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 | UseMoneyManagement=false; AccountIsMicro=false; Risk=2; SignalMail=false; EachTickMode=false; Lots=1; Slippage=3; UseStopLoss=false; StopLoss=30; UseTakeProfit=false; TakeProfit=60; UseTrailingStop=false; TrailingStop=30; | ||||
Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -2801.78 | Gross profit | 5532.84 | Gross loss | -8334.62 |
Profit factor | 0.66 | Expected payoff | -68.34 | ||
Absolute drawdown | 4608.81 | Maximal drawdown | 5831.46 (51.96%) | Relative drawdown | 51.96% (5831.46) |
Total trades | 41 | Short positions (won %) | 21 (38.10%) | Long positions (won %) | 20 (25.00%) |
Profit trades (% of total) | 13 (31.71%) | Loss trades (% of total) | 28 (68.29%) | ||
Largest | profit trade | 904.94 | loss trade | -908.40 | |
Average | profit trade | 425.60 | loss trade | -297.66 | |
Maximum | consecutive wins (profit in money) | 4 (1501.40) | consecutive losses (loss in money) | 6 (-1309.54) | |
Maximal | consecutive profit (count of wins) | 1501.40 (4) | consecutive loss (count of losses) | -2668.34 (5) | |
Average | consecutive wins | 2 | 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 | 2009.12.02 00:00 | close | 1 | 1.00 | 1.04763 | 0.00000 | 0.00000 | 599.36 | 10599.36 |
3 | 2009.12.02 01:00 | buy | 2 | 1.00 | 1.04689 | 0.00000 | 0.00000 | ||
4 | 2009.12.02 05:00 | close | 2 | 1.00 | 1.04454 | 0.00000 | 0.00000 | -224.98 | 10374.38 |
5 | 2009.12.02 06:00 | sell | 3 | 1.00 | 1.04502 | 0.00000 | 0.00000 | ||
6 | 2009.12.02 15:00 | close | 3 | 1.00 | 1.04838 | 0.00000 | 0.00000 | -320.49 | 10053.89 |
7 | 2009.12.02 16:00 | buy | 4 | 1.00 | 1.04701 | 0.00000 | 0.00000 | ||
8 | 2009.12.03 09:00 | close | 4 | 1.00 | 1.04633 | 0.00000 | 0.00000 | -68.09 | 9985.79 |
9 | 2009.12.03 10:00 | sell | 5 | 1.00 | 1.04761 | 0.00000 | 0.00000 | ||
10 | 2009.12.03 13:00 | close | 5 | 1.00 | 1.05119 | 0.00000 | 0.00000 | -340.57 | 9645.22 |
11 | 2009.12.03 14:00 | buy | 6 | 1.00 | 1.04990 | 0.00000 | 0.00000 | ||
12 | 2009.12.04 09:00 | close | 6 | 1.00 | 1.05421 | 0.00000 | 0.00000 | 407.81 | 10053.03 |
13 | 2009.12.04 10:00 | sell | 7 | 1.00 | 1.05473 | 0.00000 | 0.00000 | ||
14 | 2009.12.04 20:00 | close | 7 | 1.00 | 1.05758 | 0.00000 | 0.00000 | -269.48 | 9783.55 |
15 | 2009.12.04 21:00 | buy | 8 | 1.00 | 1.05992 | 0.00000 | 0.00000 | ||
16 | 2009.12.07 08:00 | close | 8 | 1.00 | 1.05404 | 0.00000 | 0.00000 | -558.88 | 9224.67 |
17 | 2009.12.07 09:00 | sell | 9 | 1.00 | 1.05484 | 0.00000 | 0.00000 | ||
18 | 2009.12.07 10:00 | close | 9 | 1.00 | 1.06451 | 0.00000 | 0.00000 | -908.40 | 8316.27 |
19 | 2009.12.07 11:00 | buy | 10 | 1.00 | 1.05975 | 0.00000 | 0.00000 | ||
