Strategy Tester Report
yug_oneMA_v2
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___=""Íàñòðîéêè"; timeframe=0; period=44; ma_shift=4; ma_method=1; applied_price=5; shift=3; level_high=25; level_low=27; shift_level=3; ____2___=""Íàñòðîéêè"; Lots=0.01; slippage=3; stoploss=100; takeprofit=50; magic=28081975; | ||||
Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -17.38 | Gross profit | 21.81 | Gross loss | -39.19 |
Profit factor | 0.56 | Expected payoff | -0.22 | ||
Absolute drawdown | 17.38 | Maximal drawdown | 20.53 (0.21%) | Relative drawdown | 0.21% (20.53) |
Total trades | 80 | Short positions (won %) | 53 (62.26%) | Long positions (won %) | 27 (48.15%) |
Profit trades (% of total) | 46 (57.50%) | Loss trades (% of total) | 34 (42.50%) | ||
Largest | profit trade | 0.48 | loss trade | -1.17 | |
Average | profit trade | 0.47 | loss trade | -1.15 | |
Maximum | consecutive wins (profit in money) | 6 (2.88) | consecutive losses (loss in money) | 3 (-3.49) | |
Maximal | consecutive profit (count of wins) | 2.88 (6) | consecutive loss (count of losses) | -3.49 (3) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 09:00 | sell | 1 | 0.01 | 1.05224 | 1.05346 | 1.05174 | ||
2 | 2009.12.01 09:03 | t/p | 1 | 0.01 | 1.05174 | 1.05346 | 1.05174 | 0.47 | 10000.47 |
3 | 2009.12.01 09:03 | sell | 2 | 0.01 | 1.05084 | 1.05206 | 1.05034 | ||
4 | 2009.12.01 09:10 | t/p | 2 | 0.01 | 1.05034 | 1.05206 | 1.05034 | 0.48 | 10000.95 |
5 | 2009.12.01 09:10 | sell | 3 | 0.01 | 1.04979 | 1.05101 | 1.04929 | ||
6 | 2009.12.01 09:16 | t/p | 3 | 0.01 | 1.04929 | 1.05101 | 1.04929 | 0.48 | 10001.43 |
7 | 2009.12.01 09:16 | sell | 4 | 0.01 | 1.04839 | 1.04961 | 1.04789 | ||
8 | 2009.12.01 09:26 | s/l | 4 | 0.01 | 1.04961 | 1.04961 | 1.04789 | -1.16 | 10000.27 |
9 | 2009.12.01 09:26 | sell | 5 | 0.01 | 1.04979 | 1.05101 | 1.04929 | ||
10 | 2009.12.01 09:30 | t/p | 5 | 0.01 | 1.04929 | 1.05101 | 1.04929 | 0.48 | 10000.75 |
11 | 2009.12.01 09:30 | sell | 6 | 0.01 | 1.04891 | 1.05013 | 1.04841 | ||
12 | 2009.12.01 09:45 | t/p | 6 | 0.01 | 1.04841 | 1.05013 | 1.04841 | 0.48 | 10001.23 |
13 | 2009.12.01 09:45 | sell | 7 | 0.01 | 1.04771 | 1.04893 | 1.04721 | ||
14 | 2009.12.01 09:50 | t/p | 7 | 0.01 | 1.04721 | 1.04893 | 1.04721 | 0.48 | 10001.71 |
15 | 2009.12.01 09:50 | sell | 8 | 0.01 | 1.04675 | 1.04797 | 1.04625 | ||
16 | 2009.12.01 10:10 | t/p | 8 | 0.01 | 1.04625 | 1.04797 | 1.04625 | 0.48 | 10002.19 |
