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 | SuspendAfterClose=false; StartLots=0.01; UseMM=false; PipsBetweenTrades=20; TakeProfitPips=2; ReverseTrading=false; ShowComments=false; CloseM=false; | ||||
Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -9039.85 | Gross profit | 26032.05 | Gross loss | -35071.90 |
Profit factor | 0.74 | Expected payoff | -200.89 | ||
Absolute drawdown | 9039.85 | Maximal drawdown | 10184.06 (91.38%) | Relative drawdown | 91.38% (10184.06) |
Total trades | 45 | Short positions (won %) | 26 (69.23%) | Long positions (won %) | 19 (52.63%) |
Profit trades (% of total) | 28 (62.22%) | Loss trades (% of total) | 17 (37.78%) | ||
Largest | profit trade | 21597.60 | loss trade | -14273.51 | |
Average | profit trade | 929.72 | loss trade | -2063.05 | |
Maximum | consecutive wins (profit in money) | 6 (5.75) | consecutive losses (loss in money) | 4 (-26131.43) | |
Maximal | consecutive profit (count of wins) | 21597.60 (1) | consecutive loss (count of losses) | -26131.43 (4) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 00:00 | buy | 1 | 0.01 | 1.05617 | 0.00000 | 0.00000 | ||
2 | 2009.12.01 00:02 | sell | 2 | 0.01 | 1.05596 | 0.00000 | 0.00000 | ||
3 | 2009.12.01 00:15 | sell | 3 | 0.02 | 1.05575 | 0.00000 | 0.00000 | ||
4 | 2009.12.01 00:33 | close | 1 | 0.01 | 1.05505 | 0.00000 | 0.00000 | -1.06 | 9998.94 |
5 | 2009.12.01 00:33 | close | 3 | 0.02 | 1.05525 | 0.00000 | 0.00000 | 0.95 | 9999.89 |
6 | 2009.12.01 00:33 | sell | 4 | 0.04 | 1.05505 | 0.00000 | 0.00000 | ||
7 | 2009.12.01 00:36 | close | 2 | 0.01 | 1.05544 | 0.00000 | 0.00000 | 0.49 | 10000.38 |
8 | 2009.12.01 00:40 | close | 4 | 0.04 | 1.05467 | 0.00000 | 0.00000 | 1.44 | 10001.82 |
9 | 2009.12.01 00:46 | buy | 5 | 0.01 | 1.05390 | 0.00000 | 0.00000 | ||
10 | 2009.12.01 00:50 | close | 5 | 0.01 | 1.05409 | 0.00000 | 0.00000 | 0.18 | 10002.00 |
11 | 2009.12.01 00:56 | buy | 6 | 0.01 | 1.05467 | 0.00000 | 0.00000 | ||
12 | 2009.12.01 00:59 | sell | 7 | 0.01 | 1.05390 | 0.00000 | 0.00000 | ||
13 | 2009.12.01 01:43 | buy | 8 | 0.02 | 1.05514 | 0.00000 | 0.00000 | ||
14 | 2009.12.01 01:50 | buy | 9 | 0.04 | 1.05556 | 0.00000 | 0.00000 | ||
15 | 2009.12.01 01:59 | buy | 10 | 0.08 | 1.05599 | 0.00000 | 0.00000 | ||
16 | 2009.12.01 02:15 | close | 6 | 0.01 | 1.05593 | 0.00000 | 0.00000 | 1.19 | 10003.19 |
17 | 2009.12.01 02:15 | close | 8 | 0.02 | 1.05593 | 0.00000 | 0.00000 | 1.50 | 10004.69 |
18 | 2009.12.01 02:15 | close | 10 | 0.08 | 1.05593 | 0.00000 | 0.00000 | -0.45 | 10004.24 |
19 | 2009.12.01 02:17 | close | 7 | 0.01 | 1.05608 | 0.00000 | 0.00000 | -2.06 | 10002.18 |
20 | 2009.12.01 02:20 | close | 9 | 0.04 | 1.05607 | 0.00000 | 0.00000 | 1.93 | 10004.11 |
21 | 2009.12.01 02:25 | buy | 11 | 0.01 | 1.05622 | 0.00000 | 0.00000 | ||
22 | 2009.12.01 02:27 | sell | 12 | 0.01 | 1.05588 | 0.00000 | 0.00000 | ||
23 | 2009.12.01 02:40 | buy | 13 | 0.02 | 1.05660 | 0.00000 | 0.00000 | ||
