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 | AlertsOn=false; MultiPositions=false; ProfitToMoveSL=40; PositiveSL=10; SL_Offset=0; TP_Offset=0; Comments=true; TrendLine=true; TrendLineStyle=0; TrendLineWidth=1; UpperTrendLineColour=LimeGreen; LowerTrendLineColour=Red; ProjectionLines=true; ProjectionLinesStyle=2; ProjectionLinesWidth=1; UpperProjectionLineColour=LimeGreen; LowerProjectionLineColour=Red; HorizontLine=true; Lots=0.1; MaximumRisk=0.02; DecreaseFactor=3; | ||||
Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -624.57 | Gross profit | 385.79 | Gross loss | -1010.36 |
Profit factor | 0.38 | Expected payoff | -16.88 | ||
Absolute drawdown | 624.57 | Maximal drawdown | 664.16 (6.62%) | Relative drawdown | 6.62% (664.16) |
Total trades | 37 | Short positions (won %) | 19 (31.58%) | Long positions (won %) | 18 (33.33%) |
Profit trades (% of total) | 12 (32.43%) | Loss trades (% of total) | 25 (67.57%) | ||
Largest | profit trade | 118.38 | loss trade | -56.46 | |
Average | profit trade | 32.15 | loss trade | -40.41 | |
Maximum | consecutive wins (profit in money) | 2 (120.29) | consecutive losses (loss in money) | 7 (-213.09) | |
Maximal | consecutive profit (count of wins) | 120.29 (2) | consecutive loss (count of losses) | -213.09 (7) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 16:00 | sell | 1 | 0.20 | 1.04277 | 1.04504 | 1.03656 | ||
2 | 2009.12.01 21:20 | s/l | 1 | 0.20 | 1.04504 | 1.04504 | 1.03656 | -43.44 | 9956.56 |
3 | 2009.12.02 00:00 | buy | 2 | 0.20 | 1.04716 | 1.04422 | 1.05468 | ||
4 | 2009.12.02 04:37 | s/l | 2 | 0.20 | 1.04422 | 1.04422 | 1.05468 | -56.31 | 9900.25 |
5 | 2009.12.02 12:00 | sell | 3 | 0.10 | 1.04442 | 1.04669 | 1.03821 | ||
6 | 2009.12.02 12:32 | s/l | 3 | 0.10 | 1.04669 | 1.04669 | 1.03821 | -21.68 | 9878.57 |
7 | 2009.12.02 20:00 | buy | 4 | 0.10 | 1.04912 | 1.04618 | 1.05664 | ||
8 | 2009.12.03 00:00 | modify | 4 | 0.10 | 1.04912 | 1.04922 | 1.05664 | ||
9 | 2009.12.03 00:16 | s/l | 4 | 0.10 | 1.04922 | 1.04922 | 1.05664 | 0.85 | 9879.42 |
10 | 2009.12.03 04:00 | sell | 5 | 0.20 | 1.04888 | 1.05115 | 1.04267 | ||
11 | 2009.12.03 07:07 | s/l | 5 | 0.20 | 1.05115 | 1.05115 | 1.04267 | -43.19 | 9836.23 |
12 | 2009.12.03 08:00 | sell | 6 | 0.20 | 1.04819 | 1.05046 | 1.04198 | ||
13 | 2009.12.03 11:40 | s/l | 6 | 0.20 | 1.05046 | 1.05046 | 1.04198 | -43.21 | 9793.02 |
14 | 2009.12.03 16:00 | buy | 7 | 0.10 | 1.05563 | 1.05269 | 1.06315 | ||
15 | 2009.12.03 17:15 | s/l | 7 | 0.10 | 1.05269 | 1.05269 | 1.06315 | -27.94 | 9765.08 |
16 | 2009.12.03 20:00 | sell | 8 | 0.10 | 1.05214 | 1.05441 | 1.04593 | ||
17 | 2009.12.03 21:45 | s/l | 8 | 0.10 | 1.05441 | 1.05441 | 1.04593 | -21.52 | 9743.56 |
18 | 2009.12.04 20:00 | buy | 9 | 0.10 | 1.05711 | 1.05417 | 1.06463 | ||
