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 | timeframe=240; step=0.009; maximum=0.2; StopLoss=500; TakeProfit=500; Lotsi=0.1; MagicNumber=28081975; Slippage=30; NumberOfTry=5; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -94.74 | Gross profit | 94.62 | Gross loss | -189.36 |
| Profit factor | 0.50 | Expected payoff | -15.79 | ||
| Absolute drawdown | 99.15 | Maximal drawdown | 99.15 (0.99%) | Relative drawdown | 0.99% (99.15) |
| Total trades | 6 | Short positions (won %) | 3 (33.33%) | Long positions (won %) | 3 (33.33%) |
| Profit trades (% of total) | 2 (33.33%) | Loss trades (% of total) | 4 (66.67%) | ||
| Largest | profit trade | 47.45 | loss trade | -47.69 | |
| Average | profit trade | 47.31 | loss trade | -47.34 | |
| Maximum | consecutive wins (profit in money) | 2 (94.62) | consecutive losses (loss in money) | 2 (-94.69) | |
| Maximal | consecutive profit (count of wins) | 94.62 (2) | consecutive loss (count of losses) | -94.69 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 00:00 | buy limit | 1 | 0.10 | 1.00000 | 0.99500 | 1.00500 | ||
| 2 | 2009.12.01 04:00 | modify | 1 | 0.10 | 1.05370 | 1.04870 | 1.05870 | ||
| 3 | 2009.12.01 08:10 | buy | 1 | 0.10 | 1.05370 | 1.04870 | 1.05870 | ||
| 4 | 2009.12.01 09:16 | s/l | 1 | 0.10 | 1.04870 | 1.04870 | 1.05870 | -47.69 | 9952.31 |
| 5 | 2009.12.01 12:00 | sell limit | 2 | 0.10 | 1.07451 | 1.07951 | 1.06951 | ||
| 6 | 2009.12.01 16:00 | modify | 2 | 0.10 | 1.07393 | 1.07893 | 1.06893 | ||
| 7 | 2009.12.01 20:00 | modify | 2 | 0.10 | 1.07303 | 1.07803 | 1.06803 | ||
| 8 | 2009.12.02 00:00 | modify | 2 | 0.10 | 1.07215 | 1.07715 | 1.06715 | ||
| 9 | 2009.12.02 04:00 | modify | 2 | 0.10 | 1.07130 | 1.07630 | 1.06630 | ||
| 10 | 2009.12.02 08:00 | modify | 2 | 0.10 | 1.07047 | 1.07547 | 1.06547 | ||
| 11 | 2009.12.02 12:00 | modify | 2 | 0.10 | 1.06966 | 1.07466 | 1.06466 | ||
| 12 | 2009.12.02 16:00 | modify | 2 | 0.10 | 1.06887 | 1.07387 | 1.06387 | ||
| 13 | 2009.12.02 20:00 | modify | 2 | 0.10 | 1.06811 | 1.07311 | 1.06311 | ||
| 14 | 2009.12.03 00:00 | modify | 2 | 0.10 | 1.06736 | 1.07236 | 1.06236 | ||
| 15 | 2009.12.03 04:00 | modify | 2 | 0.10 | 1.06664 | 1.07164 | 1.06164 | ||
| 16 | 2009.12.03 08:00 | modify | 2 | 0.10 | 1.06593 | 1.07093 | 1.06093 | ||
| 17 | 2009.12.03 12:00 | modify | 2 | 0.10 | 1.06525 | 1.07025 | 1.06025 | ||
| 18 | 2009.12.03 16:00 | modify | 2 | 0.10 | 1.06458 | 1.06958 | 1.05958 | ||
