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 | lStopLoss=500; sStopLoss=500; lTakeProfit=40; sTakeProfit=40; lTrailingStop=500; sTrailingStop=500; clOpenBuy=Black; clCloseBuy=Black; clOpenSell=Black; clCloseSell=Black; clModiBuy=Black; clModiSell=Black; Name_Expert=""ABBMD"; Slippage=5; UseSound=false; NameFileSound=""alert.wav""; Lots=0.1; Margin_Level=500; WilliamsH1_BUY=10; WilliamsH1_SELL=-200; WilliamsM30_BUY=10; WilliamsM30_SELL=-200; WilliamsM15_BUY=10; WilliamsM15_SELL=-200; WilliamsM5_BUY=-70; WilliamsM5_SELL=-30; RSIH1_BUY=75; RSIH1_SELL=25; RSIH4_BUY=99; RSIH4_SELL=11; RSID1_BUY=99; RSID1_SELL=11; MACDH4_BUY_FastEma=15; MACDH4_BUY_SlowEma=35; MACDH4_BUY_SMA=12; MACDH4_SELL_FastEma=15; MACDH4_SELL_SlowEma=35; MACDH4_SELL_SMA=12; MACDD1_BUY_FastEma=15; MACDD1_BUY_SlowEma=35; MACDD1_BUY_SMA=12; MACDD1_SELL_FastEma=15; MACDD1_SELL_SlowEma=35; MACDD1_SELL_SMA=12; BEARS=15; BULLS=15; FastMA=24; SlowMA=24; CLOSE_FastEma=15; CLOSE_SlowEma=35; CLOSE_SMA=12; CLOSE_RSI_LevelBUY=70; Close_RSI_LevelSELL=30; Close_RSI_Period=21; _Parameters_b_Lots=""Ïàðàìåòðû"; LotsWayChoice=1; LotsPercent=40; LotsDeltaDepo=500; LotsDepoForOne=500; LotsMax=1000; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -7559.71 | Gross profit | 3474.31 | Gross loss | -11034.01 |
| Profit factor | 0.31 | Expected payoff | -184.38 | ||
| Absolute drawdown | 7597.32 | Maximal drawdown | 9472.94 (79.77%) | Relative drawdown | 79.77% (9472.94) |
| Total trades | 41 | Short positions (won %) | 41 (80.49%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 33 (80.49%) | Loss trades (% of total) | 8 (19.51%) | ||
| Largest | profit trade | 180.25 | loss trade | -2581.52 | |
| Average | profit trade | 105.28 | loss trade | -1379.25 | |
| Maximum | consecutive wins (profit in money) | 11 (1838.78) | consecutive losses (loss in money) | 2 (-3755.75) | |
| Maximal | consecutive profit (count of wins) | 1838.78 (11) | consecutive loss (count of losses) | -3755.75 (2) | |
| Average | consecutive wins | 6 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 09:50 | sell | 1 | 4.00 | 1.04675 | 1.05239 | 1.04635 | ||
| 2 | 2009.12.01 10:10 | t/p | 1 | 4.00 | 1.04635 | 1.05239 | 1.04635 | 152.94 | 10152.94 |
| 3 | 2009.12.01 10:50 | sell | 2 | 4.10 | 1.04633 | 1.05197 | 1.04593 | ||
| 4 | 2009.12.01 11:15 | t/p | 2 | 4.10 | 1.04593 | 1.05197 | 1.04593 | 156.80 | 10309.74 |
| 5 | 2009.12.01 12:10 | sell | 3 | 4.20 | 1.04609 | 1.05173 | 1.04569 | ||
| 6 | 2009.12.01 13:37 | t/p | 3 | 4.20 | 1.04569 | 1.05173 | 1.04569 | 160.66 | 10470.40 |
| 7 | 2009.12.01 13:40 | sell | 4 | 4.20 | 1.04574 | 1.05138 | 1.04534 | ||
| 8 | 2009.12.01 14:15 | t/p | 4 | 4.20 | 1.04534 | 1.05138 | 1.04534 | 160.85 | 10631.25 |
| 9 | 2009.12.01 15:02 | sell | 5 | 4.30 | 1.04481 | 1.05045 | 1.04441 | ||
| 10 | 2009.12.01 15:15 | t/p | 5 | 4.30 | 1.04441 | 1.05045 | 1.04441 | 164.69 | 10795.94 |
| 11 | 2009.12.01 15:33 | sell | 6 | 4.40 | 1.04482 | 1.05046 | 1.04442 | ||
| 12 | 2009.12.01 15:50 | t/p | 6 | 4.40 | 1.04442 | 1.05046 | 1.04442 | 168.54 | 10964.48 |
