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Strategy Tester Report

Download Starter_CoolGluk

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; MaximumRisk=0.03; DecreaseFactor=3; IncreaseFactor=3; Stop=10; MAPeriod=120;

Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2

Initial deposit	10000.00
Total net profit	2.66	Gross profit	232.19	Gross loss	-229.53
Profit factor	1.01	Expected payoff	0.04
Absolute drawdown	414.26	Maximal drawdown	437.50 (4.36%)	Relative drawdown	4.36% (437.50)

Total trades	62	Short positions (won %)	23 (91.30%)	Long positions (won %)	39 (94.87%)
		Profit trades (% of total)	58 (93.55%)	Loss trades (% of total)	4 (6.45%)
Largest		profit trade	17.71	loss trade	-89.07
Average		profit trade	4.00	loss trade	-57.38
Maximum		consecutive wins (profit in money)	31 (103.57)	consecutive losses (loss in money)	1 (-89.07)
Maximal		consecutive profit (count of wins)	103.57 (31)	consecutive loss (count of losses)	-89.07 (1)
Average		consecutive wins	15	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.02 01:00	sell	1	0.30	1.04625	0.00000	0.00000
2	2009.12.02 01:40	close	1	0.30	1.04590	0.00000	0.00000	10.04	10010.04
3	2009.12.02 01:43	sell	2	0.30	1.04564	0.00000	0.00000
4	2009.12.02 01:46	close	2	0.30	1.04543	0.00000	0.00000	6.03	10016.07
5	2009.12.02 01:59	sell	3	0.10	1.04570	0.00000	0.00000
6	2009.12.02 03:25	close	3	0.10	1.04553	0.00000	0.00000	1.63	10017.70
7	2009.12.02 17:10	sell	4	0.10	1.04659	0.00000	0.00000
8	2009.12.02 17:50	close	4	0.10	1.04601	0.00000	0.00000	5.54	10023.24
9	2009.12.02 17:52	sell	5	0.10	1.04604	0.00000	0.00000
10	2009.12.04 11:00	buy	6	0.10	1.05506	0.00000	0.00000
11	2009.12.04 11:00	close	5	0.10	1.05506	0.00000	0.00000	-85.49	9937.75
12	2009.12.04 11:20	close	6	0.10	1.05536	0.00000	0.00000	2.84	9940.59
13	2009.12.04 11:22	buy	7	0.30	1.05561	0.00000	0.00000
14	2009.12.04 19:40	close	7	0.30	1.05575	0.00000	0.00000	3.98	9944.57
15	2009.12.07 06:20	buy	8	0.10	1.05521	0.00000	0.00000
16	2009.12.07 06:45	close	8	0.10	1.05560	0.00000	0.00000	3.69	9948.26
17	2009.12.07 07:10	buy	9	0.10	1.05545	0.00000	0.00000
18	2009.12.07 08:15	close	9	0.10	1.05576	0.00000	0.00000	2.94	9951.20
19	2009.12.07 08:45	buy	10	0.10	1.05531	0.00000	0.00000
20	2009.12.07 09:03	close	10	0.10	1.05681	0.00000	0.00000	14.19	9965.39
21	2009.12.08 10:02	sell	11	0.10	1.05263	0.00000	0.00000
22	2009.12.08 10:10	close	11	0.10	1.05235	0.00000	0.00000	2.66	9968.05
23	2009.12.09 06:00	buy	12	0.10	1.06257	0.00000	0.00000
24	2009.12.09 07:20	close	12	0.10	1.06291	0.00000	0.00000	3.20	9971.25
25	2009.12.09 14:00	buy	13	0.10	1.06112	0.00000	0.00000
26	2009.12.09 15:10	close	13	0.10	1.06161	0.00000	0.00000	4.62	9975.87
27	2009.12.09 15:50	buy	14	0.10	1.06076	0.00000	0.00000
28	2009.12.09 15:57	close	14	0.10	1.06125	0.00000	0.00000	4.62	9980.49
29	2009.12.09 19:03	buy	15	0.10	1.05721	0.00000	0.00000
30	2009.12.09 19:10	close	15	0.10	1.05733	0.00000	0.00000	1.13	9981.62
31	2009.12.09 19:13	buy	16	0.10	1.05754	0.00000	0.00000