24 | 2009.12.01 03:40 | sell | 14 | 0.04 | 1.05557 | 0.00000 | 0.00000 | ||
25 | 2009.12.01 03:45 | sell | 15 | 0.08 | 1.05502 | 0.00000 | 0.00000 | ||
26 | 2009.12.01 03:50 | sell | 16 | 0.16 | 1.05430 | 0.00000 | 0.00000 | ||
27 | 2009.12.01 04:20 | sell | 17 | 0.32 | 1.05410 | 0.00000 | 0.00000 | ||
28 | 2009.12.01 06:15 | buy | 18 | 0.64 | 1.05723 | 0.00000 | 0.00000 | ||
29 | 2009.12.01 06:20 | buy | 19 | 1.28 | 1.05785 | 0.00000 | 0.00000 | ||
30 | 2009.12.01 08:03 | sell | 20 | 2.56 | 1.05371 | 0.00000 | 0.00000 | ||
31 | 2009.12.01 08:10 | sell | 21 | 5.12 | 1.05273 | 0.00000 | 0.00000 | ||
32 | 2009.12.01 08:16 | sell | 22 | 10.24 | 1.05143 | 0.00000 | 0.00000 | ||
33 | 2009.12.01 08:32 | sell | 23 | 20.48 | 1.05122 | 0.00000 | 0.00000 | ||
34 | 2009.12.01 09:03 | close | 11 | 0.01 | 1.05084 | 0.00000 | 0.00000 | -5.12 | 9998.99 |
35 | 2009.12.01 09:03 | close | 13 | 0.02 | 1.05084 | 0.00000 | 0.00000 | -10.96 | 9988.03 |
36 | 2009.12.01 09:03 | close | 15 | 0.08 | 1.05104 | 0.00000 | 0.00000 | 30.29 | 10018.32 |
37 | 2009.12.01 09:03 | close | 17 | 0.32 | 1.05104 | 0.00000 | 0.00000 | 93.16 | 10111.48 |
38 | 2009.12.01 09:03 | close | 19 | 1.28 | 1.05084 | 0.00000 | 0.00000 | -853.87 | 9257.61 |
39 | 2009.12.01 09:03 | close | 21 | 5.12 | 1.05104 | 0.00000 | 0.00000 | 823.26 | 10080.87 |
40 | 2009.12.01 09:03 | close | 23 | 20.48 | 1.05104 | 0.00000 | 0.00000 | 350.74 | 10431.61 |
41 | 2009.12.01 09:03 | sell | 24 | 40.96 | 1.05084 | 0.00000 | 0.00000 | ||
42 | 2009.12.01 09:06 | close | 12 | 0.01 | 1.05139 | 0.00000 | 0.00000 | 4.27 | 10435.88 |
43 | 2009.12.01 09:06 | close | 16 | 0.16 | 1.05139 | 0.00000 | 0.00000 | 44.28 | 10480.16 |
44 | 2009.12.01 09:06 | close | 20 | 2.56 | 1.05139 | 0.00000 | 0.00000 | 564.89 | 11045.05 |
45 | 2009.12.01 09:06 | close | 24 | 40.96 | 1.05139 | 0.00000 | 0.00000 | -2142.69 | 8902.36 |
46 | 2009.12.01 09:10 | close | 14 | 0.04 | 1.04999 | 0.00000 | 0.00000 | 21.26 | 8923.62 |
47 | 2009.12.01 09:10 | close | 22 | 10.24 | 1.04999 | 0.00000 | 0.00000 | 1404.36 | 10327.98 |
48 | 2009.12.01 09:13 | close | 18 | 0.64 | 1.05014 | 0.00000 | 0.00000 | -432.09 | 9895.89 |
49 | 2009.12.01 09:20 | buy | 25 | 0.01 | 1.04929 | 0.00000 | 0.00000 | ||
50 | 2009.12.01 09:23 | sell | 26 | 0.01 | 1.04874 | 0.00000 | 0.00000 | ||
51 | 2009.12.01 09:26 | buy | 27 | 0.02 | 1.04999 | 0.00000 | 0.00000 | ||
52 | 2009.12.01 09:40 | sell | 28 | 0.04 | 1.04842 | 0.00000 | 0.00000 | ||
53 | 2009.12.01 09:45 | sell | 29 | 0.08 | 1.04771 | 0.00000 | 0.00000 | ||
54 | 2009.12.01 09:50 | sell | 30 | 0.16 | 1.04675 | 0.00000 | 0.00000 | ||
55 | 2009.12.01 10:03 | sell | 31 | 0.32 | 1.04610 | 0.00000 | 0.00000 | ||
56 | 2009.12.01 10:10 | close | 25 | 0.01 | 1.04551 | 0.00000 | 0.00000 | -3.62 | 9892.27 |
57 | 2009.12.01 10:10 | close | 27 | 0.02 | 1.04551 | 0.00000 | 0.00000 | -8.57 | 9883.70 |