17 | 2009.12.08 13:00 | sell | 9 | 0.01 | 1.05445 | 1.05567 | 1.05395 | ||
18 | 2009.12.08 13:15 | t/p | 9 | 0.01 | 1.05395 | 1.05567 | 1.05395 | 0.48 | 10002.67 |
19 | 2009.12.08 13:15 | sell | 10 | 0.01 | 1.05321 | 1.05443 | 1.05271 | ||
20 | 2009.12.08 13:20 | t/p | 10 | 0.01 | 1.05271 | 1.05443 | 1.05271 | 0.48 | 10003.15 |
21 | 2009.12.08 13:20 | sell | 11 | 0.01 | 1.05211 | 1.05333 | 1.05161 | ||
22 | 2009.12.08 13:27 | s/l | 11 | 0.01 | 1.05333 | 1.05333 | 1.05161 | -1.16 | 10001.99 |
23 | 2009.12.08 13:27 | sell | 12 | 0.01 | 1.05321 | 1.05443 | 1.05271 | ||
24 | 2009.12.08 13:45 | s/l | 12 | 0.01 | 1.05443 | 1.05443 | 1.05271 | -1.16 | 10000.83 |
25 | 2009.12.08 13:45 | sell | 13 | 0.01 | 1.05422 | 1.05544 | 1.05372 | ||
26 | 2009.12.08 14:10 | s/l | 13 | 0.01 | 1.05544 | 1.05544 | 1.05372 | -1.16 | 9999.67 |
27 | 2009.12.09 23:00 | sell | 14 | 0.01 | 1.05455 | 1.05577 | 1.05405 | ||
28 | 2009.12.09 23:26 | t/p | 14 | 0.01 | 1.05405 | 1.05577 | 1.05405 | 0.47 | 10000.14 |
29 | 2009.12.09 23:26 | sell | 15 | 0.01 | 1.05383 | 1.05505 | 1.05333 | ||
30 | 2009.12.09 23:50 | s/l | 15 | 0.01 | 1.05505 | 1.05505 | 1.05333 | -1.15 | 9998.99 |
31 | 2009.12.09 23:50 | sell | 16 | 0.01 | 1.05506 | 1.05628 | 1.05456 | ||
32 | 2009.12.10 00:15 | t/p | 16 | 0.01 | 1.05456 | 1.05628 | 1.05456 | 0.47 | 9999.46 |
33 | 2009.12.10 08:00 | sell | 17 | 0.01 | 1.05532 | 1.05654 | 1.05482 | ||
34 | 2009.12.10 08:15 | t/p | 17 | 0.01 | 1.05482 | 1.05654 | 1.05482 | 0.48 | 9999.94 |
35 | 2009.12.10 08:15 | sell | 18 | 0.01 | 1.05405 | 1.05527 | 1.05355 | ||
36 | 2009.12.10 08:20 | t/p | 18 | 0.01 | 1.05355 | 1.05527 | 1.05355 | 0.47 | 10000.41 |
37 | 2009.12.10 08:20 | sell | 19 | 0.01 | 1.05328 | 1.05450 | 1.05278 | ||
38 | 2009.12.10 08:27 | s/l | 19 | 0.01 | 1.05450 | 1.05450 | 1.05278 | -1.16 | 9999.25 |
39 | 2009.12.10 08:27 | sell | 20 | 0.01 | 1.05431 | 1.05553 | 1.05381 | ||
40 | 2009.12.10 08:33 | s/l | 20 | 0.01 | 1.05553 | 1.05553 | 1.05381 | -1.15 | 9998.10 |
41 | 2009.12.10 08:33 | sell | 21 | 0.01 | 1.05552 | 1.05674 | 1.05502 | ||
42 | 2009.12.10 08:46 | s/l | 21 | 0.01 | 1.05674 | 1.05674 | 1.05502 | -1.15 | 9996.95 |
43 | 2009.12.10 08:46 | sell | 22 | 0.01 | 1.05697 | 1.05819 | 1.05647 | ||
44 | 2009.12.10 08:56 | t/p | 22 | 0.01 | 1.05647 | 1.05819 | 1.05647 | 0.47 | 9997.42 |
45 | 2009.12.10 08:56 | sell | 23 | 0.01 | 1.05601 | 1.05723 | 1.05551 | ||
