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 | MagicNumber=0; SignalMail=false; EachTickMode=false; Lots=1; Slippage=3; StopLossMode=false; StopLoss=40; TakeProfitMode=false; TakeProfit=80; TrailingStopMode=false; TrailingStop=20; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -3773.64 | Gross profit | 2961.95 | Gross loss | -6735.59 |
| Profit factor | 0.44 | Expected payoff | -99.31 | ||
| Absolute drawdown | 4652.52 | Maximal drawdown | 5875.17 (52.35%) | Relative drawdown | 52.35% (5875.17) |
| Total trades | 38 | Short positions (won %) | 38 (28.95%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 11 (28.95%) | Loss trades (% of total) | 27 (71.05%) | ||
| Largest | profit trade | 697.49 | loss trade | -983.55 | |
| Average | profit trade | 269.27 | loss trade | -249.47 | |
| Maximum | consecutive wins (profit in money) | 2 (577.91) | consecutive losses (loss in money) | 10 (-2316.74) | |
| Maximal | consecutive profit (count of wins) | 697.49 (1) | consecutive loss (count of losses) | -2316.74 (10) | |
| Average | consecutive wins | 1 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 01:00 | sell | 1 | 1.00 | 1.05391 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.01 23:00 | close | 1 | 1.00 | 1.04661 | 0.00000 | 0.00000 | 697.49 | 10697.49 |
| 3 | 2009.12.02 04:00 | sell | 2 | 1.00 | 1.04496 | 0.00000 | 0.00000 | ||
| 4 | 2009.12.02 10:00 | close | 2 | 1.00 | 1.04550 | 0.00000 | 0.00000 | -51.65 | 10645.84 |
| 5 | 2009.12.02 11:00 | sell | 3 | 1.00 | 1.04365 | 0.00000 | 0.00000 | ||
| 6 | 2009.12.02 14:00 | close | 3 | 1.00 | 1.04551 | 0.00000 | 0.00000 | -177.90 | 10467.94 |
| 7 | 2009.12.03 03:00 | sell | 4 | 1.00 | 1.04950 | 0.00000 | 0.00000 | ||
| 8 | 2009.12.03 07:00 | close | 4 | 1.00 | 1.05159 | 0.00000 | 0.00000 | -198.75 | 10269.19 |
| 9 | 2009.12.03 09:00 | sell | 5 | 1.00 | 1.04633 | 0.00000 | 0.00000 | ||
| 10 | 2009.12.03 12:00 | close | 5 | 1.00 | 1.05020 | 0.00000 | 0.00000 | -368.50 | 9900.69 |
| 11 | 2009.12.04 09:00 | sell | 6 | 1.00 | 1.05421 | 0.00000 | 0.00000 | ||
| 12 | 2009.12.04 19:00 | close | 6 | 1.00 | 1.05243 | 0.00000 | 0.00000 | 169.13 | 10069.82 |
| 13 | 2009.12.07 04:00 | sell | 7 | 1.00 | 1.05434 | 0.00000 | 0.00000 | ||
| 14 | 2009.12.07 07:00 | close | 7 | 1.00 | 1.05636 | 0.00000 | 0.00000 | -191.22 | 9878.60 |
| 15 | 2009.12.07 08:00 | sell | 8 | 1.00 | 1.05404 | 0.00000 | 0.00000 | ||
| 16 | 2009.12.07 10:00 | close | 8 | 1.00 | 1.06451 | 0.00000 | 0.00000 | -983.55 | 8895.05 |
| 17 | 2009.12.07 16:00 | sell | 9 | 1.00 | 1.05485 | 0.00000 | 0.00000 | ||
