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 | MAGIC=1; STOPLOSS=200; TAKEPROFIT=100; SLIPPAGE=3; SIGNALCANDLE=1; LOTS=1; PIPSTART=5; PIPSTEP=3; OSMATIME=0; OSMAFast=5; OSMASlow=30; OSMASignal=2; ADXTIME=0; ADXPERIOD=6; ProfitTrailing=false; TrailingStop=5; TrailingStep=2; UseSound=false; NameFileSound=""expert.wav""; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -1512.96 | Gross profit | 1522.02 | Gross loss | -3034.98 |
| Profit factor | 0.50 | Expected payoff | -47.28 | ||
| Absolute drawdown | 2139.56 | Maximal drawdown | 2235.33 (22.14%) | Relative drawdown | 22.14% (2235.33) |
| Total trades | 32 | Short positions (won %) | 9 (66.67%) | Long positions (won %) | 23 (43.48%) |
| Profit trades (% of total) | 16 (50.00%) | Loss trades (% of total) | 16 (50.00%) | ||
| Largest | profit trade | 95.95 | loss trade | -193.76 | |
| Average | profit trade | 95.13 | loss trade | -189.69 | |
| Maximum | consecutive wins (profit in money) | 5 (477.66) | consecutive losses (loss in money) | 5 (-938.89) | |
| Maximal | consecutive profit (count of wins) | 477.66 (5) | consecutive loss (count of losses) | -938.89 (5) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.02 03:35 | sell | 1 | 1.00 | 1.04522 | 1.04722 | 1.04422 | ||
| 2 | 2009.12.02 06:32 | t/p | 1 | 1.00 | 1.04422 | 1.04722 | 1.04422 | 95.77 | 10095.77 |
| 3 | 2009.12.02 22:27 | buy | 2 | 1.00 | 1.05146 | 1.04946 | 1.05246 | ||
| 4 | 2009.12.02 22:32 | buy | 3 | 1.00 | 1.05146 | 1.04946 | 1.05246 | ||
| 5 | 2009.12.03 00:16 | s/l | 2 | 1.00 | 1.04946 | 1.04946 | 1.05246 | -193.76 | 9902.01 |
| 6 | 2009.12.03 00:16 | s/l | 3 | 1.00 | 1.04946 | 1.04946 | 1.05246 | -193.76 | 9708.25 |
| 7 | 2009.12.04 01:46 | buy | 4 | 1.00 | 1.05778 | 1.05578 | 1.05878 | ||
| 8 | 2009.12.04 04:50 | s/l | 4 | 1.00 | 1.05578 | 1.05578 | 1.05878 | -189.44 | 9518.81 |
| 9 | 2009.12.08 05:32 | buy | 5 | 1.00 | 1.05139 | 1.04939 | 1.05239 | ||
| 10 | 2009.12.08 08:20 | t/p | 5 | 1.00 | 1.05239 | 1.04939 | 1.05239 | 94.98 | 9613.79 |
| 11 | 2009.12.08 17:45 | buy | 6 | 1.00 | 1.06085 | 1.05885 | 1.06185 | ||
| 12 | 2009.12.08 18:32 | t/p | 6 | 1.00 | 1.06185 | 1.05885 | 1.06185 | 94.14 | 9707.93 |
| 13 | 2009.12.09 14:17 | sell | 7 | 1.00 | 1.05958 | 1.06158 | 1.05858 | ||
| 14 | 2009.12.09 15:10 | s/l | 7 | 1.00 | 1.06158 | 1.06158 | 1.05858 | -188.36 | 9519.57 |
| 15 | 2009.12.11 05:26 | sell | 8 | 1.00 | 1.05107 | 1.05307 | 1.05007 | ||
| 16 | 2009.12.11 05:30 | sell | 9 | 1.00 | 1.05113 | 1.05313 | 1.05013 | ||
| 17 | 2009.12.11 08:02 | s/l | 8 | 1.00 | 1.05307 | 1.05307 | 1.05007 | -189.90 | 9329.67 |
| 18 | 2009.12.11 08:02 | s/l | 9 | 1.00 | 1.05313 | 1.05313 | 1.05013 | -189.89 | 9139.78 |
| 19 | 2009.12.11 08:35 | sell | 10 | 1.00 | 1.05125 | 1.05325 | 1.05025 | ||
| 20 | 2009.12.11 09:37 | t/p | 10 | 1.00 | 1.05025 | 1.05325 | 1.05025 | 95.22 | 9235.00 |
| 21 | 2009.12.14 22:30 | sell | 11 | 1.00 | 1.05854 | 1.06054 | 1.05754 | ||
| 22 | 2009.12.15 05:03 | t/p | 11 | 1.00 | 1.05754 | 1.06054 | 1.05754 | 94.51 | 9329.50 |
| 23 | 2009.12.15 11:52 | buy | 12 | 1.00 | 1.06260 | 1.06060 | 1.06360 | ||
| 24 | 2009.12.15 12:15 | t/p | 12 | 1.00 | 1.06360 | 1.06060 | 1.06360 | 93.97 | 9423.47 |
| 25 | 2009.12.15 19:22 | buy | 13 | 1.00 | 1.06249 | 1.06049 | 1.06349 | ||
