Strategy Tester Report
RangeLeaderBarv11
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=1; StopLoss=1000; TakeProfit=1000; TrailingStop=0; OpenSlippage=3; CloseSlippage=30; ModifiedStopLoss=30; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -2846.41 | Gross profit | 8359.82 | Gross loss | -11206.23 |
| Profit factor | 0.75 | Expected payoff | -47.44 | ||
| Absolute drawdown | 3423.31 | Maximal drawdown | 5125.31 (43.80%) | Relative drawdown | 43.80% (5125.31) |
| Total trades | 60 | Short positions (won %) | 31 (25.81%) | Long positions (won %) | 29 (34.48%) |
| Profit trades (% of total) | 18 (30.00%) | Loss trades (% of total) | 42 (70.00%) | ||
| Largest | profit trade | 963.39 | loss trade | -949.31 | |
| Average | profit trade | 464.43 | loss trade | -266.81 | |
| Maximum | consecutive wins (profit in money) | 2 (713.52) | consecutive losses (loss in money) | 6 (-2031.56) | |
| Maximal | consecutive profit (count of wins) | 963.39 (1) | consecutive loss (count of losses) | -2559.99 (5) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 04:00 | sell | 1 | 1.00 | 1.05467 | 1.06467 | 1.04467 | ||
| 2 | 2009.12.01 14:15 | t/p | 1 | 1.00 | 1.04467 | 1.06467 | 1.04467 | 957.83 | 10957.83 |
| 3 | 2009.12.01 15:00 | sell | 2 | 1.00 | 1.04405 | 1.05405 | 1.03405 | ||
| 4 | 2009.12.01 22:00 | close | 2 | 1.00 | 1.04691 | 1.05405 | 1.03405 | -273.18 | 10684.65 |
| 5 | 2009.12.01 22:00 | buy | 3 | 1.00 | 1.04691 | 1.03691 | 1.05691 | ||
| 6 | 2009.12.02 04:00 | close | 3 | 1.00 | 1.04496 | 1.03691 | 1.05691 | -187.27 | 10497.38 |
| 7 | 2009.12.02 04:00 | sell | 4 | 1.00 | 1.04496 | 1.05496 | 1.03496 | ||
| 8 | 2009.12.02 06:00 | close | 4 | 1.00 | 1.04529 | 1.05496 | 1.03496 | -31.57 | 10465.81 |
| 9 | 2009.12.02 06:00 | buy | 5 | 1.00 | 1.04529 | 1.03529 | 1.05529 | ||
| 10 | 2009.12.03 01:00 | close | 5 | 1.00 | 1.04918 | 1.03529 | 1.05529 | 368.80 | 10834.61 |
| 11 | 2009.12.03 01:00 | sell | 6 | 1.00 | 1.04918 | 1.05918 | 1.03918 | ||
| 12 | 2009.12.03 06:00 | close | 6 | 1.00 | 1.05039 | 1.05918 | 1.03918 | -115.20 | 10719.41 |
| 13 | 2009.12.03 06:00 | buy | 7 | 1.00 | 1.05039 | 1.04039 | 1.06039 | ||
| 14 | 2009.12.03 08:00 | close | 7 | 1.00 | 1.04819 | 1.04039 | 1.06039 | -209.89 | 10509.52 |
| 15 | 2009.12.03 08:00 | sell | 8 | 1.00 | 1.04819 | 1.05819 | 1.03819 | ||
| 16 | 2009.12.03 11:00 | close | 8 | 1.00 | 1.04918 | 1.05819 | 1.03819 | -94.36 | 10415.16 |
| 17 | 2009.12.03 11:00 | buy | 9 | 1.00 | 1.04918 | 1.03918 | 1.05918 | ||
| 18 | 2009.12.04 01:00 | close | 9 | 1.00 | 1.05586 | 1.03918 | 1.05918 | 632.00 | 11047.16 |
| 19 | 2009.12.04 01:00 | sell | 10 | 1.00 | 1.05586 | 1.06586 | 1.04586 | ||
| 20 | 2009.12.04 10:00 | close | 10 | 1.00 | 1.05500 | 1.06586 | 1.04586 | 81.52 | 11128.68 |
| 21 | 2009.12.04 10:00 | buy | 11 | 1.00 | 1.05500 | 1.04500 | 1.06500 | ||
