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 | Autor=""Rafael"; Desc1=""If"; Desc2=""alertpay"; Desc3=""Thanks"; Lots=0.01; ADX=25; NumeroMagico=100; | ||||
Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -2834.42 | Gross profit | 2187.79 | Gross loss | -5022.21 |
Profit factor | 0.44 | Expected payoff | -123.24 | ||
Absolute drawdown | 4026.11 | Maximal drawdown | 5446.61 (47.69%) | Relative drawdown | 47.69% (5446.61) |
Total trades | 23 | Short positions (won %) | 14 (42.86%) | Long positions (won %) | 9 (11.11%) |
Profit trades (% of total) | 7 (30.43%) | Loss trades (% of total) | 16 (69.57%) | ||
Largest | profit trade | 924.22 | loss trade | -666.22 | |
Average | profit trade | 312.54 | loss trade | -313.89 | |
Maximum | consecutive wins (profit in money) | 2 (968.78) | consecutive losses (loss in money) | 7 (-2290.45) | |
Maximal | consecutive profit (count of wins) | 968.78 (2) | consecutive loss (count of losses) | -2290.45 (7) | |
Average | consecutive wins | 1 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 00:00 | sell | 1 | 1.00 | 1.05597 | 0.00000 | 0.00000 | ||
2 | 2009.12.02 18:20 | close | 1 | 1.00 | 1.05021 | 0.00000 | 0.00000 | 548.37 | 10548.37 |
3 | 2009.12.03 08:26 | sell | 2 | 1.05 | 1.04632 | 0.00000 | 0.00000 | ||
4 | 2009.12.03 11:46 | close | 2 | 1.05 | 1.05155 | 0.00000 | 0.00000 | -522.23 | 10026.14 |
5 | 2009.12.03 14:45 | buy | 3 | 1.00 | 1.05417 | 0.00000 | 0.00000 | ||
6 | 2009.12.03 20:02 | close | 3 | 1.00 | 1.05193 | 0.00000 | 0.00000 | -212.94 | 9813.20 |
7 | 2009.12.03 22:40 | buy | 4 | 0.98 | 1.05671 | 0.00000 | 0.00000 | ||
8 | 2009.12.04 04:50 | close | 4 | 0.98 | 1.05569 | 0.00000 | 0.00000 | -95.70 | 9717.49 |
9 | 2009.12.04 08:03 | sell | 5 | 0.97 | 1.05458 | 0.00000 | 0.00000 | ||
10 | 2009.12.04 20:50 | close | 5 | 0.97 | 1.06005 | 0.00000 | 0.00000 | -500.53 | 9216.96 |
11 | 2009.12.07 00:00 | sell | 6 | 0.92 | 1.05561 | 0.00000 | 0.00000 | ||
12 | 2009.12.07 09:40 | close | 6 | 0.92 | 1.06331 | 0.00000 | 0.00000 | -666.22 | 8550.74 |
13 | 2009.12.07 14:46 | sell | 7 | 0.85 | 1.05340 | 0.00000 | 0.00000 | ||
14 | 2009.12.08 14:10 | close | 7 | 0.85 | 1.05624 | 0.00000 | 0.00000 | -228.63 | 8322.11 |
15 | 2009.12.08 16:20 | buy | 8 | 0.83 | 1.06222 | 0.00000 | 0.00000 | ||
16 | 2009.12.09 03:25 | close | 8 | 0.83 | 1.06141 | 0.00000 | 0.00000 | -64.20 | 8257.91 |
17 | 2009.12.09 12:50 | sell | 9 | 0.82 | 1.05941 | 0.00000 | 0.00000 | ||