20 | 2009.12.07 16:00 | close | 10 | 1.00 | 1.05485 | 0.00000 | 0.00000 | -464.52 | 7851.75 |
21 | 2009.12.07 17:00 | sell | 11 | 1.00 | 1.05083 | 0.00000 | 0.00000 | ||
22 | 2009.12.08 09:00 | close | 11 | 1.00 | 1.05576 | 0.00000 | 0.00000 | -467.05 | 7384.69 |
23 | 2009.12.08 10:00 | buy | 12 | 1.00 | 1.05295 | 0.00000 | 0.00000 | ||
24 | 2009.12.09 07:00 | close | 12 | 1.00 | 1.06178 | 0.00000 | 0.00000 | 830.59 | 8215.28 |
25 | 2009.12.09 08:00 | buy | 13 | 1.00 | 1.06528 | 0.00000 | 0.00000 | ||
26 | 2009.12.09 12:00 | close | 13 | 1.00 | 1.05987 | 0.00000 | 0.00000 | -510.44 | 7704.84 |
27 | 2009.12.09 13:00 | sell | 14 | 1.00 | 1.05965 | 0.00000 | 0.00000 | ||
28 | 2009.12.10 07:00 | close | 14 | 1.00 | 1.05790 | 0.00000 | 0.00000 | 165.14 | 7869.98 |
29 | 2009.12.10 08:00 | buy | 15 | 1.00 | 1.05596 | 0.00000 | 0.00000 | ||
30 | 2009.12.10 11:00 | close | 15 | 1.00 | 1.05451 | 0.00000 | 0.00000 | -137.50 | 7732.48 |
31 | 2009.12.10 12:00 | sell | 16 | 1.00 | 1.05119 | 0.00000 | 0.00000 | ||
32 | 2009.12.11 06:00 | close | 16 | 1.00 | 1.05229 | 0.00000 | 0.00000 | -104.62 | 7627.85 |
33 | 2009.12.11 07:00 | buy | 17 | 1.00 | 1.05188 | 0.00000 | 0.00000 | ||
34 | 2009.12.11 11:00 | close | 17 | 1.00 | 1.05011 | 0.00000 | 0.00000 | -168.55 | 7459.30 |
35 | 2009.12.11 12:00 | sell | 18 | 1.00 | 1.04989 | 0.00000 | 0.00000 | ||
36 | 2009.12.11 16:00 | close | 18 | 1.00 | 1.05312 | 0.00000 | 0.00000 | -306.71 | 7152.59 |
37 | 2009.12.11 17:00 | buy | 19 | 1.00 | 1.05546 | 0.00000 | 0.00000 | ||
38 | 2009.12.14 18:00 | close | 19 | 1.00 | 1.05892 | 0.00000 | 0.00000 | 325.72 | 7478.31 |
39 | 2009.12.14 19:00 | sell | 20 | 1.00 | 1.05763 | 0.00000 | 0.00000 | ||
40 | 2009.12.15 10:00 | close | 20 | 1.00 | 1.06256 | 0.00000 | 0.00000 | -464.06 | 7014.24 |
41 | 2009.12.15 11:00 | buy | 21 | 1.00 | 1.06202 | 0.00000 | 0.00000 | ||
42 | 2009.12.16 00:00 | close | 21 | 1.00 | 1.06069 | 0.00000 | 0.00000 | -126.42 | 6887.82 |
43 | 2009.12.16 01:00 | sell | 22 | 1.00 | 1.06054 | 0.00000 | 0.00000 | ||
44 | 2009.12.16 07:00 | close | 22 | 1.00 | 1.06219 | 0.00000 | 0.00000 | -155.34 | 6732.48 |
45 | 2009.12.16 08:00 | buy | 23 | 1.00 | 1.06159 | 0.00000 | 0.00000 | ||
46 | 2009.12.16 10:00 | close | 23 | 1.00 | 1.05972 | 0.00000 | 0.00000 | -176.46 | 6556.02 |
47 | 2009.12.16 11:00 | sell | 24 | 1.00 | 1.05894 | 0.00000 | 0.00000 | ||
48 | 2009.12.16 21:00 | close | 24 | 1.00 | 1.06355 | 0.00000 | 0.00000 | -433.45 | 6122.57 |
49 | 2009.12.16 22:00 | buy | 25 | 1.00 | 1.06118 | 0.00000 | 0.00000 | ||
50 | 2009.12.18 02:00 | close | 25 | 1.00 | 1.06914 | 0.00000 | 0.00000 | 740.38 | 6862.95 |
