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 | S1="---------------- Entry Settings"; SSP=7; Kmax=50.6; CountBars=300; S2="---------------- Money Management"; Lots=0.1; RiskMM=false; RiskPercent=1; S3="---------------- Order Management"; StopLoss=0; TakeProfit=0; HideSL=false; HideTP=false; TrailingStop=0; TrailingStep=0; BreakEven=0; MaxOrders=100; Slippage=3; Magic=2009; S6="---------------- Extras"; Hedge=false; HedgeSL=0; HedgeTP=0; ReverseSystem=false; | ||||
Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -216.91 | Gross profit | 482.48 | Gross loss | -699.39 |
Profit factor | 0.69 | Expected payoff | -5.71 | ||
Absolute drawdown | 348.49 | Maximal drawdown | 505.47 (4.96%) | Relative drawdown | 4.96% (505.47) |
Total trades | 38 | Short positions (won %) | 23 (39.13%) | Long positions (won %) | 15 (40.00%) |
Profit trades (% of total) | 15 (39.47%) | Loss trades (% of total) | 23 (60.53%) | ||
Largest | profit trade | 123.75 | loss trade | -108.76 | |
Average | profit trade | 32.17 | loss trade | -30.41 | |
Maximum | consecutive wins (profit in money) | 4 (195.47) | consecutive losses (loss in money) | 6 (-112.02) | |
Maximal | consecutive profit (count of wins) | 195.47 (4) | consecutive loss (count of losses) | -283.99 (4) | |
Average | consecutive wins | 2 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.02 07:00 | sell | 1 | 0.10 | 1.04447 | 0.00000 | 0.00000 | ||
2 | 2009.12.02 17:00 | sell | 2 | 0.10 | 1.04518 | 0.00000 | 0.00000 | ||
3 | 2009.12.03 04:00 | sell | 3 | 0.10 | 1.04888 | 0.00000 | 0.00000 | ||
4 | 2009.12.04 08:00 | sell | 4 | 0.10 | 1.05529 | 0.00000 | 0.00000 | ||
5 | 2009.12.04 19:40 | close | 4 | 0.10 | 1.05595 | 0.00000 | 0.00000 | -6.25 | 9993.75 |
6 | 2009.12.04 19:40 | close | 3 | 0.10 | 1.05595 | 0.00000 | 0.00000 | -66.96 | 9926.79 |
7 | 2009.12.04 19:40 | close | 2 | 0.10 | 1.05595 | 0.00000 | 0.00000 | -102.03 | 9824.76 |
8 | 2009.12.04 19:40 | close | 1 | 0.10 | 1.05595 | 0.00000 | 0.00000 | -108.76 | 9716.01 |
9 | 2009.12.07 13:00 | sell | 5 | 0.10 | 1.06257 | 0.00000 | 0.00000 | ||
10 | 2009.12.08 02:00 | buy | 6 | 0.10 | 1.04958 | 0.00000 | 0.00000 | ||
11 | 2009.12.08 02:00 | close | 5 | 0.10 | 1.04958 | 0.00000 | 0.00000 | 123.75 | 9839.76 |
12 | 2009.12.08 08:00 | buy | 7 | 0.10 | 1.05122 | 0.00000 | 0.00000 | ||
13 | 2009.12.08 12:00 | sell | 8 | 0.10 | 1.05148 | 0.00000 | 0.00000 | ||
14 | 2009.12.08 12:00 | close | 7 | 0.10 | 1.05148 | 0.00000 | 0.00000 | 2.47 | 9842.23 |
15 | 2009.12.08 12:00 | close | 6 | 0.10 | 1.05148 | 0.00000 | 0.00000 | 18.07 | 9860.30 |