18 | 2009.12.09 19:45 | close | 9 | 0.82 | 1.05876 | 0.00000 | 0.00000 | 50.34 | 8308.25 |
19 | 2009.12.09 21:03 | sell | 10 | 0.83 | 1.05291 | 0.00000 | 0.00000 | ||
20 | 2009.12.11 03:15 | close | 10 | 0.83 | 1.05289 | 0.00000 | 0.00000 | 1.27 | 8309.52 |
21 | 2009.12.11 10:20 | sell | 11 | 0.83 | 1.04942 | 0.00000 | 0.00000 | ||
22 | 2009.12.11 16:20 | close | 11 | 0.83 | 1.05685 | 0.00000 | 0.00000 | -583.52 | 7726.00 |
23 | 2009.12.11 19:10 | buy | 12 | 0.77 | 1.06003 | 0.00000 | 0.00000 | ||
24 | 2009.12.14 07:15 | close | 12 | 0.77 | 1.05692 | 0.00000 | 0.00000 | -227.37 | 7498.64 |
25 | 2009.12.14 09:15 | buy | 13 | 0.74 | 1.06210 | 0.00000 | 0.00000 | ||
26 | 2009.12.14 17:20 | close | 13 | 0.74 | 1.05877 | 0.00000 | 0.00000 | -232.74 | 7265.90 |
27 | 2009.12.14 18:16 | sell | 14 | 0.72 | 1.05701 | 0.00000 | 0.00000 | ||
28 | 2009.12.15 13:20 | close | 14 | 0.72 | 1.06562 | 0.00000 | 0.00000 | -581.82 | 6684.08 |
29 | 2009.12.15 15:15 | sell | 15 | 0.66 | 1.05918 | 0.00000 | 0.00000 | ||
30 | 2009.12.16 06:15 | close | 15 | 0.66 | 1.06260 | 0.00000 | 0.00000 | -212.48 | 6471.60 |
31 | 2009.12.16 08:50 | buy | 16 | 0.64 | 1.06338 | 0.00000 | 0.00000 | ||
32 | 2009.12.16 10:20 | close | 16 | 0.64 | 1.05855 | 0.00000 | 0.00000 | -292.02 | 6179.58 |
33 | 2009.12.16 20:20 | buy | 17 | 0.61 | 1.06332 | 0.00000 | 0.00000 | ||
34 | 2009.12.18 03:03 | close | 17 | 0.61 | 1.06731 | 0.00000 | 0.00000 | 225.52 | 6405.09 |
35 | 2009.12.18 15:50 | sell | 18 | 0.64 | 1.06331 | 0.00000 | 0.00000 | ||
36 | 2009.12.21 09:20 | close | 18 | 0.64 | 1.06965 | 0.00000 | 0.00000 | -379.40 | 6025.69 |
37 | 2009.12.21 11:10 | sell | 19 | 0.60 | 1.06464 | 0.00000 | 0.00000 | ||
38 | 2009.12.21 23:20 | close | 19 | 0.60 | 1.06385 | 0.00000 | 0.00000 | 44.56 | 6070.25 |
39 | 2009.12.22 05:20 | sell | 20 | 0.60 | 1.06146 | 0.00000 | 0.00000 | ||
40 | 2009.12.30 01:20 | close | 20 | 0.60 | 1.04535 | 0.00000 | 0.00000 | 924.22 | 6994.47 |
41 | 2009.12.30 04:35 | buy | 21 | 0.69 | 1.04767 | 0.00000 | 0.00000 | ||
42 | 2009.12.30 09:15 | close | 21 | 0.69 | 1.04698 | 0.00000 | 0.00000 | -45.47 | 6949.00 |
43 | 2009.12.30 17:37 | buy | 22 | 0.69 | 1.05659 | 0.00000 | 0.00000 | ||
44 | 2009.12.31 00:20 | close | 22 | 0.69 | 1.05392 | 0.00000 | 0.00000 | -176.94 | 6772.06 |
45 | 2009.12.31 02:15 | sell | 23 | 0.67 | 1.05324 | 0.00000 | 0.00000 | ||
46 | 2009.12.31 18:57 | close at stop | 23 | 0.67 | 1.04709 | 0.00000 | 0.00000 | 393.52 | 7165.58 |