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; pipsize=0.0001; puffer=3; TP=20; SL=10; TS=10; magic=12345; | ||||
Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -3539.35 | Gross profit | 238.29 | Gross loss | -3777.64 |
Profit factor | 0.06 | Expected payoff | -76.94 | ||
Absolute drawdown | 5862.28 | Maximal drawdown | 6535.17 (61.23%) | Relative drawdown | 61.23% (6535.17) |
Total trades | 46 | Short positions (won %) | 26 (26.92%) | Long positions (won %) | 20 (10.00%) |
Profit trades (% of total) | 9 (19.57%) | Loss trades (% of total) | 37 (80.43%) | ||
Largest | profit trade | 136.75 | loss trade | -279.09 | |
Average | profit trade | 26.48 | loss trade | -102.10 | |
Maximum | consecutive wins (profit in money) | 6 (228.44) | consecutive losses (loss in money) | 20 (-3135.80) | |
Maximal | consecutive profit (count of wins) | 228.44 (6) | consecutive loss (count of losses) | -3135.80 (20) | |
Average | consecutive wins | 3 | consecutive losses | 19 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 10:00 | sell | 1 | 0.10 | 1.04689 | 0.00000 | 0.00000 | ||
2 | 2009.12.01 10:03 | close | 1 | 0.10 | 1.04674 | 0.00000 | 0.00000 | 1.43 | 10001.43 |
3 | 2009.12.03 16:05 | buy | 2 | 0.10 | 1.05659 | 0.00000 | 0.00000 | ||
4 | 2009.12.03 16:27 | close | 2 | 0.10 | 1.05724 | 0.00000 | 0.00000 | 6.15 | 10007.58 |
5 | 2009.12.04 21:00 | buy | 3 | 0.10 | 1.05992 | 0.00000 | 0.00000 | ||
6 | 2009.12.04 21:15 | close | 3 | 0.10 | 1.05775 | 0.00000 | 0.00000 | -20.52 | 9987.06 |
7 | 2009.12.07 10:00 | buy | 4 | 0.10 | 1.06451 | 0.00000 | 0.00000 | ||
8 | 2009.12.07 10:10 | close | 4 | 0.10 | 1.06328 | 0.00000 | 0.00000 | -11.57 | 9975.49 |
9 | 2009.12.08 21:00 | buy | 5 | 0.10 | 1.06747 | 0.00000 | 0.00000 | ||
10 | 2009.12.08 21:15 | close | 5 | 0.10 | 1.06529 | 0.00000 | 0.00000 | -20.46 | 9955.03 |
11 | 2009.12.10 12:00 | sell | 6 | 0.10 | 1.05119 | 0.00000 | 0.00000 | ||
12 | 2009.12.10 13:03 | close | 6 | 0.10 | 1.05191 | 0.00000 | 0.00000 | -6.84 | 9948.19 |
13 | 2009.12.10 13:45 | sell | 7 | 0.10 | 1.04999 | 0.00000 | 0.00000 | ||
14 | 2009.12.11 20:20 | buy | 8 | 0.10 | 1.06160 | 0.00000 | 0.00000 | ||
15 | 2009.12.11 20:23 | close | 7 | 0.10 | 1.06150 | 0.00000 | 0.00000 | -108.44 | 9839.75 |
16 | 2009.12.14 12:00 | buy | 9 | 0.10 | 1.06513 | 0.00000 | 0.00000 | ||
17 | 2009.12.14 12:05 | buy | 10 | 0.10 | 1.06508 | 0.00000 | 0.00000 | ||
18 | 2009.12.17 03:00 | buy | 11 | 0.10 | 1.06508 | 0.00000 | 0.00000 | ||
19 | 2009.12.17 04:00 | buy | 12 | 0.10 | 1.06703 | 0.00000 | 0.00000 | ||
20 | 2009.12.17 05:00 | buy | 13 | 0.10 | 1.06803 | 0.00000 | 0.00000 | ||
21 | 2009.12.17 05:05 | buy | 14 | 0.10 | 1.06813 | 0.00000 | 0.00000 | ||
22 | 2009.12.17 06:02 | buy | 15 | 0.10 | 1.06965 | 0.00000 | 0.00000 | ||
23 | 2009.12.17 06:07 | buy | 16 | 0.10 | 1.06971 | 0.00000 | 0.00000 | ||
24 | 2009.12.17 06:45 | buy | 17 | 0.10 | 1.06973 | 0.00000 | 0.00000 | ||
25 | 2009.12.17 07:00 | buy | 18 | 0.10 | 1.06978 | 0.00000 | 0.00000 | ||
