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=30; Lots=1; InitialStop=40; TrailingStop=20; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -5120.23 | Gross profit | 594.45 | Gross loss | -5714.68 |
| Profit factor | 0.10 | Expected payoff | -65.64 | ||
| Absolute drawdown | 5120.23 | Maximal drawdown | 5120.23 (51.20%) | Relative drawdown | 51.20% (5120.23) |
| Total trades | 78 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 78 (26.92%) |
| Profit trades (% of total) | 21 (26.92%) | Loss trades (% of total) | 57 (73.08%) | ||
| Largest | profit trade | 28.70 | loss trade | -101.68 | |
| Average | profit trade | 28.31 | loss trade | -100.26 | |
| Maximum | consecutive wins (profit in money) | 3 (85.86) | consecutive losses (loss in money) | 8 (-799.36) | |
| Maximal | consecutive profit (count of wins) | 85.86 (3) | consecutive loss (count of losses) | -799.36 (8) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.02 15:00 | buy | 1 | 1.00 | 1.04840 | 1.04734 | 1.04870 | ||
| 2 | 2009.12.02 15:13 | s/l | 1 | 1.00 | 1.04734 | 1.04734 | 1.04870 | -101.22 | 9898.78 |
| 3 | 2009.12.02 18:00 | buy | 2 | 1.00 | 1.04717 | 1.04611 | 1.04747 | ||
| 4 | 2009.12.02 18:07 | s/l | 2 | 1.00 | 1.04611 | 1.04611 | 1.04747 | -101.33 | 9797.45 |
| 5 | 2009.12.02 20:00 | buy | 3 | 1.00 | 1.04961 | 1.04855 | 1.04991 | ||
| 6 | 2009.12.02 20:15 | t/p | 3 | 1.00 | 1.04991 | 1.04855 | 1.04991 | 28.58 | 9826.03 |
| 7 | 2009.12.02 22:00 | buy | 4 | 1.00 | 1.05080 | 1.04974 | 1.05110 | ||
| 8 | 2009.12.02 22:20 | t/p | 4 | 1.00 | 1.05110 | 1.04974 | 1.05110 | 28.53 | 9854.56 |
| 9 | 2009.12.03 00:00 | buy | 5 | 1.00 | 1.05158 | 1.05052 | 1.05188 | ||
| 10 | 2009.12.03 00:03 | s/l | 5 | 1.00 | 1.05052 | 1.05052 | 1.05188 | -100.93 | 9753.63 |
| 11 | 2009.12.03 02:00 | buy | 6 | 1.00 | 1.04972 | 1.04866 | 1.05002 | ||
| 12 | 2009.12.03 02:20 | t/p | 6 | 1.00 | 1.05002 | 1.04866 | 1.05002 | 28.57 | 9782.20 |
| 13 | 2009.12.03 04:00 | buy | 7 | 1.00 | 1.04954 | 1.04848 | 1.04984 | ||
| 14 | 2009.12.03 04:10 | s/l | 7 | 1.00 | 1.04848 | 1.04848 | 1.04984 | -101.10 | 9681.10 |
| 15 | 2009.12.03 07:00 | buy | 8 | 1.00 | 1.05161 | 1.05055 | 1.05191 | ||
| 16 | 2009.12.03 07:10 | s/l | 8 | 1.00 | 1.05055 | 1.05055 | 1.05191 | -100.93 | 9580.17 |
| 17 | 2009.12.03 15:00 | buy | 9 | 1.00 | 1.05506 | 1.05400 | 1.05536 | ||
