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=3; StopLossMode=false; StopLoss=0; TakeProfitMode=false; TakeProfit=0; TrailingStopMode=false; TrailingStop=0; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -2675.08 | Gross profit | 3601.92 | Gross loss | -6277.00 |
| Profit factor | 0.57 | Expected payoff | -66.88 | ||
| Absolute drawdown | 3483.41 | Maximal drawdown | 4232.09 (39.37%) | Relative drawdown | 39.37% (4232.09) |
| Total trades | 40 | Short positions (won %) | 21 (33.33%) | Long positions (won %) | 19 (31.58%) |
| Profit trades (% of total) | 13 (32.50%) | Loss trades (% of total) | 27 (67.50%) | ||
| Largest | profit trade | 637.52 | loss trade | -830.94 | |
| Average | profit trade | 277.07 | loss trade | -232.48 | |
| Maximum | consecutive wins (profit in money) | 2 (436.93) | consecutive losses (loss in money) | 5 (-1240.41) | |
| Maximal | consecutive profit (count of wins) | 637.52 (1) | consecutive loss (count of losses) | -1632.08 (3) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | 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 03:00 | close | 1 | 1.00 | 1.05640 | 0.00000 | 0.00000 | -235.71 | 9764.29 |
| 3 | 2009.12.01 04:00 | sell | 2 | 1.00 | 1.05467 | 0.00000 | 0.00000 | ||
| 4 | 2009.12.01 07:00 | close | 2 | 1.00 | 1.05581 | 0.00000 | 0.00000 | -107.97 | 9656.32 |
| 5 | 2009.12.01 09:00 | sell | 3 | 1.00 | 1.05224 | 0.00000 | 0.00000 | ||
| 6 | 2009.12.01 22:00 | close | 3 | 1.00 | 1.04697 | 0.00000 | 0.00000 | 503.36 | 10159.68 |
| 7 | 2009.12.02 19:00 | buy | 4 | 1.00 | 1.04965 | 0.00000 | 0.00000 | ||
| 8 | 2009.12.03 01:00 | close | 4 | 1.00 | 1.04918 | 0.00000 | 0.00000 | -47.90 | 10111.78 |
| 9 | 2009.12.03 07:00 | buy | 5 | 1.00 | 1.05128 | 0.00000 | 0.00000 | ||
| 10 | 2009.12.03 08:00 | close | 5 | 1.00 | 1.04819 | 0.00000 | 0.00000 | -294.79 | 9816.99 |
| 11 | 2009.12.03 15:00 | buy | 6 | 1.00 | 1.05473 | 0.00000 | 0.00000 | ||
| 12 | 2009.12.03 20:00 | close | 6 | 1.00 | 1.05214 | 0.00000 | 0.00000 | -246.16 | 9570.83 |
| 13 | 2009.12.03 22:00 | buy | 7 | 1.00 | 1.05497 | 0.00000 | 0.00000 | ||
| 14 | 2009.12.04 08:00 | close | 7 | 1.00 | 1.05529 | 0.00000 | 0.00000 | 29.29 | 9600.11 |
| 15 | 2009.12.04 14:00 | sell | 8 | 1.00 | 1.04658 | 0.00000 | 0.00000 | ||
| 16 | 2009.12.04 18:00 | close | 8 | 1.00 | 1.05178 | 0.00000 | 0.00000 | -494.40 | 9105.71 |
| 17 | 2009.12.07 10:00 | buy | 9 | 1.00 | 1.06420 | 0.00000 | 0.00000 | ||
| 18 | 2009.12.07 15:00 | close | 9 | 1.00 | 1.05543 | 0.00000 | 0.00000 | -830.94 | 8274.77 |
| 19 | 2009.12.07 19:00 | sell | 10 | 1.00 | 1.04978 | 0.00000 | 0.00000 | ||
