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 | StopLoss$=10; MagicNumber=1913; | ||||
Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -126.70 | Gross profit | 392.01 | Gross loss | -518.71 |
Profit factor | 0.76 | Expected payoff | -2.35 | ||
Absolute drawdown | 193.57 | Maximal drawdown | 244.58 (2.43%) | Relative drawdown | 2.43% (244.58) |
Total trades | 54 | Short positions (won %) | 33 (36.36%) | Long positions (won %) | 21 (23.81%) |
Profit trades (% of total) | 17 (31.48%) | Loss trades (% of total) | 37 (68.52%) | ||
Largest | profit trade | 34.26 | loss trade | -24.38 | |
Average | profit trade | 23.06 | loss trade | -14.02 | |
Maximum | consecutive wins (profit in money) | 2 (52.67) | consecutive losses (loss in money) | 9 (-128.92) | |
Maximal | consecutive profit (count of wins) | 52.67 (2) | consecutive loss (count of losses) | -128.92 (9) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 07:50 | buy | 1 | 0.10 | 1.05468 | 0.00000 | 0.00000 | ||
2 | 2009.12.01 08:10 | close | 1 | 0.10 | 1.05273 | 0.00000 | 0.00000 | -18.52 | 9981.48 |
3 | 2009.12.01 12:20 | sell | 2 | 0.10 | 1.04689 | 0.00000 | 0.00000 | ||
4 | 2009.12.01 14:10 | close | 2 | 0.10 | 1.04499 | 0.00000 | 0.00000 | 18.18 | 9999.66 |
5 | 2009.12.01 18:20 | sell | 3 | 0.10 | 1.04411 | 0.00000 | 0.00000 | ||
6 | 2009.12.01 21:20 | close | 3 | 0.10 | 1.04526 | 0.00000 | 0.00000 | -11.00 | 9988.66 |
7 | 2009.12.02 12:20 | sell | 4 | 0.10 | 1.04614 | 0.00000 | 0.00000 | ||
8 | 2009.12.02 14:02 | close | 4 | 0.10 | 1.04409 | 0.00000 | 0.00000 | 19.63 | 10008.29 |
9 | 2009.12.03 17:10 | buy | 5 | 0.10 | 1.05333 | 0.00000 | 0.00000 | ||
10 | 2009.12.03 17:20 | close | 5 | 0.10 | 1.05113 | 0.00000 | 0.00000 | -20.93 | 9987.36 |
11 | 2009.12.04 15:07 | sell | 6 | 0.10 | 1.05146 | 0.00000 | 0.00000 | ||
12 | 2009.12.04 17:32 | close | 6 | 0.10 | 1.05403 | 0.00000 | 0.00000 | -24.38 | 9962.98 |
13 | 2009.12.08 10:20 | buy | 7 | 0.10 | 1.05056 | 0.00000 | 0.00000 | ||
14 | 2009.12.08 10:50 | close | 7 | 0.10 | 1.04897 | 0.00000 | 0.00000 | -15.16 | 9947.82 |
15 | 2009.12.09 14:07 | sell | 8 | 0.10 | 1.06094 | 0.00000 | 0.00000 | ||
16 | 2009.12.09 14:20 | close | 8 | 0.10 | 1.05857 | 0.00000 | 0.00000 | 22.39 | 9970.21 |
17 | 2009.12.09 15:10 | sell | 9 | 0.10 | 1.06161 | 0.00000 | 0.00000 | ||
18 | 2009.12.09 15:20 | close | 9 | 0.10 | 1.06321 | 0.00000 | 0.00000 | -15.05 | 9955.16 |
19 | 2009.12.10 09:50 | buy | 10 | 0.10 | 1.05420 | 0.00000 | 0.00000 | ||
