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 | TakeProfit=20; Lots=1; TrailingStop=5; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -2435.01 | Gross profit | 250.88 | Gross loss | -2685.88 |
| Profit factor | 0.09 | Expected payoff | -162.33 | ||
| Absolute drawdown | 3416.02 | Maximal drawdown | 3672.48 (35.81%) | Relative drawdown | 35.81% (3672.48) |
| Total trades | 15 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 15 (93.33%) |
| Profit trades (% of total) | 14 (93.33%) | Loss trades (% of total) | 1 (6.67%) | ||
| Largest | profit trade | 18.92 | loss trade | -2685.88 | |
| Average | profit trade | 17.92 | loss trade | -2685.88 | |
| Maximum | consecutive wins (profit in money) | 14 (250.88) | consecutive losses (loss in money) | 1 (-2685.88) | |
| Maximal | consecutive profit (count of wins) | 250.88 (14) | consecutive loss (count of losses) | -2685.88 (1) | |
| Average | consecutive wins | 14 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 00:00 | buy | 1 | 1.00 | 1.05675 | 0.00000 | 1.05695 | ||
| 2 | 2009.12.01 06:15 | t/p | 1 | 1.00 | 1.05695 | 0.00000 | 1.05695 | 18.92 | 10018.92 |
| 3 | 2009.12.01 06:15 | buy | 2 | 1.00 | 1.05781 | 0.00000 | 1.05801 | ||
| 4 | 2009.12.03 16:20 | t/p | 2 | 1.00 | 1.05801 | 0.00000 | 1.05801 | 16.27 | 10035.19 |
| 5 | 2009.12.03 16:20 | buy | 3 | 1.00 | 1.05905 | 0.00000 | 1.05925 | ||
| 6 | 2009.12.04 20:50 | t/p | 3 | 1.00 | 1.05925 | 0.00000 | 1.05925 | 18.22 | 10053.41 |
| 7 | 2009.12.04 20:50 | buy | 4 | 1.00 | 1.06019 | 0.00000 | 1.06039 | ||
| 8 | 2009.12.07 09:33 | t/p | 4 | 1.00 | 1.06039 | 0.00000 | 1.06039 | 18.19 | 10071.60 |
| 9 | 2009.12.07 09:33 | buy | 5 | 1.00 | 1.06195 | 0.00000 | 1.06215 | ||
| 10 | 2009.12.07 09:40 | t/p | 5 | 1.00 | 1.06215 | 0.00000 | 1.06215 | 18.82 | 10090.42 |
| 11 | 2009.12.07 09:40 | buy | 6 | 1.00 | 1.06345 | 0.00000 | 1.06365 | ||
| 12 | 2009.12.07 09:46 | t/p | 6 | 1.00 | 1.06365 | 0.00000 | 1.06365 | 18.79 | 10109.21 |
| 13 | 2009.12.07 09:46 | buy | 7 | 1.00 | 1.06494 | 0.00000 | 1.06514 | ||
| 14 | 2009.12.08 20:20 | t/p | 7 | 1.00 | 1.06514 | 0.00000 | 1.06514 | 18.11 | 10127.32 |
| 15 | 2009.12.08 20:20 | buy | 8 | 1.00 | 1.06640 | 0.00000 | 1.06660 | ||
| 16 | 2009.12.08 20:50 | t/p | 8 | 1.00 | 1.06660 | 0.00000 | 1.06660 | 18.75 | 10146.07 |
| 17 | 2009.12.08 20:50 | buy | 9 | 1.00 | 1.06773 | 0.00000 | 1.06793 | ||
| 18 | 2009.12.17 05:15 | t/p | 9 | 1.00 | 1.06793 | 0.00000 | 1.06793 | 11.48 | 10157.56 |
| 19 | 2009.12.17 05:15 | buy | 10 | 1.00 | 1.06904 | 0.00000 | 1.06924 | ||
| 20 | 2009.12.17 06:50 | t/p | 10 | 1.00 | 1.06924 | 0.00000 | 1.06924 | 18.70 | 10176.26 |
| 21 | 2009.12.17 06:50 | buy | 11 | 1.00 | 1.07010 | 0.00000 | 1.07030 | ||
| 22 | 2009.12.17 07:20 | t/p | 11 | 1.00 | 1.07030 | 0.00000 | 1.07030 | 18.68 | 10194.94 |
| 23 | 2009.12.17 07:20 | buy | 12 | 1.00 | 1.07120 | 0.00000 | 1.07140 | ||
| 24 | 2009.12.17 11:20 | t/p | 12 | 1.00 | 1.07140 | 0.00000 | 1.07140 | 18.67 | 10213.61 |
| 25 | 2009.12.17 11:20 | buy | 13 | 1.00 | 1.07231 | 0.00000 | 1.07251 | ||
| 26 | 2009.12.17 11:45 | t/p | 13 | 1.00 | 1.07251 | 0.00000 | 1.07251 | 18.64 | 10232.25 |
| 27 | 2009.12.17 11:45 | buy | 14 | 1.00 | 1.07341 | 0.00000 | 1.07361 | ||
| 28 | 2009.12.17 12:20 | t/p | 14 | 1.00 | 1.07361 | 0.00000 | 1.07361 | 18.63 | 10250.88 |
| 29 | 2009.12.17 12:20 | buy | 15 | 1.00 | 1.07446 | 0.00000 | 1.07466 | ||
| 30 | 2009.12.31 18:57 | close at stop | 15 | 1.00 | 1.04645 | 0.00000 | 1.07466 | -2685.88 | 7564.99 |