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 | numBars=55; maPeriod=500; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -1898.41 | Gross profit | 558.60 | Gross loss | -2457.02 |
| Profit factor | 0.23 | Expected payoff | -82.54 | ||
| Absolute drawdown | 2875.70 | Maximal drawdown | 3784.56 (34.69%) | Relative drawdown | 34.69% (3784.56) |
| Total trades | 23 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 23 (95.65%) |
| Profit trades (% of total) | 22 (95.65%) | Loss trades (% of total) | 1 (4.35%) | ||
| Largest | profit trade | 28.33 | loss trade | -2457.02 | |
| Average | profit trade | 25.39 | loss trade | -2457.02 | |
| Maximum | consecutive wins (profit in money) | 22 (558.60) | consecutive losses (loss in money) | 1 (-2457.02) | |
| Maximal | consecutive profit (count of wins) | 558.60 (22) | consecutive loss (count of losses) | -2457.02 (1) | |
| Average | consecutive wins | 22 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.03 23:00 | buy | 1 | 1.00 | 1.05778 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.04 20:45 | modify | 1 | 1.00 | 1.05778 | 1.05788 | 0.00000 | ||
| 3 | 2009.12.04 20:45 | modify | 1 | 1.00 | 1.05778 | 1.05798 | 0.00000 | ||
| 4 | 2009.12.04 20:45 | modify | 1 | 1.00 | 1.05778 | 1.05808 | 0.00000 | ||
| 5 | 2009.12.04 21:15 | s/l | 1 | 1.00 | 1.05808 | 1.05808 | 0.00000 | 27.33 | 10027.33 |
| 6 | 2009.12.04 21:15 | buy | 2 | 1.00 | 1.05839 | 0.00000 | 0.00000 | ||
| 7 | 2009.12.04 21:50 | modify | 2 | 1.00 | 1.05839 | 1.05849 | 0.00000 | ||
| 8 | 2009.12.04 21:50 | modify | 2 | 1.00 | 1.05839 | 1.05859 | 0.00000 | ||
| 9 | 2009.12.04 21:57 | s/l | 2 | 1.00 | 1.05859 | 1.05859 | 0.00000 | 18.90 | 10046.23 |
| 10 | 2009.12.04 21:57 | buy | 3 | 1.00 | 1.05886 | 0.00000 | 0.00000 | ||
| 11 | 2009.12.07 09:33 | modify | 3 | 1.00 | 1.05886 | 1.05896 | 0.00000 | ||
| 12 | 2009.12.07 09:33 | modify | 3 | 1.00 | 1.05886 | 1.05906 | 0.00000 | ||
| 13 | 2009.12.07 09:33 | modify | 3 | 1.00 | 1.05886 | 1.05916 | 0.00000 | ||
| 14 | 2009.12.07 10:50 | s/l | 3 | 1.00 | 1.05916 | 1.05916 | 0.00000 | 27.30 | 10073.52 |
| 15 | 2009.12.07 10:50 | buy | 4 | 1.00 | 1.05942 | 0.00000 | 0.00000 | ||
| 16 | 2009.12.07 11:45 | modify | 4 | 1.00 | 1.05942 | 1.05952 | 0.00000 | ||
| 17 | 2009.12.07 11:45 | modify | 4 | 1.00 | 1.05942 | 1.05962 | 0.00000 | ||
| 18 | 2009.12.07 11:45 | modify | 4 | 1.00 | 1.05942 | 1.05972 | 0.00000 | ||