| 19 | 2009.12.03 20:00 | modify | 2 | 0.10 | 1.06393 | 1.06893 | 1.05893 | ||
| 20 | 2009.12.04 00:00 | modify | 2 | 0.10 | 1.06330 | 1.06830 | 1.05830 | ||
| 21 | 2009.12.04 04:00 | modify | 2 | 0.10 | 1.06269 | 1.06769 | 1.05769 | ||
| 22 | 2009.12.04 08:00 | modify | 2 | 0.10 | 1.06209 | 1.06709 | 1.05709 | ||
| 23 | 2009.12.04 12:00 | modify | 2 | 0.10 | 1.06151 | 1.06651 | 1.05651 | ||
| 24 | 2009.12.04 16:00 | modify | 2 | 0.10 | 1.06094 | 1.06594 | 1.05594 | ||
| 25 | 2009.12.04 20:00 | modify | 2 | 0.10 | 1.06039 | 1.06539 | 1.05539 | ||
| 26 | 2009.12.07 00:00 | modify | 2 | 0.10 | 1.05985 | 1.06485 | 1.05485 | ||
| 27 | 2009.12.07 04:00 | modify | 2 | 0.10 | 1.05947 | 1.06447 | 1.05447 | ||
| 28 | 2009.12.07 08:00 | modify | 2 | 0.10 | 1.05896 | 1.06396 | 1.05396 | ||
| 29 | 2009.12.07 09:16 | sell | 2 | 0.10 | 1.05896 | 1.06396 | 1.05396 | ||
| 30 | 2009.12.07 09:46 | s/l | 2 | 0.10 | 1.06396 | 1.06396 | 1.05396 | -46.98 | 9905.33 |
| 31 | 2009.12.07 12:00 | buy limit | 3 | 0.10 | 1.04076 | 1.03576 | 1.04576 | ||
| 32 | 2009.12.07 16:00 | modify | 3 | 0.10 | 1.04098 | 1.03598 | 1.04598 | ||
| 33 | 2009.12.07 20:00 | modify | 3 | 0.10 | 1.04119 | 1.03619 | 1.04619 | ||
| 34 | 2009.12.08 00:00 | modify | 3 | 0.10 | 1.04140 | 1.03640 | 1.04640 | ||
| 35 | 2009.12.08 04:00 | modify | 3 | 0.10 | 1.04161 | 1.03661 | 1.04661 | ||
| 36 | 2009.12.08 08:00 | modify | 3 | 0.10 | 1.04182 | 1.03682 | 1.04682 | ||
| 37 | 2009.12.08 12:00 | modify | 3 | 0.10 | 1.04203 | 1.03703 | 1.04703 | ||
| 38 | 2009.12.08 16:00 | modify | 3 | 0.10 | 1.04224 | 1.03724 | 1.04724 | ||
| 39 | 2009.12.08 20:00 | modify | 3 | 0.10 | 1.04244 | 1.03744 | 1.04744 | ||
| 40 | 2009.12.09 00:00 | modify | 3 | 0.10 | 1.04288 | 1.03788 | 1.04788 | ||
| 41 | 2009.12.09 04:00 | modify | 3 | 0.10 | 1.04331 | 1.03831 | 1.04831 | ||
| 42 | 2009.12.09 08:00 | modify | 3 | 0.10 | 1.04374 | 1.03874 | 1.04874 | ||
| 43 | 2009.12.09 12:00 | modify | 3 | 0.10 | 1.04416 | 1.03916 | 1.04916 | ||
| 44 | 2009.12.09 16:00 | modify | 3 | 0.10 | 1.04457 | 1.03957 | 1.04957 | ||
| 45 | 2009.12.09 20:00 | modify | 3 | 0.10 | 1.04497 | 1.03997 | 1.04997 | ||
| 46 | 2009.12.10 00:00 | modify | 3 | 0.10 | 1.04537 | 1.04037 | 1.05037 | ||
| 47 | 2009.12.10 04:00 | modify | 3 | 0.10 | 1.04576 | 1.04076 | 1.05076 | ||
| 48 | 2009.12.10 08:00 | modify | 3 | 0.10 | 1.04614 | 1.04114 | 1.05114 | ||
| 49 | 2009.12.10 12:00 | modify | 3 | 0.10 | 1.04651 | 1.04151 | 1.05151 | ||
