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 | Lots=0.1; StopLoss=0; TrailingStop=0; TakeProfit=40; mafastperiod=5; mafastshift=-1; mafastmethod=0; mafastprice=0; maslowperiod=8; maslowshift=0; maslowmethod=0; maslowprice=1; | ||||
Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -331.03 | Gross profit | 151.50 | Gross loss | -482.53 |
Profit factor | 0.31 | Expected payoff | -6.13 | ||
Absolute drawdown | 350.04 | Maximal drawdown | 399.46 (3.97%) | Relative drawdown | 3.97% (399.46) |
Total trades | 54 | Short positions (won %) | 28 (78.57%) | Long positions (won %) | 26 (69.23%) |
Profit trades (% of total) | 40 (74.07%) | Loss trades (% of total) | 14 (25.93%) | ||
Largest | profit trade | 3.84 | loss trade | -102.44 | |
Average | profit trade | 3.79 | loss trade | -34.47 | |
Maximum | consecutive wins (profit in money) | 15 (56.96) | consecutive losses (loss in money) | 3 (-65.20) | |
Maximal | consecutive profit (count of wins) | 56.96 (15) | consecutive loss (count of losses) | -102.44 (1) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 06:00 | buy | 1 | 0.10 | 1.05609 | 0.00000 | 1.05649 | ||
2 | 2009.12.01 06:15 | t/p | 1 | 0.10 | 1.05649 | 0.00000 | 1.05649 | 3.78 | 10003.78 |
3 | 2009.12.01 07:00 | sell | 2 | 0.10 | 1.05548 | 0.00000 | 1.05508 | ||
4 | 2009.12.01 08:03 | t/p | 2 | 0.10 | 1.05508 | 0.00000 | 1.05508 | 3.80 | 10007.58 |
5 | 2009.12.02 05:00 | sell | 3 | 0.10 | 1.04454 | 0.00000 | 1.04414 | ||
6 | 2009.12.02 07:20 | t/p | 3 | 0.10 | 1.04414 | 0.00000 | 1.04414 | 3.83 | 10011.41 |
7 | 2009.12.02 14:00 | sell | 4 | 0.10 | 1.04487 | 0.00000 | 1.04447 | ||
8 | 2009.12.02 14:07 | t/p | 4 | 0.10 | 1.04447 | 0.00000 | 1.04447 | 3.83 | 10015.24 |
9 | 2009.12.03 03:00 | sell | 5 | 0.10 | 1.04950 | 0.00000 | 1.04910 | ||
10 | 2009.12.03 03:50 | t/p | 5 | 0.10 | 1.04910 | 0.00000 | 1.04910 | 3.82 | 10019.06 |
11 | 2009.12.03 07:00 | buy | 6 | 0.10 | 1.05159 | 0.00000 | 1.05199 | ||
12 | 2009.12.03 13:00 | buy | 7 | 0.10 | 1.05119 | 0.00000 | 1.05159 | ||
13 | 2009.12.03 14:40 | t/p | 7 | 0.10 | 1.05159 | 0.00000 | 1.05159 | 3.80 | 10022.86 |
14 | 2009.12.03 14:45 | t/p | 6 | 0.10 | 1.05199 | 0.00000 | 1.05199 | 3.79 | 10026.65 |
15 | 2009.12.04 06:00 | sell | 8 | 0.10 | 1.05628 | 0.00000 | 1.05588 | ||
16 | 2009.12.04 07:46 | t/p | 8 | 0.10 | 1.05588 | 0.00000 | 1.05588 | 3.79 | 10030.44 |
17 | 2009.12.07 04:00 | sell | 9 | 0.10 | 1.05434 | 0.00000 | 1.05394 | ||
18 | 2009.12.07 15:00 | sell | 10 | 0.10 | 1.05543 | 0.00000 | 1.05503 | ||