16 | 2009.12.09 04:00 | sell | 9 | 0.10 | 1.06191 | 0.00000 | 0.00000 | ||
17 | 2009.12.10 06:00 | buy | 10 | 0.10 | 1.05650 | 0.00000 | 0.00000 | ||
18 | 2009.12.10 06:00 | close | 9 | 0.10 | 1.05650 | 0.00000 | 0.00000 | 51.18 | 9911.48 |
19 | 2009.12.10 06:00 | close | 8 | 0.10 | 1.05650 | 0.00000 | 0.00000 | -47.56 | 9863.92 |
20 | 2009.12.10 11:20 | close | 10 | 0.10 | 1.05194 | 0.00000 | 0.00000 | -43.35 | 9820.57 |
21 | 2009.12.10 20:00 | buy | 11 | 0.10 | 1.05173 | 0.00000 | 0.00000 | ||
22 | 2009.12.11 01:00 | sell | 12 | 0.10 | 1.05131 | 0.00000 | 0.00000 | ||
23 | 2009.12.11 01:00 | close | 11 | 0.10 | 1.05131 | 0.00000 | 0.00000 | -4.10 | 9816.47 |
24 | 2009.12.11 05:00 | buy | 13 | 0.10 | 1.05132 | 0.00000 | 0.00000 | ||
25 | 2009.12.11 05:00 | close | 12 | 0.10 | 1.05132 | 0.00000 | 0.00000 | -0.10 | 9816.37 |
26 | 2009.12.11 10:00 | sell | 14 | 0.10 | 1.05111 | 0.00000 | 0.00000 | ||
27 | 2009.12.11 10:00 | close | 13 | 0.10 | 1.05111 | 0.00000 | 0.00000 | -2.00 | 9814.37 |
28 | 2009.12.11 16:00 | buy | 15 | 0.10 | 1.05268 | 0.00000 | 0.00000 | ||
29 | 2009.12.11 16:00 | close | 14 | 0.10 | 1.05268 | 0.00000 | 0.00000 | -14.91 | 9799.46 |
30 | 2009.12.14 04:00 | sell | 16 | 0.10 | 1.05978 | 0.00000 | 0.00000 | ||
31 | 2009.12.14 04:00 | close | 15 | 0.10 | 1.05978 | 0.00000 | 0.00000 | 66.90 | 9866.35 |
32 | 2009.12.15 03:00 | buy | 17 | 0.10 | 1.05880 | 0.00000 | 0.00000 | ||
33 | 2009.12.15 03:00 | close | 16 | 0.10 | 1.05880 | 0.00000 | 0.00000 | 9.25 | 9875.60 |
34 | 2009.12.15 04:50 | close | 17 | 0.10 | 1.05762 | 0.00000 | 0.00000 | -11.16 | 9864.44 |
35 | 2009.12.15 18:00 | sell | 18 | 0.10 | 1.06207 | 0.00000 | 0.00000 | ||
36 | 2009.12.15 23:00 | buy | 19 | 0.10 | 1.06110 | 0.00000 | 0.00000 | ||
37 | 2009.12.15 23:00 | close | 18 | 0.10 | 1.06110 | 0.00000 | 0.00000 | 9.14 | 9873.58 |
38 | 2009.12.16 03:00 | sell | 20 | 0.10 | 1.06092 | 0.00000 | 0.00000 | ||
39 | 2009.12.16 03:00 | close | 19 | 0.10 | 1.06092 | 0.00000 | 0.00000 | -1.80 | 9871.78 |
40 | 2009.12.16 06:20 | close | 20 | 0.10 | 1.06268 | 0.00000 | 0.00000 | -16.56 | 9855.22 |
41 | 2009.12.16 09:00 | sell | 21 | 0.10 | 1.06195 | 0.00000 | 0.00000 | ||
42 | 2009.12.17 19:00 | sell | 22 | 0.10 | 1.07114 | 0.00000 | 0.00000 | ||
43 | 2009.12.18 02:00 | sell | 23 | 0.10 | 1.06914 | 0.00000 | 0.00000 | ||
44 | 2009.12.18 11:00 | buy | 24 | 0.10 | 1.06651 | 0.00000 | 0.00000 | ||
45 | 2009.12.18 11:00 | close | 23 | 0.10 | 1.06651 | 0.00000 | 0.00000 | 24.66 | 9879.88 |
46 | 2009.12.18 11:00 | close | 22 | 0.10 | 1.06651 | 0.00000 | 0.00000 | 43.40 | 9923.28 |
