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=1; TakeProfit=100; Stoploss=0; TrailingStop=60; Slippage=5; StopYear=2005; MM=0; Leverage=1; AcctSize=10000; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -2102.29 | Gross profit | 2576.55 | Gross loss | -4678.83 |
| Profit factor | 0.55 | Expected payoff | -53.90 | ||
| Absolute drawdown | 2102.29 | Maximal drawdown | 2567.28 (24.53%) | Relative drawdown | 24.53% (2567.28) |
| Total trades | 39 | Short positions (won %) | 5 (40.00%) | Long positions (won %) | 34 (52.94%) |
| Profit trades (% of total) | 20 (51.28%) | Loss trades (% of total) | 19 (48.72%) | ||
| Largest | profit trade | 393.27 | loss trade | -626.25 | |
| Average | profit trade | 128.83 | loss trade | -246.25 | |
| Maximum | consecutive wins (profit in money) | 4 (676.69) | consecutive losses (loss in money) | 4 (-899.66) | |
| Maximal | consecutive profit (count of wins) | 676.69 (4) | consecutive loss (count of losses) | -899.66 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
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| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 01:00 | buy stop | 1 | 1.00 | 1.05600 | 1.05369 | 1.05700 | ||
| 2 | 2009.12.01 01:50 | buy | 1 | 1.00 | 1.05600 | 1.05369 | 1.05700 | ||
| 3 | 2009.12.01 06:15 | t/p | 1 | 1.00 | 1.05700 | 1.05369 | 1.05700 | 94.60 | 10094.60 |
| 4 | 2009.12.01 07:00 | buy stop | 2 | 1.00 | 1.05766 | 1.05537 | 1.05866 | ||
| 5 | 2009.12.01 08:00 | modify | 2 | 1.00 | 1.05638 | 1.05454 | 1.05866 | ||
| 6 | 2009.12.01 09:00 | modify | 2 | 1.00 | 1.05502 | 1.05101 | 1.05866 | ||
| 7 | 2009.12.01 10:00 | modify | 2 | 1.00 | 1.05225 | 1.04674 | 1.05866 | ||
| 8 | 2009.12.01 15:00 | modify | 2 | 1.00 | 1.04632 | 1.04230 | 1.05866 | ||
| 9 | 2009.12.01 16:00 | modify | 2 | 1.00 | 1.04503 | 1.04277 | 1.05866 | ||
| 10 | 2009.12.01 16:20 | buy | 2 | 1.00 | 1.04503 | 1.04277 | 1.05866 | ||
| 11 | 2009.12.01 16:32 | s/l | 2 | 1.00 | 1.04277 | 1.04277 | 1.05866 | -216.78 | 9877.82 |
| 12 | 2009.12.01 17:00 | buy stop | 3 | 1.00 | 1.04453 | 1.04235 | 1.04553 | ||
| 13 | 2009.12.01 18:20 | buy | 3 | 1.00 | 1.04453 | 1.04235 | 1.04553 | ||
| 14 | 2009.12.01 18:37 | s/l | 3 | 1.00 | 1.04235 | 1.04235 | 1.04553 | -209.15 | 9668.67 |
| 15 | 2009.12.01 20:00 | buy stop | 4 | 1.00 | 1.04407 | 1.04177 | 1.04507 | ||
| 16 | 2009.12.01 20:20 | buy | 4 | 1.00 | 1.04407 | 1.04177 | 1.04507 | ||
| 17 | 2009.12.01 21:20 | t/p | 4 | 1.00 | 1.04507 | 1.04177 | 1.04507 | 95.68 | 9764.35 |
| 18 | 2009.12.02 04:00 | buy stop | 5 | 1.00 | 1.04626 | 1.04465 | 1.04726 | ||
