Strategy Tester Report
SilverTrendTrader_v3
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 | MAPeriod=60; TrailingStop=0; TakeProfit=0; InitialStopLoss=0; ADXLimit=25; FridayNightHour=16; | ||||
Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -3559.38 | Gross profit | 4496.47 | Gross loss | -8055.85 |
Profit factor | 0.56 | Expected payoff | -77.38 | ||
Absolute drawdown | 4692.93 | Maximal drawdown | 6159.24 (53.72%) | Relative drawdown | 53.72% (6159.24) |
Total trades | 46 | Short positions (won %) | 24 (33.33%) | Long positions (won %) | 22 (22.73%) |
Profit trades (% of total) | 13 (28.26%) | Loss trades (% of total) | 33 (71.74%) | ||
Largest | profit trade | 875.04 | loss trade | -815.78 | |
Average | profit trade | 345.88 | loss trade | -244.12 | |
Maximum | consecutive wins (profit in money) | 3 (1012.20) | consecutive losses (loss in money) | 7 (-2829.95) | |
Maximal | consecutive profit (count of wins) | 1012.20 (3) | consecutive loss (count of losses) | -2829.95 (7) | |
Average | consecutive wins | 1 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 00:00 | sell | 1 | 1.00 | 1.05597 | 0.00000 | 0.00000 | ||
2 | 2009.12.01 22:00 | close | 1 | 1.00 | 1.04681 | 0.00000 | 0.00000 | 875.04 | 10875.04 |
3 | 2009.12.02 06:00 | sell | 2 | 1.00 | 1.04502 | 0.00000 | 0.00000 | ||
4 | 2009.12.02 13:00 | close | 2 | 1.00 | 1.04602 | 0.00000 | 0.00000 | -95.60 | 10779.44 |
5 | 2009.12.02 19:00 | buy | 3 | 1.00 | 1.04949 | 0.00000 | 0.00000 | ||
6 | 2009.12.03 04:00 | close | 3 | 1.00 | 1.04888 | 0.00000 | 0.00000 | -60.13 | 10719.31 |
7 | 2009.12.03 04:00 | sell | 4 | 1.00 | 1.04888 | 0.00000 | 0.00000 | ||
8 | 2009.12.03 07:00 | close | 4 | 1.00 | 1.05112 | 0.00000 | 0.00000 | -213.11 | 10506.20 |
9 | 2009.12.03 07:00 | buy | 5 | 1.00 | 1.05112 | 0.00000 | 0.00000 | ||
10 | 2009.12.03 08:00 | close | 5 | 1.00 | 1.04819 | 0.00000 | 0.00000 | -279.53 | 10226.67 |
11 | 2009.12.03 08:00 | sell | 6 | 1.00 | 1.04819 | 0.00000 | 0.00000 | ||
12 | 2009.12.03 12:00 | close | 6 | 1.00 | 1.04973 | 0.00000 | 0.00000 | -146.70 | 10079.97 |
13 | 2009.12.03 12:00 | buy | 7 | 1.00 | 1.04973 | 0.00000 | 0.00000 | ||
14 | 2009.12.04 08:00 | close | 7 | 1.00 | 1.05529 | 0.00000 | 0.00000 | 526.21 | 10606.18 |
15 | 2009.12.04 13:00 | sell | 8 | 1.00 | 1.05225 | 0.00000 | 0.00000 | ||
16 | 2009.12.04 20:00 | close | 8 | 1.00 | 1.05711 | 0.00000 | 0.00000 | -459.74 | 10146.44 |
17 | 2009.12.07 00:00 | buy | 9 | 1.00 | 1.05578 | 0.00000 | 0.00000 | ||
18 | 2009.12.07 05:00 | close | 9 | 1.00 | 1.05487 | 0.00000 | 0.00000 | -86.27 | 10060.17 |
19 | 2009.12.07 06:00 | buy | 10 | 1.00 | 1.05549 | 0.00000 | 0.00000 | ||
20 | 2009.12.07 08:00 | close | 10 | 1.00 | 1.05404 | 0.00000 | 0.00000 | -137.57 | 9922.60 |
21 | 2009.12.07 10:00 | buy | 11 | 1.00 | 1.06404 | 0.00000 | 0.00000 | ||
22 | 2009.12.07 15:00 | close | 11 | 1.00 | 1.05543 | 0.00000 | 0.00000 | -815.78 | 9106.82 |
