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 | StopLoss=100; TakeProfit=200; TrailingStop=100; T3Periods=5; FastPeriod=5; SlowPeriod=20; Lots=0.1; MaximumRisk=3; FixedLot=false; slippage=2; shift=1; MAGICNUM=187233; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -181.64 | Gross profit | 157.01 | Gross loss | -338.65 |
| Profit factor | 0.46 | Expected payoff | -6.73 | ||
| Absolute drawdown | 263.57 | Maximal drawdown | 267.86 (2.68%) | Relative drawdown | 2.68% (267.86) |
| Total trades | 27 | Short positions (won %) | 12 (33.33%) | Long positions (won %) | 15 (33.33%) |
| Profit trades (% of total) | 9 (33.33%) | Loss trades (% of total) | 18 (66.67%) | ||
| Largest | profit trade | 56.45 | loss trade | -28.66 | |
| Average | profit trade | 17.45 | loss trade | -18.81 | |
| Maximum | consecutive wins (profit in money) | 2 (68.76) | consecutive losses (loss in money) | 4 (-107.96) | |
| Maximal | consecutive profit (count of wins) | 68.76 (2) | consecutive loss (count of losses) | -107.96 (4) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.02 15:00 | buy | 1 | 0.30 | 1.04789 | 1.04689 | 1.04989 | ||
| 2 | 2009.12.02 15:10 | modify | 1 | 0.30 | 1.04789 | 1.04704 | 1.04989 | ||
| 3 | 2009.12.02 15:20 | s/l | 1 | 0.30 | 1.04704 | 1.04704 | 1.04989 | -24.37 | 9975.63 |
| 4 | 2009.12.02 17:00 | sell | 2 | 0.30 | 1.04518 | 1.04618 | 1.04318 | ||
| 5 | 2009.12.02 17:10 | s/l | 2 | 0.30 | 1.04618 | 1.04618 | 1.04318 | -28.66 | 9946.97 |
| 6 | 2009.12.03 09:05 | sell | 3 | 0.30 | 1.04653 | 1.04753 | 1.04453 | ||
| 7 | 2009.12.03 09:07 | modify | 3 | 0.30 | 1.04653 | 1.04732 | 1.04453 | ||
| 8 | 2009.12.03 09:15 | s/l | 3 | 0.30 | 1.04732 | 1.04732 | 1.04453 | -22.62 | 9924.35 |
| 9 | 2009.12.03 11:00 | buy | 4 | 0.30 | 1.04906 | 1.04806 | 1.05106 | ||
| 10 | 2009.12.03 11:10 | modify | 4 | 0.30 | 1.04906 | 1.04812 | 1.05106 | ||
| 11 | 2009.12.03 11:15 | modify | 4 | 0.30 | 1.04906 | 1.04847 | 1.05106 | ||
| 12 | 2009.12.03 11:20 | modify | 4 | 0.30 | 1.04906 | 1.04882 | 1.05106 | ||
| 13 | 2009.12.03 11:33 | modify | 4 | 0.30 | 1.04906 | 1.04905 | 1.05106 | ||
| 14 | 2009.12.03 11:40 | modify | 4 | 0.30 | 1.04906 | 1.04948 | 1.05106 | ||
| 15 | 2009.12.03 11:46 | modify | 4 | 0.30 | 1.04906 | 1.04991 | 1.05106 | ||
| 16 | 2009.12.03 11:59 | s/l | 4 | 0.30 | 1.04991 | 1.04991 | 1.05106 | 24.29 | 9948.64 |
| 17 | 2009.12.04 20:00 | buy | 5 | 0.30 | 1.05709 | 1.05609 | 1.05909 | ||
| 18 | 2009.12.04 20:10 | modify | 5 | 0.30 | 1.05709 | 1.05621 | 1.05909 | ||
| 19 | 2009.12.04 20:15 | modify | 5 | 0.30 | 1.05709 | 1.05660 | 1.05909 | ||
| 20 | 2009.12.04 20:20 | modify | 5 | 0.30 | 1.05709 | 1.05698 | 1.05909 | ||
| 21 | 2009.12.04 20:32 | s/l | 5 | 0.30 | 1.05698 | 1.05698 | 1.05909 | -3.12 | 9945.52 |
