Strategy Tester Report
Starter_With_No_Indicators
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 | Stop=15; phase="buy"; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -614.37 | Gross profit | 2049.54 | Gross loss | -2663.90 |
| Profit factor | 0.77 | Expected payoff | -15.75 | ||
| Absolute drawdown | 1595.18 | Maximal drawdown | 3645.65 (30.25%) | Relative drawdown | 30.25% (3645.65) |
| Total trades | 39 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 39 (97.44%) |
| Profit trades (% of total) | 38 (97.44%) | Loss trades (% of total) | 1 (2.56%) | ||
| Largest | profit trade | 163.74 | loss trade | -2663.90 | |
| Average | profit trade | 53.94 | loss trade | -2663.90 | |
| Maximum | consecutive wins (profit in money) | 38 (2049.54) | consecutive losses (loss in money) | 1 (-2663.90) | |
| Maximal | consecutive profit (count of wins) | 2049.54 (38) | consecutive loss (count of losses) | -2663.90 (1) | |
| Average | consecutive wins | 38 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 00:00 | buy | 1 | 1.00 | 1.05623 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.01 02:40 | close | 1 | 1.00 | 1.05640 | 0.00000 | 0.00000 | 16.09 | 10016.09 |
| 3 | 2009.12.01 02:43 | buy | 2 | 1.00 | 1.05660 | 0.00000 | 0.00000 | ||
| 4 | 2009.12.01 06:15 | close | 2 | 1.00 | 1.05703 | 0.00000 | 0.00000 | 40.68 | 10056.77 |
| 5 | 2009.12.01 06:17 | buy | 3 | 1.00 | 1.05708 | 0.00000 | 0.00000 | ||
| 6 | 2009.12.01 06:20 | close | 3 | 1.00 | 1.05765 | 0.00000 | 0.00000 | 53.89 | 10110.66 |
| 7 | 2009.12.01 06:22 | buy | 4 | 1.00 | 1.05750 | 0.00000 | 0.00000 | ||
| 8 | 2009.12.03 16:20 | close | 4 | 1.00 | 1.05827 | 0.00000 | 0.00000 | 70.13 | 10180.79 |
| 9 | 2009.12.03 16:22 | buy | 5 | 1.00 | 1.05801 | 0.00000 | 0.00000 | ||
| 10 | 2009.12.04 20:45 | close | 5 | 1.00 | 1.05852 | 0.00000 | 0.00000 | 47.52 | 10228.31 |
| 11 | 2009.12.04 20:47 | buy | 6 | 1.00 | 1.05849 | 0.00000 | 0.00000 | ||
| 12 | 2009.12.04 20:50 | close | 6 | 1.00 | 1.05941 | 0.00000 | 0.00000 | 86.84 | 10315.15 |
| 13 | 2009.12.04 20:52 | buy | 7 | 1.00 | 1.05908 | 0.00000 | 0.00000 | ||
| 14 | 2009.12.04 21:00 | close | 7 | 1.00 | 1.05928 | 0.00000 | 0.00000 | 18.88 | 10334.03 |
| 15 | 2009.12.04 21:02 | buy | 8 | 1.00 | 1.05948 | 0.00000 | 0.00000 | ||
| 16 | 2009.12.07 09:33 | close | 8 | 1.00 | 1.06117 | 0.00000 | 0.00000 | 158.60 | 10492.63 |
| 17 | 2009.12.07 09:36 | buy | 9 | 1.00 | 1.06093 | 0.00000 | 0.00000 | ||
| 18 | 2009.12.07 09:40 | close | 9 | 1.00 | 1.06267 | 0.00000 | 0.00000 | 163.74 | 10656.37 |
