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 | TrailingStop=60; StopLoss=100; Lots=0.1; magicnumber=777; PolLots=false; MaxOrders=1; slippage=15; | ||||
Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -145.24 | Gross profit | 165.22 | Gross loss | -310.46 |
Profit factor | 0.53 | Expected payoff | -4.03 | ||
Absolute drawdown | 163.86 | Maximal drawdown | 178.68 (1.78%) | Relative drawdown | 1.78% (178.68) |
Total trades | 36 | Short positions (won %) | 36 (44.44%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 16 (44.44%) | Loss trades (% of total) | 20 (55.56%) | ||
Largest | profit trade | 32.56 | loss trade | -15.74 | |
Average | profit trade | 10.33 | loss trade | -15.52 | |
Maximum | consecutive wins (profit in money) | 7 (56.27) | consecutive losses (loss in money) | 5 (-77.76) | |
Maximal | consecutive profit (count of wins) | 56.27 (7) | consecutive loss (count of losses) | -77.76 (5) | |
Average | consecutive wins | 2 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 10:00 | sell | 1 | 0.10 | 1.04689 | 1.04853 | 0.00000 | ||
2 | 2009.12.01 10:10 | modify | 1 | 0.10 | 1.04689 | 1.04675 | 0.00000 | ||
3 | 2009.12.01 10:16 | modify | 1 | 0.10 | 1.04689 | 1.04596 | 0.00000 | ||
4 | 2009.12.01 10:26 | s/l | 1 | 0.10 | 1.04596 | 1.04596 | 0.00000 | 8.89 | 10008.89 |
5 | 2009.12.01 11:00 | sell | 2 | 0.10 | 1.04587 | 1.04751 | 0.00000 | ||
6 | 2009.12.01 11:20 | modify | 2 | 0.10 | 1.04587 | 1.04585 | 0.00000 | ||
7 | 2009.12.01 11:27 | s/l | 2 | 0.10 | 1.04585 | 1.04585 | 0.00000 | 0.19 | 10009.08 |
8 | 2009.12.01 12:00 | sell | 3 | 0.10 | 1.04554 | 1.04718 | 0.00000 | ||
9 | 2009.12.01 12:20 | s/l | 3 | 0.10 | 1.04718 | 1.04718 | 0.00000 | -15.66 | 9993.42 |
10 | 2009.12.07 16:00 | sell | 4 | 0.10 | 1.05485 | 1.05649 | 0.00000 | ||
11 | 2009.12.07 16:03 | s/l | 4 | 0.10 | 1.05649 | 1.05649 | 0.00000 | -15.52 | 9977.90 |
12 | 2009.12.07 17:00 | sell | 5 | 0.10 | 1.05083 | 1.05247 | 0.00000 | ||
13 | 2009.12.07 17:15 | s/l | 5 | 0.10 | 1.05247 | 1.05247 | 0.00000 | -15.58 | 9962.32 |
14 | 2009.12.07 18:00 | sell | 6 | 0.10 | 1.05068 | 1.05232 | 0.00000 | ||
15 | 2009.12.07 18:03 | s/l | 6 | 0.10 | 1.05232 | 1.05232 | 0.00000 | -15.58 | 9946.74 |
16 | 2009.12.09 04:00 | sell | 7 | 0.10 | 1.06191 | 1.06355 | 0.00000 | ||
17 | 2009.12.09 07:20 | s/l | 7 | 0.10 | 1.06355 | 1.06355 | 0.00000 | -15.42 | 9931.32 |
