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 | a="KEY PARAMETERS OF THE ADVISER"; mno=2; Cg1=20; Cg2=96; Cg3=288; FullAuto=true; ha="the percentage of risk as% of deposit amount"; Risk=3; x="Permission to use the dynamic changes in the lot"; Martin=false; gb="dynamic change lot factor. if <1 it increases lot , if > 1 it is lot decreases "; MartinKoff=0.75; k="Trailing step on equity as% of the deposit"; EqwTralStep=0.03; í="minimum break between the opening of orders in minutes"; MinTradePause=1; m="Permission to restrict trade in time"; TradeTime=false; n="Hour start of trading"; StartTrade=20; o="Hour late trade"; EndTrade=8; p="Permission to display information in the main window"; ShowComment=true; r="switch alarm systems and security"; MargineVarning=false; ss="switch emergency return"; EmergencyReturn=false; rr="the percentage of the deposit for the emergency return"; EmergencyPersent=100; s="permission for drawing graphic elements"; SetArrow=true; t="Key closing level position without loss"; WithoutLoss=false; | ||||
Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 545.60 | Gross profit | 1536.36 | Gross loss | -990.76 |
Profit factor | 1.55 | Expected payoff | 17.05 | ||
Absolute drawdown | 2342.82 | Maximal drawdown | 2756.05 (26.47%) | Relative drawdown | 26.47% (2756.05) |
Total trades | 32 | Short positions (won %) | 12 (91.67%) | Long positions (won %) | 20 (75.00%) |
Profit trades (% of total) | 26 (81.25%) | Loss trades (% of total) | 6 (18.75%) | ||
Largest | profit trade | 170.82 | loss trade | -419.58 | |
Average | profit trade | 59.09 | loss trade | -165.13 | |
Maximum | consecutive wins (profit in money) | 17 (500.88) | consecutive losses (loss in money) | 4 (-680.85) | |
Maximal | consecutive profit (count of wins) | 845.28 (7) | consecutive loss (count of losses) | -680.85 (4) | |
Average | consecutive wins | 9 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 00:00 | buy | 1 | 0.30 | 1.05687 | 0.00000 | 0.00000 | ||
2 | 2009.12.02 00:00 | buy | 2 | 0.30 | 1.04789 | 0.00000 | 0.00000 | ||
3 | 2009.12.02 20:00 | buy | 3 | 0.30 | 1.04985 | 0.00000 | 0.00000 | ||
4 | 2009.12.03 00:00 | buy | 4 | 0.30 | 1.05182 | 0.00000 | 0.00000 | ||
5 | 2009.12.03 14:40 | close | 1 | 0.30 | 1.05198 | 0.00000 | 0.00000 | -140.13 | 9859.87 |
6 | 2009.12.03 14:40 | close | 2 | 0.30 | 1.05198 | 0.00000 | 0.00000 | 116.13 | 9976.01 |
7 | 2009.12.03 14:40 | close | 3 | 0.30 | 1.05198 | 0.00000 | 0.00000 | 60.23 | 10036.24 |
8 | 2009.12.03 14:40 | close | 4 | 0.30 | 1.05198 | 0.00000 | 0.00000 | 4.56 | 10040.80 |
9 | 2009.12.04 00:00 | sell | 5 | 0.30 | 1.05690 | 0.00000 | 0.00000 | ||
10 | 2009.12.04 08:45 | close | 5 | 0.30 | 1.05583 | 0.00000 | 0.00000 | 30.40 | 10071.20 |
11 | 2009.12.07 02:00 | buy | 6 | 0.30 | 1.05632 | 0.00000 | 0.00000 | ||
12 | 2009.12.07 09:26 | close | 6 | 0.30 | 1.05760 | 0.00000 | 0.00000 | 36.31 | 10107.51 |
13 | 2009.12.07 17:00 | buy | 7 | 0.30 | 1.05173 | 0.00000 | 0.00000 | ||
14 | 2009.12.07 18:26 | close | 7 | 0.30 | 1.05219 | 0.00000 | 0.00000 | 13.12 | 10120.63 |
15 | 2009.12.08 00:00 | sell | 8 | 0.30 | 1.05128 | 0.00000 | 0.00000 | ||
16 | 2009.12.08 03:03 | close | 8 | 0.30 | 1.05087 | 0.00000 | 0.00000 | 11.70 | 10132.33 |
17 | 2009.12.08 19:00 | sell | 9 | 0.30 | 1.06159 | 0.00000 | 0.00000 | ||
18 | 2009.12.09 04:00 | sell | 10 | 0.30 | 1.06191 | 0.00000 | 0.00000 | ||
19 | 2009.12.09 07:00 | sell | 11 | 0.30 | 1.06178 | 0.00000 | 0.00000 | ||
20 | 2009.12.09 09:20 | close | 9 | 0.30 | 1.06073 | 0.00000 | 0.00000 | 24.18 | 10156.51 |
21 | 2009.12.09 09:20 | close | 10 | 0.30 | 1.06073 | 0.00000 | 0.00000 | 33.37 | 10189.88 |
