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"; CG=96; MinPips=7; FullAuto=true; ha="the percentage of risk as% of deposit amount"; Risk=1; 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=1; k="Trailing step on equity as% of the deposit"; EqwTralStep=0.03; í="minimum break between the opening of orders in minutes"; MinTradePause=5; m="Permission to restrict trade in time"; TradeTime=false; n="Hour start of trading"; StartTrade=19; o="Hour late trade"; EndTrade=5; 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 | -400.70 | Gross profit | 911.09 | Gross loss | -1311.80 |
Profit factor | 0.69 | Expected payoff | -8.35 | ||
Absolute drawdown | 817.50 | Maximal drawdown | 937.89 (9.27%) | Relative drawdown | 9.27% (937.89) |
Total trades | 48 | Short positions (won %) | 30 (66.67%) | Long positions (won %) | 18 (61.11%) |
Profit trades (% of total) | 31 (64.58%) | Loss trades (% of total) | 17 (35.42%) | ||
Largest | profit trade | 92.69 | loss trade | -212.56 | |
Average | profit trade | 29.39 | loss trade | -77.16 | |
Maximum | consecutive wins (profit in money) | 5 (110.92) | consecutive losses (loss in money) | 9 (-766.18) | |
Maximal | consecutive profit (count of wins) | 223.43 (4) | consecutive loss (count of losses) | -766.18 (9) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 00:00 | sell | 1 | 0.10 | 1.05597 | 0.00000 | 0.00000 | ||
2 | 2009.12.01 00:40 | close | 1 | 0.10 | 1.05476 | 0.00000 | 0.00000 | 11.47 | 10011.47 |
3 | 2009.12.01 01:00 | sell | 2 | 0.10 | 1.05391 | 0.00000 | 0.00000 | ||
4 | 2009.12.01 08:00 | buy | 3 | 0.10 | 1.05530 | 0.00000 | 0.00000 | ||
5 | 2009.12.02 15:00 | sell | 4 | 0.10 | 1.04774 | 0.00000 | 0.00000 | ||
6 | 2009.12.02 16:40 | close | 2 | 0.10 | 1.04566 | 0.00000 | 0.00000 | 78.89 | 10090.36 |
7 | 2009.12.02 16:40 | close | 3 | 0.10 | 1.04537 | 0.00000 | 0.00000 | -95.09 | 9995.27 |
8 | 2009.12.02 16:40 | close | 4 | 0.10 | 1.04566 | 0.00000 | 0.00000 | 19.89 | 10015.16 |
9 | 2009.12.02 17:00 | sell | 5 | 0.10 | 1.04518 | 0.00000 | 0.00000 | ||
10 | 2009.12.03 08:00 | buy | 6 | 0.10 | 1.04848 | 0.00000 | 0.00000 | ||
11 | 2009.12.03 11:00 | buy | 7 | 0.10 | 1.04920 | 0.00000 | 0.00000 | ||
12 | 2009.12.03 14:57 | close | 5 | 0.10 | 1.05330 | 0.00000 | 0.00000 | -77.12 | 9938.04 |
13 | 2009.12.03 14:57 | close | 6 | 0.10 | 1.05301 | 0.00000 | 0.00000 | 43.02 | 9981.06 |
14 | 2009.12.03 14:57 | close | 7 | 0.10 | 1.05301 | 0.00000 | 0.00000 | 36.18 | 10017.24 |
15 | 2009.12.03 15:00 | buy | 8 | 0.10 | 1.05469 | 0.00000 | 0.00000 | ||
16 | 2009.12.03 15:20 | close | 8 | 0.10 | 1.05623 | 0.00000 | 0.00000 | 14.58 | 10031.82 |
17 | 2009.12.03 16:00 | buy | 9 | 0.10 | 1.05575 | 0.00000 | 0.00000 | ||
18 | 2009.12.03 16:10 | close | 9 | 0.10 | 1.05672 | 0.00000 | 0.00000 | 9.18 | 10041.00 |
19 | 2009.12.03 17:00 | buy | 10 | 0.10 | 1.05466 | 0.00000 | 0.00000 | ||
20 | 2009.12.03 22:20 | close | 10 | 0.10 | 1.05550 | 0.00000 | 0.00000 | 7.96 | 10048.96 |
21 | 2009.12.03 23:00 | buy | 11 | 0.10 | 1.05743 | 0.00000 | 0.00000 | ||
22 | 2009.12.04 02:00 | sell | 12 | 0.10 | 1.05697 | 0.00000 | 0.00000 | ||