18 | 2009.12.10 12:00 | sell | 8 | 0.10 | 1.05119 | 1.05283 | 0.00000 | ||
19 | 2009.12.10 12:50 | modify | 8 | 0.10 | 1.05119 | 1.05101 | 0.00000 | ||
20 | 2009.12.10 12:59 | s/l | 8 | 0.10 | 1.05101 | 1.05101 | 0.00000 | 1.72 | 9933.04 |
21 | 2009.12.10 13:00 | sell | 9 | 0.10 | 1.05038 | 1.05202 | 0.00000 | ||
22 | 2009.12.10 13:10 | s/l | 9 | 0.10 | 1.05202 | 1.05202 | 0.00000 | -15.59 | 9917.45 |
23 | 2009.12.10 14:00 | sell | 10 | 0.10 | 1.05017 | 1.05181 | 0.00000 | ||
24 | 2009.12.10 14:45 | modify | 10 | 0.10 | 1.05017 | 1.04992 | 0.00000 | ||
25 | 2009.12.10 14:50 | modify | 10 | 0.10 | 1.05017 | 1.04901 | 0.00000 | ||
26 | 2009.12.10 14:57 | s/l | 10 | 0.10 | 1.04901 | 1.04901 | 0.00000 | 11.05 | 9928.50 |
27 | 2009.12.10 15:00 | sell | 11 | 0.10 | 1.04854 | 1.05018 | 0.00000 | ||
28 | 2009.12.10 15:45 | s/l | 11 | 0.10 | 1.05018 | 1.05018 | 0.00000 | -15.61 | 9912.89 |
29 | 2009.12.11 11:00 | sell | 12 | 0.10 | 1.05011 | 1.05175 | 0.00000 | ||
30 | 2009.12.11 13:16 | modify | 12 | 0.10 | 1.05011 | 1.04971 | 0.00000 | ||
31 | 2009.12.11 13:26 | s/l | 12 | 0.10 | 1.04971 | 1.04971 | 0.00000 | 3.81 | 9916.70 |
32 | 2009.12.14 18:00 | sell | 13 | 0.10 | 1.05892 | 1.06056 | 0.00000 | ||
33 | 2009.12.14 18:16 | modify | 13 | 0.10 | 1.05892 | 1.05825 | 0.00000 | ||
34 | 2009.12.14 18:26 | s/l | 13 | 0.10 | 1.05825 | 1.05825 | 0.00000 | 6.33 | 9923.03 |
35 | 2009.12.14 19:00 | sell | 14 | 0.10 | 1.05763 | 1.05927 | 0.00000 | ||
36 | 2009.12.14 19:50 | s/l | 14 | 0.10 | 1.05927 | 1.05927 | 0.00000 | -15.48 | 9907.55 |
37 | 2009.12.15 04:00 | sell | 15 | 0.10 | 1.05849 | 1.06013 | 0.00000 | ||
38 | 2009.12.15 05:03 | modify | 15 | 0.10 | 1.05849 | 1.05819 | 0.00000 | ||
39 | 2009.12.15 05:10 | modify | 15 | 0.10 | 1.05849 | 1.05755 | 0.00000 | ||
40 | 2009.12.15 05:16 | modify | 15 | 0.10 | 1.05849 | 1.05669 | 0.00000 | ||
41 | 2009.12.15 05:26 | s/l | 15 | 0.10 | 1.05669 | 1.05669 | 0.00000 | 17.03 | 9924.58 |
42 | 2009.12.15 06:00 | sell | 16 | 0.10 | 1.05559 | 1.05723 | 0.00000 | ||
43 | 2009.12.15 06:20 | s/l | 16 | 0.10 | 1.05723 | 1.05723 | 0.00000 | -15.51 | 9909.07 |
44 | 2009.12.16 01:00 | sell | 17 | 0.10 | 1.06054 | 1.06218 | 0.00000 | ||
45 | 2009.12.16 01:20 | s/l | 17 | 0.10 | 1.06218 | 1.06218 | 0.00000 | -15.44 | 9893.63 |
46 | 2009.12.16 18:00 | sell | 18 | 0.10 | 1.05777 | 1.05941 | 0.00000 | ||
