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 | myMagic=1; TakeProfit=700; StopLoss=200; BreakEvenStop=5000; TrailingStop=5000; slippage=2; OrderTriesNumber=2; Lots=0.1; MinLot=0.1; MaximumRisk=5; FixedLot=false; ip1="__HMA env__"; _maPeriod=20; deviation=0.5; price1=0; price2=0; ip2="__HMA angle__"; _maPeriodA=20; priceA=0; DirectionFilter=0; Angle=0; OpenOutside=0; ExitAtClose=0; FlatExit=0; EAName="HMAchan"; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -732.16 | Gross profit | 597.76 | Gross loss | -1329.92 |
| Profit factor | 0.45 | Expected payoff | -19.79 | ||
| Absolute drawdown | 732.16 | Maximal drawdown | 949.43 (9.29%) | Relative drawdown | 9.29% (949.43) |
| Total trades | 37 | Short positions (won %) | 17 (11.76%) | Long positions (won %) | 20 (10.00%) |
| Profit trades (% of total) | 4 (10.81%) | Loss trades (% of total) | 33 (89.19%) | ||
| Largest | profit trade | 201.80 | loss trade | -57.56 | |
| Average | profit trade | 149.44 | loss trade | -40.30 | |
| Maximum | consecutive wins (profit in money) | 1 (201.80) | consecutive losses (loss in money) | 13 (-495.54) | |
| Maximal | consecutive profit (count of wins) | 201.80 (1) | consecutive loss (count of losses) | -495.54 (13) | |
| Average | consecutive wins | 1 | consecutive losses | 8 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 09:16 | sell | 1 | 0.30 | 1.04839 | 1.05039 | 1.04139 | ||
| 2 | 2009.12.01 17:20 | t/p | 1 | 0.30 | 1.04139 | 1.05039 | 1.04139 | 201.80 | 10201.80 |
| 3 | 2009.12.01 21:40 | buy | 2 | 0.30 | 1.04652 | 1.04452 | 1.05352 | ||
| 4 | 2009.12.02 04:20 | s/l | 2 | 0.30 | 1.04452 | 1.04452 | 1.05352 | -57.56 | 10144.24 |
| 5 | 2009.12.03 14:50 | buy | 3 | 0.30 | 1.05517 | 1.05317 | 1.06217 | ||
| 6 | 2009.12.03 14:57 | s/l | 3 | 0.30 | 1.05317 | 1.05317 | 1.06217 | -56.98 | 10087.26 |
| 7 | 2009.12.03 15:15 | buy | 4 | 0.30 | 1.05547 | 1.05347 | 1.06247 | ||
| 8 | 2009.12.03 15:50 | s/l | 4 | 0.30 | 1.05347 | 1.05347 | 1.06247 | -56.98 | 10030.28 |
| 9 | 2009.12.03 16:05 | buy | 5 | 0.30 | 1.05605 | 1.05405 | 1.06305 | ||
| 10 | 2009.12.03 16:50 | s/l | 5 | 0.30 | 1.05405 | 1.05405 | 1.06305 | -56.92 | 9973.36 |
| 11 | 2009.12.04 13:10 | sell | 6 | 0.20 | 1.04868 | 1.05068 | 1.04168 | ||
| 12 | 2009.12.04 15:02 | s/l | 6 | 0.20 | 1.05068 | 1.05068 | 1.04168 | -38.06 | 9935.30 |
| 13 | 2009.12.04 15:20 | sell | 7 | 0.20 | 1.04632 | 1.04832 | 1.03932 | ||
| 14 | 2009.12.04 16:10 | s/l | 7 | 0.20 | 1.04832 | 1.04832 | 1.03932 | -38.15 | 9897.15 |