| 18 | 2009.12.03 15:02 | s/l | 9 | 1.00 | 1.05400 | 1.05400 | 1.05536 | -100.63 | 9479.54 |
| 19 | 2009.12.03 17:00 | buy | 10 | 1.00 | 1.05503 | 1.05397 | 1.05533 | ||
| 20 | 2009.12.03 17:05 | s/l | 10 | 1.00 | 1.05397 | 1.05397 | 1.05533 | -100.59 | 9378.95 |
| 21 | 2009.12.03 19:00 | buy | 11 | 1.00 | 1.05354 | 1.05248 | 1.05384 | ||
| 22 | 2009.12.03 19:15 | t/p | 11 | 1.00 | 1.05384 | 1.05248 | 1.05384 | 28.46 | 9407.41 |
| 23 | 2009.12.03 21:00 | buy | 12 | 1.00 | 1.05402 | 1.05296 | 1.05432 | ||
| 24 | 2009.12.03 21:02 | s/l | 12 | 1.00 | 1.05296 | 1.05296 | 1.05432 | -100.68 | 9306.73 |
| 25 | 2009.12.03 23:00 | buy | 13 | 1.00 | 1.05780 | 1.05674 | 1.05810 | ||
| 26 | 2009.12.03 23:50 | s/l | 13 | 1.00 | 1.05674 | 1.05674 | 1.05810 | -100.33 | 9206.40 |
| 27 | 2009.12.04 01:00 | buy | 14 | 1.00 | 1.05652 | 1.05546 | 1.05682 | ||
| 28 | 2009.12.04 01:16 | t/p | 14 | 1.00 | 1.05682 | 1.05546 | 1.05682 | 28.38 | 9234.78 |
| 29 | 2009.12.04 03:00 | buy | 15 | 1.00 | 1.05687 | 1.05581 | 1.05717 | ||
| 30 | 2009.12.04 04:50 | s/l | 15 | 1.00 | 1.05581 | 1.05581 | 1.05717 | -100.41 | 9134.37 |
| 31 | 2009.12.04 21:00 | buy | 16 | 1.00 | 1.05994 | 1.05888 | 1.06024 | ||
| 32 | 2009.12.04 21:10 | s/l | 16 | 1.00 | 1.05888 | 1.05888 | 1.06024 | -100.15 | 9034.22 |
| 33 | 2009.12.07 00:00 | buy | 17 | 1.00 | 1.05627 | 1.05521 | 1.05657 | ||
| 34 | 2009.12.07 00:15 | t/p | 17 | 1.00 | 1.05657 | 1.05521 | 1.05657 | 28.40 | 9062.62 |
| 35 | 2009.12.07 02:00 | buy | 18 | 1.00 | 1.05608 | 1.05502 | 1.05638 | ||
| 36 | 2009.12.07 02:07 | s/l | 18 | 1.00 | 1.05502 | 1.05502 | 1.05638 | -100.48 | 8962.14 |
| 37 | 2009.12.07 05:00 | buy | 19 | 1.00 | 1.05553 | 1.05447 | 1.05583 | ||
| 38 | 2009.12.07 05:37 | s/l | 19 | 1.00 | 1.05447 | 1.05447 | 1.05583 | -100.52 | 8861.62 |
| 39 | 2009.12.07 11:00 | buy | 20 | 1.00 | 1.05977 | 1.05871 | 1.06007 | ||
| 40 | 2009.12.07 11:37 | s/l | 20 | 1.00 | 1.05871 | 1.05871 | 1.06007 | -100.13 | 8761.49 |
| 41 | 2009.12.07 13:00 | buy | 21 | 1.00 | 1.06323 | 1.06217 | 1.06353 | ||
| 42 | 2009.12.07 13:15 | s/l | 21 | 1.00 | 1.06217 | 1.06217 | 1.06353 | -99.85 | 8661.64 |
| 43 | 2009.12.08 13:00 | buy | 22 | 1.00 | 1.05511 | 1.05405 | 1.05541 | ||
| 44 | 2009.12.08 13:10 | s/l | 22 | 1.00 | 1.05405 | 1.05405 | 1.05541 | -100.56 | 8561.08 |
| 45 | 2009.12.08 15:00 | buy | 23 | 1.00 | 1.05775 | 1.05669 | 1.05805 | ||