46 | 2009.12.10 09:02 | s/l | 23 | 0.01 | 1.05723 | 1.05723 | 1.05551 | -1.15 | 9996.27 |
47 | 2009.12.10 09:02 | sell | 24 | 0.01 | 1.05762 | 1.05884 | 1.05712 | ||
48 | 2009.12.10 09:10 | t/p | 24 | 0.01 | 1.05712 | 1.05884 | 1.05712 | 0.47 | 9996.74 |
49 | 2009.12.10 09:10 | sell | 25 | 0.01 | 1.05669 | 1.05791 | 1.05619 | ||
50 | 2009.12.10 09:15 | t/p | 25 | 0.01 | 1.05619 | 1.05791 | 1.05619 | 0.47 | 9997.21 |
51 | 2009.12.10 09:15 | sell | 26 | 0.01 | 1.05575 | 1.05697 | 1.05525 | ||
52 | 2009.12.10 09:20 | t/p | 26 | 0.01 | 1.05525 | 1.05697 | 1.05525 | 0.48 | 9997.69 |
53 | 2009.12.10 09:20 | sell | 27 | 0.01 | 1.05451 | 1.05573 | 1.05401 | ||
54 | 2009.12.10 09:27 | s/l | 27 | 0.01 | 1.05573 | 1.05573 | 1.05401 | -1.15 | 9996.54 |
55 | 2009.12.10 09:27 | sell | 28 | 0.01 | 1.05575 | 1.05697 | 1.05525 | ||
56 | 2009.12.10 09:32 | s/l | 28 | 0.01 | 1.05697 | 1.05697 | 1.05525 | -1.15 | 9995.39 |
57 | 2009.12.10 09:32 | sell | 29 | 0.01 | 1.05781 | 1.05903 | 1.05731 | ||
58 | 2009.12.10 09:40 | t/p | 29 | 0.01 | 1.05731 | 1.05903 | 1.05731 | 0.47 | 9995.86 |
59 | 2009.12.10 09:40 | sell | 30 | 0.01 | 1.05669 | 1.05791 | 1.05619 | ||
60 | 2009.12.10 09:45 | t/p | 30 | 0.01 | 1.05619 | 1.05791 | 1.05619 | 0.47 | 9996.33 |
61 | 2009.12.10 09:45 | sell | 31 | 0.01 | 1.05556 | 1.05678 | 1.05506 | ||
62 | 2009.12.10 09:50 | t/p | 31 | 0.01 | 1.05506 | 1.05678 | 1.05506 | 0.47 | 9996.80 |
63 | 2009.12.10 09:50 | sell | 32 | 0.01 | 1.05407 | 1.05529 | 1.05357 | ||
64 | 2009.12.10 09:57 | s/l | 32 | 0.01 | 1.05529 | 1.05529 | 1.05357 | -1.16 | 9995.64 |
65 | 2009.12.10 09:57 | sell | 33 | 0.01 | 1.05556 | 1.05678 | 1.05506 | ||
66 | 2009.12.10 10:20 | s/l | 33 | 0.01 | 1.05678 | 1.05678 | 1.05506 | -1.16 | 9994.48 |
67 | 2009.12.10 11:00 | sell | 34 | 0.01 | 1.05451 | 1.05573 | 1.05401 | ||
68 | 2009.12.10 11:10 | t/p | 34 | 0.01 | 1.05401 | 1.05573 | 1.05401 | 0.48 | 9994.96 |
69 | 2009.12.10 11:10 | sell | 35 | 0.01 | 1.05361 | 1.05483 | 1.05311 | ||
70 | 2009.12.10 11:20 | t/p | 35 | 0.01 | 1.05311 | 1.05483 | 1.05311 | 0.48 | 9995.44 |
71 | 2009.12.10 11:20 | sell | 36 | 0.01 | 1.05194 | 1.05316 | 1.05144 | ||
72 | 2009.12.10 11:32 | s/l | 36 | 0.01 | 1.05316 | 1.05316 | 1.05144 | -1.16 | 9994.28 |
73 | 2009.12.10 11:32 | sell | 37 | 0.01 | 1.05299 | 1.05421 | 1.05249 | ||
74 | 2009.12.10 11:45 | t/p | 37 | 0.01 | 1.05249 | 1.05421 | 1.05249 | 0.48 | 9994.76 |
