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 | Bars_Open_Level=50; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -8596.87 | Gross profit | 687.20 | Gross loss | -9284.07 |
| Profit factor | 0.07 | Expected payoff | -122.81 | ||
| Absolute drawdown | 8596.87 | Maximal drawdown | 8596.87 (85.97%) | Relative drawdown | 85.97% (8596.87) |
| Total trades | 70 | Short positions (won %) | 5 (20.00%) | Long positions (won %) | 65 (38.46%) |
| Profit trades (% of total) | 26 (37.14%) | Loss trades (% of total) | 44 (62.86%) | ||
| Largest | profit trade | 38.25 | loss trade | -245.61 | |
| Average | profit trade | 26.43 | loss trade | -211.00 | |
| Maximum | consecutive wins (profit in money) | 4 (152.01) | consecutive losses (loss in money) | 15 (-3668.51) | |
| Maximal | consecutive profit (count of wins) | 152.01 (4) | consecutive loss (count of losses) | -3668.51 (15) | |
| Average | consecutive wins | 3 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 08:10 | buy | 1 | 2.00 | 1.05351 | 1.05223 | 1.05371 | ||
| 2 | 2009.12.01 08:13 | buy | 2 | 2.00 | 1.05384 | 1.05256 | 1.05404 | ||
| 3 | 2009.12.01 08:16 | s/l | 1 | 2.00 | 1.05223 | 1.05223 | 1.05371 | -243.48 | 9756.52 |
| 4 | 2009.12.01 08:16 | s/l | 2 | 2.00 | 1.05256 | 1.05256 | 1.05404 | -243.47 | 9513.05 |
| 5 | 2009.12.01 08:16 | buy | 3 | 2.00 | 1.05221 | 1.05093 | 1.05241 | ||
| 6 | 2009.12.01 08:20 | buy | 4 | 2.00 | 1.05286 | 1.05158 | 1.05306 | ||
| 7 | 2009.12.01 08:23 | buy | 5 | 2.00 | 1.05254 | 1.05126 | 1.05274 | ||
| 8 | 2009.12.01 08:26 | t/p | 3 | 2.00 | 1.05241 | 1.05093 | 1.05241 | 38.00 | 9551.05 |
| 9 | 2009.12.01 08:26 | buy | 6 | 2.00 | 1.05351 | 1.05223 | 1.05371 | ||
| 10 | 2009.12.01 08:26 | s/l | 6 | 2.00 | 1.05223 | 1.05223 | 1.05371 | -243.33 | 9307.72 |
| 11 | 2009.12.01 08:30 | buy | 7 | 2.00 | 1.05284 | 1.05156 | 1.05304 | ||
| 12 | 2009.12.01 08:32 | s/l | 4 | 2.00 | 1.05158 | 1.05158 | 1.05306 | -243.53 | 9064.19 |
| 13 | 2009.12.01 08:32 | s/l | 5 | 2.00 | 1.05126 | 1.05126 | 1.05274 | -243.53 | 8820.66 |
| 14 | 2009.12.01 08:32 | s/l | 7 | 2.00 | 1.05156 | 1.05156 | 1.05304 | -243.52 | 8577.14 |
| 15 | 2009.12.01 08:32 | buy | 8 | 2.00 | 1.05200 | 1.05072 | 1.05220 | ||
| 16 | 2009.12.01 08:35 | buy | 9 | 2.00 | 1.05219 | 1.05091 | 1.05239 | ||
| 17 | 2009.12.01 08:37 | buy | 10 | 2.00 | 1.05180 | 1.05052 | 1.05200 | ||
| 18 | 2009.12.01 08:40 | t/p | 10 | 2.00 | 1.05200 | 1.05052 | 1.05200 | 38.02 | 8615.16 |
| 19 | 2009.12.01 08:40 | buy | 11 | 2.00 | 1.05278 | 1.05150 | 1.05298 | ||
