Strategy Tester Report
starter_euraud_diapazon_time_zatiag
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=0.053; DecreaseFactor=5000; Stop=1; MAPeriod=11; Lm=0.14; Lb=0.86; | ||||
Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 1139.42 | Gross profit | 2130.75 | Gross loss | -991.33 |
Profit factor | 2.15 | Expected payoff | 16.76 | ||
Absolute drawdown | 0.00 | Maximal drawdown | 363.66 (3.25%) | Relative drawdown | 3.25% (363.66) |
Total trades | 68 | Short positions (won %) | 31 (90.32%) | Long positions (won %) | 37 (83.78%) |
Profit trades (% of total) | 59 (86.76%) | Loss trades (% of total) | 9 (13.24%) | ||
Largest | profit trade | 139.44 | loss trade | -163.81 | |
Average | profit trade | 36.11 | loss trade | -110.15 | |
Maximum | consecutive wins (profit in money) | 17 (687.34) | consecutive losses (loss in money) | 2 (-220.09) | |
Maximal | consecutive profit (count of wins) | 687.34 (17) | consecutive loss (count of losses) | -220.09 (2) | |
Average | consecutive wins | 7 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.02 09:15 | buy | 1 | 1.10 | 1.04525 | 0.00000 | 0.00000 | ||
2 | 2009.12.02 09:17 | close | 1 | 1.10 | 1.04530 | 0.00000 | 0.00000 | 5.26 | 10005.26 |
3 | 2009.12.02 09:20 | buy | 2 | 1.10 | 1.04417 | 0.00000 | 0.00000 | ||
4 | 2009.12.02 09:22 | close | 2 | 1.10 | 1.04449 | 0.00000 | 0.00000 | 33.70 | 10038.96 |
5 | 2009.12.02 09:25 | buy | 3 | 1.10 | 1.04444 | 0.00000 | 0.00000 | ||
6 | 2009.12.02 09:27 | close | 3 | 1.10 | 1.04503 | 0.00000 | 0.00000 | 62.10 | 10101.06 |
7 | 2009.12.02 09:27 | buy | 4 | 1.10 | 1.04434 | 0.00000 | 0.00000 | ||
8 | 2009.12.02 09:40 | close | 4 | 1.10 | 1.04461 | 0.00000 | 0.00000 | 28.43 | 10129.49 |
9 | 2009.12.02 09:42 | buy | 5 | 1.10 | 1.04469 | 0.00000 | 0.00000 | ||
10 | 2009.12.02 09:45 | close | 5 | 1.10 | 1.04501 | 0.00000 | 0.00000 | 33.68 | 10163.17 |
11 | 2009.12.02 09:47 | buy | 6 | 1.10 | 1.04510 | 0.00000 | 0.00000 | ||
12 | 2009.12.02 09:50 | close | 6 | 1.10 | 1.04542 | 0.00000 | 0.00000 | 33.67 | 10196.84 |
13 | 2009.12.02 09:57 | buy | 7 | 1.10 | 1.04510 | 0.00000 | 0.00000 | ||
14 | 2009.12.02 10:15 | close | 7 | 1.10 | 1.04552 | 0.00000 | 0.00000 | 44.19 | 10241.03 |
15 | 2009.12.02 16:45 | sell | 8 | 1.10 | 1.04575 | 0.00000 | 0.00000 | ||
16 | 2009.12.02 16:59 | close | 8 | 1.10 | 1.04535 | 0.00000 | 0.00000 | 42.09 | 10283.12 |
17 | 2009.12.02 17:05 | sell | 9 | 1.10 | 1.04569 | 0.00000 | 0.00000 | ||
18 | 2009.12.02 17:07 | close | 9 | 1.10 | 1.04531 | 0.00000 | 0.00000 | 39.99 | 10323.11 |