75 | 2009.12.10 11:45 | sell | 38 | 0.01 | 1.05175 | 1.05297 | 1.05125 | ||
76 | 2009.12.10 11:50 | t/p | 38 | 0.01 | 1.05125 | 1.05297 | 1.05125 | 0.48 | 9995.24 |
77 | 2009.12.10 11:50 | sell | 39 | 0.01 | 1.05092 | 1.05214 | 1.05042 | ||
78 | 2009.12.10 12:45 | t/p | 39 | 0.01 | 1.05042 | 1.05214 | 1.05042 | 0.48 | 9995.72 |
79 | 2009.12.10 13:00 | sell | 40 | 0.01 | 1.05038 | 1.05160 | 1.04988 | ||
80 | 2009.12.10 13:10 | s/l | 40 | 0.01 | 1.05160 | 1.05160 | 1.04988 | -1.16 | 9994.56 |
81 | 2009.12.10 13:10 | sell | 41 | 0.01 | 1.05138 | 1.05260 | 1.05088 | ||
82 | 2009.12.10 13:20 | t/p | 41 | 0.01 | 1.05088 | 1.05260 | 1.05088 | 0.47 | 9995.03 |
83 | 2009.12.10 13:20 | sell | 42 | 0.01 | 1.05063 | 1.05185 | 1.05013 | ||
84 | 2009.12.10 13:50 | t/p | 42 | 0.01 | 1.05013 | 1.05185 | 1.05013 | 0.48 | 9995.51 |
85 | 2009.12.10 13:50 | sell | 43 | 0.01 | 1.04969 | 1.05091 | 1.04919 | ||
86 | 2009.12.10 14:45 | t/p | 43 | 0.01 | 1.04919 | 1.05091 | 1.04919 | 0.47 | 9995.98 |
87 | 2009.12.15 04:00 | buy | 44 | 0.01 | 1.05871 | 1.05749 | 1.05921 | ||
88 | 2009.12.15 05:03 | s/l | 44 | 0.01 | 1.05749 | 1.05749 | 1.05921 | -1.16 | 9994.82 |
89 | 2009.12.15 06:00 | buy | 45 | 0.01 | 1.05581 | 1.05459 | 1.05631 | ||
90 | 2009.12.15 06:15 | t/p | 45 | 0.01 | 1.05631 | 1.05459 | 1.05631 | 0.48 | 9995.30 |
91 | 2009.12.15 06:15 | buy | 46 | 0.01 | 1.05666 | 1.05544 | 1.05716 | ||
92 | 2009.12.15 08:16 | s/l | 46 | 0.01 | 1.05544 | 1.05544 | 1.05716 | -1.15 | 9994.15 |
93 | 2009.12.16 22:00 | sell | 47 | 0.01 | 1.06054 | 1.06176 | 1.06004 | ||
94 | 2009.12.17 00:20 | s/l | 47 | 0.01 | 1.06176 | 1.06176 | 1.06004 | -1.15 | 9993.00 |
95 | 2009.12.17 01:00 | buy | 48 | 0.01 | 1.06214 | 1.06092 | 1.06264 | ||
96 | 2009.12.17 02:15 | t/p | 48 | 0.01 | 1.06264 | 1.06092 | 1.06264 | 0.47 | 9993.47 |
97 | 2009.12.18 10:00 | buy | 49 | 0.01 | 1.06814 | 1.06692 | 1.06864 | ||
98 | 2009.12.18 10:10 | t/p | 49 | 0.01 | 1.06864 | 1.06692 | 1.06864 | 0.47 | 9993.94 |
99 | 2009.12.18 10:10 | buy | 50 | 0.01 | 1.06899 | 1.06777 | 1.06949 | ||
100 | 2009.12.18 10:20 | t/p | 50 | 0.01 | 1.06949 | 1.06777 | 1.06949 | 0.47 | 9994.41 |
101 | 2009.12.18 10:20 | buy | 51 | 0.01 | 1.07018 | 1.06896 | 1.07068 | ||
102 | 2009.12.18 10:40 | s/l | 51 | 0.01 | 1.06896 | 1.06896 | 1.07068 | -1.14 | 9993.27 |
103 | 2009.12.18 10:40 | buy | 52 | 0.01 | 1.06868 | 1.06746 | 1.06918 | ||
