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 | lots=0.01; MM=false; risk=1; MinLots=0.1; MAXLots=10; slippage=10; hourtoclose=20; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -27.27 | Gross profit | 32.93 | Gross loss | -60.20 |
| Profit factor | 0.55 | Expected payoff | -0.94 | ||
| Absolute drawdown | 33.74 | Maximal drawdown | 43.73 (0.44%) | Relative drawdown | 0.44% (43.73) |
| Total trades | 29 | Short positions (won %) | 16 (43.75%) | Long positions (won %) | 13 (30.77%) |
| Profit trades (% of total) | 11 (37.93%) | Loss trades (% of total) | 18 (62.07%) | ||
| Largest | profit trade | 8.01 | loss trade | -6.81 | |
| Average | profit trade | 2.99 | loss trade | -3.34 | |
| Maximum | consecutive wins (profit in money) | 4 (10.41) | consecutive losses (loss in money) | 5 (-16.77) | |
| Maximal | consecutive profit (count of wins) | 10.41 (4) | consecutive loss (count of losses) | -16.77 (5) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 08:16 | sell | 1 | 0.01 | 1.05143 | 1.05734 | 0.00000 | ||
| 2 | 2009.12.01 10:16 | modify | 1 | 0.01 | 1.05143 | 1.05127 | 0.00000 | ||
| 3 | 2009.12.01 11:20 | modify | 1 | 0.01 | 1.05143 | 1.05116 | 0.00000 | ||
| 4 | 2009.12.01 11:37 | modify | 1 | 0.01 | 1.05143 | 1.05114 | 0.00000 | ||
| 5 | 2009.12.01 14:15 | modify | 1 | 0.01 | 1.05143 | 1.05031 | 0.00000 | ||
| 6 | 2009.12.01 14:20 | modify | 1 | 0.01 | 1.05143 | 1.04886 | 0.00000 | ||
| 7 | 2009.12.01 17:10 | modify | 1 | 0.01 | 1.05143 | 1.04876 | 0.00000 | ||
| 8 | 2009.12.01 17:15 | modify | 1 | 0.01 | 1.05143 | 1.04804 | 0.00000 | ||
| 9 | 2009.12.01 17:20 | modify | 1 | 0.01 | 1.05143 | 1.04709 | 0.00000 | ||
| 10 | 2009.12.01 20:00 | close | 1 | 0.01 | 1.04307 | 1.04709 | 0.00000 | 8.01 | 10008.01 |
| 11 | 2009.12.02 18:32 | buy | 2 | 0.01 | 1.05118 | 1.04390 | 0.00000 | ||
| 12 | 2009.12.02 20:00 | close | 2 | 0.01 | 1.04895 | 1.04390 | 0.00000 | -2.13 | 10005.88 |
| 13 | 2009.12.03 14:45 | buy | 3 | 0.01 | 1.05417 | 1.04820 | 0.00000 | ||
| 14 | 2009.12.03 20:00 | close | 3 | 0.01 | 1.05214 | 1.04820 | 0.00000 | -1.93 | 10003.95 |
| 15 | 2009.12.04 13:03 | sell | 4 | 0.01 | 1.05021 | 1.05654 | 0.00000 | ||
| 16 | 2009.12.04 19:45 | s/l | 4 | 0.01 | 1.05654 | 1.05654 | 0.00000 | -5.98 | 9997.97 |
| 17 | 2009.12.04 19:45 | buy | 5 | 0.01 | 1.05715 | 1.05082 | 0.00000 | ||
| 18 | 2009.12.04 20:00 | close | 5 | 0.01 | 1.05694 | 1.05082 | 0.00000 | -0.20 | 9997.77 |
| 19 | 2009.12.07 09:33 | buy | 6 | 0.01 | 1.06181 | 1.05493 | 0.00000 | ||
