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 | BeginSession1=6; EndSession1=10; BeginSession2=10; EndSession2=14; Spread=4; ClsOnlUnprTX=1; AtMarketIfPendingImpossible=1; TrailingStop=0; TakeProfit=0; InitialStopLoss=0; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -1948.02 | Gross profit | 4607.77 | Gross loss | -6555.79 |
| Profit factor | 0.70 | Expected payoff | -88.55 | ||
| Absolute drawdown | 2003.02 | Maximal drawdown | 3975.61 (33.21%) | Relative drawdown | 33.21% (3975.61) |
| Total trades | 22 | Short positions (won %) | 5 (40.00%) | Long positions (won %) | 17 (88.24%) |
| Profit trades (% of total) | 17 (77.27%) | Loss trades (% of total) | 5 (22.73%) | ||
| Largest | profit trade | 713.26 | loss trade | -2616.12 | |
| Average | profit trade | 271.05 | loss trade | -1311.16 | |
| Maximum | consecutive wins (profit in money) | 17 (4607.77) | consecutive losses (loss in money) | 5 (-6555.79) | |
| Maximal | consecutive profit (count of wins) | 4607.77 (17) | consecutive loss (count of losses) | -6555.79 (5) | |
| Average | consecutive wins | 17 | consecutive losses | 5 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 10:00 | buy stop | 1 | 1.00 | 1.05642 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.01 14:00 | sell stop | 2 | 1.00 | 1.04454 | 0.00000 | 0.00000 | ||
| 3 | 2009.12.01 14:15 | sell | 2 | 1.00 | 1.04454 | 0.00000 | 0.00000 | ||
| 4 | 2009.12.01 23:59 | expiration | 1 | 1.00 | 1.05642 | 0.00000 | 0.00000 | ||
| 5 | 2009.12.02 10:00 | buy stop | 3 | 1.00 | 1.04696 | 0.00000 | 0.00000 | ||
| 6 | 2009.12.02 10:00 | sell stop | 4 | 1.00 | 1.04337 | 0.00000 | 0.00000 | ||
| 7 | 2009.12.02 11:00 | close | 2 | 1.00 | 1.04443 | 0.00000 | 0.00000 | 10.06 | 10010.06 |
| 8 | 2009.12.02 11:02 | sell | 4 | 1.00 | 1.04337 | 0.00000 | 0.00000 | ||
| 9 | 2009.12.02 12:32 | buy | 3 | 1.00 | 1.04696 | 0.00000 | 0.00000 | ||
| 10 | 2009.12.02 14:00 | buy stop | 5 | 1.00 | 1.04669 | 0.00000 | 0.00000 | ||
| 11 | 2009.12.02 14:00 | sell stop | 6 | 1.00 | 1.04303 | 0.00000 | 0.00000 | ||
| 12 | 2009.12.02 14:40 | buy | 5 | 1.00 | 1.04669 | 0.00000 | 0.00000 | ||
| 13 | 2009.12.02 23:59 | expiration | 6 | 1.00 | 1.04303 | 0.00000 | 0.00000 | ||
| 14 | 2009.12.03 00:00 | close | 5 | 1.00 | 1.05092 | 0.00000 | 0.00000 | 400.53 | 10410.59 |
| 15 | 2009.12.03 00:00 | close | 3 | 1.00 | 1.05092 | 0.00000 | 0.00000 | 374.84 | 10785.42 |
| 16 | 2009.12.03 10:00 | buy stop | 7 | 1.00 | 1.05103 | 0.00000 | 0.00000 | ||
| 17 | 2009.12.03 11:40 | buy | 7 | 1.00 | 1.05103 | 0.00000 | 0.00000 | ||
