Strategy Tester Report
Mighty_mGRIDrepair
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 | TakeProfit=20; StopLoss=20; Lots=0.1; MaxLots=1000; MagicNumber=8030097; Debug=false; | ||||
Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -9022.39 | Gross profit | 20052.12 | Gross loss | -29074.51 |
Profit factor | 0.69 | Expected payoff | -128.89 | ||
Absolute drawdown | 9022.39 | Maximal drawdown | 10320.16 (91.35%) | Relative drawdown | 91.35% (10320.16) |
Total trades | 70 | Short positions (won %) | 43 (90.70%) | Long positions (won %) | 27 (11.11%) |
Profit trades (% of total) | 42 (60.00%) | Loss trades (% of total) | 28 (40.00%) | ||
Largest | profit trade | 4377.69 | loss trade | -12186.19 | |
Average | profit trade | 477.43 | loss trade | -1038.38 | |
Maximum | consecutive wins (profit in money) | 4 (1766.02) | consecutive losses (loss in money) | 1 (-12186.19) | |
Maximal | consecutive profit (count of wins) | 4377.69 (1) | consecutive loss (count of losses) | -12186.19 (1) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | 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 00:02 | buy | 2 | 0.30 | 1.05620 | 0.00000 | 0.00000 | ||
3 | 2009.12.01 00:05 | sell | 3 | 0.70 | 1.05592 | 0.00000 | 0.00000 | ||
4 | 2009.12.01 00:07 | buy | 4 | 1.70 | 1.05623 | 0.00000 | 0.00000 | ||
5 | 2009.12.01 00:10 | sell | 5 | 4.10 | 1.05585 | 0.00000 | 0.00000 | ||
6 | 2009.12.01 00:12 | buy | 6 | 9.90 | 1.05613 | 0.00000 | 0.00000 | ||
7 | 2009.12.01 00:15 | sell | 7 | 23.90 | 1.05575 | 0.00000 | 0.00000 | ||
8 | 2009.12.01 00:33 | close | 7 | 23.90 | 1.05529 | 0.00000 | 0.00000 | 1041.80 | 11041.80 |
9 | 2009.12.01 00:33 | close | 6 | 9.90 | 1.05505 | 0.00000 | 0.00000 | -1013.41 | 10028.39 |
10 | 2009.12.01 00:33 | close | 5 | 4.10 | 1.05529 | 0.00000 | 0.00000 | 217.57 | 10245.96 |
11 | 2009.12.01 00:33 | close | 4 | 1.70 | 1.05505 | 0.00000 | 0.00000 | -190.13 | 10055.83 |
12 | 2009.12.01 00:33 | close | 3 | 0.70 | 1.05529 | 0.00000 | 0.00000 | 41.79 | 10097.62 |
13 | 2009.12.01 00:33 | close | 2 | 0.30 | 1.05505 | 0.00000 | 0.00000 | -32.70 | 10064.92 |
14 | 2009.12.01 00:33 | close | 1 | 0.10 | 1.05529 | 0.00000 | 0.00000 | 6.44 | 10071.36 |
15 | 2009.12.01 00:36 | sell | 8 | 0.10 | 1.05524 | 0.00000 | 0.00000 | ||
16 | 2009.12.01 00:40 | close | 8 | 0.10 | 1.05471 | 0.00000 | 0.00000 | 5.03 | 10076.39 |
17 | 2009.12.01 00:43 | sell | 9 | 0.10 | 1.05466 | 0.00000 | 0.00000 | ||
18 | 2009.12.01 00:46 | close | 9 | 0.10 | 1.05394 | 0.00000 | 0.00000 | 6.83 | 10083.22 |
19 | 2009.12.01 00:50 | sell | 10 | 0.10 | 1.05409 | 0.00000 | 0.00000 | ||
