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; Profit=100; Stop=0; Slippage=5; Symb="*"; StartTime="00:05"; | ||||
Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -105.19 | Gross profit | 179.96 | Gross loss | -285.15 |
Profit factor | 0.63 | Expected payoff | -4.78 | ||
Absolute drawdown | 281.71 | Maximal drawdown | 426.07 (4.20%) | Relative drawdown | 4.20% (426.07) |
Total trades | 22 | Short positions (won %) | 11 (90.91%) | Long positions (won %) | 11 (81.82%) |
Profit trades (% of total) | 19 (86.36%) | Loss trades (% of total) | 3 (13.64%) | ||
Largest | profit trade | 9.58 | loss trade | -159.58 | |
Average | profit trade | 9.47 | loss trade | -95.05 | |
Maximum | consecutive wins (profit in money) | 19 (179.96) | consecutive losses (loss in money) | 3 (-285.15) | |
Maximal | consecutive profit (count of wins) | 179.96 (19) | consecutive loss (count of losses) | -285.15 (3) | |
Average | consecutive wins | 19 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 00:05 | buy | 1 | 0.10 | 1.05602 | 0.00000 | 1.05702 | ||
2 | 2009.12.01 06:15 | t/p | 1 | 0.10 | 1.05702 | 0.00000 | 1.05702 | 9.47 | 10009.47 |
3 | 2009.12.02 00:05 | buy | 2 | 0.10 | 1.04692 | 0.00000 | 1.04792 | ||
4 | 2009.12.02 14:50 | t/p | 2 | 0.10 | 1.04792 | 0.00000 | 1.04792 | 9.54 | 10019.01 |
5 | 2009.12.03 00:06 | sell | 3 | 0.10 | 1.05040 | 0.00000 | 1.04940 | ||
6 | 2009.12.03 00:16 | t/p | 3 | 0.10 | 1.04940 | 0.00000 | 1.04940 | 9.53 | 10028.54 |
7 | 2009.12.04 00:05 | sell | 4 | 0.10 | 1.05705 | 0.00000 | 1.05605 | ||
8 | 2009.12.04 00:45 | t/p | 4 | 0.10 | 1.05605 | 0.00000 | 1.05605 | 9.47 | 10038.01 |
9 | 2009.12.07 00:05 | sell | 5 | 0.10 | 1.05626 | 0.00000 | 1.05526 | ||
10 | 2009.12.07 01:45 | t/p | 5 | 0.10 | 1.05526 | 0.00000 | 1.05526 | 9.48 | 10047.49 |
11 | 2009.12.08 00:05 | buy | 6 | 0.10 | 1.05132 | 0.00000 | 1.05232 | ||
12 | 2009.12.08 08:20 | t/p | 6 | 0.10 | 1.05232 | 0.00000 | 1.05232 | 9.50 | 10056.99 |
13 | 2009.12.09 00:05 | sell | 7 | 0.10 | 1.06295 | 0.00000 | 1.06195 | ||
14 | 2009.12.09 03:25 | t/p | 7 | 0.10 | 1.06195 | 0.00000 | 1.06195 | 9.42 | 10066.41 |
15 | 2009.12.10 00:05 | buy | 8 | 0.10 | 1.05488 | 0.00000 | 1.05588 | ||
16 | 2009.12.10 05:10 | t/p | 8 | 0.10 | 1.05588 | 0.00000 | 1.05588 | 9.47 | 10075.88 |
17 | 2009.12.11 00:05 | buy | 9 | 0.10 | 1.05087 | 0.00000 | 1.05187 | ||
18 | 2009.12.11 03:10 | t/p | 9 | 0.10 | 1.05187 | 0.00000 | 1.05187 | 9.50 | 10085.38 |
19 | 2009.12.14 00:05 | sell | 10 | 0.10 | 1.06024 | 0.00000 | 1.05924 | ||
20 | 2009.12.14 00:15 | t/p | 10 | 0.10 | 1.05924 | 0.00000 | 1.05924 | 9.45 | 10094.83 |
21 | 2009.12.15 00:05 | buy | 11 | 0.10 | 1.05942 | 0.00000 | 1.06042 | ||
22 | 2009.12.15 09:15 | t/p | 11 | 0.10 | 1.06042 | 0.00000 | 1.06042 | 9.43 | 10104.26 |
23 | 2009.12.16 00:05 | sell | 12 | 0.10 | 1.06057 | 0.00000 | 1.05957 | ||
24 | 2009.12.16 09:50 | t/p | 12 | 0.10 | 1.05957 | 0.00000 | 1.05957 | 9.44 | 10113.70 |
25 | 2009.12.17 00:05 | sell | 13 | 0.10 | 1.06110 | 0.00000 | 1.06010 | ||
26 | 2009.12.18 00:06 | sell | 14 | 0.10 | 1.07089 | 0.00000 | 1.06989 | ||
27 | 2009.12.18 00:50 | t/p | 14 | 0.10 | 1.06989 | 0.00000 | 1.06989 | 9.35 | 10123.05 |
28 | 2009.12.21 00:05 | buy | 15 | 0.10 | 1.06757 | 0.00000 | 1.06857 | ||
29 | 2009.12.21 09:20 | t/p | 15 | 0.10 | 1.06857 | 0.00000 | 1.06857 | 9.35 | 10132.40 |
30 | 2009.12.21 13:10 | t/p | 13 | 0.10 | 1.06010 | 0.00000 | 1.06010 | 9.42 | 10141.82 |
31 | 2009.12.22 00:05 | buy | 16 | 0.10 | 1.06303 | 0.00000 | 1.06403 | ||
32 | 2009.12.23 00:06 | buy | 17 | 0.10 | 1.05674 | 0.00000 | 1.05774 | ||
33 | 2009.12.24 00:05 | buy | 18 | 0.10 | 1.04867 | 0.00000 | 1.04967 | ||
34 | 2009.12.24 18:15 | t/p | 18 | 0.10 | 1.04967 | 0.00000 | 1.04967 | 9.52 | 10151.34 |
35 | 2009.12.28 00:05 | sell | 19 | 0.10 | 1.04770 | 0.00000 | 1.04670 | ||
36 | 2009.12.28 03:45 | t/p | 19 | 0.10 | 1.04670 | 0.00000 | 1.04670 | 9.55 | 10160.89 |
37 | 2009.12.29 00:05 | buy | 20 | 0.10 | 1.04306 | 0.00000 | 1.04406 | ||
38 | 2009.12.29 03:20 | t/p | 20 | 0.10 | 1.04406 | 0.00000 | 1.04406 | 9.58 | 10170.47 |
39 | 2009.12.30 00:05 | sell | 21 | 0.10 | 1.04381 | 0.00000 | 1.04281 | ||
40 | 2009.12.31 00:05 | sell | 22 | 0.10 | 1.05480 | 0.00000 | 1.05380 | ||
41 | 2009.12.31 01:46 | t/p | 22 | 0.10 | 1.05380 | 0.00000 | 1.05380 | 9.49 | 10179.96 |
42 | 2009.12.31 18:57 | close at stop | 21 | 0.10 | 1.04655 | 0.00000 | 1.04281 | -26.21 | 10153.75 |
43 | 2009.12.31 18:57 | close at stop | 17 | 0.10 | 1.04645 | 0.00000 | 1.05774 | -99.36 | 10054.39 |
44 | 2009.12.31 18:57 | close at stop | 16 | 0.10 | 1.04645 | 0.00000 | 1.06403 | -159.58 | 9894.81 |