| 22 | 2009.12.04 13:00 | close | 11 | 1.00 | 1.05225 | 1.04500 | 1.06500 | -261.34 | 10867.34 |
| 23 | 2009.12.04 13:00 | sell | 12 | 1.00 | 1.05225 | 1.06225 | 1.04225 | ||
| 24 | 2009.12.04 20:00 | close | 12 | 1.00 | 1.05721 | 1.06225 | 1.04225 | -469.16 | 10398.18 |
| 25 | 2009.12.04 20:00 | buy | 13 | 1.00 | 1.05721 | 1.04721 | 1.06721 | ||
| 26 | 2009.12.07 01:00 | close | 13 | 1.00 | 1.05600 | 1.04721 | 1.06721 | -115.24 | 10282.94 |
| 27 | 2009.12.07 01:00 | sell | 14 | 1.00 | 1.05600 | 1.06600 | 1.04600 | ||
| 28 | 2009.12.07 10:00 | close | 14 | 1.00 | 1.06414 | 1.06600 | 1.04600 | -764.94 | 9518.00 |
| 29 | 2009.12.07 10:00 | buy | 15 | 1.00 | 1.06414 | 1.05414 | 1.07414 | ||
| 30 | 2009.12.07 14:46 | s/l | 15 | 1.00 | 1.05414 | 1.05414 | 1.07414 | -949.31 | 8568.69 |
| 31 | 2009.12.07 15:00 | sell | 16 | 1.00 | 1.05543 | 1.06543 | 1.04543 | ||
| 32 | 2009.12.07 21:00 | close | 16 | 1.00 | 1.05295 | 1.06543 | 1.04543 | 235.53 | 8804.22 |
| 33 | 2009.12.07 21:00 | buy | 17 | 1.00 | 1.05295 | 1.04295 | 1.06295 | ||
| 34 | 2009.12.07 23:00 | close | 17 | 1.00 | 1.05104 | 1.04295 | 1.06295 | -181.72 | 8622.50 |
| 35 | 2009.12.07 23:00 | sell | 18 | 1.00 | 1.05104 | 1.06104 | 1.04104 | ||
| 36 | 2009.12.08 04:00 | close | 18 | 1.00 | 1.05097 | 1.06104 | 1.04104 | 6.28 | 8628.79 |
| 37 | 2009.12.08 04:00 | buy | 19 | 1.00 | 1.05097 | 1.04097 | 1.06097 | ||
| 38 | 2009.12.08 16:15 | t/p | 19 | 1.00 | 1.06097 | 1.04097 | 1.06097 | 942.50 | 9571.29 |
| 39 | 2009.12.08 20:00 | buy | 20 | 1.00 | 1.06442 | 1.05442 | 1.07442 | ||
| 40 | 2009.12.09 10:00 | close | 20 | 1.00 | 1.06207 | 1.05442 | 1.07442 | -221.93 | 9349.36 |
| 41 | 2009.12.09 10:00 | sell | 21 | 1.00 | 1.06207 | 1.07207 | 1.05207 | ||
| 42 | 2009.12.09 16:00 | close | 21 | 1.00 | 1.06230 | 1.07207 | 1.05207 | -21.65 | 9327.71 |
| 43 | 2009.12.09 16:00 | buy | 22 | 1.00 | 1.06230 | 1.05230 | 1.07230 | ||
| 44 | 2009.12.09 17:00 | close | 22 | 1.00 | 1.05478 | 1.05230 | 1.07230 | -712.94 | 8614.77 |
| 45 | 2009.12.09 17:00 | sell | 23 | 1.00 | 1.05478 | 1.06478 | 1.04478 | ||
| 46 | 2009.12.09 20:00 | close | 23 | 1.00 | 1.05834 | 1.06478 | 1.04478 | -336.38 | 8278.39 |
| 47 | 2009.12.09 20:00 | buy | 24 | 1.00 | 1.05834 | 1.04834 | 1.06834 | ||
| 48 | 2009.12.10 02:00 | close | 24 | 1.00 | 1.05357 | 1.04834 | 1.06834 | -454.72 | 7823.66 |
| 49 | 2009.12.10 02:00 | sell | 25 | 1.00 | 1.05357 | 1.06357 | 1.04357 | ||
| 50 | 2009.12.10 06:00 | close | 25 | 1.00 | 1.05657 | 1.06357 | 1.04357 | -283.94 | 7539.72 |
| 51 | 2009.12.10 06:00 | buy | 26 | 1.00 | 1.05657 | 1.04657 | 1.06657 | ||
| 52 | 2009.12.10 09:00 | close | 26 | 1.00 | 1.05672 | 1.04657 | 1.06657 | 14.19 | 7553.91 |
| 53 | 2009.12.10 09:00 | sell | 27 | 1.00 | 1.05672 | 1.06672 | 1.04672 | ||
| 54 | 2009.12.10 17:00 | close | 27 | 1.00 | 1.05195 | 1.06672 | 1.04672 | 453.44 | 8007.35 |
