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=0.3; | ||||
Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -537.63 | Gross profit | 277.46 | Gross loss | -815.08 |
Profit factor | 0.34 | Expected payoff | -20.68 | ||
Absolute drawdown | 831.56 | Maximal drawdown | 1109.01 (10.79%) | Relative drawdown | 10.79% (1109.01) |
Total trades | 26 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 26 (96.15%) |
Profit trades (% of total) | 25 (96.15%) | Loss trades (% of total) | 1 (3.85%) | ||
Largest | profit trade | 11.46 | loss trade | -815.08 | |
Average | profit trade | 11.10 | loss trade | -815.08 | |
Maximum | consecutive wins (profit in money) | 25 (277.46) | consecutive losses (loss in money) | 1 (-815.08) | |
Maximal | consecutive profit (count of wins) | 277.46 (25) | consecutive loss (count of losses) | -815.08 (1) | |
Average | consecutive wins | 25 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.02 16:00 | buy | 1 | 0.30 | 1.04658 | 0.00000 | 1.04698 | ||
2 | 2009.12.02 17:15 | t/p | 1 | 0.30 | 1.04698 | 0.00000 | 1.04698 | 11.46 | 10011.46 |
3 | 2009.12.02 18:00 | buy | 2 | 0.30 | 1.04672 | 0.00000 | 1.04712 | ||
4 | 2009.12.02 18:10 | t/p | 2 | 0.30 | 1.04712 | 0.00000 | 1.04712 | 11.45 | 10022.91 |
5 | 2009.12.02 18:10 | buy | 3 | 0.30 | 1.04785 | 0.00000 | 1.04825 | ||
6 | 2009.12.02 18:15 | t/p | 3 | 0.30 | 1.04825 | 0.00000 | 1.04825 | 11.45 | 10034.36 |
7 | 2009.12.02 18:15 | buy | 4 | 0.30 | 1.04881 | 0.00000 | 1.04921 | ||
8 | 2009.12.02 18:20 | t/p | 4 | 0.30 | 1.04921 | 0.00000 | 1.04921 | 11.43 | 10045.79 |
9 | 2009.12.02 18:20 | buy | 5 | 0.30 | 1.04978 | 0.00000 | 1.05018 | ||
10 | 2009.12.02 18:32 | t/p | 5 | 0.30 | 1.05018 | 0.00000 | 1.05018 | 11.42 | 10057.21 |
11 | 2009.12.02 18:32 | buy | 6 | 0.30 | 1.05075 | 0.00000 | 1.05115 | ||
12 | 2009.12.02 20:50 | t/p | 6 | 0.30 | 1.05115 | 0.00000 | 1.05115 | 11.42 | 10068.63 |
13 | 2009.12.02 20:50 | buy | 7 | 0.30 | 1.05163 | 0.00000 | 1.05203 | ||
14 | 2009.12.03 14:45 | t/p | 7 | 0.30 | 1.05203 | 0.00000 | 1.05203 | 10.46 | 10079.09 |
15 | 2009.12.03 15:00 | buy | 8 | 0.30 | 1.05461 | 0.00000 | 1.05501 | ||
16 | 2009.12.03 15:15 | t/p | 8 | 0.30 | 1.05501 | 0.00000 | 1.05501 | 11.37 | 10090.46 |
17 | 2009.12.03 15:15 | buy | 9 | 0.30 | 1.05558 | 0.00000 | 1.05598 | ||
18 | 2009.12.03 15:20 | t/p | 9 | 0.30 | 1.05598 | 0.00000 | 1.05598 | 11.36 | 10101.82 |
19 | 2009.12.03 15:20 | buy | 10 | 0.30 | 1.05644 | 0.00000 | 1.05684 | ||
20 | 2009.12.03 16:15 | t/p | 10 | 0.30 | 1.05684 | 0.00000 | 1.05684 | 11.35 | 10113.17 |
21 | 2009.12.03 16:15 | buy | 11 | 0.30 | 1.05771 | 0.00000 | 1.05811 | ||
