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 | MaximumRisk=0.01; DecreaseFactor=3; OrderPeriod=300; StopL=1000; Ga=0.9; UpLine=0.95; MiddleLine=0.5; DownLine=0.05; prevbars=0; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -23.34 | Gross profit | 2826.58 | Gross loss | -2849.92 |
| Profit factor | 0.99 | Expected payoff | -0.97 | ||
| Absolute drawdown | 1828.04 | Maximal drawdown | 2016.19 (19.79%) | Relative drawdown | 19.79% (2016.19) |
| Total trades | 24 | Short positions (won %) | 11 (90.91%) | Long positions (won %) | 13 (84.62%) |
| Profit trades (% of total) | 21 (87.50%) | Loss trades (% of total) | 3 (12.50%) | ||
| Largest | profit trade | 423.32 | loss trade | -956.47 | |
| Average | profit trade | 134.60 | loss trade | -949.97 | |
| Maximum | consecutive wins (profit in money) | 11 (1287.37) | consecutive losses (loss in money) | 1 (-956.47) | |
| Maximal | consecutive profit (count of wins) | 1287.37 (11) | consecutive loss (count of losses) | -956.47 (1) | |
| Average | consecutive wins | 7 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 06:00 | buy | 1 | 1.00 | 1.05566 | 1.04566 | 0.00000 | ||
| 2 | 2009.12.01 10:10 | s/l | 1 | 1.00 | 1.04566 | 1.04566 | 0.00000 | -956.47 | 9043.53 |
| 3 | 2009.12.01 21:00 | buy | 2 | 1.00 | 1.04388 | 1.03388 | 0.00000 | ||
| 4 | 2009.12.01 22:00 | close | 2 | 1.00 | 1.04664 | 1.03388 | 0.00000 | 263.70 | 9307.23 |
| 5 | 2009.12.03 19:00 | sell | 3 | 1.00 | 1.05288 | 1.06288 | 0.00000 | ||
| 6 | 2009.12.03 20:00 | close | 3 | 1.00 | 1.05235 | 1.06288 | 0.00000 | 50.36 | 9357.59 |
| 7 | 2009.12.03 21:00 | sell | 4 | 1.00 | 1.05336 | 1.06336 | 0.00000 | ||
| 8 | 2009.12.04 13:00 | close | 4 | 1.00 | 1.05246 | 1.06336 | 0.00000 | 85.13 | 9442.72 |
| 9 | 2009.12.07 01:00 | sell | 5 | 1.00 | 1.05600 | 1.06600 | 0.00000 | ||
| 10 | 2009.12.07 02:00 | close | 5 | 1.00 | 1.05563 | 1.06600 | 0.00000 | 35.05 | 9477.77 |
| 11 | 2009.12.07 14:00 | sell | 6 | 1.00 | 1.05909 | 1.06909 | 0.00000 | ||
| 12 | 2009.12.07 15:00 | close | 6 | 1.00 | 1.05564 | 1.06909 | 0.00000 | 326.82 | 9804.59 |
| 13 | 2009.12.07 21:00 | buy | 7 | 1.00 | 1.05289 | 1.04289 | 0.00000 | ||
| 14 | 2009.12.08 04:00 | buy | 8 | 1.00 | 1.05091 | 1.04091 | 0.00000 | ||
| 15 | 2009.12.08 08:00 | close | 8 | 1.00 | 1.05102 | 1.04091 | 0.00000 | 10.47 | 9815.06 |
| 16 | 2009.12.08 09:00 | close | 7 | 1.00 | 1.05512 | 1.04289 | 0.00000 | 210.69 | 10025.76 |
| 17 | 2009.12.08 15:00 | sell | 9 | 1.00 | 1.05709 | 1.06709 | 0.00000 | ||
| 18 | 2009.12.08 16:00 | sell | 10 | 1.00 | 1.05946 | 1.06946 | 0.00000 | ||
