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 | Lots=1; | ||||
Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -9899.39 | Gross profit | 0.00 | Gross loss | -9899.39 |
Profit factor | 0.00 | Expected payoff | -274.98 | ||
Absolute drawdown | 9899.39 | Maximal drawdown | 9899.39 (98.99%) | Relative drawdown | 98.99% (9899.39) |
Total trades | 36 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 36 (0.00%) |
Profit trades (% of total) | 0 (0.00%) | Loss trades (% of total) | 36 (100.00%) | ||
Largest | profit trade | 0.00 | loss trade | -291.35 | |
Average | profit trade | 0.00 | loss trade | -274.98 | |
Maximum | consecutive wins (profit in money) | 0 (0.00) | consecutive losses (loss in money) | 36 (-9899.39) | |
Maximal | consecutive profit (count of wins) | 0.00 (0) | consecutive loss (count of losses) | -9899.39 (36) | |
Average | consecutive wins | 0 | consecutive losses | 36 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 00:00 | buy | 1 | 1.00 | 1.05675 | 0.00000 | 0.00000 | ||
2 | 2009.12.01 00:00 | buy | 2 | 1.00 | 1.05675 | 0.00000 | 0.00000 | ||
3 | 2009.12.01 00:00 | buy | 3 | 1.00 | 1.05675 | 0.00000 | 0.00000 | ||
4 | 2009.12.01 00:02 | buy | 4 | 1.00 | 1.05674 | 0.00000 | 0.00000 | ||
5 | 2009.12.01 00:02 | buy | 5 | 1.00 | 1.05674 | 0.00000 | 0.00000 | ||
6 | 2009.12.01 00:02 | buy | 6 | 1.00 | 1.05674 | 0.00000 | 0.00000 | ||
7 | 2009.12.01 00:05 | buy | 7 | 1.00 | 1.05670 | 0.00000 | 0.00000 | ||
8 | 2009.12.01 00:05 | buy | 8 | 1.00 | 1.05670 | 0.00000 | 0.00000 | ||
9 | 2009.12.01 00:05 | buy | 9 | 1.00 | 1.05670 | 0.00000 | 0.00000 | ||
10 | 2009.12.01 00:07 | buy | 10 | 1.00 | 1.05677 | 0.00000 | 0.00000 | ||
11 | 2009.12.01 00:07 | buy | 11 | 1.00 | 1.05677 | 0.00000 | 0.00000 | ||
12 | 2009.12.01 00:07 | buy | 12 | 1.00 | 1.05677 | 0.00000 | 0.00000 | ||
13 | 2009.12.01 00:10 | buy | 13 | 1.00 | 1.05663 | 0.00000 | 0.00000 | ||
14 | 2009.12.01 00:10 | buy | 14 | 1.00 | 1.05663 | 0.00000 | 0.00000 | ||
15 | 2009.12.01 00:10 | buy | 15 | 1.00 | 1.05663 | 0.00000 | 0.00000 | ||
16 | 2009.12.01 00:12 | buy | 16 | 1.00 | 1.05667 | 0.00000 | 0.00000 | ||
17 | 2009.12.01 00:12 | buy | 17 | 1.00 | 1.05667 | 0.00000 | 0.00000 | ||
18 | 2009.12.01 00:12 | buy | 18 | 1.00 | 1.05667 | 0.00000 | 0.00000 | ||
19 | 2009.12.01 00:15 | buy | 19 | 1.00 | 1.05653 | 0.00000 | 0.00000 | ||
20 | 2009.12.01 00:15 | buy | 20 | 1.00 | 1.05653 | 0.00000 | 0.00000 | ||
