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 | Lots=200; StopLoss=2000; TakeProfit=0; TradeAtCloseBar=false; TrailingStop=0; TrailingStep=1; BreakEven=0; MagicNumber=0; Repeat=3; Periods=5; UseAlert=false; SendEmail=true; TradeLog="MasterMind3"; Slippage=3; Indicator_Setting="---------- Indicator Setting"; Crash=false; TimeFrame=0; Length=5; Method=3; Smoothing=1; Filter=5; RealTime=false; Steady=false; Color=false; Alerts=false; EmailON=false; SignalPrice=false; SignalPriceBUY=Black; SignalPriceSELL=Black; CountBars=1485; | ||||
Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -4893.18 | Gross profit | 12199.43 | Gross loss | -17092.61 |
Profit factor | 0.71 | Expected payoff | -168.73 | ||
Absolute drawdown | 7085.45 | Maximal drawdown | 19452.50 (86.97%) | Relative drawdown | 86.97% (19452.50) |
Total trades | 29 | Short positions (won %) | 15 (80.00%) | Long positions (won %) | 14 (57.14%) |
Profit trades (% of total) | 20 (68.97%) | Loss trades (% of total) | 9 (31.03%) | ||
Largest | profit trade | 1628.64 | loss trade | -5391.87 | |
Average | profit trade | 609.97 | loss trade | -1899.18 | |
Maximum | consecutive wins (profit in money) | 17 (11988.38) | consecutive losses (loss in money) | 3 (-15595.02) | |
Maximal | consecutive profit (count of wins) | 11988.38 (17) | consecutive loss (count of losses) | -15595.02 (3) | |
Average | consecutive wins | 10 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 08:10 | buy | 1 | 1.30 | 1.05337 | 1.03337 | 0.00000 | ||
2 | 2009.12.01 08:16 | buy | 2 | 1.30 | 1.05207 | 1.03207 | 0.00000 | ||
3 | 2009.12.01 08:32 | buy | 3 | 1.20 | 1.05186 | 1.03186 | 0.00000 | ||
4 | 2009.12.02 17:20 | close | 1 | 1.30 | 1.04838 | 1.03337 | 0.00000 | -620.10 | 9379.90 |
5 | 2009.12.02 18:15 | close | 2 | 1.30 | 1.04860 | 1.03207 | 0.00000 | -431.53 | 8948.36 |
6 | 2009.12.02 18:20 | close | 3 | 1.20 | 1.04957 | 1.03186 | 0.00000 | -263.06 | 8685.30 |
7 | 2009.12.02 18:32 | sell | 4 | 1.20 | 1.05054 | 1.07054 | 0.00000 | ||
8 | 2009.12.02 18:37 | sell | 5 | 1.10 | 1.05067 | 1.07067 | 0.00000 | ||
9 | 2009.12.02 20:45 | sell | 6 | 1.10 | 1.05099 | 1.07099 | 0.00000 | ||
10 | 2009.12.04 13:50 | close | 4 | 1.20 | 1.04631 | 1.07054 | 0.00000 | 484.68 | 9169.98 |
11 | 2009.12.04 14:32 | close | 5 | 1.10 | 1.04450 | 1.07067 | 0.00000 | 649.37 | 9819.35 |
12 | 2009.12.04 14:37 | close | 6 | 1.10 | 1.04391 | 1.07099 | 0.00000 | 745.63 | 10564.97 |
13 | 2009.12.04 20:45 | sell | 7 | 1.40 | 1.05852 | 1.07852 | 0.00000 | ||
14 | 2009.12.04 20:50 | sell | 8 | 1.40 | 1.05941 | 1.07941 | 0.00000 | ||
15 | 2009.12.04 21:07 | sell | 9 | 1.30 | 1.05947 | 1.07947 | 0.00000 | ||
16 | 2009.12.09 20:50 | close | 7 | 1.40 | 1.05406 | 1.07852 | 0.00000 | 591.99 | 11156.96 |
17 | 2009.12.09 21:03 | close | 8 | 1.40 | 1.05355 | 1.07941 | 0.00000 | 778.31 | 11935.26 |
18 | 2009.12.09 21:10 | close | 9 | 1.30 | 1.05289 | 1.07947 | 0.00000 | 812.06 | 12747.33 |
19 | 2009.12.09 21:16 | buy | 10 | 1.70 | 1.05202 | 1.03202 | 0.00000 | ||
20 | 2009.12.10 11:50 | buy | 11 | 1.70 | 1.05156 | 1.03156 | 0.00000 | ||
21 | 2009.12.10 12:20 | buy | 12 | 1.60 | 1.05122 | 1.03122 | 0.00000 | ||