| 19 | 2009.12.08 20:50 | s/l | 9 | 1.00 | 1.06709 | 1.06709 | 0.00000 | -937.07 | 9088.69 |
| 20 | 2009.12.09 00:00 | sell | 11 | 1.00 | 1.06315 | 1.07315 | 0.00000 | ||
| 21 | 2009.12.09 02:00 | sell | 12 | 1.00 | 1.06356 | 1.07356 | 0.00000 | ||
| 22 | 2009.12.09 03:00 | close | 12 | 1.00 | 1.06317 | 1.07356 | 0.00000 | 36.68 | 9125.37 |
| 23 | 2009.12.09 04:00 | close | 11 | 1.00 | 1.06212 | 1.07315 | 0.00000 | 96.98 | 9222.35 |
| 24 | 2009.12.09 17:00 | close | 10 | 1.00 | 1.05499 | 1.06946 | 0.00000 | 423.32 | 9645.67 |
| 25 | 2009.12.09 20:00 | buy | 13 | 1.00 | 1.05828 | 1.04828 | 0.00000 | ||
| 26 | 2009.12.10 14:50 | s/l | 13 | 1.00 | 1.04828 | 1.04828 | 0.00000 | -956.38 | 8689.29 |
| 27 | 2009.12.11 05:00 | buy | 14 | 1.00 | 1.05133 | 1.04133 | 0.00000 | ||
| 28 | 2009.12.11 06:00 | close | 14 | 1.00 | 1.05165 | 1.04133 | 0.00000 | 30.43 | 8719.72 |
| 29 | 2009.12.14 01:00 | sell | 15 | 1.00 | 1.05866 | 1.06866 | 0.00000 | ||
| 30 | 2009.12.14 07:00 | close | 15 | 1.00 | 1.05757 | 1.06866 | 0.00000 | 103.07 | 8822.79 |
| 31 | 2009.12.15 00:00 | buy | 16 | 1.00 | 1.05958 | 1.04958 | 0.00000 | ||
| 32 | 2009.12.15 10:00 | close | 16 | 1.00 | 1.06192 | 1.04958 | 0.00000 | 220.36 | 9043.15 |
| 33 | 2009.12.16 03:00 | buy | 17 | 1.00 | 1.06113 | 1.05113 | 0.00000 | ||
| 34 | 2009.12.16 07:00 | close | 17 | 1.00 | 1.06155 | 1.05113 | 0.00000 | 39.56 | 9082.71 |
| 35 | 2009.12.17 04:00 | sell | 18 | 1.00 | 1.06639 | 1.07639 | 0.00000 | ||
| 36 | 2009.12.17 12:00 | sell | 19 | 1.00 | 1.07314 | 1.08314 | 0.00000 | ||
| 37 | 2009.12.17 13:00 | close | 19 | 1.00 | 1.07095 | 1.08314 | 0.00000 | 204.49 | 9287.20 |
| 38 | 2009.12.18 04:00 | buy | 20 | 1.00 | 1.06705 | 1.05705 | 0.00000 | ||
| 39 | 2009.12.18 06:00 | close | 18 | 1.00 | 1.06589 | 1.07639 | 0.00000 | 46.53 | 9333.73 |
| 40 | 2009.12.18 07:00 | close | 20 | 1.00 | 1.06759 | 1.05705 | 0.00000 | 50.58 | 9384.31 |
| 41 | 2009.12.21 08:00 | buy | 21 | 1.00 | 1.06648 | 1.05648 | 0.00000 | ||
| 42 | 2009.12.21 09:00 | close | 21 | 1.00 | 1.06800 | 1.05648 | 0.00000 | 142.32 | 9526.63 |
| 43 | 2009.12.23 14:00 | buy | 22 | 1.00 | 1.04944 | 1.03944 | 0.00000 | ||
| 44 | 2009.12.23 15:00 | close | 22 | 1.00 | 1.05148 | 1.03944 | 0.00000 | 194.01 | 9720.64 |
| 45 | 2009.12.23 23:00 | buy | 23 | 1.00 | 1.04864 | 1.03864 | 0.00000 | ||
| 46 | 2009.12.24 02:00 | close | 23 | 1.00 | 1.04906 | 1.03864 | 0.00000 | 38.07 | 9758.71 |
| 47 | 2009.12.29 16:00 | buy | 24 | 1.00 | 1.03926 | 1.02926 | 0.00000 | ||
| 48 | 2009.12.29 17:00 | close | 24 | 1.00 | 1.04153 | 1.02926 | 0.00000 | 217.95 | 9976.66 |