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=0.1; StopLoss=50; TralingStop=35; FirstStop=24; ten_sen=9; kij_sen=26; sen_span_b=52; mail_users="""; FreeMargin=500; MathLots=300; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -4098.08 | Gross profit | 1676.59 | Gross loss | -5774.67 |
| Profit factor | 0.29 | Expected payoff | -178.18 | ||
| Absolute drawdown | 7105.72 | Maximal drawdown | 7653.91 (72.56%) | Relative drawdown | 72.56% (7653.91) |
| Total trades | 23 | Short positions (won %) | 12 (41.67%) | Long positions (won %) | 11 (63.64%) |
| Profit trades (% of total) | 12 (52.17%) | Loss trades (% of total) | 11 (47.83%) | ||
| Largest | profit trade | 193.45 | loss trade | -2848.09 | |
| Average | profit trade | 139.72 | loss trade | -524.97 | |
| Maximum | consecutive wins (profit in money) | 3 (478.69) | consecutive losses (loss in money) | 3 (-848.54) | |
| Maximal | consecutive profit (count of wins) | 478.69 (3) | consecutive loss (count of losses) | -2848.09 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.03 06:59 | buy | 1 | 3.30 | 1.05159 | 0.00000 | 1.05209 | ||
| 2 | 2009.12.03 14:40 | modify | 1 | 3.30 | 1.05159 | 1.05148 | 1.05248 | ||
| 3 | 2009.12.03 14:42 | s/l | 1 | 3.30 | 1.05148 | 1.05148 | 1.05248 | -34.52 | 9965.48 |
| 4 | 2009.12.03 14:42 | buy | 2 | 3.30 | 1.05213 | 0.00000 | 1.05263 | ||
| 5 | 2009.12.03 14:45 | t/p | 2 | 3.30 | 1.05263 | 0.00000 | 1.05263 | 156.62 | 10122.10 |
| 6 | 2009.12.03 14:45 | buy | 3 | 3.40 | 1.05419 | 0.00000 | 1.05469 | ||
| 7 | 2009.12.03 14:50 | t/p | 3 | 3.40 | 1.05469 | 0.00000 | 1.05469 | 161.12 | 10283.22 |
| 8 | 2009.12.03 14:50 | buy | 4 | 3.40 | 1.05573 | 0.00000 | 1.05623 | ||
| 9 | 2009.12.03 15:20 | t/p | 4 | 3.40 | 1.05623 | 0.00000 | 1.05623 | 160.95 | 10444.17 |
| 10 | 2009.12.04 13:16 | sell | 5 | 3.50 | 1.04664 | 0.00000 | 1.04614 | ||
| 11 | 2009.12.04 13:50 | modify | 5 | 3.50 | 1.04664 | 1.04683 | 1.04583 | ||
| 12 | 2009.12.04 13:57 | s/l | 5 | 3.50 | 1.04683 | 1.04683 | 1.04583 | -63.52 | 10380.65 |
| 13 | 2009.12.04 13:57 | sell | 6 | 3.50 | 1.04636 | 0.00000 | 1.04586 | ||
| 14 | 2009.12.04 14:32 | t/p | 6 | 3.50 | 1.04586 | 0.00000 | 1.04586 | 167.54 | 10548.19 |
| 15 | 2009.12.04 14:32 | sell | 7 | 3.50 | 1.04386 | 0.00000 | 1.04336 | ||
| 16 | 2009.12.07 18:03 | close | 7 | 3.50 | 1.05242 | 0.00000 | 1.04336 | -2848.09 | 7700.10 |
| 17 | 2009.12.07 18:06 | buy | 8 | 2.60 | 1.05221 | 0.00000 | 1.05271 | ||
| 18 | 2009.12.07 18:16 | t/p | 8 | 2.60 | 1.05271 | 0.00000 | 1.05271 | 123.45 | 7823.55 |
| 19 | 2009.12.07 18:16 | buy | 9 | 2.60 | 1.05372 | 0.00000 | 1.05422 | ||
| 20 | 2009.12.08 00:15 | close | 9 | 2.60 | 1.05059 | 0.00000 | 1.05422 | -776.32 | 7047.23 |
| 21 | 2009.12.08 00:20 | sell | 10 | 2.30 | 1.05009 | 0.00000 | 1.04959 | ||