26 | 2009.12.17 07:05 | buy | 19 | 0.10 | 1.06978 | 0.00000 | 0.00000 | ||
27 | 2009.12.17 11:15 | buy | 20 | 0.10 | 1.07172 | 0.00000 | 0.00000 | ||
28 | 2009.12.17 12:00 | buy | 21 | 0.10 | 1.07378 | 0.00000 | 0.00000 | ||
29 | 2009.12.17 12:10 | buy | 22 | 0.10 | 1.07387 | 0.00000 | 0.00000 | ||
30 | 2009.12.21 12:20 | sell | 23 | 0.10 | 1.06142 | 0.00000 | 0.00000 | ||
31 | 2009.12.21 13:10 | close | 8 | 0.10 | 1.05941 | 0.00000 | 0.00000 | -21.50 | 9818.25 |
32 | 2009.12.23 13:00 | sell | 24 | 0.10 | 1.05255 | 0.00000 | 0.00000 | ||
33 | 2009.12.23 13:02 | close | 9 | 0.10 | 1.05247 | 0.00000 | 0.00000 | -121.22 | 9697.03 |
34 | 2009.12.23 14:00 | sell | 25 | 0.10 | 1.04923 | 0.00000 | 0.00000 | ||
35 | 2009.12.23 14:02 | close | 10 | 0.10 | 1.04893 | 0.00000 | 0.00000 | -154.90 | 9542.13 |
36 | 2009.12.23 15:20 | sell | 26 | 0.10 | 1.04908 | 0.00000 | 0.00000 | ||
37 | 2009.12.23 15:22 | close | 11 | 0.10 | 1.04956 | 0.00000 | 0.00000 | -148.28 | 9393.85 |
38 | 2009.12.23 18:02 | sell | 27 | 0.10 | 1.04711 | 0.00000 | 0.00000 | ||
39 | 2009.12.23 18:05 | close | 12 | 0.10 | 1.04724 | 0.00000 | 0.00000 | -189.38 | 9204.47 |
40 | 2009.12.23 19:00 | sell | 28 | 0.10 | 1.04713 | 0.00000 | 0.00000 | ||
41 | 2009.12.23 19:02 | close | 13 | 0.10 | 1.04717 | 0.00000 | 0.00000 | -199.61 | 9004.85 |
42 | 2009.12.23 19:07 | sell | 29 | 0.10 | 1.04708 | 0.00000 | 0.00000 | ||
43 | 2009.12.23 19:10 | close | 14 | 0.10 | 1.04751 | 0.00000 | 0.00000 | -197.26 | 8807.59 |
44 | 2009.12.23 19:32 | sell | 30 | 0.10 | 1.04704 | 0.00000 | 0.00000 | ||
45 | 2009.12.23 19:35 | close | 15 | 0.10 | 1.04713 | 0.00000 | 0.00000 | -215.47 | 8592.11 |
46 | 2009.12.23 19:37 | sell | 31 | 0.10 | 1.04694 | 0.00000 | 0.00000 | ||
47 | 2009.12.23 19:40 | close | 16 | 0.10 | 1.04742 | 0.00000 | 0.00000 | -213.22 | 8378.89 |
48 | 2009.12.24 11:00 | sell | 32 | 0.10 | 1.04692 | 0.00000 | 0.00000 | ||
49 | 2009.12.24 11:03 | close | 17 | 0.10 | 1.04640 | 0.00000 | 0.00000 | -223.67 | 8155.22 |
50 | 2009.12.24 12:45 | sell | 33 | 0.10 | 1.04554 | 0.00000 | 0.00000 | ||
51 | 2009.12.24 12:47 | close | 18 | 0.10 | 1.04572 | 0.00000 | 0.00000 | -230.80 | 7924.41 |
52 | 2009.12.28 15:02 | sell | 34 | 0.10 | 1.04465 | 0.00000 | 0.00000 | ||
53 | 2009.12.28 15:05 | close | 19 | 0.10 | 1.04473 | 0.00000 | 0.00000 | -240.70 | 7683.71 |
54 | 2009.12.28 15:07 | sell | 35 | 0.10 | 1.04457 | 0.00000 | 0.00000 | ||
55 | 2009.12.28 15:10 | close | 20 | 0.10 | 1.04496 | 0.00000 | 0.00000 | -257.02 | 7426.69 |
56 | 2009.12.28 15:32 | sell | 36 | 0.10 | 1.04458 | 0.00000 | 0.00000 | ||
57 | 2009.12.28 15:35 | close | 21 | 0.10 | 1.04472 | 0.00000 | 0.00000 | -279.09 | 7147.60 |
58 | 2009.12.28 15:37 | sell | 37 | 0.10 | 1.04444 | 0.00000 | 0.00000 | ||
59 | 2009.12.28 15:40 | close | 22 | 0.10 | 1.04514 | 0.00000 | 0.00000 | -275.82 | 6871.78 |
60 | 2009.12.28 17:03 | sell | 38 | 0.10 | 1.04331 | 0.00000 | 0.00000 | ||
