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 | FT1="------Настройки фрактала:----------"; CountBarsFractal=5; FT2="------Настройки сигнала на вход:----------"; indent=1; FT3="------Настройки аллигатора:----------"; jaw_period=13; teeth_period=8; lips_period=5; FT5="-------Настройки контроля закрытия сделки:----------"; CloseDropTeeth=2; CloseReversSignal=2; FT6="-------Настройки сопровождения StopLoss сделки:----------"; TrailingGragus=1; smaperugol=5; raznica=5; FT7="-------Настройки StopLoss и TakeProfit ибьема сделки:----------"; StopLoss=500; TakeProfit=500; Lots=0.1; shift=1; | ||||
Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -187.93 | Gross profit | 143.27 | Gross loss | -331.20 |
Profit factor | 0.43 | Expected payoff | -9.40 | ||
Absolute drawdown | 212.12 | Maximal drawdown | 260.32 (2.59%) | Relative drawdown | 2.59% (260.32) |
Total trades | 20 | Short positions (won %) | 11 (18.18%) | Long positions (won %) | 9 (22.22%) |
Profit trades (% of total) | 4 (20.00%) | Loss trades (% of total) | 16 (80.00%) | ||
Largest | profit trade | 48.20 | loss trade | -47.91 | |
Average | profit trade | 35.82 | loss trade | -20.70 | |
Maximum | consecutive wins (profit in money) | 1 (48.20) | consecutive losses (loss in money) | 9 (-151.14) | |
Maximal | consecutive profit (count of wins) | 48.20 (1) | consecutive loss (count of losses) | -151.14 (9) | |
Average | consecutive wins | 1 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 09:03 | sell | 1 | 0.10 | 1.05084 | 1.05580 | 1.04580 | ||
2 | 2009.12.01 09:10 | modify | 1 | 0.10 | 1.05084 | 1.05539 | 1.04580 | ||
3 | 2009.12.01 10:10 | t/p | 1 | 0.10 | 1.04580 | 1.05539 | 1.04580 | 48.20 | 10048.20 |
4 | 2009.12.03 07:00 | buy | 2 | 0.10 | 1.05109 | 1.04610 | 1.05610 | ||
5 | 2009.12.03 09:00 | close | 2 | 0.10 | 1.04633 | 1.04610 | 1.05610 | -45.49 | 10002.71 |
6 | 2009.12.03 14:40 | buy | 3 | 0.10 | 1.05212 | 1.04710 | 1.05710 | ||
7 | 2009.12.03 14:42 | close | 3 | 0.10 | 1.05147 | 1.04710 | 1.05710 | -6.18 | 9996.53 |
8 | 2009.12.03 23:02 | buy | 4 | 0.10 | 1.05780 | 1.05280 | 1.06280 | ||
9 | 2009.12.04 11:00 | close | 4 | 0.10 | 1.05468 | 1.05280 | 1.06280 | -29.64 | 9966.89 |
10 | 2009.12.04 14:37 | sell | 5 | 0.10 | 1.04327 | 1.04830 | 1.03830 | ||
11 | 2009.12.04 14:50 | s/l | 5 | 0.10 | 1.04830 | 1.04830 | 1.03830 | -47.91 | 9918.98 |
12 | 2009.12.07 09:03 | buy | 6 | 0.10 | 1.05695 | 1.05200 | 1.06200 | ||
13 | 2009.12.07 09:10 | modify | 6 | 0.10 | 1.05695 | 1.05626 | 1.06200 | ||
14 | 2009.12.07 09:40 | t/p | 6 | 0.10 | 1.06200 | 1.05626 | 1.06200 | 47.53 | 9966.51 |
15 | 2009.12.08 02:20 | sell | 7 | 0.10 | 1.04904 | 1.05400 | 1.04400 | ||
16 | 2009.12.08 02:26 | modify | 7 | 0.10 | 1.04904 | 1.05135 | 1.04400 | ||
17 | 2009.12.08 03:32 | s/l | 7 | 0.10 | 1.05135 | 1.05135 | 1.04400 | -21.97 | 9944.54 |
18 | 2009.12.10 12:20 | sell | 8 | 0.10 | 1.05058 | 1.05560 | 1.04560 | ||
19 | 2009.12.10 15:00 | modify | 8 | 0.10 | 1.05058 | 1.05519 | 1.04560 | ||
20 | 2009.12.10 16:07 | modify | 8 | 0.10 | 1.05058 | 1.05563 | 1.04560 | ||
21 | 2009.12.10 20:20 | modify | 8 | 0.10 | 1.05058 | 1.05330 | 1.04560 | ||
22 | 2009.12.10 21:50 | modify | 8 | 0.10 | 1.05058 | 1.05055 | 1.04560 | ||
23 | 2009.12.10 21:59 | s/l | 8 | 0.10 | 1.05055 | 1.05055 | 1.04560 | 0.29 | 9944.83 |
24 | 2009.12.11 11:45 | sell | 9 | 0.10 | 1.04982 | 1.05480 | 1.04480 | ||
25 | 2009.12.11 11:50 | modify | 9 | 0.10 | 1.04982 | 1.05149 | 1.04480 | ||
26 | 2009.12.11 14:00 | modify | 9 | 0.10 | 1.04982 | 1.05131 | 1.04480 | ||
