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 | UseMM=true; Risk=2; Lots=0.1; TrailingStop=30; UseStartTime=false; DayStartHour=17; DayStartMinute=2; UseStopLoss=false; StopLoss=300; Spread=10; | ||||
Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -168.24 | Gross profit | 287.18 | Gross loss | -455.41 |
Profit factor | 0.63 | Expected payoff | -2.63 | ||
Absolute drawdown | 363.97 | Maximal drawdown | 652.46 (6.34%) | Relative drawdown | 6.34% (652.46) |
Total trades | 64 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 64 (98.44%) |
Profit trades (% of total) | 63 (98.44%) | Loss trades (% of total) | 1 (1.56%) | ||
Largest | profit trade | 15.85 | loss trade | -455.41 | |
Average | profit trade | 4.56 | loss trade | -455.41 | |
Maximum | consecutive wins (profit in money) | 63 (287.18) | consecutive losses (loss in money) | 1 (-455.41) | |
Maximal | consecutive profit (count of wins) | 287.18 (63) | consecutive loss (count of losses) | -455.41 (1) | |
Average | consecutive wins | 63 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 00:40 | buy | 1 | 0.20 | 1.05483 | 0.00000 | 1.05506 | ||
2 | 2009.12.01 01:50 | t/p | 1 | 0.20 | 1.05506 | 0.00000 | 1.05506 | 4.35 | 10004.35 |
3 | 2009.12.01 03:50 | buy | 2 | 0.20 | 1.05466 | 0.00000 | 1.05491 | ||
4 | 2009.12.01 03:57 | t/p | 2 | 0.20 | 1.05491 | 0.00000 | 1.05491 | 4.73 | 10009.08 |
5 | 2009.12.01 04:15 | buy | 3 | 0.20 | 1.05479 | 0.00000 | 1.05495 | ||
6 | 2009.12.01 04:40 | t/p | 3 | 0.20 | 1.05495 | 0.00000 | 1.05495 | 3.03 | 10012.11 |
7 | 2009.12.01 05:20 | buy | 4 | 0.20 | 1.05491 | 0.00000 | 1.05499 | ||
8 | 2009.12.01 05:27 | t/p | 4 | 0.20 | 1.05499 | 0.00000 | 1.05499 | 1.52 | 10013.63 |
9 | 2009.12.01 05:37 | buy | 5 | 0.20 | 1.05483 | 0.00000 | 1.05497 | ||
10 | 2009.12.01 05:40 | t/p | 5 | 0.20 | 1.05497 | 0.00000 | 1.05497 | 2.65 | 10016.28 |
11 | 2009.12.01 07:50 | buy | 6 | 0.20 | 1.05491 | 0.00000 | 1.05535 | ||
12 | 2009.12.03 15:15 | t/p | 6 | 0.20 | 1.05535 | 0.00000 | 1.05535 | 8.11 | 10024.39 |
13 | 2009.12.03 17:20 | buy | 7 | 0.20 | 1.05149 | 0.00000 | 1.05190 | ||
14 | 2009.12.03 17:27 | t/p | 7 | 0.20 | 1.05190 | 0.00000 | 1.05190 | 7.79 | 10032.18 |
15 | 2009.12.04 00:20 | buy | 8 | 0.20 | 1.05640 | 0.00000 | 1.05650 | ||
16 | 2009.12.04 01:10 | t/p | 8 | 0.20 | 1.05650 | 0.00000 | 1.05650 | 1.89 | 10034.07 |
