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 | rsiperiod=8; bbperiod=14; bbotcl=1; SL=50; TP=135; MG=564651; Lots=0.1; mn=10; otstup=105; rsiup=30; rsidw=70; SARstep=0.003; SARmax=0.2; SarTrailingStop=1; TrailingStep=5; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -189.30 | Gross profit | 0.00 | Gross loss | -189.30 |
| Profit factor | 0.00 | Expected payoff | -47.33 | ||
| Absolute drawdown | 189.30 | Maximal drawdown | 219.35 (2.19%) | Relative drawdown | 2.19% (219.35) |
| Total trades | 4 | Short positions (won %) | 2 (0.00%) | Long positions (won %) | 2 (0.00%) |
| Profit trades (% of total) | 0 (0.00%) | Loss trades (% of total) | 4 (100.00%) | ||
| Largest | profit trade | 0.00 | loss trade | -47.81 | |
| Average | profit trade | 0.00 | loss trade | -47.33 | |
| Maximum | consecutive wins (profit in money) | 0 (0.00) | consecutive losses (loss in money) | 4 (-189.30) | |
| Maximal | consecutive profit (count of wins) | 0.00 (0) | consecutive loss (count of losses) | -189.30 (4) | |
| Average | consecutive wins | 0 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 14:00 | sell stop | 1 | 0.10 | 1.03409 | 1.03909 | 1.02059 | ||
| 2 | 2009.12.01 21:00 | buy stop | 2 | 0.10 | 1.06815 | 1.06315 | 1.08165 | ||
| 3 | 2009.12.02 21:00 | delete | 1 | 0.10 | 1.03409 | 1.03909 | 1.02059 | ||
| 4 | 2009.12.03 04:00 | sell stop | 3 | 0.10 | 1.03744 | 1.04244 | 1.02394 | ||
| 5 | 2009.12.03 15:00 | delete | 3 | 0.10 | 1.03744 | 1.04244 | 1.02394 | ||
| 6 | 2009.12.04 08:00 | sell stop | 4 | 0.10 | 1.04134 | 1.04634 | 1.02784 | ||
| 7 | 2009.12.04 14:00 | delete | 2 | 0.10 | 1.06815 | 1.06315 | 1.08165 | ||
| 8 | 2009.12.04 20:00 | buy stop | 5 | 0.10 | 1.06770 | 1.06270 | 1.08120 | ||
| 9 | 2009.12.07 10:00 | delete | 4 | 0.10 | 1.04134 | 1.04634 | 1.02784 | ||
| 10 | 2009.12.07 15:00 | sell stop | 6 | 0.10 | 1.04315 | 1.04815 | 1.02965 | ||
| 11 | 2009.12.08 16:00 | delete | 6 | 0.10 | 1.04315 | 1.04815 | 1.02965 | ||
| 12 | 2009.12.09 03:00 | sell stop | 7 | 0.10 | 1.05125 | 1.05625 | 1.03775 | ||
| 13 | 2009.12.09 17:00 | delete | 5 | 0.10 | 1.06770 | 1.06270 | 1.08120 | ||
| 14 | 2009.12.10 09:00 | buy stop | 8 | 0.10 | 1.06799 | 1.06299 | 1.08149 | ||
| 15 | 2009.12.10 11:50 | sell | 7 | 0.10 | 1.05125 | 1.05625 | 1.03775 | ||
| 16 | 2009.12.10 13:00 | delete | 8 | 0.10 | 1.06799 | 1.06299 | 1.08149 | ||
| 17 | 2009.12.10 19:00 | buy stop | 9 | 0.10 | 1.06868 | 1.06368 | 1.08218 | ||
| 18 | 2009.12.11 16:20 | s/l | 7 | 0.10 | 1.05625 | 1.05625 | 1.03775 | -47.33 | 9952.67 |
