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=1; TakeProfit=999; Stoploss=0; TrailingStop=10; Slippage=5; StopYear=2005; MM=0; Leverage=1; AcctSize=10000; WilliamsP=24; WilliamsL=-75; WilliamsH=-25; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -1246.69 | Gross profit | 5969.57 | Gross loss | -7216.26 |
| Profit factor | 0.83 | Expected payoff | -33.69 | ||
| Absolute drawdown | 1930.56 | Maximal drawdown | 3847.37 (32.29%) | Relative drawdown | 32.29% (3847.37) |
| Total trades | 37 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 37 (16.22%) |
| Profit trades (% of total) | 6 (16.22%) | Loss trades (% of total) | 31 (83.78%) | ||
| Largest | profit trade | 1175.91 | loss trade | -397.63 | |
| Average | profit trade | 994.93 | loss trade | -232.78 | |
| Maximum | consecutive wins (profit in money) | 1 (1175.91) | consecutive losses (loss in money) | 13 (-2970.94) | |
| Maximal | consecutive profit (count of wins) | 1175.91 (1) | consecutive loss (count of losses) | -2970.94 (13) | |
| Average | consecutive wins | 1 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 01:00 | buy stop | 1 | 1.00 | 1.05600 | 1.05369 | 1.06599 | ||
| 2 | 2009.12.01 01:59 | buy | 1 | 1.00 | 1.05600 | 1.05369 | 1.06599 | ||
| 3 | 2009.12.01 08:10 | s/l | 1 | 1.00 | 1.05369 | 1.05369 | 1.06599 | -219.43 | 9780.57 |
| 4 | 2009.12.01 09:00 | buy stop | 2 | 1.00 | 1.05502 | 1.05101 | 1.06501 | ||
| 5 | 2009.12.01 10:00 | modify | 2 | 1.00 | 1.05225 | 1.04674 | 1.06501 | ||
| 6 | 2009.12.01 11:00 | modify | 2 | 1.00 | 1.04690 | 1.04471 | 1.06501 | ||
| 7 | 2009.12.01 12:00 | modify | 2 | 1.00 | 1.04642 | 1.04458 | 1.06501 | ||
| 8 | 2009.12.01 12:10 | buy | 2 | 1.00 | 1.04642 | 1.04458 | 1.06501 | ||
| 9 | 2009.12.01 14:15 | s/l | 2 | 1.00 | 1.04458 | 1.04458 | 1.06501 | -176.29 | 9604.28 |
| 10 | 2009.12.01 15:00 | buy stop | 3 | 1.00 | 1.04632 | 1.04230 | 1.05631 | ||
| 11 | 2009.12.01 16:00 | modify | 3 | 1.00 | 1.04503 | 1.04277 | 1.05631 | ||
| 12 | 2009.12.01 17:00 | modify | 3 | 1.00 | 1.04453 | 1.04235 | 1.05631 | ||
| 13 | 2009.12.01 18:20 | buy | 3 | 1.00 | 1.04453 | 1.04235 | 1.05631 | ||
| 14 | 2009.12.01 18:37 | s/l | 3 | 1.00 | 1.04235 | 1.04235 | 1.05631 | -209.15 | 9395.13 |
| 15 | 2009.12.01 20:00 | buy stop | 4 | 1.00 | 1.04407 | 1.04177 | 1.05406 | ||
| 16 | 2009.12.01 20:50 | buy | 4 | 1.00 | 1.04407 | 1.04177 | 1.05406 | ||
| 17 | 2009.12.03 14:50 | t/p | 4 | 1.00 | 1.05406 | 1.04177 | 1.05406 | 945.35 | 10340.48 |
| 18 | 2009.12.03 17:00 | buy stop | 5 | 1.00 | 1.05828 | 1.05402 | 1.06827 | ||
| 19 | 2009.12.03 18:00 | modify | 5 | 1.00 | 1.05504 | 1.05112 | 1.06827 | ||
| 20 | 2009.12.03 18:15 | buy | 5 | 1.00 | 1.05504 | 1.05112 | 1.06827 | ||
