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 | StartDayOfWeek=2; StartHour=2; StopDayOfWeek=5; StopHour=21; Range=50; TakeProfit=0; StopLoss=100; Lots=0.1; UseMM=false; PercentMM=20; MinLots=0.1; MinStop=11; ShiftGMT=1; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 55.83 | Gross profit | 141.40 | Gross loss | -85.57 |
| Profit factor | 1.65 | Expected payoff | 5.58 | ||
| Absolute drawdown | 75.34 | Maximal drawdown | 270.32 (2.65%) | Relative drawdown | 2.65% (270.32) |
| Total trades | 10 | Short positions (won %) | 5 (20.00%) | Long positions (won %) | 5 (0.00%) |
| Profit trades (% of total) | 1 (10.00%) | Loss trades (% of total) | 9 (90.00%) | ||
| Largest | profit trade | 141.40 | loss trade | -9.65 | |
| Average | profit trade | 141.40 | loss trade | -9.51 | |
| Maximum | consecutive wins (profit in money) | 1 (141.40) | consecutive losses (loss in money) | 9 (-85.57) | |
| Maximal | consecutive profit (count of wins) | 141.40 (1) | consecutive loss (count of losses) | -85.57 (9) | |
| Average | consecutive wins | 1 | consecutive losses | 9 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 03:00 | buy stop | 1 | 0.10 | 1.05678 | 1.05578 | 0.00000 | ||
| 2 | 2009.12.01 03:02 | sell stop | 2 | 0.10 | 1.05555 | 1.05655 | 0.00000 | ||
| 3 | 2009.12.01 03:45 | sell | 2 | 0.10 | 1.05555 | 1.05655 | 0.00000 | ||
| 4 | 2009.12.01 05:50 | s/l | 2 | 0.10 | 1.05655 | 1.05655 | 0.00000 | -9.46 | 9990.54 |
| 5 | 2009.12.01 06:15 | buy | 1 | 0.10 | 1.05678 | 1.05578 | 0.00000 | ||
| 6 | 2009.12.01 06:50 | s/l | 1 | 0.10 | 1.05578 | 1.05578 | 0.00000 | -9.47 | 9981.07 |
| 7 | 2009.12.08 03:00 | buy stop | 3 | 0.10 | 1.04983 | 1.04883 | 0.00000 | ||
| 8 | 2009.12.08 03:03 | buy | 3 | 0.10 | 1.04983 | 1.04883 | 0.00000 | ||
| 9 | 2009.12.08 03:03 | sell stop | 4 | 0.10 | 1.04947 | 1.05047 | 0.00000 | ||
| 10 | 2009.12.08 10:50 | sell | 4 | 0.10 | 1.04947 | 1.05047 | 0.00000 | ||
| 11 | 2009.12.08 11:02 | s/l | 4 | 0.10 | 1.05047 | 1.05047 | 0.00000 | -9.51 | 9971.56 |
| 12 | 2009.12.10 14:45 | s/l | 3 | 0.10 | 1.04883 | 1.04883 | 0.00000 | -9.65 | 9961.91 |
| 13 | 2009.12.15 03:00 | buy stop | 5 | 0.10 | 1.05931 | 1.05831 | 0.00000 | ||
| 14 | 2009.12.15 03:02 | sell stop | 6 | 0.10 | 1.05812 | 1.05912 | 0.00000 | ||
| 15 | 2009.12.15 04:40 | sell | 6 | 0.10 | 1.05812 | 1.05912 | 0.00000 | ||
| 16 | 2009.12.15 08:50 | s/l | 6 | 0.10 | 1.05912 | 1.05912 | 0.00000 | -9.44 | 9952.47 |
| 17 | 2009.12.15 08:50 | buy | 5 | 0.10 | 1.05931 | 1.05831 | 0.00000 | ||
| 18 | 2009.12.15 08:57 | s/l | 5 | 0.10 | 1.05831 | 1.05831 | 0.00000 | -9.45 | 9943.02 |
| 19 | 2009.12.22 03:00 | buy stop | 7 | 0.10 | 1.06265 | 1.06165 | 0.00000 | ||
| 20 | 2009.12.22 03:02 | sell stop | 8 | 0.10 | 1.06146 | 1.06246 | 0.00000 | ||
| 21 | 2009.12.22 03:10 | buy | 7 | 0.10 | 1.06265 | 1.06165 | 0.00000 | ||
| 22 | 2009.12.22 04:20 | s/l | 7 | 0.10 | 1.06165 | 1.06165 | 0.00000 | -9.42 | 9933.60 |
| 23 | 2009.12.22 05:20 | sell | 8 | 0.10 | 1.06146 | 1.06246 | 0.00000 | ||
| 24 | 2009.12.29 03:00 | buy stop | 9 | 0.10 | 1.04441 | 1.04341 | 0.00000 | ||
| 25 | 2009.12.29 03:02 | sell stop | 10 | 0.10 | 1.04256 | 1.04356 | 0.00000 | ||
| 26 | 2009.12.29 03:45 | buy | 9 | 0.10 | 1.04441 | 1.04341 | 0.00000 | ||
| 27 | 2009.12.29 05:02 | s/l | 9 | 0.10 | 1.04341 | 1.04341 | 0.00000 | -9.59 | 9924.01 |
| 28 | 2009.12.29 07:50 | sell | 10 | 0.10 | 1.04256 | 1.04356 | 0.00000 | ||
| 29 | 2009.12.29 17:20 | s/l | 10 | 0.10 | 1.04356 | 1.04356 | 0.00000 | -9.58 | 9914.43 |
| 30 | 2009.12.31 18:57 | close at stop | 8 | 0.10 | 1.04666 | 1.06246 | 0.00000 | 141.40 | 10055.83 |