27 | 2009.12.11 15:10 | s/l | 9 | 0.10 | 1.05131 | 1.05131 | 1.04480 | -14.17 | 9930.66 |
28 | 2009.12.14 11:02 | buy | 10 | 0.10 | 1.06306 | 1.05810 | 1.06810 | ||
29 | 2009.12.14 11:07 | modify | 10 | 0.10 | 1.06306 | 1.05961 | 1.06810 | ||
30 | 2009.12.14 13:00 | modify | 10 | 0.10 | 1.06306 | 1.05902 | 1.06810 | ||
31 | 2009.12.14 14:00 | modify | 10 | 0.10 | 1.06306 | 1.05901 | 1.06810 | ||
32 | 2009.12.14 15:00 | modify | 10 | 0.10 | 1.06306 | 1.06052 | 1.06810 | ||
33 | 2009.12.14 16:15 | modify | 10 | 0.10 | 1.06306 | 1.06203 | 1.06810 | ||
34 | 2009.12.14 16:45 | s/l | 10 | 0.10 | 1.06203 | 1.06203 | 1.06810 | -9.71 | 9920.95 |
35 | 2009.12.15 20:02 | buy | 11 | 0.10 | 1.06255 | 1.05760 | 1.06760 | ||
36 | 2009.12.16 04:00 | close | 11 | 0.10 | 1.06063 | 1.05760 | 1.06760 | -18.16 | 9902.80 |
37 | 2009.12.17 12:10 | buy | 12 | 0.10 | 1.07337 | 1.06840 | 1.07840 | ||
38 | 2009.12.17 12:15 | modify | 12 | 0.10 | 1.07337 | 1.06452 | 1.07840 | ||
39 | 2009.12.17 14:15 | modify | 12 | 0.10 | 1.07337 | 1.06628 | 1.07840 | ||
40 | 2009.12.18 02:00 | close | 12 | 0.10 | 1.06914 | 1.06628 | 1.07840 | -39.62 | 9863.18 |
41 | 2009.12.21 08:03 | sell | 13 | 0.10 | 1.06556 | 1.07060 | 1.06060 | ||
42 | 2009.12.21 08:06 | close | 13 | 0.10 | 1.06589 | 1.07060 | 1.06060 | -3.10 | 9860.08 |
43 | 2009.12.22 08:15 | sell | 14 | 0.10 | 1.06001 | 1.06500 | 1.05500 | ||
44 | 2009.12.22 08:17 | close | 14 | 0.10 | 1.06030 | 1.06500 | 1.05500 | -2.74 | 9857.34 |
45 | 2009.12.22 19:50 | sell | 15 | 0.10 | 1.05403 | 1.05900 | 1.04900 | ||
46 | 2009.12.23 09:32 | modify | 15 | 0.10 | 1.05403 | 1.05639 | 1.04900 | ||
47 | 2009.12.23 10:50 | s/l | 15 | 0.10 | 1.05639 | 1.05639 | 1.04900 | -22.40 | 9834.94 |
48 | 2009.12.24 12:50 | sell | 16 | 0.10 | 1.04481 | 1.04980 | 1.03980 | ||
49 | 2009.12.24 14:20 | modify | 16 | 0.10 | 1.04481 | 1.04811 | 1.03980 | ||
50 | 2009.12.24 14:50 | s/l | 16 | 0.10 | 1.04811 | 1.04811 | 1.03980 | -31.47 | 9803.47 |
51 | 2009.12.29 09:15 | sell | 17 | 0.10 | 1.04138 | 1.04640 | 1.03640 | ||
52 | 2009.12.29 09:20 | modify | 17 | 0.10 | 1.04138 | 1.04338 | 1.03640 | ||
53 | 2009.12.29 12:00 | modify | 17 | 0.10 | 1.04138 | 1.04322 | 1.03640 | ||
54 | 2009.12.29 13:00 | modify | 17 | 0.10 | 1.04138 | 1.04263 | 1.03640 | ||
55 | 2009.12.29 14:00 | modify | 17 | 0.10 | 1.04138 | 1.04219 | 1.03640 | ||
56 | 2009.12.29 15:00 | modify | 17 | 0.10 | 1.04138 | 1.04169 | 1.03640 | ||
57 | 2009.12.29 16:00 | modify | 17 | 0.10 | 1.04138 | 1.04273 | 1.03640 | ||
58 | 2009.12.29 17:02 | modify | 17 | 0.10 | 1.04138 | 1.04240 | 1.03640 | ||
59 | 2009.12.29 17:15 | s/l | 17 | 0.10 | 1.04240 | 1.04240 | 1.03640 | -9.78 | 9793.69 |
60 | 2009.12.30 15:10 | buy | 18 | 0.10 | 1.05091 | 1.04590 | 1.05590 | ||
61 | 2009.12.30 15:15 | modify | 18 | 0.10 | 1.05091 | 1.04817 | 1.05590 | ||
62 | 2009.12.30 15:45 | t/p | 18 | 0.10 | 1.05590 | 1.04817 | 1.05590 | 47.25 | 9840.94 |
63 | 2009.12.30 22:40 | buy | 19 | 0.10 | 1.05576 | 1.05080 | 1.06080 | ||
64 | 2009.12.30 22:46 | modify | 19 | 0.10 | 1.05576 | 1.04931 | 1.06080 | ||
65 | 2009.12.30 23:33 | modify | 19 | 0.10 | 1.05576 | 1.05319 | 1.06080 | ||
66 | 2009.12.31 02:20 | s/l | 19 | 0.10 | 1.05319 | 1.05319 | 1.06080 | -24.58 | 9816.37 |
67 | 2009.12.31 18:00 | sell | 20 | 0.10 | 1.04614 | 1.05110 | 1.04110 | ||
68 | 2009.12.31 18:07 | modify | 20 | 0.10 | 1.04614 | 1.04938 | 1.04110 | ||
69 | 2009.12.31 18:57 | close at stop | 20 | 0.10 | 1.04659 | 1.04938 | 1.04110 | -4.30 | 9812.07 |