| 22 | 2009.12.07 17:00 | sell | 6 | 0.30 | 1.05083 | 1.05183 | 1.04883 | ||
| 23 | 2009.12.07 17:15 | s/l | 6 | 0.30 | 1.05183 | 1.05183 | 1.04883 | -28.51 | 9917.01 |
| 24 | 2009.12.08 09:00 | buy | 7 | 0.30 | 1.05527 | 1.05427 | 1.05727 | ||
| 25 | 2009.12.08 09:03 | modify | 7 | 0.30 | 1.05527 | 1.05471 | 1.05727 | ||
| 26 | 2009.12.08 09:10 | modify | 7 | 0.30 | 1.05527 | 1.05501 | 1.05727 | ||
| 27 | 2009.12.08 09:13 | s/l | 7 | 0.30 | 1.05501 | 1.05501 | 1.05727 | -7.40 | 9909.61 |
| 28 | 2009.12.08 11:00 | sell | 8 | 0.30 | 1.05018 | 1.05118 | 1.04818 | ||
| 29 | 2009.12.08 11:07 | s/l | 8 | 0.30 | 1.05118 | 1.05118 | 1.04818 | -28.54 | 9881.07 |
| 30 | 2009.12.09 13:26 | sell | 9 | 0.30 | 1.06093 | 1.06193 | 1.05893 | ||
| 31 | 2009.12.09 13:40 | modify | 9 | 0.30 | 1.06093 | 1.06180 | 1.05893 | ||
| 32 | 2009.12.09 13:45 | modify | 9 | 0.30 | 1.06093 | 1.06141 | 1.05893 | ||
| 33 | 2009.12.09 13:50 | modify | 9 | 0.30 | 1.06093 | 1.06090 | 1.05893 | ||
| 34 | 2009.12.09 13:59 | s/l | 9 | 0.30 | 1.06090 | 1.06090 | 1.05893 | 0.85 | 9881.92 |
| 35 | 2009.12.09 16:00 | buy | 10 | 0.30 | 1.06218 | 1.06118 | 1.06418 | ||
| 36 | 2009.12.09 16:07 | modify | 10 | 0.30 | 1.06218 | 1.06121 | 1.06418 | ||
| 37 | 2009.12.09 16:10 | s/l | 10 | 0.30 | 1.06121 | 1.06121 | 1.06418 | -27.43 | 9854.49 |
| 38 | 2009.12.11 17:00 | buy | 11 | 0.30 | 1.05497 | 1.05397 | 1.05697 | ||
| 39 | 2009.12.11 17:05 | modify | 11 | 0.30 | 1.05497 | 1.05413 | 1.05697 | ||
| 40 | 2009.12.11 17:07 | s/l | 11 | 0.30 | 1.05413 | 1.05413 | 1.05697 | -23.91 | 9830.58 |
| 41 | 2009.12.14 19:00 | sell | 12 | 0.30 | 1.05763 | 1.05863 | 1.05563 | ||
| 42 | 2009.12.14 19:16 | s/l | 12 | 0.30 | 1.05863 | 1.05863 | 1.05563 | -28.34 | 9802.24 |
| 43 | 2009.12.15 10:00 | buy | 13 | 0.30 | 1.06207 | 1.06107 | 1.06407 | ||
| 44 | 2009.12.15 10:02 | s/l | 13 | 0.30 | 1.06107 | 1.06107 | 1.06407 | -28.28 | 9773.96 |
| 45 | 2009.12.16 02:20 | sell | 14 | 0.30 | 1.06159 | 1.06259 | 1.05959 | ||
| 46 | 2009.12.16 02:22 | modify | 14 | 0.30 | 1.06159 | 1.06253 | 1.05959 | ||
| 47 | 2009.12.16 02:27 | modify | 14 | 0.30 | 1.06159 | 1.06233 | 1.05959 | ||
| 48 | 2009.12.16 02:27 | modify | 14 | 0.30 | 1.06159 | 1.06225 | 1.05959 | ||
| 49 | 2009.12.16 02:30 | modify | 14 | 0.30 | 1.06159 | 1.06221 | 1.05959 | ||
| 50 | 2009.12.16 02:45 | modify | 14 | 0.30 | 1.06159 | 1.06205 | 1.05959 | ||
| 51 | 2009.12.16 02:50 | modify | 14 | 0.30 | 1.06159 | 1.06176 | 1.05959 | ||
| 52 | 2009.12.16 03:00 | close | 14 | 0.30 | 1.06107 | 1.06176 | 1.05959 | 14.70 | 9788.66 |
| 53 | 2009.12.16 03:05 | buy | 15 | 0.30 | 1.06102 | 1.06002 | 1.06302 | ||
| 54 | 2009.12.16 04:02 | modify | 15 | 0.30 | 1.06102 | 1.06012 | 1.06302 | ||