47 | 2009.12.16 18:20 | s/l | 18 | 0.10 | 1.05941 | 1.05941 | 0.00000 | -15.47 | 9878.16 |
48 | 2009.12.18 03:00 | sell | 19 | 0.10 | 1.06902 | 1.07066 | 0.00000 | ||
49 | 2009.12.18 03:03 | modify | 19 | 0.10 | 1.06902 | 1.06855 | 0.00000 | ||
50 | 2009.12.18 03:10 | modify | 19 | 0.10 | 1.06902 | 1.06726 | 0.00000 | ||
51 | 2009.12.18 03:16 | modify | 19 | 0.10 | 1.06902 | 1.06555 | 0.00000 | ||
52 | 2009.12.18 03:20 | s/l | 19 | 0.10 | 1.06555 | 1.06555 | 0.00000 | 32.56 | 9910.72 |
53 | 2009.12.18 04:00 | sell | 20 | 0.10 | 1.06684 | 1.06848 | 0.00000 | ||
54 | 2009.12.18 04:20 | s/l | 20 | 0.10 | 1.06848 | 1.06848 | 0.00000 | -15.35 | 9895.37 |
55 | 2009.12.18 05:00 | sell | 21 | 0.10 | 1.06619 | 1.06783 | 0.00000 | ||
56 | 2009.12.18 06:20 | s/l | 21 | 0.10 | 1.06783 | 1.06783 | 0.00000 | -15.35 | 9880.02 |
57 | 2009.12.18 13:00 | sell | 22 | 0.10 | 1.06529 | 1.06693 | 0.00000 | ||
58 | 2009.12.18 13:15 | s/l | 22 | 0.10 | 1.06693 | 1.06693 | 0.00000 | -15.37 | 9864.65 |
59 | 2009.12.21 05:00 | sell | 23 | 0.10 | 1.06616 | 1.06780 | 0.00000 | ||
60 | 2009.12.21 07:02 | s/l | 23 | 0.10 | 1.06780 | 1.06780 | 0.00000 | -15.36 | 9849.29 |
61 | 2009.12.21 13:00 | sell | 24 | 0.10 | 1.06085 | 1.06249 | 0.00000 | ||
62 | 2009.12.21 13:10 | modify | 24 | 0.10 | 1.06085 | 1.06065 | 0.00000 | ||
63 | 2009.12.21 13:15 | modify | 24 | 0.10 | 1.06085 | 1.05933 | 0.00000 | ||
64 | 2009.12.21 13:20 | modify | 24 | 0.10 | 1.06085 | 1.05758 | 0.00000 | ||
65 | 2009.12.21 13:22 | s/l | 24 | 0.10 | 1.05758 | 1.05758 | 0.00000 | 30.91 | 9880.20 |
66 | 2009.12.21 14:00 | sell | 25 | 0.10 | 1.05594 | 1.05758 | 0.00000 | ||
67 | 2009.12.21 14:20 | modify | 25 | 0.10 | 1.05594 | 1.05561 | 0.00000 | ||
68 | 2009.12.21 14:27 | s/l | 25 | 0.10 | 1.05561 | 1.05561 | 0.00000 | 3.12 | 9883.32 |
69 | 2009.12.21 15:00 | sell | 26 | 0.10 | 1.05559 | 1.05723 | 0.00000 | ||
70 | 2009.12.21 15:50 | modify | 26 | 0.10 | 1.05559 | 1.05473 | 0.00000 | ||
71 | 2009.12.21 15:57 | s/l | 26 | 0.10 | 1.05473 | 1.05473 | 0.00000 | 8.15 | 9891.47 |
72 | 2009.12.22 09:00 | sell | 27 | 0.10 | 1.06007 | 1.06171 | 0.00000 | ||
73 | 2009.12.22 09:15 | modify | 27 | 0.10 | 1.06007 | 1.06002 | 0.00000 | ||
74 | 2009.12.22 09:20 | modify | 27 | 0.10 | 1.06007 | 1.05922 | 0.00000 | ||
75 | 2009.12.22 09:27 | s/l | 27 | 0.10 | 1.05922 | 1.05922 | 0.00000 | 8.03 | 9899.50 |
76 | 2009.12.22 10:00 | sell | 28 | 0.10 | 1.05868 | 1.06032 | 0.00000 | ||