32	2009.12.09 19:16	close	16	0.10	1.05783	0.00000	0.00000	2.74	9984.36
33	2009.12.09 19:20	buy	17	0.10	1.05788	0.00000	0.00000
34	2009.12.09 19:45	close	17	0.10	1.05812	0.00000	0.00000	2.27	9986.63
35	2009.12.09 19:47	buy	18	0.10	1.05833	0.00000	0.00000
36	2009.12.09 19:50	close	18	0.10	1.05865	0.00000	0.00000	3.02	9989.65
37	2009.12.09 19:57	buy	19	0.10	1.05833	0.00000	0.00000
38	2009.12.09 20:02	close	19	0.10	1.05854	0.00000	0.00000	1.98	9991.63
39	2009.12.09 20:15	buy	20	0.10	1.05687	0.00000	0.00000
40	2009.12.10 05:20	close	20	0.10	1.05749	0.00000	0.00000	5.78	9997.41
41	2009.12.10 08:40	sell	21	0.10	1.05625	0.00000	0.00000
42	2009.12.10 09:15	close	21	0.10	1.05613	0.00000	0.00000	1.14	9998.55
43	2009.12.10 10:17	sell	22	0.10	1.05634	0.00000	0.00000
44	2009.12.10 10:40	close	22	0.10	1.05589	0.00000	0.00000	4.26	10002.81
45	2009.12.11 07:43	sell	23	0.10	1.05155	0.00000	0.00000
46	2009.12.11 09:15	close	23	0.10	1.05107	0.00000	0.00000	4.57	10007.38
47	2009.12.11 09:50	sell	24	0.10	1.05171	0.00000	0.00000
48	2009.12.11 09:59	close	24	0.10	1.05148	0.00000	0.00000	2.19	10009.57
49	2009.12.14 20:00	buy	25	0.10	1.05971	0.00000	0.00000
50	2009.12.15 01:50	close	25	0.10	1.05982	0.00000	0.00000	1.01	10010.58
51	2009.12.15 01:59	buy	26	0.10	1.05910	0.00000	0.00000
52	2009.12.15 08:50	close	26	0.10	1.05932	0.00000	0.00000	2.08	10012.66
53	2009.12.16 01:00	buy	27	0.10	1.06092	0.00000	0.00000
54	2009.12.16 01:15	close	27	0.10	1.06129	0.00000	0.00000	3.49	10016.15
55	2009.12.16 01:50	buy	28	0.10	1.06063	0.00000	0.00000
56	2009.12.16 01:57	close	28	0.10	1.06076	0.00000	0.00000	1.23	10017.38
57	2009.12.16 01:59	buy	29	0.10	1.06092	0.00000	0.00000
58	2009.12.16 02:15	close	29	0.10	1.06128	0.00000	0.00000	3.39	10020.77
59	2009.12.16 02:50	buy	30	0.10	1.06099	0.00000	0.00000
60	2009.12.16 04:02	close	30	0.10	1.06112	0.00000	0.00000	1.23	10022.00
61	2009.12.16 04:15	buy	31	0.10	1.06106	0.00000	0.00000
62	2009.12.16 04:50	close	31	0.10	1.06127	0.00000	0.00000	1.98	10023.98
63	2009.12.16 12:45	buy	32	0.10	1.06071	0.00000	0.00000
64	2009.12.16 14:20	close	32	0.10	1.06094	0.00000	0.00000	2.17	10026.15
65	2009.12.16 15:40	buy	33	0.10	1.06050	0.00000	0.00000
66	2009.12.16 20:15	close	33	0.10	1.06143	0.00000	0.00000	8.76	10034.91
67	2009.12.17 23:20	buy	34	0.10	1.07069	0.00000	0.00000
68	2009.12.17 23:27	close	34	0.10	1.07087	0.00000	0.00000	1.68	10036.59
69	2009.12.17 23:50	buy	35	0.10	1.07064	0.00000	0.00000
70	2009.12.18 00:06	close	35	0.10	1.07089	0.00000	0.00000	2.30	10038.89
71	2009.12.18 01:00	buy	36	0.10	1.07050	0.00000	0.00000
72	2009.12.18 01:15	close	36	0.10	1.07076	0.00000	0.00000	2.43	10041.32
73	2009.12.18 01:47	buy	37	0.10	1.07050	0.00000	0.00000
74	2009.12.18 19:20	close	37	0.10	1.06694	0.00000	0.00000	-33.37	10007.95
75	2009.12.21 07:20	buy	38	0.30	1.06683	0.00000	0.00000
76	2009.12.21 07:32	close	38	0.30	1.06721	0.00000	0.00000	10.68	10018.63
77	2009.12.21 07:45	buy	39	0.30	1.06677	0.00000	0.00000
78	2009.12.21 08:26	close	39	0.30	1.06740	0.00000	0.00000	17.71	10036.34
