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 | hidden_TakeProfit=60; hidden_StopLoss=30; Lots=0.2; target_tp1=20; target_tp2=35; target_tp3=50; pidem=0; pidemu=14; pisto=0; pistok=5; pistod=3; istslow=3; | ||||
Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -281.22 | Gross profit | 0.00 | Gross loss | -281.22 |
Profit factor | 0.00 | Expected payoff | -11.25 | ||
Absolute drawdown | 281.22 | Maximal drawdown | 281.22 (2.81%) | Relative drawdown | 2.81% (281.22) |
Total trades | 25 | Short positions (won %) | 5 (0.00%) | Long positions (won %) | 20 (0.00%) |
Profit trades (% of total) | 0 (0.00%) | Loss trades (% of total) | 25 (100.00%) | ||
Largest | profit trade | 0.00 | loss trade | -21.91 | |
Average | profit trade | 0.00 | loss trade | -11.25 | |
Maximum | consecutive wins (profit in money) | 0 (0.00) | consecutive losses (loss in money) | 25 (-281.22) | |
Maximal | consecutive profit (count of wins) | 0.00 (0) | consecutive loss (count of losses) | -281.22 (25) | |
Average | consecutive wins | 0 | consecutive losses | 25 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.03 00:16 | sell | 1 | 0.20 | 1.04900 | 0.00000 | 0.00000 | ||
2 | 2009.12.03 00:20 | close | 1 | 0.20 | 1.04955 | 0.00000 | 0.00000 | -10.48 | 9989.52 |
3 | 2009.12.03 00:23 | sell | 2 | 0.20 | 1.04917 | 0.00000 | 0.00000 | ||
4 | 2009.12.03 00:26 | close | 2 | 0.20 | 1.04990 | 0.00000 | 0.00000 | -13.91 | 9975.61 |
5 | 2009.12.03 00:26 | sell | 3 | 0.20 | 1.04929 | 0.00000 | 0.00000 | ||
6 | 2009.12.03 00:32 | close | 3 | 0.20 | 1.04964 | 0.00000 | 0.00000 | -6.67 | 9968.94 |
7 | 2009.12.03 00:35 | sell | 4 | 0.20 | 1.04937 | 0.00000 | 0.00000 | ||
8 | 2009.12.03 00:37 | close | 4 | 0.20 | 1.04971 | 0.00000 | 0.00000 | -6.48 | 9962.46 |
9 | 2009.12.03 00:40 | sell | 5 | 0.20 | 1.04923 | 0.00000 | 0.00000 | ||
10 | 2009.12.03 01:02 | close | 5 | 0.20 | 1.04961 | 0.00000 | 0.00000 | -7.24 | 9955.22 |
11 | 2009.12.21 17:20 | buy | 6 | 0.20 | 1.06102 | 0.00000 | 0.00000 | ||
12 | 2009.12.21 17:22 | close | 6 | 0.20 | 1.06025 | 0.00000 | 0.00000 | -14.52 | 9940.70 |
13 | 2009.12.21 17:25 | buy | 7 | 0.20 | 1.06073 | 0.00000 | 0.00000 | ||
14 | 2009.12.21 17:27 | close | 7 | 0.20 | 1.05968 | 0.00000 | 0.00000 | -19.82 | 9920.88 |
15 | 2009.12.21 17:27 | buy | 8 | 0.20 | 1.06094 | 0.00000 | 0.00000 | ||
16 | 2009.12.21 17:40 | close | 8 | 0.20 | 1.06043 | 0.00000 | 0.00000 | -9.62 | 9911.26 |
17 | 2009.12.21 17:42 | buy | 9 | 0.20 | 1.06082 | 0.00000 | 0.00000 | ||
18 | 2009.12.21 17:45 | close | 9 | 0.20 | 1.05985 | 0.00000 | 0.00000 | -18.30 | 9892.96 |
19 | 2009.12.21 17:47 | buy | 10 | 0.20 | 1.06024 | 0.00000 | 0.00000 | ||
