Strategy Tester Report
SupportResistTrader[MODIFIED]
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=50; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -1598.38 | Gross profit | 1072.21 | Gross loss | -2670.59 |
| Profit factor | 0.40 | Expected payoff | -88.80 | ||
| Absolute drawdown | 2579.26 | Maximal drawdown | 3697.94 (33.26%) | Relative drawdown | 33.26% (3697.94) |
| Total trades | 18 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 18 (94.44%) |
| Profit trades (% of total) | 17 (94.44%) | Loss trades (% of total) | 1 (5.56%) | ||
| Largest | profit trade | 143.61 | loss trade | -2670.59 | |
| Average | profit trade | 63.07 | loss trade | -2670.59 | |
| Maximum | consecutive wins (profit in money) | 17 (1072.21) | consecutive losses (loss in money) | 1 (-2670.59) | |
| Maximal | consecutive profit (count of wins) | 1072.21 (17) | consecutive loss (count of losses) | -2670.59 (1) | |
| Average | consecutive wins | 17 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.12.03 23:00 | buy | 1 | 1.00 | 1.05747 | 0.00000 | 0.00000 | ||
| 2 | 2009.12.04 20:20 | modify | 1 | 1.00 | 1.05747 | 1.05748 | 0.00000 | ||
| 3 | 2009.12.04 20:27 | s/l | 1 | 1.00 | 1.05748 | 1.05748 | 0.00000 | 0.29 | 10000.29 |
| 4 | 2009.12.04 20:27 | buy | 2 | 1.00 | 1.05780 | 0.00000 | 0.00000 | ||
| 5 | 2009.12.04 20:45 | modify | 2 | 1.00 | 1.05780 | 1.05802 | 0.00000 | ||
| 6 | 2009.12.04 20:50 | modify | 2 | 1.00 | 1.05780 | 1.05891 | 0.00000 | ||
| 7 | 2009.12.04 20:52 | s/l | 2 | 1.00 | 1.05891 | 1.05891 | 0.00000 | 104.83 | 10105.12 |
| 8 | 2009.12.04 20:52 | buy | 3 | 1.00 | 1.05915 | 0.00000 | 0.00000 | ||
| 9 | 2009.12.07 09:33 | modify | 3 | 1.00 | 1.05915 | 1.06067 | 0.00000 | ||
| 10 | 2009.12.07 09:36 | s/l | 3 | 1.00 | 1.06067 | 1.06067 | 0.00000 | 142.65 | 10247.77 |
| 11 | 2009.12.07 10:00 | buy | 4 | 1.00 | 1.06420 | 0.00000 | 0.00000 | ||
| 12 | 2009.12.07 10:07 | modify | 4 | 1.00 | 1.06420 | 1.06436 | 0.00000 | ||
| 13 | 2009.12.07 10:10 | s/l | 4 | 1.00 | 1.06436 | 1.06436 | 0.00000 | 15.05 | 10262.82 |
| 14 | 2009.12.07 10:10 | buy | 5 | 1.00 | 1.06361 | 0.00000 | 0.00000 | ||
| 15 | 2009.12.08 19:20 | modify | 5 | 1.00 | 1.06361 | 1.06415 | 0.00000 | ||
| 16 | 2009.12.08 19:22 | s/l | 5 | 1.00 | 1.06415 | 1.06415 | 0.00000 | 50.10 | 10312.93 |
| 17 | 2009.12.08 19:22 | buy | 6 | 1.00 | 1.06431 | 0.00000 | 0.00000 | ||
| 18 | 2009.12.08 20:15 | modify | 6 | 1.00 | 1.06431 | 1.06451 | 0.00000 | ||
| 19 | 2009.12.08 20:20 | modify | 6 | 1.00 | 1.06431 | 1.06512 | 0.00000 | ||
| 20 | 2009.12.08 20:27 | s/l | 6 | 1.00 | 1.06512 | 1.06512 | 0.00000 | 76.07 | 10389.00 |
| 21 | 2009.12.08 20:27 | buy | 7 | 1.00 | 1.06514 | 0.00000 | 0.00000 | ||
| 22 | 2009.12.08 20:45 | modify | 7 | 1.00 | 1.06514 | 1.06559 | 0.00000 | ||
| 23 | 2009.12.08 20:50 | modify | 7 | 1.00 | 1.06514 | 1.06645 | 0.00000 | ||
| 24 | 2009.12.08 20:52 | s/l | 7 | 1.00 | 1.06645 | 1.06645 | 0.00000 | 122.84 | 10511.84 |
| 25 | 2009.12.08 20:52 | buy | 8 | 1.00 | 1.06671 | 0.00000 | 0.00000 | ||
| 26 | 2009.12.17 04:20 | modify | 8 | 1.00 | 1.06671 | 1.06688 | 0.00000 | ||
| 27 | 2009.12.17 04:27 | s/l | 8 | 1.00 | 1.06688 | 1.06688 | 0.00000 | 8.70 | 10520.54 |
