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=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 | -5138.88 | Gross profit | 7757.45 | Gross loss | -12896.33 |
| Profit factor | 0.60 | Expected payoff | -87.10 | ||
| Absolute drawdown | 5256.24 | Maximal drawdown | 6475.76 (57.72%) | Relative drawdown | 57.72% (6475.76) |
| Total trades | 59 | Short positions (won %) | 30 (23.33%) | Long positions (won %) | 29 (31.03%) |
| Profit trades (% of total) | 16 (27.12%) | Loss trades (% of total) | 43 (72.88%) | ||
| Largest | profit trade | 963.48 | loss trade | -949.31 | |
| Average | profit trade | 484.84 | loss trade | -299.91 | |
| Maximum | consecutive wins (profit in money) | 2 (1588.25) | consecutive losses (loss in money) | 7 (-2354.50) | |
| Maximal | consecutive profit (count of wins) | 1588.25 (2) | consecutive loss (count of losses) | -2752.28 (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 | 957.35 | 10957.35 |
| 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 | 1.04742 | 1.05405 | 1.03405 | -321.74 | 10635.61 |
| 5 | 2009.12.01 22:00 | buy | 3 | 1.00 | 1.04742 | 1.03742 | 1.05742 | ||
| 6 | 2009.12.02 04:00 | close | 3 | 1.00 | 1.04496 | 1.03742 | 1.05742 | -236.08 | 10399.53 |
| 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 | 1.04580 | 1.05496 | 1.03496 | -80.32 | 10319.21 |
| 9 | 2009.12.02 06:00 | buy | 5 | 1.00 | 1.04580 | 1.03580 | 1.05580 | ||
| 10 | 2009.12.03 01:00 | close | 5 | 1.00 | 1.04918 | 1.03580 | 1.05580 | 320.19 | 10639.40 |
| 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 | 1.05090 | 1.05918 | 1.03918 | -163.67 | 10475.73 |
| 13 | 2009.12.03 06:00 | buy | 7 | 1.00 | 1.05090 | 1.04090 | 1.06090 | ||
| 14 | 2009.12.03 08:00 | close | 7 | 1.00 | 1.04819 | 1.04090 | 1.06090 | -258.54 | 10217.19 |
| 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 | 1.04969 | 1.05819 | 1.03819 | -142.90 | 10074.29 |
| 17 | 2009.12.03 11:00 | buy | 9 | 1.00 | 1.04969 | 1.03969 | 1.05969 | ||
| 18 | 2009.12.04 01:00 | close | 9 | 1.00 | 1.05586 | 1.03969 | 1.05969 | 583.70 | 10657.99 |
| 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 | 1.05551 | 1.06586 | 1.04586 | 33.16 | 10691.15 |
| 21 | 2009.12.04 10:00 | buy | 11 | 1.00 | 1.05551 | 1.04551 | 1.06551 | ||
| 22 | 2009.12.04 13:00 | close | 11 | 1.00 | 1.05225 | 1.04551 | 1.06551 | -309.81 | 10381.34 |
| 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 | 1.05772 | 1.06225 | 1.04225 | -517.15 | 9864.19 |
| 25 | 2009.12.04 20:00 | buy | 13 | 1.00 | 1.05772 | 1.04772 | 1.06772 | ||
| 26 | 2009.12.07 01:00 | close | 13 | 1.00 | 1.05600 | 1.04772 | 1.06772 | -163.54 | 9700.65 |
| 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 | 1.06465 | 1.06600 | 1.04600 | -812.47 | 8888.18 |
| 29 | 2009.12.07 10:00 | buy | 15 | 1.00 | 1.06465 | 1.05465 | 1.07465 | ||
| 30 | 2009.12.07 14:46 | s/l | 15 | 1.00 | 1.05465 | 1.05465 | 1.07465 | -949.31 | 7938.87 |
| 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 | 1.05346 | 1.06543 | 1.04543 | 187.00 | 8125.87 |
| 33 | 2009.12.07 21:00 | buy | 17 | 1.00 | 1.05346 | 1.04346 | 1.06346 | ||
