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 | -9344.74 | Gross profit | 0.00 | Gross loss | -9344.74 |
Profit factor | 0.00 | Expected payoff | -129.79 | ||
Absolute drawdown | 9344.74 | Maximal drawdown | 15248.88 (95.88%) | Relative drawdown | 95.88% (15248.88) |
Total trades | 72 | Short positions (won %) | 72 (0.00%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 0 (0.00%) | Loss trades (% of total) | 72 (100.00%) | ||
Largest | profit trade | 0.00 | loss trade | -258.42 | |
Average | profit trade | 0.00 | loss trade | -129.79 | |
Maximum | consecutive wins (profit in money) | 0 (0.00) | consecutive losses (loss in money) | 72 (-9344.74) | |
Maximal | consecutive profit (count of wins) | 0.00 (0) | consecutive loss (count of losses) | -9344.74 (72) | |
Average | consecutive wins | 0 | consecutive losses | 72 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 00:00 | sell | 1 | 1.00 | 1.05597 | 0.00000 | 0.00000 | ||
2 | 2009.12.01 00:00 | sell | 2 | 1.00 | 1.05597 | 0.00000 | 0.00000 | ||
3 | 2009.12.01 00:00 | sell | 3 | 1.00 | 1.05597 | 0.00000 | 0.00000 | ||
4 | 2009.12.01 00:02 | sell | 4 | 1.00 | 1.05596 | 0.00000 | 0.00000 | ||
5 | 2009.12.01 00:02 | sell | 5 | 1.00 | 1.05596 | 0.00000 | 0.00000 | ||
6 | 2009.12.01 00:02 | sell | 6 | 1.00 | 1.05596 | 0.00000 | 0.00000 | ||
7 | 2009.12.01 00:05 | sell | 7 | 1.00 | 1.05592 | 0.00000 | 0.00000 | ||
8 | 2009.12.01 00:05 | sell | 8 | 1.00 | 1.05592 | 0.00000 | 0.00000 | ||
9 | 2009.12.01 00:05 | sell | 9 | 1.00 | 1.05592 | 0.00000 | 0.00000 | ||
10 | 2009.12.01 00:07 | sell | 10 | 1.00 | 1.05599 | 0.00000 | 0.00000 | ||
11 | 2009.12.01 00:07 | sell | 11 | 1.00 | 1.05599 | 0.00000 | 0.00000 | ||
12 | 2009.12.01 00:07 | sell | 12 | 1.00 | 1.05599 | 0.00000 | 0.00000 | ||
13 | 2009.12.01 00:10 | sell | 13 | 1.00 | 1.05585 | 0.00000 | 0.00000 | ||
14 | 2009.12.01 00:10 | sell | 14 | 1.00 | 1.05585 | 0.00000 | 0.00000 | ||
15 | 2009.12.01 00:10 | sell | 15 | 1.00 | 1.05585 | 0.00000 | 0.00000 | ||
16 | 2009.12.01 00:12 | sell | 16 | 1.00 | 1.05589 | 0.00000 | 0.00000 | ||
17 | 2009.12.01 00:12 | sell | 17 | 1.00 | 1.05589 | 0.00000 | 0.00000 | ||
18 | 2009.12.01 00:12 | sell | 18 | 1.00 | 1.05589 | 0.00000 | 0.00000 | ||
19 | 2009.12.01 00:15 | sell | 19 | 1.00 | 1.05575 | 0.00000 | 0.00000 | ||
20 | 2009.12.01 00:15 | sell | 20 | 1.00 | 1.05575 | 0.00000 | 0.00000 | ||
21 | 2009.12.01 00:15 | sell | 21 | 1.00 | 1.05575 | 0.00000 | 0.00000 | ||
22 | 2009.12.01 00:17 | sell | 22 | 1.00 | 1.05578 | 0.00000 | 0.00000 | ||
23 | 2009.12.01 00:17 | sell | 23 | 1.00 | 1.05578 | 0.00000 | 0.00000 | ||
24 | 2009.12.01 00:17 | sell | 24 | 1.00 | 1.05578 | 0.00000 | 0.00000 | ||
25 | 2009.12.01 00:20 | sell | 25 | 1.00 | 1.05561 | 0.00000 | 0.00000 | ||
