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 | magic=2; StopLoss=2000; TakeProfit=2000; Lot=0.1; ADX=1; ADX_period=14; Line=30; razvorot=true; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -283.87 | Gross profit | 127.46 | Gross loss | -411.33 |
| Profit factor | 0.31 | Expected payoff | -10.51 | ||
| Absolute drawdown | 295.90 | Maximal drawdown | 340.95 (3.39%) | Relative drawdown | 3.39% (340.95) |
| Total trades | 27 | Short positions (won %) | 13 (15.38%) | Long positions (won %) | 14 (28.57%) |
| Profit trades (% of total) | 6 (22.22%) | Loss trades (% of total) | 21 (77.78%) | ||
| Largest | profit trade | 31.98 | loss trade | -39.63 | |
| Average | profit trade | 21.24 | loss trade | -19.59 | |
| Maximum | consecutive wins (profit in money) | 2 (47.07) | consecutive losses (loss in money) | 7 (-114.49) | |
| Maximal | consecutive profit (count of wins) | 47.07 (2) | consecutive loss (count of losses) | -129.21 (5) | |
| Average | consecutive wins | 1 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 11:00 | sell | 1 | 0.10 | 1.04587 | 1.06587 | 1.02587 | ||
| 2 | 2009.12.01 22:00 | close | 1 | 0.10 | 1.04728 | 1.06587 | 1.02587 | -13.46 | 9986.54 |
| 3 | 2009.12.02 05:00 | sell | 2 | 0.10 | 1.04454 | 1.06454 | 1.02454 | ||
| 4 | 2009.12.02 06:00 | close | 2 | 0.10 | 1.04566 | 1.06454 | 1.02454 | -10.71 | 9975.83 |
| 5 | 2009.12.02 23:00 | buy | 3 | 0.10 | 1.05148 | 1.03148 | 1.07148 | ||
| 6 | 2009.12.03 01:00 | close | 3 | 0.10 | 1.04918 | 1.03148 | 1.07148 | -22.23 | 9953.60 |
| 7 | 2009.12.03 17:00 | buy | 4 | 0.10 | 1.05501 | 1.03501 | 1.07501 | ||
| 8 | 2009.12.03 18:00 | close | 4 | 0.10 | 1.05384 | 1.03501 | 1.07501 | -11.10 | 9942.50 |
| 9 | 2009.12.04 00:00 | buy | 5 | 0.10 | 1.05754 | 1.03754 | 1.07754 | ||
| 10 | 2009.12.04 01:00 | close | 5 | 0.10 | 1.05586 | 1.03754 | 1.07754 | -15.91 | 9926.59 |
| 11 | 2009.12.04 17:00 | sell | 6 | 0.10 | 1.04999 | 1.06999 | 1.02999 | ||
| 12 | 2009.12.04 18:00 | close | 6 | 0.10 | 1.05209 | 1.06999 | 1.02999 | -19.96 | 9906.63 |
| 13 | 2009.12.08 03:00 | sell | 7 | 0.10 | 1.04912 | 1.06912 | 1.02912 | ||
| 14 | 2009.12.08 04:00 | close | 7 | 0.10 | 1.05134 | 1.06912 | 1.02912 | -21.12 | 9885.51 |
| 15 | 2009.12.08 17:00 | buy | 8 | 0.10 | 1.06082 | 1.04082 | 1.08082 | ||
| 16 | 2009.12.08 23:00 | close | 8 | 0.10 | 1.06372 | 1.04082 | 1.08082 | 27.26 | 9912.77 |
| 17 | 2009.12.11 20:00 | buy | 9 | 0.10 | 1.06113 | 1.04113 | 1.08113 | ||
| 18 | 2009.12.14 01:00 | close | 9 | 0.10 | 1.05866 | 1.04113 | 1.08113 | -23.43 | 9889.34 |
| 19 | 2009.12.14 05:00 | buy | 10 | 0.10 | 1.06061 | 1.04061 | 1.08061 | ||
| 20 | 2009.12.14 06:00 | close | 10 | 0.10 | 1.05931 | 1.04061 | 1.08061 | -12.27 | 9877.07 |
| 21 | 2009.12.14 12:00 | buy | 11 | 0.10 | 1.06513 | 1.04513 | 1.08513 | ||