| 18 | 2009.12.08 09:00 | close | 9 | 1.00 | 1.05576 | 0.00000 | 0.00000 | -86.28 | 8808.77 |
| 19 | 2009.12.08 12:00 | sell | 10 | 1.00 | 1.05148 | 0.00000 | 0.00000 | ||
| 20 | 2009.12.08 13:00 | close | 10 | 1.00 | 1.05509 | 0.00000 | 0.00000 | -342.15 | 8466.62 |
| 21 | 2009.12.09 04:00 | sell | 11 | 1.00 | 1.06191 | 0.00000 | 0.00000 | ||
| 22 | 2009.12.09 08:00 | close | 11 | 1.00 | 1.06528 | 0.00000 | 0.00000 | -316.35 | 8150.27 |
| 23 | 2009.12.09 11:00 | sell | 12 | 1.00 | 1.06261 | 0.00000 | 0.00000 | ||
| 24 | 2009.12.10 06:00 | close | 12 | 1.00 | 1.05694 | 0.00000 | 0.00000 | 536.17 | 8686.43 |
| 25 | 2009.12.10 11:00 | sell | 13 | 1.00 | 1.05451 | 0.00000 | 0.00000 | ||
| 26 | 2009.12.10 19:00 | close | 13 | 1.00 | 1.05407 | 0.00000 | 0.00000 | 41.74 | 8728.17 |
| 27 | 2009.12.10 21:00 | sell | 14 | 1.00 | 1.05013 | 0.00000 | 0.00000 | ||
| 28 | 2009.12.11 03:00 | close | 14 | 1.00 | 1.05211 | 0.00000 | 0.00000 | -188.28 | 8539.89 |
| 29 | 2009.12.11 04:00 | sell | 15 | 1.00 | 1.05096 | 0.00000 | 0.00000 | ||
| 30 | 2009.12.11 06:00 | close | 15 | 1.00 | 1.05229 | 0.00000 | 0.00000 | -126.39 | 8413.50 |
| 31 | 2009.12.11 11:00 | sell | 16 | 1.00 | 1.05011 | 0.00000 | 0.00000 | ||
| 32 | 2009.12.11 16:00 | close | 16 | 1.00 | 1.05312 | 0.00000 | 0.00000 | -285.82 | 8127.68 |
| 33 | 2009.12.14 07:00 | sell | 17 | 1.00 | 1.05736 | 0.00000 | 0.00000 | ||
| 34 | 2009.12.14 10:00 | close | 17 | 1.00 | 1.06220 | 0.00000 | 0.00000 | -455.66 | 7672.02 |
| 35 | 2009.12.14 18:00 | sell | 18 | 1.00 | 1.05892 | 0.00000 | 0.00000 | ||
| 36 | 2009.12.15 10:00 | close | 18 | 1.00 | 1.06256 | 0.00000 | 0.00000 | -342.66 | 7329.36 |
| 37 | 2009.12.15 17:00 | sell | 19 | 1.00 | 1.05977 | 0.00000 | 0.00000 | ||
| 38 | 2009.12.15 19:00 | close | 19 | 1.00 | 1.06258 | 0.00000 | 0.00000 | -264.45 | 7064.91 |
| 39 | 2009.12.15 23:00 | sell | 20 | 1.00 | 1.06090 | 0.00000 | 0.00000 | ||
| 40 | 2009.12.16 07:00 | close | 20 | 1.00 | 1.06219 | 0.00000 | 0.00000 | -121.54 | 6943.36 |
| 41 | 2009.12.16 10:00 | sell | 21 | 1.00 | 1.05972 | 0.00000 | 0.00000 | ||
| 42 | 2009.12.16 21:00 | close | 21 | 1.00 | 1.06355 | 0.00000 | 0.00000 | -360.11 | 6583.25 |
| 43 | 2009.12.17 18:00 | sell | 22 | 1.00 | 1.07114 | 0.00000 | 0.00000 | ||
| 44 | 2009.12.17 19:00 | close | 22 | 1.00 | 1.07178 | 0.00000 | 0.00000 | -59.71 | 6523.54 |
| 45 | 2009.12.17 22:00 | sell | 23 | 1.00 | 1.07012 | 0.00000 | 0.00000 | ||
| 46 | 2009.12.18 00:00 | close | 23 | 1.00 | 1.07132 | 0.00000 | 0.00000 | -112.10 | 6411.44 |