22 | 2009.12.09 09:20 | close | 11 | 0.30 | 1.06073 | 0.00000 | 0.00000 | 29.70 | 10219.58 |
23 | 2009.12.09 21:00 | buy | 12 | 0.31 | 1.05468 | 0.00000 | 0.00000 | ||
24 | 2009.12.10 05:50 | close | 12 | 0.31 | 1.05619 | 0.00000 | 0.00000 | 43.80 | 10263.37 |
25 | 2009.12.10 21:00 | buy | 13 | 0.31 | 1.05103 | 0.00000 | 0.00000 | ||
26 | 2009.12.11 03:50 | close | 13 | 0.31 | 1.05143 | 0.00000 | 0.00000 | 11.62 | 10274.99 |
27 | 2009.12.11 07:00 | buy | 14 | 0.31 | 1.05214 | 0.00000 | 0.00000 | ||
28 | 2009.12.11 15:22 | close | 14 | 0.31 | 1.05263 | 0.00000 | 0.00000 | 14.43 | 10289.42 |
29 | 2009.12.14 02:00 | sell | 15 | 0.31 | 1.05943 | 0.00000 | 0.00000 | ||
30 | 2009.12.14 07:40 | close | 15 | 0.31 | 1.05847 | 0.00000 | 0.00000 | 28.12 | 10317.54 |
31 | 2009.12.14 22:00 | buy | 16 | 0.31 | 1.06008 | 0.00000 | 0.00000 | ||
32 | 2009.12.15 10:02 | close | 16 | 0.31 | 1.06071 | 0.00000 | 0.00000 | 18.24 | 10335.77 |
33 | 2009.12.15 20:00 | sell | 17 | 0.31 | 1.06193 | 0.00000 | 0.00000 | ||
34 | 2009.12.16 08:10 | close | 17 | 0.31 | 1.06143 | 0.00000 | 0.00000 | 14.45 | 10350.23 |
35 | 2009.12.16 13:00 | sell | 18 | 0.31 | 1.06004 | 0.00000 | 0.00000 | ||
36 | 2009.12.16 15:57 | close | 18 | 0.31 | 1.05968 | 0.00000 | 0.00000 | 10.53 | 10360.76 |
37 | 2009.12.16 18:00 | sell | 19 | 0.31 | 1.05777 | 0.00000 | 0.00000 | ||
38 | 2009.12.18 05:00 | sell | 20 | 0.31 | 1.06619 | 0.00000 | 0.00000 | ||
39 | 2009.12.21 02:00 | sell | 21 | 0.31 | 1.06748 | 0.00000 | 0.00000 | ||
40 | 2009.12.21 11:20 | close | 19 | 0.31 | 1.06357 | 0.00000 | 0.00000 | -169.78 | 10190.98 |
41 | 2009.12.21 11:20 | close | 20 | 0.31 | 1.06357 | 0.00000 | 0.00000 | 76.22 | 10267.20 |
42 | 2009.12.21 11:20 | close | 21 | 0.31 | 1.06357 | 0.00000 | 0.00000 | 113.97 | 10381.17 |
43 | 2009.12.22 00:00 | buy | 22 | 0.31 | 1.06386 | 0.00000 | 0.00000 | ||
44 | 2009.12.23 00:00 | buy | 23 | 0.31 | 1.05748 | 0.00000 | 0.00000 | ||
45 | 2009.12.24 02:00 | buy | 24 | 0.31 | 1.04996 | 0.00000 | 0.00000 | ||
46 | 2009.12.28 02:00 | buy | 25 | 0.31 | 1.05043 | 0.00000 | 0.00000 | ||
47 | 2009.12.29 00:00 | buy | 26 | 0.31 | 1.04391 | 0.00000 | 0.00000 | ||
48 | 2009.12.29 05:00 | buy | 27 | 0.31 | 1.04446 | 0.00000 | 0.00000 | ||
49 | 2009.12.29 21:00 | buy | 28 | 0.31 | 1.04407 | 0.00000 | 0.00000 | ||
50 | 2009.12.30 00:00 | buy | 29 | 0.31 | 1.04478 | 0.00000 | 0.00000 | ||
51 | 2009.12.30 01:00 | buy | 30 | 0.31 | 1.04516 | 0.00000 | 0.00000 | ||
52 | 2009.12.30 04:50 | close | 22 | 0.31 | 1.04970 | 0.00000 | 0.00000 | -419.58 | 9961.59 |
53 | 2009.12.30 04:50 | close | 23 | 0.31 | 1.04970 | 0.00000 | 0.00000 | -230.98 | 9730.61 |
54 | 2009.12.30 04:50 | close | 24 | 0.31 | 1.04970 | 0.00000 | 0.00000 | -8.38 | 9722.23 |
55 | 2009.12.30 04:50 | close | 25 | 0.31 | 1.04970 | 0.00000 | 0.00000 | -21.91 | 9700.32 |
56 | 2009.12.30 04:50 | close | 26 | 0.31 | 1.04970 | 0.00000 | 0.00000 | 170.82 | 9871.14 |
57 | 2009.12.30 04:50 | close | 27 | 0.31 | 1.04970 | 0.00000 | 0.00000 | 154.58 | 10025.71 |
58 | 2009.12.30 04:50 | close | 28 | 0.31 | 1.04970 | 0.00000 | 0.00000 | 166.10 | 10191.81 |
59 | 2009.12.30 04:50 | close | 29 | 0.31 | 1.04970 | 0.00000 | 0.00000 | 145.30 | 10337.11 |
60 | 2009.12.30 04:50 | close | 30 | 0.31 | 1.04970 | 0.00000 | 0.00000 | 134.08 | 10471.19 |
61 | 2009.12.30 20:00 | sell | 31 | 0.31 | 1.05420 | 0.00000 | 0.00000 | ||
62 | 2009.12.31 03:03 | close | 31 | 0.31 | 1.05260 | 0.00000 | 0.00000 | 46.68 | 10517.87 |
63 | 2009.12.31 12:00 | buy | 32 | 0.32 | 1.04905 | 0.00000 | 0.00000 | ||
64 | 2009.12.31 13:27 | close | 32 | 0.32 | 1.04996 | 0.00000 | 0.00000 | 27.73 | 10545.60 |