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=0.1; MaximumRisk=0.02; DecreaseFactor=3; MovingPeriod=12; MovingShift=6; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -250.38 | Gross profit | 251.88 | Gross loss | -502.26 |
| Profit factor | 0.50 | Expected payoff | -10.02 | ||
| Absolute drawdown | 356.24 | Maximal drawdown | 410.50 (4.08%) | Relative drawdown | 4.08% (410.50) |
| Total trades | 25 | Short positions (won %) | 10 (30.00%) | Long positions (won %) | 15 (20.00%) |
| Profit trades (% of total) | 6 (24.00%) | Loss trades (% of total) | 19 (76.00%) | ||
| Largest | profit trade | 109.34 | loss trade | -60.51 | |
| Average | profit trade | 41.98 | loss trade | -26.43 | |
| Maximum | consecutive wins (profit in money) | 2 (131.01) | consecutive losses (loss in money) | 9 (-186.04) | |
| Maximal | consecutive profit (count of wins) | 131.01 (2) | consecutive loss (count of losses) | -186.04 (9) | |
| Average | consecutive wins | 1 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.02 00:00 | buy | 1 | 0.20 | 1.04763 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.02 07:00 | close | 1 | 0.20 | 1.04447 | 0.00000 | 0.00000 | -60.51 | 9939.49 |
| 3 | 2009.12.02 09:00 | buy | 2 | 0.20 | 1.04651 | 0.00000 | 0.00000 | ||
| 4 | 2009.12.02 10:00 | close | 2 | 0.20 | 1.04486 | 0.00000 | 0.00000 | -31.58 | 9907.91 |
| 5 | 2009.12.02 13:00 | buy | 3 | 0.10 | 1.04649 | 0.00000 | 0.00000 | ||
| 6 | 2009.12.02 14:00 | close | 3 | 0.10 | 1.04487 | 0.00000 | 0.00000 | -15.50 | 9892.41 |
| 7 | 2009.12.02 15:00 | buy | 4 | 0.10 | 1.04838 | 0.00000 | 0.00000 | ||
| 8 | 2009.12.03 08:00 | close | 4 | 0.10 | 1.04819 | 0.00000 | 0.00000 | -2.12 | 9890.29 |
| 9 | 2009.12.03 13:00 | buy | 5 | 0.10 | 1.05119 | 0.00000 | 0.00000 | ||
| 10 | 2009.12.03 14:00 | close | 5 | 0.10 | 1.04926 | 0.00000 | 0.00000 | -18.39 | 9871.90 |
| 11 | 2009.12.04 09:00 | sell | 6 | 0.10 | 1.05421 | 0.00000 | 0.00000 | ||
| 12 | 2009.12.04 20:00 | close | 6 | 0.10 | 1.05758 | 0.00000 | 0.00000 | -31.87 | 9840.03 |
| 13 | 2009.12.07 09:00 | buy | 7 | 0.10 | 1.05548 | 0.00000 | 0.00000 | ||
| 14 | 2009.12.07 15:00 | close | 7 | 0.10 | 1.05543 | 0.00000 | 0.00000 | -0.47 | 9839.56 |
| 15 | 2009.12.08 11:00 | sell | 8 | 0.10 | 1.05018 | 0.00000 | 0.00000 | ||
| 16 | 2009.12.08 12:00 | close | 8 | 0.10 | 1.05212 | 0.00000 | 0.00000 | -18.44 | 9821.12 |
| 17 | 2009.12.09 06:00 | buy | 9 | 0.10 | 1.06283 | 0.00000 | 0.00000 | ||
| 18 | 2009.12.09 10:00 | close | 9 | 0.10 | 1.06207 | 0.00000 | 0.00000 | -7.16 | 9813.96 |
| 19 | 2009.12.10 08:00 | sell | 10 | 0.10 | 1.05532 | 0.00000 | 0.00000 | ||