| 19 | 2009.12.02 05:33 | buy | 5 | 1.00 | 1.04626 | 1.04465 | 1.04726 | ||
| 20 | 2009.12.02 06:20 | s/l | 5 | 1.00 | 1.04465 | 1.04465 | 1.04726 | -154.19 | 9610.16 |
| 21 | 2009.12.02 07:00 | buy stop | 6 | 1.00 | 1.04570 | 1.04387 | 1.04670 | ||
| 22 | 2009.12.02 08:10 | buy | 6 | 1.00 | 1.04570 | 1.04387 | 1.04670 | ||
| 23 | 2009.12.02 08:37 | t/p | 6 | 1.00 | 1.04670 | 1.04387 | 1.04670 | 95.54 | 9705.70 |
| 24 | 2009.12.02 10:00 | buy stop | 7 | 1.00 | 1.04692 | 1.04392 | 1.04792 | ||
| 25 | 2009.12.02 11:00 | modify | 7 | 1.00 | 1.04593 | 1.04337 | 1.04792 | ||
| 26 | 2009.12.02 11:45 | buy | 7 | 1.00 | 1.04593 | 1.04337 | 1.04792 | ||
| 27 | 2009.12.02 14:50 | t/p | 7 | 1.00 | 1.04792 | 1.04337 | 1.04792 | 189.85 | 9895.55 |
| 28 | 2009.12.02 16:00 | buy stop | 8 | 1.00 | 1.04805 | 1.04491 | 1.04905 | ||
| 29 | 2009.12.02 17:00 | modify | 8 | 1.00 | 1.04645 | 1.04407 | 1.04905 | ||
| 30 | 2009.12.02 17:10 | buy | 8 | 1.00 | 1.04645 | 1.04407 | 1.04905 | ||
| 31 | 2009.12.02 18:20 | t/p | 8 | 1.00 | 1.04905 | 1.04407 | 1.04905 | 247.72 | 10143.27 |
| 32 | 2009.12.02 19:00 | buy stop | 9 | 1.00 | 1.05068 | 1.04602 | 1.05168 | ||
| 33 | 2009.12.02 20:00 | modify | 9 | 1.00 | 1.04999 | 1.04842 | 1.05168 | ||
| 34 | 2009.12.02 20:10 | buy | 9 | 1.00 | 1.04999 | 1.04842 | 1.05168 | ||
| 35 | 2009.12.03 01:20 | s/l | 9 | 1.00 | 1.04842 | 1.04842 | 1.05168 | -152.90 | 9990.37 |
| 36 | 2009.12.08 01:00 | buy stop | 10 | 1.00 | 1.05148 | 1.04936 | 1.05248 | ||
| 37 | 2009.12.08 01:15 | buy | 10 | 1.00 | 1.05148 | 1.04936 | 1.05248 | ||
| 38 | 2009.12.08 01:50 | s/l | 10 | 1.00 | 1.04936 | 1.04936 | 1.05248 | -202.06 | 9788.31 |
| 39 | 2009.12.08 02:00 | buy stop | 11 | 1.00 | 1.05149 | 1.04921 | 1.05249 | ||
| 40 | 2009.12.08 03:16 | buy | 11 | 1.00 | 1.05149 | 1.04921 | 1.05249 | ||
| 41 | 2009.12.08 08:20 | t/p | 11 | 1.00 | 1.05249 | 1.04921 | 1.05249 | 94.98 | 9883.29 |
| 42 | 2009.12.08 10:00 | buy stop | 12 | 1.00 | 1.05602 | 1.05131 | 1.05702 | ||
| 43 | 2009.12.08 11:00 | modify | 12 | 1.00 | 1.05286 | 1.04896 | 1.05702 | ||
| 44 | 2009.12.08 12:10 | buy | 12 | 1.00 | 1.05286 | 1.04896 | 1.05702 | ||
| 45 | 2009.12.08 14:20 | t/p | 12 | 1.00 | 1.05702 | 1.04896 | 1.05702 | 393.27 | 10276.56 |
| 46 | 2009.12.08 15:00 | buy stop | 13 | 1.00 | 1.05899 | 1.05376 | 1.05999 | ||
| 47 | 2009.12.08 15:15 | buy | 13 | 1.00 | 1.05899 | 1.05376 | 1.05999 | ||
| 48 | 2009.12.08 15:50 | t/p | 13 | 1.00 | 1.05999 | 1.05376 | 1.05999 | 94.27 | 10370.83 |
| 49 | 2009.12.08 16:00 | buy stop | 14 | 1.00 | 1.06079 | 1.05637 | 1.06179 | ||
