52 | 9884.33 |
106 | 2009.12.31 18:57 | close at stop | 47 | 0.10 | 1.04645 | 0.00000 | 0.00000 | -155.14 | 9729.19 |
107 | 2009.12.31 18:57 | close at stop | 46 | 0.10 | 1.04709 | 0.00000 | 0.00000 | 120.46 | 9849.65 |
108 | 2009.12.31 18:57 | close at stop | 45 | 0.10 | 1.04645 | 0.00000 | 0.00000 | -152.17 | 9697.48 |
109 | 2009.12.31 18:57 | close at stop | 44 | 0.10 | 1.04709 | 0.00000 | 0.00000 | 131.16 | 9828.64 |
110 | 2009.12.31 18:57 | close at stop | 43 | 0.10 | 1.04645 | 0.00000 | 0.00000 | -147.11 | 9681.54 |
111 | 2009.12.31 18:57 | close at stop | 42 | 0.10 | 1.04709 | 0.00000 | 0.00000 | 131.72 | 9813.26 |
112 | 2009.12.31 18:57 | close at stop | 41 | 0.10 | 1.04645 | 0.00000 | 0.00000 | -157.24 | 9656.02 |
113 | 2009.12.31 18:57 | close at stop | 40 | 0.10 | 1.04709 | 0.00000 | 0.00000 | 120.93 | 9776.95 |
114 | 2009.12.31 18:57 | close at stop | 39 | 0.10 | 1.04645 | 0.00000 | 0.00000 | -129.34 | 9647.61 |
115 | 2009.12.31 18:57 | close at stop | 38 | 0.10 | 1.04709 | 0.00000 | 0.00000 | 131.04 | 9778.65 |
116 | 2009.12.31 18:57 | close at stop | 37 | 0.10 | 1.04645 | 0.00000 | 0.00000 | -137.75 | 9640.89 |
117 | 2009.12.31 18:57 | close at stop | 36 | 0.10 | 1.04709 | 0.00000 | 0.00000 | 97.90 | 9738.79 |
118 | 2009.12.31 18:57 | close at stop | 35 | 0.10 | 1.04645 | 0.00000 | 0.00000 | -65.81 | 9672.99 |
119 | 2009.12.31 18:57 | close at stop | 34 | 0.10 | 1.04709 | 0.00000 | 0.00000 | 38.20 | 9711.19 |
120 | 2009.12.31 18:57 | close at stop | 33 | 0.10 | 1.04645 | 0.00000 | 0.00000 | -63.71 | 9647.48 |
121 | 2009.12.31 18:57 | close at stop | 32 | 0.10 | 1.04709 | 0.00000 | 0.00000 | 39.44 | 9686.92 |
122 | 2009.12.31 18:57 | close at stop | 31 | 0.10 | 1.04645 | 0.00000 | 0.00000 | -57.88 | 9629.04 |
123 | 2009.12.31 18:57 | close at stop | 30 | 0.10 | 1.04709 | 0.00000 | 0.00000 | 42.20 | 9671.25 |
124 | 2009.12.31 18:57 | close at stop | 29 | 0.10 | 1.04645 | 0.00000 | 0.00000 | -74.99 | 9596.25 |
125 | 2009.12.31 18:57 | close at stop | 28 | 0.10 | 1.04709 | 0.00000 | 0.00000 | 75.92 | 9672.18 |
126 | 2009.12.31 18:57 | close at stop | 27 | 0.10 | 1.04645 | 0.00000 | 0.00000 | -102.41 | 9569.77 |
127 | 2009.12.31 18:57 | close at stop | 26 | 0.10 | 1.04709 | 0.00000 | 0.00000 | 73.21 | 9642.98 |
128 | 2009.12.31 18:57 | close at stop | 25 | 0.10 | 1.04645 | 0.00000 | 0.00000 | -157.48 | 9485.50 |