79	2009.12.21 22:00	sell	40	0.10	1.06124	0.00000	0.00000
80	2009.12.22 07:50	close	40	0.10	1.06084	0.00000	0.00000	3.77	10040.11
81	2009.12.24 18:20	sell	41	0.10	1.05049	0.00000	0.00000
82	2009.12.24 18:27	close	41	0.10	1.05015	0.00000	0.00000	3.24	10043.35
83	2009.12.24 18:27	sell	42	0.10	1.05045	0.00000	0.00000
84	2009.12.24 18:45	close	42	0.10	1.05006	0.00000	0.00000	3.71	10047.06
85	2009.12.28 01:03	sell	43	0.10	1.04874	0.00000	0.00000
86	2009.12.28 01:32	close	43	0.10	1.04858	0.00000	0.00000	1.53	10048.59
87	2009.12.28 01:40	sell	44	0.10	1.04887	0.00000	0.00000
88	2009.12.28 02:40	close	44	0.10	1.04863	0.00000	0.00000	2.29	10050.88
89	2009.12.28 12:00	sell	45	0.10	1.04835	0.00000	0.00000
90	2009.12.28 12:15	close	45	0.10	1.04803	0.00000	0.00000	3.05	10053.93
91	2009.12.28 13:20	sell	46	0.10	1.04825	0.00000	0.00000
92	2009.12.28 13:40	close	46	0.10	1.04800	0.00000	0.00000	2.39	10056.32
93	2009.12.29 06:10	sell	47	0.10	1.04359	0.00000	0.00000
94	2009.12.29 06:32	close	47	0.10	1.04344	0.00000	0.00000	1.44	10057.76
95	2009.12.29 06:45	sell	48	0.10	1.04356	0.00000	0.00000
96	2009.12.29 07:20	close	48	0.10	1.04344	0.00000	0.00000	1.15	10058.91
97	2009.12.29 20:40	sell	49	0.10	1.04325	0.00000	0.00000
98	2009.12.29 21:15	close	49	0.10	1.04290	0.00000	0.00000	3.36	10062.27
99	2009.12.29 21:45	sell	50	0.10	1.04354	0.00000	0.00000
100	2009.12.29 22:20	close	50	0.10	1.04323	0.00000	0.00000	2.97	10065.24
101	2009.12.29 22:22	sell	51	0.10	1.04303	0.00000	0.00000
102	2009.12.29 23:20	close	51	0.10	1.04281	0.00000	0.00000	2.11	10067.35
103	2009.12.29 23:22	sell	52	0.10	1.04261	0.00000	0.00000
104	2009.12.31 05:00	buy	53	0.10	1.05198	0.00000	0.00000
105	2009.12.31 05:00	close	52	0.10	1.05198	0.00000	0.00000	-89.07	9978.28
106	2009.12.31 06:10	close	53	0.10	1.05211	0.00000	0.00000	1.24	9979.52
107	2009.12.31 06:12	buy	54	0.30	1.05230	0.00000	0.00000
108	2009.12.31 06:15	close	54	0.30	1.05266	0.00000	0.00000	10.26	9989.78
109	2009.12.31 07:45	buy	55	0.10	1.05137	0.00000	0.00000
110	2009.12.31 10:37	close	55	0.10	1.05153	0.00000	0.00000	1.52	9991.30
111	2009.12.31 11:00	buy	56	0.10	1.05042	0.00000	0.00000
112	2009.12.31 13:20	close	56	0.10	1.05093	0.00000	0.00000	4.85	9996.15
113	2009.12.31 14:50	buy	57	0.10	1.04903	0.00000	0.00000
114	2009.12.31 14:52	close	57	0.10	1.04929	0.00000	0.00000	2.48	9998.63
115	2009.12.31 14:55	buy	58	0.10	1.04935	0.00000	0.00000
116	2009.12.31 14:57	close	58	0.10	1.04993	0.00000	0.00000	5.52	10004.15
117	2009.12.31 14:59	buy	59	0.10	1.04936	0.00000	0.00000
118	2009.12.31 15:02	close	59	0.10	1.04983	0.00000	0.00000	4.48	10008.63
119	2009.12.31 16:50	buy	60	0.10	1.04837	0.00000	0.00000
120	2009.12.31 16:52	close	60	0.10	1.04895	0.00000	0.00000	5.53	10014.16
121	2009.12.31 16:55	buy	61	0.10	1.04885	0.00000	0.00000
122	2009.12.31 16:57	close	61	0.10	1.04991	0.00000	0.00000	10.10	10024.26
123	2009.12.31 16:59	buy	62	0.10	1.04871	0.00000	0.00000
124	2009.12.31 18:57	close at stop	62	0.10	1.04645	0.00000	0.00000	-21.60	10002.66