| 50 | 2009.12.10 16:00 | modify | 3 | 0.10 | 1.04688 | 1.04188 | 1.05188 | ||
| 51 | 2009.12.10 20:00 | modify | 3 | 0.10 | 1.04724 | 1.04224 | 1.05224 | ||
| 52 | 2009.12.11 00:00 | modify | 3 | 0.10 | 1.04760 | 1.04260 | 1.05260 | ||
| 53 | 2009.12.11 04:00 | modify | 3 | 0.10 | 1.04794 | 1.04294 | 1.05294 | ||
| 54 | 2009.12.11 08:00 | modify | 3 | 0.10 | 1.04829 | 1.04329 | 1.05329 | ||
| 55 | 2009.12.11 12:00 | modify | 3 | 0.10 | 1.04862 | 1.04362 | 1.05362 | ||
| 56 | 2009.12.11 14:20 | buy | 3 | 0.10 | 1.04862 | 1.04362 | 1.05362 | ||
| 57 | 2009.12.11 15:32 | t/p | 3 | 0.10 | 1.05362 | 1.04362 | 1.05362 | 47.45 | 9952.78 |
| 58 | 2009.12.11 16:00 | sell limit | 4 | 0.10 | 1.06678 | 1.07178 | 1.06178 | ||
| 59 | 2009.12.11 20:00 | modify | 4 | 0.10 | 1.06661 | 1.07161 | 1.06161 | ||
| 60 | 2009.12.14 00:00 | modify | 4 | 0.10 | 1.06645 | 1.07145 | 1.06145 | ||
| 61 | 2009.12.14 04:00 | modify | 4 | 0.10 | 1.06628 | 1.07128 | 1.06128 | ||
| 62 | 2009.12.14 08:00 | modify | 4 | 0.10 | 1.06612 | 1.07112 | 1.06112 | ||
| 63 | 2009.12.14 12:00 | modify | 4 | 0.10 | 1.06596 | 1.07096 | 1.06096 | ||
| 64 | 2009.12.14 14:50 | sell | 4 | 0.10 | 1.06596 | 1.07096 | 1.06096 | ||
| 65 | 2009.12.14 16:00 | buy limit | 5 | 0.10 | 1.04831 | 1.04331 | 1.05331 | ||
| 66 | 2009.12.14 16:50 | t/p | 4 | 0.10 | 1.06096 | 1.07096 | 1.06096 | 47.17 | 9999.95 |
| 67 | 2009.12.14 20:00 | modify | 5 | 0.10 | 1.04847 | 1.04347 | 1.05347 | ||
| 68 | 2009.12.15 00:00 | modify | 5 | 0.10 | 1.04863 | 1.04363 | 1.05363 | ||
| 69 | 2009.12.15 04:00 | modify | 5 | 0.10 | 1.04879 | 1.04379 | 1.05379 | ||
| 70 | 2009.12.15 08:00 | modify | 5 | 0.10 | 1.04894 | 1.04394 | 1.05394 | ||
| 71 | 2009.12.15 12:00 | modify | 5 | 0.10 | 1.04910 | 1.04410 | 1.05410 | ||
| 72 | 2009.12.15 16:00 | modify | 5 | 0.10 | 1.04925 | 1.04425 | 1.05425 | ||
| 73 | 2009.12.15 20:00 | modify | 5 | 0.10 | 1.04940 | 1.04440 | 1.05440 | ||
| 74 | 2009.12.16 00:00 | modify | 5 | 0.10 | 1.04956 | 1.04456 | 1.05456 | ||
| 75 | 2009.12.16 04:00 | modify | 5 | 0.10 | 1.04970 | 1.04470 | 1.05470 | ||
| 76 | 2009.12.16 08:00 | modify | 5 | 0.10 | 1.04985 | 1.04485 | 1.05485 | ||
| 77 | 2009.12.16 12:00 | modify | 5 | 0.10 | 1.05000 | 1.04500 | 1.05500 | ||
| 78 | 2009.12.16 16:00 | modify | 5 | 0.10 | 1.05014 | 1.04514 | 1.05514 | ||
| 79 | 2009.12.16 20:00 | modify | 5 | 0.10 | 1.05029 | 1.04529 | 1.05529 | ||
| 80 | 2009.12.17 00:00 | modify | 5 | 0.10 | 1.05043 | 1.04543 | 1.05543 | ||