| 19 | 2009.12.07 13:45 | s/l | 4 | 1.00 | 1.05972 | 1.05972 | 0.00000 | 28.33 | 10101.85 |
| 20 | 2009.12.07 13:45 | buy | 5 | 1.00 | 1.05977 | 0.00000 | 0.00000 | ||
| 21 | 2009.12.08 15:50 | modify | 5 | 1.00 | 1.05977 | 1.05987 | 0.00000 | ||
| 22 | 2009.12.08 15:50 | modify | 5 | 1.00 | 1.05977 | 1.05997 | 0.00000 | ||
| 23 | 2009.12.08 15:50 | modify | 5 | 1.00 | 1.05977 | 1.06007 | 0.00000 | ||
| 24 | 2009.12.08 15:57 | s/l | 5 | 1.00 | 1.06007 | 1.06007 | 0.00000 | 27.28 | 10129.13 |
| 25 | 2009.12.08 15:57 | buy | 6 | 1.00 | 1.06016 | 0.00000 | 0.00000 | ||
| 26 | 2009.12.08 16:15 | modify | 6 | 1.00 | 1.06016 | 1.06026 | 0.00000 | ||
| 27 | 2009.12.08 16:15 | modify | 6 | 1.00 | 1.06016 | 1.06036 | 0.00000 | ||
| 28 | 2009.12.08 16:15 | modify | 6 | 1.00 | 1.06016 | 1.06046 | 0.00000 | ||
| 29 | 2009.12.08 16:27 | s/l | 6 | 1.00 | 1.06046 | 1.06046 | 0.00000 | 28.29 | 10157.42 |
| 30 | 2009.12.08 16:27 | buy | 7 | 1.00 | 1.06097 | 0.00000 | 0.00000 | ||
| 31 | 2009.12.08 18:16 | modify | 7 | 1.00 | 1.06097 | 1.06107 | 0.00000 | ||
| 32 | 2009.12.08 18:16 | modify | 7 | 1.00 | 1.06097 | 1.06117 | 0.00000 | ||
| 33 | 2009.12.08 18:16 | modify | 7 | 1.00 | 1.06097 | 1.06127 | 0.00000 | ||
| 34 | 2009.12.08 18:26 | s/l | 7 | 1.00 | 1.06127 | 1.06127 | 0.00000 | 28.28 | 10185.70 |
| 35 | 2009.12.08 18:26 | buy | 8 | 1.00 | 1.06176 | 0.00000 | 0.00000 | ||
| 36 | 2009.12.08 18:37 | modify | 8 | 1.00 | 1.06176 | 1.06186 | 0.00000 | ||
| 37 | 2009.12.08 18:40 | s/l | 8 | 1.00 | 1.06186 | 1.06186 | 0.00000 | 9.41 | 10195.11 |
| 38 | 2009.12.08 18:40 | buy | 9 | 1.00 | 1.06248 | 0.00000 | 0.00000 | ||
| 39 | 2009.12.08 19:15 | modify | 9 | 1.00 | 1.06248 | 1.06258 | 0.00000 | ||
| 40 | 2009.12.08 19:15 | modify | 9 | 1.00 | 1.06248 | 1.06268 | 0.00000 | ||
| 41 | 2009.12.08 19:15 | modify | 9 | 1.00 | 1.06248 | 1.06278 | 0.00000 | ||
| 42 | 2009.12.08 22:20 | s/l | 9 | 1.00 | 1.06278 | 1.06278 | 0.00000 | 28.24 | 10223.35 |
| 43 | 2009.12.08 22:20 | buy | 10 | 1.00 | 1.06296 | 0.00000 | 0.00000 | ||
| 44 | 2009.12.08 22:50 | modify | 10 | 1.00 | 1.06296 | 1.06306 | 0.00000 | ||
| 45 | 2009.12.08 22:50 | modify | 10 | 1.00 | 1.06296 | 1.06316 | 0.00000 | ||
| 46 | 2009.12.08 22:50 | modify | 10 | 1.00 | 1.06296 | 1.06326 | 0.00000 | ||
| 47 | 2009.12.08 22:57 | s/l | 10 | 1.00 | 1.06326 | 1.06326 | 0.00000 | 28.22 | 10251.57 |
| 48 | 2009.12.08 22:57 | buy | 11 | 1.00 | 1.06377 | 0.00000 | 0.00000 | ||
