Strategy Tester Report
Moving Average_v1
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=0.1; MaximumRisk=0.02; DecreaseFactor=3; MovingPeriod=12; MovingShift=6; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -257.00 | Gross profit | 250.50 | Gross loss | -507.50 |
| Profit factor | 0.49 | Expected payoff | -10.28 | ||
| Absolute drawdown | 362.78 | Maximal drawdown | 414.17 (4.12%) | Relative drawdown | 4.12% (414.17) |
| Total trades | 25 | Short positions (won %) | 10 (30.00%) | Long positions (won %) | 15 (20.00%) |
| Profit trades (% of total) | 6 (24.00%) | Loss trades (% of total) | 19 (76.00%) | ||
| Largest | profit trade | 109.04 | loss trade | -60.89 | |
| Average | profit trade | 41.75 | loss trade | -26.71 | |
| Maximum | consecutive wins (profit in money) | 2 (130.40) | consecutive losses (loss in money) | 9 (-188.02) | |
| Maximal | consecutive profit (count of wins) | 130.40 (2) | consecutive loss (count of losses) | -188.02 (9) | |
| Average | consecutive wins | 1 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.02 00:00 | buy | 1 | 0.20 | 1.04765 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.02 07:00 | close | 1 | 0.20 | 1.04447 | 0.00000 | 0.00000 | -60.89 | 9939.11 |
| 3 | 2009.12.02 09:00 | buy | 2 | 0.20 | 1.04653 | 0.00000 | 0.00000 | ||
| 4 | 2009.12.02 10:00 | close | 2 | 0.20 | 1.04486 | 0.00000 | 0.00000 | -31.97 | 9907.14 |
| 5 | 2009.12.02 13:00 | buy | 3 | 0.10 | 1.04651 | 0.00000 | 0.00000 | ||
| 6 | 2009.12.02 14:00 | close | 3 | 0.10 | 1.04487 | 0.00000 | 0.00000 | -15.70 | 9891.44 |
| 7 | 2009.12.02 15:00 | buy | 4 | 0.10 | 1.04840 | 0.00000 | 0.00000 | ||
| 8 | 2009.12.03 08:00 | close | 4 | 0.10 | 1.04819 | 0.00000 | 0.00000 | -2.20 | 9889.24 |
| 9 | 2009.12.03 13:00 | buy | 5 | 0.10 | 1.05121 | 0.00000 | 0.00000 | ||
| 10 | 2009.12.03 14:00 | close | 5 | 0.10 | 1.04926 | 0.00000 | 0.00000 | -18.58 | 9870.66 |
| 11 | 2009.12.04 09:00 | sell | 6 | 0.10 | 1.05421 | 0.00000 | 0.00000 | ||
| 12 | 2009.12.04 20:00 | close | 6 | 0.10 | 1.05760 | 0.00000 | 0.00000 | -32.05 | 9838.61 |
| 13 | 2009.12.07 09:00 | buy | 7 | 0.10 | 1.05550 | 0.00000 | 0.00000 | ||
| 14 | 2009.12.07 15:00 | close | 7 | 0.10 | 1.05543 | 0.00000 | 0.00000 | -0.66 | 9837.95 |
| 15 | 2009.12.08 11:00 | sell | 8 | 0.10 | 1.05018 | 0.00000 | 0.00000 | ||
| 16 | 2009.12.08 12:00 | close | 8 | 0.10 | 1.05214 | 0.00000 | 0.00000 | -18.63 | 9819.32 |
| 17 | 2009.12.09 06:00 | buy | 9 | 0.10 | 1.06285 | 0.00000 | 0.00000 | ||
| 18 | 2009.12.09 10:00 | close | 9 | 0.10 | 1.06207 | 0.00000 | 0.00000 | -7.34 | 9811.98 |
| 19 | 2009.12.10 08:00 | sell | 10 | 0.10 | 1.05532 | 0.00000 | 0.00000 | ||
