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 | g1="Основные параметры"; koridor=40; sl=80; tp=40; mul=4; last=1; nh1=10; nh2=21; gg="Управление деньгами"; percent=0; Lots=0.1; maxtrades=10; LotLim=1000; TrailingStop=30; profit=0; locprofit=0; locprofitexpo=0; runotsuda=0; minsum=100; bb="Малозначимые переменные"; mn=575; slipage=2; clod=0; NumberOfTries=10; | ||||
Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -9996.91 | Gross profit | 37.97 | Gross loss | -10034.88 |
Profit factor | 0.00 | Expected payoff | -908.81 | ||
Absolute drawdown | 9996.91 | Maximal drawdown | 10049.81 (99.97%) | Relative drawdown | 99.97% (10049.81) |
Total trades | 11 | Short positions (won %) | 4 (0.00%) | Long positions (won %) | 7 (14.29%) |
Profit trades (% of total) | 1 (9.09%) | Loss trades (% of total) | 10 (90.91%) | ||
Largest | profit trade | 37.97 | loss trade | -6084.29 | |
Average | profit trade | 37.97 | loss trade | -1003.49 | |
Maximum | consecutive wins (profit in money) | 1 (37.97) | consecutive losses (loss in money) | 5 (-7031.92) | |
Maximal | consecutive profit (count of wins) | 37.97 (1) | consecutive loss (count of losses) | -7031.92 (5) | |
Average | consecutive wins | 1 | consecutive losses | 5 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 10:00 | buy | 1 | 0.10 | 1.04779 | 1.03979 | 1.05179 | ||
2 | 2009.12.01 10:03 | modify | 1 | 0.10 | 1.04779 | 1.04310 | 1.05179 | ||
3 | 2009.12.01 10:03 | sell stop | 2 | 0.40 | 1.04379 | 1.05179 | 1.03979 | ||
4 | 2009.12.01 10:06 | modify | 1 | 0.10 | 1.04779 | 1.04330 | 1.05179 | ||
5 | 2009.12.01 11:07 | modify | 1 | 0.10 | 1.04779 | 1.04341 | 1.05179 | ||
6 | 2009.12.01 12:20 | modify | 1 | 0.10 | 1.04779 | 1.04389 | 1.05179 | ||
7 | 2009.12.01 14:15 | s/l | 1 | 0.10 | 1.04389 | 1.04389 | 1.05179 | -37.36 | 9962.64 |
8 | 2009.12.01 14:15 | sell | 2 | 0.40 | 1.04379 | 1.05179 | 1.03979 | ||
9 | 2009.12.01 14:15 | buy stop | 3 | 1.60 | 1.04779 | 1.03979 | 1.05179 | ||
10 | 2009.12.01 21:46 | buy | 3 | 1.60 | 1.04779 | 1.03979 | 1.05179 | ||
11 | 2009.12.01 21:46 | modify | 3 | 1.60 | 1.04779 | 1.04406 | 1.05179 | ||
12 | 2009.12.01 21:46 | sell stop | 4 | 8.00 | 1.04379 | 1.05179 | 1.03979 | ||
13 | 2009.12.02 06:32 | s/l | 3 | 1.60 | 1.04406 | 1.04406 | 1.05179 | -572.58 | 9390.06 |
14 | 2009.12.02 07:20 | sell | 4 | 8.00 | 1.04379 | 1.05179 | 1.03979 | ||
15 | 2009.12.02 07:20 | buy stop | 5 | 33.60 | 1.04779 | 1.03979 | 1.05179 | ||
16 | 2009.12.02 09:07 | delete | 5 | 33.60 | 1.04779 | 1.03979 | 1.05179 | ||
17 | 2009.12.02 09:10 | buy stop | 6 | 33.60 | 1.04779 | 1.03979 | 1.05179 | ||
18 | 2009.12.02 14:45 | delete | 6 | 33.60 | 1.04779 | 1.03979 | 1.05179 | ||
19 | 2009.12.02 15:26 | buy stop | 7 | 33.60 | 1.04779 | 1.03979 | 1.05179 | ||
20 | 2009.12.02 17:15 | delete | 7 | 33.60 | 1.04779 | 1.03979 | 1.05179 | ||
21 | 2009.12.02 17:45 | buy stop | 8 | 33.60 | 1.04779 | 1.03979 | 1.05179 | ||
22 | 2009.12.02 18:10 | delete | 8 | 33.60 | 1.04779 | 1.03979 | 1.05179 | ||
23 | 2009.12.02 20:45 | s/l | 2 | 0.40 | 1.05179 | 1.05179 | 1.03979 | -304.41 | 9085.65 |
24 | 2009.12.02 20:45 | s/l | 4 | 8.00 | 1.05179 | 1.05179 | 1.03979 | -6084.29 | 3001.36 |
25 | 2009.12.02 20:45 | buy | 9 | 0.10 | 1.05189 | 1.04389 | 1.05589 | ||
26 | 2009.12.02 20:47 | modify | 9 | 0.10 | 1.05189 | 1.04785 | 1.05589 | ||
27 | 2009.12.02 20:47 | sell stop | 10 | 0.40 | 1.04789 | 1.05589 | 1.04389 | ||