| 49 | 2009.12.09 00:15 | modify | 11 | 1.00 | 1.06377 | 1.06387 | 0.00000 | ||
| 50 | 2009.12.09 00:15 | modify | 11 | 1.00 | 1.06377 | 1.06397 | 0.00000 | ||
| 51 | 2009.12.09 00:15 | modify | 11 | 1.00 | 1.06377 | 1.06407 | 0.00000 | ||
| 52 | 2009.12.09 01:10 | s/l | 11 | 1.00 | 1.06407 | 1.06407 | 0.00000 | 27.17 | 10278.73 |
| 53 | 2009.12.09 01:10 | buy | 12 | 1.00 | 1.06459 | 0.00000 | 0.00000 | ||
| 54 | 2009.12.14 12:15 | modify | 12 | 1.00 | 1.06459 | 1.06469 | 0.00000 | ||
| 55 | 2009.12.14 12:15 | modify | 12 | 1.00 | 1.06459 | 1.06479 | 0.00000 | ||
| 56 | 2009.12.14 12:15 | modify | 12 | 1.00 | 1.06459 | 1.06489 | 0.00000 | ||
| 57 | 2009.12.14 12:50 | s/l | 12 | 1.00 | 1.06489 | 1.06489 | 0.00000 | 23.01 | 10301.74 |
| 58 | 2009.12.14 12:50 | buy | 13 | 1.00 | 1.06521 | 0.00000 | 0.00000 | ||
| 59 | 2009.12.14 14:45 | modify | 13 | 1.00 | 1.06521 | 1.06531 | 0.00000 | ||
| 60 | 2009.12.14 14:45 | modify | 13 | 1.00 | 1.06521 | 1.06541 | 0.00000 | ||
| 61 | 2009.12.14 14:50 | modify | 13 | 1.00 | 1.06521 | 1.06551 | 0.00000 | ||
| 62 | 2009.12.14 14:59 | s/l | 13 | 1.00 | 1.06551 | 1.06551 | 0.00000 | 28.16 | 10329.90 |
| 63 | 2009.12.14 14:59 | buy | 14 | 1.00 | 1.06606 | 0.00000 | 0.00000 | ||
| 64 | 2009.12.17 04:10 | modify | 14 | 1.00 | 1.06606 | 1.06616 | 0.00000 | ||
| 65 | 2009.12.17 04:15 | modify | 14 | 1.00 | 1.06606 | 1.06626 | 0.00000 | ||
| 66 | 2009.12.17 04:15 | modify | 14 | 1.00 | 1.06606 | 1.06636 | 0.00000 | ||
| 67 | 2009.12.17 04:37 | s/l | 14 | 1.00 | 1.06636 | 1.06636 | 0.00000 | 22.96 | 10352.86 |
| 68 | 2009.12.17 04:37 | buy | 15 | 1.00 | 1.06692 | 0.00000 | 0.00000 | ||
| 69 | 2009.12.17 04:50 | modify | 15 | 1.00 | 1.06692 | 1.06702 | 0.00000 | ||
| 70 | 2009.12.17 04:50 | modify | 15 | 1.00 | 1.06692 | 1.06712 | 0.00000 | ||
| 71 | 2009.12.17 04:57 | s/l | 15 | 1.00 | 1.06712 | 1.06712 | 0.00000 | 18.74 | 10371.60 |
| 72 | 2009.12.17 04:57 | buy | 16 | 1.00 | 1.06773 | 0.00000 | 0.00000 | ||
| 73 | 2009.12.17 05:15 | modify | 16 | 1.00 | 1.06773 | 1.06783 | 0.00000 | ||
| 74 | 2009.12.17 05:20 | modify | 16 | 1.00 | 1.06773 | 1.06793 | 0.00000 | ||
| 75 | 2009.12.17 05:20 | modify | 16 | 1.00 | 1.06773 | 1.06803 | 0.00000 | ||
| 76 | 2009.12.17 07:46 | s/l | 16 | 1.00 | 1.06803 | 1.06803 | 0.00000 | 28.09 | 10399.69 |
| 77 | 2009.12.17 07:46 | buy | 17 | 1.00 | 1.06854 | 0.00000 | 0.00000 | ||
| 78 | 2009.12.17 08:20 | modify | 17 | 1.00 | 1.06854 | 1.06864 | 0.00000 | ||
