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 | numBars=55; maPeriod=500; Lots=1; TrailingStop=5; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -1588.26 | Gross profit | 610.68 | Gross loss | -2198.94 |
| Profit factor | 0.28 | Expected payoff | -61.09 | ||
| Absolute drawdown | 2565.03 | Maximal drawdown | 3625.89 (32.78%) | Relative drawdown | 32.78% (3625.89) |
| Total trades | 26 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 26 (96.15%) |
| Profit trades (% of total) | 25 (96.15%) | Loss trades (% of total) | 1 (3.85%) | ||
| Largest | profit trade | 28.36 | loss trade | -2198.94 | |
| Average | profit trade | 24.43 | loss trade | -2198.94 | |
| Maximum | consecutive wins (profit in money) | 25 (610.68) | consecutive losses (loss in money) | 1 (-2198.94) | |
| Maximal | consecutive profit (count of wins) | 610.68 (25) | consecutive loss (count of losses) | -2198.94 (1) | |
| Average | consecutive wins | 25 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.03 23:00 | buy | 1 | 1.00 | 1.05743 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.04 20:20 | modify | 1 | 1.00 | 1.05743 | 1.05753 | 0.00000 | ||
| 3 | 2009.12.04 20:27 | s/l | 1 | 1.00 | 1.05753 | 1.05753 | 0.00000 | 8.89 | 10008.89 |
| 4 | 2009.12.04 20:27 | buy | 2 | 1.00 | 1.05776 | 0.00000 | 0.00000 | ||
| 5 | 2009.12.04 20:45 | modify | 2 | 1.00 | 1.05776 | 1.05786 | 0.00000 | ||
| 6 | 2009.12.04 20:45 | modify | 2 | 1.00 | 1.05776 | 1.05796 | 0.00000 | ||
| 7 | 2009.12.04 20:45 | modify | 2 | 1.00 | 1.05776 | 1.05806 | 0.00000 | ||
| 8 | 2009.12.04 21:15 | s/l | 2 | 1.00 | 1.05806 | 1.05806 | 0.00000 | 28.36 | 10037.25 |
| 9 | 2009.12.04 21:15 | buy | 3 | 1.00 | 1.05804 | 0.00000 | 0.00000 | ||
| 10 | 2009.12.04 21:50 | modify | 3 | 1.00 | 1.05804 | 1.05814 | 0.00000 | ||
| 11 | 2009.12.04 21:50 | modify | 3 | 1.00 | 1.05804 | 1.05824 | 0.00000 | ||
| 12 | 2009.12.04 21:50 | modify | 3 | 1.00 | 1.05804 | 1.05834 | 0.00000 | ||
| 13 | 2009.12.04 21:57 | s/l | 3 | 1.00 | 1.05834 | 1.05834 | 0.00000 | 28.35 | 10065.60 |
| 14 | 2009.12.04 21:57 | buy | 4 | 1.00 | 1.05851 | 0.00000 | 0.00000 | ||
| 15 | 2009.12.07 09:16 | modify | 4 | 1.00 | 1.05851 | 1.05861 | 0.00000 | ||
| 16 | 2009.12.07 09:16 | modify | 4 | 1.00 | 1.05851 | 1.05871 | 0.00000 | ||
| 17 | 2009.12.07 09:20 | s/l | 4 | 1.00 | 1.05871 | 1.05871 | 0.00000 | 18.33 | 10083.92 |
| 18 | 2009.12.07 10:00 | buy | 5 | 1.00 | 1.06416 | 0.00000 | 0.00000 | ||
| 19 | 2009.12.07 10:07 | modify | 5 | 1.00 | 1.06416 | 1.06426 | 0.00000 | ||
| 20 | 2009.12.07 10:07 | modify | 5 | 1.00 | 1.06416 | 1.06436 | 0.00000 | ||
| 21 | 2009.12.07 10:07 | modify | 5 | 1.00 | 1.06416 | 1.06446 | 0.00000 | ||
