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; UseStopLoss=false; StopLoss=25; UseTakeProfit=false; TakeProfit=118; UseTrailingStop=false; TrailingStop=55; | ||||
Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -3462.96 | Gross profit | 2169.67 | Gross loss | -5632.63 |
Profit factor | 0.39 | Expected payoff | -80.53 | ||
Absolute drawdown | 3601.23 | Maximal drawdown | 4167.49 (39.44%) | Relative drawdown | 39.44% (4167.49) |
Total trades | 43 | Short positions (won %) | 23 (13.04%) | Long positions (won %) | 20 (35.00%) |
Profit trades (% of total) | 10 (23.26%) | Loss trades (% of total) | 33 (76.74%) | ||
Largest | profit trade | 641.83 | loss trade | -639.81 | |
Average | profit trade | 216.97 | loss trade | -170.69 | |
Maximum | consecutive wins (profit in money) | 2 (234.88) | consecutive losses (loss in money) | 8 (-1664.60) | |
Maximal | consecutive profit (count of wins) | 641.83 (1) | consecutive loss (count of losses) | -1664.60 (8) | |
Average | consecutive wins | 1 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 01:00 | buy | 1 | 1.00 | 1.05414 | 0.00000 | 0.00000 | ||
2 | 2009.12.01 02:00 | close | 1 | 1.00 | 1.05580 | 0.00000 | 0.00000 | 157.23 | 10157.23 |
3 | 2009.12.01 03:00 | buy | 2 | 1.00 | 1.05630 | 0.00000 | 0.00000 | ||
4 | 2009.12.01 04:00 | close | 2 | 1.00 | 1.05467 | 0.00000 | 0.00000 | -154.55 | 10002.68 |
5 | 2009.12.01 06:00 | buy | 3 | 1.00 | 1.05568 | 0.00000 | 0.00000 | ||
6 | 2009.12.01 08:00 | close | 3 | 1.00 | 1.05501 | 0.00000 | 0.00000 | -63.51 | 9939.17 |
7 | 2009.12.02 09:00 | buy | 4 | 1.00 | 1.04610 | 0.00000 | 0.00000 | ||
8 | 2009.12.02 14:00 | close | 4 | 1.00 | 1.04487 | 0.00000 | 0.00000 | -117.72 | 9821.45 |
9 | 2009.12.02 15:00 | buy | 5 | 1.00 | 1.04797 | 0.00000 | 0.00000 | ||
10 | 2009.12.02 17:00 | close | 5 | 1.00 | 1.04518 | 0.00000 | 0.00000 | -266.94 | 9554.51 |
11 | 2009.12.02 18:00 | buy | 6 | 1.00 | 1.04674 | 0.00000 | 0.00000 | ||
12 | 2009.12.02 23:00 | close | 6 | 1.00 | 1.05084 | 0.00000 | 0.00000 | 390.16 | 9944.67 |
13 | 2009.12.03 09:00 | sell | 7 | 1.00 | 1.04633 | 0.00000 | 0.00000 | ||
14 | 2009.12.03 11:00 | close | 7 | 1.00 | 1.04914 | 0.00000 | 0.00000 | -267.84 | 9676.83 |
15 | 2009.12.03 23:00 | buy | 8 | 1.00 | 1.05737 | 0.00000 | 0.00000 | ||
16 | 2009.12.04 03:00 | close | 8 | 1.00 | 1.05621 | 0.00000 | 0.00000 | -110.86 | 9565.97 |
17 | 2009.12.04 09:00 | sell | 9 | 1.00 | 1.05421 | 0.00000 | 0.00000 | ||
18 | 2009.12.04 10:00 | close | 9 | 1.00 | 1.05496 | 0.00000 | 0.00000 | -71.09 | 9494.88 |
19 | 2009.12.04 11:00 | sell | 10 | 1.00 | 1.05468 | 0.00000 | 0.00000 | ||
20 | 2009.12.04 17:00 | close | 10 | 1.00 | 1.05022 | 0.00000 | 0.00000 | 424.67 | 9919.55 |
21 | 2009.12.08 02:00 | sell | 11 | 1.00 | 1.04938 | 0.00000 | 0.00000 | ||
