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 | MagicNumber=0; SignalMail=false; EachTickMode=false; Lots=1; Slippage=2; StopLossMode=false; StopLoss=300; TakeProfitMode=false; TakeProfit=600; TrailingStopMode=false; TrailingStop=300; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -3846.49 | Gross profit | 4170.35 | Gross loss | -8016.84 |
| Profit factor | 0.52 | Expected payoff | -101.22 | ||
| Absolute drawdown | 5171.91 | Maximal drawdown | 6394.56 (56.98%) | Relative drawdown | 56.98% (6394.56) |
| Total trades | 38 | Short positions (won %) | 21 (28.57%) | Long positions (won %) | 17 (29.41%) |
| Profit trades (% of total) | 11 (28.95%) | Loss trades (% of total) | 27 (71.05%) | ||
| Largest | profit trade | 670.18 | loss trade | -860.31 | |
| Average | profit trade | 379.12 | loss trade | -296.92 | |
| Maximum | consecutive wins (profit in money) | 2 (913.71) | consecutive losses (loss in money) | 6 (-1630.94) | |
| Maximal | consecutive profit (count of wins) | 913.71 (2) | consecutive loss (count of losses) | -2533.53 (5) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 01:00 | sell | 1 | 1.00 | 1.05391 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.01 22:00 | close | 1 | 1.00 | 1.04728 | 0.00000 | 0.00000 | 633.07 | 10633.07 |
| 3 | 2009.12.02 11:00 | sell | 2 | 1.00 | 1.04365 | 0.00000 | 0.00000 | ||
| 4 | 2009.12.02 13:00 | close | 2 | 1.00 | 1.04649 | 0.00000 | 0.00000 | -271.38 | 10361.69 |
| 5 | 2009.12.02 19:00 | buy | 3 | 1.00 | 1.04996 | 0.00000 | 0.00000 | ||
| 6 | 2009.12.03 05:00 | close | 3 | 1.00 | 1.04833 | 0.00000 | 0.00000 | -158.59 | 10203.10 |
| 7 | 2009.12.03 07:00 | buy | 4 | 1.00 | 1.05159 | 0.00000 | 0.00000 | ||
| 8 | 2009.12.03 08:00 | close | 4 | 1.00 | 1.04819 | 0.00000 | 0.00000 | -324.37 | 9878.73 |
| 9 | 2009.12.03 09:00 | sell | 5 | 1.00 | 1.04633 | 0.00000 | 0.00000 | ||
| 10 | 2009.12.03 12:00 | close | 5 | 1.00 | 1.05020 | 0.00000 | 0.00000 | -368.50 | 9510.23 |
| 11 | 2009.12.03 13:00 | buy | 6 | 1.00 | 1.05119 | 0.00000 | 0.00000 | ||
| 12 | 2009.12.04 08:00 | close | 6 | 1.00 | 1.05529 | 0.00000 | 0.00000 | 387.49 | 9897.71 |
| 13 | 2009.12.04 13:00 | sell | 7 | 1.00 | 1.05225 | 0.00000 | 0.00000 | ||
| 14 | 2009.12.04 20:00 | close | 7 | 1.00 | 1.05758 | 0.00000 | 0.00000 | -503.98 | 9393.73 |
| 15 | 2009.12.04 21:00 | buy | 8 | 1.00 | 1.05992 | 0.00000 | 0.00000 | ||
| 16 | 2009.12.07 08:00 | close | 8 | 1.00 | 1.05404 | 0.00000 | 0.00000 | -558.88 | 8834.85 |
| 17 | 2009.12.07 10:00 | buy | 9 | 1.00 | 1.06451 | 0.00000 | 0.00000 | ||