| 46 | 2009.12.08 15:02 | s/l | 23 | 1.00 | 1.05669 | 1.05669 | 1.05805 | -100.32 | 8460.76 |
| 47 | 2009.12.08 17:00 | buy | 24 | 1.00 | 1.06084 | 1.05978 | 1.06114 | ||
| 48 | 2009.12.08 17:02 | t/p | 24 | 1.00 | 1.06114 | 1.05978 | 1.06114 | 28.27 | 8489.03 |
| 49 | 2009.12.08 19:00 | buy | 25 | 1.00 | 1.06225 | 1.06119 | 1.06255 | ||
| 50 | 2009.12.08 19:07 | s/l | 25 | 1.00 | 1.06119 | 1.06119 | 1.06255 | -99.91 | 8389.12 |
| 51 | 2009.12.08 21:00 | buy | 26 | 1.00 | 1.06749 | 1.06643 | 1.06779 | ||
| 52 | 2009.12.08 21:05 | s/l | 26 | 1.00 | 1.06643 | 1.06643 | 1.06779 | -99.40 | 8289.72 |
| 53 | 2009.12.08 23:00 | buy | 27 | 1.00 | 1.06438 | 1.06332 | 1.06468 | ||
| 54 | 2009.12.08 23:03 | s/l | 27 | 1.00 | 1.06332 | 1.06332 | 1.06468 | -99.72 | 8190.00 |
| 55 | 2009.12.09 01:00 | buy | 28 | 1.00 | 1.06531 | 1.06425 | 1.06561 | ||
| 56 | 2009.12.09 01:10 | s/l | 28 | 1.00 | 1.06425 | 1.06425 | 1.06561 | -99.63 | 8090.37 |
| 57 | 2009.12.09 03:00 | buy | 29 | 1.00 | 1.06362 | 1.06256 | 1.06392 | ||
| 58 | 2009.12.09 03:05 | s/l | 29 | 1.00 | 1.06256 | 1.06256 | 1.06392 | -99.77 | 7990.60 |
| 59 | 2009.12.10 07:00 | buy | 30 | 1.00 | 1.05792 | 1.05686 | 1.05822 | ||
| 60 | 2009.12.10 07:10 | s/l | 30 | 1.00 | 1.05686 | 1.05686 | 1.05822 | -100.30 | 7890.30 |
| 61 | 2009.12.10 09:00 | buy | 31 | 1.00 | 1.05738 | 1.05632 | 1.05768 | ||
| 62 | 2009.12.10 09:07 | t/p | 31 | 1.00 | 1.05768 | 1.05632 | 1.05768 | 28.36 | 7918.66 |
| 63 | 2009.12.11 08:00 | buy | 32 | 1.00 | 1.05292 | 1.05186 | 1.05322 | ||
| 64 | 2009.12.11 08:20 | s/l | 32 | 1.00 | 1.05186 | 1.05186 | 1.05322 | -100.83 | 7817.83 |
| 65 | 2009.12.11 17:00 | buy | 33 | 1.00 | 1.05548 | 1.05442 | 1.05578 | ||
| 66 | 2009.12.11 17:07 | s/l | 33 | 1.00 | 1.05442 | 1.05442 | 1.05578 | -100.58 | 7717.25 |
| 67 | 2009.12.11 19:00 | buy | 34 | 1.00 | 1.05932 | 1.05826 | 1.05962 | ||
| 68 | 2009.12.11 19:15 | t/p | 34 | 1.00 | 1.05962 | 1.05826 | 1.05962 | 28.30 | 7745.55 |
| 69 | 2009.12.11 21:00 | buy | 35 | 1.00 | 1.06131 | 1.06025 | 1.06161 | ||
| 70 | 2009.12.11 21:35 | s/l | 35 | 1.00 | 1.06025 | 1.06025 | 1.06161 | -99.98 | 7645.57 |
| 71 | 2009.12.14 00:00 | buy | 36 | 1.00 | 1.06084 | 1.05978 | 1.06114 | ||
| 72 | 2009.12.14 00:10 | s/l | 36 | 1.00 | 1.05978 | 1.05978 | 1.06114 | -100.04 | 7545.53 |
| 73 | 2009.12.14 02:00 | buy | 37 | 1.00 | 1.06009 | 1.05903 | 1.06039 | ||