| 21 | 2009.12.04 13:03 | s/l | 5 | 1.00 | 1.05112 | 1.05112 | 1.06827 | -373.64 | 9966.84 |
| 22 | 2009.12.04 14:00 | buy stop | 6 | 1.00 | 1.05226 | 1.04566 | 1.06225 | ||
| 23 | 2009.12.04 15:00 | modify | 6 | 1.00 | 1.04975 | 1.04326 | 1.06225 | ||
| 24 | 2009.12.04 15:02 | buy | 6 | 1.00 | 1.04975 | 1.04326 | 1.06225 | ||
| 25 | 2009.12.07 09:40 | t/p | 6 | 1.00 | 1.06225 | 1.04326 | 1.06225 | 1175.91 | 11142.75 |
| 26 | 2009.12.07 11:00 | buy stop | 7 | 1.00 | 1.06487 | 1.05877 | 1.07486 | ||
| 27 | 2009.12.07 14:00 | modify | 7 | 1.00 | 1.06296 | 1.05810 | 1.07486 | ||
| 28 | 2009.12.07 15:00 | modify | 7 | 1.00 | 1.05964 | 1.05339 | 1.07486 | ||
| 29 | 2009.12.07 16:00 | modify | 7 | 1.00 | 1.05689 | 1.05445 | 1.07486 | ||
| 30 | 2009.12.07 17:00 | modify | 7 | 1.00 | 1.05637 | 1.05067 | 1.07486 | ||
| 31 | 2009.12.07 18:00 | modify | 7 | 1.00 | 1.05243 | 1.05070 | 1.07486 | ||
| 32 | 2009.12.07 18:10 | buy | 7 | 1.00 | 1.05243 | 1.05070 | 1.07486 | ||
| 33 | 2009.12.07 18:45 | s/l | 7 | 1.00 | 1.05070 | 1.05070 | 1.07486 | -164.78 | 10977.97 |
| 34 | 2009.12.07 19:00 | buy stop | 8 | 1.00 | 1.05307 | 1.04812 | 1.06306 | ||
| 35 | 2009.12.07 20:45 | buy | 8 | 1.00 | 1.05307 | 1.04812 | 1.06306 | ||
| 36 | 2009.12.08 19:15 | t/p | 8 | 1.00 | 1.06306 | 1.04812 | 1.06306 | 938.84 | 11916.82 |
| 37 | 2009.12.08 22:00 | buy stop | 9 | 1.00 | 1.06690 | 1.06352 | 1.07689 | ||
| 38 | 2009.12.09 02:00 | modify | 9 | 1.00 | 1.06494 | 1.06222 | 1.07689 | ||
| 39 | 2009.12.09 02:07 | buy | 9 | 1.00 | 1.06494 | 1.06222 | 1.07689 | ||
| 40 | 2009.12.09 03:15 | s/l | 9 | 1.00 | 1.06222 | 1.06222 | 1.07689 | -256.13 | 11660.69 |
| 41 | 2009.12.09 04:00 | buy stop | 10 | 1.00 | 1.06297 | 1.06140 | 1.07296 | ||
| 42 | 2009.12.09 07:20 | buy | 10 | 1.00 | 1.06297 | 1.06140 | 1.07296 | ||
| 43 | 2009.12.09 09:15 | s/l | 10 | 1.00 | 1.06140 | 1.06140 | 1.07296 | -147.95 | 11512.74 |
| 44 | 2009.12.09 10:00 | buy stop | 11 | 1.00 | 1.06355 | 1.05982 | 1.07354 | ||
| 45 | 2009.12.09 10:20 | buy | 11 | 1.00 | 1.06355 | 1.05982 | 1.07354 | ||
| 46 | 2009.12.09 11:50 | s/l | 11 | 1.00 | 1.05982 | 1.05982 | 1.07354 | -352.06 | 11160.68 |
| 47 | 2009.12.09 12:00 | buy stop | 12 | 1.00 | 1.06302 | 1.05946 | 1.07301 | ||
| 48 | 2009.12.09 13:00 | modify | 12 | 1.00 | 1.06062 | 1.05940 | 1.07301 | ||
| 49 | 2009.12.09 13:20 | buy | 12 | 1.00 | 1.06062 | 1.05940 | 1.07301 | ||
| 50 | 2009.12.09 14:15 | s/l | 12 | 1.00 | 1.05940 | 1.05940 | 1.07301 | -115.16 | 11045.52 |
| 51 | 2009.12.09 16:00 | buy stop | 13 | 1.00 | 1.06309 | 1.06037 | 1.07308 | ||
| 52 | 2009.12.09 17:00 | modify | 13 | 1.00 | 1.06222 | 1.05421 | 1.07308 | ||
| 53 | 2009.12.09 18:00 | modify | 13 | 1.00 | 1.05613 | 1.05422 | 1.07308 | ||
