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=36; Stoploss=82; Lots=0.1; 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 | -49.50 | Gross profit | 126.53 | Gross loss | -176.03 |
| Profit factor | 0.72 | Expected payoff | -1.27 | ||
| Absolute drawdown | 70.43 | Maximal drawdown | 83.83 (0.84%) | Relative drawdown | 0.84% (83.83) |
| Total trades | 39 | Short positions (won %) | 18 (66.67%) | Long positions (won %) | 21 (52.38%) |
| Profit trades (% of total) | 23 (58.97%) | Loss trades (% of total) | 16 (41.03%) | ||
| Largest | profit trade | 9.45 | loss trade | -11.13 | |
| Average | profit trade | 5.50 | loss trade | -11.00 | |
| Maximum | consecutive wins (profit in money) | 6 (35.17) | consecutive losses (loss in money) | 4 (-44.52) | |
| Maximal | consecutive profit (count of wins) | 35.17 (6) | consecutive loss (count of losses) | -44.52 (4) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 21:00 | buy | 1 | 0.10 | 1.04401 | 1.04285 | 1.04501 | ||
| 2 | 2009.12.01 21:02 | buy | 2 | 0.10 | 1.04393 | 1.04277 | 1.04493 | ||
| 3 | 2009.12.01 21:15 | close | 1 | 0.10 | 1.04467 | 1.04285 | 1.04501 | 6.32 | 10006.32 |
| 4 | 2009.12.01 21:17 | close | 2 | 0.10 | 1.04452 | 1.04277 | 1.04493 | 5.65 | 10011.97 |
| 5 | 2009.12.02 21:00 | buy | 3 | 0.10 | 1.05147 | 1.05031 | 1.05247 | ||
| 6 | 2009.12.02 21:20 | s/l | 3 | 0.10 | 1.05031 | 1.05031 | 1.05247 | -11.05 | 10000.92 |
| 7 | 2009.12.03 21:00 | sell | 4 | 0.10 | 1.05336 | 1.05452 | 1.05236 | ||
| 8 | 2009.12.03 21:02 | sell | 5 | 0.10 | 1.05282 | 1.05398 | 1.05182 | ||
| 9 | 2009.12.03 21:20 | s/l | 5 | 0.10 | 1.05398 | 1.05398 | 1.05182 | -11.00 | 9989.92 |
| 10 | 2009.12.03 21:45 | s/l | 4 | 0.10 | 1.05452 | 1.05452 | 1.05236 | -11.00 | 9978.92 |
| 11 | 2009.12.04 21:00 | sell | 6 | 0.10 | 1.05928 | 1.06044 | 1.05828 | ||
| 12 | 2009.12.04 21:02 | sell | 7 | 0.10 | 1.05922 | 1.06038 | 1.05822 | ||
| 13 | 2009.12.04 21:10 | close | 6 | 0.10 | 1.05883 | 1.06044 | 1.05828 | 4.25 | 9983.17 |
| 14 | 2009.12.04 21:15 | t/p | 7 | 0.10 | 1.05822 | 1.06038 | 1.05822 | 9.45 | 9992.62 |
| 15 | 2009.12.07 21:00 | sell | 8 | 0.10 | 1.05268 | 1.05384 | 1.05168 | ||
| 16 | 2009.12.07 21:02 | sell | 9 | 0.10 | 1.05239 | 1.05355 | 1.05139 | ||
| 17 | 2009.12.07 21:20 | s/l | 9 | 0.10 | 1.05355 | 1.05355 | 1.05139 | -11.00 | 9981.62 |
| 18 | 2009.12.07 22:15 | close | 8 | 0.10 | 1.05229 | 1.05384 | 1.05168 | 3.71 | 9985.33 |
| 19 | 2009.12.08 21:00 | sell | 10 | 0.10 | 1.06683 | 1.06799 | 1.06583 | ||
