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 | TakeProfit=100; TakeProfit2=40; Stoploss=100; Lots=1; TrailingStop=30; per=18; per2=8; chas=2; totalt=1000; mm=0; risk=10; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 755.12 | Gross profit | 1666.55 | Gross loss | -911.43 |
| Profit factor | 1.83 | Expected payoff | 20.41 | ||
| Absolute drawdown | 74.75 | Maximal drawdown | 367.45 (3.46%) | Relative drawdown | 3.46% (367.45) |
| Total trades | 37 | Short positions (won %) | 17 (88.24%) | Long positions (won %) | 20 (70.00%) |
| Profit trades (% of total) | 29 (78.38%) | Loss trades (% of total) | 8 (21.62%) | ||
| Largest | profit trade | 94.52 | loss trade | -115.15 | |
| Average | profit trade | 57.47 | loss trade | -113.93 | |
| Maximum | consecutive wins (profit in money) | 10 (492.53) | consecutive losses (loss in money) | 2 (-230.30) | |
| Maximal | consecutive profit (count of wins) | 521.32 (9) | consecutive loss (count of losses) | -230.30 (2) | |
| Average | consecutive wins | 5 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 21:00 | buy | 1 | 1.00 | 1.04387 | 1.04267 | 1.04487 | ||
| 2 | 2009.12.01 21:02 | buy | 2 | 1.00 | 1.04379 | 1.04259 | 1.04479 | ||
| 3 | 2009.12.01 21:15 | close | 1 | 1.00 | 1.04467 | 1.04267 | 1.04487 | 76.58 | 10076.58 |
| 4 | 2009.12.01 21:17 | close | 2 | 1.00 | 1.04452 | 1.04259 | 1.04479 | 69.89 | 10146.47 |
| 5 | 2009.12.02 21:00 | buy | 3 | 1.00 | 1.05133 | 1.05013 | 1.05233 | ||
| 6 | 2009.12.02 21:50 | s/l | 3 | 1.00 | 1.05013 | 1.05013 | 1.05233 | -114.29 | 10032.18 |
| 7 | 2009.12.03 21:00 | sell | 4 | 1.00 | 1.05336 | 1.05456 | 1.05236 | ||
| 8 | 2009.12.03 21:07 | close | 4 | 1.00 | 1.05292 | 1.05456 | 1.05236 | 41.79 | 10073.97 |
| 9 | 2009.12.04 21:00 | sell | 5 | 1.00 | 1.05928 | 1.06048 | 1.05828 | ||
| 10 | 2009.12.04 21:02 | sell | 6 | 1.00 | 1.05922 | 1.06042 | 1.05822 | ||
| 11 | 2009.12.04 21:10 | close | 5 | 1.00 | 1.05869 | 1.06048 | 1.05828 | 55.73 | 10129.70 |
| 12 | 2009.12.04 21:15 | t/p | 6 | 1.00 | 1.05822 | 1.06042 | 1.05822 | 94.52 | 10224.22 |
| 13 | 2009.12.07 21:00 | sell | 7 | 1.00 | 1.05268 | 1.05388 | 1.05168 | ||
| 14 | 2009.12.07 21:02 | sell | 8 | 1.00 | 1.05239 | 1.05359 | 1.05139 | ||
| 15 | 2009.12.07 21:20 | s/l | 8 | 1.00 | 1.05359 | 1.05359 | 1.05139 | -113.89 | 10110.33 |
| 16 | 2009.12.07 22:15 | close | 7 | 1.00 | 1.05215 | 1.05388 | 1.05168 | 50.37 | 10160.70 |
| 17 | 2009.12.08 21:00 | sell | 9 | 1.00 | 1.06683 | 1.06803 | 1.06583 | ||