77 | 2009.12.22 10:20 | modify | 28 | 0.10 | 1.05868 | 1.05846 | 0.00000 | ||
78 | 2009.12.22 10:40 | s/l | 28 | 0.10 | 1.05846 | 1.05846 | 0.00000 | 2.08 | 9901.58 |
79 | 2009.12.22 11:00 | sell | 29 | 0.10 | 1.05794 | 1.05958 | 0.00000 | ||
80 | 2009.12.22 11:20 | modify | 29 | 0.10 | 1.05794 | 1.05758 | 0.00000 | ||
81 | 2009.12.22 11:32 | s/l | 29 | 0.10 | 1.05758 | 1.05758 | 0.00000 | 3.41 | 9904.99 |
82 | 2009.12.22 12:00 | sell | 30 | 0.10 | 1.05670 | 1.05834 | 0.00000 | ||
83 | 2009.12.22 12:07 | modify | 30 | 0.10 | 1.05670 | 1.05664 | 0.00000 | ||
84 | 2009.12.22 12:10 | s/l | 30 | 0.10 | 1.05664 | 1.05664 | 0.00000 | 0.57 | 9905.56 |
85 | 2009.12.23 14:00 | sell | 31 | 0.10 | 1.04923 | 1.05087 | 0.00000 | ||
86 | 2009.12.23 14:33 | s/l | 31 | 0.10 | 1.05087 | 1.05087 | 0.00000 | -15.60 | 9889.96 |
87 | 2009.12.23 19:00 | sell | 32 | 0.10 | 1.04713 | 1.04877 | 0.00000 | ||
88 | 2009.12.23 20:20 | s/l | 32 | 0.10 | 1.04877 | 1.04877 | 0.00000 | -15.63 | 9874.33 |
89 | 2009.12.24 09:00 | sell | 33 | 0.10 | 1.04738 | 1.04902 | 0.00000 | ||
90 | 2009.12.24 09:15 | s/l | 33 | 0.10 | 1.04902 | 1.04902 | 0.00000 | -15.63 | 9858.70 |
91 | 2009.12.29 10:00 | sell | 34 | 0.10 | 1.04049 | 1.04213 | 0.00000 | ||
92 | 2009.12.29 10:15 | s/l | 34 | 0.10 | 1.04213 | 1.04213 | 0.00000 | -15.74 | 9842.96 |
93 | 2009.12.31 01:00 | sell | 35 | 0.10 | 1.05476 | 1.05640 | 0.00000 | ||
94 | 2009.12.31 01:46 | modify | 35 | 0.10 | 1.05476 | 1.05474 | 0.00000 | ||
95 | 2009.12.31 02:10 | modify | 35 | 0.10 | 1.05476 | 1.05469 | 0.00000 | ||
96 | 2009.12.31 02:15 | modify | 35 | 0.10 | 1.05476 | 1.05448 | 0.00000 | ||
97 | 2009.12.31 02:20 | modify | 35 | 0.10 | 1.05476 | 1.05420 | 0.00000 | ||
98 | 2009.12.31 02:32 | modify | 35 | 0.10 | 1.05476 | 1.05418 | 0.00000 | ||
99 | 2009.12.31 02:35 | modify | 35 | 0.10 | 1.05476 | 1.05395 | 0.00000 | ||
100 | 2009.12.31 02:40 | modify | 35 | 0.10 | 1.05476 | 1.05349 | 0.00000 | ||
101 | 2009.12.31 02:45 | modify | 35 | 0.10 | 1.05476 | 1.05280 | 0.00000 | ||
102 | 2009.12.31 02:50 | modify | 35 | 0.10 | 1.05476 | 1.05188 | 0.00000 | ||
103 | 2009.12.31 02:57 | s/l | 35 | 0.10 | 1.05188 | 1.05188 | 0.00000 | 27.37 | 9870.33 |
104 | 2009.12.31 03:00 | sell | 36 | 0.10 | 1.05143 | 1.05307 | 0.00000 | ||
105 | 2009.12.31 06:15 | s/l | 36 | 0.10 | 1.05307 | 1.05307 | 0.00000 | -15.57 | 9854.76 |