| 18 | 2009.12.07 15:00 | close | 9 | 1.00 | 1.05543 | 0.00000 | 0.00000 | -860.31 | 7974.54 |
| 19 | 2009.12.07 17:00 | sell | 10 | 1.00 | 1.05083 | 0.00000 | 0.00000 | ||
| 20 | 2009.12.08 08:00 | close | 10 | 1.00 | 1.05166 | 0.00000 | 0.00000 | -79.01 | 7895.53 |
| 21 | 2009.12.08 09:00 | buy | 11 | 1.00 | 1.05576 | 0.00000 | 0.00000 | ||
| 22 | 2009.12.08 11:00 | close | 11 | 1.00 | 1.05018 | 0.00000 | 0.00000 | -531.34 | 7364.19 |
| 23 | 2009.12.08 13:00 | buy | 12 | 1.00 | 1.05509 | 0.00000 | 0.00000 | ||
| 24 | 2009.12.09 04:00 | close | 12 | 1.00 | 1.06191 | 0.00000 | 0.00000 | 641.21 | 8005.39 |
| 25 | 2009.12.09 08:00 | buy | 13 | 1.00 | 1.06528 | 0.00000 | 0.00000 | ||
| 26 | 2009.12.09 09:00 | close | 13 | 1.00 | 1.06323 | 0.00000 | 0.00000 | -192.81 | 7812.58 |
| 27 | 2009.12.09 17:00 | sell | 14 | 1.00 | 1.05478 | 0.00000 | 0.00000 | ||
| 28 | 2009.12.10 06:00 | close | 14 | 1.00 | 1.05694 | 0.00000 | 0.00000 | -204.64 | 7607.94 |
| 29 | 2009.12.10 07:00 | buy | 15 | 1.00 | 1.05790 | 0.00000 | 0.00000 | ||
| 30 | 2009.12.10 11:00 | close | 15 | 1.00 | 1.05451 | 0.00000 | 0.00000 | -321.48 | 7286.46 |
| 31 | 2009.12.10 12:00 | sell | 16 | 1.00 | 1.05119 | 0.00000 | 0.00000 | ||
| 32 | 2009.12.10 19:00 | close | 16 | 1.00 | 1.05407 | 0.00000 | 0.00000 | -273.23 | 7013.23 |
| 33 | 2009.12.11 11:00 | sell | 17 | 1.00 | 1.05011 | 0.00000 | 0.00000 | ||
| 34 | 2009.12.11 16:00 | close | 17 | 1.00 | 1.05312 | 0.00000 | 0.00000 | -285.82 | 6727.41 |
| 35 | 2009.12.11 17:00 | buy | 18 | 1.00 | 1.05546 | 0.00000 | 0.00000 | ||
| 36 | 2009.12.14 07:00 | close | 18 | 1.00 | 1.05736 | 0.00000 | 0.00000 | 178.66 | 6906.07 |
| 37 | 2009.12.14 10:00 | buy | 19 | 1.00 | 1.06220 | 0.00000 | 0.00000 | ||
| 38 | 2009.12.14 17:00 | close | 19 | 1.00 | 1.06083 | 0.00000 | 0.00000 | -129.14 | 6776.93 |
| 39 | 2009.12.14 19:00 | sell | 20 | 1.00 | 1.05763 | 0.00000 | 0.00000 | ||
| 40 | 2009.12.15 09:00 | close | 20 | 1.00 | 1.05979 | 0.00000 | 0.00000 | -203.90 | 6573.02 |
| 41 | 2009.12.15 10:00 | buy | 21 | 1.00 | 1.06256 | 0.00000 | 0.00000 | ||
| 42 | 2009.12.15 17:00 | close | 21 | 1.00 | 1.05977 | 0.00000 | 0.00000 | -263.26 | 6309.76 |
| 43 | 2009.12.16 09:00 | buy | 22 | 1.00 | 1.06259 | 0.00000 | 0.00000 | ||
| 44 | 2009.12.16 10:00 | close | 22 | 1.00 | 1.05972 | 0.00000 | 0.00000 | -270.83 | 6038.93 |
| 45 | 2009.12.16 11:00 | sell | 23 | 1.00 | 1.05894 | 0.00000 | 0.00000 | ||
| 46 | 2009.12.16 12:00 | close | 23 | 1.00 | 1.06250 | 0.00000 | 0.00000 | -335.06 | 5703.87 |
| 47 | 2009.12.16 14:00 | sell | 24 | 1.00 | 1.05899 | 0.00000 | 0.00000 | ||
