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 | Lots=1; TakeProfit=1500; TrailingStop=2000; StopLoss=200; Slippage=5; MaximumRisk=0.3; StartTrading=0; EndTrading=24; UseMM=false; MagicNumber=655321; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -1550.85 | Gross profit | 2744.65 | Gross loss | -4295.50 |
| Profit factor | 0.64 | Expected payoff | -47.00 | ||
| Absolute drawdown | 1757.45 | Maximal drawdown | 2354.18 (22.22%) | Relative drawdown | 22.22% (2354.18) |
| Total trades | 33 | Short positions (won %) | 18 (22.22%) | Long positions (won %) | 15 (20.00%) |
| Profit trades (% of total) | 7 (21.21%) | Loss trades (% of total) | 26 (78.79%) | ||
| Largest | profit trade | 1407.63 | loss trade | -192.68 | |
| Average | profit trade | 392.09 | loss trade | -165.21 | |
| Maximum | consecutive wins (profit in money) | 1 (1407.63) | consecutive losses (loss in money) | 10 (-1899.99) | |
| Maximal | consecutive profit (count of wins) | 1407.63 (1) | consecutive loss (count of losses) | -1899.99 (10) | |
| Average | consecutive wins | 1 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.01 10:00 | sell | 1 | 1.00 | 1.04689 | 1.04889 | 1.03189 | ||
| 2 | 2009.12.01 21:00 | close | 1 | 1.00 | 1.04381 | 1.04889 | 1.03189 | 295.07 | 10295.07 |
| 3 | 2009.12.02 23:00 | buy | 2 | 1.00 | 1.05098 | 1.04898 | 1.06598 | ||
| 4 | 2009.12.03 00:50 | s/l | 2 | 1.00 | 1.04898 | 1.04898 | 1.06598 | -192.68 | 10102.39 |
| 5 | 2009.12.03 15:00 | buy | 3 | 1.00 | 1.05454 | 1.05254 | 1.06954 | ||
| 6 | 2009.12.03 17:15 | s/l | 3 | 1.00 | 1.05254 | 1.05254 | 1.06954 | -190.05 | 9912.34 |
| 7 | 2009.12.04 00:00 | buy | 4 | 1.00 | 1.05704 | 1.05504 | 1.07204 | ||
| 8 | 2009.12.04 07:46 | s/l | 4 | 1.00 | 1.05504 | 1.05504 | 1.07204 | -189.58 | 9722.76 |
| 9 | 2009.12.04 15:00 | sell | 5 | 1.00 | 1.04867 | 1.05067 | 1.03367 | ||
| 10 | 2009.12.04 15:02 | s/l | 5 | 1.00 | 1.05067 | 1.05067 | 1.03367 | -190.27 | 9532.49 |
| 11 | 2009.12.04 15:02 | sell | 6 | 1.00 | 1.05099 | 1.05299 | 1.03599 | ||
| 12 | 2009.12.04 17:32 | s/l | 6 | 1.00 | 1.05299 | 1.05299 | 1.03599 | -189.74 | 9342.75 |
| 13 | 2009.12.04 22:00 | buy | 7 | 1.00 | 1.05800 | 1.05600 | 1.07300 | ||
| 14 | 2009.12.07 00:00 | s/l | 7 | 1.00 | 1.05600 | 1.05600 | 1.07300 | -190.12 | 9152.63 |
| 15 | 2009.12.07 13:00 | buy | 8 | 1.00 | 1.06271 | 1.06071 | 1.07771 | ||
| 16 | 2009.12.07 13:32 | s/l | 8 | 1.00 | 1.06071 | 1.06071 | 1.07771 | -188.57 | 8964.06 |
| 17 | 2009.12.07 13:32 | buy | 9 | 1.00 | 1.06080 | 1.05880 | 1.07580 | ||
| 18 | 2009.12.07 13:50 | s/l | 9 | 1.00 | 1.05880 | 1.05880 | 1.07580 | -189.02 | 8775.04 |
| 19 | 2009.12.07 13:50 | buy | 10 | 1.00 | 1.05825 | 1.05625 | 1.07325 | ||
| 20 | 2009.12.07 14:40 | s/l | 10 | 1.00 | 1.05625 | 1.05625 | 1.07325 | -189.56 | 8585.48 |
| 21 | 2009.12.08 10:00 | buy | 11 | 1.00 | 1.05245 | 1.05045 | 1.06745 | ||
| 22 | 2009.12.08 10:20 | s/l | 11 | 1.00 | 1.05045 | 1.05045 | 1.06745 | -190.40 | 8395.08 |
| 23 | 2009.12.08 10:20 | buy | 12 | 1.00 | 1.05057 | 1.04857 | 1.06557 | ||
| 24 | 2009.12.08 20:20 | t/p | 12 | 1.00 | 1.06557 | 1.04857 | 1.06557 | 1407.63 | 9802.71 |
| 25 | 2009.12.09 21:00 | sell | 13 | 1.00 | 1.05378 | 1.05578 | 1.03878 | ||
| 26 | 2009.12.10 03:00 | close | 13 | 1.00 | 1.05501 | 1.05578 | 1.03878 | -118.00 | 9684.71 |
| 27 | 2009.12.10 13:00 | sell | 14 | 1.00 | 1.05038 | 1.05238 | 1.03538 | ||