| 55 | 2009.12.10 17:00 | buy | 28 | 1.00 | 1.05195 | 1.04195 | 1.06195 | ||
| 56 | 2009.12.11 14:00 | close | 28 | 1.00 | 1.04922 | 1.04195 | 1.06195 | -260.85 | 7746.51 |
| 57 | 2009.12.11 14:00 | sell | 29 | 1.00 | 1.04922 | 1.05922 | 1.03922 | ||
| 58 | 2009.12.11 16:00 | close | 29 | 1.00 | 1.05275 | 1.05922 | 1.03922 | -335.31 | 7411.20 |
| 59 | 2009.12.11 16:00 | buy | 30 | 1.00 | 1.05275 | 1.04275 | 1.06275 | ||
| 60 | 2009.12.14 01:00 | close | 30 | 1.00 | 1.05866 | 1.04275 | 1.06275 | 557.59 | 7968.79 |
| 61 | 2009.12.14 01:00 | sell | 31 | 1.00 | 1.05866 | 1.06866 | 1.04866 | ||
| 62 | 2009.12.14 05:00 | close | 31 | 1.00 | 1.06024 | 1.06866 | 1.04866 | -149.02 | 7819.77 |
| 63 | 2009.12.14 05:00 | buy | 32 | 1.00 | 1.06024 | 1.05024 | 1.07024 | ||
| 64 | 2009.12.15 05:00 | close | 32 | 1.00 | 1.05781 | 1.05024 | 1.07024 | -230.38 | 7589.39 |
| 65 | 2009.12.15 05:00 | sell | 33 | 1.00 | 1.05781 | 1.06781 | 1.04781 | ||
| 66 | 2009.12.15 09:00 | close | 33 | 1.00 | 1.05942 | 1.06781 | 1.04781 | -151.97 | 7437.42 |
| 67 | 2009.12.15 09:00 | buy | 34 | 1.00 | 1.05942 | 1.04942 | 1.06942 | ||
| 68 | 2009.12.15 15:00 | close | 34 | 1.00 | 1.06083 | 1.04942 | 1.06942 | 132.91 | 7570.33 |
| 69 | 2009.12.15 15:00 | sell | 35 | 1.00 | 1.06083 | 1.07083 | 1.05083 | ||
| 70 | 2009.12.16 07:00 | close | 35 | 1.00 | 1.06182 | 1.07083 | 1.05083 | -93.62 | 7476.71 |
| 71 | 2009.12.16 07:00 | buy | 36 | 1.00 | 1.06182 | 1.05182 | 1.07182 | ||
| 72 | 2009.12.17 09:00 | close | 36 | 1.00 | 1.06639 | 1.05182 | 1.07182 | 426.58 | 7903.29 |
| 73 | 2009.12.17 09:00 | sell | 37 | 1.00 | 1.06639 | 1.07639 | 1.05639 | ||
| 74 | 2009.12.17 11:00 | close | 37 | 1.00 | 1.07076 | 1.07639 | 1.05639 | -408.12 | 7495.17 |
| 75 | 2009.12.17 11:00 | buy | 38 | 1.00 | 1.07076 | 1.06076 | 1.08076 | ||
| 76 | 2009.12.17 16:00 | close | 38 | 1.00 | 1.07002 | 1.06076 | 1.08076 | -69.16 | 7426.01 |
| 77 | 2009.12.17 16:00 | sell | 39 | 1.00 | 1.07002 | 1.08002 | 1.06002 | ||
| 78 | 2009.12.17 23:00 | close | 39 | 1.00 | 1.07123 | 1.08002 | 1.06002 | -112.95 | 7313.06 |
| 79 | 2009.12.17 23:00 | buy | 40 | 1.00 | 1.07123 | 1.06123 | 1.08123 | ||
| 80 | 2009.12.18 04:00 | close | 40 | 1.00 | 1.06684 | 1.06123 | 1.08123 | -412.16 | 6900.90 |
| 81 | 2009.12.18 04:00 | sell | 41 | 1.00 | 1.06684 | 1.07684 | 1.05684 | ||
| 82 | 2009.12.21 13:20 | t/p | 41 | 1.00 | 1.05684 | 1.07684 | 1.05684 | 946.04 | 7846.95 |
| 83 | 2009.12.21 14:00 | sell | 42 | 1.00 | 1.05594 | 1.06594 | 1.04594 | ||
| 84 | 2009.12.21 17:00 | close | 42 | 1.00 | 1.05796 | 1.06594 | 1.04594 | -190.93 | 7656.02 |
| 85 | 2009.12.21 17:00 | buy | 43 | 1.00 | 1.05796 | 1.04796 | 1.06796 | ||
| 86 | 2009.12.22 09:00 | close | 43 | 1.00 | 1.06007 | 1.04796 | 1.06796 | 198.38 | 7854.40 |
| 87 | 2009.12.22 09:00 | sell | 44 | 1.00 | 1.06007 | 1.07007 | 1.05007 | ||
