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 | ATRPeriod=0; ATRMultiplier=1; MartingaleStyle=0; Lots=5; StartingBalance=0; ProfitMade=0; BasketProfit=0; LossLimit=69; BasketLoss=0; BreakEven=0; TrailStop=34; LotResolution=1; KillLogging=false; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -10085.40 | Gross profit | 7612.99 | Gross loss | -17698.39 |
| Profit factor | 0.43 | Expected payoff | -1008.54 | ||
| Absolute drawdown | 10085.40 | Maximal drawdown | 11622.76 (100.74%) | Relative drawdown | 100.74% (11622.76) |
| Total trades | 10 | Short positions (won %) | 5 (40.00%) | Long positions (won %) | 5 (60.00%) |
| Profit trades (% of total) | 5 (50.00%) | Loss trades (% of total) | 5 (50.00%) | ||
| Largest | profit trade | 3203.74 | loss trade | -3920.30 | |
| Average | profit trade | 1522.60 | loss trade | -3539.68 | |
| Maximum | consecutive wins (profit in money) | 2 (5000.32) | consecutive losses (loss in money) | 2 (-6702.28) | |
| Maximal | consecutive profit (count of wins) | 5000.32 (2) | consecutive loss (count of losses) | -6702.28 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 00:00 | buy | 1 | 5.00 | 1.05661 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.01 00:00 | modify | 1 | 5.00 | 1.05661 | 1.03971 | 0.00000 | ||
| 3 | 2009.12.01 09:16 | close | 1 | 5.00 | 1.04839 | 1.03971 | 0.00000 | -3920.30 | 6079.70 |
| 4 | 2009.12.01 09:20 | sell | 2 | 5.00 | 1.04909 | 0.00000 | 0.00000 | ||
| 5 | 2009.12.01 09:20 | modify | 2 | 5.00 | 1.04909 | 1.06599 | 0.00000 | ||
| 6 | 2009.12.01 10:10 | modify | 2 | 5.00 | 1.04909 | 1.04955 | 0.00000 | ||
| 7 | 2009.12.01 10:16 | modify | 2 | 5.00 | 1.04909 | 1.04876 | 0.00000 | ||
| 8 | 2009.12.01 11:20 | modify | 2 | 5.00 | 1.04909 | 1.04865 | 0.00000 | ||
| 9 | 2009.12.01 11:37 | modify | 2 | 5.00 | 1.04909 | 1.04863 | 0.00000 | ||
| 10 | 2009.12.01 14:15 | modify | 2 | 5.00 | 1.04909 | 1.04780 | 0.00000 | ||
| 11 | 2009.12.01 14:20 | modify | 2 | 5.00 | 1.04909 | 1.04635 | 0.00000 | ||
| 12 | 2009.12.01 17:10 | modify | 2 | 5.00 | 1.04909 | 1.04625 | 0.00000 | ||
| 13 | 2009.12.01 17:15 | modify | 2 | 5.00 | 1.04909 | 1.04553 | 0.00000 | ||
| 14 | 2009.12.01 17:20 | modify | 2 | 5.00 | 1.04909 | 1.04458 | 0.00000 | ||
| 15 | 2009.12.01 18:20 | s/l | 2 | 5.00 | 1.04458 | 1.04458 | 0.00000 | 2158.41 | 8238.11 |
| 16 | 2009.12.01 18:20 | buy | 3 | 5.00 | 1.04475 | 0.00000 | 0.00000 | ||
| 17 | 2009.12.01 18:20 | modify | 3 | 5.00 | 1.04475 | 1.02785 | 0.00000 | ||
| 18 | 2009.12.02 14:50 | modify | 3 | 5.00 | 1.04475 | 1.04483 | 0.00000 | ||
| 19 | 2009.12.02 16:20 | s/l | 3 | 5.00 | 1.04483 | 1.04483 | 0.00000 | 33.14 | 8271.25 |
| 20 | 2009.12.02 16:20 | sell | 4 | 5.00 | 1.04408 | 0.00000 | 0.00000 | ||
| 21 | 2009.12.02 16:20 | modify | 4 | 5.00 | 1.04408 | 1.06098 | 0.00000 | ||