19 | 2009.12.03 11:07 | buy | 10 | 1.10 | 1.04875 | 0.00000 | 0.00000 | ||
20 | 2009.12.03 11:10 | close | 10 | 1.10 | 1.04912 | 0.00000 | 0.00000 | 38.79 | 10361.90 |
21 | 2009.12.03 20:15 | sell | 11 | 1.10 | 1.05260 | 0.00000 | 0.00000 | ||
22 | 2009.12.03 20:47 | close | 11 | 1.10 | 1.05344 | 0.00000 | 0.00000 | -87.71 | 10274.19 |
23 | 2009.12.07 07:05 | buy | 12 | 1.10 | 1.05566 | 0.00000 | 0.00000 | ||
24 | 2009.12.07 07:07 | close | 12 | 1.10 | 1.05581 | 0.00000 | 0.00000 | 15.63 | 10289.82 |
25 | 2009.12.07 07:10 | buy | 13 | 1.10 | 1.05529 | 0.00000 | 0.00000 | ||
26 | 2009.12.07 07:43 | close | 13 | 1.10 | 1.05408 | 0.00000 | 0.00000 | -126.27 | 10163.55 |
27 | 2009.12.07 08:27 | buy | 14 | 1.10 | 1.05564 | 0.00000 | 0.00000 | ||
28 | 2009.12.07 08:37 | close | 14 | 1.10 | 1.05574 | 0.00000 | 0.00000 | 10.42 | 10173.97 |
29 | 2009.12.07 08:40 | buy | 15 | 1.10 | 1.05549 | 0.00000 | 0.00000 | ||
30 | 2009.12.07 09:03 | close | 15 | 1.10 | 1.05681 | 0.00000 | 0.00000 | 137.39 | 10311.36 |
31 | 2009.12.08 10:37 | sell | 16 | 1.10 | 1.05155 | 0.00000 | 0.00000 | ||
32 | 2009.12.08 10:40 | close | 16 | 1.10 | 1.05083 | 0.00000 | 0.00000 | 75.37 | 10386.73 |
33 | 2009.12.08 11:50 | sell | 17 | 1.10 | 1.05181 | 0.00000 | 0.00000 | ||
34 | 2009.12.08 11:52 | close | 17 | 1.10 | 1.05161 | 0.00000 | 0.00000 | 20.92 | 10407.65 |
35 | 2009.12.08 11:55 | sell | 18 | 1.10 | 1.05160 | 0.00000 | 0.00000 | ||
36 | 2009.12.08 11:57 | close | 18 | 1.10 | 1.05119 | 0.00000 | 0.00000 | 42.90 | 10450.55 |
37 | 2009.12.09 07:23 | buy | 19 | 1.10 | 1.06294 | 0.00000 | 0.00000 | ||
38 | 2009.12.09 07:26 | close | 19 | 1.10 | 1.06350 | 0.00000 | 0.00000 | 57.92 | 10508.47 |
39 | 2009.12.09 15:45 | buy | 20 | 1.10 | 1.06147 | 0.00000 | 0.00000 | ||
40 | 2009.12.09 15:59 | close | 20 | 1.10 | 1.06201 | 0.00000 | 0.00000 | 55.93 | 10564.40 |
41 | 2009.12.09 16:10 | buy | 21 | 1.10 | 1.06104 | 0.00000 | 0.00000 | ||
42 | 2009.12.09 16:12 | close | 21 | 1.10 | 1.06117 | 0.00000 | 0.00000 | 13.48 | 10577.88 |
43 | 2009.12.10 08:00 | sell | 22 | 1.10 | 1.05532 | 0.00000 | 0.00000 | ||
44 | 2009.12.10 08:05 | close | 22 | 1.10 | 1.05524 | 0.00000 | 0.00000 | 8.34 | 10586.22 |
45 | 2009.12.10 08:07 | sell | 23 | 1.10 | 1.05541 | 0.00000 | 0.00000 | ||
46 | 2009.12.10 08:10 | close | 23 | 1.10 | 1.05486 | 0.00000 | 0.00000 | 57.35 | 10643.57 |
47 | 2009.12.10 08:33 | sell | 24 | 1.10 | 1.05552 | 0.00000 | 0.00000 | ||