| 50 | 2009.12.08 16:10 | buy | 14 | 1.00 | 1.06079 | 1.05637 | 1.06179 | ||
| 51 | 2009.12.08 18:16 | t/p | 14 | 1.00 | 1.06179 | 1.05637 | 1.06179 | 94.17 | 10465.00 |
| 52 | 2009.12.08 22:00 | buy stop | 15 | 1.00 | 1.06690 | 1.06352 | 1.06790 | ||
| 53 | 2009.12.09 02:00 | modify | 15 | 1.00 | 1.06494 | 1.06222 | 1.06790 | ||
| 54 | 2009.12.09 02:02 | buy | 15 | 1.00 | 1.06494 | 1.06222 | 1.06790 | ||
| 55 | 2009.12.09 03:15 | s/l | 15 | 1.00 | 1.06222 | 1.06222 | 1.06790 | -256.13 | 10208.87 |
| 56 | 2009.12.10 02:00 | buy stop | 16 | 1.00 | 1.05489 | 1.05201 | 1.05589 | ||
| 57 | 2009.12.10 02:20 | buy | 16 | 1.00 | 1.05489 | 1.05201 | 1.05589 | ||
| 58 | 2009.12.10 05:10 | t/p | 16 | 1.00 | 1.05589 | 1.05201 | 1.05589 | 94.67 | 10303.54 |
| 59 | 2009.12.10 06:00 | buy stop | 17 | 1.00 | 1.05750 | 1.05525 | 1.05850 | ||
| 60 | 2009.12.10 06:20 | buy | 17 | 1.00 | 1.05750 | 1.05525 | 1.05850 | ||
| 61 | 2009.12.10 08:02 | s/l | 17 | 1.00 | 1.05525 | 1.05525 | 1.05850 | -213.23 | 10090.31 |
| 62 | 2009.12.10 10:00 | buy stop | 18 | 1.00 | 1.05819 | 1.05406 | 1.05919 | ||
| 63 | 2009.12.10 11:00 | modify | 18 | 1.00 | 1.05709 | 1.05413 | 1.05919 | ||
| 64 | 2009.12.10 12:00 | modify | 18 | 1.00 | 1.05458 | 1.05091 | 1.05919 | ||
| 65 | 2009.12.10 13:00 | modify | 18 | 1.00 | 1.05177 | 1.04976 | 1.05919 | ||
| 66 | 2009.12.10 13:03 | buy | 18 | 1.00 | 1.05177 | 1.04976 | 1.05919 | ||
| 67 | 2009.12.10 13:50 | s/l | 18 | 1.00 | 1.04976 | 1.04976 | 1.05919 | -191.48 | 9898.83 |
| 68 | 2009.12.10 14:00 | buy stop | 19 | 1.00 | 1.05139 | 1.04968 | 1.05239 | ||
| 69 | 2009.12.10 15:00 | modify | 19 | 1.00 | 1.05050 | 1.04776 | 1.05239 | ||
| 70 | 2009.12.10 15:45 | buy | 19 | 1.00 | 1.05050 | 1.04776 | 1.05239 | ||
| 71 | 2009.12.10 16:15 | t/p | 19 | 1.00 | 1.05239 | 1.04776 | 1.05239 | 179.49 | 10078.32 |
| 72 | 2009.12.10 17:00 | buy stop | 20 | 1.00 | 1.05402 | 1.05020 | 1.05502 | ||
| 73 | 2009.12.10 18:15 | buy | 20 | 1.00 | 1.05402 | 1.05020 | 1.05502 | ||
| 74 | 2009.12.10 20:45 | s/l | 20 | 1.00 | 1.05020 | 1.05020 | 1.05502 | -363.75 | 9714.57 |
| 75 | 2009.12.10 21:00 | buy stop | 21 | 1.00 | 1.05168 | 1.04977 | 1.05268 | ||
| 76 | 2009.12.10 22:45 | buy | 21 | 1.00 | 1.05168 | 1.04977 | 1.05268 | ||
| 77 | 2009.12.11 08:02 | t/p | 21 | 1.00 | 1.05268 | 1.04977 | 1.05268 | 93.93 | 9808.49 |
| 78 | 2009.12.11 09:00 | buy stop | 22 | 1.00 | 1.05321 | 1.05110 | 1.05421 | ||
| 79 | 2009.12.11 11:00 | modify | 22 | 1.00 | 1.05142 | 1.04941 | 1.05421 | ||
| 80 | 2009.12.11 11:20 | buy | 22 | 1.00 | 1.05142 | 1.04941 | 1.05421 | ||