| 20 | 2009.12.07 14:46 | s/l | 6 | 0.01 | 1.05493 | 1.05493 | 0.00000 | -6.53 | 9991.24 |
| 21 | 2009.12.07 14:46 | sell | 7 | 0.01 | 1.05340 | 1.06028 | 0.00000 | ||
| 22 | 2009.12.07 20:00 | close | 7 | 0.01 | 1.05129 | 1.06028 | 0.00000 | 2.01 | 9993.25 |
| 23 | 2009.12.08 09:10 | buy | 8 | 0.01 | 1.05665 | 1.04950 | 0.00000 | ||
| 24 | 2009.12.08 10:50 | s/l | 8 | 0.01 | 1.04950 | 1.04950 | 0.00000 | -6.81 | 9986.44 |
| 25 | 2009.12.08 10:50 | sell | 9 | 0.01 | 1.04897 | 1.05612 | 0.00000 | ||
| 26 | 2009.12.08 12:50 | s/l | 9 | 0.01 | 1.05612 | 1.05612 | 0.00000 | -6.77 | 9979.67 |
| 27 | 2009.12.09 16:20 | sell | 10 | 0.01 | 1.05840 | 1.06594 | 0.00000 | ||
| 28 | 2009.12.09 20:00 | close | 10 | 0.01 | 1.05871 | 1.06594 | 0.00000 | -0.29 | 9979.38 |
| 29 | 2009.12.10 12:20 | sell | 11 | 0.01 | 1.05058 | 1.05787 | 0.00000 | ||
| 30 | 2009.12.10 20:00 | close | 11 | 0.01 | 1.05217 | 1.05787 | 0.00000 | -1.51 | 9977.87 |
| 31 | 2009.12.11 16:15 | buy | 12 | 0.01 | 1.05579 | 1.04918 | 0.00000 | ||
| 32 | 2009.12.11 20:00 | close | 12 | 0.01 | 1.06049 | 1.04918 | 0.00000 | 4.43 | 9982.30 |
| 33 | 2009.12.14 11:45 | buy | 13 | 0.01 | 1.06442 | 1.05742 | 0.00000 | ||
| 34 | 2009.12.14 18:16 | s/l | 13 | 0.01 | 1.05742 | 1.05742 | 0.00000 | -6.62 | 9975.68 |
| 35 | 2009.12.14 18:16 | sell | 14 | 0.01 | 1.05701 | 1.06401 | 0.00000 | ||
| 36 | 2009.12.14 20:00 | close | 14 | 0.01 | 1.05997 | 1.06401 | 0.00000 | -2.79 | 9972.89 |
| 37 | 2009.12.15 09:20 | buy | 15 | 0.01 | 1.06247 | 1.05618 | 0.00000 | ||
| 38 | 2009.12.15 20:00 | close | 15 | 0.01 | 1.06193 | 1.05618 | 0.00000 | -0.51 | 9972.38 |
| 39 | 2009.12.17 03:50 | buy | 16 | 0.01 | 1.06714 | 1.06173 | 0.00000 | ||
| 40 | 2009.12.17 11:45 | modify | 16 | 0.01 | 1.06714 | 1.06722 | 0.00000 | ||
| 41 | 2009.12.17 11:50 | modify | 16 | 0.01 | 1.06714 | 1.06789 | 0.00000 | ||
| 42 | 2009.12.17 12:15 | modify | 16 | 0.01 | 1.06714 | 1.06804 | 0.00000 | ||
| 43 | 2009.12.17 12:20 | modify | 16 | 0.01 | 1.06714 | 1.06827 | 0.00000 | ||
| 44 | 2009.12.17 14:15 | modify | 16 | 0.01 | 1.06714 | 1.06828 | 0.00000 | ||
| 45 | 2009.12.17 14:20 | modify | 16 | 0.01 | 1.06714 | 1.06911 | 0.00000 | ||
| 46 | 2009.12.17 15:32 | s/l | 16 | 0.01 | 1.06911 | 1.06911 | 0.00000 | 1.84 | 9974.22 |
| 47 | 2009.12.17 15:32 | sell | 17 | 0.01 | 1.06856 | 1.07397 | 0.00000 | ||
| 48 | 2009.12.17 20:00 | close | 17 | 0.01 | 1.07156 | 1.07397 | 0.00000 | -2.80 | 9971.42 |
| 49 | 2009.12.18 03:10 | sell | 18 | 0.01 | 1.06602 | 1.07233 | 0.00000 | ||
| 50 | 2009.12.18 20:00 | close | 18 | 0.01 | 1.06688 | 1.07233 | 0.00000 | -0.81 | 9970.61 |
