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=150; UseTakeProfit=false; TakeProfit=300; 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 | -5129.87 | Gross profit | 1819.18 | Gross loss | -6949.05 |
| Profit factor | 0.26 | Expected payoff | -119.30 | ||
| Absolute drawdown | 5268.03 | Maximal drawdown | 5443.95 (53.50%) | Relative drawdown | 53.50% (5443.95) |
| Total trades | 43 | Short positions (won %) | 23 (13.04%) | Long positions (won %) | 20 (30.00%) |
| Profit trades (% of total) | 9 (20.93%) | Loss trades (% of total) | 34 (79.07%) | ||
| Largest | profit trade | 603.30 | loss trade | -678.39 | |
| Average | profit trade | 202.13 | loss trade | -204.38 | |
| Maximum | consecutive wins (profit in money) | 2 (158.08) | consecutive losses (loss in money) | 9 (-2011.34) | |
| Maximal | consecutive profit (count of wins) | 603.30 (1) | consecutive loss (count of losses) | -2011.34 (9) | |
| 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 | 1.05455 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.01 02:00 | close | 1 | 1.00 | 1.05580 | 0.00000 | 0.00000 | 118.39 | 10118.39 |
| 3 | 2009.12.01 03:00 | buy | 2 | 1.00 | 1.05671 | 0.00000 | 0.00000 | ||
| 4 | 2009.12.01 04:00 | close | 2 | 1.00 | 1.05467 | 0.00000 | 0.00000 | -193.43 | 9924.96 |
| 5 | 2009.12.01 06:00 | buy | 3 | 1.00 | 1.05609 | 0.00000 | 0.00000 | ||
| 6 | 2009.12.01 08:00 | close | 3 | 1.00 | 1.05501 | 0.00000 | 0.00000 | -102.37 | 9822.59 |
| 7 | 2009.12.02 09:00 | buy | 4 | 1.00 | 1.04651 | 0.00000 | 0.00000 | ||
| 8 | 2009.12.02 14:00 | close | 4 | 1.00 | 1.04487 | 0.00000 | 0.00000 | -156.96 | 9665.63 |
| 9 | 2009.12.02 15:00 | buy | 5 | 1.00 | 1.04838 | 0.00000 | 0.00000 | ||
| 10 | 2009.12.02 17:00 | close | 5 | 1.00 | 1.04518 | 0.00000 | 0.00000 | -306.17 | 9359.46 |
| 11 | 2009.12.02 18:00 | buy | 6 | 1.00 | 1.04715 | 0.00000 | 0.00000 | ||
| 12 | 2009.12.02 23:00 | close | 6 | 1.00 | 1.05084 | 0.00000 | 0.00000 | 351.15 | 9710.61 |
| 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 | 1.04955 | 0.00000 | 0.00000 | -306.80 | 9403.81 |
| 15 | 2009.12.03 23:00 | buy | 8 | 1.00 | 1.05778 | 0.00000 | 0.00000 | ||
| 16 | 2009.12.04 03:00 | close | 8 | 1.00 | 1.05621 | 0.00000 | 0.00000 | -149.67 | 9254.14 |
| 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 | 1.05537 | 0.00000 | 0.00000 | -109.91 | 9144.23 |
| 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 | 1.05063 | 0.00000 | 0.00000 | 385.48 | 9529.71 |
| 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 | 1.05106 | 0.00000 | 0.00000 | -159.84 | 9369.87 |
| 23 | 2009.12.08 13:00 | buy | 12 | 1.00 | 1.05509 | 0.00000 | 0.00000 | ||
| 24 | 2009.12.08 14:00 | close | 12 | 1.00 | 1.05394 | 0.00000 | 0.00000 | -109.11 | 9260.76 |
| 25 | 2009.12.08 15:00 | buy | 13 | 1.00 | 1.05773 | 0.00000 | 0.00000 | ||
| 26 | 2009.12.08 20:00 | close | 13 | 1.00 | 1.06415 | 0.00000 | 0.00000 | 603.30 | 9864.06 |
| 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 | 1.06267 | 0.00000 | 0.00000 | -263.49 | 9600.57 |
| 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 | 1.05871 | 0.00000 | 0.00000 | -371.21 | 9229.36 |
| 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 | 1.05519 | 0.00000 | 0.00000 | -133.63 | 9095.73 |
| 33 | 2009.12.10 17:00 | buy | 17 | 1.00 | 1.05232 | 0.00000 | 0.00000 | ||
| 34 | 2009.12.10 21:00 | close | 17 | 1.00 | 1.05013 | 0.00000 | 0.00000 | -208.55 | 8887.18 |