| 74 | 2009.12.14 02:15 | s/l | 37 | 1.00 | 1.05903 | 1.05903 | 1.06039 | -100.10 | 7445.43 |
| 75 | 2009.12.14 04:00 | buy | 38 | 1.00 | 1.06044 | 1.05938 | 1.06074 | ||
| 76 | 2009.12.14 04:02 | s/l | 38 | 1.00 | 1.05938 | 1.05938 | 1.06074 | -100.07 | 7345.36 |
| 77 | 2009.12.14 06:00 | buy | 39 | 1.00 | 1.05997 | 1.05891 | 1.06027 | ||
| 78 | 2009.12.14 06:05 | s/l | 39 | 1.00 | 1.05891 | 1.05891 | 1.06027 | -100.13 | 7245.23 |
| 79 | 2009.12.14 11:00 | buy | 40 | 1.00 | 1.06284 | 1.06178 | 1.06314 | ||
| 80 | 2009.12.14 11:20 | s/l | 40 | 1.00 | 1.06178 | 1.06178 | 1.06314 | -99.88 | 7145.35 |
| 81 | 2009.12.14 13:00 | buy | 41 | 1.00 | 1.06548 | 1.06442 | 1.06578 | ||
| 82 | 2009.12.14 13:15 | s/l | 41 | 1.00 | 1.06442 | 1.06442 | 1.06578 | -99.61 | 7045.74 |
| 83 | 2009.12.14 15:00 | buy | 42 | 1.00 | 1.06610 | 1.06504 | 1.06640 | ||
| 84 | 2009.12.14 15:03 | s/l | 42 | 1.00 | 1.06504 | 1.06504 | 1.06640 | -99.55 | 6946.19 |
| 85 | 2009.12.15 11:00 | buy | 43 | 1.00 | 1.06204 | 1.06098 | 1.06234 | ||
| 86 | 2009.12.15 11:07 | t/p | 43 | 1.00 | 1.06234 | 1.06098 | 1.06234 | 28.24 | 6974.43 |
| 87 | 2009.12.15 13:00 | buy | 44 | 1.00 | 1.06385 | 1.06279 | 1.06415 | ||
| 88 | 2009.12.15 13:07 | s/l | 44 | 1.00 | 1.06279 | 1.06279 | 1.06415 | -99.74 | 6874.69 |
| 89 | 2009.12.15 15:00 | buy | 45 | 1.00 | 1.06149 | 1.06043 | 1.06179 | ||
| 90 | 2009.12.15 15:10 | s/l | 45 | 1.00 | 1.06043 | 1.06043 | 1.06179 | -100.00 | 6774.69 |
| 91 | 2009.12.15 18:00 | buy | 46 | 1.00 | 1.06273 | 1.06167 | 1.06303 | ||
| 92 | 2009.12.15 18:03 | s/l | 46 | 1.00 | 1.06167 | 1.06167 | 1.06303 | -99.85 | 6674.84 |
| 93 | 2009.12.15 20:00 | buy | 47 | 1.00 | 1.06259 | 1.06153 | 1.06289 | ||
| 94 | 2009.12.15 20:20 | s/l | 47 | 1.00 | 1.06153 | 1.06153 | 1.06289 | -99.85 | 6574.99 |
| 95 | 2009.12.16 09:00 | buy | 48 | 1.00 | 1.06261 | 1.06155 | 1.06291 | ||
| 96 | 2009.12.16 09:03 | s/l | 48 | 1.00 | 1.06155 | 1.06155 | 1.06291 | -99.87 | 6475.12 |
| 97 | 2009.12.16 22:00 | buy | 49 | 1.00 | 1.06120 | 1.06014 | 1.06150 | ||
| 98 | 2009.12.17 00:20 | t/p | 49 | 1.00 | 1.06150 | 1.06014 | 1.06150 | 26.29 | 6501.41 |
| 99 | 2009.12.17 02:00 | buy | 50 | 1.00 | 1.06300 | 1.06194 | 1.06330 | ||
| 100 | 2009.12.17 02:40 | t/p | 50 | 1.00 | 1.06330 | 1.06194 | 1.06330 | 28.20 | 6529.61 |
| 101 | 2009.12.17 04:00 | buy | 51 | 1.00 | 1.06705 | 1.06599 | 1.06735 | ||