22 | 2009.12.03 16:20 | t/p | 11 | 0.30 | 1.05811 | 0.00000 | 1.05811 | 11.33 | 10124.50 |
23 | 2009.12.03 16:20 | buy | 12 | 0.30 | 1.05848 | 0.00000 | 1.05888 | ||
24 | 2009.12.04 20:50 | t/p | 12 | 0.30 | 1.05888 | 0.00000 | 1.05888 | 11.02 | 10135.52 |
25 | 2009.12.04 22:00 | buy | 13 | 0.30 | 1.05807 | 0.00000 | 1.05847 | ||
26 | 2009.12.07 09:16 | t/p | 13 | 0.30 | 1.05847 | 0.00000 | 1.05847 | 11.02 | 10146.54 |
27 | 2009.12.07 10:00 | buy | 14 | 0.30 | 1.06408 | 0.00000 | 1.06448 | ||
28 | 2009.12.07 10:07 | t/p | 14 | 0.30 | 1.06448 | 0.00000 | 1.06448 | 11.26 | 10157.80 |
29 | 2009.12.07 10:07 | buy | 15 | 0.30 | 1.06507 | 0.00000 | 1.06547 | ||
30 | 2009.12.08 20:20 | t/p | 15 | 0.30 | 1.06547 | 0.00000 | 1.06547 | 10.95 | 10168.75 |
31 | 2009.12.08 20:20 | buy | 16 | 0.30 | 1.06583 | 0.00000 | 1.06623 | ||
32 | 2009.12.08 20:50 | t/p | 16 | 0.30 | 1.06623 | 0.00000 | 1.06623 | 11.25 | 10180.00 |
33 | 2009.12.08 20:50 | buy | 17 | 0.30 | 1.06716 | 0.00000 | 1.06756 | ||
34 | 2009.12.17 05:10 | t/p | 17 | 0.30 | 1.06756 | 0.00000 | 1.06756 | 7.83 | 10187.83 |
35 | 2009.12.17 05:10 | buy | 18 | 0.30 | 1.06808 | 0.00000 | 1.06848 | ||
36 | 2009.12.17 05:20 | t/p | 18 | 0.30 | 1.06848 | 0.00000 | 1.06848 | 11.23 | 10199.06 |
37 | 2009.12.17 05:20 | buy | 19 | 0.30 | 1.06885 | 0.00000 | 1.06925 | ||
38 | 2009.12.17 06:50 | t/p | 19 | 0.30 | 1.06925 | 0.00000 | 1.06925 | 11.23 | 10210.29 |
39 | 2009.12.17 06:50 | buy | 20 | 0.30 | 1.06953 | 0.00000 | 1.06993 | ||
40 | 2009.12.17 07:15 | t/p | 20 | 0.30 | 1.06993 | 0.00000 | 1.06993 | 11.22 | 10221.51 |
41 | 2009.12.17 07:15 | buy | 21 | 0.30 | 1.07020 | 0.00000 | 1.07060 | ||
42 | 2009.12.17 10:50 | t/p | 21 | 0.30 | 1.07060 | 0.00000 | 1.07060 | 11.21 | 10232.72 |
43 | 2009.12.17 11:00 | buy | 22 | 0.30 | 1.07070 | 0.00000 | 1.07110 | ||
44 | 2009.12.17 11:20 | t/p | 22 | 0.30 | 1.07110 | 0.00000 | 1.07110 | 11.20 | 10243.92 |
45 | 2009.12.17 11:20 | buy | 23 | 0.30 | 1.07174 | 0.00000 | 1.07214 | ||
46 | 2009.12.17 11:45 | t/p | 23 | 0.30 | 1.07214 | 0.00000 | 1.07214 | 11.19 | 10255.11 |
47 | 2009.12.17 11:45 | buy | 24 | 0.30 | 1.07284 | 0.00000 | 1.07324 | ||
48 | 2009.12.17 11:50 | t/p | 24 | 0.30 | 1.07324 | 0.00000 | 1.07324 | 11.18 | 10266.29 |
49 | 2009.12.17 11:50 | buy | 25 | 0.30 | 1.07351 | 0.00000 | 1.07391 | ||
50 | 2009.12.17 14:20 | t/p | 25 | 0.30 | 1.07391 | 0.00000 | 1.07391 | 11.17 | 10277.46 |
51 | 2009.12.17 14:20 | buy | 26 | 0.30 | 1.07473 | 0.00000 | 1.07513 | ||
52 | 2009.12.31 18:57 | close at stop | 26 | 0.30 | 1.04645 | 0.00000 | 1.07513 | -815.08 | 9462.37 |