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 | LotSize=1; Slippage=3; StopLoss=0; TakeProfit=700; RiskPercent=2; UseMoneyMgmt=true; MaTrend_Period=200; RSI_Period=2; BuyWhenRsiBelow=65; SellWhenRsiAbove=35; RSI_Overbought_Value=75; RSI_Oversold_Value=25; SarStep=0.02; SarMax=0.2; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -741.34 | Gross profit | 1739.61 | Gross loss | -2480.95 |
| Profit factor | 0.70 | Expected payoff | -30.89 | ||
| Absolute drawdown | 1068.18 | Maximal drawdown | 1523.17 (14.46%) | Relative drawdown | 14.46% (1523.17) |
| Total trades | 24 | Short positions (won %) | 10 (50.00%) | Long positions (won %) | 14 (64.29%) |
| Profit trades (% of total) | 14 (58.33%) | Loss trades (% of total) | 10 (41.67%) | ||
| Largest | profit trade | 362.21 | loss trade | -622.43 | |
| Average | profit trade | 124.26 | loss trade | -248.09 | |
| Maximum | consecutive wins (profit in money) | 7 (1025.19) | consecutive losses (loss in money) | 3 (-901.47) | |
| Maximal | consecutive profit (count of wins) | 1025.19 (7) | consecutive loss (count of losses) | -901.47 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 07:00 | sell | 1 | 1.00 | 1.05548 | 0.00000 | 1.04862 | ||
| 2 | 2009.12.01 08:00 | close | 1 | 1.00 | 1.05515 | 0.00000 | 1.04862 | 31.28 | 10031.28 |
| 3 | 2009.12.03 00:00 | sell | 2 | 1.00 | 1.05092 | 0.00000 | 1.04406 | ||
| 4 | 2009.12.03 01:00 | close | 2 | 1.00 | 1.04932 | 0.00000 | 1.04406 | 152.48 | 10183.76 |
| 5 | 2009.12.03 12:00 | sell | 3 | 1.02 | 1.04956 | 0.00000 | 1.04270 | ||
| 6 | 2009.12.03 19:00 | close | 3 | 1.02 | 1.05302 | 0.00000 | 1.04270 | -335.15 | 9848.61 |
| 7 | 2009.12.04 05:00 | buy | 4 | 0.98 | 1.05600 | 0.00000 | 1.06286 | ||
| 8 | 2009.12.04 07:00 | close | 4 | 0.98 | 1.05718 | 0.00000 | 1.06286 | 109.39 | 9958.00 |
| 9 | 2009.12.04 19:00 | sell | 5 | 1.00 | 1.05179 | 0.00000 | 1.04493 | ||
| 10 | 2009.12.07 01:00 | close | 5 | 1.00 | 1.05614 | 0.00000 | 1.04493 | -412.26 | 9545.74 |
| 11 | 2009.12.07 02:00 | buy | 6 | 0.95 | 1.05556 | 0.00000 | 1.06242 | ||
| 12 | 2009.12.07 07:00 | close | 6 | 0.95 | 1.05572 | 0.00000 | 1.06242 | 14.40 | 9560.14 |
| 13 | 2009.12.07 16:00 | buy | 7 | 0.96 | 1.05499 | 0.00000 | 1.06185 | ||
| 14 | 2009.12.07 21:00 | close | 7 | 0.96 | 1.05268 | 0.00000 | 1.06185 | -210.66 | 9349.48 |
| 15 | 2009.12.07 22:00 | sell | 8 | 0.93 | 1.05281 | 0.00000 | 1.04595 | ||
| 16 | 2009.12.08 01:00 | close | 8 | 0.93 | 1.04995 | 0.00000 | 1.04595 | 252.98 | 9602.46 |
| 17 | 2009.12.08 08:00 | sell | 9 | 0.96 | 1.05102 | 0.00000 | 1.04416 | ||
| 18 | 2009.12.08 11:00 | close | 9 | 0.96 | 1.05032 | 0.00000 | 1.04416 | 63.98 | 9666.44 |