26 | 2009.12.01 00:20 | sell | 26 | 1.00 | 1.05561 | 0.00000 | 0.00000 | ||
27 | 2009.12.01 00:20 | sell | 27 | 1.00 | 1.05561 | 0.00000 | 0.00000 | ||
28 | 2009.12.01 00:22 | sell | 28 | 1.00 | 1.05568 | 0.00000 | 0.00000 | ||
29 | 2009.12.01 00:22 | sell | 29 | 1.00 | 1.05568 | 0.00000 | 0.00000 | ||
30 | 2009.12.01 00:22 | sell | 30 | 1.00 | 1.05568 | 0.00000 | 0.00000 | ||
31 | 2009.12.01 00:25 | sell | 31 | 1.00 | 1.05564 | 0.00000 | 0.00000 | ||
32 | 2009.12.01 00:25 | sell | 32 | 1.00 | 1.05564 | 0.00000 | 0.00000 | ||
33 | 2009.12.01 00:25 | sell | 33 | 1.00 | 1.05564 | 0.00000 | 0.00000 | ||
34 | 2009.12.01 00:27 | sell | 34 | 1.00 | 1.05575 | 0.00000 | 0.00000 | ||
35 | 2009.12.01 00:27 | sell | 35 | 1.00 | 1.05575 | 0.00000 | 0.00000 | ||
36 | 2009.12.01 00:27 | sell | 36 | 1.00 | 1.05575 | 0.00000 | 0.00000 | ||
37 | 2009.12.01 00:27 | sell | 37 | 1.00 | 1.05581 | 0.00000 | 0.00000 | ||
38 | 2009.12.01 00:27 | sell | 38 | 1.00 | 1.05581 | 0.00000 | 0.00000 | ||
39 | 2009.12.01 00:33 | sell | 39 | 1.00 | 1.05505 | 0.00000 | 0.00000 | ||
40 | 2009.12.01 00:33 | sell | 40 | 1.00 | 1.05505 | 0.00000 | 0.00000 | ||
41 | 2009.12.01 00:33 | sell | 41 | 1.00 | 1.05505 | 0.00000 | 0.00000 | ||
42 | 2009.12.01 00:36 | sell | 42 | 1.00 | 1.05524 | 0.00000 | 0.00000 | ||
43 | 2009.12.01 00:36 | sell | 43 | 1.00 | 1.05524 | 0.00000 | 0.00000 | ||
44 | 2009.12.01 00:36 | sell | 44 | 1.00 | 1.05524 | 0.00000 | 0.00000 | ||
45 | 2009.12.01 00:40 | sell | 45 | 1.00 | 1.05447 | 0.00000 | 0.00000 | ||
46 | 2009.12.01 00:40 | sell | 46 | 1.00 | 1.05447 | 0.00000 | 0.00000 | ||
47 | 2009.12.01 00:40 | sell | 47 | 1.00 | 1.05447 | 0.00000 | 0.00000 | ||
48 | 2009.12.01 00:43 | sell | 48 | 1.00 | 1.05466 | 0.00000 | 0.00000 | ||
49 | 2009.12.01 00:43 | sell | 49 | 1.00 | 1.05466 | 0.00000 | 0.00000 | ||
50 | 2009.12.01 00:43 | sell | 50 | 1.00 | 1.05466 | 0.00000 | 0.00000 | ||
51 | 2009.12.01 00:46 | sell | 51 | 1.00 | 1.05370 | 0.00000 | 0.00000 | ||
52 | 2009.12.01 00:46 | sell | 52 | 1.00 | 1.05370 | 0.00000 | 0.00000 | ||
53 | 2009.12.01 00:46 | sell | 53 | 1.00 | 1.05370 | 0.00000 | 0.00000 | ||
54 | 2009.12.01 00:50 | sell | 54 | 1.00 | 1.05409 | 0.00000 | 0.00000 | ||
55 | 2009.12.01 00:50 | sell | 55 | 1.00 | 1.05409 | 0.00000 | 0.00000 | ||
56 | 2009.12.01 00:50 | sell | 56 | 1.00 | 1.05409 | 0.00000 | 0.00000 | ||
57 | 2009.12.01 00:53 | sell | 57 | 1.00 | 1.05389 | 0.00000 | 0.00000 | ||
58 | 2009.12.01 00:53 | sell | 58 | 1.00 | 1.05389 | 0.00000 | 0.00000 | ||
59 | 2009.12.01 00:53 | sell | 59 | 1.00 | 1.05389 | 0.00000 | 0.00000 | ||
60 | 2009.12.01 00:59 | sell | 60 | 1.00 | 1.05390 | 0.00000 | 0.00000 | ||
61 | 2009.12.01 00:59 | sell | 61 | 1.00 | 1.05390 | 0.00000 | 0.00000 | ||
