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; StopLossMode=false; StopLoss=30; TakeProfitMode=false; TakeProfit=60; TrailingStopMode=false; TrailingStop=30; | ||||
Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 1147.05 | Gross profit | 2945.75 | Gross loss | -1798.71 |
Profit factor | 1.64 | Expected payoff | 57.35 | ||
Absolute drawdown | 907.71 | Maximal drawdown | 2095.60 (16.51%) | Relative drawdown | 16.51% (2095.60) |
Total trades | 20 | Short positions (won %) | 1 (0.00%) | Long positions (won %) | 19 (42.11%) |
Profit trades (% of total) | 8 (40.00%) | Loss trades (% of total) | 12 (60.00%) | ||
Largest | profit trade | 716.27 | loss trade | -433.05 | |
Average | profit trade | 368.22 | loss trade | -149.89 | |
Maximum | consecutive wins (profit in money) | 3 (795.06) | consecutive losses (loss in money) | 6 (-1040.25) | |
Maximal | consecutive profit (count of wins) | 795.06 (3) | consecutive loss (count of losses) | -1040.25 (6) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.01 03:00 | buy | 1 | 1.00 | 1.05627 | 0.00000 | 0.00000 | ||
2 | 2009.12.01 08:00 | close | 1 | 1.00 | 1.05501 | 0.00000 | 0.00000 | -119.43 | 9880.57 |
3 | 2009.12.01 21:00 | buy | 2 | 1.00 | 1.04387 | 0.00000 | 0.00000 | ||
4 | 2009.12.03 01:00 | close | 2 | 1.00 | 1.04918 | 0.00000 | 0.00000 | 501.97 | 10382.54 |
5 | 2009.12.03 06:00 | buy | 3 | 1.00 | 1.05032 | 0.00000 | 0.00000 | ||
6 | 2009.12.03 08:00 | close | 3 | 1.00 | 1.04819 | 0.00000 | 0.00000 | -203.21 | 10179.33 |
7 | 2009.12.03 15:00 | buy | 4 | 1.00 | 1.05460 | 0.00000 | 0.00000 | ||
8 | 2009.12.07 02:00 | close | 4 | 1.00 | 1.05542 | 0.00000 | 0.00000 | 75.62 | 10254.96 |
9 | 2009.12.07 07:00 | buy | 5 | 1.00 | 1.05592 | 0.00000 | 0.00000 | ||
10 | 2009.12.09 02:00 | close | 5 | 1.00 | 1.06356 | 0.00000 | 0.00000 | 716.27 | 10971.23 |
11 | 2009.12.10 03:00 | buy | 6 | 1.00 | 1.05507 | 0.00000 | 0.00000 | ||
12 | 2009.12.10 10:00 | close | 6 | 1.00 | 1.05506 | 0.00000 | 0.00000 | -0.95 | 10970.28 |
13 | 2009.12.10 17:00 | buy | 7 | 1.00 | 1.05188 | 0.00000 | 0.00000 | ||
14 | 2009.12.14 01:00 | close | 7 | 1.00 | 1.05866 | 0.00000 | 0.00000 | 638.36 | 11608.64 |
15 | 2009.12.14 06:00 | sell | 8 | 1.00 | 1.05931 | 0.00000 | 0.00000 | ||
16 | 2009.12.14 09:00 | close | 8 | 1.00 | 1.06022 | 0.00000 | 0.00000 | -85.83 | 11522.81 |
17 | 2009.12.14 10:00 | buy | 9 | 1.00 | 1.06176 | 0.00000 | 0.00000 | ||
18 | 2009.12.14 14:00 | close | 9 | 1.00 | 1.06383 | 0.00000 | 0.00000 | 194.58 | 11717.39 |
19 | 2009.12.15 00:00 | buy | 10 | 1.00 | 1.05957 | 0.00000 | 0.00000 | ||
20 | 2009.12.15 15:00 | close | 10 | 1.00 | 1.06083 | 0.00000 | 0.00000 | 118.77 | 11836.16 |
21 | 2009.12.16 05:00 | buy | 11 | 1.00 | 1.06122 | 0.00000 | 0.00000 | ||
22 | 2009.12.17 09:00 | close | 11 | 1.00 | 1.06639 | 0.00000 | 0.00000 | 481.71 | 12317.87 |
23 | 2009.12.17 11:00 | buy | 12 | 1.00 | 1.07069 | 0.00000 | 0.00000 | ||
24 | 2009.12.17 16:00 | close | 12 | 1.00 | 1.07002 | 0.00000 | 0.00000 | -62.62 | 12255.25 |
25 | 2009.12.18 08:00 | buy | 13 | 1.00 | 1.06828 | 0.00000 | 0.00000 | ||
26 | 2009.12.21 11:00 | close | 13 | 1.00 | 1.06524 | 0.00000 | 0.00000 | -286.41 | 11968.83 |
27 | 2009.12.21 18:00 | buy | 14 | 1.00 | 1.05919 | 0.00000 | 0.00000 | ||
28 | 2009.12.22 01:00 | close | 14 | 1.00 | 1.06152 | 0.00000 | 0.00000 | 218.47 | 12187.30 |
29 | 2009.12.22 03:00 | buy | 15 | 1.00 | 1.06214 | 0.00000 | 0.00000 | ||
30 | 2009.12.22 05:00 | close | 15 | 1.00 | 1.06204 | 0.00000 | 0.00000 | -9.42 | 12177.88 |
31 | 2009.12.22 16:00 | buy | 16 | 1.00 | 1.05879 | 0.00000 | 0.00000 | ||
32 | 2009.12.23 02:00 | close | 16 | 1.00 | 1.05566 | 0.00000 | 0.00000 | -297.53 | 11880.35 |
33 | 2009.12.23 06:00 | buy | 17 | 1.00 | 1.05744 | 0.00000 | 0.00000 | ||
34 | 2009.12.23 07:00 | close | 17 | 1.00 | 1.05629 | 0.00000 | 0.00000 | -108.87 | 11771.48 |
35 | 2009.12.23 23:00 | buy | 18 | 1.00 | 1.04863 | 0.00000 | 0.00000 | ||
36 | 2009.12.30 09:00 | close | 18 | 1.00 | 1.04766 | 0.00000 | 0.00000 | -99.83 | 11671.65 |
37 | 2009.12.30 13:00 | buy | 19 | 1.00 | 1.04958 | 0.00000 | 0.00000 | ||
38 | 2009.12.30 15:00 | close | 19 | 1.00 | 1.04862 | 0.00000 | 0.00000 | -91.55 | 11580.10 |
39 | 2009.12.30 16:00 | buy | 20 | 1.00 | 1.05347 | 0.00000 | 0.00000 | ||
40 | 2009.12.31 15:00 | close | 20 | 1.00 | 1.04896 | 0.00000 | 0.00000 | -433.05 | 11147.05 |