20 | 2009.12.10 11:15 | close | 10 | 0.10 | 1.05290 | 0.00000 | 0.00000 | -12.35 | 9942.81 |
21 | 2009.12.11 04:02 | buy | 11 | 0.10 | 1.05087 | 0.00000 | 0.00000 | ||
22 | 2009.12.11 06:02 | close | 11 | 0.10 | 1.05186 | 0.00000 | 0.00000 | 9.41 | 9952.22 |
23 | 2009.12.11 09:15 | buy | 12 | 0.10 | 1.05082 | 0.00000 | 0.00000 | ||
24 | 2009.12.11 10:20 | close | 12 | 0.10 | 1.04942 | 0.00000 | 0.00000 | -13.34 | 9938.88 |
25 | 2009.12.11 14:50 | sell | 13 | 0.10 | 1.05075 | 0.00000 | 0.00000 | ||
26 | 2009.12.11 15:10 | sell | 14 | 0.10 | 1.05140 | 0.00000 | 0.00000 | ||
27 | 2009.12.11 15:15 | close | 13 | 0.10 | 1.05245 | 0.00000 | 0.00000 | -16.15 | 9922.73 |
28 | 2009.12.11 15:15 | sell | 15 | 0.10 | 1.05232 | 0.00000 | 0.00000 | ||
29 | 2009.12.11 15:20 | close | 14 | 0.10 | 1.05337 | 0.00000 | 0.00000 | -18.70 | 9904.03 |
30 | 2009.12.11 15:30 | close | 15 | 0.10 | 1.05338 | 0.00000 | 0.00000 | -10.06 | 9893.97 |
31 | 2009.12.11 21:50 | buy | 16 | 0.10 | 1.05940 | 0.00000 | 0.00000 | ||
32 | 2009.12.14 00:20 | close | 16 | 0.10 | 1.05709 | 0.00000 | 0.00000 | -21.89 | 9872.08 |
33 | 2009.12.14 05:20 | buy | 17 | 0.10 | 1.05821 | 0.00000 | 0.00000 | ||
34 | 2009.12.14 07:15 | close | 17 | 0.10 | 1.05692 | 0.00000 | 0.00000 | -12.21 | 9859.87 |
35 | 2009.12.14 08:20 | sell | 18 | 0.10 | 1.05899 | 0.00000 | 0.00000 | ||
36 | 2009.12.14 08:59 | close | 18 | 0.10 | 1.06013 | 0.00000 | 0.00000 | -10.75 | 9849.12 |
37 | 2009.12.14 15:45 | buy | 19 | 0.10 | 1.06280 | 0.00000 | 0.00000 | ||
38 | 2009.12.14 16:45 | close | 19 | 0.10 | 1.06136 | 0.00000 | 0.00000 | -13.57 | 9835.55 |
39 | 2009.12.15 14:20 | buy | 20 | 0.10 | 1.06238 | 0.00000 | 0.00000 | ||
40 | 2009.12.15 14:45 | close | 20 | 0.10 | 1.06108 | 0.00000 | 0.00000 | -12.25 | 9823.30 |
41 | 2009.12.16 08:45 | sell | 21 | 0.10 | 1.06220 | 0.00000 | 0.00000 | ||
42 | 2009.12.16 09:50 | close | 21 | 0.10 | 1.05944 | 0.00000 | 0.00000 | 26.05 | 9849.35 |
43 | 2009.12.16 11:20 | sell | 22 | 0.10 | 1.06161 | 0.00000 | 0.00000 | ||
44 | 2009.12.16 11:50 | close | 22 | 0.10 | 1.06286 | 0.00000 | 0.00000 | -11.76 | 9837.59 |
45 | 2009.12.16 12:00 | sell | 23 | 0.10 | 1.06186 | 0.00000 | 0.00000 | ||
46 | 2009.12.16 13:20 | close | 23 | 0.10 | 1.05874 | 0.00000 | 0.00000 | 29.47 | 9867.06 |
47 | 2009.12.17 08:02 | buy | 24 | 0.10 | 1.06783 | 0.00000 | 0.00000 | ||
48 | 2009.12.17 08:50 | close | 24 | 0.10 | 1.06575 | 0.00000 | 0.00000 | -19.52 | 9847.54 |
49 | 2009.12.17 13:02 | buy | 25 | 0.10 | 1.07010 | 0.00000 | 0.00000 | ||