62 | 2009.12.01 00:59 | sell | 62 | 1.00 | 1.05390 | 0.00000 | 0.00000 | ||
63 | 2009.12.01 01:00 | sell | 63 | 1.00 | 1.05391 | 0.00000 | 0.00000 | ||
64 | 2009.12.01 01:00 | sell | 64 | 1.00 | 1.05391 | 0.00000 | 0.00000 | ||
65 | 2009.12.01 01:00 | sell | 65 | 1.00 | 1.05391 | 0.00000 | 0.00000 | ||
66 | 2009.12.01 01:02 | sell | 66 | 1.00 | 1.05381 | 0.00000 | 0.00000 | ||
67 | 2009.12.01 01:02 | sell | 67 | 1.00 | 1.05381 | 0.00000 | 0.00000 | ||
68 | 2009.12.01 01:02 | sell | 68 | 1.00 | 1.05381 | 0.00000 | 0.00000 | ||
69 | 2009.12.01 01:05 | sell | 69 | 1.00 | 1.05387 | 0.00000 | 0.00000 | ||
70 | 2009.12.01 01:07 | sell | 70 | 1.00 | 1.05374 | 0.00000 | 0.00000 | ||
71 | 2009.12.01 01:07 | sell | 71 | 1.00 | 1.05374 | 0.00000 | 0.00000 | ||
72 | 2009.12.01 01:07 | sell | 72 | 1.00 | 1.05374 | 0.00000 | 0.00000 | ||
73 | 2009.12.01 01:59 | close at stop | 72 | 1.00 | 1.05643 | 0.00000 | 0.00000 | -254.63 | 9745.37 |
74 | 2009.12.01 01:59 | close at stop | 71 | 1.00 | 1.05643 | 0.00000 | 0.00000 | -254.63 | 9490.74 |
75 | 2009.12.01 01:59 | close at stop | 70 | 1.00 | 1.05643 | 0.00000 | 0.00000 | -254.63 | 9236.11 |
76 | 2009.12.01 01:59 | close at stop | 69 | 1.00 | 1.05643 | 0.00000 | 0.00000 | -242.33 | 8993.78 |
77 | 2009.12.01 01:59 | close at stop | 68 | 1.00 | 1.05643 | 0.00000 | 0.00000 | -248.01 | 8745.77 |
78 | 2009.12.01 01:59 | close at stop | 67 | 1.00 | 1.05643 | 0.00000 | 0.00000 | -248.01 | 8497.76 |
79 | 2009.12.01 01:59 | close at stop | 66 | 1.00 | 1.05643 | 0.00000 | 0.00000 | -248.01 | 8249.75 |
80 | 2009.12.01 01:59 | close at stop | 65 | 1.00 | 1.05643 | 0.00000 | 0.00000 | -238.54 | 8011.21 |
81 | 2009.12.01 01:59 | close at stop | 64 | 1.00 | 1.05643 | 0.00000 | 0.00000 | -238.54 | 7772.67 |
82 | 2009.12.01 01:59 | close at stop | 63 | 1.00 | 1.05643 | 0.00000 | 0.00000 | -238.54 | 7534.13 |
83 | 2009.12.01 01:59 | close at stop | 62 | 1.00 | 1.05643 | 0.00000 | 0.00000 | -239.49 | 7294.64 |
84 | 2009.12.01 01:59 | close at stop | 61 | 1.00 | 1.05643 | 0.00000 | 0.00000 | -239.49 | 7055.15 |
85 | 2009.12.01 01:59 | close at stop | 60 | 1.00 | 1.05643 | 0.00000 | 0.00000 | -239.49 | 6815.66 |
86 | 2009.12.01 01:59 | close at stop | 59 | 1.00 | 1.05643 | 0.00000 | 0.00000 | -240.43 | 6575.23 |
87 | 2009.12.01 01:59 | close at stop | 58 | 1.00 | 1.05643 | 0.00000 | 0.00000 | -240.43 | 6334.80 |
88 | 2009.12.01 01:59 | close at stop | 57 | 1.00 | 1.05643 | 0.00000 | 0.00000 | -240.43 | 6094.37 |
89 | 2009.12.01 01:59 | close at stop | 56 | 1.00 | 1.05643 | 0.00000 | 0.00000 | -221.50 | 5872.87 |
90 | 2009.12.01 01:59 | close at stop | 55 | 1.00 | 1.05643 | 0.00000 | 0.00000 | -221.50 | 5651.37 |