| 81 | 2009.12.17 04:00 | modify | 5 | 0.10 | 1.05072 | 1.04572 | 1.05572 | ||
| 82 | 2009.12.17 08:00 | modify | 5 | 0.10 | 1.05125 | 1.04625 | 1.05625 | ||
| 83 | 2009.12.17 12:00 | modify | 5 | 0.10 | 1.05205 | 1.04705 | 1.05705 | ||
| 84 | 2009.12.17 16:00 | modify | 5 | 0.10 | 1.05306 | 1.04806 | 1.05806 | ||
| 85 | 2009.12.17 20:00 | modify | 5 | 0.10 | 1.05402 | 1.04902 | 1.05902 | ||
| 86 | 2009.12.18 00:00 | modify | 5 | 0.10 | 1.05494 | 1.04994 | 1.05994 | ||
| 87 | 2009.12.18 04:00 | modify | 5 | 0.10 | 1.05583 | 1.05083 | 1.06083 | ||
| 88 | 2009.12.18 08:00 | modify | 5 | 0.10 | 1.05667 | 1.05167 | 1.06167 | ||
| 89 | 2009.12.18 12:00 | modify | 5 | 0.10 | 1.05747 | 1.05247 | 1.06247 | ||
| 90 | 2009.12.18 16:00 | modify | 5 | 0.10 | 1.05824 | 1.05324 | 1.06324 | ||
| 91 | 2009.12.18 20:00 | modify | 5 | 0.10 | 1.05897 | 1.05397 | 1.06397 | ||
| 92 | 2009.12.21 00:00 | modify | 5 | 0.10 | 1.05967 | 1.05467 | 1.06467 | ||
| 93 | 2009.12.21 04:00 | modify | 5 | 0.10 | 1.06034 | 1.05534 | 1.06534 | ||
| 94 | 2009.12.21 08:00 | modify | 5 | 0.10 | 1.06098 | 1.05598 | 1.06598 | ||
| 95 | 2009.12.21 12:00 | modify | 5 | 0.10 | 1.06118 | 1.05618 | 1.06618 | ||
| 96 | 2009.12.21 12:50 | buy | 5 | 0.10 | 1.06118 | 1.05618 | 1.06618 | ||
| 97 | 2009.12.21 13:45 | s/l | 5 | 0.10 | 1.05618 | 1.05618 | 1.06618 | -47.36 | 9952.59 |
| 98 | 2009.12.21 16:00 | sell limit | 6 | 0.10 | 1.07433 | 1.07933 | 1.06933 | ||
| 99 | 2009.12.21 20:00 | modify | 6 | 0.10 | 1.07414 | 1.07914 | 1.06914 | ||
| 100 | 2009.12.22 00:00 | modify | 6 | 0.10 | 1.07396 | 1.07896 | 1.06896 | ||
| 101 | 2009.12.22 04:00 | modify | 6 | 0.10 | 1.07377 | 1.07877 | 1.06877 | ||
| 102 | 2009.12.22 08:00 | modify | 6 | 0.10 | 1.07359 | 1.07859 | 1.06859 | ||
| 103 | 2009.12.22 12:00 | modify | 6 | 0.10 | 1.07341 | 1.07841 | 1.06841 | ||
| 104 | 2009.12.22 16:00 | modify | 6 | 0.10 | 1.07323 | 1.07823 | 1.06823 | ||
| 105 | 2009.12.22 20:00 | modify | 6 | 0.10 | 1.07305 | 1.07805 | 1.06805 | ||
| 106 | 2009.12.23 00:00 | modify | 6 | 0.10 | 1.07288 | 1.07788 | 1.06788 | ||
| 107 | 2009.12.23 04:00 | modify | 6 | 0.10 | 1.07270 | 1.07770 | 1.06770 | ||
| 108 | 2009.12.23 08:00 | modify | 6 | 0.10 | 1.07253 | 1.07753 | 1.06753 | ||
| 109 | 2009.12.23 12:00 | modify | 6 | 0.10 | 1.07236 | 1.07736 | 1.06736 | ||
| 110 | 2009.12.23 16:00 | modify | 6 | 0.10 | 1.07193 | 1.07693 | 1.06693 | ||
| 111 | 2009.12.23 20:00 | modify | 6 | 0.10 | 1.07126 | 1.07626 | 1.06626 | ||