22 | 2009.12.08 05:00 | close | 11 | 1.00 | 1.05065 | 0.00000 | 0.00000 | -120.88 | 9798.67 |
23 | 2009.12.08 13:00 | buy | 12 | 1.00 | 1.05468 | 0.00000 | 0.00000 | ||
24 | 2009.12.08 14:00 | close | 12 | 1.00 | 1.05394 | 0.00000 | 0.00000 | -70.21 | 9728.46 |
25 | 2009.12.08 15:00 | buy | 13 | 1.00 | 1.05732 | 0.00000 | 0.00000 | ||
26 | 2009.12.08 20:00 | close | 13 | 1.00 | 1.06415 | 0.00000 | 0.00000 | 641.83 | 10370.29 |
27 | 2009.12.09 12:00 | sell | 14 | 1.00 | 1.05987 | 0.00000 | 0.00000 | ||
28 | 2009.12.09 16:00 | close | 14 | 1.00 | 1.06226 | 0.00000 | 0.00000 | -224.99 | 10145.30 |
29 | 2009.12.09 17:00 | sell | 15 | 1.00 | 1.05478 | 0.00000 | 0.00000 | ||
30 | 2009.12.09 20:00 | close | 15 | 1.00 | 1.05830 | 0.00000 | 0.00000 | -332.61 | 9812.69 |
31 | 2009.12.09 21:00 | sell | 16 | 1.00 | 1.05378 | 0.00000 | 0.00000 | ||
32 | 2009.12.09 23:00 | close | 16 | 1.00 | 1.05478 | 0.00000 | 0.00000 | -94.81 | 9717.88 |
33 | 2009.12.10 17:00 | buy | 17 | 1.00 | 1.05191 | 0.00000 | 0.00000 | ||
34 | 2009.12.10 21:00 | close | 17 | 1.00 | 1.05013 | 0.00000 | 0.00000 | -169.50 | 9548.38 |
35 | 2009.12.11 02:00 | buy | 18 | 1.00 | 1.05124 | 0.00000 | 0.00000 | ||
36 | 2009.12.11 06:00 | close | 18 | 1.00 | 1.05165 | 0.00000 | 0.00000 | 38.99 | 9587.37 |
37 | 2009.12.14 08:00 | sell | 19 | 1.00 | 1.05811 | 0.00000 | 0.00000 | ||
38 | 2009.12.14 10:00 | close | 19 | 1.00 | 1.06179 | 0.00000 | 0.00000 | -346.58 | 9240.79 |
39 | 2009.12.15 03:00 | sell | 20 | 1.00 | 1.05860 | 0.00000 | 0.00000 | ||
40 | 2009.12.15 04:00 | close | 20 | 1.00 | 1.05872 | 0.00000 | 0.00000 | -11.33 | 9229.46 |
41 | 2009.12.15 06:00 | sell | 21 | 1.00 | 1.05559 | 0.00000 | 0.00000 | ||
42 | 2009.12.15 09:00 | close | 21 | 1.00 | 1.05938 | 0.00000 | 0.00000 | -357.76 | 8871.70 |
43 | 2009.12.15 20:00 | buy | 22 | 1.00 | 1.06216 | 0.00000 | 0.00000 | ||
44 | 2009.12.16 00:00 | close | 22 | 1.00 | 1.06069 | 0.00000 | 0.00000 | -139.62 | 8732.07 |
45 | 2009.12.16 08:00 | sell | 23 | 1.00 | 1.06095 | 0.00000 | 0.00000 | ||
46 | 2009.12.16 09:00 | close | 23 | 1.00 | 1.06218 | 0.00000 | 0.00000 | -115.80 | 8616.27 |
47 | 2009.12.16 10:00 | sell | 24 | 1.00 | 1.05972 | 0.00000 | 0.00000 | ||
48 | 2009.12.16 13:00 | close | 24 | 1.00 | 1.06027 | 0.00000 | 0.00000 | -51.87 | 8564.40 |
49 | 2009.12.16 14:00 | sell | 25 | 1.00 | 1.05899 | 0.00000 | 0.00000 | ||
50 | 2009.12.16 15:00 | close | 25 | 1.00 | 1.06063 | 0.00000 | 0.00000 | -154.63 | 8409.77 |
51 | 2009.12.16 17:00 | sell | 26 | 1.00 | 1.05892 | 0.00000 | 0.00000 | ||
52 | 2009.12.16 19:00 | close | 26 | 1.00 | 1.05992 | 0.00000 | 0.00000 | -94.35 | 8315.42 |
53 | 2009.12.17 04:00 | buy | 27 | 1.00 | 1.06662 | 0.00000 | 0.00000 | ||