| 54 | 2009.12.09 18:03 | buy | 13 | 1.00 | 1.05613 | 1.05422 | 1.07308 | ||
| 55 | 2009.12.09 20:50 | s/l | 13 | 1.00 | 1.05422 | 1.05422 | 1.07308 | -181.32 | 10864.20 |
| 56 | 2009.12.09 21:00 | buy stop | 14 | 1.00 | 1.05889 | 1.05341 | 1.06888 | ||
| 57 | 2009.12.10 01:00 | modify | 14 | 1.00 | 1.05503 | 1.05368 | 1.06888 | ||
| 58 | 2009.12.10 01:02 | buy | 14 | 1.00 | 1.05503 | 1.05368 | 1.06888 | ||
| 59 | 2009.12.10 01:35 | s/l | 14 | 1.00 | 1.05368 | 1.05368 | 1.06888 | -128.12 | 10736.08 |
| 60 | 2009.12.10 02:00 | buy stop | 15 | 1.00 | 1.05489 | 1.05201 | 1.06488 | ||
| 61 | 2009.12.10 02:40 | buy | 15 | 1.00 | 1.05489 | 1.05201 | 1.06488 | ||
| 62 | 2009.12.10 11:20 | s/l | 15 | 1.00 | 1.05201 | 1.05201 | 1.06488 | -273.78 | 10462.30 |
| 63 | 2009.12.10 12:00 | buy stop | 16 | 1.00 | 1.05458 | 1.05091 | 1.06457 | ||
| 64 | 2009.12.10 13:00 | modify | 16 | 1.00 | 1.05177 | 1.04976 | 1.06457 | ||
| 65 | 2009.12.10 13:10 | buy | 16 | 1.00 | 1.05177 | 1.04976 | 1.06457 | ||
| 66 | 2009.12.10 13:50 | s/l | 16 | 1.00 | 1.04976 | 1.04976 | 1.06457 | -191.48 | 10270.82 |
| 67 | 2009.12.10 14:00 | buy stop | 17 | 1.00 | 1.05139 | 1.04968 | 1.06138 | ||
| 68 | 2009.12.10 15:00 | modify | 17 | 1.00 | 1.05050 | 1.04776 | 1.06138 | ||
| 69 | 2009.12.10 15:50 | buy | 17 | 1.00 | 1.05050 | 1.04776 | 1.06138 | ||
| 70 | 2009.12.11 20:32 | t/p | 17 | 1.00 | 1.06138 | 1.04776 | 1.06138 | 1024.13 | 11294.95 |
| 71 | 2009.12.11 21:00 | buy stop | 18 | 1.00 | 1.06215 | 1.06014 | 1.07214 | ||
| 72 | 2009.12.11 22:00 | modify | 18 | 1.00 | 1.06093 | 1.05926 | 1.07214 | ||
| 73 | 2009.12.11 22:15 | buy | 18 | 1.00 | 1.06093 | 1.05926 | 1.07214 | ||
| 74 | 2009.12.14 00:15 | s/l | 18 | 1.00 | 1.05926 | 1.05926 | 1.07214 | -158.15 | 11136.81 |
| 75 | 2009.12.14 01:00 | buy stop | 19 | 1.00 | 1.06095 | 1.05708 | 1.07094 | ||
| 76 | 2009.12.14 04:15 | buy | 19 | 1.00 | 1.06095 | 1.05708 | 1.07094 | ||
| 77 | 2009.12.14 07:15 | s/l | 19 | 1.00 | 1.05708 | 1.05708 | 1.07094 | -366.16 | 10770.65 |
| 78 | 2009.12.14 10:00 | buy stop | 20 | 1.00 | 1.06342 | 1.05921 | 1.07341 | ||
| 79 | 2009.12.14 11:07 | buy | 20 | 1.00 | 1.06342 | 1.05921 | 1.07341 | ||
| 80 | 2009.12.14 17:20 | s/l | 20 | 1.00 | 1.05921 | 1.05921 | 1.07341 | -397.63 | 10373.02 |
| 81 | 2009.12.14 18:00 | buy stop | 21 | 1.00 | 1.06104 | 1.05776 | 1.07103 | ||
| 82 | 2009.12.14 19:00 | modify | 21 | 1.00 | 1.05893 | 1.05687 | 1.07103 | ||
| 83 | 2009.12.14 19:16 | buy | 21 | 1.00 | 1.05893 | 1.05687 | 1.07103 | ||
| 84 | 2009.12.15 05:10 | s/l | 21 | 1.00 | 1.05687 | 1.05687 | 1.07103 | -195.40 | 10177.62 |
| 85 | 2009.12.15 06:00 | buy stop | 22 | 1.00 | 1.05782 | 1.05507 | 1.06781 | ||