20 | 2009.12.01 00:56 | buy | 11 | 0.30 | 1.05471 | 0.00000 | 0.00000 | ||
21 | 2009.12.01 00:59 | sell | 12 | 0.70 | 1.05390 | 0.00000 | 0.00000 | ||
22 | 2009.12.01 01:00 | buy | 13 | 1.70 | 1.05415 | 0.00000 | 0.00000 | ||
23 | 2009.12.01 01:02 | sell | 14 | 4.10 | 1.05381 | 0.00000 | 0.00000 | ||
24 | 2009.12.01 01:05 | buy | 15 | 9.90 | 1.05411 | 0.00000 | 0.00000 | ||
25 | 2009.12.01 01:07 | sell | 16 | 23.90 | 1.05374 | 0.00000 | 0.00000 | ||
26 | 2009.12.01 08:10 | close | 16 | 23.90 | 1.05297 | 0.00000 | 0.00000 | 1747.72 | 11830.94 |
27 | 2009.12.01 08:10 | close | 15 | 9.90 | 1.05273 | 0.00000 | 0.00000 | -1297.77 | 10533.17 |
28 | 2009.12.01 08:10 | close | 14 | 4.10 | 1.05297 | 0.00000 | 0.00000 | 327.07 | 10860.24 |
29 | 2009.12.01 08:10 | close | 13 | 1.70 | 1.05273 | 0.00000 | 0.00000 | -229.31 | 10630.93 |
30 | 2009.12.01 08:10 | close | 12 | 0.70 | 1.05297 | 0.00000 | 0.00000 | 61.83 | 10692.76 |
31 | 2009.12.01 08:10 | close | 11 | 0.30 | 1.05273 | 0.00000 | 0.00000 | -56.42 | 10636.34 |
32 | 2009.12.01 08:10 | close | 10 | 0.10 | 1.05297 | 0.00000 | 0.00000 | 10.64 | 10646.98 |
33 | 2009.12.01 08:13 | sell | 17 | 0.10 | 1.05306 | 0.00000 | 0.00000 | ||
34 | 2009.12.01 08:16 | close | 17 | 0.10 | 1.05167 | 0.00000 | 0.00000 | 13.22 | 10660.20 |
35 | 2009.12.01 08:20 | sell | 18 | 0.10 | 1.05208 | 0.00000 | 0.00000 | ||
36 | 2009.12.01 08:26 | buy | 19 | 0.30 | 1.05297 | 0.00000 | 0.00000 | ||
37 | 2009.12.01 08:26 | sell | 20 | 0.70 | 1.05207 | 0.00000 | 0.00000 | ||
38 | 2009.12.01 08:30 | buy | 21 | 1.70 | 1.05230 | 0.00000 | 0.00000 | ||
39 | 2009.12.01 08:32 | sell | 22 | 4.10 | 1.05122 | 0.00000 | 0.00000 | ||
40 | 2009.12.01 08:35 | buy | 23 | 9.90 | 1.05165 | 0.00000 | 0.00000 | ||
41 | 2009.12.01 08:37 | sell | 24 | 23.90 | 1.05102 | 0.00000 | 0.00000 | ||
42 | 2009.12.01 09:10 | close | 24 | 23.90 | 1.05003 | 0.00000 | 0.00000 | 2253.36 | 12913.56 |
43 | 2009.12.01 09:10 | close | 23 | 9.90 | 1.04979 | 0.00000 | 0.00000 | -1754.07 | 11159.49 |
44 | 2009.12.01 09:10 | close | 22 | 4.10 | 1.05003 | 0.00000 | 0.00000 | 464.65 | 11624.14 |
45 | 2009.12.01 09:10 | close | 21 | 1.70 | 1.04979 | 0.00000 | 0.00000 | -406.46 | 11217.68 |
46 | 2009.12.01 09:10 | close | 20 | 0.70 | 1.05003 | 0.00000 | 0.00000 | 136.00 | 11353.68 |
47 | 2009.12.01 09:10 | close | 19 | 0.30 | 1.04979 | 0.00000 | 0.00000 | -90.88 | 11262.80 |
48 | 2009.12.01 09:10 | close | 18 | 0.10 | 1.05003 | 0.00000 | 0.00000 | 19.52 | 11282.32 |
49 | 2009.12.01 09:13 | sell | 25 | 0.10 | 1.05014 | 0.00000 | 0.00000 | ||