| 20 | 2009.12.07 21:00 | close | 10 | 1.00 | 1.05301 | 0.00000 | 0.00000 | -306.74 | 7968.03 |
| 21 | 2009.12.08 00:00 | sell | 11 | 1.00 | 1.05128 | 0.00000 | 0.00000 | ||
| 22 | 2009.12.08 04:00 | close | 11 | 1.00 | 1.05103 | 0.00000 | 0.00000 | 23.79 | 7991.82 |
| 23 | 2009.12.08 10:00 | buy | 12 | 1.00 | 1.05264 | 0.00000 | 0.00000 | ||
| 24 | 2009.12.08 11:00 | close | 12 | 1.00 | 1.05018 | 0.00000 | 0.00000 | -234.25 | 7757.57 |
| 25 | 2009.12.08 13:00 | buy | 13 | 1.00 | 1.05478 | 0.00000 | 0.00000 | ||
| 26 | 2009.12.09 05:00 | close | 13 | 1.00 | 1.06143 | 0.00000 | 0.00000 | 625.48 | 8383.05 |
| 27 | 2009.12.09 08:00 | buy | 14 | 1.00 | 1.06497 | 0.00000 | 0.00000 | ||
| 28 | 2009.12.09 10:00 | close | 14 | 1.00 | 1.06207 | 0.00000 | 0.00000 | -273.05 | 8110.00 |
| 29 | 2009.12.10 02:00 | sell | 15 | 1.00 | 1.05357 | 0.00000 | 0.00000 | ||
| 30 | 2009.12.10 05:00 | close | 15 | 1.00 | 1.05574 | 0.00000 | 0.00000 | -205.54 | 7904.46 |
| 31 | 2009.12.10 09:00 | sell | 16 | 1.00 | 1.05672 | 0.00000 | 0.00000 | ||
| 32 | 2009.12.10 10:00 | close | 16 | 1.00 | 1.05539 | 0.00000 | 0.00000 | 126.02 | 8030.48 |
| 33 | 2009.12.10 12:00 | sell | 17 | 1.00 | 1.05119 | 0.00000 | 0.00000 | ||
| 34 | 2009.12.10 17:00 | close | 17 | 1.00 | 1.05201 | 0.00000 | 0.00000 | -77.95 | 7952.53 |
| 35 | 2009.12.11 14:00 | sell | 18 | 1.00 | 1.04922 | 0.00000 | 0.00000 | ||
| 36 | 2009.12.11 16:00 | close | 18 | 1.00 | 1.05281 | 0.00000 | 0.00000 | -340.99 | 7611.54 |
| 37 | 2009.12.11 17:00 | buy | 19 | 1.00 | 1.05515 | 0.00000 | 0.00000 | ||
| 38 | 2009.12.14 06:00 | close | 19 | 1.00 | 1.05931 | 0.00000 | 0.00000 | 391.68 | 8003.22 |
| 39 | 2009.12.14 09:00 | buy | 20 | 1.00 | 1.06035 | 0.00000 | 0.00000 | ||
| 40 | 2009.12.14 17:00 | close | 20 | 1.00 | 1.06083 | 0.00000 | 0.00000 | 45.25 | 8048.47 |
| 41 | 2009.12.15 06:00 | sell | 21 | 1.00 | 1.05559 | 0.00000 | 0.00000 | ||
| 42 | 2009.12.15 09:00 | close | 21 | 1.00 | 1.05948 | 0.00000 | 0.00000 | -367.16 | 7681.31 |
| 43 | 2009.12.15 10:00 | buy | 22 | 1.00 | 1.06225 | 0.00000 | 0.00000 | ||
| 44 | 2009.12.15 15:00 | close | 22 | 1.00 | 1.06083 | 0.00000 | 0.00000 | -133.86 | 7547.45 |
| 45 | 2009.12.16 07:00 | buy | 23 | 1.00 | 1.06188 | 0.00000 | 0.00000 | ||
| 46 | 2009.12.16 11:00 | close | 23 | 1.00 | 1.05894 | 0.00000 | 0.00000 | -277.64 | 7269.81 |
| 47 | 2009.12.16 12:00 | buy | 24 | 1.00 | 1.06219 | 0.00000 | 0.00000 | ||
| 48 | 2009.12.16 14:00 | close | 24 | 1.00 | 1.05899 | 0.00000 | 0.00000 | -302.17 | 6967.64 |
| 49 | 2009.12.16 15:00 | buy | 25 | 1.00 | 1.06073 | 0.00000 | 0.00000 | ||