| 20 | 2009.12.01 08:45 | t/p | 8 | 2.00 | 1.05220 | 1.05072 | 1.05220 | 38.01 | 8653.17 |
| 21 | 2009.12.01 08:45 | t/p | 9 | 2.00 | 1.05239 | 1.05091 | 1.05239 | 38.00 | 8691.17 |
| 22 | 2009.12.01 08:45 | buy | 12 | 2.00 | 1.05336 | 1.05208 | 1.05356 | ||
| 23 | 2009.12.01 08:47 | buy | 13 | 2.00 | 1.05317 | 1.05189 | 1.05337 | ||
| 24 | 2009.12.01 08:50 | t/p | 11 | 2.00 | 1.05298 | 1.05150 | 1.05298 | 37.98 | 8729.15 |
| 25 | 2009.12.01 08:52 | buy | 14 | 2.00 | 1.05356 | 1.05228 | 1.05376 | ||
| 26 | 2009.12.01 08:59 | s/l | 14 | 2.00 | 1.05228 | 1.05228 | 1.05376 | -243.29 | 8485.86 |
| 27 | 2009.12.01 08:59 | buy | 15 | 2.00 | 1.05302 | 1.05174 | 1.05322 | ||
| 28 | 2009.12.01 09:03 | s/l | 12 | 2.00 | 1.05208 | 1.05208 | 1.05356 | -243.62 | 8242.24 |
| 29 | 2009.12.01 09:03 | s/l | 13 | 2.00 | 1.05189 | 1.05189 | 1.05337 | -243.61 | 7998.63 |
| 30 | 2009.12.01 09:03 | s/l | 15 | 2.00 | 1.05174 | 1.05174 | 1.05322 | -243.62 | 7755.01 |
| 31 | 2009.12.01 09:03 | buy | 16 | 2.00 | 1.05162 | 1.05034 | 1.05182 | ||
| 32 | 2009.12.01 09:10 | s/l | 16 | 2.00 | 1.05034 | 1.05034 | 1.05182 | -243.86 | 7511.15 |
| 33 | 2009.12.01 09:10 | buy | 17 | 2.00 | 1.05057 | 1.04929 | 1.05077 | ||
| 34 | 2009.12.01 09:13 | buy | 18 | 2.00 | 1.05092 | 1.04964 | 1.05112 | ||
| 35 | 2009.12.01 09:16 | s/l | 17 | 2.00 | 1.04929 | 1.04929 | 1.05077 | -244.19 | 7266.96 |
| 36 | 2009.12.01 09:16 | s/l | 18 | 2.00 | 1.04964 | 1.04964 | 1.05112 | -244.18 | 7022.78 |
| 37 | 2009.12.01 09:16 | buy | 19 | 2.00 | 1.04917 | 1.04789 | 1.04937 | ||
| 38 | 2009.12.01 09:20 | buy | 20 | 2.00 | 1.04987 | 1.04859 | 1.05007 | ||
| 39 | 2009.12.01 09:23 | buy | 21 | 2.00 | 1.04952 | 1.04824 | 1.04972 | ||
| 40 | 2009.12.01 09:26 | t/p | 19 | 2.00 | 1.04937 | 1.04789 | 1.04937 | 38.10 | 7060.88 |
| 41 | 2009.12.01 09:26 | t/p | 21 | 2.00 | 1.04972 | 1.04824 | 1.04972 | 38.10 | 7098.98 |
| 42 | 2009.12.01 09:26 | buy | 22 | 2.00 | 1.05057 | 1.04929 | 1.05077 | ||
| 43 | 2009.12.01 09:30 | s/l | 22 | 2.00 | 1.04929 | 1.04929 | 1.05077 | -244.06 | 6854.92 |
| 44 | 2009.12.01 09:30 | buy | 23 | 2.00 | 1.04969 | 1.04841 | 1.04989 | ||
| 45 | 2009.12.01 09:32 | buy | 24 | 2.00 | 1.04992 | 1.04864 | 1.05012 | ||
| 46 | 2009.12.01 09:40 | s/l | 20 | 2.00 | 1.04859 | 1.04859 | 1.05007 | -244.18 | 6610.74 |
| 47 | 2009.12.01 09:40 | s/l | 24 | 2.00 | 1.04864 | 1.04864 | 1.05012 | -244.17 | 6366.57 |
| 48 | 2009.12.01 09:40 | buy | 25 | 2.00 | 1.04920 | 1.04792 | 1.04940 | ||
| 49 | 2009.12.01 09:42 | buy | 26 | 2.00 | 1.04944 | 1.04816 | 1.04964 | ||
| 50 | 2009.12.01 09:45 | s/l | 23 | 2.00 | 1.04841 | 1.04841 | 1.04989 | -244.35 | 6122.22 |