91 | 2009.12.01 01:59 | close at stop | 54 | 1.00 | 1.05643 | 0.00000 | 0.00000 | -221.50 | 5429.87 |
92 | 2009.12.01 01:59 | close at stop | 53 | 1.00 | 1.05643 | 0.00000 | 0.00000 | -258.42 | 5171.45 |
93 | 2009.12.01 01:59 | close at stop | 52 | 1.00 | 1.05643 | 0.00000 | 0.00000 | -258.42 | 4913.03 |
94 | 2009.12.01 01:59 | close at stop | 51 | 1.00 | 1.05643 | 0.00000 | 0.00000 | -258.42 | 4654.61 |
95 | 2009.12.01 01:59 | close at stop | 50 | 1.00 | 1.05643 | 0.00000 | 0.00000 | -167.55 | 4487.06 |
96 | 2009.12.01 01:59 | close at stop | 49 | 1.00 | 1.05643 | 0.00000 | 0.00000 | -167.55 | 4319.51 |
97 | 2009.12.01 01:59 | close at stop | 48 | 1.00 | 1.05643 | 0.00000 | 0.00000 | -167.55 | 4151.96 |
98 | 2009.12.01 01:59 | close at stop | 47 | 1.00 | 1.05643 | 0.00000 | 0.00000 | -185.53 | 3966.43 |
99 | 2009.12.01 01:59 | close at stop | 46 | 1.00 | 1.05643 | 0.00000 | 0.00000 | -185.53 | 3780.90 |
100 | 2009.12.01 01:59 | close at stop | 45 | 1.00 | 1.05643 | 0.00000 | 0.00000 | -185.53 | 3595.37 |
101 | 2009.12.01 01:59 | close at stop | 44 | 1.00 | 1.05643 | 0.00000 | 0.00000 | -112.64 | 3482.73 |
102 | 2009.12.01 01:59 | close at stop | 43 | 1.00 | 1.05643 | 0.00000 | 0.00000 | -112.64 | 3370.09 |
103 | 2009.12.01 01:59 | close at stop | 42 | 1.00 | 1.05643 | 0.00000 | 0.00000 | -112.64 | 3257.45 |
104 | 2009.12.01 01:59 | close at stop | 41 | 1.00 | 1.05643 | 0.00000 | 0.00000 | -130.63 | 3126.82 |
105 | 2009.12.01 01:59 | close at stop | 40 | 1.00 | 1.05643 | 0.00000 | 0.00000 | -130.63 | 2996.19 |
106 | 2009.12.01 01:59 | close at stop | 39 | 1.00 | 1.05643 | 0.00000 | 0.00000 | -130.63 | 2865.56 |
107 | 2009.12.01 01:59 | close at stop | 38 | 1.00 | 1.05643 | 0.00000 | 0.00000 | -58.69 | 2806.87 |
108 | 2009.12.01 01:59 | close at stop | 37 | 1.00 | 1.05643 | 0.00000 | 0.00000 | -58.69 | 2748.18 |
109 | 2009.12.01 01:59 | close at stop | 36 | 1.00 | 1.05643 | 0.00000 | 0.00000 | -64.37 | 2683.81 |
110 | 2009.12.01 01:59 | close at stop | 35 | 1.00 | 1.05643 | 0.00000 | 0.00000 | -64.37 | 2619.44 |
111 | 2009.12.01 01:59 | close at stop | 34 | 1.00 | 1.05643 | 0.00000 | 0.00000 | -64.37 | 2555.07 |
112 | 2009.12.01 01:59 | close at stop | 33 | 1.00 | 1.05643 | 0.00000 | 0.00000 | -74.78 | 2480.29 |
113 | 2009.12.01 01:59 | close at stop | 32 | 1.00 | 1.05643 | 0.00000 | 0.00000 | -74.78 | 2405.51 |
114 | 2009.12.01 01:59 | close at stop | 31 | 1.00 | 1.05643 | 0.00000 | 0.00000 | -74.78 | 2330.73 |
115 | 2009.12.01 01:59 | close at stop | 30 | 1.00 | 1.05643 | 0.00000 | 0.00000 | -70.99 | 2259.74 |
116 | 2009.12.01 01:59 | close at stop | 29 | 1.00 | 1.05643 | 0.00000 | 0.00000 | -70.99 | 2188.75 |
117 | 2009.12.01 01:59 | close at stop | 28 | 1.00 | 1.05643 | 0.00000 | 0.00000 | -70.99 | 2117.76 |