| 102 | 2009.12.17 04:07 | s/l | 51 | 1.00 | 1.06599 | 1.06599 | 1.06735 | -99.45 | 6430.16 |
| 103 | 2009.12.17 06:00 | buy | 52 | 1.00 | 1.06938 | 1.06832 | 1.06968 | ||
| 104 | 2009.12.17 07:15 | t/p | 52 | 1.00 | 1.06968 | 1.06832 | 1.06968 | 28.04 | 6458.20 |
| 105 | 2009.12.17 09:00 | buy | 53 | 1.00 | 1.06705 | 1.06599 | 1.06735 | ||
| 106 | 2009.12.17 09:20 | t/p | 53 | 1.00 | 1.06735 | 1.06599 | 1.06735 | 28.11 | 6486.31 |
| 107 | 2009.12.17 11:00 | buy | 54 | 1.00 | 1.07115 | 1.07009 | 1.07145 | ||
| 108 | 2009.12.17 11:02 | s/l | 54 | 1.00 | 1.07009 | 1.07009 | 1.07145 | -99.06 | 6387.25 |
| 109 | 2009.12.17 13:00 | buy | 55 | 1.00 | 1.07140 | 1.07034 | 1.07170 | ||
| 110 | 2009.12.17 13:02 | s/l | 55 | 1.00 | 1.07034 | 1.07034 | 1.07170 | -99.07 | 6288.18 |
| 111 | 2009.12.17 15:00 | buy | 56 | 1.00 | 1.07333 | 1.07227 | 1.07363 | ||
| 112 | 2009.12.17 15:10 | s/l | 56 | 1.00 | 1.07227 | 1.07227 | 1.07363 | -98.90 | 6189.28 |
| 113 | 2009.12.17 17:00 | buy | 57 | 1.00 | 1.06974 | 1.06868 | 1.07004 | ||
| 114 | 2009.12.17 17:15 | t/p | 57 | 1.00 | 1.07004 | 1.06868 | 1.07004 | 28.03 | 6217.31 |
| 115 | 2009.12.21 02:00 | buy | 58 | 1.00 | 1.06814 | 1.06708 | 1.06844 | ||
| 116 | 2009.12.21 02:20 | s/l | 58 | 1.00 | 1.06708 | 1.06708 | 1.06844 | -99.35 | 6117.96 |
| 117 | 2009.12.21 10:00 | buy | 59 | 1.00 | 1.07004 | 1.06898 | 1.07034 | ||
| 118 | 2009.12.21 10:15 | s/l | 59 | 1.00 | 1.06898 | 1.06898 | 1.07034 | -99.19 | 6018.77 |
| 119 | 2009.12.22 00:00 | buy | 60 | 1.00 | 1.06362 | 1.06256 | 1.06392 | ||
| 120 | 2009.12.22 00:20 | s/l | 60 | 1.00 | 1.06256 | 1.06256 | 1.06392 | -99.76 | 5919.01 |
| 121 | 2009.12.22 04:00 | buy | 61 | 1.00 | 1.06291 | 1.06185 | 1.06321 | ||
| 122 | 2009.12.22 04:20 | s/l | 61 | 1.00 | 1.06185 | 1.06185 | 1.06321 | -99.85 | 5819.16 |
| 123 | 2009.12.28 00:00 | buy | 62 | 1.00 | 1.04850 | 1.04744 | 1.04880 | ||
| 124 | 2009.12.28 00:32 | t/p | 62 | 1.00 | 1.04880 | 1.04744 | 1.04880 | 28.61 | 5847.77 |
| 125 | 2009.12.28 02:00 | buy | 63 | 1.00 | 1.05019 | 1.04913 | 1.05049 | ||
| 126 | 2009.12.28 02:15 | s/l | 63 | 1.00 | 1.04913 | 1.04913 | 1.05049 | -101.06 | 5746.71 |
| 127 | 2009.12.28 10:00 | buy | 64 | 1.00 | 1.04875 | 1.04769 | 1.04905 | ||
| 128 | 2009.12.28 10:15 | t/p | 64 | 1.00 | 1.04905 | 1.04769 | 1.04905 | 28.60 | 5775.31 |
| 129 | 2009.12.28 12:00 | buy | 65 | 1.00 | 1.04901 | 1.04795 | 1.04931 | ||