17 | 2009.12.04 02:20 | buy | 9 | 0.20 | 1.05636 | 0.00000 | 1.05642 | ||
18 | 2009.12.04 02:27 | t/p | 9 | 0.20 | 1.05642 | 0.00000 | 1.05642 | 1.14 | 10035.21 |
19 | 2009.12.04 02:50 | buy | 10 | 0.20 | 1.05623 | 0.00000 | 1.05638 | ||
20 | 2009.12.04 03:10 | t/p | 10 | 0.20 | 1.05638 | 0.00000 | 1.05638 | 2.84 | 10038.05 |
21 | 2009.12.04 03:50 | buy | 11 | 0.20 | 1.05639 | 0.00000 | 1.05643 | ||
22 | 2009.12.04 04:02 | t/p | 11 | 0.20 | 1.05643 | 0.00000 | 1.05643 | 0.76 | 10038.81 |
23 | 2009.12.04 04:45 | buy | 12 | 0.20 | 1.05629 | 0.00000 | 1.05640 | ||
24 | 2009.12.04 05:26 | t/p | 12 | 0.20 | 1.05640 | 0.00000 | 1.05640 | 2.08 | 10040.89 |
25 | 2009.12.04 06:02 | buy | 13 | 0.20 | 1.05583 | 0.00000 | 1.05622 | ||
26 | 2009.12.04 06:20 | t/p | 13 | 0.20 | 1.05622 | 0.00000 | 1.05622 | 7.38 | 10048.27 |
27 | 2009.12.04 07:40 | buy | 14 | 0.20 | 1.05612 | 0.00000 | 1.05629 | ||
28 | 2009.12.04 09:20 | t/p | 14 | 0.20 | 1.05629 | 0.00000 | 1.05629 | 3.22 | 10051.49 |
29 | 2009.12.04 09:50 | buy | 15 | 0.20 | 1.05507 | 0.00000 | 1.05526 | ||
30 | 2009.12.04 09:57 | t/p | 15 | 0.20 | 1.05526 | 0.00000 | 1.05526 | 3.60 | 10055.09 |
31 | 2009.12.04 09:59 | buy | 16 | 0.20 | 1.05512 | 0.00000 | 1.05527 | ||
32 | 2009.12.04 10:20 | t/p | 16 | 0.20 | 1.05527 | 0.00000 | 1.05527 | 2.84 | 10057.93 |
33 | 2009.12.04 10:40 | buy | 17 | 0.20 | 1.05529 | 0.00000 | 1.05533 | ||
34 | 2009.12.04 11:20 | t/p | 17 | 0.20 | 1.05533 | 0.00000 | 1.05533 | 0.76 | 10058.69 |
35 | 2009.12.04 11:50 | buy | 18 | 0.20 | 1.05505 | 0.00000 | 1.05525 | ||
36 | 2009.12.04 19:40 | t/p | 18 | 0.20 | 1.05525 | 0.00000 | 1.05525 | 3.79 | 10062.48 |
37 | 2009.12.07 00:50 | buy | 19 | 0.20 | 1.05634 | 0.00000 | 1.05644 | ||
38 | 2009.12.07 00:57 | t/p | 19 | 0.20 | 1.05644 | 0.00000 | 1.05644 | 1.89 | 10064.37 |
39 | 2009.12.07 00:59 | buy | 20 | 0.20 | 1.05644 | 0.00000 | 1.05648 | ||
40 | 2009.12.07 01:10 | t/p | 20 | 0.20 | 1.05648 | 0.00000 | 1.05648 | 0.76 | 10065.13 |
41 | 2009.12.07 01:35 | buy | 21 | 0.20 | 1.05619 | 0.00000 | 1.05639 | ||
42 | 2009.12.07 01:37 | t/p | 21 | 0.20 | 1.05639 | 0.00000 | 1.05639 | 3.78 | 10068.91 |
43 | 2009.12.07 01:40 | buy | 22 | 0.20 | 1.05557 | 0.00000 | 1.05605 | ||
44 | 2009.12.07 08:20 | t/p | 22 | 0.20 | 1.05605 | 0.00000 | 1.05605 | 9.08 | 10077.99 |