23 | 2009.12.07 02:00 | sell | 13 | 0.10 | 1.05542 | 0.00000 | 0.00000 | ||
24 | 2009.12.07 05:00 | sell | 14 | 0.10 | 1.05487 | 0.00000 | 0.00000 | ||
25 | 2009.12.07 07:33 | close | 11 | 0.10 | 1.05425 | 0.00000 | 0.00000 | -30.37 | 10018.59 |
26 | 2009.12.07 07:33 | close | 12 | 0.10 | 1.05454 | 0.00000 | 0.00000 | 23.03 | 10041.62 |
27 | 2009.12.07 07:33 | close | 13 | 0.10 | 1.05454 | 0.00000 | 0.00000 | 8.34 | 10049.96 |
28 | 2009.12.07 07:33 | close | 14 | 0.10 | 1.05454 | 0.00000 | 0.00000 | 3.13 | 10053.09 |
29 | 2009.12.07 08:00 | buy | 15 | 0.10 | 1.05433 | 0.00000 | 0.00000 | ||
30 | 2009.12.07 08:15 | close | 15 | 0.10 | 1.05576 | 0.00000 | 0.00000 | 13.54 | 10066.63 |
31 | 2009.12.07 09:00 | buy | 16 | 0.10 | 1.05513 | 0.00000 | 0.00000 | ||
32 | 2009.12.07 09:03 | close | 16 | 0.10 | 1.05681 | 0.00000 | 0.00000 | 15.90 | 10082.53 |
33 | 2009.12.07 10:00 | buy | 17 | 0.10 | 1.06416 | 0.00000 | 0.00000 | ||
34 | 2009.12.08 15:00 | sell | 18 | 0.10 | 1.05709 | 0.00000 | 0.00000 | ||
35 | 2009.12.09 17:00 | sell | 19 | 0.10 | 1.05478 | 0.00000 | 0.00000 | ||
36 | 2009.12.09 22:00 | sell | 20 | 0.10 | 1.05427 | 0.00000 | 0.00000 | ||
37 | 2009.12.10 01:00 | sell | 21 | 0.10 | 1.05404 | 0.00000 | 0.00000 | ||
38 | 2009.12.10 12:02 | sell | 22 | 0.10 | 1.05165 | 0.00000 | 0.00000 | ||
39 | 2009.12.10 12:12 | close | 17 | 0.10 | 1.05144 | 0.00000 | 0.00000 | -121.50 | 9961.04 |
40 | 2009.12.10 12:12 | close | 18 | 0.10 | 1.05173 | 0.00000 | 0.00000 | 50.92 | 10011.96 |
41 | 2009.12.10 12:12 | close | 19 | 0.10 | 1.05173 | 0.00000 | 0.00000 | 28.97 | 10040.93 |
42 | 2009.12.10 12:12 | close | 20 | 0.10 | 1.05173 | 0.00000 | 0.00000 | 24.12 | 10065.05 |
43 | 2009.12.10 12:12 | close | 21 | 0.10 | 1.05173 | 0.00000 | 0.00000 | 21.96 | 10087.01 |
44 | 2009.12.10 12:12 | close | 22 | 0.10 | 1.05173 | 0.00000 | 0.00000 | -0.76 | 10086.25 |
45 | 2009.12.10 13:00 | sell | 23 | 0.10 | 1.05038 | 0.00000 | 0.00000 | ||
46 | 2009.12.10 14:00 | buy | 24 | 0.10 | 1.05046 | 0.00000 | 0.00000 | ||
47 | 2009.12.10 20:00 | buy | 25 | 0.10 | 1.05182 | 0.00000 | 0.00000 | ||
48 | 2009.12.11 02:00 | sell | 26 | 0.10 | 1.05101 | 0.00000 | 0.00000 | ||
49 | 2009.12.11 08:02 | close | 24 | 0.10 | 1.05302 | 0.00000 | 0.00000 | 24.21 | 10110.46 |
50 | 2009.12.11 08:02 | close | 25 | 0.10 | 1.05302 | 0.00000 | 0.00000 | 11.30 | 10121.75 |
51 | 2009.12.11 08:02 | close | 23 | 0.10 | 1.05331 | 0.00000 | 0.00000 | -27.83 | 10093.93 |
52 | 2009.12.11 10:20 | close | 26 | 0.10 | 1.04971 | 0.00000 | 0.00000 | 12.38 | 10106.31 |
53 | 2009.12.14 02:00 | sell | 27 | 0.10 | 1.05943 | 0.00000 | 0.00000 | ||
54 | 2009.12.14 02:20 | close | 27 | 0.10 | 1.05836 | 0.00000 | 0.00000 | 10.11 | 10116.42 |
55 | 2009.12.14 03:00 | sell | 28 | 0.10 | 1.05949 | 0.00000 | 0.00000 | ||
56 | 2009.12.14 05:00 | buy | 29 | 0.10 | 1.06026 | 0.00000 | 0.00000 | ||
57 | 2009.12.14 16:00 | buy | 30 | 0.10 | 1.06270 | 0.00000 | 0.00000 | ||
58 | 2009.12.15 09:00 | sell | 31 | 0.10 | 1.05915 | 0.00000 | 0.00000 | ||
59 | 2009.12.15 13:20 | close | 29 | 0.10 | 1.06498 | 0.00000 | 0.00000 | 44.22 | 10160.63 |
60 | 2009.12.15 13:20 | close | 30 | 0.10 | 1.06498 | 0.00000 | 0.00000 | 21.31 | 10181.94 |
