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 | x=""Òèï"; TypeMA=3; PeriodMA=240; SdvigMA=0; x1=""Íàñòðîéêè"; Lots=0.1; StarLots=0.1; MaxLots=10; LossPips=90; ProfitPips=170; TakeProfit=1000; MM=1; | ||||
Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -64.23 | Gross profit | 404.47 | Gross loss | -468.70 |
Profit factor | 0.86 | Expected payoff | -2.21 | ||
Absolute drawdown | 260.96 | Maximal drawdown | 308.99 (3.08%) | Relative drawdown | 3.08% (308.99) |
Total trades | 29 | Short positions (won %) | 15 (13.33%) | Long positions (won %) | 14 (21.43%) |
Profit trades (% of total) | 5 (17.24%) | Loss trades (% of total) | 24 (82.76%) | ||
Largest | profit trade | 95.11 | loss trade | -60.34 | |
Average | profit trade | 80.89 | loss trade | -19.53 | |
Maximum | consecutive wins (profit in money) | 1 (95.11) | consecutive losses (loss in money) | 8 (-236.63) | |
Maximal | consecutive profit (count of wins) | 95.11 (1) | consecutive loss (count of losses) | -236.63 (8) | |
Average | consecutive wins | 1 | consecutive losses | 5 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.03 15:00 | buy | 1 | 0.10 | 1.05462 | 0.00000 | 1.06462 | ||
2 | 2009.12.03 19:00 | close | 1 | 0.10 | 1.05288 | 0.00000 | 1.06462 | -16.53 | 9983.47 |
3 | 2009.12.03 19:00 | sell | 2 | 0.10 | 1.05288 | 0.00000 | 1.04288 | ||
4 | 2009.12.03 21:00 | close | 2 | 0.10 | 1.05358 | 0.00000 | 1.04288 | -6.64 | 9976.83 |
5 | 2009.12.03 21:00 | buy | 3 | 0.10 | 1.05358 | 0.00000 | 1.06358 | ||
6 | 2009.12.04 13:00 | close | 3 | 0.10 | 1.05225 | 0.00000 | 1.06358 | -12.74 | 9964.09 |
7 | 2009.12.04 13:00 | sell | 4 | 0.10 | 1.05225 | 0.00000 | 1.04225 | ||
8 | 2009.12.04 20:00 | close | 4 | 0.10 | 1.05716 | 0.00000 | 1.04225 | -46.45 | 9917.64 |
9 | 2009.12.04 20:00 | buy | 5 | 0.10 | 1.05716 | 0.00000 | 1.06716 | ||
10 | 2009.12.07 17:00 | close | 5 | 0.10 | 1.05083 | 0.00000 | 1.06716 | -60.34 | 9857.29 |
11 | 2009.12.07 17:00 | sell | 6 | 0.10 | 1.05083 | 0.00000 | 1.04083 | ||
12 | 2009.12.08 09:00 | close | 6 | 0.10 | 1.05534 | 0.00000 | 1.04083 | -42.75 | 9814.54 |
13 | 2009.12.08 09:00 | buy | 7 | 0.10 | 1.05534 | 0.00000 | 1.06534 | ||
14 | 2009.12.08 10:00 | close | 7 | 0.10 | 1.05231 | 0.00000 | 1.06534 | -28.79 | 9785.75 |
15 | 2009.12.08 10:00 | sell | 8 | 0.10 | 1.05231 | 0.00000 | 1.04231 | ||
16 | 2009.12.08 13:00 | close | 8 | 0.10 | 1.05467 | 0.00000 | 1.04231 | -22.38 | 9763.37 |
17 | 2009.12.08 13:00 | buy | 9 | 0.10 | 1.05467 | 0.00000 | 1.06467 | ||
18 | 2009.12.08 20:15 | t/p | 9 | 0.10 | 1.06467 | 0.00000 | 1.06467 | 93.90 | 9857.27 |
19 | 2009.12.09 21:00 | sell | 10 | 0.10 | 1.05378 | 0.00000 | 1.04378 | ||
20 | 2009.12.10 00:00 | close | 10 | 0.10 | 1.05503 | 0.00000 | 1.04378 | -11.88 | 9845.40 |
21 | 2009.12.10 00:00 | buy | 11 | 0.10 | 1.05503 | 0.00000 | 1.06503 | ||
22 | 2009.12.10 01:00 | close | 11 | 0.10 | 1.05404 | 0.00000 | 1.06503 | -9.39 | 9836.01 |
23 | 2009.12.10 01:00 | sell | 12 | 0.10 | 1.05404 | 0.00000 | 1.04404 | ||