| 51 | 2009.12.01 09:45 | s/l | 25 | 2.00 | 1.04792 | 1.04792 | 1.04940 | -244.34 | 5877.88 |
| 52 | 2009.12.01 09:45 | s/l | 26 | 2.00 | 1.04816 | 1.04816 | 1.04964 | -244.34 | 5633.54 |
| 53 | 2009.12.01 09:45 | buy | 27 | 2.00 | 1.04849 | 1.04721 | 1.04869 | ||
| 54 | 2009.12.01 09:47 | buy | 28 | 2.00 | 1.04873 | 1.04745 | 1.04893 | ||
| 55 | 2009.12.01 09:50 | s/l | 27 | 2.00 | 1.04721 | 1.04721 | 1.04869 | -244.57 | 5388.97 |
| 56 | 2009.12.01 09:50 | s/l | 28 | 2.00 | 1.04745 | 1.04745 | 1.04893 | -244.56 | 5144.41 |
| 57 | 2009.12.01 09:50 | buy | 29 | 2.00 | 1.04753 | 1.04625 | 1.04773 | ||
| 58 | 2009.12.01 09:52 | buy | 30 | 2.00 | 1.04801 | 1.04673 | 1.04821 | ||
| 59 | 2009.12.01 09:55 | buy | 31 | 2.00 | 1.04777 | 1.04649 | 1.04797 | ||
| 60 | 2009.12.01 10:03 | s/l | 29 | 2.00 | 1.04625 | 1.04625 | 1.04773 | -244.72 | 4899.69 |
| 61 | 2009.12.01 10:03 | s/l | 30 | 2.00 | 1.04673 | 1.04673 | 1.04821 | -244.72 | 4654.97 |
| 62 | 2009.12.01 10:03 | s/l | 31 | 2.00 | 1.04649 | 1.04649 | 1.04797 | -244.72 | 4410.25 |
| 63 | 2009.12.01 10:03 | buy | 32 | 2.00 | 1.04688 | 1.04560 | 1.04708 | ||
| 64 | 2009.12.01 10:06 | buy | 33 | 2.00 | 1.04708 | 1.04580 | 1.04728 | ||
| 65 | 2009.12.01 10:10 | s/l | 32 | 2.00 | 1.04560 | 1.04560 | 1.04708 | -244.85 | 4165.40 |
| 66 | 2009.12.01 10:10 | s/l | 33 | 2.00 | 1.04580 | 1.04580 | 1.04728 | -244.85 | 3920.55 |
| 67 | 2009.12.01 10:10 | buy | 34 | 2.00 | 1.04629 | 1.04501 | 1.04649 | ||
| 68 | 2009.12.01 10:13 | buy | 35 | 2.00 | 1.04649 | 1.04521 | 1.04669 | ||
| 69 | 2009.12.01 10:16 | s/l | 34 | 2.00 | 1.04501 | 1.04501 | 1.04649 | -245.04 | 3675.51 |
| 70 | 2009.12.01 10:16 | s/l | 35 | 2.00 | 1.04521 | 1.04521 | 1.04669 | -245.04 | 3430.47 |
| 71 | 2009.12.01 10:16 | buy | 36 | 2.00 | 1.04550 | 1.04422 | 1.04570 | ||
| 72 | 2009.12.01 10:20 | buy | 37 | 2.00 | 1.04589 | 1.04461 | 1.04609 | ||
| 73 | 2009.12.01 10:23 | buy | 38 | 1.00 | 1.04570 | 1.04442 | 1.04590 | ||
| 74 | 2009.12.01 10:40 | t/p | 36 | 2.00 | 1.04570 | 1.04422 | 1.04570 | 38.25 | 3468.72 |
| 75 | 2009.12.01 10:40 | buy | 39 | 2.00 | 1.04649 | 1.04521 | 1.04669 | ||
| 76 | 2009.12.01 10:45 | t/p | 38 | 1.00 | 1.04590 | 1.04442 | 1.04590 | 19.12 | 3487.84 |
| 77 | 2009.12.01 10:45 | buy | 40 | 2.00 | 1.04680 | 1.04552 | 1.04700 | ||
| 78 | 2009.12.01 10:50 | t/p | 37 | 2.00 | 1.04609 | 1.04461 | 1.04609 | 38.23 | 3526.07 |
| 79 | 2009.12.01 10:50 | buy | 41 | 2.00 | 1.04711 | 1.04583 | 1.04731 | ||
| 80 | 2009.12.01 11:10 | s/l | 41 | 2.00 | 1.04583 | 1.04583 | 1.04731 | -244.80 | 3281.27 |