22 | 2009.12.11 16:15 | close | 10 | 1.70 | 1.05515 | 1.03202 | 0.00000 | 497.26 | 13244.59 |
23 | 2009.12.11 16:20 | close | 11 | 1.70 | 1.05621 | 1.03156 | 0.00000 | 746.67 | 13991.26 |
24 | 2009.12.11 17:10 | close | 12 | 1.60 | 1.05699 | 1.03122 | 0.00000 | 871.77 | 14863.02 |
25 | 2009.12.11 17:15 | sell | 13 | 2.00 | 1.05885 | 1.07885 | 0.00000 | ||
26 | 2009.12.11 17:20 | sell | 14 | 1.90 | 1.06071 | 1.08071 | 0.00000 | ||
27 | 2009.12.11 19:50 | sell | 15 | 1.80 | 1.06098 | 1.08098 | 0.00000 | ||
28 | 2009.12.15 05:10 | close | 13 | 2.00 | 1.05695 | 1.07885 | 0.00000 | 359.15 | 15222.18 |
29 | 2009.12.15 05:16 | close | 14 | 1.90 | 1.05609 | 1.08071 | 0.00000 | 830.82 | 16053.00 |
30 | 2009.12.15 05:45 | close | 15 | 1.80 | 1.05608 | 1.08098 | 0.00000 | 834.82 | 16887.82 |
31 | 2009.12.15 05:50 | buy | 16 | 2.30 | 1.05572 | 1.03572 | 0.00000 | ||
32 | 2009.12.16 15:50 | buy | 17 | 2.30 | 1.05763 | 1.03763 | 0.00000 | ||
33 | 2009.12.16 20:45 | close | 16 | 2.30 | 1.06326 | 1.03572 | 0.00000 | 1628.64 | 18516.46 |
34 | 2009.12.16 20:50 | close | 17 | 2.30 | 1.06418 | 1.03763 | 0.00000 | 1415.64 | 19932.10 |
35 | 2009.12.17 02:50 | sell | 18 | 2.70 | 1.06452 | 1.08452 | 0.00000 | ||
36 | 2009.12.17 03:02 | sell | 19 | 2.60 | 1.06504 | 1.08504 | 0.00000 | ||
37 | 2009.12.17 03:07 | sell | 20 | 2.50 | 1.06524 | 1.08524 | 0.00000 | ||
38 | 2009.12.18 12:32 | close | 18 | 2.70 | 1.06410 | 1.08452 | 0.00000 | 106.32 | 20038.42 |
39 | 2009.12.18 12:37 | close | 19 | 2.60 | 1.06391 | 1.08504 | 0.00000 | 275.91 | 20314.32 |
40 | 2009.12.18 16:02 | close | 20 | 2.50 | 1.06371 | 1.08524 | 0.00000 | 359.35 | 20673.68 |
41 | 2009.12.18 16:07 | buy | 21 | 2.80 | 1.06335 | 1.04335 | 0.00000 | ||
42 | 2009.12.21 11:20 | buy | 22 | 2.70 | 1.06331 | 1.04331 | 0.00000 | ||
43 | 2009.12.21 11:45 | buy | 23 | 2.60 | 1.06272 | 1.04272 | 0.00000 | ||
44 | 2009.12.28 16:50 | s/l | 21 | 2.80 | 1.04335 | 1.04335 | 0.00000 | -5391.87 | 15281.81 |
45 | 2009.12.28 16:50 | s/l | 22 | 2.70 | 1.04331 | 1.04331 | 0.00000 | -5196.51 | 10085.30 |
46 | 2009.12.28 16:50 | buy | 24 | 0.60 | 1.04372 | 1.02372 | 0.00000 | ||
47 | 2009.12.28 17:13 | buy | 25 | 0.60 | 1.04357 | 1.02357 | 0.00000 | ||
48 | 2009.12.28 17:20 | s/l | 23 | 2.60 | 1.04272 | 1.04272 | 0.00000 | -5006.64 | 5078.66 |
49 | 2009.12.28 17:20 | buy | 26 | 0.60 | 1.04318 | 1.02318 | 0.00000 | ||
50 | 2009.12.30 01:15 | close | 24 | 0.60 | 1.04451 | 1.02372 | 0.00000 | 44.14 | 5122.80 |
51 | 2009.12.30 01:20 | close | 25 | 0.60 | 1.04471 | 1.02357 | 0.00000 | 64.23 | 5187.03 |
52 | 2009.12.30 01:40 | close | 26 | 0.60 | 1.04499 | 1.02318 | 0.00000 | 102.68 | 5289.70 |
53 | 2009.12.30 01:45 | sell | 27 | 0.70 | 1.04541 | 1.06541 | 0.00000 | ||
54 | 2009.12.30 01:50 | sell | 28 | 0.70 | 1.04583 | 1.06583 | 0.00000 | ||
55 | 2009.12.30 02:20 | sell | 29 | 0.60 | 1.04596 | 1.06596 | 0.00000 | ||
56 | 2009.12.31 17:15 | close | 27 | 0.70 | 1.04736 | 1.06541 | 0.00000 | -130.53 | 5159.18 |
57 | 2009.12.31 17:20 | close | 28 | 0.70 | 1.04635 | 1.06583 | 0.00000 | -34.99 | 5124.19 |
58 | 2009.12.31 18:50 | close | 29 | 0.60 | 1.04626 | 1.06596 | 0.00000 | -17.37 | 5106.82 |