45 | 2009.12.07 08:50 | buy | 23 | 0.20 | 1.05482 | 0.00000 | 1.05508 | ||
46 | 2009.12.07 09:03 | t/p | 23 | 0.20 | 1.05508 | 0.00000 | 1.05508 | 4.92 | 10082.91 |
47 | 2009.12.07 13:50 | buy | 24 | 0.20 | 1.05847 | 0.00000 | 1.05872 | ||
48 | 2009.12.07 13:57 | t/p | 24 | 0.20 | 1.05872 | 0.00000 | 1.05872 | 4.72 | 10087.63 |
49 | 2009.12.07 14:20 | buy | 25 | 0.20 | 1.05858 | 0.00000 | 1.05876 | ||
50 | 2009.12.08 14:37 | t/p | 25 | 0.20 | 1.05876 | 0.00000 | 1.05876 | 3.34 | 10090.98 |
51 | 2009.12.09 01:15 | buy | 26 | 0.20 | 1.06357 | 0.00000 | 1.06391 | ||
52 | 2009.12.09 01:50 | t/p | 26 | 0.20 | 1.06391 | 0.00000 | 1.06391 | 6.39 | 10097.37 |
53 | 2009.12.09 01:57 | buy | 27 | 0.20 | 1.06386 | 0.00000 | 1.06395 | ||
54 | 2009.12.09 02:02 | t/p | 27 | 0.20 | 1.06395 | 0.00000 | 1.06395 | 1.69 | 10099.06 |
55 | 2009.12.09 02:20 | buy | 28 | 0.20 | 1.06347 | 0.00000 | 1.06382 | ||
56 | 2009.12.09 07:45 | t/p | 28 | 0.20 | 1.06382 | 0.00000 | 1.06382 | 6.57 | 10105.63 |
57 | 2009.12.09 08:20 | buy | 29 | 0.20 | 1.06302 | 0.00000 | 1.06324 | ||
58 | 2009.12.09 08:27 | t/p | 29 | 0.20 | 1.06324 | 0.00000 | 1.06324 | 4.13 | 10109.76 |
59 | 2009.12.09 08:27 | buy | 30 | 0.20 | 1.06328 | 0.00000 | 1.06332 | ||
60 | 2009.12.09 08:50 | t/p | 30 | 0.20 | 1.06332 | 0.00000 | 1.06332 | 0.75 | 10110.51 |
61 | 2009.12.09 08:57 | buy | 31 | 0.20 | 1.06322 | 0.00000 | 1.06330 | ||
62 | 2009.12.09 09:07 | t/p | 31 | 0.20 | 1.06330 | 0.00000 | 1.06330 | 1.51 | 10112.02 |
63 | 2009.12.09 09:10 | buy | 32 | 0.20 | 1.06255 | 0.00000 | 1.06308 | ||
64 | 2009.12.09 10:20 | t/p | 32 | 0.20 | 1.06308 | 0.00000 | 1.06308 | 9.97 | 10121.99 |
65 | 2009.12.09 10:40 | buy | 33 | 0.20 | 1.06266 | 0.00000 | 1.06275 | ||
66 | 2009.12.09 11:02 | t/p | 33 | 0.20 | 1.06275 | 0.00000 | 1.06275 | 1.69 | 10123.68 |
67 | 2009.12.09 11:10 | buy | 34 | 0.20 | 1.06254 | 0.00000 | 1.06271 | ||
68 | 2009.12.09 15:20 | t/p | 34 | 0.20 | 1.06271 | 0.00000 | 1.06271 | 3.20 | 10126.88 |
69 | 2009.12.09 15:45 | buy | 35 | 0.20 | 1.06161 | 0.00000 | 1.06194 | ||
70 | 2009.12.09 15:59 | t/p | 35 | 0.20 | 1.06194 | 0.00000 | 1.06194 | 6.21 | 10133.09 |
71 | 2009.12.09 16:05 | buy | 36 | 0.20 | 1.06188 | 0.00000 | 1.06203 | ||
72 | 2009.12.09 16:07 | t/p | 36 | 0.20 | 1.06203 | 0.00000 | 1.06203 | 2.82 | 10135.91 |
