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 | cciper=14; ccUPur=200; ccDWur=-200; SL=0; TP=0; mn=1; MG=564651; Lots=0.1; time=0; starttime=7; stoptime=17; | ||||
Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 797.46 | Gross profit | 984.08 | Gross loss | -186.62 |
Profit factor | 5.27 | Expected payoff | 36.25 | ||
Absolute drawdown | 100.71 | Maximal drawdown | 777.30 (7.16%) | Relative drawdown | 7.16% (777.30) |
Total trades | 22 | Short positions (won %) | 9 (88.89%) | Long positions (won %) | 13 (69.23%) |
Profit trades (% of total) | 17 (77.27%) | Loss trades (% of total) | 5 (22.73%) | ||
Largest | profit trade | 110.75 | loss trade | -64.79 | |
Average | profit trade | 57.89 | loss trade | -37.32 | |
Maximum | consecutive wins (profit in money) | 8 (488.73) | consecutive losses (loss in money) | 2 (-65.81) | |
Maximal | consecutive profit (count of wins) | 488.73 (8) | consecutive loss (count of losses) | -65.81 (2) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 12:00 | buy | 1 | 0.10 | 1.04618 | 0.00000 | 0.00000 | ||
2 | 2009.12.02 20:00 | sell | 2 | 0.10 | 1.04895 | 0.00000 | 0.00000 | ||
3 | 2009.12.02 20:00 | close | 1 | 0.10 | 1.04895 | 0.00000 | 0.00000 | 26.31 | 10026.31 |
4 | 2009.12.03 17:00 | sell | 3 | 0.10 | 1.05437 | 0.00000 | 0.00000 | ||
5 | 2009.12.04 16:00 | buy | 4 | 0.10 | 1.04737 | 0.00000 | 0.00000 | ||
6 | 2009.12.04 16:00 | close | 2 | 0.10 | 1.04737 | 0.00000 | 0.00000 | 15.05 | 10041.36 |
7 | 2009.12.04 16:00 | close | 3 | 0.10 | 1.04737 | 0.00000 | 0.00000 | 66.82 | 10108.18 |
8 | 2009.12.07 11:00 | sell | 5 | 0.10 | 1.05911 | 0.00000 | 0.00000 | ||
9 | 2009.12.07 11:00 | close | 4 | 0.10 | 1.05911 | 0.00000 | 0.00000 | 110.75 | 10218.93 |
10 | 2009.12.08 10:00 | sell | 6 | 0.10 | 1.05231 | 0.00000 | 0.00000 | ||
11 | 2009.12.09 19:00 | buy | 7 | 0.10 | 1.05664 | 0.00000 | 0.00000 | ||
12 | 2009.12.09 19:00 | close | 5 | 0.10 | 1.05664 | 0.00000 | 0.00000 | 23.36 | 10242.29 |
13 | 2009.12.09 19:00 | close | 6 | 0.10 | 1.05664 | 0.00000 | 0.00000 | -40.99 | 10201.30 |
14 | 2009.12.10 14:00 | buy | 8 | 0.10 | 1.05081 | 0.00000 | 0.00000 | ||
15 | 2009.12.11 20:00 | sell | 9 | 0.10 | 1.06049 | 0.00000 | 0.00000 | ||
16 | 2009.12.11 20:00 | close | 7 | 0.10 | 1.06049 | 0.00000 | 0.00000 | 35.89 | 10237.18 |
17 | 2009.12.11 20:00 | close | 8 | 0.10 | 1.06049 | 0.00000 | 0.00000 | 91.18 | 10328.36 |
18 | 2009.12.14 13:00 | sell | 10 | 0.10 | 1.06482 | 0.00000 | 0.00000 | ||
19 | 2009.12.15 07:00 | buy | 11 | 0.10 | 1.05706 | 0.00000 | 0.00000 | ||
20 | 2009.12.15 07:00 | close | 9 | 0.10 | 1.05706 | 0.00000 | 0.00000 | 32.43 | 10360.79 |
21 | 2009.12.15 07:00 | close | 10 | 0.10 | 1.05706 | 0.00000 | 0.00000 | 73.40 | 10434.19 |
22 | 2009.12.16 12:00 | buy | 12 | 0.10 | 1.06250 | 0.00000 | 0.00000 | ||
23 | 2009.12.16 15:00 | buy | 13 | 0.10 | 1.06104 | 0.00000 | 0.00000 | ||
24 | 2009.12.17 06:00 | sell | 14 | 0.10 | 1.06872 | 0.00000 | 0.00000 | ||
25 | 2009.12.17 06:00 | close | 11 | 0.10 | 1.06872 | 0.00000 | 0.00000 | 108.69 | 10542.88 |
26 | 2009.12.17 06:00 | close | 13 | 0.10 | 1.06872 | 0.00000 | 0.00000 | 71.55 | 10614.43 |
27 | 2009.12.17 06:00 | close | 12 | 0.10 | 1.06872 | 0.00000 | 0.00000 | 57.89 | 10672.32 |
28 | 2009.12.18 05:00 | buy | 15 | 0.10 | 1.06683 | 0.00000 | 0.00000 | ||
29 | 2009.12.18 05:00 | close | 14 | 0.10 | 1.06683 | 0.00000 | 0.00000 | 17.71 | 10690.03 |
30 | 2009.12.21 11:00 | sell | 16 | 0.10 | 1.06524 | 0.00000 | 0.00000 | ||
31 | 2009.12.21 11:00 | close | 15 | 0.10 | 1.06524 | 0.00000 | 0.00000 | -15.03 | 10675.00 |
32 | 2009.12.21 16:00 | buy | 17 | 0.10 | 1.05586 | 0.00000 | 0.00000 | ||
33 | 2009.12.21 16:00 | close | 16 | 0.10 | 1.05586 | 0.00000 | 0.00000 | 88.84 | 10763.84 |
34 | 2009.12.22 12:00 | buy | 18 | 0.10 | 1.05734 | 0.00000 | 0.00000 | ||
35 | 2009.12.23 15:00 | buy | 19 | 0.10 | 1.05212 | 0.00000 | 0.00000 | ||
36 | 2009.12.24 14:00 | buy | 20 | 0.10 | 1.04633 | 0.00000 | 0.00000 | ||
37 | 2009.12.29 11:00 | buy | 21 | 0.10 | 1.04114 | 0.00000 | 0.00000 | ||
38 | 2009.12.30 17:00 | sell | 22 | 0.10 | 1.05062 | 0.00000 | 0.00000 | ||
39 | 2009.12.30 17:00 | close | 17 | 0.10 | 1.05062 | 0.00000 | 0.00000 | -50.81 | 10713.03 |
40 | 2009.12.30 17:00 | close | 19 | 0.10 | 1.05062 | 0.00000 | 0.00000 | -15.00 | 10698.02 |
41 | 2009.12.30 17:00 | close | 21 | 0.10 | 1.05062 | 0.00000 | 0.00000 | 90.13 | 10788.15 |
42 | 2009.12.30 17:00 | close | 18 | 0.10 | 1.05062 | 0.00000 | 0.00000 | -64.79 | 10723.36 |
43 | 2009.12.30 17:00 | close | 20 | 0.10 | 1.05062 | 0.00000 | 0.00000 | 40.42 | 10763.78 |
44 | 2009.12.31 18:57 | close at stop | 22 | 0.10 | 1.04709 | 0.00000 | 0.00000 | 33.68 | 10797.46 |