| 81 | 2009.12.11 13:10 | s/l | 22 | 1.00 | 1.04941 | 1.04941 | 1.05421 | -191.59 | 9616.90 |
| 82 | 2009.12.11 16:00 | buy stop | 23 | 1.00 | 1.05408 | 1.04986 | 1.05508 | ||
| 83 | 2009.12.11 16:10 | buy | 23 | 1.00 | 1.05408 | 1.04986 | 1.05508 | ||
| 84 | 2009.12.11 16:15 | t/p | 23 | 1.00 | 1.05508 | 1.04986 | 1.05508 | 94.78 | 9711.68 |
| 85 | 2009.12.11 17:00 | buy stop | 24 | 1.00 | 1.05622 | 1.05232 | 1.05722 | ||
| 86 | 2009.12.11 17:10 | buy | 24 | 1.00 | 1.05622 | 1.05232 | 1.05722 | ||
| 87 | 2009.12.11 17:15 | t/p | 24 | 1.00 | 1.05722 | 1.05232 | 1.05722 | 94.44 | 9806.12 |
| 88 | 2009.12.11 18:00 | buy stop | 25 | 1.00 | 1.06072 | 1.05388 | 1.06172 | ||
| 89 | 2009.12.11 19:20 | buy | 25 | 1.00 | 1.06072 | 1.05388 | 1.06172 | ||
| 90 | 2009.12.11 20:32 | t/p | 25 | 1.00 | 1.06172 | 1.05388 | 1.06172 | 94.17 | 9900.29 |
| 91 | 2009.12.11 21:00 | buy stop | 26 | 1.00 | 1.06215 | 1.06014 | 1.06315 | ||
| 92 | 2009.12.11 22:00 | modify | 26 | 1.00 | 1.06093 | 1.05926 | 1.06315 | ||
| 93 | 2009.12.11 22:15 | buy | 26 | 1.00 | 1.06093 | 1.05926 | 1.06315 | ||
| 94 | 2009.12.14 00:15 | s/l | 26 | 1.00 | 1.05926 | 1.05926 | 1.06315 | -158.80 | 9741.49 |
| 95 | 2009.12.21 08:00 | buy stop | 27 | 1.00 | 1.06741 | 1.06583 | 1.06841 | ||
| 96 | 2009.12.21 08:20 | buy | 27 | 1.00 | 1.06741 | 1.06583 | 1.06841 | ||
| 97 | 2009.12.21 09:13 | t/p | 27 | 1.00 | 1.06841 | 1.06583 | 1.06841 | 93.59 | 9835.08 |
| 98 | 2009.12.21 11:00 | buy stop | 28 | 1.00 | 1.06973 | 1.06521 | 1.07073 | ||
| 99 | 2009.12.21 12:00 | modify | 28 | 1.00 | 1.06578 | 1.06117 | 1.07073 | ||
| 100 | 2009.12.21 13:00 | modify | 28 | 1.00 | 1.06346 | 1.06063 | 1.07073 | ||
| 101 | 2009.12.21 14:00 | modify | 28 | 1.00 | 1.06117 | 1.05458 | 1.07073 | ||
| 102 | 2009.12.21 17:20 | buy | 28 | 1.00 | 1.06117 | 1.05458 | 1.07073 | ||
| 103 | 2009.12.22 19:50 | s/l | 28 | 1.00 | 1.05458 | 1.05458 | 1.07073 | -626.25 | 9208.83 |
| 104 | 2009.12.22 20:00 | buy stop | 29 | 1.00 | 1.05699 | 1.05402 | 1.05799 | ||
| 105 | 2009.12.22 21:20 | buy | 29 | 1.00 | 1.05699 | 1.05402 | 1.05799 | ||
| 106 | 2009.12.22 21:45 | t/p | 29 | 1.00 | 1.05799 | 1.05402 | 1.05799 | 94.51 | 9303.34 |
| 107 | 2009.12.23 02:00 | buy stop | 30 | 1.00 | 1.05701 | 1.05535 | 1.05801 | ||
| 108 | 2009.12.23 03:43 | buy | 30 | 1.00 | 1.05701 | 1.05535 | 1.05801 | ||
| 109 | 2009.12.23 08:20 | s/l | 30 | 1.00 | 1.05535 | 1.05535 | 1.05801 | -157.30 | 9146.04 |
| 110 | 2009.12.23 12:00 | buy stop | 31 | 1.00 | 1.05671 | 1.05435 | 1.05771 | ||
| 111 | 2009.12.23 13:00 | modify | 31 | 1.00 | 1.05548 | 1.05246 | 1.05771 | ||