50 | 2009.12.01 09:16 | close | 25 | 0.10 | 1.04863 | 0.00000 | 0.00000 | 14.40 | 11296.72 |
51 | 2009.12.01 09:20 | sell | 26 | 0.10 | 1.04909 | 0.00000 | 0.00000 | ||
52 | 2009.12.01 09:26 | buy | 27 | 0.30 | 1.05003 | 0.00000 | 0.00000 | ||
53 | 2009.12.01 09:30 | sell | 28 | 0.70 | 1.04891 | 0.00000 | 0.00000 | ||
54 | 2009.12.01 09:32 | buy | 29 | 1.70 | 1.04938 | 0.00000 | 0.00000 | ||
55 | 2009.12.01 09:35 | sell | 30 | 4.10 | 1.04890 | 0.00000 | 0.00000 | ||
56 | 2009.12.01 09:37 | buy | 31 | 9.90 | 1.04962 | 0.00000 | 0.00000 | ||
57 | 2009.12.01 09:40 | sell | 32 | 23.90 | 1.04842 | 0.00000 | 0.00000 | ||
58 | 2009.12.01 09:45 | close | 32 | 23.90 | 1.04795 | 0.00000 | 0.00000 | 1071.90 | 12368.62 |
59 | 2009.12.01 09:45 | close | 31 | 9.90 | 1.04771 | 0.00000 | 0.00000 | -1804.79 | 10563.83 |
60 | 2009.12.01 09:45 | close | 30 | 4.10 | 1.04795 | 0.00000 | 0.00000 | 371.68 | 10935.51 |
61 | 2009.12.01 09:45 | close | 29 | 1.70 | 1.04771 | 0.00000 | 0.00000 | -270.97 | 10664.54 |
62 | 2009.12.01 09:45 | close | 28 | 0.70 | 1.04795 | 0.00000 | 0.00000 | 64.13 | 10728.67 |
63 | 2009.12.01 09:45 | close | 27 | 0.30 | 1.04771 | 0.00000 | 0.00000 | -66.43 | 10662.24 |
64 | 2009.12.01 09:45 | close | 26 | 0.10 | 1.04795 | 0.00000 | 0.00000 | 10.88 | 10673.12 |
65 | 2009.12.01 09:47 | sell | 33 | 0.10 | 1.04795 | 0.00000 | 0.00000 | ||
66 | 2009.12.01 09:50 | close | 33 | 0.10 | 1.04699 | 0.00000 | 0.00000 | 9.17 | 10682.29 |
67 | 2009.12.01 09:52 | sell | 34 | 0.10 | 1.04723 | 0.00000 | 0.00000 | ||
68 | 2009.12.01 09:57 | buy | 35 | 0.30 | 1.04795 | 0.00000 | 0.00000 | ||
69 | 2009.12.01 09:59 | sell | 36 | 0.70 | 1.04685 | 0.00000 | 0.00000 | ||
70 | 2009.12.01 10:00 | buy | 37 | 1.70 | 1.04713 | 0.00000 | 0.00000 | ||
71 | 2009.12.01 10:03 | sell | 38 | 4.10 | 1.04610 | 0.00000 | 0.00000 | ||
72 | 2009.12.01 10:06 | buy | 39 | 9.90 | 1.04654 | 0.00000 | 0.00000 | ||
73 | 2009.12.01 10:10 | sell | 40 | 23.90 | 1.04551 | 0.00000 | 0.00000 | ||
74 | 2009.12.01 10:16 | close | 40 | 23.90 | 1.04496 | 0.00000 | 0.00000 | 1257.94 | 11940.23 |
75 | 2009.12.01 10:16 | close | 39 | 9.90 | 1.04472 | 0.00000 | 0.00000 | -1724.67 | 10215.56 |
76 | 2009.12.01 10:16 | close | 38 | 4.10 | 1.04496 | 0.00000 | 0.00000 | 447.29 | 10662.85 |
77 | 2009.12.01 10:16 | close | 37 | 1.70 | 1.04472 | 0.00000 | 0.00000 | -392.16 | 10270.69 |
78 | 2009.12.01 10:16 | close | 36 | 0.70 | 1.04496 | 0.00000 | 0.00000 | 126.61 | 10397.30 |
79 | 2009.12.01 10:16 | close | 35 | 0.30 | 1.04472 | 0.00000 | 0.00000 | -92.75 | 10304.55 |
80 | 2009.12.01 10:16 | close | 34 | 0.10 | 1.04496 | 0.00000 | 0.00000 | 21.72 | 10326.27 |