| 35 | 2009.12.11 02:00 | buy | 18 | 1.00 | 1.05165 | 0.00000 | 0.00000 | ||
| 36 | 2009.12.11 06:00 | close | 18 | 1.00 | 1.05165 | 0.00000 | 0.00000 | 0.00 | 8887.18 |
| 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 | 1.06220 | 0.00000 | 0.00000 | -385.05 | 8502.13 |
| 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 | 1.05913 | 0.00000 | 0.00000 | -50.04 | 8452.09 |
| 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 | 1.05979 | 0.00000 | 0.00000 | -396.30 | 8055.79 |
| 43 | 2009.12.15 20:00 | buy | 22 | 1.00 | 1.06257 | 0.00000 | 0.00000 | ||
| 44 | 2009.12.16 00:00 | close | 22 | 1.00 | 1.06069 | 0.00000 | 0.00000 | -178.27 | 7877.51 |
| 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 | 1.06259 | 0.00000 | 0.00000 | -154.34 | 7723.17 |
| 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 | 1.06068 | 0.00000 | 0.00000 | -90.51 | 7632.66 |
| 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 | 1.06104 | 0.00000 | 0.00000 | -193.21 | 7439.45 |
| 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 | 1.06033 | 0.00000 | 0.00000 | -132.98 | 7306.47 |
| 53 | 2009.12.17 04:00 | buy | 27 | 1.00 | 1.06703 | 0.00000 | 0.00000 | ||
| 54 | 2009.12.17 08:00 | close | 27 | 1.00 | 1.06863 | 0.00000 | 0.00000 | 149.72 | 7456.19 |
| 55 | 2009.12.17 13:00 | buy | 28 | 1.00 | 1.07138 | 0.00000 | 0.00000 | ||
| 56 | 2009.12.17 16:00 | close | 28 | 1.00 | 1.07002 | 0.00000 | 0.00000 | -127.10 | 7329.09 |
| 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 | 1.06978 | 0.00000 | 0.00000 | 84.13 | 7413.22 |
| 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 | 1.06823 | 0.00000 | 0.00000 | 73.95 | 7487.17 |
| 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 | 1.06737 | 0.00000 | 0.00000 | -178.01 | 7309.16 |
| 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 | 1.06796 | 0.00000 | 0.00000 | -382.04 | 6927.12 |
| 65 | 2009.12.21 01:00 | buy | 33 | 1.00 | 1.06761 | 0.00000 | 0.00000 | ||
| 66 | 2009.12.21 05:00 | close | 33 | 1.00 | 1.06616 | 0.00000 | 0.00000 | -136.00 | 6791.12 |
| 67 | 2009.12.21 10:00 | buy | 34 | 1.00 | 1.07002 | 0.00000 | 0.00000 | ||
| 68 | 2009.12.21 12:00 | close | 34 | 1.00 | 1.06281 | 0.00000 | 0.00000 | -678.39 | 6112.73 |
| 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 | 1.05799 | 0.00000 | 0.00000 | -212.67 | 5900.06 |
| 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 | 1.05729 | 0.00000 | 0.00000 | -135.25 | 5764.81 |
| 73 | 2009.12.24 09:00 | buy | 37 | 1.00 | 1.04802 | 0.00000 | 0.00000 | ||
| 74 | 2009.12.24 11:00 | close | 37 | 1.00 | 1.04692 | 0.00000 | 0.00000 | -105.07 | 5659.74 |
| 75 | 2009.12.29 07:00 | buy | 38 | 1.00 | 1.04429 | 0.00000 | 0.00000 | ||
| 76 | 2009.12.29 08:00 | close | 38 | 1.00 | 1.04276 | 0.00000 | 0.00000 | -146.73 | 5513.01 |
| 77 | 2009.12.30 05:00 | buy | 39 | 1.00 | 1.04926 | 0.00000 | 0.00000 | ||
| 78 | 2009.12.30 08:00 | close | 39 | 1.00 | 1.04887 | 0.00000 | 0.00000 | -37.18 | 5475.83 |
| 79 | 2009.12.30 20:00 | buy | 40 | 1.00 | 1.05484 | 0.00000 | 0.00000 | ||
| 80 | 2009.12.30 21:00 | close | 40 | 1.00 | 1.05540 | 0.00000 | 0.00000 | 53.06 | 5528.89 |
| 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 | 1.05068 | 0.00000 | 0.00000 | -271.25 | 5257.64 |
| 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 | 1.05127 | 0.00000 | 0.00000 | -296.78 | 4960.86 |
| 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 | 1.04709 | 0.00000 | 0.00000 | -90.73 | 4870.13 |