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 | lots=0.1; mn=555; tp=100; sl=50; periodos=13; tiempoCierre=15000; | ||||
Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -195.06 | Gross profit | 43.03 | Gross loss | -238.09 |
Profit factor | 0.18 | Expected payoff | -5.57 | ||
Absolute drawdown | 206.89 | Maximal drawdown | 206.89 (2.07%) | Relative drawdown | 2.07% (206.89) |
Total trades | 35 | Short positions (won %) | 21 (19.05%) | Long positions (won %) | 14 (28.57%) |
Profit trades (% of total) | 8 (22.86%) | Loss trades (% of total) | 27 (77.14%) | ||
Largest | profit trade | 5.44 | loss trade | -8.90 | |
Average | profit trade | 5.38 | loss trade | -8.82 | |
Maximum | consecutive wins (profit in money) | 2 (10.77) | consecutive losses (loss in money) | 9 (-79.38) | |
Maximal | consecutive profit (count of wins) | 10.77 (2) | consecutive loss (count of losses) | -79.38 (9) | |
Average | consecutive wins | 1 | consecutive losses | 5 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 07:00 | sell | 1 | 0.10 | 1.05548 | 1.05641 | 1.05491 | ||
2 | 2009.12.01 07:15 | s/l | 1 | 0.10 | 1.05641 | 1.05641 | 1.05491 | -8.80 | 9991.20 |
3 | 2009.12.02 02:00 | sell | 2 | 0.10 | 1.04570 | 1.04663 | 1.04513 | ||
4 | 2009.12.02 02:15 | s/l | 2 | 0.10 | 1.04663 | 1.04663 | 1.04513 | -8.88 | 9982.32 |
5 | 2009.12.02 11:00 | sell | 3 | 0.10 | 1.04365 | 1.04458 | 1.04308 | ||
6 | 2009.12.02 11:20 | s/l | 3 | 0.10 | 1.04458 | 1.04458 | 1.04308 | -8.90 | 9973.42 |
7 | 2009.12.02 12:00 | sell | 4 | 0.10 | 1.04442 | 1.04535 | 1.04385 | ||
8 | 2009.12.02 12:10 | s/l | 4 | 0.10 | 1.04535 | 1.04535 | 1.04385 | -8.90 | 9964.52 |
9 | 2009.12.03 06:00 | buy | 5 | 0.10 | 1.05055 | 1.04962 | 1.05112 | ||
10 | 2009.12.03 07:20 | s/l | 5 | 0.10 | 1.04962 | 1.04962 | 1.05112 | -8.86 | 9955.66 |
11 | 2009.12.03 12:00 | buy | 6 | 0.10 | 1.04999 | 1.04906 | 1.05056 | ||
12 | 2009.12.03 12:20 | s/l | 6 | 0.10 | 1.04906 | 1.04906 | 1.05056 | -8.87 | 9946.79 |
13 | 2009.12.04 07:00 | buy | 7 | 0.10 | 1.05761 | 1.05668 | 1.05818 | ||
14 | 2009.12.04 07:15 | s/l | 7 | 0.10 | 1.05668 | 1.05668 | 1.05818 | -8.81 | 9937.98 |
15 | 2009.12.04 12:00 | sell | 8 | 0.10 | 1.05483 | 1.05576 | 1.05426 | ||
16 | 2009.12.04 12:36 | t/p | 8 | 0.10 | 1.05426 | 1.05576 | 1.05426 | 5.41 | 9943.39 |
17 | 2009.12.07 07:00 | buy | 9 | 0.10 | 1.05615 | 1.05522 | 1.05672 | ||
18 | 2009.12.07 07:10 | s/l | 9 | 0.10 | 1.05522 | 1.05522 | 1.05672 | -8.82 | 9934.57 |
19 | 2009.12.08 01:00 | sell | 10 | 0.10 | 1.04981 | 1.05074 | 1.04924 | ||
20 | 2009.12.08 01:10 | s/l | 10 | 0.10 | 1.05074 | 1.05074 | 1.04924 | -8.85 | 9925.72 |
21 | 2009.12.08 11:00 | sell | 11 | 0.10 | 1.05018 | 1.05111 | 1.04961 | ||
22 | 2009.12.08 11:02 | s/l | 11 | 0.10 | 1.05111 | 1.05111 | 1.04961 | -8.85 | 9916.87 |
23 | 2009.12.08 13:00 | buy | 12 | 0.10 | 1.05488 | 1.05395 | 1.05545 | ||
24 | 2009.12.08 13:15 | s/l | 12 | 0.10 | 1.05395 | 1.05395 | 1.05545 | -8.83 | 9908.04 |
25 | 2009.12.08 14:00 | buy | 13 | 0.10 | 1.05437 | 1.05344 | 1.05494 | ||
26 | 2009.12.08 14:10 | t/p | 13 | 0.10 | 1.05494 | 1.05344 | 1.05494 | 5.40 | 9913.44 |
27 | 2009.12.10 10:00 | sell | 14 | 0.10 | 1.05506 | 1.05599 | 1.05449 | ||
28 | 2009.12.10 10:10 | s/l | 14 | 0.10 | 1.05599 | 1.05599 | 1.05449 | -8.80 | 9904.64 |
29 | 2009.12.10 21:00 | sell | 15 | 0.10 | 1.05013 | 1.05106 | 1.04956 | ||