118 | 2009.12.01 01:59 | close at stop | 27 | 1.00 | 1.05643 | 0.00000 | 0.00000 | -77.62 | 2040.14 |
119 | 2009.12.01 01:59 | close at stop | 26 | 1.00 | 1.05643 | 0.00000 | 0.00000 | -77.62 | 1962.52 |
120 | 2009.12.01 01:59 | close at stop | 25 | 1.00 | 1.05643 | 0.00000 | 0.00000 | -77.62 | 1884.90 |
121 | 2009.12.01 01:59 | close at stop | 24 | 1.00 | 1.05643 | 0.00000 | 0.00000 | -61.53 | 1823.37 |
122 | 2009.12.01 01:59 | close at stop | 23 | 1.00 | 1.05643 | 0.00000 | 0.00000 | -61.53 | 1761.84 |
123 | 2009.12.01 01:59 | close at stop | 22 | 1.00 | 1.05643 | 0.00000 | 0.00000 | -61.53 | 1700.31 |
124 | 2009.12.01 01:59 | close at stop | 21 | 1.00 | 1.05643 | 0.00000 | 0.00000 | -64.37 | 1635.94 |
125 | 2009.12.01 01:59 | close at stop | 20 | 1.00 | 1.05643 | 0.00000 | 0.00000 | -64.37 | 1571.57 |
126 | 2009.12.01 01:59 | close at stop | 19 | 1.00 | 1.05643 | 0.00000 | 0.00000 | -64.37 | 1507.20 |
127 | 2009.12.01 01:59 | close at stop | 18 | 1.00 | 1.05643 | 0.00000 | 0.00000 | -51.12 | 1456.08 |
128 | 2009.12.01 01:59 | close at stop | 17 | 1.00 | 1.05643 | 0.00000 | 0.00000 | -51.12 | 1404.96 |
129 | 2009.12.01 01:59 | close at stop | 16 | 1.00 | 1.05643 | 0.00000 | 0.00000 | -51.12 | 1353.84 |
130 | 2009.12.01 01:59 | close at stop | 15 | 1.00 | 1.05643 | 0.00000 | 0.00000 | -54.90 | 1298.94 |
131 | 2009.12.01 01:59 | close at stop | 14 | 1.00 | 1.05643 | 0.00000 | 0.00000 | -54.90 | 1244.04 |
132 | 2009.12.01 01:59 | close at stop | 13 | 1.00 | 1.05643 | 0.00000 | 0.00000 | -54.90 | 1189.14 |
133 | 2009.12.01 01:59 | close at stop | 12 | 1.00 | 1.05643 | 0.00000 | 0.00000 | -41.65 | 1147.49 |
134 | 2009.12.01 01:59 | close at stop | 11 | 1.00 | 1.05643 | 0.00000 | 0.00000 | -41.65 | 1105.84 |
135 | 2009.12.01 01:59 | close at stop | 10 | 1.00 | 1.05643 | 0.00000 | 0.00000 | -41.65 | 1064.19 |
136 | 2009.12.01 01:59 | close at stop | 9 | 1.00 | 1.05643 | 0.00000 | 0.00000 | -48.28 | 1015.91 |
137 | 2009.12.01 01:59 | close at stop | 8 | 1.00 | 1.05643 | 0.00000 | 0.00000 | -48.28 | 967.63 |
138 | 2009.12.01 01:59 | close at stop | 7 | 1.00 | 1.05643 | 0.00000 | 0.00000 | -48.28 | 919.35 |
139 | 2009.12.01 01:59 | close at stop | 6 | 1.00 | 1.05643 | 0.00000 | 0.00000 | -44.49 | 874.86 |
140 | 2009.12.01 01:59 | close at stop | 5 | 1.00 | 1.05643 | 0.00000 | 0.00000 | -44.49 | 830.37 |
141 | 2009.12.01 01:59 | close at stop | 4 | 1.00 | 1.05643 | 0.00000 | 0.00000 | -44.49 | 785.88 |
142 | 2009.12.01 01:59 | close at stop | 3 | 1.00 | 1.05643 | 0.00000 | 0.00000 | -43.54 | 742.34 |
143 | 2009.12.01 01:59 | close at stop | 2 | 1.00 | 1.05643 | 0.00000 | 0.00000 | -43.54 | 698.80 |
144 | 2009.12.01 01:59 | close at stop | 1 | 1.00 | 1.05643 | 0.00000 | 0.00000 | -43.54 | 655.26 |