28 | 2009.12.02 20:50 | modify | 9 | 0.10 | 1.05189 | 1.04842 | 1.05589 | ||
29 | 2009.12.03 01:20 | s/l | 9 | 0.10 | 1.04842 | 1.04842 | 1.05589 | -33.28 | 2968.08 |
30 | 2009.12.03 01:20 | delete | 10 | 0.40 | 1.04789 | 1.05589 | 1.04389 | ||
31 | 2009.12.03 10:00 | buy | 11 | 0.10 | 1.04851 | 1.04051 | 1.05251 | ||
32 | 2009.12.03 10:05 | modify | 11 | 0.10 | 1.04851 | 1.04547 | 1.05251 | ||
33 | 2009.12.03 10:05 | sell stop | 12 | 0.40 | 1.04451 | 1.05251 | 1.04051 | ||
34 | 2009.12.03 10:15 | modify | 11 | 0.10 | 1.04851 | 1.04599 | 1.05251 | ||
35 | 2009.12.03 10:30 | modify | 11 | 0.10 | 1.04851 | 1.04651 | 1.05251 | ||
36 | 2009.12.03 10:37 | modify | 11 | 0.10 | 1.04851 | 1.04662 | 1.05251 | ||
37 | 2009.12.03 11:20 | modify | 11 | 0.10 | 1.04851 | 1.04682 | 1.05251 | ||
38 | 2009.12.03 11:33 | modify | 11 | 0.10 | 1.04851 | 1.04705 | 1.05251 | ||
39 | 2009.12.03 11:40 | modify | 11 | 0.10 | 1.04851 | 1.04748 | 1.05251 | ||
40 | 2009.12.03 11:46 | modify | 11 | 0.10 | 1.04851 | 1.04791 | 1.05251 | ||
41 | 2009.12.03 12:50 | modify | 11 | 0.10 | 1.04851 | 1.04804 | 1.05251 | ||
42 | 2009.12.03 14:40 | modify | 11 | 0.10 | 1.04851 | 1.04898 | 1.05251 | ||
43 | 2009.12.03 14:45 | t/p | 11 | 0.10 | 1.05251 | 1.04898 | 1.05251 | 37.97 | 3006.05 |
44 | 2009.12.03 14:45 | delete | 12 | 0.40 | 1.04451 | 1.05251 | 1.04051 | ||
45 | 2009.12.03 14:47 | buy | 13 | 0.10 | 1.05391 | 1.04591 | 1.05791 | ||
46 | 2009.12.03 14:50 | modify | 13 | 0.10 | 1.05391 | 1.05207 | 1.05791 | ||
47 | 2009.12.03 14:50 | sell stop | 14 | 0.40 | 1.04991 | 1.05791 | 1.04591 | ||
48 | 2009.12.03 15:15 | modify | 13 | 0.10 | 1.05391 | 1.05237 | 1.05791 | ||
49 | 2009.12.03 15:20 | modify | 13 | 0.10 | 1.05391 | 1.05323 | 1.05791 | ||
50 | 2009.12.03 15:50 | s/l | 13 | 0.10 | 1.05323 | 1.05323 | 1.05791 | -6.46 | 2999.59 |
51 | 2009.12.03 15:50 | delete | 14 | 0.40 | 1.04991 | 1.05791 | 1.04591 | ||
52 | 2009.12.03 15:52 | sell | 15 | 0.10 | 1.05360 | 1.06160 | 1.04960 | ||
53 | 2009.12.03 15:55 | buy stop | 16 | 0.40 | 1.05760 | 1.04960 | 1.06160 | ||
54 | 2009.12.03 16:10 | buy | 16 | 0.40 | 1.05760 | 1.04960 | 1.06160 | ||
55 | 2009.12.03 16:10 | modify | 16 | 0.40 | 1.05760 | 1.05372 | 1.06160 | ||
56 | 2009.12.03 16:10 | sell stop | 17 | 2.00 | 1.05360 | 1.06160 | 1.04960 | ||
57 | 2009.12.03 16:15 | modify | 16 | 0.40 | 1.05760 | 1.05450 | 1.06160 | ||
58 | 2009.12.03 16:20 | modify | 16 | 0.40 | 1.05760 | 1.05527 | 1.06160 | ||
59 | 2009.12.03 16:50 | s/l | 16 | 0.40 | 1.05527 | 1.05527 | 1.06160 | -88.42 | 2911.17 |
60 | 2009.12.03 17:10 | sell | 17 | 2.00 | 1.05360 | 1.06160 | 1.04960 | ||
61 | 2009.12.03 17:10 | buy stop | 18 | 8.40 | 1.05760 | 1.04960 | 1.06160 | ||
62 | 2009.12.03 22:45 | buy | 18 | 8.40 | 1.05760 | 1.04960 | 1.06160 | ||
63 | 2009.12.03 22:50 | modify | 18 | 8.40 | 1.05760 | 1.05450 | 1.06160 | ||
64 | 2009.12.03 22:50 | sell stop | 19 | 42.00 | 1.05360 | 1.06160 | 1.04960 | ||
65 | 2009.12.03 23:02 | modify | 18 | 8.40 | 1.05760 | 1.05466 | 1.06160 | ||
66 | 2009.12.04 08:03 | s/l | 18 | 8.40 | 1.05466 | 1.05466 | 1.06160 | -2346.53 | 564.64 |
67 | 2009.12.04 08:16 | delete | 19 | 42.00 | 1.05360 | 1.06160 | 1.04960 | ||
68 | 2009.12.04 08:50 | close at stop | 17 | 2.00 | 1.05642 | 1.06160 | 1.04960 | -534.82 | 29.82 |
69 | 2009.12.04 08:50 | close at stop | 15 | 0.10 | 1.05642 | 1.06160 | 1.04960 | -26.74 | 3.09 |