19 | 2009.12.07 01:50 | s/l | 9 | 0.10 | 1.05417 | 1.05417 | 1.06463 | -27.96 | 9715.60 |
20 | 2009.12.07 04:00 | sell | 10 | 0.10 | 1.05434 | 1.05661 | 1.04813 | ||
21 | 2009.12.07 08:20 | s/l | 10 | 0.10 | 1.05661 | 1.05661 | 1.04813 | -21.48 | 9694.12 |
22 | 2009.12.07 12:00 | buy | 11 | 0.10 | 1.06137 | 1.05843 | 1.06889 | ||
23 | 2009.12.07 13:50 | s/l | 11 | 0.10 | 1.05843 | 1.05843 | 1.06889 | -27.79 | 9666.33 |
24 | 2009.12.08 00:00 | buy | 12 | 0.10 | 1.05145 | 1.04851 | 1.05897 | ||
25 | 2009.12.08 14:37 | t/p | 12 | 0.10 | 1.05897 | 1.04851 | 1.05897 | 71.02 | 9737.35 |
26 | 2009.12.08 16:00 | buy | 13 | 0.20 | 1.05963 | 1.05669 | 1.06715 | ||
27 | 2009.12.08 20:00 | modify | 13 | 0.20 | 1.05963 | 1.05973 | 1.06715 | ||
28 | 2009.12.09 08:00 | modify | 13 | 0.20 | 1.05963 | 1.06187 | 1.07233 | ||
29 | 2009.12.09 09:15 | s/l | 13 | 0.20 | 1.06187 | 1.06187 | 1.07233 | 42.13 | 9779.48 |
30 | 2009.12.10 12:00 | sell | 14 | 0.20 | 1.05119 | 1.05346 | 1.04498 | ||
31 | 2009.12.10 16:20 | s/l | 14 | 0.20 | 1.05346 | 1.05346 | 1.04498 | -43.07 | 9736.41 |
32 | 2009.12.11 08:00 | buy | 15 | 0.20 | 1.05243 | 1.04949 | 1.05995 | ||
33 | 2009.12.11 10:20 | s/l | 15 | 0.20 | 1.04949 | 1.04949 | 1.05995 | -56.04 | 9680.37 |
34 | 2009.12.14 04:00 | sell | 16 | 0.10 | 1.05978 | 1.06205 | 1.05357 | ||
35 | 2009.12.14 04:20 | s/l | 16 | 0.10 | 1.06205 | 1.06205 | 1.05357 | -21.37 | 9659.00 |
36 | 2009.12.14 12:00 | buy | 17 | 0.10 | 1.06466 | 1.06172 | 1.07218 | ||
37 | 2009.12.14 16:45 | s/l | 17 | 0.10 | 1.06172 | 1.06172 | 1.07218 | -27.70 | 9631.30 |
38 | 2009.12.15 08:00 | buy | 18 | 0.10 | 1.05673 | 1.05379 | 1.06425 | ||
39 | 2009.12.15 12:00 | modify | 18 | 0.10 | 1.05673 | 1.05683 | 1.06425 | ||
40 | 2009.12.15 12:20 | t/p | 18 | 0.10 | 1.06425 | 1.05683 | 1.06425 | 70.62 | 9701.92 |
41 | 2009.12.16 04:00 | sell | 19 | 0.20 | 1.06063 | 1.06290 | 1.05442 | ||
42 | 2009.12.16 08:00 | buy | 20 | 0.20 | 1.06112 | 1.05818 | 1.06864 | ||
43 | 2009.12.16 08:50 | s/l | 19 | 0.20 | 1.06290 | 1.06290 | 1.05442 | -42.71 | 9659.21 |
44 | 2009.12.16 12:00 | modify | 20 | 0.20 | 1.06112 | 1.06122 | 1.06864 | ||
45 | 2009.12.16 12:10 | s/l | 20 | 0.20 | 1.06122 | 1.06122 | 1.06864 | 1.89 | 9661.10 |
46 | 2009.12.17 04:00 | buy | 21 | 0.20 | 1.06656 | 1.06362 | 1.07408 | ||
47 | 2009.12.17 08:00 | modify | 21 | 0.20 | 1.06656 | 1.06666 | 1.07408 | ||
48 | 2009.12.17 08:50 | s/l | 21 | 0.20 | 1.06666 | 1.06666 | 1.07408 | 1.88 | 9662.98 |
49 | 2009.12.17 12:00 | buy | 22 | 0.20 | 1.07331 | 1.07037 | 1.08083 | ||
50 | 2009.12.17 12:46 | s/l | 22 | 0.20 | 1.07037 | 1.07037 | 1.08083 | -54.94 | 9608.04 |
51 | 2009.12.18 00:00 | buy | 23 | 0.20 | 1.07085 | 1.06791 | 1.07837 | ||