| 81 | 2009.12.01 11:15 | s/l | 40 | 2.00 | 1.04552 | 1.04552 | 1.04700 | -244.91 | 3036.36 |
| 82 | 2009.12.01 11:20 | s/l | 39 | 2.00 | 1.04521 | 1.04521 | 1.04669 | -245.06 | 2791.30 |
| 83 | 2009.12.01 11:20 | buy | 42 | 2.00 | 1.04539 | 1.04411 | 1.04559 | ||
| 84 | 2009.12.01 11:32 | buy | 43 | 1.00 | 1.04547 | 1.04419 | 1.04567 | ||
| 85 | 2009.12.01 11:37 | buy | 44 | 1.00 | 1.04537 | 1.04409 | 1.04557 | ||
| 86 | 2009.12.01 11:50 | t/p | 42 | 2.00 | 1.04559 | 1.04411 | 1.04559 | 38.25 | 2829.55 |
| 87 | 2009.12.01 11:50 | t/p | 43 | 1.00 | 1.04567 | 1.04419 | 1.04567 | 19.13 | 2848.68 |
| 88 | 2009.12.01 11:50 | t/p | 44 | 1.00 | 1.04557 | 1.04409 | 1.04557 | 19.12 | 2867.80 |
| 89 | 2009.12.01 14:15 | buy | 45 | 2.00 | 1.04454 | 1.04326 | 1.04474 | ||
| 90 | 2009.12.01 14:17 | buy | 46 | 1.00 | 1.04491 | 1.04363 | 1.04511 | ||
| 91 | 2009.12.01 14:20 | s/l | 45 | 2.00 | 1.04326 | 1.04326 | 1.04474 | -245.61 | 2622.19 |
| 92 | 2009.12.01 14:20 | s/l | 46 | 1.00 | 1.04363 | 1.04363 | 1.04511 | -122.81 | 2499.38 |
| 93 | 2009.12.01 14:20 | buy | 47 | 1.00 | 1.04309 | 1.04181 | 1.04329 | ||
| 94 | 2009.12.01 14:22 | buy | 48 | 1.00 | 1.04382 | 1.04254 | 1.04402 | ||
| 95 | 2009.12.01 14:25 | buy | 49 | 1.00 | 1.04345 | 1.04217 | 1.04365 | ||
| 96 | 2009.12.01 14:27 | t/p | 47 | 1.00 | 1.04329 | 1.04181 | 1.04329 | 19.16 | 2518.54 |
| 97 | 2009.12.01 14:27 | t/p | 49 | 1.00 | 1.04365 | 1.04217 | 1.04365 | 19.16 | 2537.70 |
| 98 | 2009.12.01 14:27 | buy | 50 | 1.00 | 1.04454 | 1.04326 | 1.04474 | ||
| 99 | 2009.12.01 14:27 | s/l | 50 | 1.00 | 1.04326 | 1.04326 | 1.04474 | -122.70 | 2415.00 |
| 100 | 2009.12.01 14:30 | buy | 51 | 1.00 | 1.04396 | 1.04268 | 1.04416 | ||
| 101 | 2009.12.01 14:32 | s/l | 51 | 1.00 | 1.04268 | 1.04268 | 1.04416 | -122.76 | 2292.24 |
| 102 | 2009.12.01 14:32 | buy | 52 | 1.00 | 1.04344 | 1.04216 | 1.04364 | ||
| 103 | 2009.12.01 14:35 | buy | 53 | 1.00 | 1.04362 | 1.04234 | 1.04382 | ||
| 104 | 2009.12.01 14:37 | s/l | 48 | 1.00 | 1.04254 | 1.04254 | 1.04402 | -122.79 | 2169.45 |
| 105 | 2009.12.01 14:37 | buy | 54 | 1.00 | 1.04325 | 1.04197 | 1.04345 | ||
| 106 | 2009.12.01 14:45 | t/p | 52 | 1.00 | 1.04364 | 1.04216 | 1.04364 | 19.16 | 2188.61 |
| 107 | 2009.12.01 14:45 | t/p | 53 | 1.00 | 1.04382 | 1.04234 | 1.04382 | 19.16 | 2207.77 |
| 108 | 2009.12.01 14:45 | t/p | 54 | 1.00 | 1.04345 | 1.04197 | 1.04345 | 19.15 | 2226.92 |
| 109 | 2009.12.01 14:45 | buy | 55 | 1.00 | 1.04473 | 1.04345 | 1.04493 | ||
| 110 | 2009.12.01 14:47 | buy | 56 | 1.00 | 1.04455 | 1.04327 | 1.04475 | ||