| 19 | 2009.12.09 00:00 | buy | 10 | 0.97 | 1.06329 | 0.00000 | 1.07015 | ||
| 20 | 2009.12.09 08:00 | close | 10 | 0.97 | 1.06464 | 0.00000 | 1.07015 | 123.00 | 9789.44 |
| 21 | 2009.12.09 13:00 | buy | 11 | 0.98 | 1.05979 | 0.00000 | 1.06665 | ||
| 22 | 2009.12.09 16:00 | close | 11 | 0.98 | 1.06203 | 0.00000 | 1.06665 | 206.70 | 9996.14 |
| 23 | 2009.12.14 18:00 | buy | 12 | 1.00 | 1.05906 | 0.00000 | 1.06592 | ||
| 24 | 2009.12.15 09:00 | close | 12 | 1.00 | 1.05915 | 0.00000 | 1.06592 | 7.84 | 10003.99 |
| 25 | 2009.12.16 00:00 | buy | 13 | 1.00 | 1.06083 | 0.00000 | 1.06769 | ||
| 26 | 2009.12.16 03:00 | close | 13 | 1.00 | 1.06092 | 0.00000 | 1.06769 | 8.48 | 10012.47 |
| 27 | 2009.12.16 17:00 | buy | 14 | 1.00 | 1.05906 | 0.00000 | 1.06592 | ||
| 28 | 2009.12.16 21:00 | close | 14 | 1.00 | 1.06291 | 0.00000 | 1.06592 | 362.21 | 10374.68 |
| 29 | 2009.12.18 02:00 | buy | 15 | 1.04 | 1.06928 | 0.00000 | 1.07614 | ||
| 30 | 2009.12.18 08:00 | close | 15 | 1.04 | 1.06808 | 0.00000 | 1.07614 | -116.85 | 10257.83 |
| 31 | 2009.12.18 12:00 | buy | 16 | 1.03 | 1.06561 | 0.00000 | 1.07247 | ||
| 32 | 2009.12.18 15:00 | close | 16 | 1.03 | 1.06673 | 0.00000 | 1.07247 | 108.14 | 10365.97 |
| 33 | 2009.12.18 22:00 | buy | 17 | 1.04 | 1.06592 | 0.00000 | 1.07278 | ||
| 34 | 2009.12.21 01:00 | close | 17 | 1.04 | 1.06697 | 0.00000 | 1.07278 | 101.67 | 10467.63 |
| 35 | 2009.12.21 13:00 | buy | 18 | 1.05 | 1.06099 | 0.00000 | 1.06785 | ||
| 36 | 2009.12.21 18:00 | close | 18 | 1.05 | 1.05899 | 0.00000 | 1.06785 | -198.30 | 10269.33 |
| 37 | 2009.12.22 07:00 | buy | 19 | 1.03 | 1.06153 | 0.00000 | 1.06839 | ||
| 38 | 2009.12.22 16:00 | close | 19 | 1.03 | 1.05859 | 0.00000 | 1.06839 | -286.06 | 9983.27 |
| 39 | 2009.12.23 22:00 | sell | 20 | 1.00 | 1.04807 | 0.00000 | 1.04121 | ||
| 40 | 2009.12.24 04:00 | close | 20 | 1.00 | 1.04827 | 0.00000 | 1.04121 | -20.21 | 9963.06 |
| 41 | 2009.12.24 18:00 | sell | 21 | 1.00 | 1.04851 | 0.00000 | 1.04165 | ||
| 42 | 2009.12.28 04:00 | close | 21 | 1.00 | 1.04644 | 0.00000 | 1.04165 | 197.06 | 10160.12 |
| 43 | 2009.12.29 20:00 | sell | 22 | 1.02 | 1.04141 | 0.00000 | 1.03455 | ||
| 44 | 2009.12.30 09:00 | close | 22 | 1.02 | 1.04780 | 0.00000 | 1.03455 | -622.43 | 9537.69 |
| 45 | 2009.12.30 16:00 | sell | 23 | 0.95 | 1.05327 | 0.00000 | 1.04641 | ||
| 46 | 2009.12.31 01:00 | close | 23 | 0.95 | 1.05490 | 0.00000 | 1.04641 | -147.86 | 9389.83 |
| 47 | 2009.12.31 01:00 | buy | 24 | 0.94 | 1.05490 | 0.00000 | 1.06176 | ||
| 48 | 2009.12.31 07:00 | close | 24 | 0.94 | 1.05343 | 0.00000 | 1.06176 | -131.17 | 9258.66 |