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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		StartHour=13; Range=40; TakeProfit=90; StopLoss=200; Lots=0.1; OrderExpirationDays=7; UseMM=false; PercentMM=20; MinLots=0.1; MinStop=11; ShiftGMT=1;

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

Initial deposit	10000.00
Total net profit	-10.19	Gross profit	256.07	Gross loss	-266.26
Profit factor	0.96	Expected payoff	-0.23
Absolute drawdown	17.07	Maximal drawdown	74.16 (0.74%)	Relative drawdown	0.74% (74.16)

Total trades	44	Short positions (won %)	22 (63.64%)	Long positions (won %)	22 (72.73%)
		Profit trades (% of total)	30 (68.18%)	Loss trades (% of total)	14 (31.82%)
Largest		profit trade	8.68	loss trade	-19.29
Average		profit trade	8.54	loss trade	-19.02
Maximum		consecutive wins (profit in money)	9 (76.74)	consecutive losses (loss in money)	2 (-38.24)
Maximal		consecutive profit (count of wins)	76.74 (9)	consecutive loss (count of losses)	-38.24 (2)
Average		consecutive wins	3	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 14:00	sell stop	1	0.10	1.04557	1.04757	1.04467
2	2009.12.01 14:02	buy stop	2	0.10	1.04657	1.04457	1.04747
3	2009.12.01 14:10	sell	1	0.10	1.04557	1.04757	1.04467
4	2009.12.01 14:15	t/p	1	0.10	1.04467	1.04757	1.04467	8.62	10008.62
5	2009.12.01 21:40	buy	2	0.10	1.04657	1.04457	1.04747
6	2009.12.02 04:15	s/l	2	0.10	1.04457	1.04457	1.04747	-19.18	9989.44
7	2009.12.02 14:00	buy stop	3	0.10	1.04549	1.04349	1.04639
8	2009.12.02 14:02	sell stop	4	0.10	1.04356	1.04556	1.04266
9	2009.12.02 14:20	buy	3	0.10	1.04549	1.04349	1.04639
10	2009.12.02 14:40	t/p	3	0.10	1.04639	1.04349	1.04639	8.60	9998.04
11	2009.12.03 14:00	sell stop	5	0.10	1.04886	1.05086	1.04796
12	2009.12.03 14:02	buy stop	6	0.10	1.05000	1.04800	1.05090
13	2009.12.03 14:10	buy	6	0.10	1.05000	1.04800	1.05090
14	2009.12.03 14:40	t/p	6	0.10	1.05090	1.04800	1.05090	8.55	10006.59
15	2009.12.04 13:10	sell	5	0.10	1.04886	1.05086	1.04796
16	2009.12.04 13:16	t/p	5	0.10	1.04796	1.05086	1.04796	8.59	10015.18
17	2009.12.04 14:00	sell stop	7	0.10	1.04618	1.04818	1.04528
18	2009.12.04 14:05	buy stop	8	0.10	1.04725	1.04525	1.04815
19	2009.12.04 14:10	buy	8	0.10	1.04725	1.04525	1.04815
20	2009.12.04 14:32	s/l	8	0.10	1.04525	1.04525	1.04815	-19.16	9996.02
21	2009.12.04 14:32	sell	7	0.10	1.04618	1.04818	1.04528
22	2009.12.04 14:35	t/p	7	0.10	1.04528	1.04818	1.04528	8.61	10004.63
23	2009.12.04 14:37	sell	4	0.10	1.04356	1.04556	1.04266
24	2009.12.04 14:40	s/l	4	0.10	1.04556	1.04556	1.04266	-19.12	9985.51
25	2009.12.07 14:00	sell stop	9	0.10	1.05869	1.06069	1.05779
26	2009.12.07 14:05	buy stop	10	0.10	1.05999	1.05799	1.06089
27	2009.12.07 14:20	sell	9	0.10	1.05869	1.06069	1.05779
28	2009.12.07 14:33	t/p	9	0.10	1.05779	1.06069	1.05779	8.52	9994.03
29	2009.12.08 14:00	sell stop	11	0.10	1.05354	1.05554	1.05264
30	2009.12.08 14:05	buy stop	12	0.10	1.05512	1.05312	1.05602
31	2009.12.08 14:10	buy	12	0.10	1.05512	1.05312	1.05602
32	2009.12.08 14:15	t/p	12	0.10	1.05602	1.05312	1.05602	8.51	10002.54
33	2009.12.08 15:45	buy	10	0.10	1.05999	1.05799	1.06089
34	2009.12.08 16:15	t/p	10	0.10	1.06089	1.05799	1.06089	8.48	10011.02