| 86 | 2009.12.15 08:40 | buy | 22 | 1.00 | 1.05782 | 1.05507 | 1.06781 | ||
| 87 | 2009.12.17 05:10 | t/p | 22 | 1.00 | 1.06781 | 1.05507 | 1.06781 | 934.01 | 11111.63 |
| 88 | 2009.12.17 08:00 | buy stop | 23 | 1.00 | 1.07043 | 1.06789 | 1.08042 | ||
| 89 | 2009.12.17 09:00 | modify | 23 | 1.00 | 1.06923 | 1.06574 | 1.08042 | ||
| 90 | 2009.12.17 10:40 | buy | 23 | 1.00 | 1.06923 | 1.06574 | 1.08042 | ||
| 91 | 2009.12.18 03:16 | s/l | 23 | 1.00 | 1.06574 | 1.06574 | 1.08042 | -328.29 | 10783.34 |
| 92 | 2009.12.22 01:00 | buy stop | 24 | 1.00 | 1.06326 | 1.06141 | 1.07325 | ||
| 93 | 2009.12.22 01:20 | buy | 24 | 1.00 | 1.06326 | 1.06141 | 1.07325 | ||
| 94 | 2009.12.22 05:33 | s/l | 24 | 1.00 | 1.06141 | 1.06141 | 1.07325 | -174.33 | 10609.01 |
| 95 | 2009.12.22 08:00 | buy stop | 25 | 1.00 | 1.06197 | 1.06045 | 1.07196 | ||
| 96 | 2009.12.22 09:00 | modify | 25 | 1.00 | 1.06108 | 1.05866 | 1.07196 | ||
| 97 | 2009.12.22 10:00 | modify | 25 | 1.00 | 1.06018 | 1.05750 | 1.07196 | ||
| 98 | 2009.12.22 11:00 | modify | 25 | 1.00 | 1.05885 | 1.05721 | 1.07196 | ||
| 99 | 2009.12.22 12:00 | modify | 25 | 1.00 | 1.05798 | 1.05633 | 1.07196 | ||
| 100 | 2009.12.22 12:40 | buy | 25 | 1.00 | 1.05798 | 1.05633 | 1.07196 | ||
| 101 | 2009.12.22 14:07 | s/l | 25 | 1.00 | 1.05633 | 1.05633 | 1.07196 | -156.23 | 10452.78 |
| 102 | 2009.12.22 15:00 | buy stop | 26 | 1.00 | 1.05957 | 1.05614 | 1.06956 | ||
| 103 | 2009.12.22 15:50 | buy | 26 | 1.00 | 1.05957 | 1.05614 | 1.06956 | ||
| 104 | 2009.12.22 17:50 | s/l | 26 | 1.00 | 1.05614 | 1.05614 | 1.06956 | -325.07 | 10127.71 |
| 105 | 2009.12.22 18:00 | buy stop | 27 | 1.00 | 1.06102 | 1.05515 | 1.07101 | ||
| 106 | 2009.12.22 19:00 | modify | 27 | 1.00 | 1.05680 | 1.05462 | 1.07101 | ||
| 107 | 2009.12.22 19:15 | buy | 27 | 1.00 | 1.05680 | 1.05462 | 1.07101 | ||
| 108 | 2009.12.22 19:50 | s/l | 27 | 1.00 | 1.05462 | 1.05462 | 1.07101 | -206.82 | 9920.89 |
| 109 | 2009.12.22 20:00 | buy stop | 28 | 1.00 | 1.05699 | 1.05402 | 1.06698 | ||
| 110 | 2009.12.22 21:20 | buy | 28 | 1.00 | 1.05699 | 1.05402 | 1.06698 | ||
| 111 | 2009.12.23 09:32 | s/l | 28 | 1.00 | 1.05402 | 1.05402 | 1.06698 | -282.20 | 9638.69 |
| 112 | 2009.12.23 12:00 | buy stop | 29 | 1.00 | 1.05671 | 1.05435 | 1.06670 | ||
| 113 | 2009.12.23 13:00 | modify | 29 | 1.00 | 1.05548 | 1.05246 | 1.06670 | ||
| 114 | 2009.12.23 14:00 | modify | 29 | 1.00 | 1.05258 | 1.04902 | 1.06670 | ||
| 115 | 2009.12.23 15:45 | buy | 29 | 1.00 | 1.05258 | 1.04902 | 1.06670 | ||
| 116 | 2009.12.23 17:02 | s/l | 29 | 1.00 | 1.04902 | 1.04902 | 1.06670 | -339.49 | 9299.20 |
| 117 | 2009.12.23 18:00 | buy stop | 30 | 1.00 | 1.05069 | 1.04702 | 1.06068 | ||