| 13 | 2009.12.01 16:15 | sell | 7 | 4.40 | 1.04398 | 1.04962 | 1.04358 | ||
| 14 | 2009.12.01 16:27 | t/p | 7 | 4.40 | 1.04358 | 1.04962 | 1.04358 | 168.65 | 11133.13 |
| 15 | 2009.12.01 16:45 | sell | 8 | 4.50 | 1.04371 | 1.04935 | 1.04331 | ||
| 16 | 2009.12.01 17:10 | t/p | 8 | 4.50 | 1.04331 | 1.04935 | 1.04331 | 172.61 | 11305.74 |
| 17 | 2009.12.01 17:50 | sell | 9 | 4.60 | 1.04356 | 1.04920 | 1.04316 | ||
| 18 | 2009.12.01 18:02 | t/p | 9 | 4.60 | 1.04316 | 1.04920 | 1.04316 | 176.39 | 11482.13 |
| 19 | 2009.12.01 18:15 | sell | 10 | 4.60 | 1.04363 | 1.04927 | 1.04323 | ||
| 20 | 2009.12.01 18:32 | t/p | 10 | 4.60 | 1.04323 | 1.04927 | 1.04323 | 176.40 | 11658.53 |
| 21 | 2009.12.01 18:45 | sell | 11 | 4.70 | 1.04359 | 1.04923 | 1.04319 | ||
| 22 | 2009.12.01 19:45 | t/p | 11 | 4.70 | 1.04319 | 1.04923 | 1.04319 | 180.25 | 11838.78 |
| 23 | 2009.12.01 19:47 | sell | 12 | 4.80 | 1.04250 | 1.04814 | 1.04210 | ||
| 24 | 2009.12.02 14:50 | s/l | 12 | 4.80 | 1.04814 | 1.04814 | 1.04210 | -2581.52 | 9257.26 |
| 25 | 2009.12.02 14:50 | sell | 13 | 3.80 | 1.04823 | 1.05387 | 1.04783 | ||
| 26 | 2009.12.02 14:57 | t/p | 13 | 3.80 | 1.04783 | 1.05387 | 1.04783 | 145.08 | 9402.34 |
| 27 | 2009.12.02 14:57 | sell | 14 | 3.80 | 1.04704 | 1.05268 | 1.04664 | ||
| 28 | 2009.12.02 15:26 | t/p | 14 | 3.80 | 1.04664 | 1.05268 | 1.04664 | 145.25 | 9547.59 |
| 29 | 2009.12.02 15:26 | sell | 15 | 3.90 | 1.04583 | 1.05147 | 1.04543 | ||
| 30 | 2009.12.02 16:20 | t/p | 15 | 3.90 | 1.04543 | 1.05147 | 1.04543 | 149.32 | 9696.91 |
| 31 | 2009.12.02 16:20 | sell | 16 | 3.90 | 1.04408 | 1.04972 | 1.04368 | ||
| 32 | 2009.12.02 18:20 | s/l | 16 | 3.90 | 1.04972 | 1.04972 | 1.04368 | -2094.44 | 7602.47 |
| 33 | 2009.12.04 16:00 | sell | 17 | 3.10 | 1.04673 | 1.05237 | 1.04633 | ||
| 34 | 2009.12.04 16:40 | s/l | 17 | 3.10 | 1.05237 | 1.05237 | 1.04633 | -1661.31 | 5941.16 |
| 35 | 2009.12.04 16:40 | sell | 18 | 2.40 | 1.05178 | 1.05742 | 1.05138 | ||
| 36 | 2009.12.04 16:50 | t/p | 18 | 2.40 | 1.05138 | 1.05742 | 1.05138 | 91.31 | 6032.47 |
| 37 | 2009.12.04 16:50 | sell | 19 | 2.50 | 1.05065 | 1.05629 | 1.05025 | ||
| 38 | 2009.12.04 17:02 | t/p | 19 | 2.50 | 1.05025 | 1.05629 | 1.05025 | 95.34 | 6127.81 |
| 39 | 2009.12.04 17:02 | sell | 20 | 2.50 | 1.04823 | 1.05387 | 1.04783 | ||
| 40 | 2009.12.04 17:32 | s/l | 20 | 2.50 | 1.05387 | 1.05387 | 1.04783 | -1337.07 | 4790.74 |
| 41 | 2009.12.04 17:35 | sell | 21 | 2.00 | 1.05362 | 1.05926 | 1.05322 | ||
| 42 | 2009.12.04 17:45 | t/p | 21 | 2.00 | 1.05322 | 1.05926 | 1.05322 | 75.98 | 4866.72 |
| 43 | 2009.12.04 17:45 | sell | 22 | 2.00 | 1.05221 | 1.05785 | 1.05181 | ||
| 44 | 2009.12.04 17:50 | t/p | 22 | 2.00 | 1.05181 | 1.05785 | 1.05181 | 76.07 | 4942.79 |
| 45 | 2009.12.04 17:50 | sell | 23 | 2.00 | 1.05108 | 1.05672 | 1.05068 | ||
| 46 | 2009.12.04 19:45 | s/l | 23 | 2.00 | 1.05672 | 1.05672 | 1.05068 | -1067.02 | 3875.77 |
| 47 | 2009.12.23 14:40 | sell | 24 | 1.60 | 1.05100 | 1.05664 | 1.05060 | ||