19 | 2009.12.07 16:20 | t/p | 10 | 0.10 | 1.05503 | 0.00000 | 1.05503 | 3.80 | 10034.24 |
20 | 2009.12.07 16:26 | t/p | 9 | 0.10 | 1.05394 | 0.00000 | 1.05394 | 3.80 | 10038.04 |
21 | 2009.12.08 00:00 | buy | 11 | 0.10 | 1.05192 | 0.00000 | 1.05232 | ||
22 | 2009.12.08 07:00 | buy | 12 | 0.10 | 1.05109 | 0.00000 | 1.05149 | ||
23 | 2009.12.08 07:20 | t/p | 12 | 0.10 | 1.05149 | 0.00000 | 1.05149 | 3.81 | 10041.85 |
24 | 2009.12.08 08:20 | t/p | 11 | 0.10 | 1.05232 | 0.00000 | 1.05232 | 3.80 | 10045.65 |
25 | 2009.12.09 03:00 | sell | 13 | 0.10 | 1.06296 | 0.00000 | 1.06256 | ||
26 | 2009.12.09 03:25 | t/p | 13 | 0.10 | 1.06256 | 0.00000 | 1.06256 | 3.77 | 10049.42 |
27 | 2009.12.09 08:00 | buy | 14 | 0.10 | 1.06528 | 0.00000 | 1.06568 | ||
28 | 2009.12.09 09:00 | buy | 15 | 0.10 | 1.06387 | 0.00000 | 1.06427 | ||
29 | 2009.12.09 10:00 | buy | 16 | 0.10 | 1.06271 | 0.00000 | 1.06311 | ||
30 | 2009.12.09 10:20 | t/p | 16 | 0.10 | 1.06311 | 0.00000 | 1.06311 | 3.76 | 10053.18 |
31 | 2009.12.10 05:00 | buy | 17 | 0.10 | 1.05605 | 0.00000 | 1.05645 | ||
32 | 2009.12.10 05:15 | t/p | 17 | 0.10 | 1.05645 | 0.00000 | 1.05645 | 3.78 | 10056.96 |
33 | 2009.12.10 11:00 | close | 14 | 0.10 | 1.05451 | 0.00000 | 1.06568 | -102.44 | 9954.52 |
34 | 2009.12.10 11:00 | sell | 18 | 0.10 | 1.05451 | 0.00000 | 1.05411 | ||
35 | 2009.12.10 11:15 | t/p | 18 | 0.10 | 1.05411 | 0.00000 | 1.05411 | 3.80 | 9958.32 |
36 | 2009.12.10 19:00 | buy | 19 | 0.10 | 1.05407 | 0.00000 | 1.05447 | ||
37 | 2009.12.10 19:02 | t/p | 19 | 0.10 | 1.05447 | 0.00000 | 1.05447 | 3.80 | 9962.12 |
38 | 2009.12.11 04:00 | buy | 20 | 0.10 | 1.05160 | 0.00000 | 1.05200 | ||
39 | 2009.12.11 07:59 | t/p | 20 | 0.10 | 1.05200 | 0.00000 | 1.05200 | 3.80 | 9965.92 |
40 | 2009.12.11 16:00 | buy | 21 | 0.10 | 1.05312 | 0.00000 | 1.05352 | ||
41 | 2009.12.11 16:10 | t/p | 21 | 0.10 | 1.05352 | 0.00000 | 1.05352 | 3.79 | 9969.71 |
42 | 2009.12.14 03:00 | close | 15 | 0.10 | 1.05949 | 0.00000 | 1.06427 | -41.86 | 9927.85 |
43 | 2009.12.14 03:00 | sell | 22 | 0.10 | 1.05949 | 0.00000 | 1.05909 | ||
44 | 2009.12.14 05:20 | t/p | 22 | 0.10 | 1.05909 | 0.00000 | 1.05909 | 3.78 | 9931.63 |
45 | 2009.12.14 17:00 | sell | 23 | 0.10 | 1.06083 | 0.00000 | 1.06043 | ||
46 | 2009.12.14 17:15 | t/p | 23 | 0.10 | 1.06043 | 0.00000 | 1.06043 | 3.77 | 9935.40 |
47 | 2009.12.15 17:00 | sell | 24 | 0.10 | 1.05977 | 0.00000 | 1.05937 | ||
48 | 2009.12.16 06:00 | close | 24 | 0.10 | 1.06148 | 0.00000 | 1.05937 | -16.12 | 9919.28 |