| 34 | 2009.12.07 23:00 | close | 17 | 1.00 | 1.05104 | 1.04346 | 1.06346 | -230.25 | 7895.62 |
| 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 | 1.05148 | 1.06104 | 1.04104 | -42.32 | 7853.30 |
| 37 | 2009.12.08 04:00 | buy | 19 | 1.00 | 1.05148 | 1.04148 | 1.06148 | ||
| 38 | 2009.12.08 16:20 | t/p | 19 | 1.00 | 1.06148 | 1.04148 | 1.06148 | 941.99 | 8795.29 |
| 39 | 2009.12.08 20:00 | buy | 20 | 1.00 | 1.06493 | 1.05493 | 1.07493 | ||
| 40 | 2009.12.09 10:00 | close | 20 | 1.00 | 1.06207 | 1.05493 | 1.07493 | -269.95 | 8525.34 |
| 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 | 1.06281 | 1.07207 | 1.05207 | -69.63 | 8455.71 |
| 43 | 2009.12.09 16:00 | buy | 22 | 1.00 | 1.06281 | 1.05281 | 1.07281 | ||
| 44 | 2009.12.09 17:00 | close | 22 | 1.00 | 1.05478 | 1.05281 | 1.07281 | -761.30 | 7694.41 |
| 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 | 1.05885 | 1.06478 | 1.04478 | -384.38 | 7310.03 |
| 47 | 2009.12.09 20:00 | buy | 24 | 1.00 | 1.05885 | 1.04885 | 1.06885 | ||
| 48 | 2009.12.10 02:00 | close | 24 | 1.00 | 1.05357 | 1.04885 | 1.06885 | -503.12 | 6806.91 |
| 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 | 1.05708 | 1.06357 | 1.04357 | -332.05 | 6474.86 |
| 51 | 2009.12.10 06:00 | buy | 26 | 1.00 | 1.05708 | 1.04708 | 1.06708 | ||
| 52 | 2009.12.10 09:00 | close | 26 | 1.00 | 1.05672 | 1.04708 | 1.06708 | -34.07 | 6440.79 |
| 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 | 1.05246 | 1.06672 | 1.04672 | 404.77 | 6845.56 |
| 55 | 2009.12.10 17:00 | buy | 28 | 1.00 | 1.05246 | 1.04246 | 1.06246 | ||
| 56 | 2009.12.11 14:00 | close | 28 | 1.00 | 1.04922 | 1.04246 | 1.06246 | -309.46 | 6536.10 |
| 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 | 1.05326 | 1.05922 | 1.03922 | -383.57 | 6152.53 |
| 59 | 2009.12.11 16:00 | buy | 30 | 1.00 | 1.05326 | 1.04326 | 1.06326 | ||
| 60 | 2009.12.14 01:00 | close | 30 | 1.00 | 1.05866 | 1.04326 | 1.06326 | 509.42 | 6661.95 |
| 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 | 1.06075 | 1.06866 | 1.04866 | -197.03 | 6464.92 |
| 63 | 2009.12.14 05:00 | buy | 32 | 1.00 | 1.06075 | 1.05075 | 1.07075 | ||
| 64 | 2009.12.15 05:00 | close | 32 | 1.00 | 1.05781 | 1.05075 | 1.07075 | -278.59 | 6186.34 |
| 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 | 1.05993 | 1.06781 | 1.04781 | -200.01 | 5986.33 |
| 67 | 2009.12.15 09:00 | buy | 34 | 1.00 | 1.05993 | 1.04993 | 1.06993 | ||
| 68 | 2009.12.15 15:00 | close | 34 | 1.00 | 1.06083 | 1.04993 | 1.06993 | 84.84 | 6071.17 |
| 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 | 1.06233 | 1.07083 | 1.05083 | -141.67 | 5929.50 |
| 71 | 2009.12.16 07:00 | buy | 36 | 1.00 | 1.06233 | 1.05233 | 1.07233 | ||
| 72 | 2009.12.17 09:00 | close | 36 | 1.00 | 1.06639 | 1.05233 | 1.07233 | 378.75 | 6308.24 |
| 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 | 1.07127 | 1.07639 | 1.05639 | -455.53 | 5852.71 |
| 75 | 2009.12.17 11:00 | buy | 38 | 1.00 | 1.07127 | 1.06127 | 1.08127 | ||
| 76 | 2009.12.17 16:00 | close | 38 | 1.00 | 1.07002 | 1.06127 | 1.08127 | -116.82 | 5735.89 |
| 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 | 1.07174 | 1.08002 | 1.06002 | -160.49 | 5575.40 |
