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=2222; AccountIsMini=false; MoneyManagement=false; TradeSizePercent=5; Lots=3; MaxLots=100; FastMA_Mode=1; FastMA_Period=5; FastMA_Shift=0; FastMA_AppliedPrice=0; SlowMA_Mode=1; SlowMA_Period=12; SlowMA_Shift=0; SlowMA_AppliedPrice=0; Fast_SlowSpreadEntry=0; Fast_SlowSpreadExit=0; SignalCandle=1; StopLoss=250; UseTrailingStop=false; TrailingStopType=3; TrailingStop=40; FirstMove=20; FirstStopLoss=15; SecondMove=30; SecondStopLoss=20; ThirdMove=40; TrailingStop3=20; TakeProfit=0; Margincutoff=800; Slippage=10; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -9778.58 | Gross profit | 6593.41 | Gross loss | -16371.99 |
| Profit factor | 0.40 | Expected payoff | -305.58 | ||
| Absolute drawdown | 9778.58 | Maximal drawdown | 12159.03 (98.21%) | Relative drawdown | 98.21% (12159.03) |
| Total trades | 32 | Short positions (won %) | 14 (7.14%) | Long positions (won %) | 18 (27.78%) |
| Profit trades (% of total) | 6 (18.75%) | Loss trades (% of total) | 26 (81.25%) | ||
| Largest | profit trade | 2141.03 | loss trade | -717.65 | |
| Average | profit trade | 1098.90 | loss trade | -629.69 | |
| Maximum | consecutive wins (profit in money) | 2 (969.77) | consecutive losses (loss in money) | 11 (-7239.88) | |
| Maximal | consecutive profit (count of wins) | 2141.03 (1) | consecutive loss (count of losses) | -7239.88 (11) | |
| Average | consecutive wins | 1 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.02 03:00 | buy | 1 | 3.00 | 1.04644 | 1.04394 | 0.00000 | ||
| 2 | 2009.12.02 04:00 | close | 1 | 3.00 | 1.04496 | 1.04394 | 0.00000 | -424.90 | 9575.10 |
| 3 | 2009.12.02 04:00 | sell | 2 | 3.00 | 1.04496 | 1.04746 | 0.00000 | ||
| 4 | 2009.12.02 14:45 | s/l | 2 | 3.00 | 1.04746 | 1.04746 | 0.00000 | -715.97 | 8859.13 |
| 5 | 2009.12.02 15:00 | buy | 3 | 3.00 | 1.04793 | 1.04543 | 0.00000 | ||
| 6 | 2009.12.02 15:32 | s/l | 3 | 3.00 | 1.04543 | 1.04543 | 0.00000 | -717.65 | 8141.48 |
| 7 | 2009.12.02 15:32 | buy | 4 | 3.00 | 1.04527 | 1.04277 | 0.00000 | ||
| 8 | 2009.12.03 09:00 | close | 4 | 3.00 | 1.04633 | 1.04277 | 0.00000 | 298.84 | 8440.32 |
| 9 | 2009.12.03 09:00 | sell | 5 | 3.00 | 1.04633 | 1.04883 | 0.00000 | ||
| 10 | 2009.12.03 10:15 | s/l | 5 | 3.00 | 1.04883 | 1.04883 | 0.00000 | -714.84 | 7725.48 |
| 11 | 2009.12.03 12:00 | buy | 6 | 3.00 | 1.04975 | 1.04725 | 0.00000 | ||
| 12 | 2009.12.04 10:00 | close | 6 | 3.00 | 1.05473 | 1.04725 | 0.00000 | 1414.79 | 9140.27 |
| 13 | 2009.12.04 10:00 | sell | 7 | 3.00 | 1.05473 | 1.05723 | 0.00000 | ||
| 14 | 2009.12.04 19:50 | s/l | 7 | 3.00 | 1.05723 | 1.05723 | 0.00000 | -709.24 | 8431.03 |
| 15 | 2009.12.04 20:00 | buy | 8 | 3.00 | 1.05713 | 1.05463 | 0.00000 | ||
| 16 | 2009.12.07 01:45 | s/l | 8 | 3.00 | 1.05463 | 1.05463 | 0.00000 | -713.08 | 7717.95 |
| 17 | 2009.12.07 08:00 | sell | 9 | 3.00 | 1.05404 | 1.05654 | 0.00000 | ||
| 18 | 2009.12.07 08:20 | s/l | 9 | 3.00 | 1.05654 | 1.05654 | 0.00000 | -709.74 | 7008.21 |
| 19 | 2009.12.07 08:20 | sell | 10 | 3.00 | 1.05653 | 1.05903 | 0.00000 | ||
| 20 | 2009.12.07 09:16 | s/l | 10 | 3.00 | 1.05903 | 1.05903 | 0.00000 | -707.97 | 6300.24 |
| 21 | 2009.12.07 10:00 | buy | 11 | 3.00 | 1.06406 | 1.06156 | 0.00000 | ||
| 22 | 2009.12.07 10:20 | s/l | 11 | 3.00 | 1.06156 | 1.06156 | 0.00000 | -707.20 | 5593.04 |
| 23 | 2009.12.07 10:20 | buy | 12 | 3.00 | 1.06070 | 1.05820 | 0.00000 | ||
| 24 | 2009.12.07 13:50 | s/l | 12 | 3.00 | 1.05820 | 1.05820 | 0.00000 | -708.81 | 4884.23 |
