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 | _____1_____=""Òîðãîâûå"; _=130; _=1000; =1; _____2_____=""Íàñòðîéêè"; _=1; __=14; __=2; ___=4; __=180; __=2; ___=4; _____3_____=""Íàñòðîéêè"; _1=500; _2=250; _1=500; _2=250; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -1170.30 | Gross profit | 2578.49 | Gross loss | -3748.79 |
| Profit factor | 0.69 | Expected payoff | -46.81 | ||
| Absolute drawdown | 1852.86 | Maximal drawdown | 2497.76 (23.46%) | Relative drawdown | 23.46% (2497.76) |
| Total trades | 25 | Short positions (won %) | 11 (90.91%) | Long positions (won %) | 14 (78.57%) |
| Profit trades (% of total) | 21 (84.00%) | Loss trades (% of total) | 4 (16.00%) | ||
| Largest | profit trade | 124.92 | loss trade | -967.86 | |
| Average | profit trade | 122.79 | loss trade | -937.20 | |
| Maximum | consecutive wins (profit in money) | 8 (976.91) | consecutive losses (loss in money) | 1 (-967.86) | |
| Maximal | consecutive profit (count of wins) | 976.91 (8) | consecutive loss (count of losses) | -967.86 (1) | |
| Average | consecutive wins | 5 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 00:00 | sell | 1 | 1.00 | 1.05597 | 1.06610 | 1.05467 | ||
| 2 | 2009.12.01 00:40 | t/p | 1 | 1.00 | 1.05467 | 1.06610 | 1.05467 | 123.27 | 10123.27 |
| 3 | 2009.12.01 00:40 | sell | 2 | 1.00 | 1.05447 | 1.06460 | 1.05317 | ||
| 4 | 2009.12.01 08:10 | t/p | 2 | 1.00 | 1.05317 | 1.06460 | 1.05317 | 123.48 | 10246.75 |
| 5 | 2009.12.01 12:00 | sell | 3 | 1.00 | 1.04554 | 1.05567 | 1.04424 | ||
| 6 | 2009.12.01 14:15 | t/p | 3 | 1.00 | 1.04424 | 1.05567 | 1.04424 | 124.53 | 10371.28 |
| 7 | 2009.12.01 16:00 | sell | 4 | 1.00 | 1.04277 | 1.05290 | 1.04147 | ||
| 8 | 2009.12.01 17:20 | t/p | 4 | 1.00 | 1.04147 | 1.05290 | 1.04147 | 124.92 | 10496.20 |
| 9 | 2009.12.03 18:00 | buy | 5 | 1.00 | 1.05397 | 1.04384 | 1.05527 | ||
| 10 | 2009.12.03 22:20 | t/p | 5 | 1.00 | 1.05527 | 1.04384 | 1.05527 | 123.16 | 10619.36 |
| 11 | 2009.12.04 02:00 | buy | 6 | 1.00 | 1.05710 | 1.04697 | 1.05840 | ||
| 12 | 2009.12.04 13:16 | s/l | 6 | 1.00 | 1.04697 | 1.04697 | 1.05840 | -967.86 | 9651.50 |
| 13 | 2009.12.07 11:00 | buy | 7 | 1.00 | 1.05924 | 1.04911 | 1.06054 | ||
| 14 | 2009.12.07 11:45 | t/p | 7 | 1.00 | 1.06054 | 1.04911 | 1.06054 | 122.57 | 9774.07 |
| 15 | 2009.12.07 11:45 | buy | 8 | 1.00 | 1.06073 | 1.05060 | 1.06203 | ||
| 16 | 2009.12.07 12:45 | t/p | 8 | 1.00 | 1.06203 | 1.05060 | 1.06203 | 122.37 | 9896.44 |
| 17 | 2009.12.07 21:00 | sell | 9 | 1.00 | 1.05268 | 1.06281 | 1.05138 | ||
| 18 | 2009.12.07 22:59 | t/p | 9 | 1.00 | 1.05138 | 1.06281 | 1.05138 | 123.67 | 10020.11 |
| 19 | 2009.12.08 19:00 | buy | 10 | 1.00 | 1.06172 | 1.05159 | 1.06302 | ||