| 22 | 2009.12.08 02:20 | modify | 10 | 2.30 | 1.05009 | 1.05020 | 1.04920 | ||
| 23 | 2009.12.08 03:03 | s/l | 10 | 2.30 | 1.05020 | 1.05020 | 1.04920 | -24.08 | 7023.15 |
| 24 | 2009.12.08 03:50 | sell | 11 | 2.30 | 1.05066 | 0.00000 | 1.05016 | ||
| 25 | 2009.12.08 06:50 | modify | 11 | 2.30 | 1.05066 | 1.05088 | 1.04988 | ||
| 26 | 2009.12.08 06:57 | s/l | 11 | 2.30 | 1.05088 | 1.05088 | 1.04988 | -48.14 | 6975.01 |
| 27 | 2009.12.08 06:57 | sell | 12 | 2.30 | 1.05058 | 0.00000 | 1.05008 | ||
| 28 | 2009.12.08 10:50 | t/p | 12 | 2.30 | 1.05008 | 0.00000 | 1.05008 | 109.56 | 7084.57 |
| 29 | 2009.12.08 10:50 | sell | 13 | 2.40 | 1.04897 | 0.00000 | 1.04847 | ||
| 30 | 2009.12.10 14:50 | t/p | 13 | 2.40 | 1.04847 | 0.00000 | 1.04847 | 110.84 | 7195.41 |
| 31 | 2009.12.14 00:22 | buy | 14 | 2.40 | 1.05845 | 0.00000 | 1.05895 | ||
| 32 | 2009.12.14 00:45 | modify | 14 | 2.40 | 1.05845 | 1.05823 | 1.05923 | ||
| 33 | 2009.12.14 01:20 | s/l | 14 | 2.40 | 1.05823 | 1.05823 | 1.05923 | -49.92 | 7145.49 |
| 34 | 2009.12.18 15:20 | sell | 15 | 2.40 | 1.06456 | 0.00000 | 1.06406 | ||
| 35 | 2009.12.18 15:50 | t/p | 15 | 2.40 | 1.06406 | 0.00000 | 1.06406 | 112.79 | 7258.28 |
| 36 | 2009.12.18 15:50 | sell | 16 | 2.40 | 1.06331 | 0.00000 | 1.06281 | ||
| 37 | 2009.12.21 08:13 | close | 16 | 2.40 | 1.06696 | 0.00000 | 1.06281 | -821.92 | 6436.36 |
| 38 | 2009.12.21 08:16 | buy | 17 | 2.10 | 1.06677 | 0.00000 | 1.06727 | ||
| 39 | 2009.12.21 08:26 | t/p | 17 | 2.10 | 1.06727 | 0.00000 | 1.06727 | 98.37 | 6534.73 |
| 40 | 2009.12.21 08:26 | buy | 18 | 2.20 | 1.06806 | 0.00000 | 1.06856 | ||
| 41 | 2009.12.21 09:13 | modify | 18 | 2.20 | 1.06806 | 1.06800 | 1.06900 | ||
| 42 | 2009.12.21 09:20 | t/p | 18 | 2.20 | 1.06900 | 1.06800 | 1.06900 | 193.45 | 6728.18 |
| 43 | 2009.12.21 11:07 | buy | 19 | 2.20 | 1.06643 | 0.00000 | 1.06693 | ||
| 44 | 2009.12.21 11:20 | close | 19 | 2.20 | 1.06267 | 0.00000 | 1.06693 | -778.42 | 5949.76 |
| 45 | 2009.12.21 11:22 | sell | 20 | 2.00 | 1.06323 | 0.00000 | 1.06273 | ||
| 46 | 2009.12.21 11:45 | modify | 20 | 2.00 | 1.06323 | 1.06324 | 1.06224 | ||
| 47 | 2009.12.21 11:50 | t/p | 20 | 2.00 | 1.06224 | 1.06324 | 1.06224 | 186.47 | 6136.23 |
| 48 | 2009.12.21 11:50 | sell | 21 | 2.00 | 1.06118 | 0.00000 | 1.06068 | ||
| 49 | 2009.12.21 13:05 | modify | 21 | 2.00 | 1.06118 | 1.06144 | 1.06044 | ||
| 50 | 2009.12.21 13:07 | s/l | 21 | 2.00 | 1.06144 | 1.06144 | 1.06044 | -48.97 | 6087.26 |
| 51 | 2009.12.30 03:05 | buy | 22 | 2.00 | 1.04687 | 0.00000 | 1.04737 | ||
| 52 | 2009.12.30 04:40 | t/p | 22 | 2.00 | 1.04737 | 0.00000 | 1.04737 | 95.43 | 6182.69 |
| 53 | 2009.12.31 17:20 | sell | 23 | 2.10 | 1.04571 | 0.00000 | 1.04521 | ||
| 54 | 2009.12.31 18:57 | close at stop | 23 | 2.10 | 1.04711 | 0.00000 | 1.04521 | -280.77 | 5901.92 |