52 | 2009.12.18 03:03 | s/l | 23 | 0.20 | 1.06791 | 1.06791 | 1.07837 | -55.09 | 9552.95 |
53 | 2009.12.18 12:00 | sell | 24 | 0.10 | 1.06547 | 1.06774 | 1.05926 | ||
54 | 2009.12.18 14:50 | s/l | 24 | 0.10 | 1.06774 | 1.06774 | 1.05926 | -21.26 | 9531.69 |
55 | 2009.12.21 12:00 | sell | 25 | 0.10 | 1.06281 | 1.06508 | 1.05660 | ||
56 | 2009.12.21 13:20 | t/p | 25 | 0.10 | 1.05660 | 1.06508 | 1.05660 | 58.78 | 9590.47 |
57 | 2009.12.22 04:00 | buy | 26 | 0.20 | 1.06242 | 1.05948 | 1.06994 | ||
58 | 2009.12.22 08:00 | sell | 27 | 0.20 | 1.06074 | 1.06301 | 1.05453 | ||
59 | 2009.12.22 08:20 | s/l | 26 | 0.20 | 1.05948 | 1.05948 | 1.06994 | -55.50 | 9534.97 |
60 | 2009.12.22 12:00 | modify | 27 | 0.20 | 1.06074 | 1.06064 | 1.05453 | ||
61 | 2009.12.22 16:45 | s/l | 27 | 0.20 | 1.06064 | 1.06064 | 1.05453 | 1.88 | 9536.85 |
62 | 2009.12.22 20:00 | sell | 28 | 0.20 | 1.05445 | 1.05672 | 1.04824 | ||
63 | 2009.12.22 21:20 | s/l | 28 | 0.20 | 1.05672 | 1.05672 | 1.04824 | -42.96 | 9493.89 |
64 | 2009.12.23 12:00 | sell | 29 | 0.20 | 1.05541 | 1.05768 | 1.04920 | ||
65 | 2009.12.23 13:50 | t/p | 29 | 0.20 | 1.04920 | 1.05768 | 1.04920 | 118.38 | 9612.27 |
66 | 2009.12.23 20:00 | sell | 30 | 0.20 | 1.04771 | 1.04998 | 1.04150 | ||
67 | 2009.12.24 12:00 | modify | 30 | 0.20 | 1.04771 | 1.04761 | 1.04150 | ||
68 | 2009.12.24 14:45 | s/l | 30 | 0.20 | 1.04761 | 1.04761 | 1.04150 | 1.91 | 9614.18 |
69 | 2009.12.28 04:00 | sell | 31 | 0.20 | 1.04630 | 1.04857 | 1.04009 | ||
70 | 2009.12.28 08:35 | s/l | 31 | 0.20 | 1.04857 | 1.04857 | 1.04009 | -43.28 | 9570.90 |
71 | 2009.12.28 16:00 | sell | 32 | 0.20 | 1.04584 | 1.04811 | 1.03963 | ||
72 | 2009.12.28 20:00 | modify | 32 | 0.20 | 1.04584 | 1.04574 | 1.03963 | ||
73 | 2009.12.29 04:00 | buy | 33 | 0.20 | 1.04447 | 1.04153 | 1.05199 | ||
74 | 2009.12.29 08:00 | modify | 32 | 0.20 | 1.04584 | 1.04503 | 1.03655 | ||
75 | 2009.12.29 09:15 | s/l | 33 | 0.20 | 1.04153 | 1.04153 | 1.05199 | -56.46 | 9514.44 |
76 | 2009.12.30 01:40 | s/l | 32 | 0.20 | 1.04503 | 1.04503 | 1.03655 | 15.50 | 9529.94 |
77 | 2009.12.30 12:00 | sell | 34 | 0.20 | 1.04725 | 1.04952 | 1.04104 | ||
78 | 2009.12.30 12:50 | s/l | 34 | 0.20 | 1.04952 | 1.04952 | 1.04104 | -43.24 | 9486.70 |
79 | 2009.12.30 16:00 | buy | 35 | 0.20 | 1.05344 | 1.05050 | 1.06096 | ||
80 | 2009.12.30 17:02 | s/l | 35 | 0.20 | 1.05050 | 1.05050 | 1.06096 | -55.99 | 9430.71 |
81 | 2009.12.31 08:00 | sell | 36 | 0.10 | 1.04964 | 1.05191 | 1.04343 | ||
82 | 2009.12.31 12:00 | modify | 36 | 0.10 | 1.04964 | 1.04954 | 1.04343 | ||
83 | 2009.12.31 13:10 | s/l | 36 | 0.10 | 1.04954 | 1.04954 | 1.04343 | 0.95 | 9431.66 |
84 | 2009.12.31 16:00 | buy | 37 | 0.20 | 1.04872 | 1.04578 | 1.05624 | ||
85 | 2009.12.31 17:20 | s/l | 37 | 0.20 | 1.04578 | 1.04578 | 1.05624 | -56.23 | 9375.43 |