| 130 | 2009.12.28 12:15 | s/l | 65 | 1.00 | 1.04795 | 1.04795 | 1.04931 | -101.17 | 5674.14 |
| 131 | 2009.12.29 21:00 | buy | 66 | 1.00 | 1.04383 | 1.04277 | 1.04413 | ||
| 132 | 2009.12.29 21:15 | s/l | 66 | 1.00 | 1.04277 | 1.04277 | 1.04413 | -101.68 | 5572.46 |
| 133 | 2009.12.29 23:00 | buy | 67 | 1.00 | 1.04383 | 1.04277 | 1.04413 | ||
| 134 | 2009.12.29 23:20 | s/l | 67 | 1.00 | 1.04277 | 1.04277 | 1.04413 | -101.68 | 5470.78 |
| 135 | 2009.12.30 01:00 | buy | 68 | 1.00 | 1.04492 | 1.04386 | 1.04522 | ||
| 136 | 2009.12.30 01:45 | t/p | 68 | 1.00 | 1.04522 | 1.04386 | 1.04522 | 28.70 | 5499.48 |
| 137 | 2009.12.30 03:00 | buy | 69 | 1.00 | 1.04680 | 1.04574 | 1.04710 | ||
| 138 | 2009.12.30 04:40 | t/p | 69 | 1.00 | 1.04710 | 1.04574 | 1.04710 | 28.63 | 5528.11 |
| 139 | 2009.12.30 06:00 | buy | 70 | 1.00 | 1.05117 | 1.05011 | 1.05147 | ||
| 140 | 2009.12.30 06:20 | t/p | 70 | 1.00 | 1.05147 | 1.05011 | 1.05147 | 28.53 | 5556.64 |
| 141 | 2009.12.30 08:00 | buy | 71 | 1.00 | 1.04953 | 1.04847 | 1.04983 | ||
| 142 | 2009.12.30 08:15 | s/l | 71 | 1.00 | 1.04847 | 1.04847 | 1.04983 | -101.14 | 5455.50 |
| 143 | 2009.12.30 10:00 | buy | 72 | 1.00 | 1.04834 | 1.04728 | 1.04864 | ||
| 144 | 2009.12.30 10:50 | s/l | 72 | 1.00 | 1.04728 | 1.04728 | 1.04864 | -101.23 | 5354.27 |
| 145 | 2009.12.30 12:00 | buy | 73 | 1.00 | 1.04791 | 1.04685 | 1.04821 | ||
| 146 | 2009.12.30 12:15 | t/p | 73 | 1.00 | 1.04821 | 1.04685 | 1.04821 | 28.62 | 5382.89 |
| 147 | 2009.12.30 16:00 | buy | 74 | 1.00 | 1.05393 | 1.05287 | 1.05423 | ||
| 148 | 2009.12.30 16:15 | s/l | 74 | 1.00 | 1.05287 | 1.05287 | 1.05423 | -100.68 | 5282.21 |
| 149 | 2009.12.30 18:00 | buy | 75 | 1.00 | 1.05283 | 1.05177 | 1.05313 | ||
| 150 | 2009.12.30 18:02 | s/l | 75 | 1.00 | 1.05177 | 1.05177 | 1.05313 | -100.79 | 5181.42 |
| 151 | 2009.12.30 20:00 | buy | 76 | 1.00 | 1.05486 | 1.05380 | 1.05516 | ||
| 152 | 2009.12.30 20:02 | s/l | 76 | 1.00 | 1.05380 | 1.05380 | 1.05516 | -100.61 | 5080.81 |
| 153 | 2009.12.30 22:00 | buy | 77 | 1.00 | 1.05599 | 1.05493 | 1.05629 | ||
| 154 | 2009.12.30 22:10 | s/l | 77 | 1.00 | 1.05493 | 1.05493 | 1.05629 | -100.50 | 4980.31 |
| 155 | 2009.12.31 00:00 | buy | 78 | 1.00 | 1.05564 | 1.05458 | 1.05594 | ||
| 156 | 2009.12.31 00:15 | s/l | 78 | 1.00 | 1.05458 | 1.05458 | 1.05594 | -100.54 | 4879.77 |