61 | 2009.12.28 18:10 | sell | 39 | 0.10 | 1.04217 | 0.00000 | 0.00000 | ||
62 | 2009.12.29 09:00 | sell | 40 | 0.10 | 1.04177 | 0.00000 | 0.00000 | ||
63 | 2009.12.29 09:05 | sell | 41 | 0.10 | 1.04182 | 0.00000 | 0.00000 | ||
64 | 2009.12.29 09:10 | sell | 42 | 0.10 | 1.04164 | 0.00000 | 0.00000 | ||
65 | 2009.12.29 13:50 | sell | 43 | 0.10 | 1.03751 | 0.00000 | 0.00000 | ||
66 | 2009.12.29 15:00 | sell | 44 | 0.10 | 1.03667 | 0.00000 | 0.00000 | ||
67 | 2009.12.29 15:05 | sell | 45 | 0.10 | 1.03677 | 0.00000 | 0.00000 | ||
68 | 2009.12.30 02:00 | buy | 46 | 0.10 | 1.04618 | 0.00000 | 0.00000 | ||
69 | 2009.12.31 18:57 | close at stop | 46 | 0.10 | 1.04645 | 0.00000 | 0.00000 | 2.27 | 6874.05 |
70 | 2009.12.31 18:57 | close at stop | 45 | 0.10 | 1.04709 | 0.00000 | 0.00000 | -98.60 | 6775.45 |
71 | 2009.12.31 18:57 | close at stop | 44 | 0.10 | 1.04709 | 0.00000 | 0.00000 | -99.55 | 6675.91 |
72 | 2009.12.31 18:57 | close at stop | 43 | 0.10 | 1.04709 | 0.00000 | 0.00000 | -91.53 | 6584.38 |
73 | 2009.12.31 18:57 | close at stop | 42 | 0.10 | 1.04709 | 0.00000 | 0.00000 | -52.09 | 6532.29 |
74 | 2009.12.31 18:57 | close at stop | 41 | 0.10 | 1.04709 | 0.00000 | 0.00000 | -50.37 | 6481.92 |
75 | 2009.12.31 18:57 | close at stop | 40 | 0.10 | 1.04709 | 0.00000 | 0.00000 | -50.85 | 6431.07 |
76 | 2009.12.31 18:57 | close at stop | 39 | 0.10 | 1.04709 | 0.00000 | 0.00000 | -47.04 | 6384.04 |
77 | 2009.12.31 18:57 | close at stop | 38 | 0.10 | 1.04709 | 0.00000 | 0.00000 | -36.15 | 6347.89 |
78 | 2009.12.31 18:57 | close at stop | 37 | 0.10 | 1.04709 | 0.00000 | 0.00000 | -25.36 | 6322.53 |
79 | 2009.12.31 18:57 | close at stop | 36 | 0.10 | 1.04709 | 0.00000 | 0.00000 | -24.02 | 6298.52 |
80 | 2009.12.31 18:57 | close at stop | 35 | 0.10 | 1.04709 | 0.00000 | 0.00000 | -24.12 | 6274.40 |
81 | 2009.12.31 18:57 | close at stop | 34 | 0.10 | 1.04709 | 0.00000 | 0.00000 | -23.35 | 6251.05 |
82 | 2009.12.31 18:57 | close at stop | 33 | 0.10 | 1.04709 | 0.00000 | 0.00000 | -14.87 | 6236.19 |
83 | 2009.12.31 18:57 | close at stop | 32 | 0.10 | 1.04709 | 0.00000 | 0.00000 | -1.69 | 6234.50 |
84 | 2009.12.31 18:57 | close at stop | 31 | 0.10 | 1.04709 | 0.00000 | 0.00000 | -1.52 | 6232.98 |
85 | 2009.12.31 18:57 | close at stop | 30 | 0.10 | 1.04709 | 0.00000 | 0.00000 | -0.57 | 6232.40 |
86 | 2009.12.31 18:57 | close at stop | 29 | 0.10 | 1.04709 | 0.00000 | 0.00000 | -0.19 | 6232.21 |
87 | 2009.12.31 18:57 | close at stop | 28 | 0.10 | 1.04709 | 0.00000 | 0.00000 | 0.29 | 6232.50 |
88 | 2009.12.31 18:57 | close at stop | 27 | 0.10 | 1.04709 | 0.00000 | 0.00000 | 0.10 | 6232.59 |
89 | 2009.12.31 18:57 | close at stop | 26 | 0.10 | 1.04709 | 0.00000 | 0.00000 | 18.92 | 6251.51 |
90 | 2009.12.31 18:57 | close at stop | 25 | 0.10 | 1.04709 | 0.00000 | 0.00000 | 20.35 | 6271.85 |
91 | 2009.12.31 18:57 | close at stop | 24 | 0.10 | 1.04709 | 0.00000 | 0.00000 | 52.05 | 6323.90 |
92 | 2009.12.31 18:57 | close at stop | 23 | 0.10 | 1.04709 | 0.00000 | 0.00000 | 136.75 | 6460.65 |