| 51 | 2009.12.21 11:15 | sell | 19 | 0.01 | 1.06380 | 1.06942 | 0.00000 | ||
| 52 | 2009.12.21 13:20 | modify | 19 | 0.01 | 1.06380 | 1.06260 | 0.00000 | ||
| 53 | 2009.12.21 13:45 | modify | 19 | 0.01 | 1.06380 | 1.06206 | 0.00000 | ||
| 54 | 2009.12.21 13:50 | modify | 19 | 0.01 | 1.06380 | 1.06085 | 0.00000 | ||
| 55 | 2009.12.21 14:20 | modify | 19 | 0.01 | 1.06380 | 1.06063 | 0.00000 | ||
| 56 | 2009.12.21 15:50 | modify | 19 | 0.01 | 1.06380 | 1.05975 | 0.00000 | ||
| 57 | 2009.12.21 17:10 | s/l | 19 | 0.01 | 1.05975 | 1.05975 | 0.00000 | 3.82 | 9974.43 |
| 58 | 2009.12.21 17:10 | buy | 20 | 0.01 | 1.05975 | 1.05413 | 0.00000 | ||
| 59 | 2009.12.21 20:00 | close | 20 | 0.01 | 1.06189 | 1.05413 | 0.00000 | 2.02 | 9976.45 |
| 60 | 2009.12.22 11:20 | sell | 21 | 0.01 | 1.05634 | 1.06293 | 0.00000 | ||
| 61 | 2009.12.22 20:00 | close | 21 | 0.01 | 1.05509 | 1.06293 | 0.00000 | 1.18 | 9977.63 |
| 62 | 2009.12.23 13:15 | sell | 22 | 0.01 | 1.05190 | 1.05749 | 0.00000 | ||
| 63 | 2009.12.23 20:00 | close | 22 | 0.01 | 1.04835 | 1.05749 | 0.00000 | 3.39 | 9981.02 |
| 64 | 2009.12.24 18:20 | buy | 23 | 0.01 | 1.05113 | 1.04533 | 0.00000 | ||
| 65 | 2009.12.28 14:45 | s/l | 23 | 0.01 | 1.04533 | 1.04533 | 0.00000 | -5.57 | 9975.45 |
| 66 | 2009.12.28 14:45 | sell | 24 | 0.01 | 1.04529 | 1.05017 | 0.00000 | ||
| 67 | 2009.12.28 20:00 | close | 24 | 0.01 | 1.04383 | 1.05017 | 0.00000 | 1.40 | 9976.85 |
| 68 | 2009.12.29 12:45 | sell | 25 | 0.01 | 1.03865 | 1.04365 | 0.00000 | ||
| 69 | 2009.12.29 17:15 | s/l | 25 | 0.01 | 1.04365 | 1.04365 | 0.00000 | -4.79 | 9972.06 |
| 70 | 2009.12.29 17:15 | buy | 26 | 0.01 | 1.04379 | 1.03879 | 0.00000 | ||
| 71 | 2009.12.29 20:00 | close | 26 | 0.01 | 1.04141 | 1.03879 | 0.00000 | -2.29 | 9969.77 |
| 72 | 2009.12.30 04:45 | buy | 27 | 0.01 | 1.04945 | 1.04473 | 0.00000 | ||
| 73 | 2009.12.30 15:40 | modify | 27 | 0.01 | 1.04945 | 1.05014 | 0.00000 | ||
| 74 | 2009.12.30 15:45 | modify | 27 | 0.01 | 1.04945 | 1.05153 | 0.00000 | ||
| 75 | 2009.12.30 15:50 | modify | 27 | 0.01 | 1.04945 | 1.05293 | 0.00000 | ||
| 76 | 2009.12.30 16:15 | s/l | 27 | 0.01 | 1.05293 | 1.05293 | 0.00000 | 3.31 | 9973.08 |
| 77 | 2009.12.30 16:15 | sell | 28 | 0.01 | 1.05287 | 1.05759 | 0.00000 | ||
| 78 | 2009.12.30 20:00 | close | 28 | 0.01 | 1.05484 | 1.05759 | 0.00000 | -1.87 | 9971.21 |
| 79 | 2009.12.31 09:20 | sell | 29 | 0.01 | 1.04868 | 1.05437 | 0.00000 | ||
| 80 | 2009.12.31 18:57 | close at stop | 29 | 0.01 | 1.04709 | 1.05437 | 0.00000 | 1.52 | 9972.73 |