30 | 2009.12.10 21:20 | s/l | 15 | 0.10 | 1.05106 | 1.05106 | 1.04956 | -8.84 | 9895.80 |
31 | 2009.12.14 07:00 | sell | 16 | 0.10 | 1.05736 | 1.05829 | 1.05679 | ||
32 | 2009.12.14 07:45 | s/l | 16 | 0.10 | 1.05829 | 1.05829 | 1.05679 | -8.78 | 9887.02 |
33 | 2009.12.15 03:00 | sell | 17 | 0.10 | 1.05860 | 1.05953 | 1.05803 | ||
34 | 2009.12.15 05:03 | t/p | 17 | 0.10 | 1.05803 | 1.05953 | 1.05803 | 5.39 | 9892.41 |
35 | 2009.12.15 09:00 | buy | 18 | 0.10 | 1.05958 | 1.05865 | 1.06015 | ||
36 | 2009.12.15 09:10 | t/p | 18 | 0.10 | 1.06015 | 1.05865 | 1.06015 | 5.38 | 9897.79 |
37 | 2009.12.15 19:00 | buy | 19 | 0.10 | 1.06237 | 1.06144 | 1.06294 | ||
38 | 2009.12.15 19:07 | s/l | 19 | 0.10 | 1.06144 | 1.06144 | 1.06294 | -8.76 | 9889.03 |
39 | 2009.12.15 23:00 | sell | 20 | 0.10 | 1.06090 | 1.06183 | 1.06033 | ||
40 | 2009.12.16 01:20 | s/l | 20 | 0.10 | 1.06183 | 1.06183 | 1.06033 | -8.76 | 9880.27 |
41 | 2009.12.18 00:00 | buy | 21 | 0.10 | 1.07111 | 1.07018 | 1.07168 | ||
42 | 2009.12.18 00:20 | t/p | 21 | 0.10 | 1.07168 | 1.07018 | 1.07168 | 5.32 | 9885.59 |
43 | 2009.12.18 01:00 | sell | 22 | 0.10 | 1.07012 | 1.07105 | 1.06955 | ||
44 | 2009.12.18 01:15 | s/l | 22 | 0.10 | 1.07105 | 1.07105 | 1.06955 | -8.68 | 9876.91 |
45 | 2009.12.18 11:00 | sell | 23 | 0.10 | 1.06631 | 1.06724 | 1.06574 | ||
46 | 2009.12.18 11:10 | s/l | 23 | 0.10 | 1.06724 | 1.06724 | 1.06574 | -8.72 | 9868.19 |
47 | 2009.12.18 20:00 | sell | 24 | 0.10 | 1.06624 | 1.06717 | 1.06567 | ||
48 | 2009.12.18 20:45 | t/p | 24 | 0.10 | 1.06567 | 1.06717 | 1.06567 | 5.35 | 9873.54 |
49 | 2009.12.21 09:00 | buy | 25 | 0.10 | 1.06843 | 1.06750 | 1.06900 | ||
50 | 2009.12.21 09:20 | t/p | 25 | 0.10 | 1.06900 | 1.06750 | 1.06900 | 5.34 | 9878.88 |
51 | 2009.12.21 11:00 | sell | 26 | 0.10 | 1.06524 | 1.06617 | 1.06467 | ||
52 | 2009.12.21 11:07 | s/l | 26 | 0.10 | 1.06617 | 1.06617 | 1.06467 | -8.72 | 9870.16 |
53 | 2009.12.22 18:00 | sell | 27 | 0.10 | 1.05524 | 1.05617 | 1.05467 | ||
54 | 2009.12.22 18:15 | s/l | 27 | 0.10 | 1.05617 | 1.05617 | 1.05467 | -8.81 | 9861.35 |
55 | 2009.12.22 22:00 | buy | 28 | 0.10 | 1.05835 | 1.05742 | 1.05892 | ||
56 | 2009.12.22 22:02 | s/l | 28 | 0.10 | 1.05742 | 1.05742 | 1.05892 | -8.79 | 9852.56 |
57 | 2009.12.23 02:00 | sell | 29 | 0.10 | 1.05566 | 1.05659 | 1.05509 | ||
58 | 2009.12.23 02:20 | s/l | 29 | 0.10 | 1.05659 | 1.05659 | 1.05509 | -8.80 | 9843.76 |
59 | 2009.12.23 08:00 | sell | 30 | 0.10 | 1.05614 | 1.05707 | 1.05557 | ||
60 | 2009.12.23 08:50 | s/l | 30 | 0.10 | 1.05707 | 1.05707 | 1.05557 | -8.80 | 9834.96 |
61 | 2009.12.24 15:00 | buy | 31 | 0.10 | 1.04881 | 1.04788 | 1.04938 | ||
62 | 2009.12.24 15:20 | s/l | 31 | 0.10 | 1.04788 | 1.04788 | 1.04938 | -8.88 | 9826.08 |
63 | 2009.12.28 13:00 | sell | 32 | 0.10 | 1.04765 | 1.04858 | 1.04708 | ||
64 | 2009.12.28 13:20 | s/l | 32 | 0.10 | 1.04858 | 1.04858 | 1.04708 | -8.87 | 9817.21 |
65 | 2009.12.30 13:00 | buy | 33 | 0.10 | 1.04981 | 1.04888 | 1.05038 | ||
66 | 2009.12.30 13:02 | s/l | 33 | 0.10 | 1.04888 | 1.04888 | 1.05038 | -8.88 | 9808.33 |
67 | 2009.12.31 07:00 | buy | 34 | 0.10 | 1.05386 | 1.05293 | 1.05443 | ||
68 | 2009.12.31 07:35 | s/l | 34 | 0.10 | 1.05293 | 1.05293 | 1.05443 | -8.83 | 9799.50 |
69 | 2009.12.31 17:00 | sell | 35 | 0.10 | 1.04825 | 1.04918 | 1.04768 | ||
70 | 2009.12.31 17:15 | t/p | 35 | 0.10 | 1.04768 | 1.04918 | 1.04768 | 5.44 | 9804.94 |