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 | block_01="""; LotSize=1; MM=false; LotExponent=7; LotExponentStart=1; LotExponentMax=3; SL=200; TP=41; kCCI=27; block_02="""; AllPositions=false; ProfitTrailing=false; TrailingStop=30; TrailingStep=8; UseSound=false; block_03="""; uplot=false; lotmin=0.1; lotmax=0.7; lotstep=0.1; lastprofit=1; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -401.07 | Gross profit | 736.48 | Gross loss | -1137.54 |
| Profit factor | 0.65 | Expected payoff | -16.04 | ||
| Absolute drawdown | 724.83 | Maximal drawdown | 881.25 (8.68%) | Relative drawdown | 8.68% (881.25) |
| Total trades | 25 | Short positions (won %) | 12 (83.33%) | Long positions (won %) | 13 (69.23%) |
| Profit trades (% of total) | 19 (76.00%) | Loss trades (% of total) | 6 (24.00%) | ||
| Largest | profit trade | 39.44 | loss trade | -190.30 | |
| Average | profit trade | 38.76 | loss trade | -189.59 | |
| Maximum | consecutive wins (profit in money) | 10 (386.36) | consecutive losses (loss in money) | 1 (-190.30) | |
| Maximal | consecutive profit (count of wins) | 386.36 (10) | consecutive loss (count of losses) | -190.30 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 07:59 | sell | 1 | 1.00 | 1.05500 | 1.05700 | 1.05459 | ||
| 2 | 2009.12.01 08:03 | t/p | 1 | 1.00 | 1.05459 | 1.05700 | 1.05459 | 38.90 | 10038.90 |
| 3 | 2009.12.02 05:59 | buy | 2 | 1.00 | 1.04517 | 1.04317 | 1.04558 | ||
| 4 | 2009.12.02 06:07 | t/p | 2 | 1.00 | 1.04558 | 1.04317 | 1.04558 | 39.21 | 10078.11 |
| 5 | 2009.12.02 08:59 | buy | 3 | 1.00 | 1.04601 | 1.04401 | 1.04642 | ||
| 6 | 2009.12.02 09:02 | t/p | 3 | 1.00 | 1.04642 | 1.04401 | 1.04642 | 39.17 | 10117.28 |
| 7 | 2009.12.03 07:59 | sell | 4 | 1.00 | 1.04818 | 1.05018 | 1.04777 | ||
| 8 | 2009.12.03 08:20 | t/p | 4 | 1.00 | 1.04777 | 1.05018 | 1.04777 | 39.14 | 10156.42 |
| 9 | 2009.12.03 13:59 | sell | 5 | 1.00 | 1.04926 | 1.05126 | 1.04885 | ||
| 10 | 2009.12.03 14:40 | s/l | 5 | 1.00 | 1.05126 | 1.05126 | 1.04885 | -190.08 | 9966.34 |
| 11 | 2009.12.03 16:59 | sell | 6 | 1.00 | 1.05438 | 1.05638 | 1.05397 | ||
| 12 | 2009.12.03 17:10 | t/p | 6 | 1.00 | 1.05397 | 1.05638 | 1.05397 | 38.92 | 10005.26 |
| 13 | 2009.12.07 07:59 | sell | 7 | 1.00 | 1.05404 | 1.05604 | 1.05363 | ||
| 14 | 2009.12.07 08:20 | s/l | 7 | 1.00 | 1.05604 | 1.05604 | 1.05363 | -189.26 | 9816.00 |
| 15 | 2009.12.08 21:59 | sell | 8 | 1.00 | 1.06372 | 1.06572 | 1.06331 | ||
| 16 | 2009.12.08 22:15 | t/p | 8 | 1.00 | 1.06331 | 1.06572 | 1.06331 | 38.56 | 9854.56 |
| 17 | 2009.12.09 13:59 | buy | 9 | 1.00 | 1.06099 | 1.05899 | 1.06140 | ||
| 18 | 2009.12.09 14:20 | s/l | 9 | 1.00 | 1.05899 | 1.05899 | 1.06140 | -188.96 | 9665.60 |
