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Strategy Tester Report

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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; Slippage=3; FastP=5; SlowP=20;

Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2

Initial deposit	10000.00
Total net profit	-262.48	Gross profit	410.78	Gross loss	-673.26
Profit factor	0.61	Expected payoff	-8.47
Absolute drawdown	441.32	Maximal drawdown	583.37 (5.75%)	Relative drawdown	5.75% (583.37)

Total trades	31	Short positions (won %)	16 (25.00%)	Long positions (won %)	15 (33.33%)
		Profit trades (% of total)	9 (29.03%)	Loss trades (% of total)	22 (70.97%)
Largest		profit trade	120.29	loss trade	-74.80
Average		profit trade	45.64	loss trade	-30.60
Maximum		consecutive wins (profit in money)	3 (104.95)	consecutive losses (loss in money)	5 (-207.79)
Maximal		consecutive profit (count of wins)	120.29 (1)	consecutive loss (count of losses)	-207.79 (5)
Average		consecutive wins	1	consecutive losses	4

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 00:00	sell	1	0.10	1.05597	0.00000	0.00000
2	2009.12.02 15:00	close	1	0.10	1.04838	0.00000	0.00000	72.39	10072.39
3	2009.12.02 15:00	buy	2	0.10	1.04838	0.00000	0.00000
4	2009.12.03 09:00	close	2	0.10	1.04633	0.00000	0.00000	-19.90	10052.49
5	2009.12.03 09:00	sell	3	0.10	1.04633	0.00000	0.00000
6	2009.12.03 12:00	close	3	0.10	1.05020	0.00000	0.00000	-36.85	10015.64
7	2009.12.03 12:00	buy	4	0.10	1.05020	0.00000	0.00000
8	2009.12.04 13:00	close	4	0.10	1.05225	0.00000	0.00000	19.38	10035.02
9	2009.12.04 13:00	sell	5	0.10	1.05225	0.00000	0.00000
10	2009.12.04 20:00	close	5	0.10	1.05758	0.00000	0.00000	-50.40	9984.62
11	2009.12.04 20:00	buy	6	0.10	1.05758	0.00000	0.00000
12	2009.12.07 17:00	close	6	0.10	1.05083	0.00000	0.00000	-64.33	9920.28
13	2009.12.07 17:00	sell	7	0.10	1.05083	0.00000	0.00000
14	2009.12.08 10:00	close	7	0.10	1.05295	0.00000	0.00000	-20.14	9900.14
15	2009.12.08 10:00	buy	8	0.10	1.05295	0.00000	0.00000
16	2009.12.08 11:00	close	8	0.10	1.05018	0.00000	0.00000	-26.38	9873.76
17	2009.12.08 11:00	sell	9	0.10	1.05018	0.00000	0.00000
18	2009.12.08 13:00	close	9	0.10	1.05509	0.00000	0.00000	-46.54	9827.22
19	2009.12.08 13:00	buy	10	0.10	1.05509	0.00000	0.00000
20	2009.12.09 13:00	close	10	0.10	1.05965	0.00000	0.00000	42.93	9870.15
21	2009.12.09 13:00	sell	11	0.10	1.05965	0.00000	0.00000
22	2009.12.09 16:00	close	11	0.10	1.06267	0.00000	0.00000	-28.42	9841.73
23	2009.12.09 16:00	buy	12	0.10	1.06267	0.00000	0.00000
24	2009.12.09 17:00	close	12	0.10	1.05478	0.00000	0.00000	-74.80	9766.93
25	2009.12.09 17:00	sell	13	0.10	1.05478	0.00000	0.00000
26	2009.12.11 17:00	close	13	0.10	1.05546	0.00000	0.00000	-6.48	9760.45
27	2009.12.11 17:00	buy	14	0.10	1.05546	0.00000	0.00000
28	2009.12.14 19:00	close	14	0.10	1.05763	0.00000	0.00000	20.42	9780.87
29	2009.12.14 19:00	sell	15	0.10	1.05763	0.00000	0.00000
30	2009.12.15 10:00	close	15	0.10	1.06256	0.00000	0.00000	-46.41	9734.46
31	2009.12.15 10:00	buy	16	0.10	1.06256	0.00000	0.00000
32	2009.12.16 04:00	close	16	0.10	1.06063	0.00000	0.00000	-18.30	9716.16
33	2009.12.16 04:00	sell	17	0.10	1.06063	0.00000	0.00000
34	2009.12.16 05:00	close	17	0.10	1.06166	0.00000	0.00000	-9.70	9706.46
35	2009.12.16 05:00	buy	18	0.10	1.06166	0.00000	0.00000
36	2009.12.16 10:00	close	18	0.10	1.05972	0.00000	0.00000	-18.31	9688.15
37	2009.12.16 10:00	sell	19	0.10	1.05972	0.00000	0.00000
38	2009.12.16 21:00	close	19	0.10	1.06355	0.00000	0.00000	-36.01	9652.14
39	2009.12.16 21:00	buy	20	0.10	1.06355	0.00000	0.00000
40	2009.12.18 04:00	close	20	0.10	1.06684	0.00000	0.00000	30.43	9682.56
41	2009.12.18 04:00	sell	21	0.10	1.06684	0.00000	0.00000
42	2009.12.21 02:00	close	21	0.10	1.06812	0.00000	0.00000	-11.99	9670.57
43	2009.12.21 02:00	buy	22	0.10	1.06812	0.00000	0.00000
44	2009.12.21 05:00	close	22	0.10	1.06616	0.00000	0.00000	-18.38	9652.19
45	2009.12.21 05:00	sell	23	0.10	1.06616	0.00000	0.00000
46	2009.12.21 09:00	close	23	0.10	1.06864	0.00000	0.00000	-23.21	9628.98
47	2009.12.21 09:00	buy	24	0.10	1.06864	0.00000	0.00000
48	2009.12.21 12:00	close	24	0.10	1.06281	0.00000	0.00000	-54.85	9574.13
49	2009.12.21 12:00	sell	25	0.10	1.06281	0.00000	0.00000
50	2009.12.28 02:00	close	25	0.10	1.05017	0.00000	0.00000	120.29	9694.43
51	2009.12.28 02:00	buy	26	0.10	1.05017	0.00000	0.00000
52	2009.12.28 03:00	close	26	0.10	1.04765	0.00000	0.00000	-24.05	9670.38
53	2009.12.28 03:00	sell	27	0.10	1.04765	0.00000	0.00000
54	2009.12.28 11:00	close	27	0.10	1.04904	0.00000	0.00000	-13.25	9657.13
55	2009.12.28 11:00	buy	28	0.10	1.04904	0.00000	0.00000
56	2009.12.28 14:00	close	28	0.10	1.04647	0.00000	0.00000	-24.56	9632.57
57	2009.12.28 14:00	sell	29	0.10	1.04647	0.00000	0.00000
58	2009.12.29 21:00	close	29	0.10	1.04381	0.00000	0.00000	25.47	9658.04
59	2009.12.29 21:00	buy	30	0.10	1.04381	0.00000	0.00000
60	2009.12.31 08:00	close	30	0.10	1.04964	0.00000	0.00000	55.13	9713.17
61	2009.12.31 08:00	sell	31	0.10	1.04964	0.00000	0.00000
62	2009.12.31 18:57	close at stop	31	0.10	1.04709	0.00000	0.00000	24.35	9737.52