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 | lwmaper1=4; lwmaper2=8; lwmapertrend=40; lwmatrendchart=1; SL=150; TP=150; mn=1; MG=564651; Lots=0.01; maxpos=1; | ||||
Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -14.29 | Gross profit | 14.15 | Gross loss | -28.44 |
Profit factor | 0.50 | Expected payoff | -0.48 | ||
Absolute drawdown | 16.94 | Maximal drawdown | 16.94 (0.17%) | Relative drawdown | 0.17% (16.94) |
Total trades | 30 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 30 (33.33%) |
Profit trades (% of total) | 10 (33.33%) | Loss trades (% of total) | 20 (66.67%) | ||
Largest | profit trade | 1.43 | loss trade | -1.46 | |
Average | profit trade | 1.42 | loss trade | -1.42 | |
Maximum | consecutive wins (profit in money) | 2 (2.84) | consecutive losses (loss in money) | 5 (-7.15) | |
Maximal | consecutive profit (count of wins) | 2.84 (2) | consecutive loss (count of losses) | -7.15 (5) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 22:00 | buy | 1 | 0.01 | 1.04728 | 1.04578 | 1.04878 | ||
2 | 2009.12.01 22:50 | s/l | 1 | 0.01 | 1.04578 | 1.04578 | 1.04878 | -1.44 | 9998.56 |
3 | 2009.12.03 07:00 | buy | 2 | 0.01 | 1.05159 | 1.05009 | 1.05309 | ||
4 | 2009.12.03 07:15 | s/l | 2 | 0.01 | 1.05009 | 1.05009 | 1.05309 | -1.42 | 9997.14 |
5 | 2009.12.03 12:00 | buy | 3 | 0.01 | 1.05020 | 1.04870 | 1.05170 | ||
6 | 2009.12.03 12:20 | s/l | 3 | 0.01 | 1.04870 | 1.04870 | 1.05170 | -1.43 | 9995.71 |
7 | 2009.12.03 23:00 | buy | 4 | 0.01 | 1.05778 | 1.05628 | 1.05928 | ||
8 | 2009.12.04 00:20 | s/l | 4 | 0.01 | 1.05628 | 1.05628 | 1.05928 | -1.43 | 9994.28 |
9 | 2009.12.04 19:00 | buy | 5 | 0.01 | 1.05243 | 1.05093 | 1.05393 | ||
10 | 2009.12.04 19:15 | t/p | 5 | 0.01 | 1.05393 | 1.05093 | 1.05393 | 1.42 | 9995.70 |
11 | 2009.12.07 10:00 | buy | 6 | 0.01 | 1.06451 | 1.06301 | 1.06601 | ||
12 | 2009.12.07 10:15 | s/l | 6 | 0.01 | 1.06301 | 1.06301 | 1.06601 | -1.41 | 9994.29 |
13 | 2009.12.07 22:00 | buy | 7 | 0.01 | 1.05345 | 1.05195 | 1.05495 | ||
14 | 2009.12.07 22:15 | s/l | 7 | 0.01 | 1.05195 | 1.05195 | 1.05495 | -1.43 | 9992.86 |
15 | 2009.12.08 06:00 | buy | 8 | 0.01 | 1.05104 | 1.04954 | 1.05254 | ||
16 | 2009.12.08 08:20 | t/p | 8 | 0.01 | 1.05254 | 1.04954 | 1.05254 | 1.43 | 9994.29 |
17 | 2009.12.08 13:00 | buy | 9 | 0.01 | 1.05509 | 1.05359 | 1.05659 | ||
18 | 2009.12.08 13:15 | s/l | 9 | 0.01 | 1.05359 | 1.05359 | 1.05659 | -1.43 | 9992.86 |
19 | 2009.12.09 08:00 | buy | 10 | 0.01 | 1.06528 | 1.06378 | 1.06678 | ||
20 | 2009.12.09 08:15 | s/l | 10 | 0.01 | 1.06378 | 1.06378 | 1.06678 | -1.41 | 9991.45 |
21 | 2009.12.10 04:00 | buy | 11 | 0.01 | 1.05501 | 1.05351 | 1.05651 | ||
22 | 2009.12.10 05:15 | t/p | 11 | 0.01 | 1.05651 | 1.05351 | 1.05651 | 1.42 | 9992.87 |
23 | 2009.12.10 18:00 | buy | 12 | 0.01 | 1.05238 | 1.05088 | 1.05388 | ||
24 | 2009.12.10 18:20 | t/p | 12 | 0.01 | 1.05388 | 1.05088 | 1.05388 | 1.42 | 9994.29 |
