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=50; Lots=1; InitialStop=10; TrailingStop=10; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -3724.66 | Gross profit | 2228.68 | Gross loss | -5953.34 |
| Profit factor | 0.37 | Expected payoff | -116.40 | ||
| Absolute drawdown | 4371.50 | Maximal drawdown | 5420.17 (49.06%) | Relative drawdown | 49.06% (5420.17) |
| Total trades | 32 | Short positions (won %) | 16 (31.25%) | Long positions (won %) | 16 (31.25%) |
| Profit trades (% of total) | 10 (31.25%) | Loss trades (% of total) | 22 (68.75%) | ||
| Largest | profit trade | 549.96 | loss trade | -1074.47 | |
| Average | profit trade | 222.87 | loss trade | -270.61 | |
| Maximum | consecutive wins (profit in money) | 2 (307.90) | consecutive losses (loss in money) | 8 (-2198.49) | |
| Maximal | consecutive profit (count of wins) | 549.96 (1) | consecutive loss (count of losses) | -2198.49 (8) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 09:00 | sell | 1 | 1.00 | 1.05224 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.01 22:00 | close | 1 | 1.00 | 1.04742 | 0.00000 | 0.00000 | 460.18 | 10460.18 |
| 3 | 2009.12.02 20:00 | buy | 2 | 1.00 | 1.04973 | 0.00000 | 0.00000 | ||
| 4 | 2009.12.03 01:00 | close | 2 | 1.00 | 1.04918 | 0.00000 | 0.00000 | -54.39 | 10405.79 |
| 5 | 2009.12.03 15:00 | buy | 3 | 1.00 | 1.05518 | 0.00000 | 0.00000 | ||
| 6 | 2009.12.03 19:00 | close | 3 | 1.00 | 1.05288 | 0.00000 | 0.00000 | -218.45 | 10187.34 |
| 7 | 2009.12.03 22:00 | buy | 4 | 1.00 | 1.05542 | 0.00000 | 0.00000 | ||
| 8 | 2009.12.04 01:00 | close | 4 | 1.00 | 1.05586 | 0.00000 | 0.00000 | 41.01 | 10228.35 |
| 9 | 2009.12.04 02:00 | buy | 5 | 1.00 | 1.05775 | 0.00000 | 0.00000 | ||
| 10 | 2009.12.04 03:00 | close | 5 | 1.00 | 1.05621 | 0.00000 | 0.00000 | -145.80 | 10082.55 |
| 11 | 2009.12.04 15:00 | sell | 6 | 1.00 | 1.04867 | 0.00000 | 0.00000 | ||
| 12 | 2009.12.04 21:00 | close | 6 | 1.00 | 1.06006 | 0.00000 | 0.00000 | -1074.47 | 9008.08 |
| 13 | 2009.12.07 10:00 | buy | 7 | 1.00 | 1.06465 | 0.00000 | 0.00000 | ||
| 14 | 2009.12.07 11:00 | close | 7 | 1.00 | 1.05911 | 0.00000 | 0.00000 | -523.08 | 8485.00 |
| 15 | 2009.12.07 12:00 | buy | 8 | 1.00 | 1.06198 | 0.00000 | 0.00000 | ||
| 16 | 2009.12.07 14:00 | close | 8 | 1.00 | 1.05909 | 0.00000 | 0.00000 | -272.88 | 8212.12 |
| 17 | 2009.12.07 18:00 | sell | 9 | 1.00 | 1.05068 | 0.00000 | 0.00000 | ||
| 18 | 2009.12.08 08:00 | close | 9 | 1.00 | 1.05180 | 0.00000 | 0.00000 | -106.95 | 8105.17 |
| 19 | 2009.12.08 15:00 | buy | 10 | 1.00 | 1.05787 | 0.00000 | 0.00000 | ||
| 20 | 2009.12.08 23:00 | close | 10 | 1.00 | 1.06372 | 0.00000 | 0.00000 | 549.96 | 8655.13 |
| 21 | 2009.12.09 18:00 | sell | 11 | 1.00 | 1.05500 | 0.00000 | 0.00000 | ||
| 22 | 2009.12.10 06:00 | close | 11 | 1.00 | 1.05708 | 0.00000 | 0.00000 | -198.18 | 8456.95 |
| 23 | 2009.12.10 12:00 | sell | 12 | 1.00 | 1.05119 | 0.00000 | 0.00000 | ||
| 24 | 2009.12.10 19:00 | close | 12 | 1.00 | 1.05421 | 0.00000 | 0.00000 | -286.47 | 8170.48 |
| 25 | 2009.12.11 14:00 | sell | 13 | 1.00 | 1.04922 | 0.00000 | 0.00000 | ||
| 26 | 2009.12.11 16:00 | close | 13 | 1.00 | 1.05326 | 0.00000 | 0.00000 | -383.57 | 7786.91 |
| 27 | 2009.12.11 18:00 | buy | 14 | 1.00 | 1.05910 | 0.00000 | 0.00000 | ||