23 | 2009.12.07 17:00 | sell | 12 | 1.00 | 1.05083 | 0.00000 | 0.00000 | ||
24 | 2009.12.08 09:00 | close | 12 | 1.00 | 1.05529 | 0.00000 | 0.00000 | -423.01 | 8683.81 |
25 | 2009.12.08 09:00 | buy | 13 | 1.00 | 1.05529 | 0.00000 | 0.00000 | ||
26 | 2009.12.08 11:00 | close | 13 | 1.00 | 1.05018 | 0.00000 | 0.00000 | -486.58 | 8197.23 |
27 | 2009.12.08 11:00 | sell | 14 | 1.00 | 1.05018 | 0.00000 | 0.00000 | ||
28 | 2009.12.08 13:00 | close | 14 | 1.00 | 1.05462 | 0.00000 | 0.00000 | -421.00 | 7776.23 |
29 | 2009.12.08 13:00 | buy | 15 | 1.00 | 1.05462 | 0.00000 | 0.00000 | ||
30 | 2009.12.09 04:00 | close | 15 | 1.00 | 1.06191 | 0.00000 | 0.00000 | 685.84 | 8462.07 |
31 | 2009.12.09 08:00 | buy | 16 | 1.00 | 1.06481 | 0.00000 | 0.00000 | ||
32 | 2009.12.09 12:00 | close | 16 | 1.00 | 1.05987 | 0.00000 | 0.00000 | -466.09 | 7995.98 |
33 | 2009.12.09 17:00 | sell | 17 | 1.00 | 1.05478 | 0.00000 | 0.00000 | ||
34 | 2009.12.10 05:00 | close | 17 | 1.00 | 1.05558 | 0.00000 | 0.00000 | -76.92 | 7919.07 |
35 | 2009.12.10 07:00 | buy | 18 | 1.00 | 1.05743 | 0.00000 | 0.00000 | ||
36 | 2009.12.10 11:00 | close | 18 | 1.00 | 1.05451 | 0.00000 | 0.00000 | -276.91 | 7642.16 |
37 | 2009.12.10 11:00 | sell | 19 | 1.00 | 1.05451 | 0.00000 | 0.00000 | ||
38 | 2009.12.10 19:00 | close | 19 | 1.00 | 1.05360 | 0.00000 | 0.00000 | 86.37 | 7728.53 |
39 | 2009.12.10 20:00 | sell | 20 | 1.00 | 1.05153 | 0.00000 | 0.00000 | ||
40 | 2009.12.11 08:00 | close | 20 | 1.00 | 1.05243 | 0.00000 | 0.00000 | -85.90 | 7642.63 |
41 | 2009.12.11 11:00 | sell | 21 | 1.00 | 1.05011 | 0.00000 | 0.00000 | ||
42 | 2009.12.11 16:00 | close | 21 | 1.00 | 1.05265 | 0.00000 | 0.00000 | -241.30 | 7401.33 |
43 | 2009.12.14 00:00 | buy | 22 | 1.00 | 1.06035 | 0.00000 | 0.00000 | ||
44 | 2009.12.14 07:00 | close | 22 | 1.00 | 1.05736 | 0.00000 | 0.00000 | -282.78 | 7118.55 |
45 | 2009.12.14 10:00 | buy | 23 | 1.00 | 1.06173 | 0.00000 | 0.00000 | ||
46 | 2009.12.14 17:00 | close | 23 | 1.00 | 1.06083 | 0.00000 | 0.00000 | -84.84 | 7033.71 |
47 | 2009.12.15 05:00 | sell | 24 | 1.00 | 1.05781 | 0.00000 | 0.00000 | ||
48 | 2009.12.15 09:00 | close | 24 | 1.00 | 1.05932 | 0.00000 | 0.00000 | -142.54 | 6891.17 |
49 | 2009.12.15 09:00 | buy | 25 | 1.00 | 1.05932 | 0.00000 | 0.00000 | ||
50 | 2009.12.15 17:00 | close | 25 | 1.00 | 1.05977 | 0.00000 | 0.00000 | 42.46 | 6933.63 |
51 | 2009.12.15 18:00 | buy | 26 | 1.00 | 1.06224 | 0.00000 | 0.00000 | ||
52 | 2009.12.16 01:00 | close | 26 | 1.00 | 1.06054 | 0.00000 | 0.00000 | -160.96 | 6772.67 |
53 | 2009.12.16 09:00 | buy | 27 | 1.00 | 1.06212 | 0.00000 | 0.00000 | ||
54 | 2009.12.16 10:00 | close | 27 | 1.00 | 1.05972 | 0.00000 | 0.00000 | -226.47 | 6546.20 |
55 | 2009.12.16 11:00 | sell | 28 | 1.00 | 1.05894 | 0.00000 | 0.00000 | ||
56 | 2009.12.16 12:00 | close | 28 | 1.00 | 1.06203 | 0.00000 | 0.00000 | -290.95 | 6255.25 |
57 | 2009.12.16 12:00 | buy | 29 | 1.00 | 1.06203 | 0.00000 | 0.00000 | ||
