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 | MagicNumber=0; SignalMail=false; EachTickMode=false; Lots=1; Slippage=3; UseStopLoss=false; StopLoss=30; UseTakeProfit=false; TakeProfit=30; UseTrailingStop=false; TrailingStop=30; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -2995.59 | Gross profit | 3194.20 | Gross loss | -6189.79 |
| Profit factor | 0.52 | Expected payoff | -80.96 | ||
| Absolute drawdown | 3665.94 | Maximal drawdown | 3665.94 (36.66%) | Relative drawdown | 36.66% (3665.94) |
| Total trades | 37 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 37 (16.22%) |
| Profit trades (% of total) | 6 (16.22%) | Loss trades (% of total) | 31 (83.78%) | ||
| Largest | profit trade | 1011.62 | loss trade | -531.34 | |
| Average | profit trade | 532.37 | loss trade | -199.67 | |
| Maximum | consecutive wins (profit in money) | 2 (537.12) | consecutive losses (loss in money) | 9 (-2015.25) | |
| Maximal | consecutive profit (count of wins) | 1011.62 (1) | consecutive loss (count of losses) | -2015.25 (9) | |
| Average | consecutive wins | 1 | consecutive losses | 5 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 03:00 | buy | 1 | 1.00 | 1.05671 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.01 04:00 | close | 1 | 1.00 | 1.05467 | 0.00000 | 0.00000 | -193.43 | 9806.57 |
| 3 | 2009.12.01 07:00 | buy | 2 | 1.00 | 1.05612 | 0.00000 | 0.00000 | ||
| 4 | 2009.12.01 08:00 | close | 2 | 1.00 | 1.05501 | 0.00000 | 0.00000 | -105.21 | 9701.36 |
| 5 | 2009.12.02 00:00 | buy | 3 | 1.00 | 1.04763 | 0.00000 | 0.00000 | ||
| 6 | 2009.12.02 02:00 | close | 3 | 1.00 | 1.04570 | 0.00000 | 0.00000 | -184.57 | 9516.79 |
| 7 | 2009.12.02 03:00 | buy | 4 | 1.00 | 1.04689 | 0.00000 | 0.00000 | ||
| 8 | 2009.12.02 04:00 | close | 4 | 1.00 | 1.04496 | 0.00000 | 0.00000 | -184.70 | 9332.09 |
| 9 | 2009.12.02 09:00 | buy | 5 | 1.00 | 1.04651 | 0.00000 | 0.00000 | ||
| 10 | 2009.12.02 11:00 | close | 5 | 1.00 | 1.04365 | 0.00000 | 0.00000 | -274.04 | 9058.05 |
| 11 | 2009.12.02 13:00 | buy | 6 | 1.00 | 1.04649 | 0.00000 | 0.00000 | ||
| 12 | 2009.12.02 17:00 | close | 6 | 1.00 | 1.04518 | 0.00000 | 0.00000 | -125.34 | 8932.71 |
| 13 | 2009.12.02 18:00 | buy | 7 | 1.00 | 1.04715 | 0.00000 | 0.00000 | ||
| 14 | 2009.12.03 08:00 | close | 7 | 1.00 | 1.04819 | 0.00000 | 0.00000 | 96.12 | 9028.83 |
| 15 | 2009.12.03 11:00 | buy | 8 | 1.00 | 1.04955 | 0.00000 | 0.00000 | ||
| 16 | 2009.12.04 09:00 | close | 8 | 1.00 | 1.05421 | 0.00000 | 0.00000 | 441.01 | 9469.83 |