50 | 2009.12.17 14:15 | close | 25 | 0.10 | 1.07369 | 0.00000 | 0.00000 | 33.44 | 9880.98 |
51 | 2009.12.17 15:20 | buy | 26 | 0.10 | 1.06987 | 0.00000 | 0.00000 | ||
52 | 2009.12.17 15:32 | close | 26 | 0.10 | 1.06856 | 0.00000 | 0.00000 | -12.26 | 9868.72 |
53 | 2009.12.18 16:45 | sell | 27 | 0.10 | 1.06804 | 0.00000 | 0.00000 | ||
54 | 2009.12.18 17:10 | sell | 28 | 0.10 | 1.06816 | 0.00000 | 0.00000 | ||
55 | 2009.12.18 17:15 | close | 27 | 0.10 | 1.06912 | 0.00000 | 0.00000 | -10.10 | 9858.62 |
56 | 2009.12.18 17:15 | sell | 29 | 0.10 | 1.06899 | 0.00000 | 0.00000 | ||
57 | 2009.12.18 17:20 | close | 28 | 0.10 | 1.06995 | 0.00000 | 0.00000 | -16.73 | 9841.89 |
58 | 2009.12.18 19:00 | close | 29 | 0.10 | 1.06585 | 0.00000 | 0.00000 | 29.46 | 9871.35 |
59 | 2009.12.21 10:50 | buy | 30 | 0.10 | 1.06645 | 0.00000 | 0.00000 | ||
60 | 2009.12.21 10:59 | close | 30 | 0.10 | 1.06522 | 0.00000 | 0.00000 | -11.55 | 9859.80 |
61 | 2009.12.21 11:00 | buy | 31 | 0.10 | 1.06537 | 0.00000 | 0.00000 | ||
62 | 2009.12.21 11:15 | close | 31 | 0.10 | 1.06380 | 0.00000 | 0.00000 | -14.76 | 9845.04 |
63 | 2009.12.21 16:15 | sell | 32 | 0.10 | 1.05701 | 0.00000 | 0.00000 | ||
64 | 2009.12.21 16:45 | close | 32 | 0.10 | 1.05833 | 0.00000 | 0.00000 | -12.47 | 9832.57 |
65 | 2009.12.22 00:50 | buy | 33 | 0.10 | 1.06155 | 0.00000 | 0.00000 | ||
66 | 2009.12.22 03:20 | close | 33 | 0.10 | 1.06330 | 0.00000 | 0.00000 | 16.46 | 9849.03 |
67 | 2009.12.22 12:50 | sell | 34 | 0.10 | 1.05845 | 0.00000 | 0.00000 | ||
68 | 2009.12.22 13:02 | sell | 35 | 0.10 | 1.05822 | 0.00000 | 0.00000 | ||
69 | 2009.12.22 14:20 | close | 34 | 0.10 | 1.05969 | 0.00000 | 0.00000 | -11.70 | 9837.33 |
70 | 2009.12.22 14:25 | close | 35 | 0.10 | 1.05938 | 0.00000 | 0.00000 | -10.95 | 9826.38 |
71 | 2009.12.22 21:20 | sell | 36 | 0.10 | 1.05666 | 0.00000 | 0.00000 | ||
72 | 2009.12.22 21:45 | close | 36 | 0.10 | 1.05815 | 0.00000 | 0.00000 | -14.08 | 9812.30 |
73 | 2009.12.23 10:50 | sell | 37 | 0.10 | 1.05649 | 0.00000 | 0.00000 | ||
74 | 2009.12.23 11:02 | sell | 38 | 0.10 | 1.05655 | 0.00000 | 0.00000 | ||
75 | 2009.12.23 12:15 | close | 37 | 0.10 | 1.05416 | 0.00000 | 0.00000 | 22.10 | 9834.40 |
76 | 2009.12.23 12:20 | close | 38 | 0.10 | 1.05333 | 0.00000 | 0.00000 | 30.57 | 9864.97 |
77 | 2009.12.23 15:45 | sell | 39 | 0.10 | 1.05220 | 0.00000 | 0.00000 | ||
78 | 2009.12.23 15:50 | close | 39 | 0.10 | 1.05327 | 0.00000 | 0.00000 | -10.16 | 9854.81 |