| 19 | 2009.12.10 15:59 | buy | 10 | 1.00 | 1.05068 | 1.04868 | 1.05109 | ||
| 20 | 2009.12.10 16:10 | t/p | 10 | 1.00 | 1.05109 | 1.04868 | 1.05109 | 38.98 | 9704.58 |
| 21 | 2009.12.14 13:59 | sell | 11 | 1.00 | 1.06388 | 1.06588 | 1.06347 | ||
| 22 | 2009.12.14 14:02 | t/p | 11 | 1.00 | 1.06347 | 1.06588 | 1.06347 | 38.56 | 9743.14 |
| 23 | 2009.12.14 19:59 | buy | 12 | 1.00 | 1.05954 | 1.05754 | 1.05995 | ||
| 24 | 2009.12.15 05:03 | s/l | 12 | 1.00 | 1.05754 | 1.05754 | 1.05995 | -190.25 | 9552.89 |
| 25 | 2009.12.15 14:59 | sell | 13 | 1.00 | 1.06084 | 1.06284 | 1.06043 | ||
| 26 | 2009.12.15 15:10 | t/p | 13 | 1.00 | 1.06043 | 1.06284 | 1.06043 | 38.68 | 9591.57 |
| 27 | 2009.12.16 11:59 | buy | 14 | 1.00 | 1.06206 | 1.06006 | 1.06247 | ||
| 28 | 2009.12.16 12:50 | s/l | 14 | 1.00 | 1.06006 | 1.06006 | 1.06247 | -188.69 | 9402.88 |
| 29 | 2009.12.16 14:59 | buy | 15 | 1.00 | 1.06057 | 1.05857 | 1.06098 | ||
| 30 | 2009.12.16 15:03 | t/p | 15 | 1.00 | 1.06098 | 1.05857 | 1.06098 | 38.63 | 9441.51 |
| 31 | 2009.12.16 18:59 | buy | 16 | 1.00 | 1.05986 | 1.05786 | 1.06027 | ||
| 32 | 2009.12.16 20:15 | t/p | 16 | 1.00 | 1.06027 | 1.05786 | 1.06027 | 38.62 | 9480.13 |
| 33 | 2009.12.17 19:59 | sell | 17 | 1.00 | 1.07091 | 1.07291 | 1.07050 | ||
| 34 | 2009.12.17 20:15 | t/p | 17 | 1.00 | 1.07050 | 1.07291 | 1.07050 | 38.31 | 9518.44 |
| 35 | 2009.12.18 06:59 | buy | 18 | 1.00 | 1.06782 | 1.06582 | 1.06823 | ||
| 36 | 2009.12.18 07:02 | t/p | 18 | 1.00 | 1.06823 | 1.06582 | 1.06823 | 38.38 | 9556.82 |
| 37 | 2009.12.18 22:59 | buy | 19 | 1.00 | 1.06644 | 1.06444 | 1.06685 | ||
| 38 | 2009.12.21 00:00 | t/p | 19 | 1.00 | 1.06685 | 1.06444 | 1.06685 | 37.38 | 9594.19 |
| 39 | 2009.12.21 10:59 | sell | 20 | 1.00 | 1.06522 | 1.06722 | 1.06481 | ||
| 40 | 2009.12.21 11:15 | t/p | 20 | 1.00 | 1.06481 | 1.06722 | 1.06481 | 38.53 | 9632.72 |
| 41 | 2009.12.22 17:59 | sell | 21 | 1.00 | 1.05533 | 1.05733 | 1.05492 | ||
| 42 | 2009.12.22 18:07 | t/p | 21 | 1.00 | 1.05492 | 1.05733 | 1.05492 | 38.87 | 9671.59 |
| 43 | 2009.12.24 14:59 | buy | 22 | 1.00 | 1.04857 | 1.04657 | 1.04898 | ||
| 44 | 2009.12.24 15:07 | t/p | 22 | 1.00 | 1.04898 | 1.04657 | 1.04898 | 39.09 | 9710.68 |
| 45 | 2009.12.29 15:59 | buy | 23 | 1.00 | 1.03921 | 1.03721 | 1.03962 | ||
| 46 | 2009.12.29 16:15 | t/p | 23 | 1.00 | 1.03962 | 1.03721 | 1.03962 | 39.44 | 9750.12 |
| 47 | 2009.12.30 07:59 | sell | 24 | 1.00 | 1.04889 | 1.05089 | 1.04848 | ||
| 48 | 2009.12.30 08:15 | t/p | 24 | 1.00 | 1.04848 | 1.05089 | 1.04848 | 39.11 | 9789.23 |
| 49 | 2009.12.31 06:59 | buy | 25 | 1.00 | 1.05367 | 1.05167 | 1.05408 | ||
| 50 | 2009.12.31 07:45 | s/l | 25 | 1.00 | 1.05167 | 1.05167 | 1.05408 | -190.30 | 9598.93 |