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 | LotsIfNoMM=1; TakeProfit=100; Stoploss=0; TrailingStop=60; Slippage=5; MM_Mode=0; MM_Risk=20; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 526.30 | Gross profit | 526.30 | Gross loss | 0.00 |
| Profit factor | Expected payoff | 87.72 | |||
| Absolute drawdown | 194.44 | Maximal drawdown | 573.89 (5.53%) | Relative drawdown | 5.53% (573.89) |
| Total trades | 6 | Short positions (won %) | 2 (100.00%) | Long positions (won %) | 4 (100.00%) |
| Profit trades (% of total) | 6 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
| Largest | profit trade | 117.85 | loss trade | 0.00 | |
| Average | profit trade | 87.72 | loss trade | 0.00 | |
| Maximum | consecutive wins (profit in money) | 6 (526.30) | consecutive losses (loss in money) | 0 (0.00) | |
| Maximal | consecutive profit (count of wins) | 526.30 (6) | consecutive loss (count of losses) | 0.00 (0) | |
| Average | consecutive wins | 6 | consecutive losses | 0 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 00:00 | buy stop | 1 | 1.00 | 1.06118 | 1.05316 | 1.06218 | ||
| 2 | 2009.12.02 00:00 | modify | 1 | 1.00 | 1.05774 | 1.04053 | 1.05874 | ||
| 3 | 2009.12.03 00:00 | delete | 1 | 1.00 | 1.05774 | 1.04053 | 1.05874 | ||
| 4 | 2009.12.04 00:00 | buy stop | 2 | 1.00 | 1.05828 | 1.04614 | 1.05928 | ||
| 5 | 2009.12.04 20:45 | buy | 2 | 1.00 | 1.05828 | 1.04614 | 1.05928 | ||
| 6 | 2009.12.04 20:45 | modify | 2 | 1.00 | 1.05828 | 1.04614 | 1.05929 | ||
| 7 | 2009.12.04 20:50 | t/p | 2 | 1.00 | 1.05929 | 1.04614 | 1.05929 | 95.33 | 10095.33 |
| 8 | 2009.12.07 00:00 | buy stop | 3 | 1.00 | 1.05948 | 1.04326 | 1.06048 | ||
| 9 | 2009.12.07 09:33 | buy | 3 | 1.00 | 1.05948 | 1.04326 | 1.06048 | ||
| 10 | 2009.12.07 09:33 | modify | 3 | 1.00 | 1.05948 | 1.06073 | 1.06233 | ||
| 11 | 2009.12.07 09:36 | s/l | 3 | 1.00 | 1.06073 | 1.06073 | 1.06233 | 117.85 | 10213.18 |
| 12 | 2009.12.08 00:00 | buy stop | 4 | 1.00 | 1.06487 | 1.04812 | 1.06587 | ||
| 13 | 2009.12.08 20:15 | buy | 4 | 1.00 | 1.06487 | 1.04812 | 1.06587 | ||
| 14 | 2009.12.08 20:15 | modify | 4 | 1.00 | 1.06487 | 1.04812 | 1.06588 | ||
| 15 | 2009.12.08 20:20 | modify | 4 | 1.00 | 1.06487 | 1.06518 | 1.06678 | ||
| 16 | 2009.12.08 20:27 | s/l | 4 | 1.00 | 1.06518 | 1.06518 | 1.06678 | 29.12 | 10242.30 |
| 17 | 2009.12.09 00:00 | buy stop | 5 | 1.00 | 1.06696 | 1.04856 | 1.06796 | ||
| 18 | 2009.12.10 00:00 | delete | 5 | 1.00 | 1.06696 | 1.04856 | 1.06796 | ||
| 19 | 2009.12.10 00:02 | sell stop | 6 | 1.00 | 1.05137 | 1.06599 | 1.05037 | ||
| 20 | 2009.12.10 11:50 | sell | 6 | 1.00 | 1.05137 | 1.06599 | 1.05037 | ||
| 21 | 2009.12.10 11:50 | modify | 6 | 1.00 | 1.05137 | 1.06599 | 1.05036 | ||