| 15 | 2009.12.04 19:15 | buy | 8 | 0.20 | 1.05432 | 1.05232 | 1.06132 | ||
| 16 | 2009.12.07 09:40 | t/p | 8 | 0.20 | 1.06132 | 1.05232 | 1.06132 | 131.66 | 10028.81 |
| 17 | 2009.12.07 09:40 | buy | 9 | 0.30 | 1.06277 | 1.06077 | 1.06977 | ||
| 18 | 2009.12.07 10:20 | s/l | 9 | 0.30 | 1.06077 | 1.06077 | 1.06977 | -56.58 | 9972.23 |
| 19 | 2009.12.07 10:27 | buy | 10 | 0.20 | 1.06219 | 1.06019 | 1.06919 | ||
| 20 | 2009.12.07 10:45 | s/l | 10 | 0.20 | 1.06019 | 1.06019 | 1.06919 | -37.75 | 9934.48 |
| 21 | 2009.12.07 14:46 | sell | 11 | 0.20 | 1.05340 | 1.05540 | 1.04640 | ||
| 22 | 2009.12.07 14:59 | s/l | 11 | 0.20 | 1.05540 | 1.05540 | 1.04640 | -37.90 | 9896.58 |
| 23 | 2009.12.07 15:02 | sell | 12 | 0.20 | 1.05479 | 1.05679 | 1.04779 | ||
| 24 | 2009.12.07 15:20 | s/l | 12 | 0.20 | 1.05679 | 1.05679 | 1.04779 | -37.84 | 9858.74 |
| 25 | 2009.12.07 16:20 | sell | 13 | 0.20 | 1.05432 | 1.05632 | 1.04732 | ||
| 26 | 2009.12.08 08:50 | close | 13 | 0.20 | 1.05549 | 1.05632 | 1.04732 | -22.17 | 9836.57 |
| 27 | 2009.12.08 08:55 | buy | 14 | 0.20 | 1.05518 | 1.05318 | 1.06218 | ||
| 28 | 2009.12.08 09:26 | s/l | 14 | 0.20 | 1.05318 | 1.05318 | 1.06218 | -38.00 | 9798.57 |
| 29 | 2009.12.08 14:32 | buy | 15 | 0.20 | 1.05880 | 1.05680 | 1.06580 | ||
| 30 | 2009.12.08 14:50 | s/l | 15 | 0.20 | 1.05680 | 1.05680 | 1.06580 | -37.88 | 9760.69 |
| 31 | 2009.12.08 15:20 | buy | 16 | 0.20 | 1.05967 | 1.05767 | 1.06667 | ||
| 32 | 2009.12.08 15:27 | s/l | 16 | 0.20 | 1.05767 | 1.05767 | 1.06667 | -37.83 | 9722.86 |
| 33 | 2009.12.08 16:10 | buy | 17 | 0.20 | 1.06051 | 1.05851 | 1.06751 | ||
| 34 | 2009.12.09 14:20 | s/l | 17 | 0.20 | 1.05851 | 1.05851 | 1.06751 | -37.87 | 9685.00 |
| 35 | 2009.12.09 16:50 | sell | 18 | 0.20 | 1.05422 | 1.05622 | 1.04722 | ||
| 36 | 2009.12.09 16:57 | s/l | 18 | 0.20 | 1.05622 | 1.05622 | 1.04722 | -37.86 | 9647.14 |
| 37 | 2009.12.09 17:02 | sell | 19 | 0.20 | 1.05439 | 1.05639 | 1.04739 | ||
| 38 | 2009.12.09 18:10 | s/l | 19 | 0.20 | 1.05639 | 1.05639 | 1.04739 | -37.86 | 9609.28 |
| 39 | 2009.12.10 12:50 | sell | 20 | 0.20 | 1.04977 | 1.05177 | 1.04277 | ||
| 40 | 2009.12.10 16:10 | s/l | 20 | 0.20 | 1.05177 | 1.05177 | 1.04277 | -38.02 | 9571.26 |
| 41 | 2009.12.11 16:20 | buy | 21 | 0.20 | 1.05631 | 1.05431 | 1.06331 | ||
| 42 | 2009.12.11 16:27 | s/l | 21 | 0.20 | 1.05431 | 1.05431 | 1.06331 | -37.98 | 9533.28 |
| 43 | 2009.12.11 17:10 | buy | 22 | 0.20 | 1.05709 | 1.05509 | 1.06409 | ||
| 44 | 2009.12.14 11:50 | t/p | 22 | 0.20 | 1.06409 | 1.05509 | 1.06409 | 131.42 | 9664.70 |
