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 | TakeProfit=130; StopLoss=100; Lots=1; TrailingStop=20; ShortEma=10; LongEma=80; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -517.79 | Gross profit | 620.17 | Gross loss | -1137.96 |
| Profit factor | 0.54 | Expected payoff | -30.46 | ||
| Absolute drawdown | 766.00 | Maximal drawdown | 960.40 (9.42%) | Relative drawdown | 9.42% (960.40) |
| Total trades | 17 | Short positions (won %) | 9 (11.11%) | Long positions (won %) | 8 (50.00%) |
| Profit trades (% of total) | 5 (29.41%) | Loss trades (% of total) | 12 (70.59%) | ||
| Largest | profit trade | 124.26 | loss trade | -95.39 | |
| Average | profit trade | 124.03 | loss trade | -94.83 | |
| Maximum | consecutive wins (profit in money) | 2 (248.21) | consecutive losses (loss in money) | 9 (-853.19) | |
| Maximal | consecutive profit (count of wins) | 248.21 (2) | consecutive loss (count of losses) | -853.19 (9) | |
| Average | consecutive wins | 2 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 00:02 | buy | 1 | 1.00 | 1.05607 | 1.05507 | 1.05737 | ||
| 2 | 2009.12.01 00:33 | s/l | 1 | 1.00 | 1.05507 | 1.05507 | 1.05737 | -94.78 | 9905.22 |
| 3 | 2009.12.03 15:00 | sell | 2 | 1.00 | 1.05440 | 1.05540 | 1.05310 | ||
| 4 | 2009.12.03 15:15 | s/l | 2 | 1.00 | 1.05540 | 1.05540 | 1.05310 | -94.74 | 9810.48 |
| 5 | 2009.12.04 14:32 | buy | 3 | 1.00 | 1.04397 | 1.04297 | 1.04527 | ||
| 6 | 2009.12.04 14:40 | t/p | 3 | 1.00 | 1.04527 | 1.04297 | 1.04527 | 124.26 | 9934.74 |
| 7 | 2009.12.04 14:45 | sell | 4 | 1.00 | 1.04798 | 1.04898 | 1.04668 | ||
| 8 | 2009.12.04 14:50 | s/l | 4 | 1.00 | 1.04898 | 1.04898 | 1.04668 | -95.25 | 9839.49 |
| 9 | 2009.12.04 15:00 | buy | 5 | 1.00 | 1.04878 | 1.04778 | 1.05008 | ||
| 10 | 2009.12.04 15:02 | t/p | 5 | 1.00 | 1.05008 | 1.04778 | 1.05008 | 123.69 | 9963.18 |
| 11 | 2009.12.04 15:02 | sell | 6 | 1.00 | 1.05099 | 1.05199 | 1.04969 | ||
| 12 | 2009.12.04 15:15 | t/p | 6 | 1.00 | 1.04969 | 1.05199 | 1.04969 | 124.01 | 10087.19 |
| 13 | 2009.12.04 19:20 | sell | 7 | 1.00 | 1.05515 | 1.05615 | 1.05385 | ||
| 14 | 2009.12.04 19:45 | s/l | 7 | 1.00 | 1.05615 | 1.05615 | 1.05385 | -94.64 | 9992.55 |
| 15 | 2009.12.07 19:00 | buy | 8 | 1.00 | 1.04989 | 1.04889 | 1.05119 | ||
| 16 | 2009.12.07 19:20 | s/l | 8 | 1.00 | 1.04889 | 1.04889 | 1.05119 | -95.39 | 9897.16 |
| 17 | 2009.12.07 19:50 | sell | 9 | 1.00 | 1.05093 | 1.05193 | 1.04963 | ||
| 18 | 2009.12.07 20:40 | s/l | 9 | 1.00 | 1.05193 | 1.05193 | 1.04963 | -95.02 | 9802.14 |
| 19 | 2009.12.08 14:15 | sell | 10 | 1.00 | 1.05670 | 1.05770 | 1.05540 | ||
| 20 | 2009.12.08 14:20 | s/l | 10 | 1.00 | 1.05770 | 1.05770 | 1.05540 | -94.53 | 9707.61 |
| 21 | 2009.12.09 21:03 | buy | 11 | 1.00 | 1.05302 | 1.05202 | 1.05432 | ||
| 22 | 2009.12.09 21:16 | s/l | 11 | 1.00 | 1.05202 | 1.05202 | 1.05432 | -95.12 | 9612.49 |
| 23 | 2009.12.09 21:45 | sell | 12 | 1.00 | 1.05395 | 1.05495 | 1.05265 | ||
| 24 | 2009.12.09 22:20 | s/l | 12 | 1.00 | 1.05495 | 1.05495 | 1.05265 | -94.79 | 9517.70 |
| 25 | 2009.12.11 18:20 | sell | 13 | 1.00 | 1.05903 | 1.06003 | 1.05773 | ||
| 26 | 2009.12.11 19:20 | s/l | 13 | 1.00 | 1.06003 | 1.06003 | 1.05773 | -94.30 | 9423.40 |
| 27 | 2009.12.21 12:20 | buy | 14 | 1.00 | 1.06153 | 1.06053 | 1.06283 | ||
| 28 | 2009.12.21 13:05 | s/l | 14 | 1.00 | 1.06053 | 1.06053 | 1.06283 | -94.31 | 9329.09 |
| 29 | 2009.12.30 06:00 | sell | 15 | 1.00 | 1.05051 | 1.05151 | 1.04921 | ||
| 30 | 2009.12.30 06:20 | s/l | 15 | 1.00 | 1.05151 | 1.05151 | 1.04921 | -95.09 | 9234.00 |
| 31 | 2009.12.31 17:20 | buy | 16 | 1.00 | 1.04582 | 1.04482 | 1.04712 | ||
| 32 | 2009.12.31 17:27 | t/p | 16 | 1.00 | 1.04712 | 1.04482 | 1.04712 | 124.13 | 9358.13 |
| 33 | 2009.12.31 17:59 | buy | 17 | 1.00 | 1.04620 | 1.04520 | 1.04750 | ||
| 34 | 2009.12.31 18:20 | t/p | 17 | 1.00 | 1.04750 | 1.04520 | 1.04750 | 124.08 | 9482.21 |