| 22 | 2009.12.14 16:00 | close | 11 | 0.10 | 1.06241 | 1.04513 | 1.08513 | -25.60 | 9851.47 |
| 23 | 2009.12.15 06:00 | sell | 12 | 0.10 | 1.05559 | 1.07559 | 1.03559 | ||
| 24 | 2009.12.15 09:00 | close | 12 | 0.10 | 1.05979 | 1.07559 | 1.03559 | -39.63 | 9811.84 |
| 25 | 2009.12.15 13:00 | buy | 13 | 0.10 | 1.06383 | 1.04383 | 1.08383 | ||
| 26 | 2009.12.15 15:00 | close | 13 | 0.10 | 1.06083 | 1.04383 | 1.08383 | -28.28 | 9783.56 |
| 27 | 2009.12.17 02:00 | buy | 14 | 0.10 | 1.06298 | 1.04298 | 1.08298 | ||
| 28 | 2009.12.17 09:00 | close | 14 | 0.10 | 1.06639 | 1.04298 | 1.08298 | 31.98 | 9815.54 |
| 29 | 2009.12.17 11:00 | buy | 15 | 0.10 | 1.07113 | 1.05113 | 1.09113 | ||
| 30 | 2009.12.17 16:00 | close | 15 | 0.10 | 1.07002 | 1.05113 | 1.09113 | -10.37 | 9805.17 |
| 31 | 2009.12.18 01:00 | buy | 16 | 0.10 | 1.07076 | 1.05076 | 1.09076 | ||
| 32 | 2009.12.18 02:00 | close | 16 | 0.10 | 1.06914 | 1.05076 | 1.09076 | -15.15 | 9790.02 |
| 33 | 2009.12.22 10:00 | sell | 17 | 0.10 | 1.05868 | 1.07868 | 1.03868 | ||
| 34 | 2009.12.22 15:00 | close | 17 | 0.10 | 1.05720 | 1.07868 | 1.03868 | 14.00 | 9804.02 |
| 35 | 2009.12.22 20:00 | sell | 18 | 0.10 | 1.05445 | 1.07445 | 1.03445 | ||
| 36 | 2009.12.22 22:00 | close | 18 | 0.10 | 1.05856 | 1.07445 | 1.03445 | -38.83 | 9765.19 |
| 37 | 2009.12.23 14:00 | sell | 19 | 0.10 | 1.04923 | 1.06923 | 1.02923 | ||
| 38 | 2009.12.23 21:00 | close | 19 | 0.10 | 1.04848 | 1.06923 | 1.02923 | 7.15 | 9772.34 |
| 39 | 2009.12.28 18:00 | sell | 20 | 0.10 | 1.04298 | 1.06298 | 1.02298 | ||
| 40 | 2009.12.28 23:00 | close | 20 | 0.10 | 1.04338 | 1.06298 | 1.02298 | -3.83 | 9768.51 |
| 41 | 2009.12.29 11:00 | sell | 21 | 0.10 | 1.04050 | 1.06050 | 1.02050 | ||
| 42 | 2009.12.29 17:00 | close | 21 | 0.10 | 1.04217 | 1.06050 | 1.02050 | -16.02 | 9752.49 |
| 43 | 2009.12.29 22:00 | buy | 22 | 0.10 | 1.04434 | 1.02434 | 1.06434 | ||
| 44 | 2009.12.30 00:00 | close | 22 | 0.10 | 1.04388 | 1.02434 | 1.06434 | -4.51 | 9747.97 |
| 45 | 2009.12.30 02:00 | buy | 23 | 0.10 | 1.04618 | 1.02618 | 1.06618 | ||
| 46 | 2009.12.30 08:00 | close | 23 | 0.10 | 1.04887 | 1.02618 | 1.06618 | 25.65 | 9773.62 |
| 47 | 2009.12.30 18:00 | buy | 24 | 0.10 | 1.05281 | 1.03281 | 1.07281 | ||
| 48 | 2009.12.30 23:00 | close | 24 | 0.10 | 1.05507 | 1.03281 | 1.07281 | 21.42 | 9795.04 |
| 49 | 2009.12.31 03:00 | sell | 25 | 0.10 | 1.05143 | 1.07143 | 1.03143 | ||
| 50 | 2009.12.31 07:00 | close | 25 | 0.10 | 1.05407 | 1.07143 | 1.03143 | -25.05 | 9769.99 |
| 51 | 2009.12.31 10:00 | sell | 26 | 0.10 | 1.04783 | 1.06783 | 1.02783 | ||
| 52 | 2009.12.31 11:00 | close | 26 | 0.10 | 1.05068 | 1.06783 | 1.02783 | -27.13 | 9742.86 |
| 53 | 2009.12.31 13:00 | sell | 27 | 0.10 | 1.04846 | 1.06846 | 1.02846 | ||
| 54 | 2009.12.31 14:00 | close | 27 | 0.10 | 1.05127 | 1.06846 | 1.02846 | -26.73 | 9716.13 |