48 | 2009.12.10 08:36 | close | 24 | 1.10 | 1.05550 | 0.00000 | 0.00000 | 2.08 | 10645.65 |
49 | 2009.12.10 08:40 | sell | 25 | 1.10 | 1.05625 | 0.00000 | 0.00000 | ||
50 | 2009.12.10 08:43 | close | 25 | 1.10 | 1.05623 | 0.00000 | 0.00000 | 2.08 | 10647.73 |
51 | 2009.12.10 08:46 | sell | 26 | 1.10 | 1.05697 | 0.00000 | 0.00000 | ||
52 | 2009.12.10 08:50 | close | 26 | 1.10 | 1.05671 | 0.00000 | 0.00000 | 27.07 | 10674.80 |
53 | 2009.12.10 08:53 | sell | 27 | 1.10 | 1.05673 | 0.00000 | 0.00000 | ||
54 | 2009.12.10 08:56 | close | 27 | 1.10 | 1.05623 | 0.00000 | 0.00000 | 52.07 | 10726.87 |
55 | 2009.12.10 08:59 | sell | 28 | 1.10 | 1.05681 | 0.00000 | 0.00000 | ||
56 | 2009.12.10 09:15 | close | 28 | 1.10 | 1.05597 | 0.00000 | 0.00000 | 87.50 | 10814.37 |
57 | 2009.12.10 10:10 | sell | 29 | 1.10 | 1.05597 | 0.00000 | 0.00000 | ||
58 | 2009.12.10 10:40 | close | 29 | 1.10 | 1.05573 | 0.00000 | 0.00000 | 25.01 | 10839.38 |
59 | 2009.12.11 07:02 | sell | 30 | 1.10 | 1.05132 | 0.00000 | 0.00000 | ||
60 | 2009.12.11 07:15 | close | 30 | 1.10 | 1.05121 | 0.00000 | 0.00000 | 11.51 | 10850.89 |
61 | 2009.12.11 07:43 | sell | 31 | 1.20 | 1.05155 | 0.00000 | 0.00000 | ||
62 | 2009.12.11 08:15 | close | 31 | 1.20 | 1.05217 | 0.00000 | 0.00000 | -70.71 | 10780.18 |
63 | 2009.12.11 09:05 | sell | 32 | 1.10 | 1.05143 | 0.00000 | 0.00000 | ||
64 | 2009.12.11 09:10 | close | 32 | 1.10 | 1.05135 | 0.00000 | 0.00000 | 8.37 | 10788.55 |
65 | 2009.12.11 09:50 | sell | 33 | 1.10 | 1.05171 | 0.00000 | 0.00000 | ||
66 | 2009.12.11 09:52 | close | 33 | 1.10 | 1.05163 | 0.00000 | 0.00000 | 8.37 | 10796.92 |
67 | 2009.12.11 09:55 | sell | 34 | 1.10 | 1.05156 | 0.00000 | 0.00000 | ||
68 | 2009.12.11 09:59 | close | 34 | 1.10 | 1.05132 | 0.00000 | 0.00000 | 25.11 | 10822.03 |
69 | 2009.12.11 15:00 | buy | 35 | 1.10 | 1.05070 | 0.00000 | 0.00000 | ||
70 | 2009.12.11 15:10 | close | 35 | 1.10 | 1.05140 | 0.00000 | 0.00000 | 73.24 | 10895.27 |
71 | 2009.12.15 15:50 | sell | 36 | 1.20 | 1.06162 | 0.00000 | 0.00000 | ||
72 | 2009.12.15 15:52 | close | 36 | 1.20 | 1.06129 | 0.00000 | 0.00000 | 37.31 | 10932.58 |
73 | 2009.12.15 15:55 | sell | 37 | 1.20 | 1.06135 | 0.00000 | 0.00000 | ||
74 | 2009.12.15 15:57 | close | 37 | 1.20 | 1.06075 | 0.00000 | 0.00000 | 67.88 | 11000.46 |
75 | 2009.12.15 15:59 | sell | 38 | 1.20 | 1.06143 | 0.00000 | 0.00000 | ||
76 | 2009.12.15 16:10 | close | 38 | 1.20 | 1.06100 | 0.00000 | 0.00000 | 48.63 | 11049.09 |
77 | 2009.12.16 08:20 | sell | 39 | 1.20 | 1.06144 | 0.00000 | 0.00000 | ||