| 26 | 2009.12.15 20:07 | buy | 14 | 1.00 | 1.06270 | 1.06070 | 1.06370 | ||
| 27 | 2009.12.15 21:20 | s/l | 14 | 1.00 | 1.06070 | 1.06070 | 1.06370 | -188.57 | 9234.90 |
| 28 | 2009.12.15 23:50 | s/l | 13 | 1.00 | 1.06049 | 1.06049 | 1.06349 | -188.60 | 9046.30 |
| 29 | 2009.12.17 08:25 | buy | 15 | 1.00 | 1.06927 | 1.06727 | 1.07027 | ||
| 30 | 2009.12.17 08:45 | s/l | 15 | 1.00 | 1.06727 | 1.06727 | 1.07027 | -187.45 | 8858.85 |
| 31 | 2009.12.17 13:20 | buy | 16 | 1.00 | 1.07331 | 1.07131 | 1.07431 | ||
| 32 | 2009.12.17 13:50 | s/l | 16 | 1.00 | 1.07131 | 1.07131 | 1.07431 | -186.72 | 8672.13 |
| 33 | 2009.12.18 11:20 | buy | 17 | 1.00 | 1.06837 | 1.06637 | 1.06937 | ||
| 34 | 2009.12.18 11:40 | s/l | 17 | 1.00 | 1.06637 | 1.06637 | 1.06937 | -187.55 | 8484.58 |
| 35 | 2009.12.21 20:59 | buy | 18 | 1.00 | 1.06148 | 1.05948 | 1.06248 | ||
| 36 | 2009.12.21 21:15 | t/p | 18 | 1.00 | 1.06248 | 1.05948 | 1.06248 | 94.11 | 8578.69 |
| 37 | 2009.12.22 01:37 | buy | 19 | 1.00 | 1.06345 | 1.06145 | 1.06445 | ||
| 38 | 2009.12.22 05:33 | s/l | 19 | 1.00 | 1.06145 | 1.06145 | 1.06445 | -188.46 | 8390.23 |
| 39 | 2009.12.23 05:02 | buy | 20 | 1.00 | 1.05665 | 1.05465 | 1.05765 | ||
| 40 | 2009.12.23 09:20 | s/l | 20 | 1.00 | 1.05465 | 1.05465 | 1.05765 | -189.75 | 8200.48 |
| 41 | 2009.12.24 07:07 | buy | 21 | 1.00 | 1.04897 | 1.04697 | 1.04997 | ||
| 42 | 2009.12.24 10:20 | s/l | 21 | 1.00 | 1.04697 | 1.04697 | 1.04997 | -191.02 | 8009.46 |
| 43 | 2009.12.24 16:07 | buy | 22 | 1.00 | 1.04843 | 1.04643 | 1.04943 | ||
| 44 | 2009.12.24 18:00 | buy | 23 | 1.00 | 1.04871 | 1.04671 | 1.04971 | ||
| 45 | 2009.12.24 18:15 | t/p | 22 | 1.00 | 1.04943 | 1.04643 | 1.04943 | 95.24 | 8104.70 |
| 46 | 2009.12.24 18:15 | t/p | 23 | 1.00 | 1.04971 | 1.04671 | 1.04971 | 95.24 | 8199.94 |
| 47 | 2009.12.28 02:55 | sell | 24 | 1.00 | 1.04765 | 1.04965 | 1.04665 | ||
| 48 | 2009.12.28 03:50 | t/p | 24 | 1.00 | 1.04665 | 1.04965 | 1.04665 | 95.58 | 8295.52 |
| 49 | 2009.12.28 10:32 | buy | 25 | 1.00 | 1.04925 | 1.04725 | 1.05025 | ||
| 50 | 2009.12.28 12:20 | s/l | 25 | 1.00 | 1.04725 | 1.04725 | 1.05025 | -190.99 | 8104.53 |
| 51 | 2009.12.29 02:32 | buy | 26 | 1.00 | 1.04301 | 1.04101 | 1.04401 | ||
| 52 | 2009.12.29 03:20 | t/p | 26 | 1.00 | 1.04401 | 1.04101 | 1.04401 | 95.78 | 8200.31 |
| 53 | 2009.12.29 07:30 | sell | 27 | 1.00 | 1.04323 | 1.04523 | 1.04223 | ||
| 54 | 2009.12.29 08:45 | t/p | 27 | 1.00 | 1.04223 | 1.04523 | 1.04223 | 95.95 | 8296.26 |
| 55 | 2009.12.29 18:27 | buy | 28 | 1.00 | 1.04168 | 1.03968 | 1.04268 | ||
| 56 | 2009.12.29 20:20 | t/p | 28 | 1.00 | 1.04268 | 1.03968 | 1.04268 | 95.89 | 8392.15 |
| 57 | 2009.12.29 23:45 | buy | 29 | 1.00 | 1.04411 | 1.04211 | 1.04511 | ||
| 58 | 2009.12.30 01:45 | t/p | 29 | 1.00 | 1.04511 | 1.04211 | 1.04511 | 94.62 | 8486.77 |
| 59 | 2009.12.30 04:07 | buy | 30 | 1.00 | 1.04639 | 1.04439 | 1.04739 | ||
| 60 | 2009.12.30 04:40 | t/p | 30 | 1.00 | 1.04739 | 1.04439 | 1.04739 | 95.42 | 8582.19 |
| 61 | 2009.12.30 07:10 | buy | 31 | 1.00 | 1.05046 | 1.04846 | 1.05146 | ||
| 62 | 2009.12.30 07:50 | s/l | 31 | 1.00 | 1.04846 | 1.04846 | 1.05146 | -190.76 | 8391.43 |
| 63 | 2009.12.31 17:12 | sell | 32 | 1.00 | 1.04773 | 1.04973 | 1.04673 | ||
| 64 | 2009.12.31 17:20 | t/p | 32 | 1.00 | 1.04673 | 1.04973 | 1.04673 | 95.61 | 8487.04 |