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 | mn=818; tp=2000; sl=1000; TrailingStop=300; lots=0.1; Risk=0.005; multilot=0; closeby=false; sh2=3; sh3=3; sh4=3; sh5=3; per_rsi=3; sars1=0.02; sars2=0.03; | ||||
Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 131.97 | Gross profit | 517.45 | Gross loss | -385.48 |
Profit factor | 1.34 | Expected payoff | 11.00 | ||
Absolute drawdown | 149.75 | Maximal drawdown | 230.08 (2.23%) | Relative drawdown | 2.23% (230.08) |
Total trades | 12 | Short positions (won %) | 5 (80.00%) | Long positions (won %) | 7 (57.14%) |
Profit trades (% of total) | 8 (66.67%) | Loss trades (% of total) | 4 (33.33%) | ||
Largest | profit trade | 125.15 | loss trade | -97.99 | |
Average | profit trade | 64.68 | loss trade | -96.37 | |
Maximum | consecutive wins (profit in money) | 5 (333.83) | consecutive losses (loss in money) | 2 (-194.55) | |
Maximal | consecutive profit (count of wins) | 333.83 (5) | consecutive loss (count of losses) | -194.55 (2) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 00:00 | buy | 1 | 0.10 | 1.05607 | 1.04597 | 1.07597 | ||
2 | 2009.12.01 10:10 | s/l | 1 | 0.10 | 1.04597 | 1.04597 | 1.07597 | -96.60 | 9903.40 |
3 | 2009.12.01 14:00 | buy | 2 | 0.10 | 1.04607 | 1.03597 | 1.06597 | ||
4 | 2009.12.03 15:00 | modify | 2 | 0.10 | 1.04607 | 1.05140 | 1.06597 | ||
5 | 2009.12.03 16:00 | modify | 2 | 0.10 | 1.04607 | 1.05246 | 1.06597 | ||
6 | 2009.12.03 17:15 | s/l | 2 | 0.10 | 1.05246 | 1.05246 | 1.06597 | 60.32 | 9963.72 |
7 | 2009.12.07 01:00 | sell | 3 | 0.10 | 1.05600 | 1.06610 | 1.03610 | ||
8 | 2009.12.07 19:00 | modify | 3 | 0.10 | 1.05600 | 1.05288 | 1.03610 | ||
9 | 2009.12.07 20:45 | s/l | 3 | 0.10 | 1.05288 | 1.05288 | 1.03610 | 29.63 | 9993.35 |
10 | 2009.12.08 05:00 | buy | 4 | 0.10 | 1.05052 | 1.04042 | 1.07042 | ||
11 | 2009.12.08 15:00 | modify | 4 | 0.10 | 1.05052 | 1.05409 | 1.07042 | ||
12 | 2009.12.08 16:00 | modify | 4 | 0.10 | 1.05052 | 1.05646 | 1.07042 | ||
13 | 2009.12.08 17:00 | modify | 4 | 0.10 | 1.05052 | 1.05718 | 1.07042 | ||
14 | 2009.12.08 19:00 | modify | 4 | 0.10 | 1.05052 | 1.05859 | 1.07042 | ||
15 | 2009.12.08 20:00 | modify | 4 | 0.10 | 1.05052 | 1.06115 | 1.07042 | ||
16 | 2009.12.08 21:00 | modify | 4 | 0.10 | 1.05052 | 1.06383 | 1.07042 | ||
17 | 2009.12.08 21:50 | s/l | 4 | 0.10 | 1.06383 | 1.06383 | 1.07042 | 125.15 | 10118.50 |