81 | 2009.12.01 10:20 | sell | 41 | 0.10 | 1.04511 | 0.00000 | 0.00000 | ||
82 | 2009.12.01 10:26 | buy | 42 | 0.30 | 1.04575 | 0.00000 | 0.00000 | ||
83 | 2009.12.01 10:26 | sell | 43 | 0.70 | 1.04526 | 0.00000 | 0.00000 | ||
84 | 2009.12.01 10:30 | buy | 44 | 1.70 | 1.04552 | 0.00000 | 0.00000 | ||
85 | 2009.12.01 10:32 | sell | 45 | 4.10 | 1.04529 | 0.00000 | 0.00000 | ||
86 | 2009.12.01 10:35 | buy | 46 | 9.90 | 1.04564 | 0.00000 | 0.00000 | ||
87 | 2009.12.01 10:37 | sell | 47 | 23.90 | 1.04519 | 0.00000 | 0.00000 | ||
88 | 2009.12.01 11:20 | close | 47 | 23.90 | 1.04485 | 0.00000 | 0.00000 | 777.72 | 11103.99 |
89 | 2009.12.01 11:20 | close | 46 | 9.90 | 1.04461 | 0.00000 | 0.00000 | -976.15 | 10127.84 |
90 | 2009.12.01 11:20 | close | 45 | 4.10 | 1.04485 | 0.00000 | 0.00000 | 172.66 | 10300.50 |
91 | 2009.12.01 11:20 | close | 44 | 1.70 | 1.04461 | 0.00000 | 0.00000 | -148.09 | 10152.41 |
92 | 2009.12.01 11:20 | close | 43 | 0.70 | 1.04485 | 0.00000 | 0.00000 | 27.47 | 10179.88 |
93 | 2009.12.01 11:20 | close | 42 | 0.30 | 1.04461 | 0.00000 | 0.00000 | -32.74 | 10147.14 |
94 | 2009.12.01 11:20 | close | 41 | 0.10 | 1.04485 | 0.00000 | 0.00000 | 2.49 | 10149.63 |
95 | 2009.12.01 11:22 | sell | 48 | 0.10 | 1.04494 | 0.00000 | 0.00000 | ||
96 | 2009.12.01 11:27 | buy | 49 | 0.30 | 1.04550 | 0.00000 | 0.00000 | ||
97 | 2009.12.01 11:27 | sell | 50 | 0.70 | 1.04492 | 0.00000 | 0.00000 | ||
98 | 2009.12.01 11:30 | buy | 51 | 1.70 | 1.04518 | 0.00000 | 0.00000 | ||
99 | 2009.12.01 11:32 | sell | 52 | 4.10 | 1.04469 | 0.00000 | 0.00000 | ||
100 | 2009.12.01 11:35 | buy | 53 | 9.90 | 1.04504 | 0.00000 | 0.00000 | ||
101 | 2009.12.01 11:37 | sell | 54 | 23.90 | 1.04459 | 0.00000 | 0.00000 | ||
102 | 2009.12.01 14:15 | close | 54 | 23.90 | 1.04400 | 0.00000 | 0.00000 | 1350.67 | 11500.30 |
103 | 2009.12.01 14:15 | close | 53 | 9.90 | 1.04376 | 0.00000 | 0.00000 | -1214.07 | 10286.23 |
104 | 2009.12.01 14:15 | close | 52 | 4.10 | 1.04400 | 0.00000 | 0.00000 | 270.98 | 10557.21 |
105 | 2009.12.01 14:15 | close | 51 | 1.70 | 1.04376 | 0.00000 | 0.00000 | -231.28 | 10325.93 |
106 | 2009.12.01 14:15 | close | 50 | 0.70 | 1.04400 | 0.00000 | 0.00000 | 61.69 | 10387.62 |
107 | 2009.12.01 14:15 | close | 49 | 0.30 | 1.04376 | 0.00000 | 0.00000 | -50.01 | 10337.61 |
108 | 2009.12.01 14:15 | close | 48 | 0.10 | 1.04400 | 0.00000 | 0.00000 | 9.00 | 10346.61 |
109 | 2009.12.01 14:17 | sell | 55 | 0.10 | 1.04413 | 0.00000 | 0.00000 | ||
110 | 2009.12.01 14:20 | close | 55 | 0.10 | 1.04255 | 0.00000 | 0.00000 | 15.16 | 10361.77 |