58 | 2009.12.16 14:00 | close | 29 | 1.00 | 1.05899 | 0.00000 | 0.00000 | -287.07 | 5968.18 |
59 | 2009.12.16 14:00 | sell | 30 | 1.00 | 1.05899 | 0.00000 | 0.00000 | ||
60 | 2009.12.16 21:00 | close | 30 | 1.00 | 1.06308 | 0.00000 | 0.00000 | -384.73 | 5583.45 |
61 | 2009.12.16 21:00 | buy | 31 | 1.00 | 1.06308 | 0.00000 | 0.00000 | ||
62 | 2009.12.18 01:00 | close | 31 | 1.00 | 1.07012 | 0.00000 | 0.00000 | 655.24 | 6238.69 |
63 | 2009.12.18 12:00 | sell | 32 | 1.00 | 1.06547 | 0.00000 | 0.00000 | ||
64 | 2009.12.21 03:00 | close | 32 | 1.00 | 1.06749 | 0.00000 | 0.00000 | -189.61 | 6049.08 |
65 | 2009.12.21 03:00 | buy | 33 | 1.00 | 1.06749 | 0.00000 | 0.00000 | ||
66 | 2009.12.21 05:00 | close | 33 | 1.00 | 1.06616 | 0.00000 | 0.00000 | -124.75 | 5924.33 |
67 | 2009.12.21 07:00 | buy | 34 | 1.00 | 1.06709 | 0.00000 | 0.00000 | ||
68 | 2009.12.21 08:00 | close | 34 | 1.00 | 1.06627 | 0.00000 | 0.00000 | -76.90 | 5847.43 |
69 | 2009.12.21 09:00 | buy | 35 | 1.00 | 1.06817 | 0.00000 | 0.00000 | ||
70 | 2009.12.21 11:00 | close | 35 | 1.00 | 1.06524 | 0.00000 | 0.00000 | -275.06 | 5572.37 |
71 | 2009.12.21 11:00 | sell | 36 | 1.00 | 1.06524 | 0.00000 | 0.00000 | ||
72 | 2009.12.21 20:00 | close | 36 | 1.00 | 1.06206 | 0.00000 | 0.00000 | 299.42 | 5871.79 |
73 | 2009.12.22 06:00 | sell | 37 | 1.00 | 1.06175 | 0.00000 | 0.00000 | ||
74 | 2009.12.22 17:00 | close | 37 | 1.00 | 1.06025 | 0.00000 | 0.00000 | 141.48 | 6013.27 |
75 | 2009.12.22 18:00 | sell | 38 | 1.00 | 1.05524 | 0.00000 | 0.00000 | ||
76 | 2009.12.24 02:00 | close | 38 | 1.00 | 1.04923 | 0.00000 | 0.00000 | 571.30 | 6584.57 |
77 | 2009.12.24 03:00 | sell | 39 | 1.00 | 1.04840 | 0.00000 | 0.00000 | ||
78 | 2009.12.24 06:00 | close | 39 | 1.00 | 1.04911 | 0.00000 | 0.00000 | -67.68 | 6516.89 |
79 | 2009.12.24 08:00 | sell | 40 | 1.00 | 1.04797 | 0.00000 | 0.00000 | ||
80 | 2009.12.24 15:00 | close | 40 | 1.00 | 1.04855 | 0.00000 | 0.00000 | -55.31 | 6461.58 |
81 | 2009.12.28 04:00 | sell | 41 | 1.00 | 1.04630 | 0.00000 | 0.00000 | ||
82 | 2009.12.28 09:00 | close | 41 | 1.00 | 1.04935 | 0.00000 | 0.00000 | -290.66 | 6170.92 |
83 | 2009.12.28 14:00 | sell | 42 | 1.00 | 1.04647 | 0.00000 | 0.00000 | ||
84 | 2009.12.29 03:00 | close | 42 | 1.00 | 1.04387 | 0.00000 | 0.00000 | 248.69 | 6419.61 |
85 | 2009.12.29 08:00 | sell | 43 | 1.00 | 1.04276 | 0.00000 | 0.00000 | ||
86 | 2009.12.29 17:00 | close | 43 | 1.00 | 1.04170 | 0.00000 | 0.00000 | 101.76 | 6521.37 |
87 | 2009.12.30 02:00 | buy | 44 | 1.00 | 1.04571 | 0.00000 | 0.00000 | ||
88 | 2009.12.30 11:00 | close | 44 | 1.00 | 1.04725 | 0.00000 | 0.00000 | 147.05 | 6668.42 |
89 | 2009.12.30 19:00 | buy | 45 | 1.00 | 1.05502 | 0.00000 | 0.00000 | ||
90 | 2009.12.31 03:00 | close | 45 | 1.00 | 1.05143 | 0.00000 | 0.00000 | -343.41 | 6325.01 |
91 | 2009.12.31 10:00 | sell | 46 | 1.00 | 1.04783 | 0.00000 | 0.00000 | ||
92 | 2009.12.31 18:57 | close at stop | 46 | 1.00 | 1.04662 | 0.00000 | 0.00000 | 115.61 | 6440.62 |