54 | 2009.12.17 08:00 | close | 27 | 1.00 | 1.06863 | 0.00000 | 0.00000 | 188.09 | 8503.51 |
55 | 2009.12.17 13:00 | buy | 28 | 1.00 | 1.07097 | 0.00000 | 0.00000 | ||
56 | 2009.12.17 16:00 | close | 28 | 1.00 | 1.07002 | 0.00000 | 0.00000 | -88.78 | 8414.73 |
57 | 2009.12.18 00:00 | sell | 29 | 1.00 | 1.07068 | 0.00000 | 0.00000 | ||
58 | 2009.12.18 02:00 | close | 29 | 1.00 | 1.06937 | 0.00000 | 0.00000 | 122.50 | 8537.23 |
59 | 2009.12.18 03:00 | sell | 30 | 1.00 | 1.06902 | 0.00000 | 0.00000 | ||
60 | 2009.12.18 07:00 | close | 30 | 1.00 | 1.06782 | 0.00000 | 0.00000 | 112.38 | 8649.61 |
61 | 2009.12.18 12:00 | sell | 31 | 1.00 | 1.06547 | 0.00000 | 0.00000 | ||
62 | 2009.12.18 15:00 | close | 31 | 1.00 | 1.06696 | 0.00000 | 0.00000 | -139.65 | 8509.96 |
63 | 2009.12.18 16:00 | sell | 32 | 1.00 | 1.06388 | 0.00000 | 0.00000 | ||
64 | 2009.12.18 17:00 | close | 32 | 1.00 | 1.06755 | 0.00000 | 0.00000 | -343.78 | 8166.18 |
65 | 2009.12.21 01:00 | buy | 33 | 1.00 | 1.06720 | 0.00000 | 0.00000 | ||
66 | 2009.12.21 05:00 | close | 33 | 1.00 | 1.06616 | 0.00000 | 0.00000 | -97.55 | 8068.63 |
67 | 2009.12.21 10:00 | buy | 34 | 1.00 | 1.06961 | 0.00000 | 0.00000 | ||
68 | 2009.12.21 12:00 | close | 34 | 1.00 | 1.06281 | 0.00000 | 0.00000 | -639.81 | 7428.82 |
69 | 2009.12.22 19:00 | sell | 35 | 1.00 | 1.05574 | 0.00000 | 0.00000 | ||
70 | 2009.12.22 23:00 | close | 35 | 1.00 | 1.05758 | 0.00000 | 0.00000 | -173.98 | 7254.84 |
71 | 2009.12.23 03:00 | sell | 36 | 1.00 | 1.05586 | 0.00000 | 0.00000 | ||
72 | 2009.12.23 05:00 | close | 36 | 1.00 | 1.05688 | 0.00000 | 0.00000 | -96.51 | 7158.33 |
73 | 2009.12.24 09:00 | buy | 37 | 1.00 | 1.04761 | 0.00000 | 0.00000 | ||
74 | 2009.12.24 11:00 | close | 37 | 1.00 | 1.04692 | 0.00000 | 0.00000 | -65.91 | 7092.42 |
75 | 2009.12.29 07:00 | buy | 38 | 1.00 | 1.04388 | 0.00000 | 0.00000 | ||
76 | 2009.12.29 08:00 | close | 38 | 1.00 | 1.04276 | 0.00000 | 0.00000 | -107.41 | 6985.01 |
77 | 2009.12.30 05:00 | buy | 39 | 1.00 | 1.04885 | 0.00000 | 0.00000 | ||
78 | 2009.12.30 08:00 | close | 39 | 1.00 | 1.04887 | 0.00000 | 0.00000 | 1.91 | 6986.92 |
79 | 2009.12.30 20:00 | buy | 40 | 1.00 | 1.05443 | 0.00000 | 0.00000 | ||
80 | 2009.12.30 21:00 | close | 40 | 1.00 | 1.05540 | 0.00000 | 0.00000 | 91.91 | 7078.83 |
81 | 2009.12.31 10:00 | sell | 41 | 1.00 | 1.04783 | 0.00000 | 0.00000 | ||
82 | 2009.12.31 11:00 | close | 41 | 1.00 | 1.05027 | 0.00000 | 0.00000 | -232.32 | 6846.51 |
83 | 2009.12.31 12:00 | sell | 42 | 1.00 | 1.04815 | 0.00000 | 0.00000 | ||
84 | 2009.12.31 14:00 | close | 42 | 1.00 | 1.05086 | 0.00000 | 0.00000 | -257.88 | 6588.63 |
85 | 2009.12.31 18:00 | sell | 43 | 1.00 | 1.04614 | 0.00000 | 0.00000 | ||
86 | 2009.12.31 18:57 | close at stop | 43 | 1.00 | 1.04668 | 0.00000 | 0.00000 | -51.59 | 6537.04 |