| 19 | 2009.12.14 06:00 | sell stop | 10 | 0.10 | 1.04659 | 1.05159 | 1.03309 | ||
| 20 | 2009.12.14 10:00 | delete | 10 | 0.10 | 1.04659 | 1.05159 | 1.03309 | ||
| 21 | 2009.12.14 16:00 | sell stop | 11 | 0.10 | 1.04603 | 1.05103 | 1.03253 | ||
| 22 | 2009.12.15 06:00 | delete | 9 | 0.10 | 1.06868 | 1.06368 | 1.08218 | ||
| 23 | 2009.12.15 09:00 | buy stop | 12 | 0.10 | 1.07032 | 1.06532 | 1.08382 | ||
| 24 | 2009.12.15 13:00 | delete | 11 | 0.10 | 1.04603 | 1.05103 | 1.03253 | ||
| 25 | 2009.12.15 23:00 | sell stop | 13 | 0.10 | 1.04767 | 1.05267 | 1.03417 | ||
| 26 | 2009.12.17 04:00 | delete | 13 | 0.10 | 1.04767 | 1.05267 | 1.03417 | ||
| 27 | 2009.12.17 07:15 | buy | 12 | 0.10 | 1.07032 | 1.06532 | 1.08382 | ||
| 28 | 2009.12.17 16:00 | sell stop | 14 | 0.10 | 1.05525 | 1.06025 | 1.04175 | ||
| 29 | 2009.12.18 03:16 | s/l | 12 | 0.10 | 1.06532 | 1.06532 | 1.08382 | -47.01 | 9905.66 |
| 30 | 2009.12.18 15:00 | buy stop | 15 | 0.10 | 1.08054 | 1.07554 | 1.09404 | ||
| 31 | 2009.12.21 13:00 | delete | 15 | 0.10 | 1.08054 | 1.07554 | 1.09404 | ||
| 32 | 2009.12.21 13:50 | sell | 14 | 0.10 | 1.05525 | 1.06025 | 1.04175 | ||
| 33 | 2009.12.21 17:15 | s/l | 14 | 0.10 | 1.06025 | 1.06025 | 1.04175 | -47.15 | 9858.51 |
| 34 | 2009.12.22 00:00 | buy stop | 16 | 0.10 | 1.07377 | 1.06877 | 1.08727 | ||
| 35 | 2009.12.22 10:00 | delete | 16 | 0.10 | 1.07377 | 1.06877 | 1.08727 | ||
| 36 | 2009.12.22 17:00 | buy stop | 17 | 0.10 | 1.07380 | 1.06880 | 1.08730 | ||
| 37 | 2009.12.23 13:00 | delete | 17 | 0.10 | 1.07380 | 1.06880 | 1.08730 | ||
| 38 | 2009.12.24 02:00 | buy stop | 18 | 0.10 | 1.05997 | 1.05497 | 1.07347 | ||
| 39 | 2009.12.24 13:00 | delete | 18 | 0.10 | 1.05997 | 1.05497 | 1.07347 | ||
| 40 | 2009.12.24 15:00 | buy stop | 19 | 0.10 | 1.05952 | 1.05452 | 1.07302 | ||
| 41 | 2009.12.28 17:00 | delete | 19 | 0.10 | 1.05952 | 1.05452 | 1.07302 | ||
| 42 | 2009.12.29 06:00 | buy stop | 20 | 0.10 | 1.05485 | 1.04985 | 1.06835 | ||
| 43 | 2009.12.29 10:00 | delete | 20 | 0.10 | 1.05485 | 1.04985 | 1.06835 | ||
| 44 | 2009.12.29 17:00 | buy stop | 21 | 0.10 | 1.05265 | 1.04765 | 1.06615 | ||
| 45 | 2009.12.30 09:00 | sell stop | 22 | 0.10 | 1.02602 | 1.03102 | 1.01252 | ||
| 46 | 2009.12.30 15:20 | buy | 21 | 0.10 | 1.05265 | 1.04765 | 1.06615 | ||
| 47 | 2009.12.30 16:00 | delete | 22 | 0.10 | 1.02602 | 1.03102 | 1.01252 | ||
| 48 | 2009.12.31 02:00 | sell stop | 23 | 0.10 | 1.03579 | 1.04079 | 1.02229 | ||
| 49 | 2009.12.31 09:50 | s/l | 21 | 0.10 | 1.04765 | 1.04765 | 1.06615 | -47.81 | 9810.70 |