| 48 | 2009.12.16 21:00 | close | 24 | 1.00 | 1.06355 | 0.00000 | 0.00000 | -428.75 | 5275.12 |
| 49 | 2009.12.17 01:00 | buy | 25 | 1.00 | 1.06256 | 0.00000 | 0.00000 | ||
| 50 | 2009.12.17 17:00 | close | 25 | 1.00 | 1.06908 | 0.00000 | 0.00000 | 609.87 | 5884.99 |
| 51 | 2009.12.18 04:00 | sell | 26 | 1.00 | 1.06684 | 0.00000 | 0.00000 | ||
| 52 | 2009.12.18 17:00 | close | 26 | 1.00 | 1.06796 | 0.00000 | 0.00000 | -104.87 | 5780.12 |
| 53 | 2009.12.21 02:00 | buy | 27 | 1.00 | 1.06812 | 0.00000 | 0.00000 | ||
| 54 | 2009.12.21 05:00 | close | 27 | 1.00 | 1.06616 | 0.00000 | 0.00000 | -183.84 | 5596.28 |
| 55 | 2009.12.21 09:00 | buy | 28 | 1.00 | 1.06864 | 0.00000 | 0.00000 | ||
| 56 | 2009.12.21 11:00 | close | 28 | 1.00 | 1.06524 | 0.00000 | 0.00000 | -319.18 | 5277.10 |
| 57 | 2009.12.21 12:00 | sell | 29 | 1.00 | 1.06281 | 0.00000 | 0.00000 | ||
| 58 | 2009.12.21 20:00 | close | 29 | 1.00 | 1.06253 | 0.00000 | 0.00000 | 26.35 | 5303.45 |
| 59 | 2009.12.22 08:00 | sell | 30 | 1.00 | 1.06074 | 0.00000 | 0.00000 | ||
| 60 | 2009.12.22 17:00 | close | 30 | 1.00 | 1.06072 | 0.00000 | 0.00000 | 1.89 | 5305.34 |
| 61 | 2009.12.22 18:00 | sell | 31 | 1.00 | 1.05524 | 0.00000 | 0.00000 | ||
| 62 | 2009.12.22 22:00 | close | 31 | 1.00 | 1.05856 | 0.00000 | 0.00000 | -313.63 | 4991.71 |
| 63 | 2009.12.23 10:00 | sell | 32 | 1.00 | 1.05561 | 0.00000 | 0.00000 | ||
| 64 | 2009.12.24 06:00 | close | 32 | 1.00 | 1.04958 | 0.00000 | 0.00000 | 574.24 | 5565.95 |
| 65 | 2009.12.24 09:00 | sell | 33 | 1.00 | 1.04738 | 0.00000 | 0.00000 | ||
| 66 | 2009.12.24 15:00 | close | 33 | 1.00 | 1.04902 | 0.00000 | 0.00000 | -156.34 | 5409.61 |
| 67 | 2009.12.28 04:00 | sell | 34 | 1.00 | 1.04630 | 0.00000 | 0.00000 | ||
| 68 | 2009.12.28 09:00 | close | 34 | 1.00 | 1.04982 | 0.00000 | 0.00000 | -335.30 | 5074.31 |
| 69 | 2009.12.28 14:00 | sell | 35 | 1.00 | 1.04647 | 0.00000 | 0.00000 | ||
| 70 | 2009.12.29 03:00 | close | 35 | 1.00 | 1.04434 | 0.00000 | 0.00000 | 203.87 | 5278.18 |
| 71 | 2009.12.29 09:00 | sell | 36 | 1.00 | 1.04177 | 0.00000 | 0.00000 | ||
| 72 | 2009.12.29 17:00 | close | 36 | 1.00 | 1.04217 | 0.00000 | 0.00000 | -38.38 | 5239.80 |
| 73 | 2009.12.29 22:00 | buy | 37 | 1.00 | 1.04434 | 0.00000 | 0.00000 | ||
| 74 | 2009.12.31 03:00 | close | 37 | 1.00 | 1.05143 | 0.00000 | 0.00000 | 670.18 | 5909.98 |
| 75 | 2009.12.31 08:00 | sell | 38 | 1.00 | 1.04964 | 0.00000 | 0.00000 | ||
| 76 | 2009.12.31 18:57 | close at stop | 38 | 1.00 | 1.04709 | 0.00000 | 0.00000 | 243.53 | 6153.51 |