21 | 2009.12.01 00:15 | buy | 21 | 1.00 | 1.05653 | 0.00000 | 0.00000 | ||
22 | 2009.12.01 00:17 | buy | 22 | 1.00 | 1.05656 | 0.00000 | 0.00000 | ||
23 | 2009.12.01 00:17 | buy | 23 | 1.00 | 1.05656 | 0.00000 | 0.00000 | ||
24 | 2009.12.01 00:17 | buy | 24 | 1.00 | 1.05656 | 0.00000 | 0.00000 | ||
25 | 2009.12.01 00:20 | buy | 25 | 1.00 | 1.05639 | 0.00000 | 0.00000 | ||
26 | 2009.12.01 00:20 | buy | 26 | 1.00 | 1.05639 | 0.00000 | 0.00000 | ||
27 | 2009.12.01 00:20 | buy | 27 | 1.00 | 1.05639 | 0.00000 | 0.00000 | ||
28 | 2009.12.01 00:22 | buy | 28 | 1.00 | 1.05646 | 0.00000 | 0.00000 | ||
29 | 2009.12.01 00:22 | buy | 29 | 1.00 | 1.05646 | 0.00000 | 0.00000 | ||
30 | 2009.12.01 00:22 | buy | 30 | 1.00 | 1.05646 | 0.00000 | 0.00000 | ||
31 | 2009.12.01 00:25 | buy | 31 | 1.00 | 1.05642 | 0.00000 | 0.00000 | ||
32 | 2009.12.01 00:25 | buy | 32 | 1.00 | 1.05642 | 0.00000 | 0.00000 | ||
33 | 2009.12.01 00:25 | buy | 33 | 1.00 | 1.05642 | 0.00000 | 0.00000 | ||
34 | 2009.12.01 00:27 | buy | 34 | 1.00 | 1.05653 | 0.00000 | 0.00000 | ||
35 | 2009.12.01 00:27 | buy | 35 | 1.00 | 1.05653 | 0.00000 | 0.00000 | ||
36 | 2009.12.01 00:27 | buy | 36 | 1.00 | 1.05659 | 0.00000 | 0.00000 | ||
37 | 2009.12.01 00:46 | close at stop | 36 | 1.00 | 1.05370 | 0.00000 | 0.00000 | -274.27 | 9725.73 |
38 | 2009.12.01 00:46 | close at stop | 35 | 1.00 | 1.05370 | 0.00000 | 0.00000 | -268.58 | 9457.15 |
39 | 2009.12.01 00:46 | close at stop | 34 | 1.00 | 1.05370 | 0.00000 | 0.00000 | -268.58 | 9188.57 |
40 | 2009.12.01 00:46 | close at stop | 33 | 1.00 | 1.05370 | 0.00000 | 0.00000 | -258.14 | 8930.43 |
41 | 2009.12.01 00:46 | close at stop | 32 | 1.00 | 1.05370 | 0.00000 | 0.00000 | -258.14 | 8672.29 |
42 | 2009.12.01 00:46 | close at stop | 31 | 1.00 | 1.05370 | 0.00000 | 0.00000 | -258.14 | 8414.15 |
43 | 2009.12.01 00:46 | close at stop | 30 | 1.00 | 1.05370 | 0.00000 | 0.00000 | -261.93 | 8152.22 |
44 | 2009.12.01 00:46 | close at stop | 29 | 1.00 | 1.05370 | 0.00000 | 0.00000 | -261.93 | 7890.29 |
45 | 2009.12.01 00:46 | close at stop | 28 | 1.00 | 1.05370 | 0.00000 | 0.00000 | -261.93 | 7628.36 |
46 | 2009.12.01 00:46 | close at stop | 27 | 1.00 | 1.05370 | 0.00000 | 0.00000 | -255.29 | 7373.07 |
47 | 2009.12.01 00:46 | close at stop | 26 | 1.00 | 1.05370 | 0.00000 | 0.00000 | -255.29 | 7117.78 |
48 | 2009.12.01 00:46 | close at stop | 25 | 1.00 | 1.05370 | 0.00000 | 0.00000 | -255.29 | 6862.49 |