20 | 2009.12.21 17:50 | close | 10 | 0.20 | 1.05908 | 0.00000 | 0.00000 | -21.91 | 9871.05 |
21 | 2009.12.21 17:52 | buy | 11 | 0.20 | 1.05967 | 0.00000 | 0.00000 | ||
22 | 2009.12.21 17:55 | close | 11 | 0.20 | 1.05927 | 0.00000 | 0.00000 | -7.55 | 9863.50 |
23 | 2009.12.21 17:57 | buy | 12 | 0.20 | 1.06005 | 0.00000 | 0.00000 | ||
24 | 2009.12.21 17:59 | close | 12 | 0.20 | 1.05909 | 0.00000 | 0.00000 | -18.13 | 9845.37 |
25 | 2009.12.22 21:20 | buy | 13 | 0.20 | 1.05686 | 0.00000 | 0.00000 | ||
26 | 2009.12.22 21:22 | close | 13 | 0.20 | 1.05643 | 0.00000 | 0.00000 | -8.14 | 9837.23 |
27 | 2009.12.22 21:32 | buy | 14 | 0.20 | 1.05681 | 0.00000 | 0.00000 | ||
28 | 2009.12.22 21:37 | close | 14 | 0.20 | 1.05641 | 0.00000 | 0.00000 | -7.57 | 9829.66 |
29 | 2009.12.22 21:40 | buy | 15 | 0.20 | 1.05761 | 0.00000 | 0.00000 | ||
30 | 2009.12.22 21:42 | close | 15 | 0.20 | 1.05721 | 0.00000 | 0.00000 | -7.57 | 9822.09 |
31 | 2009.12.22 21:45 | buy | 16 | 0.20 | 1.05822 | 0.00000 | 0.00000 | ||
32 | 2009.12.22 21:47 | close | 16 | 0.20 | 1.05782 | 0.00000 | 0.00000 | -7.56 | 9814.53 |
33 | 2009.12.22 21:50 | buy | 17 | 0.20 | 1.05882 | 0.00000 | 0.00000 | ||
34 | 2009.12.22 21:52 | close | 17 | 0.20 | 1.05822 | 0.00000 | 0.00000 | -11.34 | 9803.19 |
35 | 2009.12.22 21:55 | buy | 18 | 0.20 | 1.05862 | 0.00000 | 0.00000 | ||
36 | 2009.12.22 21:57 | close | 18 | 0.20 | 1.05782 | 0.00000 | 0.00000 | -15.13 | 9788.06 |
37 | 2009.12.22 21:59 | buy | 19 | 0.20 | 1.05807 | 0.00000 | 0.00000 | ||
38 | 2009.12.22 22:02 | close | 19 | 0.20 | 1.05723 | 0.00000 | 0.00000 | -15.89 | 9772.17 |
39 | 2009.12.31 06:15 | buy | 20 | 0.20 | 1.05286 | 0.00000 | 0.00000 | ||
40 | 2009.12.31 06:17 | close | 20 | 0.20 | 1.05248 | 0.00000 | 0.00000 | -7.22 | 9764.95 |
41 | 2009.12.31 06:20 | buy | 21 | 0.20 | 1.05342 | 0.00000 | 0.00000 | ||
42 | 2009.12.31 06:22 | close | 21 | 0.20 | 1.05285 | 0.00000 | 0.00000 | -10.83 | 9754.12 |
43 | 2009.12.31 06:25 | buy | 22 | 0.20 | 1.05323 | 0.00000 | 0.00000 | ||
44 | 2009.12.31 06:27 | close | 22 | 0.20 | 1.05248 | 0.00000 | 0.00000 | -14.25 | 9739.87 |
45 | 2009.12.31 06:27 | buy | 23 | 0.20 | 1.05328 | 0.00000 | 0.00000 | ||
46 | 2009.12.31 06:32 | close | 23 | 0.20 | 1.05290 | 0.00000 | 0.00000 | -7.22 | 9732.65 |
47 | 2009.12.31 06:35 | buy | 24 | 0.20 | 1.05318 | 0.00000 | 0.00000 | ||
48 | 2009.12.31 06:37 | close | 24 | 0.20 | 1.05282 | 0.00000 | 0.00000 | -6.84 | 9725.81 |
49 | 2009.12.31 06:40 | buy | 25 | 0.20 | 1.05342 | 0.00000 | 0.00000 | ||
50 | 2009.12.31 07:02 | close | 25 | 0.20 | 1.05305 | 0.00000 | 0.00000 | -7.03 | 9718.78 |