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 | tp1=700; sl1=2500; Expimin=5555; lots=0.1; Risk=0.05; multilot=1; closeby=false; mn=88; sh2=3; sh3=3; sh4=3; sh5=3; levelb=3; levels=3; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 742.61 | Gross profit | 927.13 | Gross loss | -184.53 |
| Profit factor | 5.02 | Expected payoff | 49.51 | ||
| Absolute drawdown | 20.80 | Maximal drawdown | 310.92 (2.93%) | Relative drawdown | 2.93% (310.92) |
| Total trades | 15 | Short positions (won %) | 9 (88.89%) | Long positions (won %) | 6 (83.33%) |
| Profit trades (% of total) | 13 (86.67%) | Loss trades (% of total) | 2 (13.33%) | ||
| Largest | profit trade | 130.41 | loss trade | -92.33 | |
| Average | profit trade | 71.32 | loss trade | -92.26 | |
| Maximum | consecutive wins (profit in money) | 7 (457.68) | consecutive losses (loss in money) | 1 (-92.33) | |
| Maximal | consecutive profit (count of wins) | 457.68 (7) | consecutive loss (count of losses) | -92.33 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.02 10:00 | buy | 1 | 0.10 | 1.04496 | 1.01986 | 1.05186 | ||
| 2 | 2009.12.03 14:40 | t/p | 1 | 0.10 | 1.05186 | 1.01986 | 1.05186 | 65.28 | 10065.28 |
| 3 | 2009.12.03 20:00 | buy | 2 | 0.10 | 1.05224 | 1.02714 | 1.05914 | ||
| 4 | 2009.12.04 20:50 | t/p | 2 | 0.10 | 1.05914 | 1.02714 | 1.05914 | 65.03 | 10130.31 |
| 5 | 2009.12.07 01:00 | sell | 3 | 0.10 | 1.05600 | 1.08110 | 1.04910 | ||
| 6 | 2009.12.07 18:50 | t/p | 3 | 0.10 | 1.04910 | 1.08110 | 1.04910 | 65.82 | 10196.13 |
| 7 | 2009.12.08 05:00 | buy | 4 | 0.10 | 1.05052 | 1.02542 | 1.05742 | ||
| 8 | 2009.12.08 14:20 | t/p | 4 | 0.10 | 1.05742 | 1.02542 | 1.05742 | 65.23 | 10261.36 |
| 9 | 2009.12.09 03:00 | sell | 5 | 0.10 | 1.06296 | 1.08806 | 1.05606 | ||
| 10 | 2009.12.09 16:50 | t/p | 5 | 0.10 | 1.05606 | 1.08806 | 1.05606 | 65.45 | 10326.81 |
| 11 | 2009.12.09 18:00 | sell | 6 | 0.10 | 1.05500 | 1.08010 | 1.04810 | ||
| 12 | 2009.12.10 14:50 | t/p | 6 | 0.10 | 1.04810 | 1.08010 | 1.04810 | 65.82 | 10392.63 |
| 13 | 2009.12.10 17:00 | buy | 7 | 0.10 | 1.05178 | 1.02668 | 1.05868 | ||
| 14 | 2009.12.11 17:15 | t/p | 7 | 0.10 | 1.05868 | 1.02668 | 1.05868 | 65.06 | 10457.68 |
| 15 | 2009.12.14 00:00 | sell | 8 | 0.10 | 1.06018 | 1.08528 | 1.05328 | ||
| 16 | 2009.12.17 21:00 | close | 8 | 0.10 | 1.07004 | 1.08528 | 1.05328 | -92.20 | 10365.49 |
| 17 | 2009.12.18 03:00 | sell | 9 | 0.20 | 1.06902 | 1.09412 | 1.06212 | ||
| 18 | 2009.12.21 11:50 | t/p | 9 | 0.20 | 1.06212 | 1.09412 | 1.06212 | 130.01 | 10495.50 |
| 19 | 2009.12.21 13:00 | sell | 10 | 0.10 | 1.06085 | 1.08595 | 1.05395 | ||
| 20 | 2009.12.21 15:50 | t/p | 10 | 0.10 | 1.05395 | 1.08595 | 1.05395 | 65.49 | 10560.99 |
| 21 | 2009.12.21 22:00 | sell | 11 | 0.10 | 1.06124 | 1.08634 | 1.05434 | ||
| 22 | 2009.12.22 19:50 | t/p | 11 | 0.10 | 1.05434 | 1.08634 | 1.05434 | 65.45 | 10626.44 |
| 23 | 2009.12.22 23:00 | buy | 12 | 0.10 | 1.05745 | 1.03235 | 1.06435 | ||
| 24 | 2009.12.28 00:00 | close | 12 | 0.10 | 1.04784 | 1.03235 | 1.06435 | -92.33 | 10534.11 |
| 25 | 2009.12.28 03:00 | buy | 13 | 0.20 | 1.04775 | 1.02265 | 1.05465 | ||
| 26 | 2009.12.30 15:40 | t/p | 13 | 0.20 | 1.05465 | 1.02265 | 1.05465 | 130.41 | 10664.52 |
| 27 | 2009.12.31 01:00 | sell | 14 | 0.10 | 1.05476 | 1.07986 | 1.04786 | ||
| 28 | 2009.12.31 09:50 | t/p | 14 | 0.10 | 1.04786 | 1.07986 | 1.04786 | 65.86 | 10730.38 |
| 29 | 2009.12.31 10:00 | sell | 15 | 0.10 | 1.04783 | 1.07293 | 1.04093 | ||
| 30 | 2009.12.31 18:57 | close at stop | 15 | 0.10 | 1.04655 | 1.07293 | 1.04093 | 12.23 | 10742.61 |