| 88 | 2009.12.22 17:00 | close | 44 | 1.00 | 1.06035 | 1.07007 | 1.05007 | -26.41 | 7827.99 |
| 89 | 2009.12.22 17:00 | buy | 45 | 1.00 | 1.06035 | 1.05035 | 1.07035 | ||
| 90 | 2009.12.23 02:00 | close | 45 | 1.00 | 1.05566 | 1.05035 | 1.07035 | -444.93 | 7383.06 |
| 91 | 2009.12.23 02:00 | sell | 46 | 1.00 | 1.05566 | 1.06566 | 1.04566 | ||
| 92 | 2009.12.24 02:00 | close | 46 | 1.00 | 1.04933 | 1.06566 | 1.04566 | 602.11 | 7985.17 |
| 93 | 2009.12.24 02:00 | buy | 47 | 1.00 | 1.04933 | 1.03933 | 1.05933 | ||
| 94 | 2009.12.24 08:00 | close | 47 | 1.00 | 1.04797 | 1.03933 | 1.05933 | -129.77 | 7855.40 |
| 95 | 2009.12.24 08:00 | sell | 48 | 1.00 | 1.04797 | 1.05797 | 1.03797 | ||
| 96 | 2009.12.28 00:00 | close | 48 | 1.00 | 1.04811 | 1.05797 | 1.03797 | -14.11 | 7841.29 |
| 97 | 2009.12.28 00:00 | buy | 49 | 1.00 | 1.04811 | 1.03811 | 1.05811 | ||
| 98 | 2009.12.28 07:00 | close | 49 | 1.00 | 1.04650 | 1.03811 | 1.05811 | -153.85 | 7687.44 |
| 99 | 2009.12.28 07:00 | sell | 50 | 1.00 | 1.04650 | 1.05650 | 1.03650 | ||
| 100 | 2009.12.28 09:00 | close | 50 | 1.00 | 1.04945 | 1.05650 | 1.03650 | -281.10 | 7406.34 |
| 101 | 2009.12.28 09:00 | buy | 51 | 1.00 | 1.04945 | 1.03945 | 1.05945 | ||
| 102 | 2009.12.28 13:00 | close | 51 | 1.00 | 1.04765 | 1.03945 | 1.05945 | -171.81 | 7234.53 |
| 103 | 2009.12.28 13:00 | sell | 52 | 1.00 | 1.04765 | 1.05765 | 1.03765 | ||
| 104 | 2009.12.29 12:50 | t/p | 52 | 1.00 | 1.03765 | 1.05765 | 1.03765 | 963.39 | 8197.92 |
| 105 | 2009.12.29 13:00 | sell | 53 | 1.00 | 1.03849 | 1.04849 | 1.02849 | ||
| 106 | 2009.12.29 17:00 | close | 53 | 1.00 | 1.04180 | 1.04849 | 1.02849 | -317.72 | 7880.20 |
| 107 | 2009.12.29 17:00 | buy | 54 | 1.00 | 1.04180 | 1.03180 | 1.05180 | ||
| 108 | 2009.12.30 08:00 | close | 54 | 1.00 | 1.04887 | 1.03180 | 1.05180 | 673.40 | 8553.61 |
| 109 | 2009.12.30 08:00 | sell | 55 | 1.00 | 1.04887 | 1.05887 | 1.03887 | ||
| 110 | 2009.12.30 13:00 | close | 55 | 1.00 | 1.04965 | 1.05887 | 1.03887 | -74.31 | 8479.30 |
| 111 | 2009.12.30 13:00 | buy | 56 | 1.00 | 1.04965 | 1.03965 | 1.05965 | ||
| 112 | 2009.12.31 03:00 | close | 56 | 1.00 | 1.05143 | 1.03965 | 1.05965 | 167.32 | 8646.61 |
| 113 | 2009.12.31 03:00 | sell | 57 | 1.00 | 1.05143 | 1.06143 | 1.04143 | ||
| 114 | 2009.12.31 07:00 | close | 57 | 1.00 | 1.05370 | 1.06143 | 1.04143 | -215.43 | 8431.18 |
| 115 | 2009.12.31 07:00 | buy | 58 | 1.00 | 1.05370 | 1.04370 | 1.06370 | ||
| 116 | 2009.12.31 10:00 | close | 58 | 1.00 | 1.04783 | 1.04370 | 1.06370 | -560.21 | 7870.97 |
| 117 | 2009.12.31 10:00 | sell | 59 | 1.00 | 1.04783 | 1.05783 | 1.03783 | ||
| 118 | 2009.12.31 14:00 | close | 59 | 1.00 | 1.05090 | 1.05783 | 1.03783 | -292.13 | 7578.84 |
| 119 | 2009.12.31 14:00 | buy | 60 | 1.00 | 1.05090 | 1.04090 | 1.06090 | ||
| 120 | 2009.12.31 18:57 | close at stop | 60 | 1.00 | 1.04645 | 1.04090 | 1.06090 | -425.25 | 7153.59 |