78 | 2009.12.16 08:22 | close | 39 | 1.20 | 1.06136 | 0.00000 | 0.00000 | 9.04 | 11058.13 |
79 | 2009.12.16 08:25 | sell | 40 | 1.20 | 1.06129 | 0.00000 | 0.00000 | ||
80 | 2009.12.16 08:27 | close | 40 | 1.20 | 1.06105 | 0.00000 | 0.00000 | 27.14 | 11085.27 |
81 | 2009.12.16 08:27 | sell | 41 | 1.20 | 1.06140 | 0.00000 | 0.00000 | ||
82 | 2009.12.16 08:32 | close | 41 | 1.20 | 1.06115 | 0.00000 | 0.00000 | 28.27 | 11113.54 |
83 | 2009.12.16 08:35 | sell | 42 | 1.20 | 1.06111 | 0.00000 | 0.00000 | ||
84 | 2009.12.16 08:37 | close | 42 | 1.20 | 1.06097 | 0.00000 | 0.00000 | 15.83 | 11129.37 |
85 | 2009.12.16 08:40 | sell | 43 | 1.20 | 1.06165 | 0.00000 | 0.00000 | ||
86 | 2009.12.16 09:03 | close | 43 | 1.20 | 1.06162 | 0.00000 | 0.00000 | 3.39 | 11132.76 |
87 | 2009.12.16 12:16 | buy | 44 | 1.20 | 1.06060 | 0.00000 | 0.00000 | ||
88 | 2009.12.16 12:20 | close | 44 | 1.20 | 1.06065 | 0.00000 | 0.00000 | 5.66 | 11138.42 |
89 | 2009.12.16 12:23 | buy | 45 | 1.20 | 1.06073 | 0.00000 | 0.00000 | ||
90 | 2009.12.16 12:26 | close | 45 | 1.20 | 1.06092 | 0.00000 | 0.00000 | 21.49 | 11159.91 |
91 | 2009.12.16 12:30 | buy | 46 | 1.20 | 1.06077 | 0.00000 | 0.00000 | ||
92 | 2009.12.16 12:32 | close | 46 | 1.20 | 1.06092 | 0.00000 | 0.00000 | 16.97 | 11176.88 |
93 | 2009.12.16 12:45 | buy | 47 | 1.20 | 1.06055 | 0.00000 | 0.00000 | ||
94 | 2009.12.16 13:17 | close | 47 | 1.20 | 1.05935 | 0.00000 | 0.00000 | -135.93 | 11040.95 |
95 | 2009.12.16 15:40 | buy | 48 | 1.20 | 1.06034 | 0.00000 | 0.00000 | ||
96 | 2009.12.16 15:42 | close | 48 | 1.20 | 1.06057 | 0.00000 | 0.00000 | 26.02 | 11066.97 |
97 | 2009.12.16 15:45 | buy | 49 | 1.20 | 1.05900 | 0.00000 | 0.00000 | ||
98 | 2009.12.16 15:47 | close | 49 | 1.20 | 1.05923 | 0.00000 | 0.00000 | 26.06 | 11093.03 |
99 | 2009.12.16 19:03 | buy | 50 | 1.20 | 1.05969 | 0.00000 | 0.00000 | ||
100 | 2009.12.16 19:35 | close | 50 | 1.20 | 1.05891 | 0.00000 | 0.00000 | -88.39 | 11004.64 |
101 | 2009.12.17 23:20 | buy | 51 | 1.20 | 1.07053 | 0.00000 | 0.00000 | ||
102 | 2009.12.17 23:27 | close | 51 | 1.20 | 1.07068 | 0.00000 | 0.00000 | 16.81 | 11021.45 |
103 | 2009.12.17 23:45 | buy | 52 | 1.20 | 1.07079 | 0.00000 | 0.00000 | ||
104 | 2009.12.18 00:06 | close | 52 | 1.20 | 1.07089 | 0.00000 | 0.00000 | 10.42 | 11031.87 |
105 | 2009.12.18 08:45 | buy | 53 | 1.20 | 1.06795 | 0.00000 | 0.00000 | ||
106 | 2009.12.18 08:59 | close | 53 | 1.20 | 1.06821 | 0.00000 | 0.00000 | 29.21 | 11061.08 |
107 | 2009.12.18 19:20 | sell | 54 | 1.20 | 1.06694 | 0.00000 | 0.00000 | ||