61 | 2009.12.15 13:20 | close | 31 | 0.10 | 1.06527 | 0.00000 | 0.00000 | -57.45 | 10124.49 |
62 | 2009.12.15 14:00 | buy | 32 | 0.10 | 1.06379 | 0.00000 | 0.00000 | ||
63 | 2009.12.16 11:00 | sell | 33 | 0.10 | 1.05894 | 0.00000 | 0.00000 | ||
64 | 2009.12.16 18:00 | sell | 34 | 0.10 | 1.05777 | 0.00000 | 0.00000 | ||
65 | 2009.12.18 05:00 | buy | 35 | 0.10 | 1.06648 | 0.00000 | 0.00000 | ||
66 | 2009.12.21 02:00 | buy | 36 | 0.10 | 1.06777 | 0.00000 | 0.00000 | ||
67 | 2009.12.21 09:00 | buy | 37 | 0.10 | 1.06829 | 0.00000 | 0.00000 | ||
68 | 2009.12.23 06:00 | sell | 38 | 0.10 | 1.05724 | 0.00000 | 0.00000 | ||
69 | 2009.12.23 09:20 | close | 28 | 0.10 | 1.05432 | 0.00000 | 0.00000 | 48.96 | 10173.44 |
70 | 2009.12.23 09:20 | close | 33 | 0.10 | 1.05432 | 0.00000 | 0.00000 | 43.75 | 10217.20 |
71 | 2009.12.23 09:20 | close | 34 | 0.10 | 1.05432 | 0.00000 | 0.00000 | 32.65 | 10249.85 |
72 | 2009.12.23 09:20 | close | 38 | 0.10 | 1.05432 | 0.00000 | 0.00000 | 27.70 | 10277.55 |
73 | 2009.12.23 09:20 | close | 37 | 0.10 | 1.05403 | 0.00000 | 0.00000 | -135.50 | 10142.06 |
74 | 2009.12.23 10:00 | sell | 39 | 0.10 | 1.05561 | 0.00000 | 0.00000 | ||
75 | 2009.12.23 12:00 | sell | 40 | 0.10 | 1.05541 | 0.00000 | 0.00000 | ||
76 | 2009.12.24 17:00 | sell | 41 | 0.10 | 1.04835 | 0.00000 | 0.00000 | ||
77 | 2009.12.28 03:00 | sell | 42 | 0.10 | 1.04765 | 0.00000 | 0.00000 | ||
78 | 2009.12.28 04:20 | close | 39 | 0.10 | 1.04591 | 0.00000 | 0.00000 | 92.69 | 10234.75 |
79 | 2009.12.28 04:20 | close | 40 | 0.10 | 1.04591 | 0.00000 | 0.00000 | 90.78 | 10325.53 |
80 | 2009.12.28 04:20 | close | 41 | 0.10 | 1.04591 | 0.00000 | 0.00000 | 23.31 | 10348.84 |
81 | 2009.12.28 04:20 | close | 42 | 0.10 | 1.04591 | 0.00000 | 0.00000 | 16.64 | 10365.48 |
82 | 2009.12.28 04:20 | close | 36 | 0.10 | 1.04562 | 0.00000 | 0.00000 | -212.56 | 10152.92 |
83 | 2009.12.28 05:00 | sell | 43 | 0.10 | 1.04637 | 0.00000 | 0.00000 | ||
84 | 2009.12.28 15:00 | sell | 44 | 0.10 | 1.04523 | 0.00000 | 0.00000 | ||
85 | 2009.12.29 00:00 | sell | 45 | 0.10 | 1.04301 | 0.00000 | 0.00000 | ||
86 | 2009.12.29 08:00 | sell | 46 | 0.10 | 1.04276 | 0.00000 | 0.00000 | ||
87 | 2009.12.29 17:00 | sell | 47 | 0.10 | 1.04153 | 0.00000 | 0.00000 | ||
88 | 2009.12.29 19:00 | sell | 48 | 0.10 | 1.04133 | 0.00000 | 0.00000 | ||
89 | 2009.12.31 18:57 | close at stop | 48 | 0.10 | 1.04674 | 0.00000 | 0.00000 | -51.72 | 10101.20 |
90 | 2009.12.31 18:57 | close at stop | 47 | 0.10 | 1.04674 | 0.00000 | 0.00000 | -49.81 | 10051.39 |
91 | 2009.12.31 18:57 | close at stop | 46 | 0.10 | 1.04674 | 0.00000 | 0.00000 | -38.06 | 10013.34 |
92 | 2009.12.31 18:57 | close at stop | 45 | 0.10 | 1.04674 | 0.00000 | 0.00000 | -35.67 | 9977.67 |
93 | 2009.12.31 18:57 | close at stop | 44 | 0.10 | 1.04674 | 0.00000 | 0.00000 | -14.48 | 9963.19 |
94 | 2009.12.31 18:57 | close at stop | 43 | 0.10 | 1.04674 | 0.00000 | 0.00000 | -3.58 | 9959.61 |
95 | 2009.12.31 18:57 | close at stop | 35 | 0.10 | 1.04645 | 0.00000 | 0.00000 | -192.75 | 9766.86 |
96 | 2009.12.31 18:57 | close at stop | 32 | 0.10 | 1.04645 | 0.00000 | 0.00000 | -167.56 | 9599.30 |