| 17 | 2009.12.04 10:00 | buy | 9 | 1.00 | 1.05537 | 0.00000 | 0.00000 | ||
| 18 | 2009.12.04 11:00 | close | 9 | 1.00 | 1.05468 | 0.00000 | 0.00000 | -65.42 | 9404.41 |
| 19 | 2009.12.04 20:00 | buy | 10 | 1.00 | 1.05758 | 0.00000 | 0.00000 | ||
| 20 | 2009.12.07 08:00 | close | 10 | 1.00 | 1.05404 | 0.00000 | 0.00000 | -336.88 | 9067.53 |
| 21 | 2009.12.07 09:00 | buy | 11 | 1.00 | 1.05548 | 0.00000 | 0.00000 | ||
| 22 | 2009.12.07 15:00 | close | 11 | 1.00 | 1.05543 | 0.00000 | 0.00000 | -4.74 | 9062.79 |
| 23 | 2009.12.08 09:00 | buy | 12 | 1.00 | 1.05576 | 0.00000 | 0.00000 | ||
| 24 | 2009.12.08 11:00 | close | 12 | 1.00 | 1.05018 | 0.00000 | 0.00000 | -531.34 | 8531.45 |
| 25 | 2009.12.08 13:00 | buy | 13 | 1.00 | 1.05509 | 0.00000 | 0.00000 | ||
| 26 | 2009.12.09 10:00 | close | 13 | 1.00 | 1.06207 | 0.00000 | 0.00000 | 656.18 | 9187.63 |
| 27 | 2009.12.10 06:00 | buy | 14 | 1.00 | 1.05694 | 0.00000 | 0.00000 | ||
| 28 | 2009.12.10 09:00 | close | 14 | 1.00 | 1.05672 | 0.00000 | 0.00000 | -20.82 | 9166.81 |
| 29 | 2009.12.10 19:00 | buy | 15 | 1.00 | 1.05407 | 0.00000 | 0.00000 | ||
| 30 | 2009.12.10 20:00 | close | 15 | 1.00 | 1.05153 | 0.00000 | 0.00000 | -241.55 | 8925.26 |
| 31 | 2009.12.11 04:00 | buy | 16 | 1.00 | 1.05160 | 0.00000 | 0.00000 | ||
| 32 | 2009.12.11 05:00 | close | 16 | 1.00 | 1.05112 | 0.00000 | 0.00000 | -45.67 | 8879.59 |
| 33 | 2009.12.11 06:00 | buy | 17 | 1.00 | 1.05229 | 0.00000 | 0.00000 | ||
| 34 | 2009.12.11 10:00 | close | 17 | 1.00 | 1.05111 | 0.00000 | 0.00000 | -112.26 | 8767.33 |
| 35 | 2009.12.11 16:00 | buy | 18 | 1.00 | 1.05312 | 0.00000 | 0.00000 | ||
| 36 | 2009.12.14 08:00 | close | 18 | 1.00 | 1.05811 | 0.00000 | 0.00000 | 470.57 | 9237.89 |
| 37 | 2009.12.14 09:00 | buy | 19 | 1.00 | 1.06066 | 0.00000 | 0.00000 | ||
| 38 | 2009.12.14 18:00 | close | 19 | 1.00 | 1.05892 | 0.00000 | 0.00000 | -164.32 | 9073.57 |
| 39 | 2009.12.15 10:00 | buy | 20 | 1.00 | 1.06256 | 0.00000 | 0.00000 | ||
| 40 | 2009.12.15 17:00 | close | 20 | 1.00 | 1.05977 | 0.00000 | 0.00000 | -263.26 | 8810.31 |
| 41 | 2009.12.15 18:00 | buy | 21 | 1.00 | 1.06271 | 0.00000 | 0.00000 | ||
| 42 | 2009.12.16 00:00 | close | 21 | 1.00 | 1.06069 | 0.00000 | 0.00000 | -191.47 | 8618.84 |
| 43 | 2009.12.16 03:00 | buy | 22 | 1.00 | 1.06156 | 0.00000 | 0.00000 | ||
| 44 | 2009.12.16 04:00 | close | 22 | 1.00 | 1.06063 | 0.00000 | 0.00000 | -87.68 | 8531.16 |
| 45 | 2009.12.16 07:00 | buy | 23 | 1.00 | 1.06219 | 0.00000 | 0.00000 | ||