| 20 | 2009.12.08 21:02 | sell | 11 | 0.10 | 1.06666 | 1.06782 | 1.06566 | ||
| 21 | 2009.12.08 21:10 | close | 10 | 0.10 | 1.06631 | 1.06799 | 1.06583 | 4.88 | 9990.21 |
| 22 | 2009.12.08 21:15 | t/p | 11 | 0.10 | 1.06566 | 1.06782 | 1.06566 | 9.39 | 9999.60 |
| 23 | 2009.12.09 21:00 | buy | 12 | 0.10 | 1.05412 | 1.05296 | 1.05512 | ||
| 24 | 2009.12.09 21:03 | s/l | 12 | 0.10 | 1.05296 | 1.05296 | 1.05512 | -11.02 | 9988.58 |
| 25 | 2009.12.09 21:03 | buy | 13 | 0.10 | 1.05325 | 1.05209 | 1.05425 | ||
| 26 | 2009.12.09 21:16 | s/l | 13 | 0.10 | 1.05209 | 1.05209 | 1.05425 | -11.04 | 9977.54 |
| 27 | 2009.12.10 21:00 | buy | 14 | 0.10 | 1.05047 | 1.04931 | 1.05147 | ||
| 28 | 2009.12.10 21:02 | buy | 15 | 0.10 | 1.05049 | 1.04933 | 1.05149 | ||
| 29 | 2009.12.10 21:37 | close | 14 | 0.10 | 1.05084 | 1.04931 | 1.05147 | 3.52 | 9981.06 |
| 30 | 2009.12.10 22:07 | close | 15 | 0.10 | 1.05091 | 1.04933 | 1.05149 | 4.00 | 9985.06 |
| 31 | 2009.12.11 21:00 | sell | 16 | 0.10 | 1.06065 | 1.06181 | 1.05965 | ||
| 32 | 2009.12.11 21:02 | sell | 17 | 0.10 | 1.06086 | 1.06202 | 1.05986 | ||
| 33 | 2009.12.11 21:40 | close | 17 | 0.10 | 1.06037 | 1.06202 | 1.05986 | 4.62 | 9989.68 |
| 34 | 2009.12.11 21:45 | close | 16 | 0.10 | 1.06005 | 1.06181 | 1.05965 | 5.66 | 9995.34 |
| 35 | 2009.12.14 21:00 | sell | 18 | 0.10 | 1.05942 | 1.06058 | 1.05842 | ||
| 36 | 2009.12.14 21:02 | sell | 19 | 0.10 | 1.05961 | 1.06077 | 1.05861 | ||
| 37 | 2009.12.14 21:20 | close | 18 | 0.10 | 1.05882 | 1.06058 | 1.05842 | 5.67 | 10001.01 |
| 38 | 2009.12.14 21:22 | close | 19 | 0.10 | 1.05905 | 1.06077 | 1.05861 | 5.29 | 10006.30 |
| 39 | 2009.12.15 21:00 | sell | 20 | 0.10 | 1.06130 | 1.06246 | 1.06030 | ||
| 40 | 2009.12.15 21:02 | sell | 21 | 0.10 | 1.06128 | 1.06244 | 1.06028 | ||
| 41 | 2009.12.15 21:46 | s/l | 20 | 0.10 | 1.06246 | 1.06246 | 1.06030 | -10.92 | 9995.38 |
| 42 | 2009.12.15 21:46 | s/l | 21 | 0.10 | 1.06244 | 1.06244 | 1.06028 | -10.92 | 9984.46 |
| 43 | 2009.12.16 21:00 | buy | 22 | 0.10 | 1.06325 | 1.06209 | 1.06425 | ||
| 44 | 2009.12.16 21:02 | buy | 23 | 0.10 | 1.06380 | 1.06264 | 1.06480 | ||
| 45 | 2009.12.16 21:07 | close | 22 | 0.10 | 1.06367 | 1.06209 | 1.06425 | 3.95 | 9988.41 |
| 46 | 2009.12.16 21:15 | s/l | 23 | 0.10 | 1.06264 | 1.06264 | 1.06480 | -10.93 | 9977.48 |
| 47 | 2009.12.17 21:00 | sell | 24 | 0.10 | 1.06994 | 1.07110 | 1.06894 | ||
| 48 | 2009.12.17 21:02 | sell | 25 | 0.10 | 1.06966 | 1.07082 | 1.06866 | ||
| 49 | 2009.12.17 21:50 | close | 24 | 0.10 | 1.06947 | 1.07110 | 1.06894 | 4.39 | 9981.87 |