| 22 | 2009.12.07 10:10 | s/l | 5 | 1.00 | 1.06446 | 1.06446 | 0.00000 | 28.22 | 10112.14 |
| 23 | 2009.12.07 10:10 | buy | 6 | 1.00 | 1.06357 | 0.00000 | 0.00000 | ||
| 24 | 2009.12.08 19:20 | modify | 6 | 1.00 | 1.06357 | 1.06367 | 0.00000 | ||
| 25 | 2009.12.08 19:20 | modify | 6 | 1.00 | 1.06357 | 1.06377 | 0.00000 | ||
| 26 | 2009.12.08 19:20 | modify | 6 | 1.00 | 1.06357 | 1.06387 | 0.00000 | ||
| 27 | 2009.12.08 19:27 | s/l | 6 | 1.00 | 1.06387 | 1.06387 | 0.00000 | 27.65 | 10139.79 |
| 28 | 2009.12.08 19:27 | buy | 7 | 1.00 | 1.06361 | 0.00000 | 0.00000 | ||
| 29 | 2009.12.08 19:27 | modify | 7 | 1.00 | 1.06361 | 1.06371 | 0.00000 | ||
| 30 | 2009.12.08 19:27 | modify | 7 | 1.00 | 1.06361 | 1.06381 | 0.00000 | ||
| 31 | 2009.12.08 19:27 | modify | 7 | 1.00 | 1.06361 | 1.06391 | 0.00000 | ||
| 32 | 2009.12.08 19:33 | s/l | 7 | 1.00 | 1.06391 | 1.06391 | 0.00000 | 28.20 | 10167.99 |
| 33 | 2009.12.08 19:33 | buy | 8 | 1.00 | 1.06419 | 0.00000 | 0.00000 | ||
| 34 | 2009.12.08 20:15 | modify | 8 | 1.00 | 1.06419 | 1.06429 | 0.00000 | ||
| 35 | 2009.12.08 20:15 | modify | 8 | 1.00 | 1.06419 | 1.06439 | 0.00000 | ||
| 36 | 2009.12.08 20:15 | modify | 8 | 1.00 | 1.06419 | 1.06449 | 0.00000 | ||
| 37 | 2009.12.08 20:27 | s/l | 8 | 1.00 | 1.06449 | 1.06449 | 0.00000 | 28.19 | 10196.18 |
| 38 | 2009.12.08 20:27 | buy | 9 | 1.00 | 1.06450 | 0.00000 | 0.00000 | ||
| 39 | 2009.12.08 20:40 | modify | 9 | 1.00 | 1.06450 | 1.06460 | 0.00000 | ||
| 40 | 2009.12.08 20:40 | modify | 9 | 1.00 | 1.06450 | 1.06470 | 0.00000 | ||
| 41 | 2009.12.08 20:40 | modify | 9 | 1.00 | 1.06450 | 1.06480 | 0.00000 | ||
| 42 | 2009.12.08 21:20 | s/l | 9 | 1.00 | 1.06480 | 1.06480 | 0.00000 | 28.19 | 10224.37 |
| 43 | 2009.12.08 21:20 | buy | 10 | 1.00 | 1.06466 | 0.00000 | 0.00000 | ||
| 44 | 2009.12.08 21:27 | modify | 10 | 1.00 | 1.06466 | 1.06476 | 0.00000 | ||
| 45 | 2009.12.08 21:27 | modify | 10 | 1.00 | 1.06466 | 1.06486 | 0.00000 | ||
| 46 | 2009.12.08 21:27 | s/l | 10 | 1.00 | 1.06486 | 1.06486 | 0.00000 | 18.79 | 10243.16 |
| 47 | 2009.12.08 21:27 | buy | 11 | 1.00 | 1.06481 | 0.00000 | 0.00000 | ||
| 48 | 2009.12.09 00:20 | modify | 11 | 1.00 | 1.06481 | 1.06491 | 0.00000 | ||
| 49 | 2009.12.09 00:22 | s/l | 11 | 1.00 | 1.06491 | 1.06491 | 0.00000 | 8.83 | 10251.98 |
| 50 | 2009.12.09 00:22 | buy | 12 | 1.00 | 1.06514 | 0.00000 | 0.00000 | ||
| 51 | 2009.12.09 00:32 | modify | 12 | 1.00 | 1.06514 | 1.06524 | 0.00000 | ||
| 52 | 2009.12.09 00:32 | modify | 12 | 1.00 | 1.06514 | 1.06534 | 0.00000 | ||
| 53 | 2009.12.09 00:37 | modify | 12 | 1.00 | 1.06514 | 1.06544 | 0.00000 | ||