35	2009.12.09 14:00	buy stop	13	0.10	1.06136	1.05936	1.06226
36	2009.12.09 14:02	sell stop	14	0.10	1.06031	1.06231	1.05941
37	2009.12.09 14:10	sell	14	0.10	1.06031	1.06231	1.05941
38	2009.12.09 14:20	t/p	14	0.10	1.05941	1.06231	1.05941	8.51	10019.53
39	2009.12.09 15:10	buy	13	0.10	1.06136	1.05936	1.06226
40	2009.12.09 15:15	t/p	13	0.10	1.06226	1.05936	1.06226	8.47	10028.00
41	2009.12.09 20:50	sell	11	0.10	1.05354	1.05554	1.05264
42	2009.12.09 21:10	t/p	11	0.10	1.05264	1.05554	1.05264	8.55	10036.55
43	2009.12.10 14:00	sell stop	15	0.10	1.04977	1.05177	1.04887
44	2009.12.10 14:02	buy stop	16	0.10	1.05104	1.04904	1.05194
45	2009.12.10 14:20	sell	15	0.10	1.04977	1.05177	1.04887
46	2009.12.10 14:50	t/p	15	0.10	1.04887	1.05177	1.04887	8.58	10045.13
47	2009.12.10 16:05	buy	16	0.10	1.05104	1.04904	1.05194
48	2009.12.10 16:10	t/p	16	0.10	1.05194	1.04904	1.05194	8.56	10053.69
49	2009.12.11 14:00	buy stop	17	0.10	1.04984	1.04784	1.05074
50	2009.12.11 14:02	sell stop	18	0.10	1.04898	1.05098	1.04808
51	2009.12.11 14:15	sell	18	0.10	1.04898	1.05098	1.04808
52	2009.12.11 14:45	buy	17	0.10	1.04984	1.04784	1.05074
53	2009.12.11 14:50	t/p	17	0.10	1.05074	1.04784	1.05074	8.56	10062.25
54	2009.12.11 15:10	s/l	18	0.10	1.05098	1.05098	1.04808	-19.01	10043.24
55	2009.12.14 14:00	sell stop	19	0.10	1.06343	1.06543	1.06253
56	2009.12.14 14:02	sell	19	0.10	1.06343	1.06543	1.06253
57	2009.12.14 14:05	buy stop	20	0.10	1.06402	1.06202	1.06492
58	2009.12.14 14:10	buy	20	0.10	1.06402	1.06202	1.06492
59	2009.12.14 14:20	s/l	19	0.10	1.06543	1.06543	1.06253	-18.77	10024.47
60	2009.12.14 14:20	t/p	20	0.10	1.06492	1.06202	1.06492	8.45	10032.92
61	2009.12.15 14:00	buy stop	21	0.10	1.06412	1.06212	1.06502
62	2009.12.15 14:02	sell stop	22	0.10	1.06308	1.06508	1.06218
63	2009.12.15 14:15	sell	22	0.10	1.06308	1.06508	1.06218
64	2009.12.15 14:45	t/p	22	0.10	1.06218	1.06508	1.06218	8.48	10041.40
65	2009.12.16 14:00	sell stop	23	0.10	1.05859	1.06059	1.05769
66	2009.12.16 14:02	buy stop	24	0.10	1.05970	1.05770	1.06060
67	2009.12.16 14:10	buy	24	0.10	1.05970	1.05770	1.06060
68	2009.12.16 14:20	t/p	24	0.10	1.06060	1.05770	1.06060	8.49	10049.89
69	2009.12.16 15:50	sell	23	0.10	1.05859	1.06059	1.05769
70	2009.12.16 15:55	t/p	23	0.10	1.05769	1.06059	1.05769	8.51	10058.40
71	2009.12.16 20:50	buy	21	0.10	1.06412	1.06212	1.06502
72	2009.12.16 21:20	s/l	21	0.10	1.06212	1.06212	1.06502	-18.85	10039.55
73	2009.12.17 14:00	sell stop	25	0.10	1.07170	1.07370	1.07080
74	2009.12.17 14:02	buy stop	26	0.10	1.07237	1.07037	1.07327
75	2009.12.17 14:07	sell	25	0.10	1.07170	1.07370	1.07080
76	2009.12.17 14:10	buy	26	0.10	1.07237	1.07037	1.07327
77	2009.12.17 14:15	s/l	25	0.10	1.07370	1.07370	1.07080	-18.62	10020.93
78	2009.12.17 14:15	t/p	26	0.10	1.07327	1.07037	1.07327	8.38	10029.31
79	2009.12.18 14:00	buy stop	27	0.10	1.06586	1.06386	1.06676
80	2009.12.18 14:02	buy	27	0.10	1.06586	1.06386	1.06676
81	2009.12.18 14:02	sell stop	28	0.10	1.06643	1.06843	1.06553
82	2009.12.18 14:07	t/p	27	0.10	1.06676	1.06386	1.06676	8.44	10037.75
83	2009.12.18 14:10	sell	28	0.10	1.06643	1.06843	1.06553