49 | 2009.12.01 00:46 | close at stop | 24 | 1.00 | 1.05370 | 0.00000 | 0.00000 | -271.42 | 6591.07 |
50 | 2009.12.01 00:46 | close at stop | 23 | 1.00 | 1.05370 | 0.00000 | 0.00000 | -271.42 | 6319.65 |
51 | 2009.12.01 00:46 | close at stop | 22 | 1.00 | 1.05370 | 0.00000 | 0.00000 | -271.42 | 6048.23 |
52 | 2009.12.01 00:46 | close at stop | 21 | 1.00 | 1.05370 | 0.00000 | 0.00000 | -268.58 | 5779.65 |
53 | 2009.12.01 00:46 | close at stop | 20 | 1.00 | 1.05370 | 0.00000 | 0.00000 | -268.58 | 5511.07 |
54 | 2009.12.01 00:46 | close at stop | 19 | 1.00 | 1.05370 | 0.00000 | 0.00000 | -268.58 | 5242.49 |
55 | 2009.12.01 00:46 | close at stop | 18 | 1.00 | 1.05370 | 0.00000 | 0.00000 | -281.86 | 4960.63 |
56 | 2009.12.01 00:46 | close at stop | 17 | 1.00 | 1.05370 | 0.00000 | 0.00000 | -281.86 | 4678.77 |
57 | 2009.12.01 00:46 | close at stop | 16 | 1.00 | 1.05370 | 0.00000 | 0.00000 | -281.86 | 4396.91 |
58 | 2009.12.01 00:46 | close at stop | 15 | 1.00 | 1.05370 | 0.00000 | 0.00000 | -278.07 | 4118.84 |
59 | 2009.12.01 00:46 | close at stop | 14 | 1.00 | 1.05370 | 0.00000 | 0.00000 | -278.07 | 3840.77 |
60 | 2009.12.01 00:46 | close at stop | 13 | 1.00 | 1.05370 | 0.00000 | 0.00000 | -278.07 | 3562.70 |
61 | 2009.12.01 00:46 | close at stop | 12 | 1.00 | 1.05370 | 0.00000 | 0.00000 | -291.35 | 3271.35 |
62 | 2009.12.01 00:46 | close at stop | 11 | 1.00 | 1.05370 | 0.00000 | 0.00000 | -291.35 | 2980.00 |
63 | 2009.12.01 00:46 | close at stop | 10 | 1.00 | 1.05370 | 0.00000 | 0.00000 | -291.35 | 2688.65 |
64 | 2009.12.01 00:46 | close at stop | 9 | 1.00 | 1.05370 | 0.00000 | 0.00000 | -284.71 | 2403.94 |
65 | 2009.12.01 00:46 | close at stop | 8 | 1.00 | 1.05370 | 0.00000 | 0.00000 | -284.71 | 2119.23 |
66 | 2009.12.01 00:46 | close at stop | 7 | 1.00 | 1.05370 | 0.00000 | 0.00000 | -284.71 | 1834.52 |
67 | 2009.12.01 00:46 | close at stop | 6 | 1.00 | 1.05370 | 0.00000 | 0.00000 | -288.51 | 1546.01 |
68 | 2009.12.01 00:46 | close at stop | 5 | 1.00 | 1.05370 | 0.00000 | 0.00000 | -288.51 | 1257.50 |
69 | 2009.12.01 00:46 | close at stop | 4 | 1.00 | 1.05370 | 0.00000 | 0.00000 | -288.51 | 968.99 |
70 | 2009.12.01 00:46 | close at stop | 3 | 1.00 | 1.05370 | 0.00000 | 0.00000 | -289.46 | 679.53 |
71 | 2009.12.01 00:46 | close at stop | 2 | 1.00 | 1.05370 | 0.00000 | 0.00000 | -289.46 | 390.07 |
72 | 2009.12.01 00:46 | close at stop | 1 | 1.00 | 1.05370 | 0.00000 | 0.00000 | -289.46 | 100.61 |