| 50 | 2009.12.17 22:10 | s/l | 25 | 0.10 | 1.07082 | 1.07082 | 1.06866 | -10.84 | 9971.03 |
| 51 | 2009.12.18 21:00 | buy | 26 | 0.10 | 1.06613 | 1.06497 | 1.06713 | ||
| 52 | 2009.12.18 21:03 | buy | 27 | 0.10 | 1.06556 | 1.06440 | 1.06656 | ||
| 53 | 2009.12.18 21:10 | s/l | 26 | 0.10 | 1.06497 | 1.06497 | 1.06713 | -10.89 | 9960.14 |
| 54 | 2009.12.18 21:16 | s/l | 27 | 0.10 | 1.06440 | 1.06440 | 1.06656 | -10.90 | 9949.24 |
| 55 | 2009.12.21 21:00 | buy | 28 | 0.10 | 1.06170 | 1.06054 | 1.06270 | ||
| 56 | 2009.12.21 21:02 | buy | 29 | 0.10 | 1.06166 | 1.06050 | 1.06266 | ||
| 57 | 2009.12.21 21:15 | close | 28 | 0.10 | 1.06261 | 1.06054 | 1.06270 | 8.56 | 9957.80 |
| 58 | 2009.12.21 21:17 | close | 29 | 0.10 | 1.06243 | 1.06050 | 1.06266 | 7.25 | 9965.05 |
| 59 | 2009.12.22 21:00 | buy | 30 | 0.10 | 1.05588 | 1.05472 | 1.05688 | ||
| 60 | 2009.12.22 21:02 | buy | 31 | 0.10 | 1.05584 | 1.05468 | 1.05684 | ||
| 61 | 2009.12.22 21:15 | close | 30 | 0.10 | 1.05631 | 1.05472 | 1.05688 | 4.07 | 9969.12 |
| 62 | 2009.12.22 21:20 | close | 31 | 0.10 | 1.05666 | 1.05468 | 1.05684 | 7.76 | 9976.88 |
| 63 | 2009.12.23 21:00 | buy | 32 | 0.10 | 1.04818 | 1.04702 | 1.04918 | ||
| 64 | 2009.12.23 21:02 | buy | 33 | 0.10 | 1.04808 | 1.04692 | 1.04908 | ||
| 65 | 2009.12.23 21:20 | close | 32 | 0.10 | 1.04861 | 1.04702 | 1.04918 | 4.10 | 9980.98 |
| 66 | 2009.12.23 21:22 | close | 33 | 0.10 | 1.04844 | 1.04692 | 1.04908 | 3.43 | 9984.41 |
| 67 | 2009.12.28 21:00 | buy | 34 | 0.10 | 1.04306 | 1.04190 | 1.04406 | ||
| 68 | 2009.12.28 21:02 | buy | 35 | 0.10 | 1.04301 | 1.04185 | 1.04401 | ||
| 69 | 2009.12.28 22:20 | s/l | 34 | 0.10 | 1.04190 | 1.04190 | 1.04406 | -11.13 | 9973.28 |
| 70 | 2009.12.28 22:20 | s/l | 35 | 0.10 | 1.04185 | 1.04185 | 1.04401 | -11.13 | 9962.15 |
| 71 | 2009.12.29 21:00 | buy | 36 | 0.10 | 1.04351 | 1.04235 | 1.04451 | ||
| 72 | 2009.12.29 21:02 | buy | 37 | 0.10 | 1.04349 | 1.04233 | 1.04449 | ||
| 73 | 2009.12.29 21:20 | s/l | 36 | 0.10 | 1.04235 | 1.04235 | 1.04451 | -11.13 | 9951.02 |
| 74 | 2009.12.29 21:20 | s/l | 37 | 0.10 | 1.04233 | 1.04233 | 1.04449 | -11.13 | 9939.89 |
| 75 | 2009.12.30 21:00 | sell | 38 | 0.10 | 1.05540 | 1.05656 | 1.05440 | ||
| 76 | 2009.12.30 21:02 | sell | 39 | 0.10 | 1.05569 | 1.05685 | 1.05469 | ||
| 77 | 2009.12.30 22:10 | close | 39 | 0.10 | 1.05514 | 1.05685 | 1.05469 | 5.21 | 9945.10 |
| 78 | 2009.12.30 22:16 | close | 38 | 0.10 | 1.05483 | 1.05656 | 1.05440 | 5.40 | 9950.50 |