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; TrailingStop=0; | ||||
Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -246.28 | Gross profit | 23.77 | Gross loss | -270.05 |
Profit factor | 0.09 | Expected payoff | -7.70 | ||
Absolute drawdown | 258.11 | Maximal drawdown | 258.11 (2.58%) | Relative drawdown | 2.58% (258.11) |
Total trades | 32 | Short positions (won %) | 21 (19.05%) | Long positions (won %) | 11 (27.27%) |
Profit trades (% of total) | 7 (21.88%) | Loss trades (% of total) | 25 (78.13%) | ||
Largest | profit trade | 3.44 | loss trade | -10.91 | |
Average | profit trade | 3.40 | loss trade | -10.80 | |
Maximum | consecutive wins (profit in money) | 2 (6.75) | consecutive losses (loss in money) | 7 (-75.92) | |
Maximal | consecutive profit (count of wins) | 6.75 (2) | consecutive loss (count of losses) | -75.92 (7) | |
Average | consecutive wins | 1 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 06:00 | sell | 1 | 0.10 | 1.05545 | 1.05659 | 1.05509 | ||
2 | 2009.12.01 06:10 | s/l | 1 | 0.10 | 1.05659 | 1.05659 | 1.05509 | -10.79 | 9989.21 |
3 | 2009.12.01 07:00 | sell | 2 | 0.10 | 1.05548 | 1.05662 | 1.05512 | ||
4 | 2009.12.01 07:15 | s/l | 2 | 0.10 | 1.05662 | 1.05662 | 1.05512 | -10.79 | 9978.42 |
5 | 2009.12.02 11:00 | sell | 3 | 0.10 | 1.04365 | 1.04479 | 1.04329 | ||
6 | 2009.12.02 11:20 | s/l | 3 | 0.10 | 1.04479 | 1.04479 | 1.04329 | -10.91 | 9967.51 |
7 | 2009.12.02 12:00 | sell | 4 | 0.10 | 1.04442 | 1.04556 | 1.04406 | ||
8 | 2009.12.02 12:10 | s/l | 4 | 0.10 | 1.04556 | 1.04556 | 1.04406 | -10.91 | 9956.60 |
9 | 2009.12.03 06:00 | buy | 5 | 0.10 | 1.05076 | 1.04962 | 1.05112 | ||
10 | 2009.12.03 07:20 | s/l | 5 | 0.10 | 1.04962 | 1.04962 | 1.05112 | -10.86 | 9945.74 |
11 | 2009.12.03 12:00 | buy | 6 | 0.10 | 1.05020 | 1.04906 | 1.05056 | ||
12 | 2009.12.03 12:20 | s/l | 6 | 0.10 | 1.04906 | 1.04906 | 1.05056 | -10.87 | 9934.87 |
13 | 2009.12.04 07:00 | buy | 7 | 0.10 | 1.05782 | 1.05668 | 1.05818 | ||
14 | 2009.12.04 07:15 | s/l | 7 | 0.10 | 1.05668 | 1.05668 | 1.05818 | -10.79 | 9924.08 |
15 | 2009.12.04 12:00 | sell | 8 | 0.10 | 1.05483 | 1.05597 | 1.05447 | ||
16 | 2009.12.04 12:36 | t/p | 8 | 0.10 | 1.05447 | 1.05597 | 1.05447 | 3.41 | 9927.49 |
17 | 2009.12.07 07:00 | buy | 9 | 0.10 | 1.05636 | 1.05522 | 1.05672 | ||
18 | 2009.12.07 07:10 | s/l | 9 | 0.10 | 1.05522 | 1.05522 | 1.05672 | -10.81 | 9916.68 |
19 | 2009.12.08 01:00 | sell | 10 | 0.10 | 1.04981 | 1.05095 | 1.04945 | ||
20 | 2009.12.08 01:10 | s/l | 10 | 0.10 | 1.05095 | 1.05095 | 1.04945 | -10.84 | 9905.84 |
21 | 2009.12.08 11:00 | sell | 11 | 0.10 | 1.05018 | 1.05132 | 1.04982 | ||
22 | 2009.12.08 11:02 | s/l | 11 | 0.10 | 1.05132 | 1.05132 | 1.04982 | -10.84 | 9895.00 |
23 | 2009.12.08 12:00 | sell | 12 | 0.10 | 1.05148 | 1.05262 | 1.05112 | ||
24 | 2009.12.08 12:10 | s/l | 12 | 0.10 | 1.05262 | 1.05262 | 1.05112 | -10.82 | 9884.18 |
25 | 2009.12.08 13:00 | buy | 13 | 0.10 | 1.05509 | 1.05395 | 1.05545 | ||
26 | 2009.12.08 13:15 | s/l | 13 | 0.10 | 1.05395 | 1.05395 | 1.05545 | -10.82 | 9873.36 |
27 | 2009.12.08 14:00 | buy | 14 | 0.10 | 1.05458 | 1.05344 | 1.05494 | ||
