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 | -9669.36 | Gross profit | 6643.22 | Gross loss | -16312.57 |
| Profit factor | 0.41 | Expected payoff | -302.17 | ||
| Absolute drawdown | 9669.36 | Maximal drawdown | 12083.10 (97.34%) | Relative drawdown | 97.34% (12083.10) |
| 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 | 2149.24 | loss trade | -717.65 | |
| Average | profit trade | 1107.20 | loss trade | -627.41 | |
| Maximum | consecutive wins (profit in money) | 2 (987.15) | consecutive losses (loss in money) | 11 (-7231.79) | |
| Maximal | consecutive profit (count of wins) | 2149.24 (1) | consecutive loss (count of losses) | -7231.79 (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 | 1.04641 | 1.04391 | 0.00000 | ||
| 2 | 2009.12.02 04:00 | close | 1 | 3.00 | 1.04496 | 1.04391 | 0.00000 | -416.28 | 9583.72 |
| 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 | -715.99 | 8867.73 |
| 5 | 2009.12.02 15:00 | buy | 3 | 3.00 | 1.04790 | 1.04540 | 0.00000 | ||
| 6 | 2009.12.02 15:32 | s/l | 3 | 3.00 | 1.04540 | 1.04540 | 0.00000 | -717.65 | 8150.08 |
| 7 | 2009.12.02 15:32 | buy | 4 | 3.00 | 1.04524 | 1.04274 | 0.00000 | ||
| 8 | 2009.12.03 09:00 | close | 4 | 3.00 | 1.04633 | 1.04274 | 0.00000 | 306.60 | 8456.68 |
| 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 | -714.87 | 7741.81 |
| 11 | 2009.12.03 12:00 | buy | 6 | 3.00 | 1.04972 | 1.04722 | 0.00000 | ||
| 12 | 2009.12.04 10:00 | close | 6 | 3.00 | 1.05473 | 1.04722 | 0.00000 | 1423.04 | 9164.84 |
| 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 | -709.26 | 8455.58 |
| 15 | 2009.12.04 20:00 | buy | 8 | 3.00 | 1.05710 | 1.05460 | 0.00000 | ||
| 16 | 2009.12.07 01:45 | s/l | 8 | 3.00 | 1.05460 | 1.05460 | 0.00000 | -713.35 | 7742.23 |
| 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 | -709.76 | 7032.47 |
| 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 | -707.99 | 6324.48 |
| 21 | 2009.12.07 10:00 | buy | 11 | 3.00 | 1.06403 | 1.06153 | 0.00000 | ||
| 22 | 2009.12.07 10:20 | s/l | 11 | 3.00 | 1.06153 | 1.06153 | 0.00000 | -707.21 | 5617.27 |
| 23 | 2009.12.07 10:20 | buy | 12 | 3.00 | 1.06067 | 1.05817 | 0.00000 | ||
| 24 | 2009.12.07 13:50 | s/l | 12 | 3.00 | 1.05817 | 1.05817 | 0.00000 | -708.81 | 4908.46 |
| 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 | 1.05528 | 1.05735 | 0.00000 | -123.65 | 4784.81 |
| 27 | 2009.12.08 09:00 | buy | 14 | 3.00 | 1.05528 | 1.05278 | 0.00000 | ||
| 28 | 2009.12.08 09:26 | s/l | 14 | 3.00 | 1.05278 | 1.05278 | 0.00000 | -712.43 | 4072.38 |
| 29 | 2009.12.08 09:26 | buy | 15 | 3.00 | 1.05290 | 1.05040 | 0.00000 | ||
| 30 | 2009.12.08 10:45 | s/l | 15 | 3.00 | 1.05040 | 1.05040 | 0.00000 | -714.35 | 3358.03 |
| 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 | -712.13 | 2645.90 |
| 33 | 2009.12.08 13:00 | buy | 17 | 3.00 | 1.05461 | 1.05211 | 0.00000 | ||
| 34 | 2009.12.08 13:20 | s/l | 17 | 3.00 | 1.05211 | 1.05211 | 0.00000 | -712.85 | 1933.05 |
| 35 | 2009.12.08 13:20 | buy | 18 | 3.00 | 1.05227 | 1.04977 | 0.00000 | ||
| 36 | 2009.12.09 12:00 | close | 18 | 3.00 | 1.05987 | 1.04977 | 0.00000 | 2149.24 | 4082.29 |
| 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 | -705.88 | 3376.41 |
| 39 | 2009.12.10 07:00 | buy | 20 | 3.00 | 1.05742 | 1.05492 | 0.00000 | ||
| 40 | 2009.12.10 08:00 | close | 20 | 3.00 | 1.05532 | 1.05492 | 0.00000 | -596.98 | 2779.43 |
| 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 | 1.05688 | 1.05782 | 0.00000 | -442.81 | 2336.62 |
| 43 | 2009.12.10 09:00 | buy | 22 | 3.00 | 1.05688 | 1.05438 | 0.00000 | ||
| 44 | 2009.12.10 09:50 | s/l | 22 | 3.00 | 1.05438 | 1.05438 | 0.00000 | -711.53 | 1625.09 |
| 45 | 2009.12.10 09:50 | buy | 23 | 3.00 | 1.05423 | 1.05173 | 0.00000 | ||
| 46 | 2009.12.10 10:00 | close | 23 | 3.00 | 1.05506 | 1.05173 | 0.00000 | 236.01 | 1861.10 |
| 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 | 1.05242 | 1.05756 | 0.00000 | 751.14 | 2612.24 |
| 49 | 2009.12.11 08:00 | buy | 25 | 3.00 | 1.05242 | 1.04992 | 0.00000 | ||
| 50 | 2009.12.11 10:00 | close | 25 | 3.00 | 1.05111 | 1.04992 | 0.00000 | -373.89 | 2238.35 |
| 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 | -711.54 | 1526.81 |
| 53 | 2009.12.11 16:00 | buy | 27 | 3.00 | 1.05264 | 1.05014 | 0.00000 | ||
| 54 | 2009.12.14 18:00 | close | 27 | 3.00 | 1.05892 | 1.05014 | 0.00000 | 1777.20 | 3304.00 |
| 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 | -707.63 | 2596.37 |
| 57 | 2009.12.15 10:00 | buy | 29 | 3.00 | 1.06208 | 1.05958 | 0.00000 | ||
| 58 | 2009.12.15 15:15 | s/l | 29 | 3.00 | 1.05958 | 1.05958 | 0.00000 | -708.09 | 1888.28 |
| 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 | 1.06171 | 1.06319 | 0.00000 | -288.21 | 1600.07 |
| 61 | 2009.12.16 07:00 | buy | 31 | 3.00 | 1.06171 | 1.05921 | 0.00000 | ||
| 62 | 2009.12.16 10:00 | close | 31 | 3.00 | 1.05972 | 1.05921 | 0.00000 | -563.36 | 1036.71 |
| 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 | -706.07 | 330.64 |