25 | 2009.12.14 05:00 | buy | 13 | 0.01 | 1.06061 | 1.05911 | 1.06211 | ||
26 | 2009.12.14 05:20 | s/l | 13 | 0.01 | 1.05911 | 1.05911 | 1.06211 | -1.42 | 9992.87 |
27 | 2009.12.14 10:00 | buy | 14 | 0.01 | 1.06220 | 1.06070 | 1.06370 | ||
28 | 2009.12.14 11:45 | t/p | 14 | 0.01 | 1.06370 | 1.06070 | 1.06370 | 1.41 | 9994.28 |
29 | 2009.12.15 00:00 | buy | 15 | 0.01 | 1.06001 | 1.05851 | 1.06151 | ||
30 | 2009.12.15 01:20 | s/l | 15 | 0.01 | 1.05851 | 1.05851 | 1.06151 | -1.42 | 9992.86 |
31 | 2009.12.15 09:00 | buy | 16 | 0.01 | 1.05979 | 1.05829 | 1.06129 | ||
32 | 2009.12.15 09:20 | t/p | 16 | 0.01 | 1.06129 | 1.05829 | 1.06129 | 1.41 | 9994.27 |
33 | 2009.12.15 20:00 | buy | 17 | 0.01 | 1.06257 | 1.06107 | 1.06407 | ||
34 | 2009.12.15 20:50 | s/l | 17 | 0.01 | 1.06107 | 1.06107 | 1.06407 | -1.41 | 9992.86 |
35 | 2009.12.16 05:00 | buy | 18 | 0.01 | 1.06166 | 1.06016 | 1.06316 | ||
36 | 2009.12.16 08:02 | s/l | 18 | 0.01 | 1.06016 | 1.06016 | 1.06316 | -1.41 | 9991.45 |
37 | 2009.12.16 20:00 | buy | 19 | 0.01 | 1.06036 | 1.05886 | 1.06186 | ||
38 | 2009.12.16 20:02 | s/l | 19 | 0.01 | 1.05886 | 1.05886 | 1.06186 | -1.42 | 9990.03 |
39 | 2009.12.17 11:00 | buy | 20 | 0.01 | 1.07113 | 1.06963 | 1.07263 | ||
40 | 2009.12.17 11:45 | t/p | 20 | 0.01 | 1.07263 | 1.06963 | 1.07263 | 1.40 | 9991.43 |
41 | 2009.12.18 09:00 | buy | 21 | 0.01 | 1.06888 | 1.06738 | 1.07038 | ||
42 | 2009.12.18 09:15 | s/l | 21 | 0.01 | 1.06738 | 1.06738 | 1.07038 | -1.40 | 9990.03 |
43 | 2009.12.18 17:00 | buy | 22 | 0.01 | 1.06796 | 1.06646 | 1.06946 | ||
44 | 2009.12.18 17:20 | t/p | 22 | 0.01 | 1.06946 | 1.06646 | 1.06946 | 1.40 | 9991.43 |
45 | 2009.12.21 01:00 | buy | 23 | 0.01 | 1.06761 | 1.06611 | 1.06911 | ||
46 | 2009.12.21 04:20 | s/l | 23 | 0.01 | 1.06611 | 1.06611 | 1.06911 | -1.41 | 9990.02 |
47 | 2009.12.21 19:00 | buy | 24 | 0.01 | 1.06173 | 1.06023 | 1.06323 | ||
48 | 2009.12.21 19:20 | t/p | 24 | 0.01 | 1.06323 | 1.06023 | 1.06323 | 1.41 | 9991.43 |
49 | 2009.12.22 17:00 | buy | 25 | 0.01 | 1.06072 | 1.05922 | 1.06222 | ||
50 | 2009.12.22 17:15 | s/l | 25 | 0.01 | 1.05922 | 1.05922 | 1.06222 | -1.42 | 9990.01 |
51 | 2009.12.22 23:00 | buy | 26 | 0.01 | 1.05799 | 1.05649 | 1.05949 | ||
52 | 2009.12.22 23:46 | s/l | 26 | 0.01 | 1.05649 | 1.05649 | 1.05949 | -1.42 | 9988.59 |
53 | 2009.12.23 06:00 | buy | 27 | 0.01 | 1.05788 | 1.05638 | 1.05938 | ||
54 | 2009.12.23 06:40 | s/l | 27 | 0.01 | 1.05638 | 1.05638 | 1.05938 | -1.42 | 9987.17 |
55 | 2009.12.23 23:00 | buy | 28 | 0.01 | 1.04907 | 1.04757 | 1.05057 | ||
56 | 2009.12.24 08:40 | s/l | 28 | 0.01 | 1.04757 | 1.04757 | 1.05057 | -1.46 | 9985.71 |
57 | 2009.12.28 09:00 | buy | 29 | 0.01 | 1.04982 | 1.04832 | 1.05132 | ||
58 | 2009.12.28 09:20 | s/l | 29 | 0.01 | 1.04832 | 1.04832 | 1.05132 | -1.43 | 9984.28 |
59 | 2009.12.30 14:00 | buy | 30 | 0.01 | 1.04925 | 1.04775 | 1.05075 | ||
60 | 2009.12.30 15:10 | t/p | 30 | 0.01 | 1.05075 | 1.04775 | 1.05075 | 1.43 | 9985.71 |