| 19 | 2009.12.07 09:43 | buy | 10 | 1.00 | 1.06243 | 0.00000 | 0.00000 | ||
| 20 | 2009.12.07 09:46 | close | 10 | 1.00 | 1.06416 | 0.00000 | 0.00000 | 162.57 | 10818.94 |
| 21 | 2009.12.07 09:50 | buy | 11 | 1.00 | 1.06342 | 0.00000 | 0.00000 | ||
| 22 | 2009.12.07 09:53 | close | 11 | 1.00 | 1.06366 | 0.00000 | 0.00000 | 22.56 | 10841.50 |
| 23 | 2009.12.07 09:56 | buy | 12 | 1.00 | 1.06243 | 0.00000 | 0.00000 | ||
| 24 | 2009.12.07 09:59 | close | 12 | 1.00 | 1.06383 | 0.00000 | 0.00000 | 131.60 | 10973.10 |
| 25 | 2009.12.07 10:00 | buy | 13 | 1.00 | 1.06413 | 0.00000 | 0.00000 | ||
| 26 | 2009.12.07 10:02 | close | 13 | 1.00 | 1.06446 | 0.00000 | 0.00000 | 31.00 | 11004.10 |
| 27 | 2009.12.07 10:05 | buy | 14 | 1.00 | 1.06433 | 0.00000 | 0.00000 | ||
| 28 | 2009.12.07 10:07 | close | 14 | 1.00 | 1.06486 | 0.00000 | 0.00000 | 49.77 | 11053.87 |
| 29 | 2009.12.07 10:10 | buy | 15 | 1.00 | 1.06354 | 0.00000 | 0.00000 | ||
| 30 | 2009.12.08 19:20 | close | 15 | 1.00 | 1.06465 | 0.00000 | 0.00000 | 103.60 | 11157.47 |
| 31 | 2009.12.08 19:22 | buy | 16 | 1.00 | 1.06424 | 0.00000 | 0.00000 | ||
| 32 | 2009.12.08 19:27 | close | 16 | 1.00 | 1.06443 | 0.00000 | 0.00000 | 17.85 | 11175.32 |
| 33 | 2009.12.08 19:30 | buy | 17 | 1.00 | 1.06470 | 0.00000 | 0.00000 | ||
| 34 | 2009.12.08 20:15 | close | 17 | 1.00 | 1.06501 | 0.00000 | 0.00000 | 29.11 | 11204.43 |
| 35 | 2009.12.08 20:17 | buy | 18 | 1.00 | 1.06507 | 0.00000 | 0.00000 | ||
| 36 | 2009.12.08 20:20 | close | 18 | 1.00 | 1.06562 | 0.00000 | 0.00000 | 51.61 | 11256.04 |
| 37 | 2009.12.08 20:22 | buy | 19 | 1.00 | 1.06547 | 0.00000 | 0.00000 | ||
| 38 | 2009.12.08 20:45 | close | 19 | 1.00 | 1.06609 | 0.00000 | 0.00000 | 58.16 | 11314.20 |
| 39 | 2009.12.08 20:47 | buy | 20 | 1.00 | 1.06606 | 0.00000 | 0.00000 | ||
| 40 | 2009.12.08 20:50 | close | 20 | 1.00 | 1.06695 | 0.00000 | 0.00000 | 83.42 | 11397.62 |
| 41 | 2009.12.08 20:52 | buy | 21 | 1.00 | 1.06664 | 0.00000 | 0.00000 | ||
| 42 | 2009.12.08 20:59 | close | 21 | 1.00 | 1.06684 | 0.00000 | 0.00000 | 18.75 | 11416.37 |
| 43 | 2009.12.08 21:00 | buy | 22 | 1.00 | 1.06709 | 0.00000 | 0.00000 | ||
| 44 | 2009.12.17 04:20 | close | 22 | 1.00 | 1.06738 | 0.00000 | 0.00000 | 19.93 | 11436.31 |
| 45 | 2009.12.17 04:22 | buy | 23 | 1.00 | 1.06737 | 0.00000 | 0.00000 | ||
| 46 | 2009.12.17 04:50 | close | 23 | 1.00 | 1.06755 | 0.00000 | 0.00000 | 16.86 | 11453.17 |
| 47 | 2009.12.17 04:52 | buy | 24 | 1.00 | 1.06758 | 0.00000 | 0.00000 | ||
| 48 | 2009.12.17 05:10 | close | 24 | 1.00 | 1.06787 | 0.00000 | 0.00000 | 27.16 | 11480.33 |