49 | 2009.12.16 06:00 | buy | 25 | 0.10 | 1.06148 | 0.00000 | 1.06188 | ||
50 | 2009.12.16 06:15 | t/p | 25 | 0.10 | 1.06188 | 0.00000 | 1.06188 | 3.77 | 9923.05 |
51 | 2009.12.16 10:00 | sell | 26 | 0.10 | 1.05972 | 0.00000 | 1.05932 | ||
52 | 2009.12.16 10:20 | t/p | 26 | 0.10 | 1.05932 | 0.00000 | 1.05932 | 3.77 | 9926.82 |
53 | 2009.12.16 12:00 | buy | 27 | 0.10 | 1.06250 | 0.00000 | 1.06290 | ||
54 | 2009.12.16 20:45 | t/p | 27 | 0.10 | 1.06290 | 0.00000 | 1.06290 | 3.76 | 9930.58 |
55 | 2009.12.17 19:00 | sell | 28 | 0.10 | 1.07114 | 0.00000 | 1.07074 | ||
56 | 2009.12.17 20:15 | t/p | 28 | 0.10 | 1.07074 | 0.00000 | 1.07074 | 3.74 | 9934.32 |
57 | 2009.12.18 00:00 | buy | 29 | 0.10 | 1.07132 | 0.00000 | 1.07172 | ||
58 | 2009.12.18 00:20 | t/p | 29 | 0.10 | 1.07172 | 0.00000 | 1.07172 | 3.73 | 9938.05 |
59 | 2009.12.18 10:00 | buy | 30 | 0.10 | 1.06856 | 0.00000 | 1.06896 | ||
60 | 2009.12.18 10:15 | t/p | 30 | 0.10 | 1.06896 | 0.00000 | 1.06896 | 3.74 | 9941.79 |
61 | 2009.12.18 11:00 | sell | 31 | 0.10 | 1.06631 | 0.00000 | 1.06591 | ||
62 | 2009.12.18 12:20 | t/p | 31 | 0.10 | 1.06591 | 0.00000 | 1.06591 | 3.75 | 9945.54 |
63 | 2009.12.18 22:00 | sell | 32 | 0.10 | 1.06578 | 0.00000 | 1.06538 | ||
64 | 2009.12.21 00:00 | close | 32 | 0.10 | 1.06823 | 0.00000 | 1.06538 | -22.95 | 9922.59 |
65 | 2009.12.21 00:00 | buy | 33 | 0.10 | 1.06823 | 0.00000 | 1.06863 | ||
66 | 2009.12.21 06:00 | close | 33 | 0.10 | 1.06618 | 0.00000 | 1.06863 | -19.23 | 9903.36 |
67 | 2009.12.21 06:00 | sell | 34 | 0.10 | 1.06618 | 0.00000 | 1.06578 | ||
68 | 2009.12.21 09:00 | close | 34 | 0.10 | 1.06864 | 0.00000 | 1.06578 | -23.02 | 9880.34 |
69 | 2009.12.21 09:00 | buy | 35 | 0.10 | 1.06864 | 0.00000 | 1.06904 | ||
70 | 2009.12.21 09:26 | t/p | 35 | 0.10 | 1.06904 | 0.00000 | 1.06904 | 3.74 | 9884.08 |
71 | 2009.12.21 11:00 | sell | 36 | 0.10 | 1.06524 | 0.00000 | 1.06484 | ||
72 | 2009.12.21 11:15 | t/p | 36 | 0.10 | 1.06484 | 0.00000 | 1.06484 | 3.76 | 9887.84 |
73 | 2009.12.21 20:00 | buy | 37 | 0.10 | 1.06253 | 0.00000 | 1.06293 | ||
74 | 2009.12.21 21:20 | t/p | 37 | 0.10 | 1.06293 | 0.00000 | 1.06293 | 3.76 | 9891.60 |
75 | 2009.12.22 06:00 | sell | 38 | 0.10 | 1.06175 | 0.00000 | 1.06135 | ||
76 | 2009.12.22 07:50 | t/p | 38 | 0.10 | 1.06135 | 0.00000 | 1.06135 | 3.77 | 9895.37 |
77 | 2009.12.22 17:00 | buy | 39 | 0.10 | 1.06072 | 0.00000 | 1.06112 | ||
78 | 2009.12.23 01:00 | buy | 40 | 0.10 | 1.05762 | 0.00000 | 1.05802 | ||