| 54 | 2009.12.09 00:40 | s/l | 12 | 1.00 | 1.06544 | 1.06544 | 0.00000 | 28.16 | 10280.14 |
| 55 | 2009.12.09 00:40 | buy | 13 | 1.00 | 1.06564 | 0.00000 | 0.00000 | ||
| 56 | 2009.12.17 03:50 | modify | 13 | 1.00 | 1.06564 | 1.06574 | 0.00000 | ||
| 57 | 2009.12.17 03:50 | modify | 13 | 1.00 | 1.06564 | 1.06584 | 0.00000 | ||
| 58 | 2009.12.17 03:50 | modify | 13 | 1.00 | 1.06564 | 1.06594 | 0.00000 | ||
| 59 | 2009.12.17 03:57 | s/l | 13 | 1.00 | 1.06594 | 1.06594 | 0.00000 | 22.52 | 10302.66 |
| 60 | 2009.12.17 03:57 | buy | 14 | 1.00 | 1.06569 | 0.00000 | 0.00000 | ||
| 61 | 2009.12.17 03:59 | modify | 14 | 1.00 | 1.06569 | 1.06579 | 0.00000 | ||
| 62 | 2009.12.17 03:59 | modify | 14 | 1.00 | 1.06569 | 1.06589 | 0.00000 | ||
| 63 | 2009.12.17 04:00 | modify | 14 | 1.00 | 1.06569 | 1.06599 | 0.00000 | ||
| 64 | 2009.12.17 04:07 | s/l | 14 | 1.00 | 1.06599 | 1.06599 | 0.00000 | 28.15 | 10330.81 |
| 65 | 2009.12.17 04:07 | buy | 15 | 1.00 | 1.06616 | 0.00000 | 0.00000 | ||
| 66 | 2009.12.17 04:15 | modify | 15 | 1.00 | 1.06616 | 1.06626 | 0.00000 | ||
| 67 | 2009.12.17 04:15 | modify | 15 | 1.00 | 1.06616 | 1.06636 | 0.00000 | ||
| 68 | 2009.12.17 04:15 | modify | 15 | 1.00 | 1.06616 | 1.06646 | 0.00000 | ||
| 69 | 2009.12.17 04:32 | s/l | 15 | 1.00 | 1.06646 | 1.06646 | 0.00000 | 28.14 | 10358.95 |
| 70 | 2009.12.17 04:32 | buy | 16 | 1.00 | 1.06669 | 0.00000 | 0.00000 | ||
| 71 | 2009.12.17 04:45 | modify | 16 | 1.00 | 1.06669 | 1.06679 | 0.00000 | ||
| 72 | 2009.12.17 04:50 | modify | 16 | 1.00 | 1.06669 | 1.06689 | 0.00000 | ||
| 73 | 2009.12.17 04:50 | modify | 16 | 1.00 | 1.06669 | 1.06699 | 0.00000 | ||
| 74 | 2009.12.17 08:45 | s/l | 16 | 1.00 | 1.06699 | 1.06699 | 0.00000 | 28.12 | 10387.07 |
| 75 | 2009.12.17 08:45 | buy | 17 | 1.00 | 1.06728 | 0.00000 | 0.00000 | ||
| 76 | 2009.12.17 10:10 | modify | 17 | 1.00 | 1.06728 | 1.06738 | 0.00000 | ||
| 77 | 2009.12.17 10:10 | modify | 17 | 1.00 | 1.06728 | 1.06748 | 0.00000 | ||
| 78 | 2009.12.17 10:15 | modify | 17 | 1.00 | 1.06728 | 1.06758 | 0.00000 | ||
| 79 | 2009.12.17 16:20 | s/l | 17 | 1.00 | 1.06758 | 1.06758 | 0.00000 | 28.12 | 10415.19 |
| 80 | 2009.12.17 16:20 | buy | 18 | 1.00 | 1.06717 | 0.00000 | 0.00000 | ||
| 81 | 2009.12.17 16:27 | modify | 18 | 1.00 | 1.06717 | 1.06727 | 0.00000 | ||
| 82 | 2009.12.17 16:27 | modify | 18 | 1.00 | 1.06717 | 1.06737 | 0.00000 | ||
| 83 | 2009.12.17 16:27 | modify | 18 | 1.00 | 1.06717 | 1.06747 | 0.00000 | ||
| 84 | 2009.12.17 16:32 | s/l | 18 | 1.00 | 1.06747 | 1.06747 | 0.00000 | 28.11 | 10443.30 |
| 85 | 2009.12.17 16:32 | buy | 19 | 1.00 | 1.06758 | 0.00000 | 0.00000 | ||
| 86 | 2009.12.17 16:45 | modify | 19 | 1.00 | 1.06758 | 1.06768 | 0.00000 | ||