| 28 | 2009.12.17 04:27 | buy | 9 | 1.00 | 1.06716 | 0.00000 | 0.00000 | ||
| 29 | 2009.12.17 05:10 | modify | 9 | 1.00 | 1.06716 | 1.06737 | 0.00000 | ||
| 30 | 2009.12.17 05:15 | modify | 9 | 1.00 | 1.06716 | 1.06776 | 0.00000 | ||
| 31 | 2009.12.17 05:20 | modify | 9 | 1.00 | 1.06716 | 1.06814 | 0.00000 | ||
| 32 | 2009.12.17 05:27 | s/l | 9 | 1.00 | 1.06814 | 1.06814 | 0.00000 | 91.75 | 10612.29 |
| 33 | 2009.12.17 05:27 | buy | 10 | 1.00 | 1.06846 | 0.00000 | 0.00000 | ||
| 34 | 2009.12.17 05:45 | modify | 10 | 1.00 | 1.06846 | 1.06847 | 0.00000 | ||
| 35 | 2009.12.17 05:50 | modify | 10 | 1.00 | 1.06846 | 1.06872 | 0.00000 | ||
| 36 | 2009.12.17 05:59 | s/l | 10 | 1.00 | 1.06872 | 1.06872 | 0.00000 | 24.33 | 10636.62 |
| 37 | 2009.12.17 05:59 | buy | 11 | 1.00 | 1.06903 | 0.00000 | 0.00000 | ||
| 38 | 2009.12.17 07:10 | modify | 11 | 1.00 | 1.06903 | 1.06907 | 0.00000 | ||
| 39 | 2009.12.17 07:15 | modify | 11 | 1.00 | 1.06903 | 1.06949 | 0.00000 | ||
| 40 | 2009.12.17 07:20 | modify | 11 | 1.00 | 1.06903 | 1.06992 | 0.00000 | ||
| 41 | 2009.12.17 07:27 | s/l | 11 | 1.00 | 1.06992 | 1.06992 | 0.00000 | 83.19 | 10719.81 |
| 42 | 2009.12.17 07:27 | buy | 12 | 1.00 | 1.07018 | 0.00000 | 0.00000 | ||
| 43 | 2009.12.17 10:50 | modify | 12 | 1.00 | 1.07018 | 1.07059 | 0.00000 | ||
| 44 | 2009.12.17 10:52 | s/l | 12 | 1.00 | 1.07059 | 1.07059 | 0.00000 | 38.29 | 10758.10 |
| 45 | 2009.12.17 10:52 | buy | 13 | 1.00 | 1.07091 | 0.00000 | 0.00000 | ||
| 46 | 2009.12.17 11:20 | modify | 13 | 1.00 | 1.07091 | 1.07103 | 0.00000 | ||
| 47 | 2009.12.17 11:27 | s/l | 13 | 1.00 | 1.07103 | 1.07103 | 0.00000 | 11.21 | 10769.31 |
| 48 | 2009.12.17 11:27 | buy | 14 | 1.00 | 1.07126 | 0.00000 | 0.00000 | ||
| 49 | 2009.12.17 11:40 | modify | 14 | 1.00 | 1.07126 | 1.07147 | 0.00000 | ||
| 50 | 2009.12.17 11:45 | modify | 14 | 1.00 | 1.07126 | 1.07213 | 0.00000 | ||
| 51 | 2009.12.17 11:50 | modify | 14 | 1.00 | 1.07126 | 1.07280 | 0.00000 | ||
| 52 | 2009.12.17 11:57 | s/l | 14 | 1.00 | 1.07280 | 1.07280 | 0.00000 | 143.61 | 10912.92 |
| 53 | 2009.12.17 11:57 | buy | 15 | 1.00 | 1.07274 | 0.00000 | 0.00000 | ||
| 54 | 2009.12.17 12:15 | modify | 15 | 1.00 | 1.07274 | 1.07295 | 0.00000 | ||
| 55 | 2009.12.17 12:20 | modify | 15 | 1.00 | 1.07274 | 1.07318 | 0.00000 | ||
| 56 | 2009.12.17 12:33 | s/l | 15 | 1.00 | 1.07318 | 1.07318 | 0.00000 | 41.03 | 10953.95 |
| 57 | 2009.12.17 12:33 | buy | 16 | 1.00 | 1.07255 | 0.00000 | 0.00000 | ||
| 58 | 2009.12.17 13:20 | modify | 16 | 1.00 | 1.07255 | 1.07261 | 0.00000 | ||
| 59 | 2009.12.17 13:22 | s/l | 16 | 1.00 | 1.07261 | 1.07261 | 0.00000 | 5.59 | 10959.54 |
| 60 | 2009.12.17 13:22 | buy | 17 | 1.00 | 1.07281 | 0.00000 | 0.00000 | ||
| 61 | 2009.12.17 14:15 | modify | 17 | 1.00 | 1.07281 | 1.07319 | 0.00000 | ||
| 62 | 2009.12.17 14:20 | modify | 17 | 1.00 | 1.07281 | 1.07402 | 0.00000 | ||
| 63 | 2009.12.17 14:22 | s/l | 17 | 1.00 | 1.07402 | 1.07402 | 0.00000 | 112.67 | 11072.21 |
| 64 | 2009.12.17 14:22 | buy | 18 | 1.00 | 1.07430 | 0.00000 | 0.00000 | ||
| 65 | 2009.12.31 18:57 | close at stop | 18 | 1.00 | 1.04645 | 0.00000 | 0.00000 | -2670.59 | 8401.62 |