| 28 | 2009.12.10 16:15 | s/l | 14 | 1.00 | 1.05238 | 1.05238 | 1.03538 | -189.91 | 9494.80 |
| 29 | 2009.12.11 18:00 | buy | 15 | 1.00 | 1.05846 | 1.05646 | 1.07346 | ||
| 30 | 2009.12.14 07:00 | close | 15 | 1.00 | 1.05736 | 1.05646 | 1.07346 | -104.69 | 9390.11 |
| 31 | 2009.12.14 12:00 | buy | 16 | 1.00 | 1.06463 | 1.06263 | 1.07963 | ||
| 32 | 2009.12.14 15:50 | s/l | 16 | 1.00 | 1.06263 | 1.06263 | 1.07963 | -188.37 | 9201.74 |
| 33 | 2009.12.16 02:00 | sell | 17 | 1.00 | 1.06052 | 1.06252 | 1.04552 | ||
| 34 | 2009.12.16 06:20 | s/l | 17 | 1.00 | 1.06252 | 1.06252 | 1.04552 | -188.21 | 9013.53 |
| 35 | 2009.12.16 08:00 | sell | 18 | 1.00 | 1.06095 | 1.06295 | 1.04595 | ||
| 36 | 2009.12.16 09:00 | close | 18 | 1.00 | 1.06209 | 1.06295 | 1.04595 | -107.34 | 8906.19 |
| 37 | 2009.12.16 10:00 | sell | 19 | 1.00 | 1.05972 | 1.06172 | 1.04472 | ||
| 38 | 2009.12.16 11:20 | s/l | 19 | 1.00 | 1.06172 | 1.06172 | 1.04472 | -188.36 | 8717.83 |
| 39 | 2009.12.16 17:00 | sell | 20 | 1.00 | 1.05892 | 1.06092 | 1.04392 | ||
| 40 | 2009.12.16 20:15 | s/l | 20 | 1.00 | 1.06092 | 1.06092 | 1.04392 | -188.40 | 8529.43 |
| 41 | 2009.12.17 04:00 | buy | 21 | 1.00 | 1.06653 | 1.06453 | 1.08153 | ||
| 42 | 2009.12.17 16:00 | close | 21 | 1.00 | 1.07002 | 1.06453 | 1.08153 | 326.16 | 8855.59 |
| 43 | 2009.12.18 13:00 | sell | 22 | 1.00 | 1.06529 | 1.06729 | 1.05029 | ||
| 44 | 2009.12.18 13:20 | s/l | 22 | 1.00 | 1.06729 | 1.06729 | 1.05029 | -187.37 | 8668.22 |
| 45 | 2009.12.18 13:20 | sell | 23 | 1.00 | 1.06726 | 1.06926 | 1.05226 | ||
| 46 | 2009.12.18 17:00 | close | 23 | 1.00 | 1.06746 | 1.06926 | 1.05226 | -18.74 | 8649.48 |
| 47 | 2009.12.21 12:00 | sell | 24 | 1.00 | 1.06281 | 1.06481 | 1.04781 | ||
| 48 | 2009.12.21 20:00 | close | 24 | 1.00 | 1.06203 | 1.06481 | 1.04781 | 73.44 | 8722.92 |
| 49 | 2009.12.22 11:00 | sell | 25 | 1.00 | 1.05794 | 1.05994 | 1.04294 | ||
| 50 | 2009.12.22 16:20 | s/l | 25 | 1.00 | 1.05994 | 1.05994 | 1.04294 | -188.66 | 8534.26 |
| 51 | 2009.12.22 18:00 | sell | 26 | 1.00 | 1.05524 | 1.05724 | 1.04024 | ||
| 52 | 2009.12.22 21:40 | s/l | 26 | 1.00 | 1.05724 | 1.05724 | 1.04024 | -189.12 | 8345.14 |
| 53 | 2009.12.23 13:00 | sell | 27 | 1.00 | 1.05255 | 1.05455 | 1.03755 | ||
| 54 | 2009.12.24 02:00 | close | 27 | 1.00 | 1.04920 | 1.05455 | 1.03755 | 317.88 | 8663.02 |
| 55 | 2009.12.28 11:00 | buy | 28 | 1.00 | 1.04854 | 1.04654 | 1.06354 | ||
| 56 | 2009.12.28 13:50 | s/l | 28 | 1.00 | 1.04654 | 1.04654 | 1.06354 | -191.21 | 8471.81 |
| 57 | 2009.12.28 16:00 | sell | 29 | 1.00 | 1.04584 | 1.04784 | 1.03084 | ||
| 58 | 2009.12.29 04:00 | close | 29 | 1.00 | 1.04444 | 1.04784 | 1.03084 | 133.57 | 8605.38 |
| 59 | 2009.12.29 12:00 | sell | 30 | 1.00 | 1.04050 | 1.04250 | 1.02550 | ||
| 60 | 2009.12.29 17:00 | close | 30 | 1.00 | 1.04167 | 1.04250 | 1.02550 | -112.32 | 8493.06 |
| 61 | 2009.12.30 02:00 | buy | 31 | 1.00 | 1.04568 | 1.04368 | 1.06068 | ||
| 62 | 2009.12.30 10:00 | close | 31 | 1.00 | 1.04768 | 1.04368 | 1.06068 | 190.90 | 8683.96 |
| 63 | 2009.12.30 21:00 | buy | 32 | 1.00 | 1.05554 | 1.05354 | 1.07054 | ||
| 64 | 2009.12.31 01:46 | s/l | 32 | 1.00 | 1.05354 | 1.05354 | 1.07054 | -191.81 | 8492.15 |
| 65 | 2009.12.31 18:00 | sell | 33 | 1.00 | 1.04614 | 1.04814 | 1.03114 | ||
| 66 | 2009.12.31 18:57 | close at stop | 33 | 1.00 | 1.04659 | 1.04814 | 1.03114 | -43.00 | 8449.15 |