108 | 2009.12.18 19:27 | close | 54 | 1.20 | 1.06671 | 0.00000 | 0.00000 | 25.87 | 11086.95 |
109 | 2009.12.21 07:20 | buy | 55 | 1.20 | 1.06667 | 0.00000 | 0.00000 | ||
110 | 2009.12.21 07:27 | close | 55 | 1.20 | 1.06680 | 0.00000 | 0.00000 | 14.62 | 11101.57 |
111 | 2009.12.21 07:27 | buy | 56 | 1.20 | 1.06668 | 0.00000 | 0.00000 | ||
112 | 2009.12.21 07:32 | close | 56 | 1.20 | 1.06721 | 0.00000 | 0.00000 | 59.59 | 11161.16 |
113 | 2009.12.21 07:45 | buy | 57 | 1.20 | 1.06661 | 0.00000 | 0.00000 | ||
114 | 2009.12.21 08:16 | close | 57 | 1.20 | 1.06611 | 0.00000 | 0.00000 | -56.28 | 11104.88 |
115 | 2009.12.23 11:10 | buy | 58 | 1.20 | 1.05631 | 0.00000 | 0.00000 | ||
116 | 2009.12.23 11:42 | close | 58 | 1.20 | 1.05487 | 0.00000 | 0.00000 | -163.81 | 10941.07 |
117 | 2009.12.28 12:32 | sell | 59 | 1.20 | 1.04788 | 0.00000 | 0.00000 | ||
118 | 2009.12.28 12:50 | close | 59 | 1.20 | 1.04784 | 0.00000 | 0.00000 | 4.58 | 10945.65 |
119 | 2009.12.28 13:06 | sell | 60 | 1.20 | 1.04778 | 0.00000 | 0.00000 | ||
120 | 2009.12.28 13:37 | close | 60 | 1.20 | 1.04879 | 0.00000 | 0.00000 | -115.56 | 10830.09 |
121 | 2009.12.29 07:27 | sell | 61 | 1.10 | 1.04334 | 0.00000 | 0.00000 | ||
122 | 2009.12.29 07:40 | close | 61 | 1.10 | 1.04323 | 0.00000 | 0.00000 | 11.60 | 10841.69 |
123 | 2009.12.31 07:40 | buy | 62 | 1.10 | 1.05233 | 0.00000 | 0.00000 | ||
124 | 2009.12.31 07:42 | close | 62 | 1.10 | 1.05248 | 0.00000 | 0.00000 | 15.68 | 10857.37 |
125 | 2009.12.31 14:50 | buy | 63 | 1.20 | 1.04887 | 0.00000 | 0.00000 | ||
126 | 2009.12.31 14:52 | close | 63 | 1.20 | 1.04929 | 0.00000 | 0.00000 | 48.03 | 10905.40 |
127 | 2009.12.31 14:55 | buy | 64 | 1.20 | 1.04919 | 0.00000 | 0.00000 | ||
128 | 2009.12.31 14:57 | close | 64 | 1.20 | 1.04993 | 0.00000 | 0.00000 | 84.58 | 10989.98 |
129 | 2009.12.31 14:59 | buy | 65 | 1.20 | 1.04920 | 0.00000 | 0.00000 | ||
130 | 2009.12.31 15:02 | close | 65 | 1.20 | 1.04983 | 0.00000 | 0.00000 | 72.01 | 11061.99 |
131 | 2009.12.31 16:50 | buy | 66 | 1.20 | 1.04821 | 0.00000 | 0.00000 | ||
132 | 2009.12.31 16:52 | close | 66 | 1.20 | 1.04895 | 0.00000 | 0.00000 | 84.66 | 11146.65 |
133 | 2009.12.31 16:55 | buy | 67 | 1.20 | 1.04869 | 0.00000 | 0.00000 | ||
134 | 2009.12.31 16:57 | close | 67 | 1.20 | 1.04991 | 0.00000 | 0.00000 | 139.44 | 11286.09 |
135 | 2009.12.31 16:59 | buy | 68 | 1.20 | 1.04855 | 0.00000 | 0.00000 | ||
136 | 2009.12.31 17:30 | close | 68 | 1.20 | 1.04727 | 0.00000 | 0.00000 | -146.67 | 11139.42 |