| 47 | 2009.12.18 02:00 | sell | 24 | 1.00 | 1.06914 | 0.00000 | 0.00000 | ||
| 48 | 2009.12.18 09:00 | close | 24 | 1.00 | 1.06888 | 0.00000 | 0.00000 | 24.32 | 6435.76 |
| 49 | 2009.12.18 11:00 | sell | 25 | 1.00 | 1.06631 | 0.00000 | 0.00000 | ||
| 50 | 2009.12.18 18:00 | close | 25 | 1.00 | 1.06838 | 0.00000 | 0.00000 | -193.75 | 6242.01 |
| 51 | 2009.12.18 21:00 | sell | 26 | 1.00 | 1.06579 | 0.00000 | 0.00000 | ||
| 52 | 2009.12.21 01:00 | close | 26 | 1.00 | 1.06761 | 0.00000 | 0.00000 | -170.56 | 6071.44 |
| 53 | 2009.12.21 06:00 | sell | 27 | 1.00 | 1.06618 | 0.00000 | 0.00000 | ||
| 54 | 2009.12.21 09:00 | close | 27 | 1.00 | 1.06864 | 0.00000 | 0.00000 | -230.20 | 5841.24 |
| 55 | 2009.12.21 12:00 | sell | 28 | 1.00 | 1.06281 | 0.00000 | 0.00000 | ||
| 56 | 2009.12.21 20:00 | close | 28 | 1.00 | 1.06253 | 0.00000 | 0.00000 | 26.35 | 5867.59 |
| 57 | 2009.12.22 07:00 | sell | 29 | 1.00 | 1.06139 | 0.00000 | 0.00000 | ||
| 58 | 2009.12.22 17:00 | close | 29 | 1.00 | 1.06072 | 0.00000 | 0.00000 | 63.16 | 5930.75 |
| 59 | 2009.12.22 18:00 | sell | 30 | 1.00 | 1.05524 | 0.00000 | 0.00000 | ||
| 60 | 2009.12.22 23:00 | close | 30 | 1.00 | 1.05799 | 0.00000 | 0.00000 | -259.93 | 5670.82 |
| 61 | 2009.12.23 02:00 | sell | 31 | 1.00 | 1.05566 | 0.00000 | 0.00000 | ||
| 62 | 2009.12.23 06:00 | close | 31 | 1.00 | 1.05788 | 0.00000 | 0.00000 | -209.85 | 5460.97 |
| 63 | 2009.12.23 08:00 | sell | 32 | 1.00 | 1.05614 | 0.00000 | 0.00000 | ||
| 64 | 2009.12.24 07:00 | close | 32 | 1.00 | 1.04932 | 0.00000 | 0.00000 | 649.66 | 6110.63 |
| 65 | 2009.12.24 08:00 | sell | 33 | 1.00 | 1.04797 | 0.00000 | 0.00000 | ||
| 66 | 2009.12.24 16:00 | close | 33 | 1.00 | 1.04838 | 0.00000 | 0.00000 | -39.11 | 6071.52 |
| 67 | 2009.12.28 04:00 | sell | 34 | 1.00 | 1.04630 | 0.00000 | 0.00000 | ||
| 68 | 2009.12.28 09:00 | close | 34 | 1.00 | 1.04982 | 0.00000 | 0.00000 | -335.30 | 5736.22 |
| 69 | 2009.12.28 14:00 | sell | 35 | 1.00 | 1.04647 | 0.00000 | 0.00000 | ||
| 70 | 2009.12.29 04:00 | close | 35 | 1.00 | 1.04494 | 0.00000 | 0.00000 | 146.33 | 5882.55 |
| 71 | 2009.12.29 08:00 | sell | 36 | 1.00 | 1.04276 | 0.00000 | 0.00000 | ||
| 72 | 2009.12.29 18:00 | close | 36 | 1.00 | 1.04075 | 0.00000 | 0.00000 | 193.13 | 6075.68 |
| 73 | 2009.12.30 11:00 | sell | 37 | 1.00 | 1.04725 | 0.00000 | 0.00000 | ||
| 74 | 2009.12.30 13:00 | close | 37 | 1.00 | 1.05002 | 0.00000 | 0.00000 | -263.80 | 5811.88 |
| 75 | 2009.12.31 03:00 | sell | 38 | 1.00 | 1.05143 | 0.00000 | 0.00000 | ||
| 76 | 2009.12.31 18:57 | close at stop | 38 | 1.00 | 1.04709 | 0.00000 | 0.00000 | 414.48 | 6226.36 |