73 | 2009.12.09 16:10 | buy | 37 | 0.20 | 1.06118 | 0.00000 | 1.06180 | ||
74 | 2009.12.11 20:32 | t/p | 37 | 0.20 | 1.06180 | 0.00000 | 1.06180 | 11.45 | 10147.36 |
75 | 2009.12.14 00:10 | buy | 38 | 0.20 | 1.05990 | 0.00000 | 1.06006 | ||
76 | 2009.12.14 02:02 | t/p | 38 | 0.20 | 1.06006 | 0.00000 | 1.06006 | 3.02 | 10150.38 |
77 | 2009.12.14 02:20 | buy | 39 | 0.20 | 1.05843 | 0.00000 | 1.05875 | ||
78 | 2009.12.14 02:27 | t/p | 39 | 0.20 | 1.05875 | 0.00000 | 1.05875 | 6.05 | 10156.43 |
79 | 2009.12.14 02:37 | buy | 40 | 0.20 | 1.05870 | 0.00000 | 1.05884 | ||
80 | 2009.12.14 02:40 | t/p | 40 | 0.20 | 1.05884 | 0.00000 | 1.05884 | 2.65 | 10159.08 |
81 | 2009.12.14 05:20 | buy | 41 | 0.20 | 1.05844 | 0.00000 | 1.05917 | ||
82 | 2009.12.14 05:45 | t/p | 41 | 0.20 | 1.05917 | 0.00000 | 1.05917 | 13.78 | 10172.86 |
83 | 2009.12.14 06:05 | buy | 42 | 0.20 | 1.05899 | 0.00000 | 1.05935 | ||
84 | 2009.12.14 08:50 | t/p | 42 | 0.20 | 1.05935 | 0.00000 | 1.05935 | 6.79 | 10179.65 |
85 | 2009.12.14 16:50 | buy | 43 | 0.20 | 1.06015 | 0.00000 | 1.06087 | ||
86 | 2009.12.14 16:57 | t/p | 43 | 0.20 | 1.06087 | 0.00000 | 1.06087 | 13.57 | 10193.22 |
87 | 2009.12.14 16:59 | buy | 44 | 0.20 | 1.06116 | 0.00000 | 1.06120 | ||
88 | 2009.12.15 09:20 | t/p | 44 | 0.20 | 1.06120 | 0.00000 | 1.06120 | 0.69 | 10193.92 |
89 | 2009.12.15 15:15 | buy | 45 | 0.20 | 1.05954 | 0.00000 | 1.05984 | ||
90 | 2009.12.15 15:40 | t/p | 45 | 0.20 | 1.05984 | 0.00000 | 1.05984 | 5.66 | 10199.58 |
91 | 2009.12.15 16:20 | buy | 46 | 0.20 | 1.05914 | 0.00000 | 1.05970 | ||
92 | 2009.12.15 16:27 | t/p | 46 | 0.20 | 1.05970 | 0.00000 | 1.05970 | 10.57 | 10210.15 |
93 | 2009.12.15 16:27 | buy | 47 | 0.20 | 1.05919 | 0.00000 | 1.05972 | ||
94 | 2009.12.15 16:50 | t/p | 47 | 0.20 | 1.05972 | 0.00000 | 1.05972 | 9.99 | 10220.14 |
95 | 2009.12.15 16:57 | buy | 48 | 0.20 | 1.05986 | 0.00000 | 1.05994 | ||
96 | 2009.12.15 17:03 | t/p | 48 | 0.20 | 1.05994 | 0.00000 | 1.05994 | 1.50 | 10221.64 |
97 | 2009.12.16 01:50 | buy | 49 | 0.20 | 1.06061 | 0.00000 | 1.06077 | ||
98 | 2009.12.16 02:10 | t/p | 49 | 0.20 | 1.06077 | 0.00000 | 1.06077 | 3.02 | 10224.66 |
99 | 2009.12.16 04:20 | buy | 50 | 0.20 | 1.06075 | 0.00000 | 1.06082 | ||
100 | 2009.12.16 04:45 | t/p | 50 | 0.20 | 1.06082 | 0.00000 | 1.06082 | 1.32 | 10225.98 |
