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 | TakeProfit=4; Lots=20; StopLoss=80; TimeOpen=2; p1=13; p2=14; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -6151.21 | Gross profit | 4539.59 | Gross loss | -10690.80 |
| Profit factor | 0.42 | Expected payoff | -410.08 | ||
| Absolute drawdown | 6151.21 | Maximal drawdown | 7288.30 (65.44%) | Relative drawdown | 65.44% (7288.30) |
| Total trades | 15 | Short positions (won %) | 10 (50.00%) | Long positions (won %) | 5 (60.00%) |
| Profit trades (% of total) | 8 (53.33%) | Loss trades (% of total) | 7 (46.67%) | ||
| Largest | profit trade | 824.91 | loss trade | -1533.63 | |
| Average | profit trade | 567.45 | loss trade | -1527.26 | |
| Maximum | consecutive wins (profit in money) | 3 (2289.91) | consecutive losses (loss in money) | 3 (-4595.13) | |
| Maximal | consecutive profit (count of wins) | 2289.91 (3) | consecutive loss (count of losses) | -4595.13 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 02:59 | buy | 1 | 20.00 | 1.05648 | 1.05568 | 1.05691 | ||
| 2 | 2009.12.01 03:20 | close | 1 | 20.00 | 1.05655 | 1.05568 | 1.05691 | 132.51 | 10132.51 |
| 3 | 2009.12.01 03:59 | sell | 2 | 20.00 | 1.05470 | 1.05550 | 1.05427 | ||
| 4 | 2009.12.01 04:20 | close | 2 | 20.00 | 1.05443 | 1.05550 | 1.05427 | 512.13 | 10644.64 |
| 5 | 2009.12.01 04:59 | buy | 3 | 20.00 | 1.05569 | 1.05489 | 1.05612 | ||
| 6 | 2009.12.01 05:02 | close | 3 | 20.00 | 1.05595 | 1.05489 | 1.05612 | 492.45 | 11137.09 |
| 7 | 2009.12.01 05:59 | sell | 4 | 20.00 | 1.05544 | 1.05624 | 1.05501 | ||
| 8 | 2009.12.01 06:10 | s/l | 4 | 20.00 | 1.05624 | 1.05624 | 1.05501 | -1514.09 | 9623.00 |
| 9 | 2009.12.01 06:59 | sell | 5 | 20.00 | 1.05547 | 1.05627 | 1.05504 | ||
| 10 | 2009.12.01 07:15 | s/l | 5 | 20.00 | 1.05627 | 1.05627 | 1.05504 | -1514.59 | 8108.41 |
| 11 | 2009.12.01 08:59 | sell | 6 | 20.00 | 1.05224 | 1.05304 | 1.05181 | ||
| 12 | 2009.12.01 09:03 | t/p | 6 | 20.00 | 1.05181 | 1.05304 | 1.05181 | 818.14 | 8926.55 |
| 13 | 2009.12.01 09:59 | sell | 7 | 20.00 | 1.04685 | 1.04765 | 1.04642 | ||
| 14 | 2009.12.01 10:03 | close | 7 | 20.00 | 1.04643 | 1.04765 | 1.04642 | 802.73 | 9729.28 |
| 15 | 2009.12.01 12:59 | buy | 8 | 20.00 | 1.04592 | 1.04512 | 1.04635 | ||
| 16 | 2009.12.01 13:02 | close | 8 | 20.00 | 1.04627 | 1.04512 | 1.04635 | 669.04 | 10398.32 |
| 17 | 2009.12.01 13:59 | buy | 9 | 20.00 | 1.04629 | 1.04549 | 1.04672 | ||
| 18 | 2009.12.01 14:10 | s/l | 9 | 20.00 | 1.04549 | 1.04549 | 1.04672 | -1531.31 | 8867.01 |
| 19 | 2009.12.01 14:59 | sell | 10 | 20.00 | 1.04406 | 1.04486 | 1.04363 | ||
| 20 | 2009.12.01 15:02 | s/l | 10 | 20.00 | 1.04486 | 1.04486 | 1.04363 | -1530.90 | 7336.11 |
| 21 | 2009.12.01 15:59 | sell | 11 | 20.00 | 1.04278 | 1.04358 | 1.04235 | ||
| 22 | 2009.12.01 16:10 | s/l | 11 | 20.00 | 1.04358 | 1.04358 | 1.04235 | -1532.92 | 5803.19 |
| 23 | 2009.12.01 16:59 | sell | 12 | 20.00 | 1.04302 | 1.04382 | 1.04259 | ||
| 24 | 2009.12.01 17:10 | t/p | 12 | 20.00 | 1.04259 | 1.04382 | 1.04259 | 824.91 | 6628.10 |
| 25 | 2009.12.01 17:59 | sell | 13 | 20.00 | 1.04299 | 1.04379 | 1.04256 | ||
| 26 | 2009.12.01 18:02 | close | 13 | 20.00 | 1.04284 | 1.04379 | 1.04256 | 287.68 | 6915.78 |
| 27 | 2009.12.01 18:59 | buy | 14 | 20.00 | 1.04438 | 1.04358 | 1.04481 | ||
| 28 | 2009.12.01 19:15 | s/l | 14 | 20.00 | 1.04358 | 1.04358 | 1.04481 | -1533.63 | 5382.15 |
| 29 | 2009.12.01 19:59 | sell | 15 | 20.00 | 1.04238 | 1.04318 | 1.04195 | ||
| 30 | 2009.12.01 20:15 | s/l | 15 | 20.00 | 1.04318 | 1.04318 | 1.04195 | -1533.36 | 3848.79 |