104 | 2009.12.18 10:45 | s/l | 52 | 0.01 | 1.06746 | 1.06746 | 1.06918 | -1.14 | 9992.13 |
105 | 2009.12.18 10:45 | buy | 53 | 0.01 | 1.06749 | 1.06627 | 1.06799 | ||
106 | 2009.12.18 10:50 | s/l | 53 | 0.01 | 1.06627 | 1.06627 | 1.06799 | -1.15 | 9990.98 |
107 | 2009.12.18 10:50 | buy | 54 | 0.01 | 1.06591 | 1.06469 | 1.06641 | ||
108 | 2009.12.18 10:52 | t/p | 54 | 0.01 | 1.06641 | 1.06469 | 1.06641 | 0.46 | 9991.44 |
109 | 2009.12.18 10:52 | buy | 55 | 0.01 | 1.06670 | 1.06548 | 1.06720 | ||
110 | 2009.12.18 10:57 | t/p | 55 | 0.01 | 1.06720 | 1.06548 | 1.06720 | 0.46 | 9991.90 |
111 | 2009.12.18 10:57 | buy | 56 | 0.01 | 1.06749 | 1.06627 | 1.06799 | ||
112 | 2009.12.18 10:59 | s/l | 56 | 0.01 | 1.06627 | 1.06627 | 1.06799 | -1.14 | 9990.76 |
113 | 2009.12.18 10:59 | buy | 57 | 0.01 | 1.06648 | 1.06526 | 1.06698 | ||
114 | 2009.12.18 11:10 | t/p | 57 | 0.01 | 1.06698 | 1.06526 | 1.06698 | 0.47 | 9991.23 |
115 | 2009.12.18 20:00 | buy | 58 | 0.01 | 1.06646 | 1.06524 | 1.06696 | ||
116 | 2009.12.18 20:45 | s/l | 58 | 0.01 | 1.06524 | 1.06524 | 1.06696 | -1.15 | 9990.08 |
117 | 2009.12.18 20:45 | buy | 59 | 0.01 | 1.06513 | 1.06391 | 1.06563 | ||
118 | 2009.12.18 20:59 | t/p | 59 | 0.01 | 1.06563 | 1.06391 | 1.06563 | 0.47 | 9990.55 |
119 | 2009.12.18 20:59 | buy | 60 | 0.01 | 1.06599 | 1.06477 | 1.06649 | ||
120 | 2009.12.18 21:16 | s/l | 60 | 0.01 | 1.06477 | 1.06477 | 1.06649 | -1.14 | 9989.41 |
121 | 2009.12.21 00:00 | sell | 61 | 0.01 | 1.06759 | 1.06881 | 1.06709 | ||
122 | 2009.12.21 00:20 | t/p | 61 | 0.01 | 1.06709 | 1.06881 | 1.06709 | 0.47 | 9989.88 |
123 | 2009.12.21 00:20 | sell | 62 | 0.01 | 1.06674 | 1.06796 | 1.06624 | ||
124 | 2009.12.21 03:00 | buy | 63 | 0.01 | 1.06754 | 1.06632 | 1.06804 | ||
125 | 2009.12.21 04:20 | t/p | 62 | 0.01 | 1.06624 | 1.06796 | 1.06624 | 0.47 | 9990.35 |
126 | 2009.12.21 04:20 | s/l | 63 | 0.01 | 1.06632 | 1.06632 | 1.06804 | -1.14 | 9989.21 |
127 | 2009.12.21 05:00 | buy | 64 | 0.01 | 1.06638 | 1.06516 | 1.06688 | ||
128 | 2009.12.21 06:59 | t/p | 64 | 0.01 | 1.06688 | 1.06516 | 1.06688 | 0.47 | 9989.68 |
129 | 2009.12.21 06:59 | buy | 65 | 0.01 | 1.06718 | 1.06596 | 1.06768 | ||
130 | 2009.12.21 07:50 | s/l | 65 | 0.01 | 1.06596 | 1.06596 | 1.06768 | -1.15 | 9988.53 |
131 | 2009.12.21 08:00 | sell | 66 | 0.01 | 1.06627 | 1.06749 | 1.06577 | ||