| 18 | 2009.12.08 21:02 | sell | 10 | 1.00 | 1.06666 | 1.06786 | 1.06566 | ||
| 19 | 2009.12.08 21:10 | close | 9 | 1.00 | 1.06617 | 1.06803 | 1.06583 | 61.90 | 10222.60 |
| 20 | 2009.12.08 21:15 | t/p | 10 | 1.00 | 1.06566 | 1.06786 | 1.06566 | 93.85 | 10316.45 |
| 21 | 2009.12.09 21:00 | buy | 11 | 1.00 | 1.05398 | 1.05278 | 1.05498 | ||
| 22 | 2009.12.09 21:03 | buy | 12 | 1.00 | 1.05311 | 1.05191 | 1.05411 | ||
| 23 | 2009.12.09 21:10 | s/l | 11 | 1.00 | 1.05278 | 1.05278 | 1.05498 | -114.04 | 10202.41 |
| 24 | 2009.12.09 21:16 | s/l | 12 | 1.00 | 1.05191 | 1.05191 | 1.05411 | -114.14 | 10088.27 |
| 25 | 2009.12.10 21:00 | buy | 13 | 1.00 | 1.05033 | 1.04913 | 1.05133 | ||
| 26 | 2009.12.10 21:02 | buy | 14 | 1.00 | 1.05035 | 1.04915 | 1.05135 | ||
| 27 | 2009.12.10 21:20 | close | 13 | 1.00 | 1.05082 | 1.04913 | 1.05133 | 46.63 | 10134.90 |
| 28 | 2009.12.10 21:25 | close | 14 | 1.00 | 1.05075 | 1.04915 | 1.05135 | 38.07 | 10172.97 |
| 29 | 2009.12.11 21:00 | sell | 15 | 1.00 | 1.06065 | 1.06185 | 1.05965 | ||
| 30 | 2009.12.11 21:02 | sell | 16 | 1.00 | 1.06086 | 1.06206 | 1.05986 | ||
| 31 | 2009.12.11 21:35 | close | 16 | 1.00 | 1.06045 | 1.06206 | 1.05986 | 38.66 | 10211.63 |
| 32 | 2009.12.11 21:40 | close | 15 | 1.00 | 1.06023 | 1.06185 | 1.05965 | 39.61 | 10251.24 |
| 33 | 2009.12.14 21:00 | sell | 17 | 1.00 | 1.05942 | 1.06062 | 1.05842 | ||
| 34 | 2009.12.14 21:02 | sell | 18 | 1.00 | 1.05961 | 1.06081 | 1.05861 | ||
| 35 | 2009.12.14 21:15 | close | 18 | 1.00 | 1.05913 | 1.06081 | 1.05861 | 45.32 | 10296.56 |
| 36 | 2009.12.14 21:20 | close | 17 | 1.00 | 1.05868 | 1.06062 | 1.05842 | 69.90 | 10366.46 |
| 37 | 2009.12.15 21:00 | sell | 19 | 1.00 | 1.06130 | 1.06250 | 1.06030 | ||
| 38 | 2009.12.15 21:02 | sell | 20 | 1.00 | 1.06128 | 1.06248 | 1.06028 | ||
| 39 | 2009.12.15 21:20 | close | 19 | 1.00 | 1.06081 | 1.06250 | 1.06030 | 46.19 | 10412.65 |
| 40 | 2009.12.15 23:50 | close | 20 | 1.00 | 1.06066 | 1.06248 | 1.06028 | 58.45 | 10471.10 |
| 41 | 2009.12.16 21:00 | buy | 21 | 1.00 | 1.06311 | 1.06191 | 1.06411 | ||
| 42 | 2009.12.16 21:07 | close | 21 | 1.00 | 1.06367 | 1.06191 | 1.06411 | 52.65 | 10523.75 |
| 43 | 2009.12.17 21:00 | sell | 22 | 1.00 | 1.06994 | 1.07114 | 1.06894 | ||
| 44 | 2009.12.17 21:02 | sell | 23 | 1.00 | 1.06966 | 1.07086 | 1.06866 | ||
| 45 | 2009.12.17 21:50 | close | 22 | 1.00 | 1.06933 | 1.07114 | 1.06894 | 57.05 | 10580.80 |