129 | 2009.12.31 18:57 | close at stop | 24 | 0.10 | 1.04709 | 0.00000 | 0.00000 | 121.82 | 9607.32 |
130 | 2009.12.31 18:57 | close at stop | 23 | 0.10 | 1.04645 | 0.00000 | 0.00000 | -159.01 | 9448.31 |
131 | 2009.12.31 18:57 | close at stop | 22 | 0.10 | 1.04709 | 0.00000 | 0.00000 | 136.72 | 9585.04 |
132 | 2009.12.31 18:57 | close at stop | 21 | 0.10 | 1.04645 | 0.00000 | 0.00000 | -85.14 | 9499.89 |
133 | 2009.12.31 18:57 | close at stop | 20 | 0.10 | 1.04709 | 0.00000 | 0.00000 | 29.28 | 9529.17 |
134 | 2009.12.31 18:57 | close at stop | 19 | 0.10 | 1.04645 | 0.00000 | 0.00000 | -91.55 | 9437.61 |
135 | 2009.12.31 18:57 | close at stop | 18 | 0.10 | 1.04709 | 0.00000 | 0.00000 | 79.41 | 9517.02 |
136 | 2009.12.31 18:57 | close at stop | 17 | 0.10 | 1.04645 | 0.00000 | 0.00000 | -175.27 | 9341.75 |
137 | 2009.12.31 18:57 | close at stop | 16 | 0.10 | 1.04709 | 0.00000 | 0.00000 | 66.13 | 9407.87 |
138 | 2009.12.31 18:57 | close at stop | 15 | 0.10 | 1.04645 | 0.00000 | 0.00000 | -93.57 | 9314.31 |
139 | 2009.12.31 18:57 | close at stop | 14 | 0.10 | 1.04709 | 0.00000 | 0.00000 | 69.00 | 9383.30 |
140 | 2009.12.31 18:57 | close at stop | 13 | 0.10 | 1.04645 | 0.00000 | 0.00000 | -109.15 | 9274.15 |
141 | 2009.12.31 18:57 | close at stop | 12 | 0.10 | 1.04709 | 0.00000 | 0.00000 | 67.75 | 9341.90 |
142 | 2009.12.31 18:57 | close at stop | 11 | 0.10 | 1.04645 | 0.00000 | 0.00000 | -38.74 | 9303.16 |
143 | 2009.12.31 18:57 | close at stop | 10 | 0.10 | 1.04709 | 0.00000 | 0.00000 | 10.25 | 9313.41 |
144 | 2009.12.31 18:57 | close at stop | 9 | 0.10 | 1.04645 | 0.00000 | 0.00000 | -44.09 | 9269.32 |
145 | 2009.12.31 18:57 | close at stop | 8 | 0.10 | 1.04709 | 0.00000 | 0.00000 | 11.58 | 9280.90 |
146 | 2009.12.31 18:57 | close at stop | 7 | 0.10 | 1.04645 | 0.00000 | 0.00000 | -21.65 | 9259.25 |
147 | 2009.12.31 18:57 | close at stop | 6 | 0.10 | 1.04709 | 0.00000 | 0.00000 | -21.49 | 9237.76 |
148 | 2009.12.31 18:57 | close at stop | 5 | 0.10 | 1.04645 | 0.00000 | 0.00000 | -3.59 | 9234.18 |
149 | 2009.12.31 18:57 | close at stop | 4 | 0.10 | 1.04709 | 0.00000 | 0.00000 | -21.59 | 9212.59 |
150 | 2009.12.31 18:57 | close at stop | 3 | 0.10 | 1.04645 | 0.00000 | 0.00000 | -3.78 | 9208.81 |
151 | 2009.12.31 18:57 | close at stop | 2 | 0.10 | 1.04709 | 0.00000 | 0.00000 | -20.63 | 9188.18 |
152 | 2009.12.31 18:57 | close at stop | 1 | 0.10 | 1.04645 | 0.00000 | 0.00000 | -11.24 | 9176.94 |