101 | 2009.12.16 07:20 | buy | 51 | 0.20 | 1.06114 | 0.00000 | 1.06122 | ||
102 | 2009.12.16 07:50 | t/p | 51 | 0.20 | 1.06122 | 0.00000 | 1.06122 | 1.50 | 10227.48 |
103 | 2009.12.16 08:02 | buy | 52 | 0.20 | 1.06028 | 0.00000 | 1.06082 | ||
104 | 2009.12.16 08:15 | t/p | 52 | 0.20 | 1.06082 | 0.00000 | 1.06082 | 10.18 | 10237.66 |
105 | 2009.12.16 09:16 | buy | 53 | 0.20 | 1.06079 | 0.00000 | 1.06103 | ||
106 | 2009.12.16 09:26 | t/p | 53 | 0.20 | 1.06103 | 0.00000 | 1.06103 | 4.52 | 10242.18 |
107 | 2009.12.16 09:40 | buy | 54 | 0.20 | 1.06109 | 0.00000 | 1.06113 | ||
108 | 2009.12.16 11:20 | t/p | 54 | 0.20 | 1.06113 | 0.00000 | 1.06113 | 0.76 | 10242.94 |
109 | 2009.12.16 12:50 | buy | 55 | 0.20 | 1.06030 | 0.00000 | 1.06036 | ||
110 | 2009.12.16 14:15 | t/p | 55 | 0.20 | 1.06036 | 0.00000 | 1.06036 | 1.13 | 10244.07 |
111 | 2009.12.16 14:45 | buy | 56 | 0.20 | 1.06010 | 0.00000 | 1.06030 | ||
112 | 2009.12.16 14:59 | t/p | 56 | 0.20 | 1.06030 | 0.00000 | 1.06030 | 3.77 | 10247.84 |
113 | 2009.12.16 15:45 | buy | 57 | 0.20 | 1.05914 | 0.00000 | 1.05998 | ||
114 | 2009.12.16 19:50 | t/p | 57 | 0.20 | 1.05998 | 0.00000 | 1.05998 | 15.85 | 10263.69 |
115 | 2009.12.16 20:02 | buy | 58 | 0.20 | 1.05888 | 0.00000 | 1.05947 | ||
116 | 2009.12.16 20:10 | t/p | 58 | 0.20 | 1.05947 | 0.00000 | 1.05947 | 11.13 | 10274.82 |
117 | 2009.12.17 01:32 | buy | 59 | 0.20 | 1.06143 | 0.00000 | 1.06147 | ||
118 | 2009.12.17 01:40 | t/p | 59 | 0.20 | 1.06147 | 0.00000 | 1.06147 | 0.76 | 10275.58 |
119 | 2009.12.17 16:20 | buy | 60 | 0.20 | 1.06724 | 0.00000 | 1.06750 | ||
120 | 2009.12.17 16:22 | t/p | 60 | 0.20 | 1.06750 | 0.00000 | 1.06750 | 4.87 | 10280.45 |
121 | 2009.12.17 16:25 | buy | 61 | 0.20 | 1.06756 | 0.00000 | 1.06760 | ||
122 | 2009.12.17 16:27 | t/p | 61 | 0.20 | 1.06760 | 0.00000 | 1.06760 | 0.75 | 10281.20 |
123 | 2009.12.17 16:37 | buy | 62 | 0.20 | 1.06745 | 0.00000 | 1.06757 | ||
124 | 2009.12.17 16:40 | t/p | 62 | 0.20 | 1.06757 | 0.00000 | 1.06757 | 2.25 | 10283.45 |
125 | 2009.12.18 00:45 | buy | 63 | 0.20 | 1.07108 | 0.00000 | 1.07128 | ||
126 | 2009.12.18 01:32 | t/p | 63 | 0.20 | 1.07128 | 0.00000 | 1.07128 | 3.73 | 10287.18 |
127 | 2009.12.18 01:45 | buy | 64 | 0.20 | 1.07024 | 0.00000 | 1.07073 | ||
128 | 2009.12.31 18:57 | close at stop | 64 | 0.20 | 1.04645 | 0.00000 | 1.07073 | -455.41 | 9831.76 |