| 48 | 2009.12.23 15:20 | t/p | 24 | 1.60 | 1.05060 | 1.05664 | 1.05060 | 60.97 | 3936.74 |
| 49 | 2009.12.23 15:40 | sell | 25 | 1.60 | 1.05125 | 1.05689 | 1.05085 | ||
| 50 | 2009.12.23 16:46 | t/p | 25 | 1.60 | 1.05085 | 1.05689 | 1.05085 | 60.96 | 3997.70 |
| 51 | 2009.12.23 17:02 | sell | 26 | 1.60 | 1.04863 | 1.05427 | 1.04823 | ||
| 52 | 2009.12.23 17:50 | t/p | 26 | 1.60 | 1.04823 | 1.05427 | 1.04823 | 61.09 | 4058.79 |
| 53 | 2009.12.23 17:50 | sell | 27 | 1.70 | 1.04703 | 1.05267 | 1.04663 | ||
| 54 | 2009.12.24 11:16 | t/p | 27 | 1.70 | 1.04663 | 1.05267 | 1.04663 | 64.52 | 4123.31 |
| 55 | 2009.12.24 11:16 | sell | 28 | 1.70 | 1.04549 | 1.05113 | 1.04509 | ||
| 56 | 2009.12.24 18:20 | s/l | 28 | 1.70 | 1.05113 | 1.05113 | 1.04509 | -912.16 | 3211.15 |
| 57 | 2009.12.24 18:20 | sell | 29 | 1.30 | 1.05049 | 1.05613 | 1.05009 | ||
| 58 | 2009.12.24 18:50 | t/p | 29 | 1.30 | 1.05009 | 1.05613 | 1.05009 | 49.53 | 3260.68 |
| 59 | 2009.12.24 18:50 | sell | 30 | 1.40 | 1.04923 | 1.05487 | 1.04883 | ||
| 60 | 2009.12.28 00:00 | t/p | 30 | 1.40 | 1.04883 | 1.05487 | 1.04883 | 53.15 | 3313.83 |
| 61 | 2009.12.28 03:50 | sell | 31 | 1.40 | 1.04607 | 1.05171 | 1.04567 | ||
| 62 | 2009.12.28 14:50 | t/p | 31 | 1.40 | 1.04567 | 1.05171 | 1.04567 | 53.59 | 3367.42 |
| 63 | 2009.12.28 16:00 | sell | 32 | 1.40 | 1.04584 | 1.05148 | 1.04544 | ||
| 64 | 2009.12.28 16:40 | t/p | 32 | 1.40 | 1.04544 | 1.05148 | 1.04544 | 53.57 | 3420.99 |
| 65 | 2009.12.28 16:40 | sell | 33 | 1.40 | 1.04466 | 1.05030 | 1.04426 | ||
| 66 | 2009.12.28 16:50 | t/p | 33 | 1.40 | 1.04426 | 1.05030 | 1.04426 | 53.66 | 3474.65 |
| 67 | 2009.12.28 16:50 | sell | 34 | 1.40 | 1.04308 | 1.04872 | 1.04268 | ||
| 68 | 2009.12.28 17:26 | t/p | 34 | 1.40 | 1.04268 | 1.04872 | 1.04268 | 53.71 | 3528.36 |
| 69 | 2009.12.28 17:26 | sell | 35 | 1.50 | 1.04203 | 1.04767 | 1.04163 | ||
| 70 | 2009.12.29 09:40 | t/p | 35 | 1.50 | 1.04163 | 1.04767 | 1.04163 | 57.48 | 3585.84 |
| 71 | 2009.12.29 09:40 | sell | 36 | 1.50 | 1.04082 | 1.04646 | 1.04042 | ||
| 72 | 2009.12.29 12:40 | t/p | 36 | 1.50 | 1.04042 | 1.04646 | 1.04042 | 57.68 | 3643.52 |
| 73 | 2009.12.29 12:40 | sell | 37 | 1.50 | 1.03965 | 1.04529 | 1.03925 | ||
| 74 | 2009.12.29 12:50 | t/p | 37 | 1.50 | 1.03925 | 1.04529 | 1.03925 | 57.81 | 3701.33 |
| 75 | 2009.12.29 13:10 | sell | 38 | 1.50 | 1.03884 | 1.04448 | 1.03844 | ||
| 76 | 2009.12.29 13:50 | t/p | 38 | 1.50 | 1.03844 | 1.04448 | 1.03844 | 57.80 | 3759.13 |
| 77 | 2009.12.29 14:03 | sell | 39 | 1.60 | 1.03868 | 1.04432 | 1.03828 | ||
| 78 | 2009.12.29 14:45 | t/p | 39 | 1.60 | 1.03828 | 1.04432 | 1.03828 | 61.66 | 3820.79 |
| 79 | 2009.12.29 15:15 | sell | 40 | 1.60 | 1.03752 | 1.04316 | 1.03712 | ||
| 80 | 2009.12.29 17:15 | s/l | 40 | 1.60 | 1.04316 | 1.04316 | 1.03712 | -864.54 | 2956.25 |
| 81 | 2009.12.29 17:50 | sell | 41 | 1.20 | 1.04003 | 1.04567 | 1.03963 | ||
| 82 | 2009.12.30 00:00 | close | 41 | 1.20 | 1.04452 | 1.04567 | 1.03963 | -515.95 | 2440.29 |