| 49 | 2009.12.17 05:12 | buy | 25 | 1.00 | 1.06800 | 0.00000 | 0.00000 | ||
| 50 | 2009.12.17 05:15 | close | 25 | 1.00 | 1.06826 | 0.00000 | 0.00000 | 24.34 | 11504.67 |
| 51 | 2009.12.17 05:17 | buy | 26 | 1.00 | 1.06839 | 0.00000 | 0.00000 | ||
| 52 | 2009.12.17 05:20 | close | 26 | 1.00 | 1.06864 | 0.00000 | 0.00000 | 23.39 | 11528.06 |
| 53 | 2009.12.17 05:22 | buy | 27 | 1.00 | 1.06864 | 0.00000 | 0.00000 | ||
| 54 | 2009.12.17 05:45 | close | 27 | 1.00 | 1.06897 | 0.00000 | 0.00000 | 30.87 | 11558.93 |
| 55 | 2009.12.17 05:47 | buy | 28 | 1.00 | 1.06915 | 0.00000 | 0.00000 | ||
| 56 | 2009.12.17 06:50 | close | 28 | 1.00 | 1.06932 | 0.00000 | 0.00000 | 15.90 | 11574.83 |
| 57 | 2009.12.17 06:52 | buy | 29 | 1.00 | 1.06942 | 0.00000 | 0.00000 | ||
| 58 | 2009.12.17 07:15 | close | 29 | 1.00 | 1.06999 | 0.00000 | 0.00000 | 53.27 | 11628.10 |
| 59 | 2009.12.17 07:17 | buy | 30 | 1.00 | 1.07011 | 0.00000 | 0.00000 | ||
| 60 | 2009.12.17 07:20 | close | 30 | 1.00 | 1.07042 | 0.00000 | 0.00000 | 28.96 | 11657.06 |
| 61 | 2009.12.17 07:22 | buy | 31 | 1.00 | 1.07040 | 0.00000 | 0.00000 | ||
| 62 | 2009.12.17 10:50 | close | 31 | 1.00 | 1.07109 | 0.00000 | 0.00000 | 64.42 | 11721.48 |
| 63 | 2009.12.17 10:52 | buy | 32 | 1.00 | 1.07084 | 0.00000 | 0.00000 | ||
| 64 | 2009.12.17 11:15 | close | 32 | 1.00 | 1.07108 | 0.00000 | 0.00000 | 22.41 | 11743.89 |
| 65 | 2009.12.17 11:17 | buy | 33 | 1.00 | 1.07119 | 0.00000 | 0.00000 | ||
| 66 | 2009.12.17 11:20 | close | 33 | 1.00 | 1.07153 | 0.00000 | 0.00000 | 31.73 | 11775.62 |
| 67 | 2009.12.17 11:22 | buy | 34 | 1.00 | 1.07149 | 0.00000 | 0.00000 | ||
| 68 | 2009.12.17 11:40 | close | 34 | 1.00 | 1.07197 | 0.00000 | 0.00000 | 44.78 | 11820.40 |
| 69 | 2009.12.17 11:42 | buy | 35 | 1.00 | 1.07201 | 0.00000 | 0.00000 | ||
| 70 | 2009.12.17 11:45 | close | 35 | 1.00 | 1.07263 | 0.00000 | 0.00000 | 57.80 | 11878.20 |
| 71 | 2009.12.17 11:47 | buy | 36 | 1.00 | 1.07267 | 0.00000 | 0.00000 | ||
| 72 | 2009.12.17 11:50 | close | 36 | 1.00 | 1.07330 | 0.00000 | 0.00000 | 58.70 | 11936.90 |
| 73 | 2009.12.17 11:52 | buy | 37 | 1.00 | 1.07312 | 0.00000 | 0.00000 | ||
| 74 | 2009.12.17 12:15 | close | 37 | 1.00 | 1.07345 | 0.00000 | 0.00000 | 30.74 | 11967.64 |
| 75 | 2009.12.17 12:17 | buy | 38 | 1.00 | 1.07364 | 0.00000 | 0.00000 | ||
| 76 | 2009.12.17 14:20 | close | 38 | 1.00 | 1.07452 | 0.00000 | 0.00000 | 81.90 | 12049.54 |
| 77 | 2009.12.17 14:22 | buy | 39 | 1.00 | 1.07423 | 0.00000 | 0.00000 | ||
| 78 | 2009.12.31 18:57 | close at stop | 39 | 1.00 | 1.04645 | 0.00000 | 0.00000 | -2663.90 | 9385.63 |