| 20 | 2009.12.11 03:00 | close | 10 | 0.10 | 1.05211 | 0.00000 | 0.00000 | 30.50 | 9844.46 |
| 21 | 2009.12.11 08:00 | buy | 11 | 0.20 | 1.05290 | 0.00000 | 0.00000 | ||
| 22 | 2009.12.11 10:00 | close | 11 | 0.20 | 1.05111 | 0.00000 | 0.00000 | -34.06 | 9810.40 |
| 23 | 2009.12.11 16:00 | buy | 12 | 0.20 | 1.05312 | 0.00000 | 0.00000 | ||
| 24 | 2009.12.14 18:00 | close | 12 | 0.20 | 1.05892 | 0.00000 | 0.00000 | 109.34 | 9919.74 |
| 25 | 2009.12.15 09:00 | buy | 13 | 0.20 | 1.05979 | 0.00000 | 0.00000 | ||
| 26 | 2009.12.16 08:00 | close | 13 | 0.20 | 1.06095 | 0.00000 | 0.00000 | 21.66 | 9941.41 |
| 27 | 2009.12.16 09:00 | buy | 14 | 0.20 | 1.06259 | 0.00000 | 0.00000 | ||
| 28 | 2009.12.16 10:00 | close | 14 | 0.20 | 1.05972 | 0.00000 | 0.00000 | -54.17 | 9887.24 |
| 29 | 2009.12.16 12:00 | buy | 15 | 0.20 | 1.06250 | 0.00000 | 0.00000 | ||
| 30 | 2009.12.16 13:00 | close | 15 | 0.20 | 1.06004 | 0.00000 | 0.00000 | -46.41 | 9840.83 |
| 31 | 2009.12.16 21:00 | buy | 16 | 0.10 | 1.06355 | 0.00000 | 0.00000 | ||
| 32 | 2009.12.18 01:00 | close | 16 | 0.10 | 1.07012 | 0.00000 | 0.00000 | 60.98 | 9901.80 |
| 33 | 2009.12.18 19:00 | sell | 17 | 0.20 | 1.06572 | 0.00000 | 0.00000 | ||
| 34 | 2009.12.21 07:00 | close | 17 | 0.20 | 1.06756 | 0.00000 | 0.00000 | -34.49 | 9867.31 |
| 35 | 2009.12.21 08:00 | sell | 18 | 0.20 | 1.06627 | 0.00000 | 0.00000 | ||
| 36 | 2009.12.21 09:00 | close | 18 | 0.20 | 1.06864 | 0.00000 | 0.00000 | -44.36 | 9822.95 |
| 37 | 2009.12.21 11:00 | sell | 19 | 0.10 | 1.06524 | 0.00000 | 0.00000 | ||
| 38 | 2009.12.21 23:00 | close | 19 | 0.10 | 1.06268 | 0.00000 | 0.00000 | 24.09 | 9847.04 |
| 39 | 2009.12.23 06:00 | buy | 20 | 0.20 | 1.05788 | 0.00000 | 0.00000 | ||
| 40 | 2009.12.23 07:00 | close | 20 | 0.20 | 1.05629 | 0.00000 | 0.00000 | -30.11 | 9816.93 |
| 41 | 2009.12.24 06:00 | buy | 21 | 0.20 | 1.04958 | 0.00000 | 0.00000 | ||
| 42 | 2009.12.24 07:00 | close | 21 | 0.20 | 1.04868 | 0.00000 | 0.00000 | -17.16 | 9799.77 |
| 43 | 2009.12.24 08:00 | sell | 22 | 0.10 | 1.04797 | 0.00000 | 0.00000 | ||
| 44 | 2009.12.24 15:00 | close | 22 | 0.10 | 1.04902 | 0.00000 | 0.00000 | -10.01 | 9789.76 |
| 45 | 2009.12.24 16:00 | sell | 23 | 0.10 | 1.04774 | 0.00000 | 0.00000 | ||
| 46 | 2009.12.24 17:00 | close | 23 | 0.10 | 1.04899 | 0.00000 | 0.00000 | -11.92 | 9777.84 |
| 47 | 2009.12.28 04:00 | sell | 24 | 0.10 | 1.04630 | 0.00000 | 0.00000 | ||
| 48 | 2009.12.28 09:00 | close | 24 | 0.10 | 1.04982 | 0.00000 | 0.00000 | -33.53 | 9744.31 |
| 49 | 2009.12.28 13:00 | sell | 25 | 0.10 | 1.04765 | 0.00000 | 0.00000 | ||
| 50 | 2009.12.31 18:57 | close at stop | 25 | 0.10 | 1.04709 | 0.00000 | 0.00000 | 5.30 | 9749.62 |