| 55 | 2009.12.16 04:07 | modify | 15 | 0.30 | 1.06102 | 1.06019 | 1.06302 | ||
| 56 | 2009.12.16 04:50 | modify | 15 | 0.30 | 1.06102 | 1.06027 | 1.06302 | ||
| 57 | 2009.12.16 05:02 | modify | 15 | 0.30 | 1.06102 | 1.06037 | 1.06302 | ||
| 58 | 2009.12.16 05:07 | modify | 15 | 0.30 | 1.06102 | 1.06046 | 1.06302 | ||
| 59 | 2009.12.16 05:20 | s/l | 15 | 0.30 | 1.06046 | 1.06046 | 1.06302 | -15.85 | 9772.81 |
| 60 | 2009.12.16 05:20 | buy | 16 | 0.30 | 1.06060 | 1.05960 | 1.06260 | ||
| 61 | 2009.12.16 05:22 | modify | 16 | 0.30 | 1.06060 | 1.05963 | 1.06260 | ||
| 62 | 2009.12.16 05:27 | modify | 16 | 0.30 | 1.06060 | 1.05982 | 1.06260 | ||
| 63 | 2009.12.16 05:30 | modify | 16 | 0.30 | 1.06060 | 1.05989 | 1.06260 | ||
| 64 | 2009.12.16 05:32 | modify | 16 | 0.30 | 1.06060 | 1.06015 | 1.06260 | ||
| 65 | 2009.12.16 05:37 | modify | 16 | 0.30 | 1.06060 | 1.06019 | 1.06260 | ||
| 66 | 2009.12.16 06:10 | modify | 16 | 0.30 | 1.06060 | 1.06044 | 1.06260 | ||
| 67 | 2009.12.16 06:15 | modify | 16 | 0.30 | 1.06060 | 1.06096 | 1.06260 | ||
| 68 | 2009.12.16 06:20 | modify | 16 | 0.30 | 1.06060 | 1.06148 | 1.06260 | ||
| 69 | 2009.12.16 06:50 | s/l | 16 | 0.30 | 1.06148 | 1.06148 | 1.06260 | 24.87 | 9797.68 |
| 70 | 2009.12.16 10:00 | sell | 17 | 0.30 | 1.05972 | 1.06072 | 1.05772 | ||
| 71 | 2009.12.16 10:15 | modify | 17 | 0.30 | 1.05972 | 1.06031 | 1.05772 | ||
| 72 | 2009.12.16 10:20 | modify | 17 | 0.30 | 1.05972 | 1.05970 | 1.05772 | ||
| 73 | 2009.12.16 10:32 | s/l | 17 | 0.30 | 1.05970 | 1.05970 | 1.05772 | 0.57 | 9798.25 |
| 74 | 2009.12.16 12:00 | buy | 18 | 0.30 | 1.06201 | 1.06101 | 1.06401 | ||
| 75 | 2009.12.16 12:10 | s/l | 18 | 0.30 | 1.06101 | 1.06101 | 1.06401 | -28.28 | 9769.97 |
| 76 | 2009.12.16 21:00 | buy | 19 | 0.30 | 1.06306 | 1.06206 | 1.06506 | ||
| 77 | 2009.12.16 21:02 | modify | 19 | 0.30 | 1.06306 | 1.06246 | 1.06506 | ||
| 78 | 2009.12.16 21:07 | modify | 19 | 0.30 | 1.06306 | 1.06267 | 1.06506 | ||
| 79 | 2009.12.16 21:15 | s/l | 19 | 0.30 | 1.06267 | 1.06267 | 1.06506 | -11.02 | 9758.95 |
| 80 | 2009.12.21 03:50 | buy | 20 | 0.30 | 1.06688 | 1.06588 | 1.06888 | ||
| 81 | 2009.12.21 04:00 | close | 20 | 0.30 | 1.06681 | 1.06588 | 1.06888 | -1.97 | 9756.98 |
| 82 | 2009.12.21 04:02 | sell | 21 | 0.30 | 1.06690 | 1.06790 | 1.06490 | ||
| 83 | 2009.12.21 04:10 | modify | 21 | 0.30 | 1.06690 | 1.06777 | 1.06490 | ||
| 84 | 2009.12.21 04:15 | modify | 21 | 0.30 | 1.06690 | 1.06749 | 1.06490 | ||
| 85 | 2009.12.21 04:20 | modify | 21 | 0.30 | 1.06690 | 1.06712 | 1.06490 | ||
| 86 | 2009.12.21 04:32 | modify | 21 | 0.30 | 1.06690 | 1.06700 | 1.06490 | ||
| 87 | 2009.12.21 04:37 | modify | 21 | 0.30 | 1.06690 | 1.06695 | 1.06490 | ||