79 | 2009.12.24 09:15 | sell | 40 | 0.10 | 1.04856 | 0.00000 | 0.00000 | ||
80 | 2009.12.24 10:20 | close | 40 | 0.10 | 1.04709 | 0.00000 | 0.00000 | 14.04 | 9868.85 |
81 | 2009.12.24 14:45 | sell | 41 | 0.10 | 1.04758 | 0.00000 | 0.00000 | ||
82 | 2009.12.24 15:00 | sell | 42 | 0.10 | 1.04838 | 0.00000 | 0.00000 | ||
83 | 2009.12.24 15:02 | close | 41 | 0.10 | 1.04902 | 0.00000 | 0.00000 | -13.73 | 9855.12 |
84 | 2009.12.24 15:02 | sell | 43 | 0.10 | 1.04889 | 0.00000 | 0.00000 | ||
85 | 2009.12.24 17:20 | close | 42 | 0.10 | 1.04944 | 0.00000 | 0.00000 | -10.10 | 9845.02 |
86 | 2009.12.24 18:15 | close | 43 | 0.10 | 1.05008 | 0.00000 | 0.00000 | -11.33 | 9833.69 |
87 | 2009.12.28 00:00 | buy | 44 | 0.10 | 1.04797 | 0.00000 | 0.00000 | ||
88 | 2009.12.28 01:50 | close | 44 | 0.10 | 1.04987 | 0.00000 | 0.00000 | 18.10 | 9851.79 |
89 | 2009.12.28 07:32 | sell | 45 | 0.10 | 1.04744 | 0.00000 | 0.00000 | ||
90 | 2009.12.28 08:35 | close | 45 | 0.10 | 1.04876 | 0.00000 | 0.00000 | -12.59 | 9839.20 |
91 | 2009.12.28 19:07 | sell | 46 | 0.10 | 1.04328 | 0.00000 | 0.00000 | ||
92 | 2009.12.28 20:32 | close | 46 | 0.10 | 1.04198 | 0.00000 | 0.00000 | 12.48 | 9851.68 |
93 | 2009.12.29 11:50 | sell | 47 | 0.10 | 1.04215 | 0.00000 | 0.00000 | ||
94 | 2009.12.29 12:40 | close | 47 | 0.10 | 1.03978 | 0.00000 | 0.00000 | 22.79 | 9874.47 |
95 | 2009.12.29 16:15 | sell | 48 | 0.10 | 1.03963 | 0.00000 | 0.00000 | ||
96 | 2009.12.29 16:33 | close | 48 | 0.10 | 1.04083 | 0.00000 | 0.00000 | -11.53 | 9862.94 |
97 | 2009.12.30 07:20 | buy | 49 | 0.10 | 1.04920 | 0.00000 | 0.00000 | ||
98 | 2009.12.30 08:15 | close | 49 | 0.10 | 1.04810 | 0.00000 | 0.00000 | -10.50 | 9852.44 |
99 | 2009.12.31 10:20 | sell | 50 | 0.10 | 1.05131 | 0.00000 | 0.00000 | ||
100 | 2009.12.31 12:15 | close | 50 | 0.10 | 1.04772 | 0.00000 | 0.00000 | 34.26 | 9886.70 |
101 | 2009.12.31 13:10 | sell | 51 | 0.10 | 1.04948 | 0.00000 | 0.00000 | ||
102 | 2009.12.31 13:20 | close | 51 | 0.10 | 1.05106 | 0.00000 | 0.00000 | -15.03 | 9871.67 |
103 | 2009.12.31 15:45 | buy | 52 | 0.10 | 1.04827 | 0.00000 | 0.00000 | ||
104 | 2009.12.31 16:16 | close | 52 | 0.10 | 1.05176 | 0.00000 | 0.00000 | 33.18 | 9904.85 |
105 | 2009.12.31 16:50 | buy | 53 | 0.10 | 1.04812 | 0.00000 | 0.00000 | ||
106 | 2009.12.31 17:10 | buy | 54 | 0.10 | 1.04761 | 0.00000 | 0.00000 | ||
107 | 2009.12.31 17:15 | close | 53 | 0.10 | 1.04672 | 0.00000 | 0.00000 | -13.38 | 9891.47 |
108 | 2009.12.31 17:20 | close | 54 | 0.10 | 1.04571 | 0.00000 | 0.00000 | -18.17 | 9873.30 |