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 | MagicNumber=0; SignalMail=false; EachTickMode=false; Lots=1; Slippage=3; UseStopLoss=1; StopLoss=150; UseTakeProfit=0; TakeProfit=300; UseTrailingStop=0; TrailingStop=55; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -2234.24 | Gross profit | 2556.74 | Gross loss | -4790.98 |
| Profit factor | 0.53 | Expected payoff | -46.55 | ||
| Absolute drawdown | 2234.24 | Maximal drawdown | 2951.35 (27.54%) | Relative drawdown | 27.54% (2951.35) |
| Total trades | 48 | Short positions (won %) | 25 (12.00%) | Long positions (won %) | 23 (30.43%) |
| Profit trades (% of total) | 10 (20.83%) | Loss trades (% of total) | 38 (79.17%) | ||
| Largest | profit trade | 646.53 | loss trade | -143.69 | |
| Average | profit trade | 255.67 | loss trade | -126.08 | |
| Maximum | consecutive wins (profit in money) | 2 (103.32) | consecutive losses (loss in money) | 10 (-1117.47) | |
| Maximal | consecutive profit (count of wins) | 646.53 (1) | consecutive loss (count of losses) | -1117.47 (10) | |
| Average | consecutive wins | 1 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 01:00 | buy | 1 | 1.00 | 1.05409 | 1.05259 | 0.00000 | ||
| 2 | 2009.12.01 02:00 | close | 1 | 1.00 | 1.05580 | 1.05259 | 0.00000 | 161.96 | 10161.96 |
| 3 | 2009.12.01 03:00 | buy | 2 | 1.00 | 1.05625 | 1.05475 | 0.00000 | ||
| 4 | 2009.12.01 03:50 | s/l | 2 | 1.00 | 1.05475 | 1.05475 | 0.00000 | -142.28 | 10019.68 |
| 5 | 2009.12.01 06:00 | buy | 3 | 1.00 | 1.05563 | 1.05413 | 0.00000 | ||
| 6 | 2009.12.01 08:00 | close | 3 | 1.00 | 1.05501 | 1.05413 | 0.00000 | -58.77 | 9960.91 |
| 7 | 2009.12.02 09:00 | buy | 4 | 1.00 | 1.04605 | 1.04455 | 0.00000 | ||
| 8 | 2009.12.02 09:20 | s/l | 4 | 1.00 | 1.04455 | 1.04455 | 0.00000 | -143.69 | 9817.22 |
| 9 | 2009.12.02 15:00 | buy | 5 | 1.00 | 1.04792 | 1.04642 | 0.00000 | ||
| 10 | 2009.12.02 15:26 | s/l | 5 | 1.00 | 1.04642 | 1.04642 | 0.00000 | -143.43 | 9673.79 |
| 11 | 2009.12.02 18:00 | buy | 6 | 1.00 | 1.04669 | 1.04519 | 0.00000 | ||
| 12 | 2009.12.02 23:00 | close | 6 | 1.00 | 1.05084 | 1.04519 | 0.00000 | 394.92 | 10068.71 |
| 13 | 2009.12.03 09:00 | sell | 7 | 1.00 | 1.04633 | 1.04783 | 0.00000 | ||
| 14 | 2009.12.03 09:20 | s/l | 7 | 1.00 | 1.04783 | 1.04783 | 0.00000 | -143.08 | 9925.63 |