47 | 2009.12.18 11:00 | close | 21 | 0.10 | 1.06651 | 0.00000 | 0.00000 | -42.80 | 9880.48 |
48 | 2009.12.21 08:03 | close | 24 | 0.10 | 1.06556 | 0.00000 | 0.00000 | -9.02 | 9871.46 |
49 | 2009.12.22 07:00 | sell | 25 | 0.10 | 1.06139 | 0.00000 | 0.00000 | ||
50 | 2009.12.22 17:00 | buy | 26 | 0.10 | 1.06028 | 0.00000 | 0.00000 | ||
51 | 2009.12.22 17:00 | close | 25 | 0.10 | 1.06028 | 0.00000 | 0.00000 | 10.47 | 9881.93 |
52 | 2009.12.22 19:00 | sell | 27 | 0.10 | 1.05574 | 0.00000 | 0.00000 | ||
53 | 2009.12.22 19:00 | close | 26 | 0.10 | 1.05574 | 0.00000 | 0.00000 | -43.00 | 9838.93 |
54 | 2009.12.23 03:00 | buy | 28 | 0.10 | 1.05606 | 0.00000 | 0.00000 | ||
55 | 2009.12.23 03:00 | close | 27 | 0.10 | 1.05606 | 0.00000 | 0.00000 | -3.04 | 9835.89 |
56 | 2009.12.23 06:00 | sell | 29 | 0.10 | 1.05724 | 0.00000 | 0.00000 | ||
57 | 2009.12.23 06:00 | close | 28 | 0.10 | 1.05724 | 0.00000 | 0.00000 | 11.16 | 9847.05 |
58 | 2009.12.24 03:00 | buy | 30 | 0.10 | 1.04860 | 0.00000 | 0.00000 | ||
59 | 2009.12.24 03:00 | close | 29 | 0.10 | 1.04860 | 0.00000 | 0.00000 | 82.37 | 9929.42 |
60 | 2009.12.24 07:00 | sell | 31 | 0.10 | 1.04868 | 0.00000 | 0.00000 | ||
61 | 2009.12.24 07:00 | close | 30 | 0.10 | 1.04868 | 0.00000 | 0.00000 | 0.76 | 9930.18 |
62 | 2009.12.24 15:40 | close | 31 | 0.10 | 1.04948 | 0.00000 | 0.00000 | -7.62 | 9922.56 |
63 | 2009.12.28 05:00 | sell | 32 | 0.10 | 1.04637 | 0.00000 | 0.00000 | ||
64 | 2009.12.28 12:00 | buy | 33 | 0.10 | 1.04855 | 0.00000 | 0.00000 | ||
65 | 2009.12.28 12:00 | close | 32 | 0.10 | 1.04855 | 0.00000 | 0.00000 | -20.79 | 9901.77 |
66 | 2009.12.29 02:00 | buy | 34 | 0.10 | 1.04271 | 0.00000 | 0.00000 | ||
67 | 2009.12.29 08:00 | sell | 35 | 0.10 | 1.04276 | 0.00000 | 0.00000 | ||
68 | 2009.12.29 08:00 | close | 34 | 0.10 | 1.04276 | 0.00000 | 0.00000 | 0.48 | 9902.25 |
69 | 2009.12.29 08:00 | close | 33 | 0.10 | 1.04276 | 0.00000 | 0.00000 | -55.63 | 9846.62 |
70 | 2009.12.29 17:15 | close | 35 | 0.10 | 1.04335 | 0.00000 | 0.00000 | -5.65 | 9840.97 |
71 | 2009.12.29 20:00 | sell | 36 | 0.10 | 1.04141 | 0.00000 | 0.00000 | ||
72 | 2009.12.31 03:00 | sell | 37 | 0.10 | 1.05143 | 0.00000 | 0.00000 | ||
73 | 2009.12.31 17:00 | buy | 38 | 0.10 | 1.04845 | 0.00000 | 0.00000 | ||
74 | 2009.12.31 17:00 | close | 37 | 0.10 | 1.04845 | 0.00000 | 0.00000 | 28.42 | 9869.39 |
75 | 2009.12.31 17:00 | close | 36 | 0.10 | 1.04845 | 0.00000 | 0.00000 | -67.19 | 9802.20 |
76 | 2009.12.31 18:57 | close at stop | 38 | 0.10 | 1.04645 | 0.00000 | 0.00000 | -19.11 | 9783.09 |