| 22 | 2009.12.10 12:00 | modify | 6 | 1.00 | 1.05137 | 1.06599 | 1.05035 | ||
| 23 | 2009.12.10 12:20 | modify | 6 | 1.00 | 1.05137 | 1.05118 | 1.04958 | ||
| 24 | 2009.12.10 12:40 | modify | 6 | 1.00 | 1.05137 | 1.05111 | 1.04951 | ||
| 25 | 2009.12.10 12:45 | modify | 6 | 1.00 | 1.05137 | 1.05079 | 1.04919 | ||
| 26 | 2009.12.10 12:50 | modify | 6 | 1.00 | 1.05137 | 1.05037 | 1.04877 | ||
| 27 | 2009.12.10 12:59 | s/l | 6 | 1.00 | 1.05037 | 1.05037 | 1.04877 | 95.19 | 10337.49 |
| 28 | 2009.12.11 00:00 | sell stop | 7 | 1.00 | 1.04776 | 1.05819 | 1.04676 | ||
| 29 | 2009.12.14 00:00 | delete | 7 | 1.00 | 1.04776 | 1.05819 | 1.04676 | ||
| 30 | 2009.12.14 00:02 | buy stop | 8 | 1.00 | 1.06215 | 1.04814 | 1.06315 | ||
| 31 | 2009.12.14 04:20 | buy | 8 | 1.00 | 1.06215 | 1.04814 | 1.06315 | ||
| 32 | 2009.12.14 04:20 | modify | 8 | 1.00 | 1.06215 | 1.04814 | 1.06316 | ||
| 33 | 2009.12.14 05:00 | modify | 8 | 1.00 | 1.06215 | 1.04814 | 1.06317 | ||
| 34 | 2009.12.14 06:00 | modify | 8 | 1.00 | 1.06215 | 1.04814 | 1.06318 | ||
| 35 | 2009.12.14 07:00 | modify | 8 | 1.00 | 1.06215 | 1.04814 | 1.06319 | ||
| 36 | 2009.12.14 08:00 | modify | 8 | 1.00 | 1.06215 | 1.04814 | 1.06320 | ||
| 37 | 2009.12.14 09:00 | modify | 8 | 1.00 | 1.06215 | 1.04814 | 1.06321 | ||
| 38 | 2009.12.14 09:32 | t/p | 8 | 1.00 | 1.06321 | 1.04814 | 1.06321 | 99.70 | 10437.19 |
| 39 | 2009.12.15 00:00 | buy stop | 9 | 1.00 | 1.06614 | 1.05652 | 1.06714 | ||
| 40 | 2009.12.16 00:00 | modify | 9 | 1.00 | 1.06511 | 1.05507 | 1.06611 | ||
| 41 | 2009.12.17 00:00 | delete | 9 | 1.00 | 1.06511 | 1.05507 | 1.06611 | ||
| 42 | 2009.12.17 00:02 | sell stop | 10 | 1.00 | 1.05698 | 1.06419 | 1.05598 | ||
| 43 | 2009.12.18 00:00 | delete | 10 | 1.00 | 1.05698 | 1.06419 | 1.05598 | ||
| 44 | 2009.12.22 00:00 | buy stop | 11 | 1.00 | 1.06973 | 1.05348 | 1.07073 | ||
| 45 | 2009.12.23 00:00 | modify | 11 | 1.00 | 1.06331 | 1.05402 | 1.06431 | ||
| 46 | 2009.12.24 00:00 | delete | 11 | 1.00 | 1.06331 | 1.05402 | 1.06431 | ||
| 47 | 2009.12.28 00:00 | sell stop | 12 | 1.00 | 1.04461 | 1.05050 | 1.04361 | ||
| 48 | 2009.12.28 14:50 | sell | 12 | 1.00 | 1.04461 | 1.05050 | 1.04361 | ||
| 49 | 2009.12.28 14:50 | modify | 12 | 1.00 | 1.04461 | 1.05050 | 1.04360 | ||
| 50 | 2009.12.28 15:00 | modify | 12 | 1.00 | 1.04461 | 1.05050 | 1.04359 | ||
| 51 | 2009.12.28 16:00 | modify | 12 | 1.00 | 1.04461 | 1.05050 | 1.04358 | ||
| 52 | 2009.12.28 16:45 | modify | 12 | 1.00 | 1.04461 | 1.04459 | 1.04299 | ||
| 53 | 2009.12.28 16:50 | modify | 12 | 1.00 | 1.04461 | 1.04368 | 1.04208 | ||
| 54 | 2009.12.28 16:52 | s/l | 12 | 1.00 | 1.04368 | 1.04368 | 1.04208 | 89.11 | 10526.30 |
| 55 | 2009.12.31 00:00 | sell stop | 13 | 1.00 | 1.04340 | 1.05766 | 1.04240 | ||