51 | 2009.12.18 03:00 | sell | 26 | 1.00 | 1.06902 | 0.00000 | 0.00000 | ||
52 | 2009.12.18 18:00 | close | 26 | 1.00 | 1.06838 | 0.00000 | 0.00000 | 59.90 | 6922.85 |
53 | 2009.12.18 19:00 | sell | 27 | 1.00 | 1.06572 | 0.00000 | 0.00000 | ||
54 | 2009.12.21 01:00 | close | 27 | 1.00 | 1.06761 | 0.00000 | 0.00000 | -177.12 | 6745.73 |
55 | 2009.12.21 02:00 | buy | 28 | 1.00 | 1.06812 | 0.00000 | 0.00000 | ||
56 | 2009.12.21 06:00 | close | 28 | 1.00 | 1.06618 | 0.00000 | 0.00000 | -181.96 | 6563.77 |
57 | 2009.12.21 07:00 | buy | 29 | 1.00 | 1.06756 | 0.00000 | 0.00000 | ||
58 | 2009.12.21 08:00 | close | 29 | 1.00 | 1.06627 | 0.00000 | 0.00000 | -120.98 | 6442.79 |
59 | 2009.12.21 09:00 | buy | 30 | 1.00 | 1.06864 | 0.00000 | 0.00000 | ||
60 | 2009.12.21 12:00 | close | 30 | 1.00 | 1.06281 | 0.00000 | 0.00000 | -548.55 | 5894.24 |
61 | 2009.12.21 13:00 | sell | 31 | 1.00 | 1.06085 | 0.00000 | 0.00000 | ||
62 | 2009.12.21 22:00 | close | 31 | 1.00 | 1.06188 | 0.00000 | 0.00000 | -97.00 | 5797.24 |
63 | 2009.12.21 23:00 | buy | 32 | 1.00 | 1.06268 | 0.00000 | 0.00000 | ||
64 | 2009.12.22 08:00 | close | 32 | 1.00 | 1.06074 | 0.00000 | 0.00000 | -183.92 | 5613.32 |
65 | 2009.12.22 09:00 | sell | 33 | 1.00 | 1.06007 | 0.00000 | 0.00000 | ||
66 | 2009.12.23 06:00 | close | 33 | 1.00 | 1.05788 | 0.00000 | 0.00000 | 206.93 | 5820.24 |
67 | 2009.12.23 07:00 | sell | 34 | 1.00 | 1.05629 | 0.00000 | 0.00000 | ||
68 | 2009.12.24 17:00 | close | 34 | 1.00 | 1.04899 | 0.00000 | 0.00000 | 695.63 | 6515.87 |
69 | 2009.12.24 18:00 | buy | 35 | 1.00 | 1.04915 | 0.00000 | 0.00000 | ||
70 | 2009.12.28 04:00 | close | 35 | 1.00 | 1.04630 | 0.00000 | 0.00000 | -274.46 | 6241.41 |
71 | 2009.12.28 05:00 | sell | 36 | 1.00 | 1.04637 | 0.00000 | 0.00000 | ||
72 | 2009.12.28 09:00 | close | 36 | 1.00 | 1.04982 | 0.00000 | 0.00000 | -328.63 | 5912.78 |
73 | 2009.12.28 10:00 | buy | 37 | 1.00 | 1.04873 | 0.00000 | 0.00000 | ||
74 | 2009.12.28 14:00 | close | 37 | 1.00 | 1.04647 | 0.00000 | 0.00000 | -215.96 | 5696.82 |
75 | 2009.12.28 15:00 | sell | 38 | 1.00 | 1.04523 | 0.00000 | 0.00000 | ||
76 | 2009.12.29 07:00 | close | 38 | 1.00 | 1.04429 | 0.00000 | 0.00000 | 89.92 | 5786.74 |
77 | 2009.12.29 08:00 | sell | 39 | 1.00 | 1.04276 | 0.00000 | 0.00000 | ||
78 | 2009.12.29 19:00 | close | 39 | 1.00 | 1.04197 | 0.00000 | 0.00000 | 75.82 | 5862.56 |
79 | 2009.12.29 20:00 | buy | 40 | 1.00 | 1.04205 | 0.00000 | 0.00000 | ||
80 | 2009.12.31 04:00 | close | 40 | 1.00 | 1.05161 | 0.00000 | 0.00000 | 904.94 | 6767.50 |
81 | 2009.12.31 05:00 | sell | 41 | 1.00 | 1.05160 | 0.00000 | 0.00000 | ||
82 | 2009.12.31 18:57 | close at stop | 41 | 1.00 | 1.04709 | 0.00000 | 0.00000 | 430.72 | 7198.22 |