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 | AccountIsMini=false; MoneyManagement=false; TradeSizePercent=10; Lots=0.1; StopLoss=80; UseTrailingStop=false; TrailingStopType=1; TrailingStop=25; TakeProfit=0; Slippage=3; SignalCandle=1; | ||||
Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -486.53 | Gross profit | 919.94 | Gross loss | -1406.47 |
Profit factor | 0.65 | Expected payoff | -25.61 | ||
Absolute drawdown | 1431.55 | Maximal drawdown | 3491.13 (28.95%) | Relative drawdown | 28.95% (3491.13) |
Total trades | 19 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 19 (5.26%) |
Profit trades (% of total) | 1 (5.26%) | Loss trades (% of total) | 18 (94.74%) | ||
Largest | profit trade | 919.94 | loss trade | -105.89 | |
Average | profit trade | 919.94 | loss trade | -78.14 | |
Maximum | consecutive wins (profit in money) | 1 (919.94) | consecutive losses (loss in money) | 18 (-1406.47) | |
Maximal | consecutive profit (count of wins) | 919.94 (1) | consecutive loss (count of losses) | -1406.47 (18) | |
Average | consecutive wins | 1 | consecutive losses | 18 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 00:00 | buy | 1 | 1.00 | 1.05613 | 1.05533 | 0.00000 | ||
2 | 2009.12.01 00:33 | s/l | 1 | 1.00 | 1.05533 | 1.05533 | 0.00000 | -75.82 | 9924.18 |
3 | 2009.12.01 00:33 | buy | 2 | 1.00 | 1.05521 | 1.05441 | 0.00000 | ||
4 | 2009.12.01 00:46 | s/l | 2 | 1.00 | 1.05441 | 1.05441 | 0.00000 | -75.92 | 9848.26 |
5 | 2009.12.01 00:46 | buy | 3 | 1.00 | 1.05386 | 1.05306 | 0.00000 | ||
6 | 2009.12.01 08:10 | s/l | 3 | 1.00 | 1.05306 | 1.05306 | 0.00000 | -75.99 | 9772.27 |
7 | 2009.12.01 08:10 | buy | 4 | 1.00 | 1.05289 | 1.05209 | 0.00000 | ||
8 | 2009.12.01 08:16 | s/l | 4 | 1.00 | 1.05209 | 1.05209 | 0.00000 | -76.09 | 9696.18 |
9 | 2009.12.01 08:16 | buy | 5 | 1.00 | 1.05159 | 1.05079 | 0.00000 | ||
10 | 2009.12.01 09:10 | s/l | 5 | 1.00 | 1.05079 | 1.05079 | 0.00000 | -76.20 | 9619.98 |
11 | 2009.12.01 09:10 | buy | 6 | 1.00 | 1.04995 | 1.04915 | 0.00000 | ||
12 | 2009.12.01 09:16 | s/l | 6 | 1.00 | 1.04915 | 1.04915 | 0.00000 | -76.31 | 9543.67 |
13 | 2009.12.01 09:16 | buy | 7 | 1.00 | 1.04855 | 1.04775 | 0.00000 | ||
14 | 2009.12.01 09:45 | s/l | 7 | 1.00 | 1.04775 | 1.04775 | 0.00000 | -76.35 | 9467.32 |
15 | 2009.12.01 09:45 | buy | 8 | 1.00 | 1.04787 | 1.04707 | 0.00000 | ||
16 | 2009.12.01 09:50 | s/l | 8 | 1.00 | 1.04707 | 1.04707 | 0.00000 | -76.43 | 9390.89 |
17 | 2009.12.01 09:50 | buy | 9 | 1.00 | 1.04691 | 1.04611 | 0.00000 | ||
18 | 2009.12.01 10:03 | s/l | 9 | 1.00 | 1.04611 | 1.04611 | 0.00000 | -76.47 | 9314.42 |
19 | 2009.12.01 10:03 | buy | 10 | 1.00 | 1.04626 | 1.04546 | 0.00000 | ||
20 | 2009.12.01 10:16 | s/l | 10 | 1.00 | 1.04546 | 1.04546 | 0.00000 | -76.58 | 9237.84 |
21 | 2009.12.01 10:16 | buy | 11 | 1.00 | 1.04488 | 1.04408 | 0.00000 | ||
22 | 2009.12.01 14:15 | s/l | 11 | 1.00 | 1.04408 | 1.04408 | 0.00000 | -76.64 | 9161.20 |
23 | 2009.12.01 14:15 | buy | 12 | 1.00 | 1.04392 | 1.04312 | 0.00000 | ||
24 | 2009.12.01 14:20 | s/l | 12 | 1.00 | 1.04312 | 1.04312 | 0.00000 | -76.75 | 9084.45 |
25 | 2009.12.01 14:20 | buy | 13 | 1.00 | 1.04247 | 1.04167 | 0.00000 | ||
26 | 2009.12.01 17:15 | s/l | 13 | 1.00 | 1.04167 | 1.04167 | 0.00000 | -76.82 | 9007.63 |
27 | 2009.12.01 17:15 | buy | 14 | 1.00 | 1.04165 | 1.04085 | 0.00000 | ||
28 | 2009.12.01 17:20 | s/l | 14 | 1.00 | 1.04085 | 1.04085 | 0.00000 | -76.89 | 8930.74 |
29 | 2009.12.01 17:20 | buy | 15 | 1.00 | 1.04070 | 1.03990 | 0.00000 | ||
30 | 2009.12.29 09:50 | s/l | 15 | 1.00 | 1.03990 | 1.03990 | 0.00000 | -105.89 | 8824.85 |
31 | 2009.12.29 09:50 | buy | 16 | 1.00 | 1.04000 | 1.03920 | 0.00000 | ||
32 | 2009.12.29 12:45 | s/l | 16 | 1.00 | 1.03920 | 1.03920 | 0.00000 | -77.03 | 8747.82 |
33 | 2009.12.29 12:45 | buy | 17 | 1.00 | 1.03881 | 1.03801 | 0.00000 | ||
34 | 2009.12.29 12:50 | s/l | 17 | 1.00 | 1.03801 | 1.03801 | 0.00000 | -77.12 | 8670.70 |
35 | 2009.12.29 12:50 | buy | 18 | 1.00 | 1.03748 | 1.03668 | 0.00000 | ||
36 | 2009.12.29 14:50 | s/l | 18 | 1.00 | 1.03668 | 1.03668 | 0.00000 | -77.17 | 8593.53 |
37 | 2009.12.29 14:50 | buy | 19 | 1.00 | 1.03678 | 1.03598 | 0.00000 | ||
38 | 2009.12.31 18:57 | close at stop | 19 | 1.00 | 1.04645 | 1.03598 | 0.00000 | 919.94 | 9513.47 |