84	2009.12.18 14:20	t/p	28	0.10	1.06553	1.06843	1.06553	8.45	10046.20
85	2009.12.21 14:00	sell stop	29	0.10	1.05554	1.05754	1.05464
86	2009.12.21 14:02	buy stop	30	0.10	1.05665	1.05465	1.05755
87	2009.12.21 14:10	sell	29	0.10	1.05554	1.05754	1.05464
88	2009.12.21 14:20	t/p	29	0.10	1.05464	1.05754	1.05464	8.54	10054.74
89	2009.12.21 14:50	buy	30	0.10	1.05665	1.05465	1.05755
90	2009.12.21 15:45	s/l	30	0.10	1.05465	1.05465	1.05755	-18.96	10035.78
91	2009.12.22 14:00	buy stop	31	0.10	1.05772	1.05572	1.05862
92	2009.12.22 14:02	sell stop	32	0.10	1.05606	1.05806	1.05516
93	2009.12.22 14:10	buy	31	0.10	1.05772	1.05572	1.05862
94	2009.12.22 14:15	t/p	31	0.10	1.05862	1.05572	1.05862	8.51	10044.29
95	2009.12.22 17:50	sell	32	0.10	1.05606	1.05806	1.05516
96	2009.12.22 18:02	t/p	32	0.10	1.05516	1.05806	1.05516	8.53	10052.82
97	2009.12.23 14:00	sell stop	33	0.10	1.04883	1.05083	1.04793
98	2009.12.23 14:02	buy stop	34	0.10	1.04955	1.04755	1.05045
99	2009.12.23 14:15	buy	34	0.10	1.04955	1.04755	1.05045
100	2009.12.23 14:40	t/p	34	0.10	1.05045	1.04755	1.05045	8.57	10061.39
101	2009.12.23 17:02	sell	33	0.10	1.04883	1.05083	1.04793
102	2009.12.23 17:20	s/l	33	0.10	1.05083	1.05083	1.04793	-19.03	10042.36
103	2009.12.24 14:00	buy stop	35	0.10	1.04631	1.04431	1.04721
104	2009.12.24 14:02	sell stop	36	0.10	1.04556	1.04756	1.04466
105	2009.12.24 14:07	buy	35	0.10	1.04631	1.04431	1.04721
106	2009.12.24 14:10	sell	36	0.10	1.04556	1.04756	1.04466
107	2009.12.24 14:45	t/p	35	0.10	1.04721	1.04431	1.04721	8.59	10050.95
108	2009.12.24 14:45	s/l	36	0.10	1.04756	1.04756	1.04466	-19.09	10031.86
109	2009.12.28 14:00	buy stop	37	0.10	1.04709	1.04509	1.04799
110	2009.12.28 14:02	sell stop	38	0.10	1.04557	1.04757	1.04467
111	2009.12.28 14:20	buy	37	0.10	1.04709	1.04509	1.04799
112	2009.12.28 14:45	sell	38	0.10	1.04557	1.04757	1.04467
113	2009.12.28 14:50	s/l	37	0.10	1.04509	1.04509	1.04799	-19.15	10012.71
114	2009.12.28 14:50	t/p	38	0.10	1.04467	1.04757	1.04467	8.62	10021.33
115	2009.12.29 14:00	buy stop	39	0.10	1.03865	1.03665	1.03955
116	2009.12.29 14:03	buy	39	0.10	1.03865	1.03665	1.03955
117	2009.12.29 14:03	sell stop	40	0.10	1.03828	1.04028	1.03738
118	2009.12.29 14:35	sell	40	0.10	1.03828	1.04028	1.03738
119	2009.12.29 14:50	s/l	39	0.10	1.03665	1.03665	1.03955	-19.29	10002.04
120	2009.12.29 14:50	t/p	40	0.10	1.03738	1.04028	1.03738	8.68	10010.72
121	2009.12.30 14:00	buy stop	41	0.10	1.04923	1.04723	1.05013
122	2009.12.30 14:02	sell stop	42	0.10	1.04771	1.04971	1.04681
123	2009.12.30 14:15	buy	41	0.10	1.04923	1.04723	1.05013
124	2009.12.30 15:10	t/p	41	0.10	1.05013	1.04723	1.05013	8.57	10019.29
125	2009.12.31 09:50	sell	42	0.10	1.04771	1.04971	1.04681
126	2009.12.31 10:15	s/l	42	0.10	1.04971	1.04971	1.04681	-19.03	10000.26
127	2009.12.31 14:00	buy stop	43	0.10	1.05125	1.04925	1.05215
128	2009.12.31 14:02	sell stop	44	0.10	1.05028	1.05228	1.04938
129	2009.12.31 14:10	sell	44	0.10	1.05028	1.05228	1.04938
130	2009.12.31 14:32	buy	43	0.10	1.05125	1.04925	1.05215
131	2009.12.31 14:37	t/p	43	0.10	1.05215	1.04925	1.05215	8.55	10008.81
132	2009.12.31 14:37	s/l	44	0.10	1.05228	1.05228	1.04938	-19.00	9989.81