| 50 | 2009.12.16 16:00 | close | 25 | 1.00 | 1.05904 | 0.00000 | 0.00000 | -159.58 | 6808.06 |
| 51 | 2009.12.16 21:00 | buy | 26 | 1.00 | 1.06324 | 0.00000 | 0.00000 | ||
| 52 | 2009.12.17 16:00 | close | 26 | 1.00 | 1.07002 | 0.00000 | 0.00000 | 630.53 | 7438.58 |
| 53 | 2009.12.21 05:00 | sell | 27 | 1.00 | 1.06616 | 0.00000 | 0.00000 | ||
| 54 | 2009.12.21 07:00 | close | 27 | 1.00 | 1.06725 | 0.00000 | 0.00000 | -102.13 | 7336.45 |
| 55 | 2009.12.21 10:00 | buy | 28 | 1.00 | 1.06971 | 0.00000 | 0.00000 | ||
| 56 | 2009.12.21 11:00 | close | 28 | 1.00 | 1.06524 | 0.00000 | 0.00000 | -419.62 | 6916.83 |
| 57 | 2009.12.21 12:00 | sell | 29 | 1.00 | 1.06281 | 0.00000 | 0.00000 | ||
| 58 | 2009.12.21 18:00 | close | 29 | 1.00 | 1.05932 | 0.00000 | 0.00000 | 329.46 | 7246.29 |
| 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 | 1.06041 | 0.00000 | 0.00000 | 31.12 | 7277.41 |
| 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 | 1.05825 | 0.00000 | 0.00000 | -284.43 | 6992.98 |
| 63 | 2009.12.23 10:00 | sell | 32 | 1.00 | 1.05561 | 0.00000 | 0.00000 | ||
| 64 | 2009.12.24 00:00 | close | 32 | 1.00 | 1.04892 | 0.00000 | 0.00000 | 637.52 | 7630.50 |
| 65 | 2009.12.24 09:00 | sell | 33 | 1.00 | 1.04738 | 0.00000 | 0.00000 | ||
| 66 | 2009.12.24 10:00 | close | 33 | 1.00 | 1.04823 | 0.00000 | 0.00000 | -81.09 | 7549.41 |
| 67 | 2009.12.24 12:00 | sell | 34 | 1.00 | 1.04703 | 0.00000 | 0.00000 | ||
| 68 | 2009.12.24 15:00 | close | 34 | 1.00 | 1.04871 | 0.00000 | 0.00000 | -160.20 | 7389.21 |
| 69 | 2009.12.28 07:00 | sell | 35 | 1.00 | 1.04650 | 0.00000 | 0.00000 | ||
| 70 | 2009.12.28 08:00 | close | 35 | 1.00 | 1.04698 | 0.00000 | 0.00000 | -45.85 | 7343.36 |
| 71 | 2009.12.28 15:00 | sell | 36 | 1.00 | 1.04523 | 0.00000 | 0.00000 | ||
| 72 | 2009.12.29 03:00 | close | 36 | 1.00 | 1.04403 | 0.00000 | 0.00000 | 114.85 | 7458.21 |
| 73 | 2009.12.29 09:00 | sell | 37 | 1.00 | 1.04177 | 0.00000 | 0.00000 | ||
| 74 | 2009.12.29 17:00 | close | 37 | 1.00 | 1.04186 | 0.00000 | 0.00000 | -8.64 | 7449.57 |
| 75 | 2009.12.30 03:00 | buy | 38 | 1.00 | 1.04647 | 0.00000 | 0.00000 | ||
| 76 | 2009.12.30 09:00 | close | 38 | 1.00 | 1.04766 | 0.00000 | 0.00000 | 113.59 | 7563.16 |
| 77 | 2009.12.30 16:00 | buy | 39 | 1.00 | 1.05360 | 0.00000 | 0.00000 | ||
| 78 | 2009.12.31 02:00 | close | 39 | 1.00 | 1.05358 | 0.00000 | 0.00000 | -5.00 | 7558.16 |
| 79 | 2009.12.31 17:00 | buy | 40 | 1.00 | 1.04858 | 0.00000 | 0.00000 | ||
| 80 | 2009.12.31 18:00 | close | 40 | 1.00 | 1.04614 | 0.00000 | 0.00000 | -233.24 | 7324.92 |