79 | 2009.12.23 03:00 | close | 39 | 0.10 | 1.05586 | 0.00000 | 1.06112 | -46.13 | 9849.24 |
80 | 2009.12.23 03:00 | sell | 41 | 0.10 | 1.05586 | 0.00000 | 1.05546 | ||
81 | 2009.12.23 05:00 | close | 40 | 0.10 | 1.05665 | 0.00000 | 1.05802 | -9.18 | 9840.06 |
82 | 2009.12.23 05:00 | sell | 42 | 0.10 | 1.05665 | 0.00000 | 1.05625 | ||
83 | 2009.12.23 06:00 | close | 41 | 0.10 | 1.05788 | 0.00000 | 1.05546 | -19.09 | 9820.97 |
84 | 2009.12.23 06:00 | buy | 43 | 0.10 | 1.05788 | 0.00000 | 1.05828 | ||
85 | 2009.12.23 08:20 | t/p | 42 | 0.10 | 1.05625 | 0.00000 | 1.05625 | 3.78 | 9824.75 |
86 | 2009.12.24 01:00 | buy | 44 | 0.10 | 1.04924 | 0.00000 | 1.04964 | ||
87 | 2009.12.24 05:00 | close | 43 | 0.10 | 1.04822 | 0.00000 | 1.05828 | -92.47 | 9732.28 |
88 | 2009.12.24 05:00 | sell | 45 | 0.10 | 1.04822 | 0.00000 | 1.04782 | ||
89 | 2009.12.24 07:00 | close | 44 | 0.10 | 1.04868 | 0.00000 | 1.04964 | -5.34 | 9726.94 |
90 | 2009.12.24 07:00 | sell | 46 | 0.10 | 1.04868 | 0.00000 | 1.04828 | ||
91 | 2009.12.24 08:40 | t/p | 46 | 0.10 | 1.04828 | 0.00000 | 1.04828 | 3.81 | 9730.75 |
92 | 2009.12.24 08:50 | t/p | 45 | 0.10 | 1.04782 | 0.00000 | 1.04782 | 3.82 | 9734.57 |
93 | 2009.12.28 04:00 | sell | 47 | 0.10 | 1.04630 | 0.00000 | 1.04590 | ||
94 | 2009.12.28 09:00 | close | 47 | 0.10 | 1.04982 | 0.00000 | 1.04590 | -33.53 | 9701.04 |
95 | 2009.12.28 09:00 | buy | 48 | 0.10 | 1.04982 | 0.00000 | 1.05022 | ||
96 | 2009.12.28 14:00 | close | 48 | 0.10 | 1.04647 | 0.00000 | 1.05022 | -32.01 | 9669.03 |
97 | 2009.12.28 14:00 | sell | 49 | 0.10 | 1.04647 | 0.00000 | 1.04607 | ||
98 | 2009.12.28 14:45 | t/p | 49 | 0.10 | 1.04607 | 0.00000 | 1.04607 | 3.82 | 9672.85 |
99 | 2009.12.29 08:00 | sell | 50 | 0.10 | 1.04276 | 0.00000 | 1.04236 | ||
100 | 2009.12.29 08:50 | t/p | 50 | 0.10 | 1.04236 | 0.00000 | 1.04236 | 3.83 | 9676.68 |
101 | 2009.12.29 18:00 | buy | 51 | 0.10 | 1.04075 | 0.00000 | 1.04115 | ||
102 | 2009.12.29 18:15 | t/p | 51 | 0.10 | 1.04115 | 0.00000 | 1.04115 | 3.84 | 9680.52 |
103 | 2009.12.30 11:00 | sell | 52 | 0.10 | 1.04725 | 0.00000 | 1.04685 | ||
104 | 2009.12.30 15:00 | close | 52 | 0.10 | 1.04926 | 0.00000 | 1.04685 | -19.16 | 9661.36 |
105 | 2009.12.30 15:00 | buy | 53 | 0.10 | 1.04926 | 0.00000 | 1.04966 | ||
106 | 2009.12.30 15:10 | t/p | 53 | 0.10 | 1.04966 | 0.00000 | 1.04966 | 3.81 | 9665.17 |
107 | 2009.12.31 02:00 | sell | 54 | 0.10 | 1.05358 | 0.00000 | 1.05318 | ||
108 | 2009.12.31 02:40 | t/p | 54 | 0.10 | 1.05318 | 0.00000 | 1.05318 | 3.80 | 9668.97 |