| 22 | 2009.12.02 18:32 | close | 4 | 5.00 | 1.05118 | 1.06098 | 0.00000 | -3377.16 | 4894.09 |
| 23 | 2009.12.02 18:35 | buy | 5 | 5.00 | 1.05105 | 0.00000 | 0.00000 | ||
| 24 | 2009.12.02 18:35 | modify | 5 | 5.00 | 1.05105 | 1.03415 | 0.00000 | ||
| 25 | 2009.12.03 14:50 | modify | 5 | 5.00 | 1.05105 | 1.05167 | 0.00000 | ||
| 26 | 2009.12.03 15:15 | modify | 5 | 5.00 | 1.05105 | 1.05197 | 0.00000 | ||
| 27 | 2009.12.03 15:20 | modify | 5 | 5.00 | 1.05105 | 1.05283 | 0.00000 | ||
| 28 | 2009.12.03 16:10 | modify | 5 | 5.00 | 1.05105 | 1.05332 | 0.00000 | ||
| 29 | 2009.12.03 16:15 | modify | 5 | 5.00 | 1.05105 | 1.05410 | 0.00000 | ||
| 30 | 2009.12.03 16:20 | modify | 5 | 5.00 | 1.05105 | 1.05487 | 0.00000 | ||
| 31 | 2009.12.03 16:50 | s/l | 5 | 5.00 | 1.05487 | 1.05487 | 0.00000 | 1796.58 | 6690.67 |
| 32 | 2009.12.03 16:50 | sell | 6 | 5.00 | 1.05403 | 0.00000 | 0.00000 | ||
| 33 | 2009.12.03 16:50 | modify | 6 | 5.00 | 1.05403 | 1.07093 | 0.00000 | ||
| 34 | 2009.12.04 13:03 | modify | 6 | 5.00 | 1.05403 | 1.05425 | 0.00000 | ||
| 35 | 2009.12.04 13:10 | modify | 6 | 5.00 | 1.05403 | 1.05272 | 0.00000 | ||
| 36 | 2009.12.04 13:16 | modify | 6 | 5.00 | 1.05403 | 1.05068 | 0.00000 | ||
| 37 | 2009.12.04 13:45 | modify | 6 | 5.00 | 1.05403 | 1.05040 | 0.00000 | ||
| 38 | 2009.12.04 13:50 | modify | 6 | 5.00 | 1.05403 | 1.04971 | 0.00000 | ||
| 39 | 2009.12.04 14:32 | modify | 6 | 5.00 | 1.05403 | 1.04790 | 0.00000 | ||
| 40 | 2009.12.04 14:37 | modify | 6 | 5.00 | 1.05403 | 1.04731 | 0.00000 | ||
| 41 | 2009.12.04 14:45 | s/l | 6 | 5.00 | 1.04731 | 1.04731 | 0.00000 | 3203.74 | 9894.41 |
| 42 | 2009.12.04 14:45 | sell | 7 | 5.00 | 1.04798 | 0.00000 | 0.00000 | ||
| 43 | 2009.12.04 14:45 | modify | 7 | 5.00 | 1.04798 | 1.06488 | 0.00000 | ||
| 44 | 2009.12.04 19:20 | close | 7 | 5.00 | 1.05579 | 1.06488 | 0.00000 | -3698.65 | 6195.76 |
| 45 | 2009.12.04 19:22 | buy | 8 | 5.00 | 1.05517 | 0.00000 | 0.00000 | ||
| 46 | 2009.12.04 19:22 | modify | 8 | 5.00 | 1.05517 | 1.03827 | 0.00000 | ||
| 47 | 2009.12.04 20:50 | modify | 8 | 5.00 | 1.05517 | 1.05601 | 0.00000 | ||
| 48 | 2009.12.04 21:07 | modify | 8 | 5.00 | 1.05517 | 1.05607 | 0.00000 | ||
| 49 | 2009.12.07 00:00 | s/l | 8 | 5.00 | 1.05607 | 1.05607 | 0.00000 | 421.12 | 6616.88 |
| 50 | 2009.12.07 00:00 | sell | 9 | 5.00 | 1.05561 | 0.00000 | 0.00000 | ||
| 51 | 2009.12.07 00:00 | modify | 9 | 5.00 | 1.05561 | 1.07251 | 0.00000 | ||
| 52 | 2009.12.07 09:40 | close | 9 | 5.00 | 1.06331 | 1.07251 | 0.00000 | -3620.77 | 2996.11 |
| 53 | 2009.12.07 09:43 | buy | 10 | 5.00 | 1.06281 | 0.00000 | 0.00000 | ||
| 54 | 2009.12.07 09:43 | modify | 10 | 5.00 | 1.06281 | 1.04591 | 0.00000 | ||
| 55 | 2009.12.07 14:33 | close at stop | 10 | 5.00 | 1.05630 | 1.04591 | 0.00000 | -3081.51 | -85.40 |