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 | TakeProfit=100; TrailingStop=35; StopLoss=45; | ||||
Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -1482.50 | Gross profit | 380.94 | Gross loss | -1863.44 |
Profit factor | 0.20 | Expected payoff | -67.39 | ||
Absolute drawdown | 1626.53 | Maximal drawdown | 1626.53 (16.27%) | Relative drawdown | 16.27% (1626.53) |
Total trades | 22 | Short positions (won %) | 22 (18.18%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 4 (18.18%) | Loss trades (% of total) | 18 (81.82%) | ||
Largest | profit trade | 96.07 | loss trade | -104.63 | |
Average | profit trade | 95.23 | loss trade | -103.52 | |
Maximum | consecutive wins (profit in money) | 1 (96.07) | consecutive losses (loss in money) | 8 (-826.78) | |
Maximal | consecutive profit (count of wins) | 96.07 (1) | consecutive loss (count of losses) | -826.78 (8) | |
Average | consecutive wins | 1 | consecutive losses | 5 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.07 04:00 | sell | 1 | 1.00 | 1.05434 | 1.05543 | 1.05334 | ||
2 | 2009.12.07 04:45 | s/l | 1 | 1.00 | 1.05543 | 1.05543 | 1.05334 | -103.28 | 9896.72 |
3 | 2009.12.07 04:45 | sell | 2 | 1.00 | 1.05479 | 1.05588 | 1.05379 | ||
4 | 2009.12.07 05:07 | s/l | 2 | 1.00 | 1.05588 | 1.05588 | 1.05379 | -103.23 | 9793.49 |
5 | 2009.12.11 14:00 | sell | 3 | 1.00 | 1.04922 | 1.05031 | 1.04822 | ||
6 | 2009.12.11 14:45 | s/l | 3 | 1.00 | 1.05031 | 1.05031 | 1.04822 | -103.74 | 9689.75 |
7 | 2009.12.11 14:45 | sell | 4 | 1.00 | 1.05004 | 1.05113 | 1.04904 | ||
8 | 2009.12.11 14:50 | s/l | 4 | 1.00 | 1.05113 | 1.05113 | 1.04904 | -103.67 | 9586.08 |
9 | 2009.12.11 14:50 | sell | 5 | 1.00 | 1.05075 | 1.05184 | 1.04975 | ||
10 | 2009.12.11 15:10 | s/l | 5 | 1.00 | 1.05184 | 1.05184 | 1.04975 | -103.61 | 9482.47 |
11 | 2009.12.15 06:00 | sell | 6 | 1.00 | 1.05559 | 1.05668 | 1.05459 | ||
12 | 2009.12.15 06:10 | s/l | 6 | 1.00 | 1.05668 | 1.05668 | 1.05459 | -103.15 | 9379.32 |
13 | 2009.12.15 06:10 | sell | 7 | 1.00 | 1.05611 | 1.05720 | 1.05511 | ||
14 | 2009.12.15 06:20 | s/l | 7 | 1.00 | 1.05720 | 1.05720 | 1.05511 | -103.08 | 9276.24 |
15 | 2009.12.15 06:20 | sell | 8 | 1.00 | 1.05677 | 1.05786 | 1.05577 | ||
16 | 2009.12.15 08:40 | s/l | 8 | 1.00 | 1.05786 | 1.05786 | 1.05577 | -103.02 | 9173.22 |
17 | 2009.12.23 10:00 | sell | 9 | 1.00 | 1.05561 | 1.05670 | 1.05461 | ||
18 | 2009.12.23 10:20 | t/p | 9 | 1.00 | 1.05461 | 1.05670 | 1.05461 | 94.84 | 9268.06 |
19 | 2009.12.23 10:20 | sell | 10 | 1.00 | 1.05370 | 1.05479 | 1.05270 | ||
20 | 2009.12.23 10:30 | s/l | 10 | 1.00 | 1.05479 | 1.05479 | 1.05270 | -103.30 | 9164.76 |
21 | 2009.12.23 10:30 | sell | 11 | 1.00 | 1.05448 | 1.05557 | 1.05348 | ||
22 | 2009.12.23 10:40 | s/l | 11 | 1.00 | 1.05557 | 1.05557 | 1.05348 | -103.21 | 9061.55 |
23 | 2009.12.23 10:40 | sell | 12 | 1.00 | 1.05537 | 1.05646 | 1.05437 | ||
24 | 2009.12.23 10:45 | s/l | 12 | 1.00 | 1.05646 | 1.05646 | 1.05437 | -103.17 | 8958.38 |
25 | 2009.12.23 10:45 | sell | 13 | 1.00 | 1.05593 | 1.05702 | 1.05493 | ||
26 | 2009.12.23 10:50 | s/l | 13 | 1.00 | 1.05702 | 1.05702 | 1.05493 | -103.10 | 8855.28 |
27 | 2009.12.23 10:50 | sell | 14 | 1.00 | 1.05649 | 1.05758 | 1.05549 | ||
28 | 2009.12.23 11:32 | t/p | 14 | 1.00 | 1.05549 | 1.05758 | 1.05549 | 94.77 | 8950.05 |
29 | 2009.12.23 14:00 | sell | 15 | 1.00 | 1.04923 | 1.05032 | 1.04823 | ||
30 | 2009.12.23 14:20 | s/l | 15 | 1.00 | 1.05032 | 1.05032 | 1.04823 | -103.77 | 8846.28 |
31 | 2009.12.23 14:20 | sell | 16 | 1.00 | 1.04972 | 1.05081 | 1.04872 | ||
32 | 2009.12.23 14:33 | s/l | 16 | 1.00 | 1.05081 | 1.05081 | 1.04872 | -103.71 | 8742.57 |
33 | 2009.12.23 14:33 | sell | 17 | 1.00 | 1.05034 | 1.05143 | 1.04934 | ||
34 | 2009.12.23 14:40 | s/l | 17 | 1.00 | 1.05143 | 1.05143 | 1.04934 | -103.65 | 8638.92 |
35 | 2009.12.23 14:40 | sell | 18 | 1.00 | 1.05100 | 1.05209 | 1.05000 | ||
36 | 2009.12.23 14:46 | s/l | 18 | 1.00 | 1.05209 | 1.05209 | 1.05000 | -103.58 | 8535.34 |
37 | 2009.12.23 14:46 | sell | 19 | 1.00 | 1.05165 | 1.05274 | 1.05065 | ||
38 | 2009.12.23 15:20 | t/p | 19 | 1.00 | 1.05065 | 1.05274 | 1.05065 | 95.26 | 8630.60 |
39 | 2009.12.29 10:00 | sell | 20 | 1.00 | 1.04049 | 1.04158 | 1.03949 | ||
40 | 2009.12.29 10:10 | s/l | 20 | 1.00 | 1.04158 | 1.04158 | 1.03949 | -104.63 | 8525.97 |
41 | 2009.12.29 10:10 | sell | 21 | 1.00 | 1.04114 | 1.04223 | 1.04014 | ||
42 | 2009.12.29 10:20 | s/l | 21 | 1.00 | 1.04223 | 1.04223 | 1.04014 | -104.54 | 8421.43 |
43 | 2009.12.29 10:20 | sell | 22 | 1.00 | 1.04198 | 1.04307 | 1.04098 | ||
44 | 2009.12.29 11:10 | t/p | 22 | 1.00 | 1.04098 | 1.04307 | 1.04098 | 96.07 | 8517.50 |