| 87 | 2009.12.17 16:45 | modify | 19 | 1.00 | 1.06758 | 1.06778 | 0.00000 | ||
| 88 | 2009.12.17 16:45 | modify | 19 | 1.00 | 1.06758 | 1.06788 | 0.00000 | ||
| 89 | 2009.12.18 03:03 | s/l | 19 | 1.00 | 1.06788 | 1.06788 | 0.00000 | 27.55 | 10470.85 |
| 90 | 2009.12.18 03:03 | buy | 20 | 1.00 | 1.06760 | 0.00000 | 0.00000 | ||
| 91 | 2009.12.18 04:20 | modify | 20 | 1.00 | 1.06760 | 1.06770 | 0.00000 | ||
| 92 | 2009.12.18 04:27 | s/l | 20 | 1.00 | 1.06770 | 1.06770 | 0.00000 | 9.36 | 10480.21 |
| 93 | 2009.12.18 04:27 | buy | 21 | 1.00 | 1.06772 | 0.00000 | 0.00000 | ||
| 94 | 2009.12.18 07:02 | modify | 21 | 1.00 | 1.06772 | 1.06782 | 0.00000 | ||
| 95 | 2009.12.18 07:07 | modify | 21 | 1.00 | 1.06772 | 1.06792 | 0.00000 | ||
| 96 | 2009.12.18 07:15 | s/l | 21 | 1.00 | 1.06792 | 1.06792 | 0.00000 | 18.73 | 10498.94 |
| 97 | 2009.12.18 07:15 | buy | 22 | 1.00 | 1.06800 | 0.00000 | 0.00000 | ||
| 98 | 2009.12.18 08:15 | modify | 22 | 1.00 | 1.06800 | 1.06810 | 0.00000 | ||
| 99 | 2009.12.18 08:15 | modify | 22 | 1.00 | 1.06800 | 1.06820 | 0.00000 | ||
| 100 | 2009.12.18 08:15 | modify | 22 | 1.00 | 1.06800 | 1.06830 | 0.00000 | ||
| 101 | 2009.12.18 08:40 | s/l | 22 | 1.00 | 1.06830 | 1.06830 | 0.00000 | 28.09 | 10527.03 |
| 102 | 2009.12.18 08:40 | buy | 23 | 1.00 | 1.06848 | 0.00000 | 0.00000 | ||
| 103 | 2009.12.18 10:15 | modify | 23 | 1.00 | 1.06848 | 1.06858 | 0.00000 | ||
| 104 | 2009.12.18 10:15 | modify | 23 | 1.00 | 1.06848 | 1.06868 | 0.00000 | ||
| 105 | 2009.12.18 10:15 | modify | 23 | 1.00 | 1.06848 | 1.06878 | 0.00000 | ||
| 106 | 2009.12.18 10:40 | s/l | 23 | 1.00 | 1.06878 | 1.06878 | 0.00000 | 28.08 | 10555.11 |
| 107 | 2009.12.18 10:40 | buy | 24 | 1.00 | 1.06875 | 0.00000 | 0.00000 | ||
| 108 | 2009.12.18 17:20 | modify | 24 | 1.00 | 1.06875 | 1.06885 | 0.00000 | ||
| 109 | 2009.12.18 17:20 | modify | 24 | 1.00 | 1.06875 | 1.06895 | 0.00000 | ||
| 110 | 2009.12.18 17:20 | modify | 24 | 1.00 | 1.06875 | 1.06905 | 0.00000 | ||
| 111 | 2009.12.18 17:27 | s/l | 24 | 1.00 | 1.06905 | 1.06905 | 0.00000 | 28.07 | 10583.18 |
| 112 | 2009.12.18 17:27 | buy | 25 | 1.00 | 1.06900 | 0.00000 | 0.00000 | ||
| 113 | 2009.12.21 09:26 | modify | 25 | 1.00 | 1.06900 | 1.06910 | 0.00000 | ||
| 114 | 2009.12.21 09:32 | modify | 25 | 1.00 | 1.06900 | 1.06920 | 0.00000 | ||
| 115 | 2009.12.21 09:37 | modify | 25 | 1.00 | 1.06900 | 1.06930 | 0.00000 | ||
| 116 | 2009.12.21 09:45 | s/l | 25 | 1.00 | 1.06930 | 1.06930 | 0.00000 | 27.50 | 10610.68 |
| 117 | 2009.12.21 09:45 | buy | 26 | 1.00 | 1.06939 | 0.00000 | 0.00000 | ||
| 118 | 2009.12.31 18:57 | close at stop | 26 | 1.00 | 1.04645 | 0.00000 | 0.00000 | -2198.94 | 8411.74 |