| 111 | 2009.12.01 14:50 | buy | 57 | 1.00 | 1.04529 | 1.04401 | 1.04549 | ||
| 112 | 2009.12.01 14:57 | s/l | 57 | 1.00 | 1.04401 | 1.04401 | 1.04549 | -122.64 | 2104.28 |
| 113 | 2009.12.01 14:57 | buy | 58 | 1.00 | 1.04455 | 1.04327 | 1.04475 | ||
| 114 | 2009.12.01 15:02 | t/p | 56 | 1.00 | 1.04475 | 1.04327 | 1.04475 | 19.14 | 2123.42 |
| 115 | 2009.12.01 15:02 | t/p | 58 | 1.00 | 1.04475 | 1.04327 | 1.04475 | 19.14 | 2142.56 |
| 116 | 2009.12.01 15:07 | t/p | 55 | 1.00 | 1.04493 | 1.04345 | 1.04493 | 19.14 | 2161.70 |
| 117 | 2009.12.01 17:10 | buy | 59 | 1.00 | 1.04299 | 1.04171 | 1.04319 | ||
| 118 | 2009.12.01 17:15 | s/l | 59 | 1.00 | 1.04171 | 1.04171 | 1.04319 | -122.90 | 2038.80 |
| 119 | 2009.12.01 17:15 | buy | 60 | 1.00 | 1.04227 | 1.04099 | 1.04247 | ||
| 120 | 2009.12.01 17:17 | buy | 61 | 1.00 | 1.04251 | 1.04123 | 1.04271 | ||
| 121 | 2009.12.01 17:20 | s/l | 60 | 1.00 | 1.04099 | 1.04099 | 1.04247 | -123.01 | 1915.79 |
| 122 | 2009.12.01 17:20 | s/l | 61 | 1.00 | 1.04123 | 1.04123 | 1.04271 | -123.01 | 1792.78 |
| 123 | 2009.12.01 17:20 | buy | 62 | 1.00 | 1.04132 | 1.04004 | 1.04152 | ||
| 124 | 2009.12.01 17:22 | buy | 63 | 1.00 | 1.04180 | 1.04052 | 1.04200 | ||
| 125 | 2009.12.01 17:40 | t/p | 62 | 1.00 | 1.04152 | 1.04004 | 1.04152 | 19.19 | 1811.97 |
| 126 | 2009.12.01 17:40 | t/p | 63 | 1.00 | 1.04200 | 1.04052 | 1.04200 | 19.19 | 1831.16 |
| 127 | 2009.12.01 17:40 | buy | 64 | 1.00 | 1.04297 | 1.04169 | 1.04317 | ||
| 128 | 2009.12.01 17:42 | buy | 65 | 1.00 | 1.04274 | 1.04146 | 1.04294 | ||
| 129 | 2009.12.01 17:50 | t/p | 64 | 1.00 | 1.04317 | 1.04169 | 1.04317 | 19.17 | 1850.33 |
| 130 | 2009.12.01 17:50 | t/p | 65 | 1.00 | 1.04294 | 1.04146 | 1.04294 | 19.17 | 1869.50 |
| 131 | 2009.12.03 14:40 | sell | 66 | 1.00 | 1.05198 | 1.05326 | 1.05178 | ||
| 132 | 2009.12.03 14:42 | sell | 67 | 1.00 | 1.05147 | 1.05275 | 1.05127 | ||
| 133 | 2009.12.03 14:45 | s/l | 66 | 1.00 | 1.05326 | 1.05326 | 1.05178 | -121.41 | 1748.09 |
| 134 | 2009.12.03 14:45 | s/l | 67 | 1.00 | 1.05275 | 1.05275 | 1.05127 | -121.41 | 1626.68 |
| 135 | 2009.12.03 14:45 | sell | 68 | 1.00 | 1.05353 | 1.05481 | 1.05333 | ||
| 136 | 2009.12.03 14:50 | s/l | 68 | 1.00 | 1.05481 | 1.05481 | 1.05333 | -121.23 | 1505.45 |
| 137 | 2009.12.03 14:50 | sell | 69 | 1.00 | 1.05507 | 1.05635 | 1.05487 | ||
| 138 | 2009.12.03 14:52 | t/p | 69 | 1.00 | 1.05487 | 1.05635 | 1.05487 | 18.96 | 1524.41 |
| 139 | 2009.12.03 14:52 | sell | 70 | 1.00 | 1.05404 | 1.05532 | 1.05384 | ||
| 140 | 2009.12.03 14:55 | s/l | 70 | 1.00 | 1.05532 | 1.05532 | 1.05384 | -121.28 | 1403.13 |