| 20 | 2009.12.08 19:15 | t/p | 10 | 1.00 | 1.06302 | 1.05159 | 1.06302 | 122.22 | 10142.33 |
| 21 | 2009.12.08 19:15 | buy | 11 | 1.00 | 1.06378 | 1.05365 | 1.06508 | ||
| 22 | 2009.12.08 20:20 | t/p | 11 | 1.00 | 1.06508 | 1.05365 | 1.06508 | 122.00 | 10264.33 |
| 23 | 2009.12.09 00:00 | buy | 12 | 1.00 | 1.06328 | 1.05315 | 1.06458 | ||
| 24 | 2009.12.09 00:15 | t/p | 12 | 1.00 | 1.06458 | 1.05315 | 1.06458 | 122.11 | 10386.44 |
| 25 | 2009.12.09 00:15 | buy | 13 | 1.00 | 1.06471 | 1.05458 | 1.06601 | ||
| 26 | 2009.12.09 16:50 | s/l | 13 | 1.00 | 1.05458 | 1.05458 | 1.06601 | -960.90 | 9425.54 |
| 27 | 2009.12.10 01:00 | sell | 14 | 1.00 | 1.05404 | 1.06417 | 1.05274 | ||
| 28 | 2009.12.10 01:50 | t/p | 14 | 1.00 | 1.05274 | 1.06417 | 1.05274 | 123.55 | 9549.09 |
| 29 | 2009.12.10 01:50 | sell | 15 | 1.00 | 1.05202 | 1.06215 | 1.05072 | ||
| 30 | 2009.12.10 12:20 | t/p | 15 | 1.00 | 1.05072 | 1.06215 | 1.05072 | 123.73 | 9672.82 |
| 31 | 2009.12.10 15:00 | sell | 16 | 1.00 | 1.04854 | 1.05867 | 1.04724 | ||
| 32 | 2009.12.11 17:15 | s/l | 16 | 1.00 | 1.05867 | 1.05867 | 1.04724 | -957.05 | 8715.77 |
| 33 | 2009.12.11 19:00 | buy | 17 | 1.00 | 1.05879 | 1.04866 | 1.06009 | ||
| 34 | 2009.12.11 19:20 | t/p | 17 | 1.00 | 1.06009 | 1.04866 | 1.06009 | 122.59 | 8838.36 |
| 35 | 2009.12.11 19:20 | buy | 18 | 1.00 | 1.06054 | 1.05041 | 1.06184 | ||
| 36 | 2009.12.11 20:32 | t/p | 18 | 1.00 | 1.06184 | 1.05041 | 1.06184 | 122.42 | 8960.78 |
| 37 | 2009.12.14 02:00 | buy | 19 | 1.00 | 1.05956 | 1.04943 | 1.06086 | ||
| 38 | 2009.12.14 04:15 | t/p | 19 | 1.00 | 1.06086 | 1.04943 | 1.06086 | 122.49 | 9083.27 |
| 39 | 2009.12.14 13:00 | buy | 20 | 1.00 | 1.06495 | 1.05482 | 1.06625 | ||
| 40 | 2009.12.17 03:50 | t/p | 20 | 1.00 | 1.06625 | 1.05482 | 1.06625 | 118.61 | 9201.88 |
| 41 | 2009.12.17 07:00 | buy | 21 | 1.00 | 1.06927 | 1.05914 | 1.07057 | ||
| 42 | 2009.12.17 10:50 | t/p | 21 | 1.00 | 1.07057 | 1.05914 | 1.07057 | 121.37 | 9323.25 |
| 43 | 2009.12.21 16:00 | sell | 22 | 1.00 | 1.05522 | 1.06535 | 1.05392 | ||
| 44 | 2009.12.23 09:37 | t/p | 22 | 1.00 | 1.05392 | 1.06535 | 1.05392 | 122.42 | 9445.67 |
| 45 | 2009.12.23 14:00 | sell | 23 | 1.00 | 1.04923 | 1.05936 | 1.04793 | ||
| 46 | 2009.12.23 17:50 | t/p | 23 | 1.00 | 1.04793 | 1.05936 | 1.04793 | 124.15 | 9569.82 |
| 47 | 2009.12.23 20:00 | sell | 24 | 1.00 | 1.04771 | 1.05784 | 1.04641 | ||
| 48 | 2009.12.24 11:10 | t/p | 24 | 1.00 | 1.04641 | 1.05784 | 1.04641 | 122.86 | 9692.68 |
| 49 | 2009.12.30 22:00 | buy | 25 | 1.00 | 1.05546 | 1.04533 | 1.05676 | ||
| 50 | 2009.12.31 18:57 | close at stop | 25 | 1.00 | 1.04645 | 1.04533 | 1.05676 | -862.98 | 8829.70 |