| 25 | 2009.12.07 16:00 | sell | 13 | 3.00 | 1.05485 | 1.05735 | 0.00000 | ||
| 26 | 2009.12.08 09:00 | close | 13 | 3.00 | 1.05531 | 1.05735 | 0.00000 | -132.46 | 4751.77 |
| 27 | 2009.12.08 09:00 | buy | 14 | 3.00 | 1.05531 | 1.05281 | 0.00000 | ||
| 28 | 2009.12.08 09:26 | s/l | 14 | 3.00 | 1.05281 | 1.05281 | 0.00000 | -712.42 | 4039.35 |
| 29 | 2009.12.08 09:26 | buy | 15 | 3.00 | 1.05293 | 1.05043 | 0.00000 | ||
| 30 | 2009.12.08 10:20 | s/l | 15 | 3.00 | 1.05043 | 1.05043 | 0.00000 | -713.99 | 3325.36 |
| 31 | 2009.12.08 11:00 | sell | 16 | 3.00 | 1.05018 | 1.05268 | 0.00000 | ||
| 32 | 2009.12.08 12:15 | s/l | 16 | 3.00 | 1.05268 | 1.05268 | 0.00000 | -712.11 | 2613.25 |
| 33 | 2009.12.08 13:00 | buy | 17 | 3.00 | 1.05464 | 1.05214 | 0.00000 | ||
| 34 | 2009.12.08 13:20 | s/l | 17 | 3.00 | 1.05214 | 1.05214 | 0.00000 | -712.86 | 1900.39 |
| 35 | 2009.12.08 13:20 | buy | 18 | 3.00 | 1.05230 | 1.04980 | 0.00000 | ||
| 36 | 2009.12.09 12:00 | close | 18 | 3.00 | 1.05987 | 1.04980 | 0.00000 | 2141.03 | 4041.42 |
| 37 | 2009.12.09 12:00 | sell | 19 | 3.00 | 1.05987 | 1.06237 | 0.00000 | ||
| 38 | 2009.12.09 15:15 | s/l | 19 | 3.00 | 1.06237 | 1.06237 | 0.00000 | -705.86 | 3335.56 |
| 39 | 2009.12.10 07:00 | buy | 20 | 3.00 | 1.05745 | 1.05495 | 0.00000 | ||
| 40 | 2009.12.10 08:00 | close | 20 | 3.00 | 1.05532 | 1.05495 | 0.00000 | -605.50 | 2730.06 |
| 41 | 2009.12.10 08:00 | sell | 21 | 3.00 | 1.05532 | 1.05782 | 0.00000 | ||
| 42 | 2009.12.10 09:00 | close | 21 | 3.00 | 1.05691 | 1.05782 | 0.00000 | -451.32 | 2278.74 |
| 43 | 2009.12.10 09:00 | buy | 22 | 3.00 | 1.05691 | 1.05441 | 0.00000 | ||
| 44 | 2009.12.10 09:50 | s/l | 22 | 3.00 | 1.05441 | 1.05441 | 0.00000 | -711.53 | 1567.21 |
| 45 | 2009.12.10 09:50 | buy | 23 | 3.00 | 1.05426 | 1.05176 | 0.00000 | ||
| 46 | 2009.12.10 10:00 | close | 23 | 3.00 | 1.05506 | 1.05176 | 0.00000 | 227.48 | 1794.69 |
| 47 | 2009.12.10 10:00 | sell | 24 | 3.00 | 1.05506 | 1.05756 | 0.00000 | ||
| 48 | 2009.12.11 08:00 | close | 24 | 3.00 | 1.05245 | 1.05756 | 0.00000 | 742.29 | 2536.97 |
| 49 | 2009.12.11 08:00 | buy | 25 | 3.00 | 1.05245 | 1.04995 | 0.00000 | ||
| 50 | 2009.12.11 10:00 | close | 25 | 3.00 | 1.05111 | 1.04995 | 0.00000 | -382.45 | 2154.52 |
| 51 | 2009.12.11 10:00 | sell | 26 | 3.00 | 1.05111 | 1.05361 | 0.00000 | ||
| 52 | 2009.12.11 15:32 | s/l | 26 | 3.00 | 1.05361 | 1.05361 | 0.00000 | -711.52 | 1443.00 |
| 53 | 2009.12.11 16:00 | buy | 27 | 3.00 | 1.05267 | 1.05017 | 0.00000 | ||
| 54 | 2009.12.14 18:00 | close | 27 | 3.00 | 1.05892 | 1.05017 | 0.00000 | 1768.98 | 3211.98 |
| 55 | 2009.12.14 18:00 | sell | 28 | 3.00 | 1.05892 | 1.06142 | 0.00000 | ||
| 56 | 2009.12.15 09:20 | s/l | 28 | 3.00 | 1.06142 | 1.06142 | 0.00000 | -707.89 | 2504.09 |
| 57 | 2009.12.15 10:00 | buy | 29 | 3.00 | 1.06211 | 1.05961 | 0.00000 | ||
| 58 | 2009.12.15 15:15 | s/l | 29 | 3.00 | 1.05961 | 1.05961 | 0.00000 | -708.10 | 1795.99 |
| 59 | 2009.12.16 00:00 | sell | 30 | 3.00 | 1.06069 | 1.06319 | 0.00000 | ||
| 60 | 2009.12.16 07:00 | close | 30 | 3.00 | 1.06174 | 1.06319 | 0.00000 | -296.68 | 1499.31 |
| 61 | 2009.12.16 07:00 | buy | 31 | 3.00 | 1.06174 | 1.05924 | 0.00000 | ||
| 62 | 2009.12.16 10:00 | close | 31 | 3.00 | 1.05972 | 1.05924 | 0.00000 | -571.85 | 927.46 |
| 63 | 2009.12.16 10:00 | sell | 32 | 3.00 | 1.05972 | 1.06222 | 0.00000 | ||
| 64 | 2009.12.16 11:40 | s/l | 32 | 3.00 | 1.06222 | 1.06222 | 0.00000 | -706.04 | 221.42 |