18 | 2009.12.09 03:00 | sell | 5 | 0.10 | 1.06296 | 1.07306 | 1.04306 | ||
19 | 2009.12.09 17:00 | modify | 5 | 0.10 | 1.06296 | 1.05788 | 1.04306 | ||
20 | 2009.12.09 19:16 | s/l | 5 | 0.10 | 1.05788 | 1.05788 | 1.04306 | 48.02 | 10166.52 |
21 | 2009.12.10 00:00 | buy | 6 | 0.10 | 1.05491 | 1.04481 | 1.07481 | ||
22 | 2009.12.14 10:00 | modify | 6 | 0.10 | 1.05491 | 1.05856 | 1.07481 | ||
23 | 2009.12.14 11:00 | modify | 6 | 0.10 | 1.05491 | 1.05918 | 1.07481 | ||
24 | 2009.12.14 12:00 | modify | 6 | 0.10 | 1.05491 | 1.06149 | 1.07481 | ||
25 | 2009.12.14 13:00 | modify | 6 | 0.10 | 1.05491 | 1.06182 | 1.07481 | ||
26 | 2009.12.14 15:00 | modify | 6 | 0.10 | 1.05491 | 1.06244 | 1.07481 | ||
27 | 2009.12.14 15:50 | s/l | 6 | 0.10 | 1.06244 | 1.06244 | 1.07481 | 70.71 | 10237.23 |
28 | 2009.12.14 17:00 | sell | 7 | 0.10 | 1.06083 | 1.07093 | 1.04093 | ||
29 | 2009.12.17 10:50 | s/l | 7 | 0.10 | 1.07093 | 1.07093 | 1.04093 | -94.33 | 10142.90 |
30 | 2009.12.18 03:00 | sell | 8 | 0.10 | 1.06902 | 1.07912 | 1.04912 | ||
31 | 2009.12.21 12:00 | modify | 8 | 0.10 | 1.06902 | 1.06591 | 1.04912 | ||
32 | 2009.12.21 13:00 | modify | 8 | 0.10 | 1.06902 | 1.06395 | 1.04912 | ||
33 | 2009.12.21 14:00 | modify | 8 | 0.10 | 1.06902 | 1.05904 | 1.04912 | ||
34 | 2009.12.21 15:00 | modify | 8 | 0.10 | 1.06902 | 1.05869 | 1.04912 | ||
35 | 2009.12.21 16:00 | modify | 8 | 0.10 | 1.06902 | 1.05832 | 1.04912 | ||
36 | 2009.12.21 16:50 | s/l | 8 | 0.10 | 1.05832 | 1.05832 | 1.04912 | 101.06 | 10243.96 |
37 | 2009.12.21 22:00 | sell | 9 | 0.10 | 1.06124 | 1.07134 | 1.04134 | ||
38 | 2009.12.22 20:00 | modify | 9 | 0.10 | 1.06124 | 1.05755 | 1.04134 | ||
39 | 2009.12.22 21:45 | s/l | 9 | 0.10 | 1.05755 | 1.05755 | 1.04134 | 34.87 | 10278.83 |
40 | 2009.12.22 23:00 | buy | 10 | 0.10 | 1.05745 | 1.04735 | 1.07735 | ||
41 | 2009.12.23 17:50 | s/l | 10 | 0.10 | 1.04735 | 1.04735 | 1.07735 | -96.56 | 10182.27 |
42 | 2009.12.23 21:00 | buy | 11 | 0.10 | 1.04794 | 1.03784 | 1.06784 | ||
43 | 2009.12.29 12:50 | s/l | 11 | 0.10 | 1.03784 | 1.03784 | 1.06784 | -97.99 | 10084.28 |
44 | 2009.12.30 12:00 | buy | 12 | 0.10 | 1.04735 | 1.03725 | 1.06725 | ||
45 | 2009.12.30 19:00 | modify | 12 | 0.10 | 1.04735 | 1.05185 | 1.06725 | ||
46 | 2009.12.30 21:00 | modify | 12 | 0.10 | 1.04735 | 1.05240 | 1.06725 | ||
47 | 2009.12.31 02:40 | s/l | 12 | 0.10 | 1.05240 | 1.05240 | 1.06725 | 47.69 | 10131.97 |