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; m0=""Moving"; m1=""0sma,"; FastMA_Mode=1; FastMA_Period=5; FastMA_Shift=0; ap0=""Applied"; ap1=""0close,"; ap2="","; FastMA_AppliedPrice=0; SlowMA_Mode=1; SlowMA_Period=12; SlowMA_Shift=0; SlowMA_AppliedPrice=0; sp0=""How"; sp1="""; Fast_SlowSpreadEntry=0; sp2="""; Fast_SlowSpreadExit=0; SignalCandle=1; StopLoss=250; tsp0=""--Trailing"; tsp1="""; tsp2="""; tsp3="""; UseTrailingStop=false; TrailingStopType=3; ts2=""Settings"; TrailingStop=40; ts3=""Settings"; FirstMove=20; FirstStopLoss=15; SecondMove=30; SecondStopLoss=20; ThirdMove=40; TrailingStop3=20; TakeProfit=0; Slippage=10; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -9617.07 | Gross profit | 1246.69 | Gross loss | -10863.75 |
| Profit factor | 0.11 | Expected payoff | -565.71 | ||
| Absolute drawdown | 9617.07 | Maximal drawdown | 9758.09 (96.22%) | Relative drawdown | 96.22% (9758.09) |
| Total trades | 17 | Short positions (won %) | 7 (0.00%) | Long positions (won %) | 10 (10.00%) |
| Profit trades (% of total) | 1 (5.88%) | Loss trades (% of total) | 16 (94.12%) | ||
| Largest | profit trade | 1246.69 | loss trade | -718.34 | |
| Average | profit trade | 1246.69 | loss trade | -678.98 | |
| Maximum | consecutive wins (profit in money) | 1 (1246.69) | consecutive losses (loss in money) | 10 (-6689.27) | |
| Maximal | consecutive profit (count of wins) | 1246.69 (1) | consecutive loss (count of losses) | -6689.27 (10) | |
| Average | consecutive wins | 1 | consecutive losses | 8 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.02 03:00 | buy | 1 | 3.00 | 1.04703 | 1.04453 | 0.00000 | ||
| 2 | 2009.12.02 04:00 | close | 1 | 3.00 | 1.04496 | 1.04453 | 0.00000 | -594.28 | 9405.72 |
| 3 | 2009.12.02 04:00 | sell | 2 | 3.00 | 1.04496 | 1.04746 | 0.00000 | ||
| 4 | 2009.12.02 08:37 | s/l | 2 | 3.00 | 1.04746 | 1.04746 | 0.00000 | -715.99 | 8689.73 |
| 5 | 2009.12.02 15:00 | buy | 3 | 3.00 | 1.04852 | 1.04602 | 0.00000 | ||
| 6 | 2009.12.02 15:26 | s/l | 3 | 3.00 | 1.04602 | 1.04602 | 0.00000 | -717.14 | 7972.59 |
| 7 | 2009.12.02 15:26 | buy | 4 | 3.00 | 1.04661 | 1.04411 | 0.00000 | ||
| 8 | 2009.12.02 16:20 | s/l | 4 | 3.00 | 1.04411 | 1.04411 | 0.00000 | -718.34 | 7254.25 |
| 9 | 2009.12.03 09:00 | sell | 5 | 3.00 | 1.04633 | 1.04883 | 0.00000 | ||
| 10 | 2009.12.03 09:20 | s/l | 5 | 3.00 | 1.04883 | 1.04883 | 0.00000 | -715.01 | 6539.24 |
| 11 | 2009.12.03 09:20 | sell | 6 | 3.00 | 1.04816 | 1.05066 | 0.00000 | ||
| 12 | 2009.12.03 11:33 | s/l | 6 | 3.00 | 1.05066 | 1.05066 | 0.00000 | -713.72 | 5825.52 |
| 13 | 2009.12.03 12:00 | buy | 7 | 3.00 | 1.05034 | 1.04784 | 0.00000 | ||
| 14 | 2009.12.04 10:00 | close | 7 | 3.00 | 1.05473 | 1.04784 | 0.00000 | 1246.69 | 7072.21 |
| 15 | 2009.12.04 10:00 | sell | 8 | 3.00 | 1.05473 | 1.05723 | 0.00000 | ||
| 16 | 2009.12.04 19:45 | s/l | 8 | 3.00 | 1.05723 | 1.05723 | 0.00000 | -709.37 | 6362.84 |
| 17 | 2009.12.04 20:00 | buy | 9 | 3.00 | 1.05772 | 1.05522 | 0.00000 | ||
| 18 | 2009.12.07 01:40 | s/l | 9 | 3.00 | 1.05522 | 1.05522 | 0.00000 | -712.73 | 5650.10 |
| 19 | 2009.12.07 08:00 | sell | 10 | 3.00 | 1.05404 | 1.05654 | 0.00000 | ||
| 20 | 2009.12.07 08:15 | s/l | 10 | 3.00 | 1.05654 | 1.05654 | 0.00000 | -709.86 | 4940.24 |
| 21 | 2009.12.07 08:15 | sell | 11 | 3.00 | 1.05576 | 1.05826 | 0.00000 | ||
| 22 | 2009.12.07 09:10 | s/l | 11 | 3.00 | 1.05826 | 1.05826 | 0.00000 | -708.36 | 4231.88 |
| 23 | 2009.12.07 10:00 | buy | 12 | 3.00 | 1.06465 | 1.06215 | 0.00000 | ||
| 24 | 2009.12.07 10:15 | s/l | 12 | 3.00 | 1.06215 | 1.06215 | 0.00000 | -706.15 | 3525.73 |
| 25 | 2009.12.07 10:15 | buy | 13 | 3.00 | 1.06287 | 1.06037 | 0.00000 | ||
| 26 | 2009.12.07 10:45 | s/l | 13 | 3.00 | 1.06037 | 1.06037 | 0.00000 | -707.72 | 2818.01 |
| 27 | 2009.12.07 10:45 | buy | 14 | 3.00 | 1.06052 | 1.05802 | 0.00000 | ||
| 28 | 2009.12.07 14:30 | s/l | 14 | 3.00 | 1.05802 | 1.05802 | 0.00000 | -708.92 | 2109.09 |
| 29 | 2009.12.07 16:00 | sell | 15 | 3.00 | 1.05485 | 1.05735 | 0.00000 | ||
| 30 | 2009.12.08 09:00 | close | 15 | 3.00 | 1.05590 | 1.05735 | 0.00000 | -299.73 | 1809.36 |
| 31 | 2009.12.08 09:00 | buy | 16 | 3.00 | 1.05590 | 1.05340 | 0.00000 | ||
| 32 | 2009.12.08 09:26 | s/l | 16 | 3.00 | 1.05340 | 1.05340 | 0.00000 | -712.43 | 1096.93 |
| 33 | 2009.12.08 09:26 | buy | 17 | 3.00 | 1.05352 | 1.05102 | 0.00000 | ||
| 34 | 2009.12.08 10:20 | s/l | 17 | 3.00 | 1.05102 | 1.05102 | 0.00000 | -714.00 | 382.93 |