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 | 1109.23 | Gross profit | 2930.66 | Gross loss | -1821.44 |
| Profit factor | 1.61 | Expected payoff | 55.46 | ||
| Absolute drawdown | 915.35 | Maximal drawdown | 2108.83 (16.64%) | Relative drawdown | 16.64% (2108.83) |
| 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 | 714.39 | loss trade | -434.96 | |
| Average | profit trade | 366.33 | loss trade | -151.79 | |
| Maximum | consecutive wins (profit in money) | 3 (789.43) | consecutive losses (loss in money) | 6 (-1051.65) | |
| Maximal | consecutive profit (count of wins) | 789.43 (3) | consecutive loss (count of losses) | -1051.65 (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 | 1.05629 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.01 08:00 | close | 1 | 1.00 | 1.05501 | 0.00000 | 0.00000 | -121.33 | 9878.67 |
| 3 | 2009.12.01 21:00 | buy | 2 | 1.00 | 1.04389 | 0.00000 | 0.00000 | ||
| 4 | 2009.12.03 01:00 | close | 2 | 1.00 | 1.04918 | 0.00000 | 0.00000 | 500.06 | 10378.73 |
| 5 | 2009.12.03 06:00 | buy | 3 | 1.00 | 1.05034 | 0.00000 | 0.00000 | ||
| 6 | 2009.12.03 08:00 | close | 3 | 1.00 | 1.04819 | 0.00000 | 0.00000 | -205.12 | 10173.61 |
| 7 | 2009.12.03 15:00 | buy | 4 | 1.00 | 1.05462 | 0.00000 | 0.00000 | ||
| 8 | 2009.12.07 02:00 | close | 4 | 1.00 | 1.05542 | 0.00000 | 0.00000 | 73.73 | 10247.35 |
| 9 | 2009.12.07 07:00 | buy | 5 | 1.00 | 1.05594 | 0.00000 | 0.00000 | ||
| 10 | 2009.12.09 02:00 | close | 5 | 1.00 | 1.06356 | 0.00000 | 0.00000 | 714.39 | 10961.74 |
| 11 | 2009.12.10 03:00 | buy | 6 | 1.00 | 1.05509 | 0.00000 | 0.00000 | ||
| 12 | 2009.12.10 10:00 | close | 6 | 1.00 | 1.05506 | 0.00000 | 0.00000 | -2.84 | 10958.90 |
| 13 | 2009.12.10 17:00 | buy | 7 | 1.00 | 1.05190 | 0.00000 | 0.00000 | ||
| 14 | 2009.12.14 01:00 | close | 7 | 1.00 | 1.05866 | 0.00000 | 0.00000 | 636.47 | 11595.37 |
| 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 | 1.06024 | 0.00000 | 0.00000 | -87.72 | 11507.65 |
| 17 | 2009.12.14 10:00 | buy | 9 | 1.00 | 1.06178 | 0.00000 | 0.00000 | ||
| 18 | 2009.12.14 14:00 | close | 9 | 1.00 | 1.06383 | 0.00000 | 0.00000 | 192.70 | 11700.35 |
| 19 | 2009.12.15 00:00 | buy | 10 | 1.00 | 1.05959 | 0.00000 | 0.00000 | ||
| 20 | 2009.12.15 15:00 | close | 10 | 1.00 | 1.06083 | 0.00000 | 0.00000 | 116.89 | 11817.24 |
| 21 | 2009.12.16 05:00 | buy | 11 | 1.00 | 1.06124 | 0.00000 | 0.00000 | ||
| 22 | 2009.12.17 09:00 | close | 11 | 1.00 | 1.06639 | 0.00000 | 0.00000 | 479.84 | 12297.08 |
| 23 | 2009.12.17 11:00 | buy | 12 | 1.00 | 1.07071 | 0.00000 | 0.00000 | ||
| 24 | 2009.12.17 16:00 | close | 12 | 1.00 | 1.07002 | 0.00000 | 0.00000 | -64.48 | 12232.60 |
| 25 | 2009.12.18 08:00 | buy | 13 | 1.00 | 1.06830 | 0.00000 | 0.00000 | ||
| 26 | 2009.12.21 11:00 | close | 13 | 1.00 | 1.06524 | 0.00000 | 0.00000 | -288.29 | 11944.30 |
| 27 | 2009.12.21 18:00 | buy | 14 | 1.00 | 1.05921 | 0.00000 | 0.00000 | ||
| 28 | 2009.12.22 01:00 | close | 14 | 1.00 | 1.06152 | 0.00000 | 0.00000 | 216.58 | 12160.88 |
| 29 | 2009.12.22 03:00 | buy | 15 | 1.00 | 1.06216 | 0.00000 | 0.00000 | ||
| 30 | 2009.12.22 05:00 | close | 15 | 1.00 | 1.06204 | 0.00000 | 0.00000 | -11.30 | 12149.58 |
| 31 | 2009.12.22 16:00 | buy | 16 | 1.00 | 1.05881 | 0.00000 | 0.00000 | ||
| 32 | 2009.12.23 02:00 | close | 16 | 1.00 | 1.05566 | 0.00000 | 0.00000 | -299.42 | 11850.16 |
| 33 | 2009.12.23 06:00 | buy | 17 | 1.00 | 1.05746 | 0.00000 | 0.00000 | ||
| 34 | 2009.12.23 07:00 | close | 17 | 1.00 | 1.05629 | 0.00000 | 0.00000 | -110.77 | 11739.39 |
| 35 | 2009.12.23 23:00 | buy | 18 | 1.00 | 1.04865 | 0.00000 | 0.00000 | ||
| 36 | 2009.12.30 09:00 | close | 18 | 1.00 | 1.04766 | 0.00000 | 0.00000 | -101.74 | 11637.65 |
| 37 | 2009.12.30 13:00 | buy | 19 | 1.00 | 1.04960 | 0.00000 | 0.00000 | ||
| 38 | 2009.12.30 15:00 | close | 19 | 1.00 | 1.04862 | 0.00000 | 0.00000 | -93.46 | 11544.19 |
| 39 | 2009.12.30 16:00 | buy | 20 | 1.00 | 1.05349 | 0.00000 | 0.00000 | ||
| 40 | 2009.12.31 15:00 | close | 20 | 1.00 | 1.04896 | 0.00000 | 0.00000 | -434.96 | 11109.23 |