| 15 | 2009.12.03 23:00 | buy | 8 | 1.00 | 1.05732 | 1.05582 | 0.00000 | ||
| 16 | 2009.12.04 00:50 | s/l | 8 | 1.00 | 1.05582 | 1.05582 | 0.00000 | -142.77 | 9782.86 |
| 17 | 2009.12.04 09:00 | sell | 9 | 1.00 | 1.05421 | 1.05571 | 0.00000 | ||
| 18 | 2009.12.04 09:15 | s/l | 9 | 1.00 | 1.05571 | 1.05571 | 0.00000 | -141.99 | 9640.87 |
| 19 | 2009.12.04 11:00 | sell | 10 | 1.00 | 1.05468 | 1.05618 | 0.00000 | ||
| 20 | 2009.12.04 17:00 | close | 10 | 1.00 | 1.05017 | 1.05618 | 0.00000 | 429.45 | 10070.32 |
| 21 | 2009.12.08 02:00 | sell | 11 | 1.00 | 1.04938 | 1.05088 | 0.00000 | ||
| 22 | 2009.12.08 03:16 | s/l | 11 | 1.00 | 1.05088 | 1.05088 | 0.00000 | -142.70 | 9927.62 |
| 23 | 2009.12.08 13:00 | buy | 12 | 1.00 | 1.05463 | 1.05313 | 0.00000 | ||
| 24 | 2009.12.08 13:20 | s/l | 12 | 1.00 | 1.05313 | 1.05313 | 0.00000 | -142.57 | 9785.05 |
| 25 | 2009.12.08 15:00 | buy | 13 | 1.00 | 1.05727 | 1.05577 | 0.00000 | ||
| 26 | 2009.12.08 20:00 | close | 13 | 1.00 | 1.06415 | 1.05577 | 0.00000 | 646.53 | 10431.58 |
| 27 | 2009.12.09 12:00 | sell | 14 | 1.00 | 1.05987 | 1.06137 | 0.00000 | ||
| 28 | 2009.12.09 15:10 | s/l | 14 | 1.00 | 1.06137 | 1.06137 | 0.00000 | -141.27 | 10290.31 |
| 29 | 2009.12.09 17:00 | sell | 15 | 1.00 | 1.05478 | 1.05628 | 0.00000 | ||
| 30 | 2009.12.09 17:37 | s/l | 15 | 1.00 | 1.05628 | 1.05628 | 0.00000 | -142.01 | 10148.30 |
| 31 | 2009.12.09 21:00 | sell | 16 | 1.00 | 1.05378 | 1.05528 | 0.00000 | ||
| 32 | 2009.12.09 23:00 | close | 16 | 1.00 | 1.05473 | 1.05528 | 0.00000 | -90.07 | 10058.23 |
| 33 | 2009.12.10 17:00 | buy | 17 | 1.00 | 1.05186 | 1.05036 | 0.00000 | ||
| 34 | 2009.12.10 20:20 | s/l | 17 | 1.00 | 1.05036 | 1.05036 | 0.00000 | -142.82 | 9915.41 |
| 35 | 2009.12.11 02:00 | buy | 18 | 1.00 | 1.05119 | 1.04969 | 0.00000 | ||
| 36 | 2009.12.11 06:00 | close | 18 | 1.00 | 1.05165 | 1.04969 | 0.00000 | 43.74 | 9959.15 |
| 37 | 2009.12.14 08:00 | sell | 19 | 1.00 | 1.05811 | 1.05961 | 0.00000 | ||
| 38 | 2009.12.14 08:50 | s/l | 19 | 1.00 | 1.05961 | 1.05961 | 0.00000 | -141.55 | 9817.60 |
| 39 | 2009.12.15 03:00 | sell | 20 | 1.00 | 1.05860 | 1.06010 | 0.00000 | ||
| 40 | 2009.12.15 04:00 | close | 20 | 1.00 | 1.05867 | 1.06010 | 0.00000 | -6.61 | 9810.99 |
| 41 | 2009.12.15 06:00 | sell | 21 | 1.00 | 1.05559 | 1.05709 | 0.00000 | ||
| 42 | 2009.12.15 06:50 | s/l | 21 | 1.00 | 1.05709 | 1.05709 | 0.00000 | -141.87 | 9669.12 |