111 | 2009.12.01 14:22 | sell | 56 | 0.10 | 1.04304 | 0.00000 | 0.00000 | ||
112 | 2009.12.01 14:27 | buy | 57 | 0.30 | 1.04400 | 0.00000 | 0.00000 | ||
113 | 2009.12.01 14:27 | sell | 58 | 0.70 | 1.04319 | 0.00000 | 0.00000 | ||
114 | 2009.12.01 14:30 | buy | 59 | 1.70 | 1.04342 | 0.00000 | 0.00000 | ||
115 | 2009.12.01 14:32 | sell | 60 | 4.10 | 1.04266 | 0.00000 | 0.00000 | ||
116 | 2009.12.01 14:35 | buy | 61 | 9.90 | 1.04308 | 0.00000 | 0.00000 | ||
117 | 2009.12.01 14:37 | sell | 62 | 23.90 | 1.04247 | 0.00000 | 0.00000 | ||
118 | 2009.12.01 17:15 | close | 62 | 23.90 | 1.04173 | 0.00000 | 0.00000 | 1697.75 | 12059.52 |
119 | 2009.12.01 17:15 | close | 61 | 9.90 | 1.04149 | 0.00000 | 0.00000 | -1511.39 | 10548.13 |
120 | 2009.12.01 17:15 | close | 60 | 4.10 | 1.04173 | 0.00000 | 0.00000 | 366.03 | 10914.16 |
121 | 2009.12.01 17:15 | close | 59 | 1.70 | 1.04149 | 0.00000 | 0.00000 | -315.03 | 10599.13 |
122 | 2009.12.01 17:15 | close | 58 | 0.70 | 1.04173 | 0.00000 | 0.00000 | 98.11 | 10697.24 |
123 | 2009.12.01 17:15 | close | 57 | 0.30 | 1.04149 | 0.00000 | 0.00000 | -72.30 | 10624.94 |
124 | 2009.12.01 17:15 | close | 56 | 0.10 | 1.04173 | 0.00000 | 0.00000 | 12.58 | 10637.52 |
125 | 2009.12.01 17:17 | sell | 63 | 0.10 | 1.04173 | 0.00000 | 0.00000 | ||
126 | 2009.12.01 17:20 | close | 63 | 0.10 | 1.04078 | 0.00000 | 0.00000 | 9.13 | 10646.65 |
127 | 2009.12.01 17:22 | sell | 64 | 0.10 | 1.04102 | 0.00000 | 0.00000 | ||
128 | 2009.12.01 17:27 | buy | 65 | 0.30 | 1.04173 | 0.00000 | 0.00000 | ||
129 | 2009.12.01 17:27 | sell | 66 | 0.70 | 1.04126 | 0.00000 | 0.00000 | ||
130 | 2009.12.01 17:32 | buy | 67 | 1.70 | 1.04151 | 0.00000 | 0.00000 | ||
131 | 2009.12.01 17:37 | sell | 68 | 4.10 | 1.04104 | 0.00000 | 0.00000 | ||
132 | 2009.12.01 17:40 | buy | 69 | 9.90 | 1.04243 | 0.00000 | 0.00000 | ||
133 | 2009.12.01 17:42 | sell | 70 | 23.90 | 1.04196 | 0.00000 | 0.00000 | ||
134 | 2009.12.01 21:46 | close at stop | 70 | 23.90 | 1.04730 | 0.00000 | 0.00000 | -12186.19 | -1539.54 |
135 | 2009.12.01 21:46 | close at stop | 69 | 9.90 | 1.04706 | 0.00000 | 0.00000 | 4377.69 | 2838.15 |
136 | 2009.12.01 21:46 | close at stop | 68 | 4.10 | 1.04730 | 0.00000 | 0.00000 | -2450.68 | 387.47 |
137 | 2009.12.01 21:46 | close at stop | 67 | 1.70 | 1.04706 | 0.00000 | 0.00000 | 901.09 | 1288.56 |
138 | 2009.12.01 21:46 | close at stop | 66 | 0.70 | 1.04730 | 0.00000 | 0.00000 | -403.70 | 884.86 |
139 | 2009.12.01 21:46 | close at stop | 65 | 0.30 | 1.04706 | 0.00000 | 0.00000 | 152.71 | 1037.57 |
140 | 2009.12.01 21:46 | close at stop | 64 | 0.10 | 1.04730 | 0.00000 | 0.00000 | -59.96 | 977.61 |