| 20 | 2009.12.11 03:00 | close | 10 | 0.10 | 1.05213 | 0.00000 | 0.00000 | 30.28 | 9842.27 |
| 21 | 2009.12.11 08:00 | buy | 11 | 0.20 | 1.05292 | 0.00000 | 0.00000 | ||
| 22 | 2009.12.11 10:00 | close | 11 | 0.20 | 1.05111 | 0.00000 | 0.00000 | -34.44 | 9807.83 |
| 23 | 2009.12.11 16:00 | buy | 12 | 0.20 | 1.05314 | 0.00000 | 0.00000 | ||
| 24 | 2009.12.14 18:00 | close | 12 | 0.20 | 1.05892 | 0.00000 | 0.00000 | 109.04 | 9916.86 |
| 25 | 2009.12.15 09:00 | buy | 13 | 0.20 | 1.05981 | 0.00000 | 0.00000 | ||
| 26 | 2009.12.16 08:00 | close | 13 | 0.20 | 1.06095 | 0.00000 | 0.00000 | 21.36 | 9938.22 |
| 27 | 2009.12.16 09:00 | buy | 14 | 0.20 | 1.06261 | 0.00000 | 0.00000 | ||
| 28 | 2009.12.16 10:00 | close | 14 | 0.20 | 1.05972 | 0.00000 | 0.00000 | -54.54 | 9883.68 |
| 29 | 2009.12.16 12:00 | buy | 15 | 0.20 | 1.06252 | 0.00000 | 0.00000 | ||
| 30 | 2009.12.16 13:00 | close | 15 | 0.20 | 1.06004 | 0.00000 | 0.00000 | -46.79 | 9836.89 |
| 31 | 2009.12.16 21:00 | buy | 16 | 0.10 | 1.06357 | 0.00000 | 0.00000 | ||
| 32 | 2009.12.18 01:00 | close | 16 | 0.10 | 1.07012 | 0.00000 | 0.00000 | 60.95 | 9897.84 |
| 33 | 2009.12.18 19:00 | sell | 17 | 0.20 | 1.06572 | 0.00000 | 0.00000 | ||
| 34 | 2009.12.21 07:00 | close | 17 | 0.20 | 1.06758 | 0.00000 | 0.00000 | -34.93 | 9862.91 |
| 35 | 2009.12.21 08:00 | sell | 18 | 0.20 | 1.06627 | 0.00000 | 0.00000 | ||
| 36 | 2009.12.21 09:00 | close | 18 | 0.20 | 1.06866 | 0.00000 | 0.00000 | -44.73 | 9818.18 |
| 37 | 2009.12.21 11:00 | sell | 19 | 0.10 | 1.06524 | 0.00000 | 0.00000 | ||
| 38 | 2009.12.21 23:00 | close | 19 | 0.10 | 1.06270 | 0.00000 | 0.00000 | 23.90 | 9842.08 |
| 39 | 2009.12.23 06:00 | buy | 20 | 0.20 | 1.05790 | 0.00000 | 0.00000 | ||
| 40 | 2009.12.23 07:00 | close | 20 | 0.20 | 1.05629 | 0.00000 | 0.00000 | -30.48 | 9811.60 |
| 41 | 2009.12.24 06:00 | buy | 21 | 0.20 | 1.04960 | 0.00000 | 0.00000 | ||
| 42 | 2009.12.24 07:00 | close | 21 | 0.20 | 1.04868 | 0.00000 | 0.00000 | -17.55 | 9794.05 |
| 43 | 2009.12.24 08:00 | sell | 22 | 0.10 | 1.04797 | 0.00000 | 0.00000 | ||
| 44 | 2009.12.24 15:00 | close | 22 | 0.10 | 1.04904 | 0.00000 | 0.00000 | -10.20 | 9783.85 |
| 45 | 2009.12.24 16:00 | sell | 23 | 0.10 | 1.04774 | 0.00000 | 0.00000 | ||
| 46 | 2009.12.24 17:00 | close | 23 | 0.10 | 1.04901 | 0.00000 | 0.00000 | -12.11 | 9771.74 |
| 47 | 2009.12.28 04:00 | sell | 24 | 0.10 | 1.04630 | 0.00000 | 0.00000 | ||
| 48 | 2009.12.28 09:00 | close | 24 | 0.10 | 1.04984 | 0.00000 | 0.00000 | -33.72 | 9738.02 |
| 49 | 2009.12.28 13:00 | sell | 25 | 0.10 | 1.04765 | 0.00000 | 0.00000 | ||
| 50 | 2009.12.31 18:57 | close at stop | 25 | 0.10 | 1.04711 | 0.00000 | 0.00000 | 4.97 | 9743.00 |