| 43 | 2009.12.15 20:00 | buy | 22 | 1.00 | 1.06211 | 1.06061 | 0.00000 | ||
| 44 | 2009.12.15 21:20 | s/l | 22 | 1.00 | 1.06061 | 1.06061 | 0.00000 | -141.43 | 9527.69 |
| 45 | 2009.12.16 00:00 | sell | 23 | 1.00 | 1.06069 | 1.06219 | 0.00000 | ||
| 46 | 2009.12.16 06:00 | close | 23 | 1.00 | 1.06102 | 1.06219 | 0.00000 | -31.10 | 9496.59 |
| 47 | 2009.12.16 08:00 | sell | 24 | 1.00 | 1.06095 | 1.06245 | 0.00000 | ||
| 48 | 2009.12.16 08:50 | s/l | 24 | 1.00 | 1.06245 | 1.06245 | 0.00000 | -141.12 | 9355.47 |
| 49 | 2009.12.16 09:00 | buy | 25 | 1.00 | 1.06213 | 1.06063 | 0.00000 | ||
| 50 | 2009.12.16 09:16 | s/l | 25 | 1.00 | 1.06063 | 1.06063 | 0.00000 | -141.45 | 9214.02 |
| 51 | 2009.12.16 10:00 | sell | 26 | 1.00 | 1.05972 | 1.06122 | 0.00000 | ||
| 52 | 2009.12.16 11:20 | s/l | 26 | 1.00 | 1.06122 | 1.06122 | 0.00000 | -141.27 | 9072.75 |
| 53 | 2009.12.16 14:00 | sell | 27 | 1.00 | 1.05899 | 1.06049 | 0.00000 | ||
| 54 | 2009.12.16 14:15 | s/l | 27 | 1.00 | 1.06049 | 1.06049 | 0.00000 | -141.44 | 8931.31 |
| 55 | 2009.12.16 17:00 | sell | 28 | 1.00 | 1.05892 | 1.06042 | 0.00000 | ||
| 56 | 2009.12.16 19:00 | close | 28 | 1.00 | 1.05987 | 1.06042 | 0.00000 | -89.63 | 8841.68 |
| 57 | 2009.12.17 04:00 | buy | 29 | 1.00 | 1.06657 | 1.06507 | 0.00000 | ||
| 58 | 2009.12.17 08:00 | close | 29 | 1.00 | 1.06863 | 1.06507 | 0.00000 | 192.77 | 9034.45 |
| 59 | 2009.12.17 13:00 | buy | 30 | 1.00 | 1.07092 | 1.06942 | 0.00000 | ||
| 60 | 2009.12.17 15:32 | s/l | 30 | 1.00 | 1.06942 | 1.06942 | 0.00000 | -140.38 | 8894.07 |
| 61 | 2009.12.18 00:00 | sell | 31 | 1.00 | 1.07068 | 1.07218 | 0.00000 | ||
| 62 | 2009.12.18 00:30 | s/l | 31 | 1.00 | 1.07218 | 1.07218 | 0.00000 | -139.85 | 8754.22 |
| 63 | 2009.12.18 03:00 | sell | 32 | 1.00 | 1.06902 | 1.07052 | 0.00000 | ||
| 64 | 2009.12.18 07:00 | close | 32 | 1.00 | 1.06777 | 1.07052 | 0.00000 | 117.07 | 8871.29 |
| 65 | 2009.12.18 12:00 | sell | 33 | 1.00 | 1.06547 | 1.06697 | 0.00000 | ||
| 66 | 2009.12.18 13:20 | s/l | 33 | 1.00 | 1.06697 | 1.06697 | 0.00000 | -140.52 | 8730.77 |
| 67 | 2009.12.18 16:00 | sell | 34 | 1.00 | 1.06388 | 1.06538 | 0.00000 | ||
| 68 | 2009.12.18 16:15 | s/l | 34 | 1.00 | 1.06538 | 1.06538 | 0.00000 | -140.74 | 8590.03 |
| 69 | 2009.12.21 01:00 | buy | 35 | 1.00 | 1.06715 | 1.06565 | 0.00000 | ||