58 | 2009.12.01 10:10 | close | 29 | 0.08 | 1.04571 | 0.00000 | 0.00000 | 15.30 | 9899.00 |
59 | 2009.12.01 10:10 | close | 31 | 0.32 | 1.04571 | 0.00000 | 0.00000 | 11.93 | 9910.93 |
60 | 2009.12.01 10:10 | sell | 32 | 0.64 | 1.04551 | 0.00000 | 0.00000 | ||
61 | 2009.12.01 10:13 | close | 26 | 0.01 | 1.04591 | 0.00000 | 0.00000 | 2.71 | 9913.64 |
62 | 2009.12.01 10:13 | close | 30 | 0.16 | 1.04591 | 0.00000 | 0.00000 | 12.85 | 9926.49 |
63 | 2009.12.01 10:16 | close | 28 | 0.04 | 1.04492 | 0.00000 | 0.00000 | 13.40 | 9939.89 |
64 | 2009.12.01 10:20 | close | 32 | 0.64 | 1.04531 | 0.00000 | 0.00000 | 12.25 | 9952.14 |
65 | 2009.12.01 10:26 | buy | 33 | 0.01 | 1.04571 | 0.00000 | 0.00000 | ||
66 | 2009.12.01 10:26 | sell | 34 | 0.01 | 1.04526 | 0.00000 | 0.00000 | ||
67 | 2009.12.01 10:40 | buy | 35 | 0.02 | 1.04591 | 0.00000 | 0.00000 | ||
68 | 2009.12.01 10:45 | buy | 36 | 0.04 | 1.04622 | 0.00000 | 0.00000 | ||
69 | 2009.12.01 10:50 | buy | 37 | 0.08 | 1.04653 | 0.00000 | 0.00000 | ||
70 | 2009.12.01 11:20 | sell | 38 | 0.16 | 1.04461 | 0.00000 | 0.00000 | ||
71 | 2009.12.01 12:20 | buy | 39 | 0.32 | 1.04709 | 0.00000 | 0.00000 | ||
72 | 2009.12.01 14:15 | sell | 40 | 0.64 | 1.04376 | 0.00000 | 0.00000 | ||
73 | 2009.12.01 14:20 | sell | 41 | 1.28 | 1.04231 | 0.00000 | 0.00000 | ||
74 | 2009.12.01 17:15 | sell | 42 | 2.56 | 1.04149 | 0.00000 | 0.00000 | ||
75 | 2009.12.01 17:20 | sell | 43 | 5.12 | 1.04054 | 0.00000 | 0.00000 | ||
76 | 2009.12.02 14:45 | buy | 44 | 10.24 | 1.04754 | 0.00000 | 0.00000 | ||
77 | 2009.12.17 11:45 | buy | 45 | 20.48 | 1.07283 | 0.00000 | 0.00000 | ||
78 | 2009.12.17 12:46 | close at stop | 45 | 20.48 | 1.07018 | 0.00000 | 0.00000 | -5071.30 | 4880.84 |
79 | 2009.12.17 12:46 | close at stop | 44 | 10.24 | 1.07018 | 0.00000 | 0.00000 | 21597.60 | 26478.44 |
80 | 2009.12.17 12:46 | close at stop | 43 | 5.12 | 1.07038 | 0.00000 | 0.00000 | -14273.51 | 12204.93 |
81 | 2009.12.17 12:46 | close at stop | 42 | 2.56 | 1.07038 | 0.00000 | 0.00000 | -6909.55 | 5295.38 |
82 | 2009.12.17 12:46 | close at stop | 41 | 1.28 | 1.07038 | 0.00000 | 0.00000 | -3356.71 | 1938.67 |
83 | 2009.12.17 12:46 | close at stop | 40 | 0.64 | 1.07038 | 0.00000 | 0.00000 | -1591.66 | 347.01 |
84 | 2009.12.17 12:46 | close at stop | 39 | 0.32 | 1.07018 | 0.00000 | 0.00000 | 688.26 | 1035.27 |
85 | 2009.12.17 12:46 | close at stop | 38 | 0.16 | 1.07038 | 0.00000 | 0.00000 | -385.21 | 650.06 |
86 | 2009.12.17 12:46 | close at stop | 37 | 0.08 | 1.07018 | 0.00000 | 0.00000 | 176.25 | 826.31 |
87 | 2009.12.17 12:46 | close at stop | 36 | 0.04 | 1.07018 | 0.00000 | 0.00000 | 89.29 | 915.60 |
88 | 2009.12.17 12:46 | close at stop | 35 | 0.02 | 1.07018 | 0.00000 | 0.00000 | 45.22 | 960.82 |
89 | 2009.12.17 12:46 | close at stop | 34 | 0.01 | 1.07038 | 0.00000 | 0.00000 | -23.47 | 937.35 |
90 | 2009.12.17 12:46 | close at stop | 33 | 0.01 | 1.07018 | 0.00000 | 0.00000 | 22.80 | 960.15 |