| 18 | 2009.12.03 14:00 | buy stop | 8 | 1.00 | 1.05109 | 0.00000 | 0.00000 | ||
| 19 | 2009.12.03 14:00 | sell stop | 9 | 1.00 | 1.04848 | 0.00000 | 0.00000 | ||
| 20 | 2009.12.03 14:15 | buy | 8 | 1.00 | 1.05109 | 0.00000 | 0.00000 | ||
| 21 | 2009.12.03 23:59 | expiration | 9 | 1.00 | 1.04848 | 0.00000 | 0.00000 | ||
| 22 | 2009.12.04 00:00 | close | 8 | 1.00 | 1.05690 | 0.00000 | 0.00000 | 549.06 | 11334.48 |
| 23 | 2009.12.04 00:00 | close | 7 | 1.00 | 1.05690 | 0.00000 | 0.00000 | 554.74 | 11889.23 |
| 24 | 2009.12.04 10:00 | buy stop | 10 | 1.00 | 1.05725 | 0.00000 | 0.00000 | ||
| 25 | 2009.12.04 14:00 | buy stop | 11 | 1.00 | 1.05562 | 0.00000 | 0.00000 | ||
| 26 | 2009.12.04 14:00 | sell stop | 12 | 1.00 | 1.04562 | 0.00000 | 0.00000 | ||
| 27 | 2009.12.04 14:32 | sell | 12 | 1.00 | 1.04562 | 0.00000 | 0.00000 | ||
| 28 | 2009.12.04 19:20 | buy | 11 | 1.00 | 1.05562 | 0.00000 | 0.00000 | ||
| 29 | 2009.12.04 19:45 | buy | 10 | 1.00 | 1.05725 | 0.00000 | 0.00000 | ||
| 30 | 2009.12.07 01:00 | close | 11 | 1.00 | 1.05600 | 0.00000 | 0.00000 | 35.32 | 11924.55 |
| 31 | 2009.12.07 10:00 | close | 10 | 1.00 | 1.06387 | 0.00000 | 0.00000 | 621.60 | 12546.15 |
| 32 | 2009.12.07 10:00 | buy | 13 | 1.00 | 1.06465 | 0.00000 | 0.00000 | ||
| 33 | 2009.12.07 14:00 | buy stop | 14 | 1.00 | 1.06318 | 0.00000 | 0.00000 | ||
| 34 | 2009.12.07 23:59 | expiration | 14 | 1.00 | 1.06318 | 0.00000 | 0.00000 | ||
| 35 | 2009.12.08 14:00 | buy stop | 15 | 1.00 | 1.05556 | 0.00000 | 0.00000 | ||
| 36 | 2009.12.08 14:10 | buy | 15 | 1.00 | 1.05556 | 0.00000 | 0.00000 | ||
| 37 | 2009.12.08 21:00 | close | 13 | 1.00 | 1.06683 | 0.00000 | 0.00000 | 203.68 | 12749.83 |
| 38 | 2009.12.09 00:00 | close | 15 | 1.00 | 1.06315 | 0.00000 | 0.00000 | 713.26 | 13463.09 |
| 39 | 2009.12.09 10:00 | buy stop | 16 | 1.00 | 1.06477 | 0.00000 | 0.00000 | ||
| 40 | 2009.12.09 14:00 | buy stop | 17 | 1.00 | 1.06306 | 0.00000 | 0.00000 | ||
| 41 | 2009.12.09 15:15 | buy | 17 | 1.00 | 1.06306 | 0.00000 | 0.00000 | ||
| 42 | 2009.12.09 23:59 | expiration | 16 | 1.00 | 1.06477 | 0.00000 | 0.00000 | ||
| 43 | 2009.12.10 10:00 | buy stop | 18 | 1.00 | 1.05823 | 0.00000 | 0.00000 | ||
| 44 | 2009.12.10 23:59 | expiration | 18 | 1.00 | 1.05823 | 0.00000 | 0.00000 | ||
| 45 | 2009.12.11 10:00 | buy stop | 19 | 1.00 | 1.05325 | 0.00000 | 0.00000 | ||
| 46 | 2009.12.11 15:20 | buy | 19 | 1.00 | 1.05325 | 0.00000 | 0.00000 | ||
| 47 | 2009.12.14 00:00 | close | 19 | 1.00 | 1.06018 | 0.00000 | 0.00000 | 653.00 | 14116.10 |