| 46 | 2009.12.17 22:15 | s/l | 23 | 1.00 | 1.07086 | 1.07086 | 1.06866 | -112.01 | 10468.79 |
| 47 | 2009.12.18 21:00 | buy | 24 | 1.00 | 1.06599 | 1.06479 | 1.06699 | ||
| 48 | 2009.12.18 21:03 | buy | 25 | 1.00 | 1.06542 | 1.06422 | 1.06642 | ||
| 49 | 2009.12.18 21:16 | s/l | 24 | 1.00 | 1.06479 | 1.06479 | 1.06699 | -112.76 | 10356.03 |
| 50 | 2009.12.18 21:50 | close | 25 | 1.00 | 1.06607 | 1.06422 | 1.06642 | 60.97 | 10417.00 |
| 51 | 2009.12.21 21:00 | buy | 26 | 1.00 | 1.06156 | 1.06036 | 1.06256 | ||
| 52 | 2009.12.21 21:02 | buy | 27 | 1.00 | 1.06152 | 1.06032 | 1.06252 | ||
| 53 | 2009.12.21 21:10 | close | 26 | 1.00 | 1.06206 | 1.06036 | 1.06256 | 47.08 | 10464.08 |
| 54 | 2009.12.21 21:15 | t/p | 27 | 1.00 | 1.06252 | 1.06032 | 1.06252 | 94.11 | 10558.19 |
| 55 | 2009.12.22 21:00 | buy | 28 | 1.00 | 1.05574 | 1.05454 | 1.05674 | ||
| 56 | 2009.12.22 21:02 | buy | 29 | 1.00 | 1.05570 | 1.05450 | 1.05670 | ||
| 57 | 2009.12.22 21:15 | close | 28 | 1.00 | 1.05631 | 1.05454 | 1.05674 | 53.96 | 10612.15 |
| 58 | 2009.12.22 21:17 | close | 29 | 1.00 | 1.05619 | 1.05450 | 1.05670 | 46.39 | 10658.54 |
| 59 | 2009.12.23 21:00 | buy | 30 | 1.00 | 1.04804 | 1.04684 | 1.04904 | ||
| 60 | 2009.12.23 21:02 | buy | 31 | 1.00 | 1.04794 | 1.04674 | 1.04894 | ||
| 61 | 2009.12.23 21:20 | close | 30 | 1.00 | 1.04861 | 1.04684 | 1.04904 | 54.36 | 10712.90 |
| 62 | 2009.12.23 21:22 | close | 31 | 1.00 | 1.04844 | 1.04674 | 1.04894 | 47.69 | 10760.59 |
| 63 | 2009.12.28 21:00 | buy | 32 | 1.00 | 1.04292 | 1.04172 | 1.04392 | ||
| 64 | 2009.12.28 21:02 | buy | 33 | 1.00 | 1.04287 | 1.04167 | 1.04387 | ||
| 65 | 2009.12.29 02:45 | close | 32 | 1.00 | 1.04357 | 1.04172 | 1.04392 | 61.26 | 10821.85 |
| 66 | 2009.12.29 02:47 | close | 33 | 1.00 | 1.04346 | 1.04167 | 1.04387 | 55.51 | 10877.35 |
| 67 | 2009.12.29 21:00 | buy | 34 | 1.00 | 1.04337 | 1.04217 | 1.04437 | ||
| 68 | 2009.12.29 21:02 | buy | 35 | 1.00 | 1.04335 | 1.04215 | 1.04435 | ||
| 69 | 2009.12.29 21:20 | s/l | 34 | 1.00 | 1.04217 | 1.04217 | 1.04437 | -115.15 | 10762.20 |
| 70 | 2009.12.29 21:20 | s/l | 35 | 1.00 | 1.04215 | 1.04215 | 1.04435 | -115.15 | 10647.05 |
| 71 | 2009.12.30 21:00 | sell | 36 | 1.00 | 1.05540 | 1.05660 | 1.05440 | ||
| 72 | 2009.12.30 21:02 | sell | 37 | 1.00 | 1.05569 | 1.05689 | 1.05469 | ||
| 73 | 2009.12.30 21:50 | close | 37 | 1.00 | 1.05526 | 1.05689 | 1.05469 | 40.75 | 10687.80 |
| 74 | 2009.12.30 22:16 | close | 36 | 1.00 | 1.05469 | 1.05660 | 1.05440 | 67.32 | 10755.12 |