| 28 | 2009.12.14 01:00 | close | 14 | 1.00 | 1.05866 | 0.00000 | 0.00000 | -42.22 | 7744.69 |
| 29 | 2009.12.14 11:00 | buy | 15 | 1.00 | 1.06296 | 0.00000 | 0.00000 | ||
| 30 | 2009.12.14 16:00 | close | 15 | 1.00 | 1.06241 | 0.00000 | 0.00000 | -51.77 | 7692.92 |
| 31 | 2009.12.15 06:00 | sell | 16 | 1.00 | 1.05559 | 0.00000 | 0.00000 | ||
| 32 | 2009.12.15 10:00 | close | 16 | 1.00 | 1.06270 | 0.00000 | 0.00000 | -669.05 | 7023.87 |
| 33 | 2009.12.15 11:00 | buy | 17 | 1.00 | 1.06216 | 0.00000 | 0.00000 | ||
| 34 | 2009.12.15 15:00 | close | 17 | 1.00 | 1.06083 | 0.00000 | 0.00000 | -125.37 | 6898.50 |
| 35 | 2009.12.16 14:00 | sell | 18 | 1.00 | 1.05899 | 0.00000 | 0.00000 | ||
| 36 | 2009.12.16 21:00 | close | 18 | 1.00 | 1.06369 | 0.00000 | 0.00000 | -441.86 | 6456.64 |
| 37 | 2009.12.17 02:00 | buy | 19 | 1.00 | 1.06312 | 0.00000 | 0.00000 | ||
| 38 | 2009.12.17 09:00 | close | 19 | 1.00 | 1.06639 | 0.00000 | 0.00000 | 306.64 | 6763.28 |
| 39 | 2009.12.17 11:00 | buy | 20 | 1.00 | 1.07127 | 0.00000 | 0.00000 | ||
| 40 | 2009.12.17 16:00 | close | 20 | 1.00 | 1.07002 | 0.00000 | 0.00000 | -116.82 | 6646.46 |
| 41 | 2009.12.18 11:00 | sell | 21 | 1.00 | 1.06631 | 0.00000 | 0.00000 | ||
| 42 | 2009.12.18 20:00 | close | 21 | 1.00 | 1.06702 | 0.00000 | 0.00000 | -66.54 | 6579.92 |
| 43 | 2009.12.21 10:00 | buy | 22 | 1.00 | 1.07016 | 0.00000 | 0.00000 | ||
| 44 | 2009.12.21 11:00 | close | 22 | 1.00 | 1.06524 | 0.00000 | 0.00000 | -461.87 | 6118.05 |
| 45 | 2009.12.21 12:00 | sell | 23 | 1.00 | 1.06281 | 0.00000 | 0.00000 | ||
| 46 | 2009.12.21 21:00 | close | 23 | 1.00 | 1.06214 | 0.00000 | 0.00000 | 63.08 | 6181.13 |
| 47 | 2009.12.22 11:00 | sell | 24 | 1.00 | 1.05794 | 0.00000 | 0.00000 | ||
| 48 | 2009.12.22 23:00 | close | 24 | 1.00 | 1.05813 | 0.00000 | 0.00000 | -17.96 | 6163.17 |
| 49 | 2009.12.23 13:00 | sell | 25 | 1.00 | 1.05255 | 0.00000 | 0.00000 | ||
| 50 | 2009.12.24 01:00 | close | 25 | 1.00 | 1.04938 | 0.00000 | 0.00000 | 300.67 | 6463.84 |
| 51 | 2009.12.24 14:00 | sell | 26 | 1.00 | 1.04569 | 0.00000 | 0.00000 | ||
| 52 | 2009.12.24 15:00 | close | 26 | 1.00 | 1.04916 | 0.00000 | 0.00000 | -330.74 | 6133.10 |
| 53 | 2009.12.28 15:00 | sell | 27 | 1.00 | 1.04523 | 0.00000 | 0.00000 | ||
| 54 | 2009.12.29 03:00 | close | 27 | 1.00 | 1.04448 | 0.00000 | 0.00000 | 71.34 | 6204.44 |
| 55 | 2009.12.29 10:00 | sell | 28 | 1.00 | 1.04049 | 0.00000 | 0.00000 | ||
| 56 | 2009.12.29 18:00 | close | 28 | 1.00 | 1.04089 | 0.00000 | 0.00000 | -38.43 | 6166.01 |
| 57 | 2009.12.30 02:00 | buy | 29 | 1.00 | 1.04632 | 0.00000 | 0.00000 | ||
| 58 | 2009.12.30 09:00 | close | 29 | 1.00 | 1.04766 | 0.00000 | 0.00000 | 127.90 | 6293.91 |
| 59 | 2009.12.30 16:00 | buy | 30 | 1.00 | 1.05405 | 0.00000 | 0.00000 | ||
| 60 | 2009.12.30 17:00 | close | 30 | 1.00 | 1.05062 | 0.00000 | 0.00000 | -326.47 | 5967.44 |
| 61 | 2009.12.30 18:00 | buy | 31 | 1.00 | 1.05295 | 0.00000 | 0.00000 | ||
| 62 | 2009.12.31 00:00 | close | 31 | 1.00 | 1.05498 | 0.00000 | 0.00000 | 190.45 | 6157.89 |
| 63 | 2009.12.31 13:00 | sell | 32 | 1.00 | 1.04846 | 0.00000 | 0.00000 | ||
| 64 | 2009.12.31 18:57 | close at stop | 32 | 1.00 | 1.04723 | 0.00000 | 0.00000 | 117.45 | 6275.34 |