| 79 | 2009.12.17 08:20 | modify | 17 | 1.00 | 1.06854 | 1.06874 | 0.00000 | ||
| 80 | 2009.12.17 08:27 | s/l | 17 | 1.00 | 1.06874 | 1.06874 | 0.00000 | 18.72 | 10418.41 |
| 81 | 2009.12.17 08:27 | buy | 18 | 1.00 | 1.06925 | 0.00000 | 0.00000 | ||
| 82 | 2009.12.17 10:45 | modify | 18 | 1.00 | 1.06925 | 1.06935 | 0.00000 | ||
| 83 | 2009.12.17 10:45 | modify | 18 | 1.00 | 1.06925 | 1.06945 | 0.00000 | ||
| 84 | 2009.12.17 10:45 | modify | 18 | 1.00 | 1.06925 | 1.06955 | 0.00000 | ||
| 85 | 2009.12.17 15:32 | s/l | 18 | 1.00 | 1.06955 | 1.06955 | 0.00000 | 28.08 | 10446.49 |
| 86 | 2009.12.17 15:32 | buy | 19 | 1.00 | 1.06920 | 0.00000 | 0.00000 | ||
| 87 | 2009.12.17 15:45 | modify | 19 | 1.00 | 1.06920 | 1.06930 | 0.00000 | ||
| 88 | 2009.12.17 15:45 | modify | 19 | 1.00 | 1.06920 | 1.06940 | 0.00000 | ||
| 89 | 2009.12.17 15:45 | modify | 19 | 1.00 | 1.06920 | 1.06950 | 0.00000 | ||
| 90 | 2009.12.17 16:10 | s/l | 19 | 1.00 | 1.06950 | 1.06950 | 0.00000 | 28.06 | 10474.55 |
| 91 | 2009.12.17 16:10 | buy | 20 | 1.00 | 1.06978 | 0.00000 | 0.00000 | ||
| 92 | 2009.12.17 17:15 | modify | 20 | 1.00 | 1.06978 | 1.06988 | 0.00000 | ||
| 93 | 2009.12.17 17:20 | modify | 20 | 1.00 | 1.06978 | 1.06998 | 0.00000 | ||
| 94 | 2009.12.17 17:20 | modify | 20 | 1.00 | 1.06978 | 1.07008 | 0.00000 | ||
| 95 | 2009.12.17 17:37 | s/l | 20 | 1.00 | 1.07008 | 1.07008 | 0.00000 | 28.04 | 10502.59 |
| 96 | 2009.12.17 17:37 | buy | 21 | 1.00 | 1.07072 | 0.00000 | 0.00000 | ||
| 97 | 2009.12.17 17:50 | modify | 21 | 1.00 | 1.07072 | 1.07082 | 0.00000 | ||
| 98 | 2009.12.17 17:50 | modify | 21 | 1.00 | 1.07072 | 1.07092 | 0.00000 | ||
| 99 | 2009.12.17 17:50 | modify | 21 | 1.00 | 1.07072 | 1.07102 | 0.00000 | ||
| 100 | 2009.12.17 18:07 | s/l | 21 | 1.00 | 1.07102 | 1.07102 | 0.00000 | 28.01 | 10530.60 |
| 101 | 2009.12.17 18:07 | buy | 22 | 1.00 | 1.07158 | 0.00000 | 0.00000 | ||
| 102 | 2009.12.17 18:15 | modify | 22 | 1.00 | 1.07158 | 1.07168 | 0.00000 | ||
| 103 | 2009.12.17 18:15 | modify | 22 | 1.00 | 1.07158 | 1.07178 | 0.00000 | ||
| 104 | 2009.12.17 18:20 | modify | 22 | 1.00 | 1.07158 | 1.07188 | 0.00000 | ||
| 105 | 2009.12.17 18:27 | s/l | 22 | 1.00 | 1.07188 | 1.07188 | 0.00000 | 28.00 | 10558.60 |
| 106 | 2009.12.17 18:27 | buy | 23 | 1.00 | 1.07201 | 0.00000 | 0.00000 | ||
| 107 | 2009.12.31 18:57 | close at stop | 23 | 1.00 | 1.04645 | 0.00000 | 0.00000 | -2457.02 | 8101.59 |