| 45 | 2009.12.14 17:20 | sell | 23 | 0.20 | 1.05877 | 1.06077 | 1.05177 | ||
| 46 | 2009.12.15 09:15 | s/l | 23 | 0.20 | 1.06077 | 1.06077 | 1.05177 | -37.69 | 9627.01 |
| 47 | 2009.12.15 09:45 | buy | 24 | 0.20 | 1.06222 | 1.06022 | 1.06922 | ||
| 48 | 2009.12.15 14:50 | s/l | 24 | 0.20 | 1.06022 | 1.06022 | 1.06922 | -37.75 | 9589.26 |
| 49 | 2009.12.16 20:50 | buy | 25 | 0.20 | 1.06428 | 1.06228 | 1.07128 | ||
| 50 | 2009.12.16 21:15 | s/l | 25 | 0.20 | 1.06228 | 1.06228 | 1.07128 | -37.66 | 9551.60 |
| 51 | 2009.12.17 16:20 | sell | 26 | 0.20 | 1.06688 | 1.06888 | 1.05988 | ||
| 52 | 2009.12.17 16:50 | s/l | 26 | 0.20 | 1.06888 | 1.06888 | 1.05988 | -37.41 | 9514.19 |
| 53 | 2009.12.18 03:16 | sell | 27 | 0.20 | 1.06431 | 1.06631 | 1.05731 | ||
| 54 | 2009.12.18 03:40 | s/l | 27 | 0.20 | 1.06631 | 1.06631 | 1.05731 | -37.49 | 9476.70 |
| 55 | 2009.12.21 11:50 | sell | 28 | 0.20 | 1.06118 | 1.06318 | 1.05418 | ||
| 56 | 2009.12.21 12:02 | s/l | 28 | 0.20 | 1.06318 | 1.06318 | 1.05418 | -37.62 | 9439.08 |
| 57 | 2009.12.21 12:20 | sell | 29 | 0.20 | 1.06142 | 1.06342 | 1.05442 | ||
| 58 | 2009.12.21 15:50 | t/p | 29 | 0.20 | 1.05442 | 1.06342 | 1.05442 | 132.87 | 9571.95 |
| 59 | 2009.12.21 15:50 | sell | 30 | 0.20 | 1.05349 | 1.05549 | 1.04649 | ||
| 60 | 2009.12.21 16:05 | s/l | 30 | 0.20 | 1.05549 | 1.05549 | 1.04649 | -37.89 | 9534.06 |
| 61 | 2009.12.21 19:05 | buy | 31 | 0.20 | 1.06155 | 1.05955 | 1.06855 | ||
| 62 | 2009.12.22 08:20 | s/l | 31 | 0.20 | 1.05955 | 1.05955 | 1.06855 | -37.84 | 9496.23 |
| 63 | 2009.12.23 13:45 | sell | 32 | 0.20 | 1.04997 | 1.05197 | 1.04297 | ||
| 64 | 2009.12.23 15:45 | s/l | 32 | 0.20 | 1.05197 | 1.05197 | 1.04297 | -38.01 | 9458.22 |
| 65 | 2009.12.29 17:20 | buy | 33 | 0.20 | 1.04417 | 1.04217 | 1.05117 | ||
| 66 | 2009.12.29 17:45 | s/l | 33 | 0.20 | 1.04217 | 1.04217 | 1.05117 | -38.41 | 9419.81 |
| 67 | 2009.12.30 15:40 | buy | 34 | 0.20 | 1.05496 | 1.05296 | 1.06196 | ||
| 68 | 2009.12.30 16:15 | s/l | 34 | 0.20 | 1.05296 | 1.05296 | 1.06196 | -37.99 | 9381.82 |
| 69 | 2009.12.30 16:37 | buy | 35 | 0.20 | 1.05490 | 1.05290 | 1.06190 | ||
| 70 | 2009.12.30 16:45 | s/l | 35 | 0.20 | 1.05290 | 1.05290 | 1.06190 | -38.01 | 9343.81 |
| 71 | 2009.12.30 17:20 | buy | 36 | 0.20 | 1.05550 | 1.05350 | 1.06250 | ||
| 72 | 2009.12.30 17:27 | s/l | 36 | 0.20 | 1.05350 | 1.05350 | 1.06250 | -37.97 | 9305.84 |
| 73 | 2009.12.31 02:50 | sell | 37 | 0.20 | 1.05064 | 1.05264 | 1.04364 | ||
| 74 | 2009.12.31 06:15 | s/l | 37 | 0.20 | 1.05264 | 1.05264 | 1.04364 | -38.00 | 9267.84 |