| 88 | 2009.12.21 06:50 | s/l | 21 | 0.30 | 1.06695 | 1.06695 | 1.06490 | -1.41 | 9755.57 |
| 89 | 2009.12.21 11:00 | sell | 22 | 0.30 | 1.06524 | 1.06624 | 1.06324 | ||
| 90 | 2009.12.21 11:10 | modify | 22 | 0.30 | 1.06524 | 1.06579 | 1.06324 | ||
| 91 | 2009.12.21 11:15 | modify | 22 | 0.30 | 1.06524 | 1.06495 | 1.06324 | ||
| 92 | 2009.12.21 11:20 | t/p | 22 | 0.30 | 1.06324 | 1.06495 | 1.06324 | 56.45 | 9812.02 |
| 93 | 2009.12.28 00:00 | buy | 23 | 0.30 | 1.04799 | 1.04699 | 1.04999 | ||
| 94 | 2009.12.28 00:15 | modify | 23 | 0.30 | 1.04799 | 1.04717 | 1.04999 | ||
| 95 | 2009.12.28 00:20 | modify | 23 | 0.30 | 1.04799 | 1.04740 | 1.04999 | ||
| 96 | 2009.12.28 00:32 | modify | 23 | 0.30 | 1.04799 | 1.04787 | 1.04999 | ||
| 97 | 2009.12.28 00:37 | modify | 23 | 0.30 | 1.04799 | 1.04795 | 1.04999 | ||
| 98 | 2009.12.28 01:10 | modify | 23 | 0.30 | 1.04799 | 1.04808 | 1.04999 | ||
| 99 | 2009.12.28 01:16 | modify | 23 | 0.30 | 1.04799 | 1.04842 | 1.04999 | ||
| 100 | 2009.12.28 01:32 | s/l | 23 | 0.30 | 1.04842 | 1.04842 | 1.04999 | 12.31 | 9824.33 |
| 101 | 2009.12.28 04:00 | sell | 24 | 0.30 | 1.04630 | 1.04730 | 1.04430 | ||
| 102 | 2009.12.28 04:10 | modify | 24 | 0.30 | 1.04630 | 1.04724 | 1.04430 | ||
| 103 | 2009.12.28 04:15 | modify | 24 | 0.30 | 1.04630 | 1.04704 | 1.04430 | ||
| 104 | 2009.12.28 04:20 | modify | 24 | 0.30 | 1.04630 | 1.04677 | 1.04430 | ||
| 105 | 2009.12.28 04:45 | s/l | 24 | 0.30 | 1.04677 | 1.04677 | 1.04430 | -13.47 | 9810.86 |
| 106 | 2009.12.28 10:00 | buy | 25 | 0.30 | 1.04824 | 1.04724 | 1.05024 | ||
| 107 | 2009.12.28 10:05 | modify | 25 | 0.30 | 1.04824 | 1.04727 | 1.05024 | ||
| 108 | 2009.12.28 10:10 | modify | 25 | 0.30 | 1.04824 | 1.04769 | 1.05024 | ||
| 109 | 2009.12.28 10:15 | modify | 25 | 0.30 | 1.04824 | 1.04812 | 1.05024 | ||
| 110 | 2009.12.28 10:20 | modify | 25 | 0.30 | 1.04824 | 1.04855 | 1.05024 | ||
| 111 | 2009.12.28 10:45 | s/l | 25 | 0.30 | 1.04855 | 1.04855 | 1.05024 | 8.87 | 9819.73 |
| 112 | 2009.12.28 14:00 | sell | 26 | 0.30 | 1.04647 | 1.04747 | 1.04447 | ||
| 113 | 2009.12.28 14:02 | modify | 26 | 0.30 | 1.04647 | 1.04712 | 1.04447 | ||
| 114 | 2009.12.28 14:07 | modify | 26 | 0.30 | 1.04647 | 1.04701 | 1.04447 | ||
| 115 | 2009.12.28 14:20 | s/l | 26 | 0.30 | 1.04701 | 1.04701 | 1.04447 | -15.47 | 9804.26 |
| 116 | 2009.12.29 21:15 | buy | 27 | 0.30 | 1.04267 | 1.04167 | 1.04467 | ||
| 117 | 2009.12.29 21:40 | modify | 27 | 0.30 | 1.04267 | 1.04192 | 1.04467 | ||
| 118 | 2009.12.29 21:45 | modify | 27 | 0.30 | 1.04267 | 1.04254 | 1.04467 | ||
| 119 | 2009.12.29 21:50 | modify | 27 | 0.30 | 1.04267 | 1.04316 | 1.04467 | ||
| 120 | 2009.12.29 22:20 | s/l | 27 | 0.30 | 1.04316 | 1.04316 | 1.04467 | 14.10 | 9818.36 |