| 112 | 2009.12.23 14:00 | modify | 31 | 1.00 | 1.05258 | 1.04902 | 1.05771 | ||
| 113 | 2009.12.23 15:45 | buy | 31 | 1.00 | 1.05258 | 1.04902 | 1.05771 | ||
| 114 | 2009.12.23 17:02 | s/l | 31 | 1.00 | 1.04902 | 1.04902 | 1.05771 | -339.49 | 8806.55 |
| 115 | 2009.12.23 18:00 | buy stop | 32 | 1.00 | 1.05069 | 1.04702 | 1.05169 | ||
| 116 | 2009.12.23 19:00 | modify | 32 | 1.00 | 1.04880 | 1.04690 | 1.05169 | ||
| 117 | 2009.12.23 20:20 | buy | 32 | 1.00 | 1.04880 | 1.04690 | 1.05169 | ||
| 118 | 2009.12.24 10:50 | s/l | 32 | 1.00 | 1.04690 | 1.04690 | 1.05169 | -184.61 | 8621.93 |
| 119 | 2009.12.24 11:00 | buy stop | 33 | 1.00 | 1.04840 | 1.04678 | 1.04940 | ||
| 120 | 2009.12.24 13:00 | modify | 33 | 1.00 | 1.04708 | 1.04480 | 1.04940 | ||
| 121 | 2009.12.24 13:20 | buy | 33 | 1.00 | 1.04708 | 1.04480 | 1.04940 | ||
| 122 | 2009.12.24 14:20 | s/l | 33 | 1.00 | 1.04480 | 1.04480 | 1.04940 | -218.26 | 8403.67 |
| 123 | 2009.12.24 16:00 | buy stop | 34 | 1.00 | 1.04929 | 1.04727 | 1.05029 | ||
| 124 | 2009.12.24 16:46 | buy | 34 | 1.00 | 1.04929 | 1.04727 | 1.05029 | ||
| 125 | 2009.12.24 18:20 | t/p | 34 | 1.00 | 1.05029 | 1.04727 | 1.05029 | 95.19 | 8498.86 |
| 126 | 2009.12.31 00:00 | sell stop | 35 | 1.00 | 1.05443 | 1.05588 | 1.05343 | ||
| 127 | 2009.12.31 00:15 | sell | 35 | 1.00 | 1.05443 | 1.05588 | 1.05343 | ||
| 128 | 2009.12.31 02:35 | t/p | 35 | 1.00 | 1.05343 | 1.05588 | 1.05343 | 94.94 | 8593.80 |
| 129 | 2009.12.31 03:00 | sell stop | 36 | 1.00 | 1.05063 | 1.05374 | 1.04963 | ||
| 130 | 2009.12.31 07:00 | modify | 36 | 1.00 | 1.05117 | 1.05370 | 1.04963 | ||
| 131 | 2009.12.31 07:45 | sell | 36 | 1.00 | 1.05117 | 1.05370 | 1.04963 | ||
| 132 | 2009.12.31 09:20 | t/p | 36 | 1.00 | 1.04963 | 1.05370 | 1.04963 | 146.76 | 8740.56 |
| 133 | 2009.12.31 11:00 | sell stop | 37 | 1.00 | 1.04772 | 1.05154 | 1.04672 | ||
| 134 | 2009.12.31 12:15 | sell | 37 | 1.00 | 1.04772 | 1.05154 | 1.04672 | ||
| 135 | 2009.12.31 13:20 | s/l | 37 | 1.00 | 1.05154 | 1.05154 | 1.04672 | -363.27 | 8377.29 |
| 136 | 2009.12.31 14:00 | sell stop | 38 | 1.00 | 1.04826 | 1.05191 | 1.04726 | ||
| 137 | 2009.12.31 15:45 | sell | 38 | 1.00 | 1.04826 | 1.05191 | 1.04726 | ||
| 138 | 2009.12.31 16:16 | s/l | 38 | 1.00 | 1.05191 | 1.05191 | 1.04726 | -346.83 | 8030.46 |
| 139 | 2009.12.31 18:00 | sell stop | 39 | 1.00 | 1.04570 | 1.04850 | 1.04470 | ||
| 140 | 2009.12.31 18:50 | sell | 39 | 1.00 | 1.04570 | 1.04850 | 1.04470 | ||
| 141 | 2009.12.31 18:57 | close at stop | 39 | 1.00 | 1.04709 | 1.04850 | 1.04470 | -132.75 | 7897.71 |