| 48 | 2009.12.14 10:00 | buy stop | 20 | 1.00 | 1.06346 | 0.00000 | 0.00000 | ||
| 49 | 2009.12.14 11:02 | buy | 20 | 1.00 | 1.06346 | 0.00000 | 0.00000 | ||
| 50 | 2009.12.14 12:00 | close | 17 | 1.00 | 1.06449 | 0.00000 | 0.00000 | 131.05 | 14247.15 |
| 51 | 2009.12.14 14:00 | buy stop | 21 | 1.00 | 1.06586 | 0.00000 | 0.00000 | ||
| 52 | 2009.12.14 14:20 | buy | 21 | 1.00 | 1.06586 | 0.00000 | 0.00000 | ||
| 53 | 2009.12.15 14:00 | close | 20 | 1.00 | 1.06350 | 0.00000 | 0.00000 | 3.10 | 14250.25 |
| 54 | 2009.12.16 10:00 | buy stop | 22 | 1.00 | 1.06279 | 0.00000 | 0.00000 | ||
| 55 | 2009.12.16 11:40 | buy | 22 | 1.00 | 1.06279 | 0.00000 | 0.00000 | ||
| 56 | 2009.12.17 03:00 | close | 22 | 1.00 | 1.06444 | 0.00000 | 0.00000 | 153.04 | 14403.28 |
| 57 | 2009.12.17 04:00 | close | 21 | 1.00 | 1.06639 | 0.00000 | 0.00000 | 46.41 | 14449.69 |
| 58 | 2009.12.17 10:00 | buy stop | 23 | 1.00 | 1.07047 | 0.00000 | 0.00000 | ||
| 59 | 2009.12.17 10:45 | buy | 23 | 1.00 | 1.07047 | 0.00000 | 0.00000 | ||
| 60 | 2009.12.17 14:00 | buy stop | 24 | 1.00 | 1.07373 | 0.00000 | 0.00000 | ||
| 61 | 2009.12.17 14:15 | buy | 24 | 1.00 | 1.07373 | 0.00000 | 0.00000 | ||
| 62 | 2009.12.18 00:00 | close | 23 | 1.00 | 1.07068 | 0.00000 | 0.00000 | 18.95 | 14468.65 |
| 63 | 2009.12.18 10:00 | buy stop | 25 | 1.00 | 1.06927 | 0.00000 | 0.00000 | ||
| 64 | 2009.12.18 10:10 | buy | 25 | 1.00 | 1.06927 | 0.00000 | 0.00000 | ||
| 65 | 2009.12.21 10:00 | close | 25 | 1.00 | 1.06938 | 0.00000 | 0.00000 | 9.63 | 14478.28 |
| 66 | 2009.12.21 10:00 | buy | 26 | 1.00 | 1.07016 | 0.00000 | 0.00000 | ||
| 67 | 2009.12.28 17:00 | close | 12 | 1.00 | 1.04416 | 0.00000 | 0.00000 | 129.49 | 14607.77 |
| 68 | 2009.12.28 22:00 | close | 4 | 1.00 | 1.04325 | 0.00000 | 0.00000 | -0.72 | 14607.05 |
| 69 | 2009.12.29 10:00 | sell stop | 27 | 1.00 | 1.03979 | 0.00000 | 0.00000 | ||
| 70 | 2009.12.29 12:40 | sell | 27 | 1.00 | 1.03979 | 0.00000 | 0.00000 | ||
| 71 | 2009.12.29 14:00 | sell stop | 28 | 1.00 | 1.03727 | 0.00000 | 0.00000 | ||
| 72 | 2009.12.29 14:50 | sell | 28 | 1.00 | 1.03727 | 0.00000 | 0.00000 | ||
| 73 | 2009.12.31 18:57 | close at stop | 28 | 1.00 | 1.04723 | 0.00000 | 0.00000 | -952.96 | 13654.09 |
| 74 | 2009.12.31 18:57 | close at stop | 27 | 1.00 | 1.04723 | 0.00000 | 0.00000 | -712.33 | 12941.76 |
| 75 | 2009.12.31 18:57 | close at stop | 26 | 1.00 | 1.04645 | 0.00000 | 0.00000 | -2273.66 | 10668.10 |
| 76 | 2009.12.31 18:57 | close at stop | 24 | 1.00 | 1.04645 | 0.00000 | 0.00000 | -2616.12 | 8051.98 |