24 | 2009.12.10 03:00 | close | 12 | 0.10 | 1.05509 | 0.00000 | 1.04404 | -9.95 | 9826.06 |
25 | 2009.12.10 03:00 | buy | 13 | 0.10 | 1.05509 | 0.00000 | 1.06509 | ||
26 | 2009.12.10 04:00 | close | 13 | 0.10 | 1.05437 | 0.00000 | 1.06509 | -6.83 | 9819.23 |
27 | 2009.12.10 04:00 | sell | 14 | 0.10 | 1.05437 | 0.00000 | 1.04437 | ||
28 | 2009.12.10 05:00 | close | 14 | 0.10 | 1.05563 | 0.00000 | 1.04437 | -11.94 | 9807.29 |
29 | 2009.12.10 05:00 | buy | 15 | 0.10 | 1.05563 | 0.00000 | 1.06563 | ||
30 | 2009.12.10 11:00 | close | 15 | 0.10 | 1.05451 | 0.00000 | 1.06563 | -10.62 | 9796.67 |
31 | 2009.12.10 11:00 | sell | 16 | 0.10 | 1.05451 | 0.00000 | 1.04451 | ||
32 | 2009.12.11 17:00 | close | 16 | 0.10 | 1.05504 | 0.00000 | 1.04451 | -5.03 | 9791.64 |
33 | 2009.12.11 17:00 | buy | 17 | 0.10 | 1.05504 | 0.00000 | 1.06504 | ||
34 | 2009.12.14 12:15 | t/p | 17 | 0.10 | 1.06504 | 0.00000 | 1.06504 | 93.77 | 9885.40 |
35 | 2009.12.15 06:00 | sell | 18 | 0.10 | 1.05559 | 0.00000 | 1.04559 | ||
36 | 2009.12.15 07:00 | close | 18 | 0.10 | 1.05664 | 0.00000 | 1.04559 | -9.94 | 9875.46 |
37 | 2009.12.15 07:00 | buy | 19 | 0.10 | 1.05664 | 0.00000 | 1.06664 | ||
38 | 2009.12.17 04:15 | t/p | 19 | 0.10 | 1.06664 | 0.00000 | 1.06664 | 93.32 | 9968.78 |
39 | 2009.12.21 13:00 | sell | 20 | 0.10 | 1.06085 | 0.00000 | 1.05085 | ||
40 | 2009.12.22 00:00 | close | 20 | 0.10 | 1.06318 | 0.00000 | 1.05085 | -21.93 | 9946.85 |
41 | 2009.12.22 00:00 | buy | 21 | 0.10 | 1.06318 | 0.00000 | 1.07318 | ||
42 | 2009.12.22 01:00 | close | 21 | 0.10 | 1.06152 | 0.00000 | 1.07318 | -15.64 | 9931.21 |
43 | 2009.12.22 01:00 | sell | 22 | 0.10 | 1.06152 | 0.00000 | 1.05152 | ||
44 | 2009.12.23 13:35 | t/p | 22 | 0.10 | 1.05152 | 0.00000 | 1.05152 | 95.11 | 10026.32 |
45 | 2009.12.30 16:00 | buy | 23 | 0.10 | 1.05349 | 0.00000 | 1.06349 | ||
46 | 2009.12.30 17:00 | close | 23 | 0.10 | 1.05062 | 0.00000 | 1.06349 | -27.32 | 9999.00 |
47 | 2009.12.30 17:00 | sell | 24 | 0.10 | 1.05062 | 0.00000 | 1.04062 | ||
48 | 2009.12.30 18:00 | close | 24 | 0.10 | 1.05239 | 0.00000 | 1.04062 | -16.82 | 9982.18 |
49 | 2009.12.30 18:00 | buy | 25 | 0.10 | 1.05239 | 0.00000 | 1.06239 | ||
50 | 2009.12.31 03:00 | close | 25 | 0.10 | 1.05143 | 0.00000 | 1.06239 | -9.44 | 9972.74 |
51 | 2009.12.31 03:00 | sell | 26 | 0.10 | 1.05143 | 0.00000 | 1.04143 | ||
52 | 2009.12.31 04:00 | close | 26 | 0.10 | 1.05183 | 0.00000 | 1.04143 | -3.80 | 9968.94 |
53 | 2009.12.31 06:00 | sell | 27 | 0.10 | 1.05119 | 0.00000 | 1.04119 | ||
54 | 2009.12.31 07:00 | close | 27 | 0.10 | 1.05365 | 0.00000 | 1.04119 | -23.35 | 9945.59 |
55 | 2009.12.31 07:00 | buy | 28 | 0.10 | 1.05365 | 0.00000 | 1.06365 | ||
56 | 2009.12.31 08:00 | close | 28 | 0.10 | 1.04964 | 0.00000 | 1.06365 | -38.20 | 9907.39 |
57 | 2009.12.31 08:00 | sell | 29 | 0.10 | 1.04964 | 0.00000 | 1.03964 | ||
58 | 2009.12.31 18:57 | close at stop | 29 | 0.10 | 1.04667 | 0.00000 | 1.03964 | 28.38 | 9935.77 |