| 79 | 2009.12.17 23:00 | buy | 40 | 1.00 | 1.07174 | 1.06174 | 1.08174 | ||
| 80 | 2009.12.18 04:00 | close | 40 | 1.00 | 1.06684 | 1.06174 | 1.08174 | -459.96 | 5115.44 |
| 81 | 2009.12.18 04:00 | sell | 41 | 1.00 | 1.06684 | 1.07684 | 1.05684 | ||
| 82 | 2009.12.21 13:45 | t/p | 41 | 1.00 | 1.05684 | 1.07684 | 1.05684 | 945.98 | 6061.42 |
| 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 | 1.05847 | 1.06594 | 1.04594 | -239.02 | 5822.40 |
| 85 | 2009.12.21 17:00 | buy | 43 | 1.00 | 1.05847 | 1.04847 | 1.06847 | ||
| 86 | 2009.12.22 09:00 | close | 43 | 1.00 | 1.06007 | 1.04847 | 1.06847 | 150.27 | 5972.68 |
| 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 | 1.06086 | 1.07007 | 1.05007 | -74.47 | 5898.21 |
| 89 | 2009.12.22 17:00 | buy | 45 | 1.00 | 1.06086 | 1.05086 | 1.07086 | ||
| 90 | 2009.12.23 02:00 | close | 45 | 1.00 | 1.05566 | 1.05086 | 1.07086 | -493.24 | 5404.97 |
| 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 | 1.04984 | 1.06566 | 1.04566 | 552.96 | 5957.93 |
| 93 | 2009.12.24 02:00 | buy | 47 | 1.00 | 1.04984 | 1.03984 | 1.05984 | ||
| 94 | 2009.12.24 08:00 | close | 47 | 1.00 | 1.04797 | 1.03984 | 1.05984 | -178.44 | 5779.49 |
| 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 | 1.04862 | 1.05797 | 1.03797 | -62.93 | 5716.56 |
| 97 | 2009.12.28 00:00 | buy | 49 | 1.00 | 1.04862 | 1.03862 | 1.05862 | ||
| 98 | 2009.12.28 07:00 | close | 49 | 1.00 | 1.04650 | 1.03862 | 1.05862 | -202.58 | 5513.98 |
| 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 | 1.04996 | 1.05650 | 1.03650 | -329.54 | 5184.44 |
| 101 | 2009.12.28 09:00 | buy | 51 | 1.00 | 1.04996 | 1.03996 | 1.05996 | ||
| 102 | 2009.12.28 13:00 | close | 51 | 1.00 | 1.04765 | 1.03996 | 1.05996 | -220.49 | 4963.95 |
| 103 | 2009.12.28 13:00 | sell | 52 | 1.00 | 1.04765 | 1.05765 | 1.03765 | ||
| 104 | 2009.12.29 14:50 | t/p | 52 | 1.00 | 1.03765 | 1.05765 | 1.03765 | 963.48 | 5927.43 |
| 105 | 2009.12.29 17:00 | buy | 53 | 1.00 | 1.04231 | 1.03231 | 1.05231 | ||
| 106 | 2009.12.30 08:00 | close | 53 | 1.00 | 1.04887 | 1.03231 | 1.05231 | 624.77 | 6552.20 |
| 107 | 2009.12.30 08:00 | sell | 54 | 1.00 | 1.04887 | 1.05887 | 1.03887 | ||
| 108 | 2009.12.30 13:00 | close | 54 | 1.00 | 1.05016 | 1.05887 | 1.03887 | -122.84 | 6429.36 |
| 109 | 2009.12.30 13:00 | buy | 55 | 1.00 | 1.05016 | 1.04016 | 1.06016 | ||
| 110 | 2009.12.31 03:00 | close | 55 | 1.00 | 1.05143 | 1.04016 | 1.06016 | 118.82 | 6548.18 |
| 111 | 2009.12.31 03:00 | sell | 56 | 1.00 | 1.05143 | 1.06143 | 1.04143 | ||
| 112 | 2009.12.31 07:00 | close | 56 | 1.00 | 1.05421 | 1.06143 | 1.04143 | -263.70 | 6284.48 |
| 113 | 2009.12.31 07:00 | buy | 57 | 1.00 | 1.05421 | 1.04421 | 1.06421 | ||
| 114 | 2009.12.31 10:00 | close | 57 | 1.00 | 1.04783 | 1.04421 | 1.06421 | -608.88 | 5675.60 |
| 115 | 2009.12.31 10:00 | sell | 58 | 1.00 | 1.04783 | 1.05783 | 1.03783 | ||
| 116 | 2009.12.31 14:00 | close | 58 | 1.00 | 1.05141 | 1.05783 | 1.03783 | -340.50 | 5335.10 |
| 117 | 2009.12.31 14:00 | buy | 59 | 1.00 | 1.05141 | 1.04141 | 1.06141 | ||
| 118 | 2009.12.31 18:57 | close at stop | 59 | 1.00 | 1.04645 | 1.04141 | 1.06141 | -473.98 | 4861.12 |