28 | 2009.12.08 14:10 | t/p | 14 | 0.10 | 1.05494 | 1.05344 | 1.05494 | 3.41 | 9876.77 |
29 | 2009.12.10 10:00 | sell | 15 | 0.10 | 1.05506 | 1.05620 | 1.05470 | ||
30 | 2009.12.10 10:10 | s/l | 15 | 0.10 | 1.05620 | 1.05620 | 1.05470 | -10.79 | 9865.98 |
31 | 2009.12.10 21:00 | sell | 16 | 0.10 | 1.05013 | 1.05127 | 1.04977 | ||
32 | 2009.12.10 21:20 | s/l | 16 | 0.10 | 1.05127 | 1.05127 | 1.04977 | -10.84 | 9855.14 |
33 | 2009.12.14 06:00 | buy | 17 | 0.10 | 1.05995 | 1.05881 | 1.06031 | ||
34 | 2009.12.14 06:05 | s/l | 17 | 0.10 | 1.05881 | 1.05881 | 1.06031 | -10.77 | 9844.37 |
35 | 2009.12.14 07:00 | sell | 18 | 0.10 | 1.05736 | 1.05850 | 1.05700 | ||
36 | 2009.12.14 07:45 | s/l | 18 | 0.10 | 1.05850 | 1.05850 | 1.05700 | -10.76 | 9833.61 |
37 | 2009.12.15 03:00 | sell | 19 | 0.10 | 1.05860 | 1.05974 | 1.05824 | ||
38 | 2009.12.15 05:03 | t/p | 19 | 0.10 | 1.05824 | 1.05974 | 1.05824 | 3.40 | 9837.01 |
39 | 2009.12.15 19:00 | buy | 20 | 0.10 | 1.06258 | 1.06144 | 1.06294 | ||
40 | 2009.12.15 19:07 | s/l | 20 | 0.10 | 1.06144 | 1.06144 | 1.06294 | -10.74 | 9826.27 |
41 | 2009.12.15 23:00 | sell | 21 | 0.10 | 1.06090 | 1.06204 | 1.06054 | ||
42 | 2009.12.16 01:20 | s/l | 21 | 0.10 | 1.06204 | 1.06204 | 1.06054 | -10.75 | 9815.52 |
43 | 2009.12.16 15:00 | sell | 22 | 0.10 | 1.06040 | 1.06154 | 1.06004 | ||
44 | 2009.12.16 15:03 | s/l | 22 | 0.10 | 1.06154 | 1.06154 | 1.06004 | -10.74 | 9804.78 |
45 | 2009.12.18 00:00 | buy | 23 | 0.10 | 1.07132 | 1.07018 | 1.07168 | ||
46 | 2009.12.18 00:20 | t/p | 23 | 0.10 | 1.07168 | 1.07018 | 1.07168 | 3.36 | 9808.14 |
47 | 2009.12.18 11:00 | sell | 24 | 0.10 | 1.06631 | 1.06745 | 1.06595 | ||
48 | 2009.12.18 11:10 | s/l | 24 | 0.10 | 1.06745 | 1.06745 | 1.06595 | -10.68 | 9797.46 |
49 | 2009.12.18 20:00 | sell | 25 | 0.10 | 1.06624 | 1.06738 | 1.06588 | ||
50 | 2009.12.18 20:45 | t/p | 25 | 0.10 | 1.06588 | 1.06738 | 1.06588 | 3.38 | 9800.84 |
51 | 2009.12.21 09:00 | buy | 26 | 0.10 | 1.06864 | 1.06750 | 1.06900 | ||
52 | 2009.12.21 09:20 | t/p | 26 | 0.10 | 1.06900 | 1.06750 | 1.06900 | 3.37 | 9804.21 |
53 | 2009.12.21 11:00 | sell | 27 | 0.10 | 1.06524 | 1.06638 | 1.06488 | ||
54 | 2009.12.21 11:07 | s/l | 27 | 0.10 | 1.06638 | 1.06638 | 1.06488 | -10.69 | 9793.52 |
55 | 2009.12.22 18:00 | sell | 28 | 0.10 | 1.05524 | 1.05638 | 1.05488 | ||
56 | 2009.12.22 18:15 | s/l | 28 | 0.10 | 1.05638 | 1.05638 | 1.05488 | -10.79 | 9782.73 |
57 | 2009.12.23 02:00 | sell | 29 | 0.10 | 1.05566 | 1.05680 | 1.05530 | ||
58 | 2009.12.23 02:20 | s/l | 29 | 0.10 | 1.05680 | 1.05680 | 1.05530 | -10.79 | 9771.94 |
59 | 2009.12.23 08:00 | sell | 30 | 0.10 | 1.05614 | 1.05728 | 1.05578 | ||
60 | 2009.12.23 08:50 | s/l | 30 | 0.10 | 1.05728 | 1.05728 | 1.05578 | -10.78 | 9761.16 |
61 | 2009.12.30 13:00 | buy | 31 | 0.10 | 1.05002 | 1.04888 | 1.05038 | ||
62 | 2009.12.30 13:02 | s/l | 31 | 0.10 | 1.04888 | 1.04888 | 1.05038 | -10.88 | 9750.28 |
63 | 2009.12.31 17:00 | sell | 32 | 0.10 | 1.04825 | 1.04939 | 1.04789 | ||
64 | 2009.12.31 17:15 | t/p | 32 | 0.10 | 1.04789 | 1.04939 | 1.04789 | 3.44 | 9753.72 |