| 46 | 2009.12.16 08:00 | close | 23 | 1.00 | 1.06095 | 0.00000 | 0.00000 | -116.88 | 8414.28 |
| 47 | 2009.12.16 09:00 | buy | 24 | 1.00 | 1.06259 | 0.00000 | 0.00000 | ||
| 48 | 2009.12.16 10:00 | close | 24 | 1.00 | 1.05972 | 0.00000 | 0.00000 | -270.83 | 8143.45 |
| 49 | 2009.12.16 12:00 | buy | 25 | 1.00 | 1.06250 | 0.00000 | 0.00000 | ||
| 50 | 2009.12.16 13:00 | close | 25 | 1.00 | 1.06004 | 0.00000 | 0.00000 | -232.07 | 7911.38 |
| 51 | 2009.12.16 21:00 | buy | 26 | 1.00 | 1.06355 | 0.00000 | 0.00000 | ||
| 52 | 2009.12.18 02:00 | close | 26 | 1.00 | 1.06914 | 0.00000 | 0.00000 | 518.71 | 8430.09 |
| 53 | 2009.12.18 18:00 | buy | 27 | 1.00 | 1.06838 | 0.00000 | 0.00000 | ||
| 54 | 2009.12.18 19:00 | close | 27 | 1.00 | 1.06572 | 0.00000 | 0.00000 | -249.60 | 8180.49 |
| 55 | 2009.12.21 00:00 | buy | 28 | 1.00 | 1.06823 | 0.00000 | 0.00000 | ||
| 56 | 2009.12.21 05:00 | close | 28 | 1.00 | 1.06616 | 0.00000 | 0.00000 | -194.15 | 7986.34 |
| 57 | 2009.12.21 07:00 | buy | 29 | 1.00 | 1.06756 | 0.00000 | 0.00000 | ||
| 58 | 2009.12.21 11:00 | close | 29 | 1.00 | 1.06524 | 0.00000 | 0.00000 | -217.79 | 7768.55 |
| 59 | 2009.12.21 20:00 | buy | 30 | 1.00 | 1.06253 | 0.00000 | 0.00000 | ||
| 60 | 2009.12.21 21:00 | close | 30 | 1.00 | 1.06136 | 0.00000 | 0.00000 | -110.24 | 7658.31 |
| 61 | 2009.12.21 22:00 | buy | 31 | 1.00 | 1.06188 | 0.00000 | 0.00000 | ||
| 62 | 2009.12.22 08:00 | close | 31 | 1.00 | 1.06074 | 0.00000 | 0.00000 | -108.50 | 7549.81 |
| 63 | 2009.12.22 17:00 | buy | 32 | 1.00 | 1.06072 | 0.00000 | 0.00000 | ||
| 64 | 2009.12.22 18:00 | close | 32 | 1.00 | 1.05524 | 0.00000 | 0.00000 | -519.31 | 7030.50 |
| 65 | 2009.12.23 05:00 | buy | 33 | 1.00 | 1.05729 | 0.00000 | 0.00000 | ||
| 66 | 2009.12.23 07:00 | close | 33 | 1.00 | 1.05629 | 0.00000 | 0.00000 | -94.67 | 6935.83 |
| 67 | 2009.12.24 16:00 | buy | 34 | 1.00 | 1.04838 | 0.00000 | 0.00000 | ||
| 68 | 2009.12.28 04:00 | close | 34 | 1.00 | 1.04630 | 0.00000 | 0.00000 | -200.87 | 6734.96 |
| 69 | 2009.12.28 09:00 | buy | 35 | 1.00 | 1.04982 | 0.00000 | 0.00000 | ||
| 70 | 2009.12.28 14:00 | close | 35 | 1.00 | 1.04647 | 0.00000 | 0.00000 | -320.12 | 6414.84 |
| 71 | 2009.12.29 18:00 | buy | 36 | 1.00 | 1.04075 | 0.00000 | 0.00000 | ||
| 72 | 2009.12.31 03:00 | close | 36 | 1.00 | 1.05143 | 0.00000 | 0.00000 | 1011.62 | 7426.46 |
| 73 | 2009.12.31 07:00 | buy | 37 | 1.00 | 1.05407 | 0.00000 | 0.00000 | ||
| 74 | 2009.12.31 08:00 | close | 37 | 1.00 | 1.04964 | 0.00000 | 0.00000 | -422.05 | 7004.41 |