| 112 | 2009.12.24 00:00 | modify | 6 | 0.10 | 1.07060 | 1.07560 | 1.06560 | ||
| 113 | 2009.12.24 04:00 | modify | 6 | 0.10 | 1.06996 | 1.07496 | 1.06496 | ||
| 114 | 2009.12.24 08:00 | modify | 6 | 0.10 | 1.06934 | 1.07434 | 1.06434 | ||
| 115 | 2009.12.24 12:00 | modify | 6 | 0.10 | 1.06848 | 1.07348 | 1.06348 | ||
| 116 | 2009.12.24 16:00 | modify | 6 | 0.10 | 1.06741 | 1.07241 | 1.06241 | ||
| 117 | 2009.12.28 00:00 | modify | 6 | 0.10 | 1.06638 | 1.07138 | 1.06138 | ||
| 118 | 2009.12.28 04:00 | modify | 6 | 0.10 | 1.06540 | 1.07040 | 1.06040 | ||
| 119 | 2009.12.28 08:00 | modify | 6 | 0.10 | 1.06447 | 1.06947 | 1.05947 | ||
| 120 | 2009.12.28 12:00 | modify | 6 | 0.10 | 1.06357 | 1.06857 | 1.05857 | ||
| 121 | 2009.12.28 16:00 | modify | 6 | 0.10 | 1.06254 | 1.06754 | 1.05754 | ||
| 122 | 2009.12.28 20:00 | modify | 6 | 0.10 | 1.06123 | 1.06623 | 1.05623 | ||
| 123 | 2009.12.29 00:00 | modify | 6 | 0.10 | 1.06000 | 1.06500 | 1.05500 | ||
| 124 | 2009.12.29 04:00 | modify | 6 | 0.10 | 1.05884 | 1.06384 | 1.05384 | ||
| 125 | 2009.12.29 08:00 | modify | 6 | 0.10 | 1.05776 | 1.06276 | 1.05276 | ||
| 126 | 2009.12.29 12:00 | modify | 6 | 0.10 | 1.05647 | 1.06147 | 1.05147 | ||
| 127 | 2009.12.29 16:00 | modify | 6 | 0.10 | 1.05486 | 1.05986 | 1.04986 | ||
| 128 | 2009.12.29 20:00 | modify | 6 | 0.10 | 1.05337 | 1.05837 | 1.04837 | ||
| 129 | 2009.12.30 00:00 | modify | 6 | 0.10 | 1.05201 | 1.05701 | 1.04701 | ||
| 130 | 2009.12.30 04:00 | modify | 6 | 0.10 | 1.05075 | 1.05575 | 1.04575 | ||
| 131 | 2009.12.30 06:10 | sell | 6 | 0.10 | 1.05075 | 1.05575 | 1.04575 | ||
| 132 | 2009.12.30 08:00 | buy limit | 7 | 0.10 | 1.03666 | 1.03166 | 1.04166 | ||
| 133 | 2009.12.30 12:00 | modify | 7 | 0.10 | 1.03679 | 1.03179 | 1.04179 | ||
| 134 | 2009.12.30 15:45 | s/l | 6 | 0.10 | 1.05575 | 1.05575 | 1.04575 | -47.33 | 9905.26 |
| 135 | 2009.12.30 16:00 | modify | 7 | 0.10 | 1.03716 | 1.03216 | 1.04216 | ||
| 136 | 2009.12.30 20:00 | modify | 7 | 0.10 | 1.03753 | 1.03253 | 1.04253 | ||
| 137 | 2009.12.31 00:00 | modify | 7 | 0.10 | 1.03790 | 1.03290 | 1.04290 | ||
| 138 | 2009.12.31 04:00 | modify | 7 | 0.10 | 1.03825 | 1.03325 | 1.04325 | ||
| 139 | 2009.12.31 08:00 | modify | 7 | 0.10 | 1.03860 | 1.03360 | 1.04360 | ||
| 140 | 2009.12.31 12:00 | modify | 7 | 0.10 | 1.03894 | 1.03394 | 1.04394 | ||
| 141 | 2009.12.31 16:00 | modify | 7 | 0.10 | 1.03928 | 1.03428 | 1.04428 | ||