| 70 | 2009.12.21 05:00 | close | 35 | 1.00 | 1.06616 | 1.06565 | 0.00000 | -92.86 | 8497.17 |
| 71 | 2009.12.21 10:00 | buy | 36 | 1.00 | 1.06956 | 1.06806 | 0.00000 | ||
| 72 | 2009.12.21 10:33 | s/l | 36 | 1.00 | 1.06806 | 1.06806 | 0.00000 | -140.45 | 8356.72 |
| 73 | 2009.12.21 12:00 | sell | 37 | 1.00 | 1.06281 | 1.06431 | 0.00000 | ||
| 74 | 2009.12.21 17:00 | close | 37 | 1.00 | 1.05787 | 1.06431 | 0.00000 | 466.98 | 8823.70 |
| 75 | 2009.12.22 19:00 | sell | 38 | 1.00 | 1.05574 | 1.05724 | 0.00000 | ||
| 76 | 2009.12.22 21:40 | s/l | 38 | 1.00 | 1.05724 | 1.05724 | 0.00000 | -141.84 | 8681.86 |
| 77 | 2009.12.22 23:00 | buy | 39 | 1.00 | 1.05753 | 1.05603 | 0.00000 | ||
| 78 | 2009.12.23 01:45 | s/l | 39 | 1.00 | 1.05603 | 1.05603 | 0.00000 | -142.73 | 8539.13 |
| 79 | 2009.12.23 03:00 | sell | 40 | 1.00 | 1.05586 | 1.05736 | 0.00000 | ||
| 80 | 2009.12.23 04:02 | s/l | 40 | 1.00 | 1.05736 | 1.05736 | 0.00000 | -141.83 | 8397.30 |
| 81 | 2009.12.23 05:00 | buy | 41 | 1.00 | 1.05683 | 1.05533 | 0.00000 | ||
| 82 | 2009.12.23 08:20 | s/l | 41 | 1.00 | 1.05533 | 1.05533 | 0.00000 | -142.14 | 8255.16 |
| 83 | 2009.12.24 09:00 | buy | 42 | 1.00 | 1.04756 | 1.04606 | 0.00000 | ||
| 84 | 2009.12.24 11:00 | close | 42 | 1.00 | 1.04692 | 1.04606 | 0.00000 | -61.13 | 8194.03 |
| 85 | 2009.12.29 07:00 | buy | 43 | 1.00 | 1.04383 | 1.04233 | 0.00000 | ||
| 86 | 2009.12.29 08:00 | close | 43 | 1.00 | 1.04276 | 1.04233 | 0.00000 | -102.61 | 8091.42 |
| 87 | 2009.12.30 05:00 | buy | 44 | 1.00 | 1.04880 | 1.04730 | 0.00000 | ||
| 88 | 2009.12.30 08:00 | close | 44 | 1.00 | 1.04887 | 1.04730 | 0.00000 | 6.67 | 8098.09 |
| 89 | 2009.12.30 20:00 | buy | 45 | 1.00 | 1.05438 | 1.05288 | 0.00000 | ||
| 90 | 2009.12.30 21:00 | close | 45 | 1.00 | 1.05540 | 1.05288 | 0.00000 | 96.65 | 8194.74 |
| 91 | 2009.12.31 10:00 | sell | 46 | 1.00 | 1.04783 | 1.04933 | 0.00000 | ||
| 92 | 2009.12.31 10:10 | s/l | 46 | 1.00 | 1.04933 | 1.04933 | 0.00000 | -142.92 | 8051.82 |
| 93 | 2009.12.31 12:00 | sell | 47 | 1.00 | 1.04815 | 1.04965 | 0.00000 | ||
| 94 | 2009.12.31 13:10 | s/l | 47 | 1.00 | 1.04965 | 1.04965 | 0.00000 | -142.91 | 7908.91 |
| 95 | 2009.12.31 18:00 | sell | 48 | 1.00 | 1.04614 | 1.04764 | 0.00000 | ||
| 96 | 2009.12.31 18:20 | s/l | 48 | 1.00 | 1.04764 | 1.04764 | 0.00000 | -143.15 | 7765.76 |