| 118 | 2009.12.23 19:00 | modify | 30 | 1.00 | 1.04880 | 1.04690 | 1.06068 | ||
| 119 | 2009.12.23 21:20 | buy | 30 | 1.00 | 1.04880 | 1.04690 | 1.06068 | ||
| 120 | 2009.12.24 10:50 | s/l | 30 | 1.00 | 1.04690 | 1.04690 | 1.06068 | -182.64 | 9116.57 |
| 121 | 2009.12.24 11:00 | buy stop | 31 | 1.00 | 1.04840 | 1.04678 | 1.05839 | ||
| 122 | 2009.12.24 13:00 | modify | 31 | 1.00 | 1.04708 | 1.04480 | 1.05839 | ||
| 123 | 2009.12.24 13:20 | buy | 31 | 1.00 | 1.04708 | 1.04480 | 1.05839 | ||
| 124 | 2009.12.24 14:20 | s/l | 31 | 1.00 | 1.04480 | 1.04480 | 1.05839 | -218.26 | 8898.31 |
| 125 | 2009.12.24 16:00 | buy stop | 32 | 1.00 | 1.04929 | 1.04727 | 1.05928 | ||
| 126 | 2009.12.24 17:15 | buy | 32 | 1.00 | 1.04929 | 1.04727 | 1.05928 | ||
| 127 | 2009.12.28 03:20 | s/l | 32 | 1.00 | 1.04727 | 1.04727 | 1.05928 | -193.69 | 8704.61 |
| 128 | 2009.12.28 04:00 | buy stop | 33 | 1.00 | 1.04787 | 1.04606 | 1.05786 | ||
| 129 | 2009.12.28 07:32 | buy | 33 | 1.00 | 1.04787 | 1.04606 | 1.05786 | ||
| 130 | 2009.12.28 13:50 | s/l | 33 | 1.00 | 1.04606 | 1.04606 | 1.05786 | -173.05 | 8531.56 |
| 131 | 2009.12.28 14:00 | buy stop | 34 | 1.00 | 1.04858 | 1.04594 | 1.05857 | ||
| 132 | 2009.12.28 15:00 | modify | 34 | 1.00 | 1.04704 | 1.04437 | 1.05857 | ||
| 133 | 2009.12.29 08:00 | modify | 34 | 1.00 | 1.04384 | 1.04253 | 1.05857 | ||
| 134 | 2009.12.29 09:00 | modify | 34 | 1.00 | 1.04287 | 1.04155 | 1.05857 | ||
| 135 | 2009.12.29 10:00 | modify | 34 | 1.00 | 1.04201 | 1.03983 | 1.05857 | ||
| 136 | 2009.12.29 10:20 | buy | 34 | 1.00 | 1.04201 | 1.03983 | 1.05857 | ||
| 137 | 2009.12.29 11:20 | s/l | 34 | 1.00 | 1.03983 | 1.03983 | 1.05857 | -209.65 | 8321.91 |
| 138 | 2009.12.29 12:00 | buy stop | 35 | 1.00 | 1.04216 | 1.03981 | 1.05215 | ||
| 139 | 2009.12.29 13:00 | modify | 35 | 1.00 | 1.04151 | 1.03731 | 1.05215 | ||
| 140 | 2009.12.29 14:00 | modify | 35 | 1.00 | 1.03938 | 1.03750 | 1.05215 | ||
| 141 | 2009.12.29 14:10 | buy | 35 | 1.00 | 1.03938 | 1.03750 | 1.05215 | ||
| 142 | 2009.12.29 14:45 | s/l | 35 | 1.00 | 1.03750 | 1.03750 | 1.05215 | -181.23 | 8140.68 |
| 143 | 2009.12.29 15:00 | buy stop | 36 | 1.00 | 1.03946 | 1.03661 | 1.04945 | ||
| 144 | 2009.12.29 15:50 | buy | 36 | 1.00 | 1.03946 | 1.03661 | 1.04945 | ||
| 145 | 2009.12.30 04:50 | t/p | 36 | 1.00 | 1.04945 | 1.03661 | 1.04945 | 951.32 | 9092.01 |
| 146 | 2009.12.30 05:00 | buy stop | 37 | 1.00 | 1.04971 | 1.04618 | 1.05970 | ||
| 147 | 2009.12.30 05:43 | buy | 37 | 1.00 | 1.04971 | 1.04618 | 1.05970 | ||
| 148 | 2009.12.31 17:20 | s/l | 37 | 1.00 | 1.04618 | 1.04618 | 1.05970 | -338.70 | 8753.31 |
| 149 | 2009.12.31 18:00 | buy stop | 38 | 1.00 | 1.04850 | 1.04570 | 1.05849 | ||