132 | 2009.12.21 08:10 | t/p | 66 | 0.01 | 1.06577 | 1.06749 | 1.06577 | 0.47 | 9989.00 |
133 | 2009.12.21 08:10 | sell | 67 | 0.01 | 1.06538 | 1.06660 | 1.06488 | ||
134 | 2009.12.21 08:20 | s/l | 67 | 0.01 | 1.06660 | 1.06660 | 1.06488 | -1.14 | 9987.86 |
135 | 2009.12.21 08:20 | sell | 68 | 0.01 | 1.06685 | 1.06807 | 1.06635 | ||
136 | 2009.12.21 08:45 | s/l | 68 | 0.01 | 1.06807 | 1.06807 | 1.06635 | -1.15 | 9986.71 |
137 | 2009.12.21 08:45 | sell | 69 | 0.01 | 1.06795 | 1.06917 | 1.06745 | ||
138 | 2009.12.21 09:20 | s/l | 69 | 0.01 | 1.06917 | 1.06917 | 1.06745 | -1.14 | 9985.57 |
139 | 2009.12.28 13:00 | sell | 70 | 0.01 | 1.04765 | 1.04887 | 1.04715 | ||
140 | 2009.12.28 13:45 | t/p | 70 | 0.01 | 1.04715 | 1.04887 | 1.04715 | 0.48 | 9986.05 |
141 | 2009.12.28 13:45 | sell | 71 | 0.01 | 1.04690 | 1.04812 | 1.04640 | ||
142 | 2009.12.28 13:50 | t/p | 71 | 0.01 | 1.04640 | 1.04812 | 1.04640 | 0.48 | 9986.53 |
143 | 2009.12.28 13:50 | sell | 72 | 0.01 | 1.04595 | 1.04717 | 1.04545 | ||
144 | 2009.12.28 14:20 | s/l | 72 | 0.01 | 1.04717 | 1.04717 | 1.04545 | -1.16 | 9985.37 |
145 | 2009.12.31 10:00 | buy | 73 | 0.01 | 1.04805 | 1.04683 | 1.04855 | ||
146 | 2009.12.31 10:10 | t/p | 73 | 0.01 | 1.04855 | 1.04683 | 1.04855 | 0.48 | 9985.85 |
147 | 2009.12.31 10:10 | buy | 74 | 0.01 | 1.04958 | 1.04836 | 1.05008 | ||
148 | 2009.12.31 10:15 | t/p | 74 | 0.01 | 1.05008 | 1.04836 | 1.05008 | 0.47 | 9986.32 |
149 | 2009.12.31 10:15 | buy | 75 | 0.01 | 1.05055 | 1.04933 | 1.05105 | ||
150 | 2009.12.31 10:20 | t/p | 75 | 0.01 | 1.05105 | 1.04933 | 1.05105 | 0.47 | 9986.79 |
151 | 2009.12.31 10:20 | buy | 76 | 0.01 | 1.05153 | 1.05031 | 1.05203 | ||
152 | 2009.12.31 10:27 | s/l | 76 | 0.01 | 1.05031 | 1.05031 | 1.05203 | -1.16 | 9985.63 |
153 | 2009.12.31 10:27 | buy | 77 | 0.01 | 1.05023 | 1.04901 | 1.05073 | ||
154 | 2009.12.31 10:30 | t/p | 77 | 0.01 | 1.05073 | 1.04901 | 1.05073 | 0.48 | 9986.11 |
155 | 2009.12.31 10:30 | buy | 78 | 0.01 | 1.05136 | 1.05014 | 1.05186 | ||
156 | 2009.12.31 10:50 | s/l | 78 | 0.01 | 1.05014 | 1.05014 | 1.05186 | -1.16 | 9984.95 |
157 | 2009.12.31 10:50 | buy | 79 | 0.01 | 1.05019 | 1.04897 | 1.05069 | ||
158 | 2009.12.31 11:20 | s/l | 79 | 0.01 | 1.04897 | 1.04897 | 1.05069 | -1.16 | 9983.79 |
159 | 2009.12.31 11:20 | buy | 80 | 0.01 | 1.04900 | 1.04778 | 1.04950 | ||
160 | 2009.12.31 12:15 | s/l | 80 | 0.01 | 1.04778 | 1.04778 | 1.04950 | -1.17 | 9982.62 |