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 | AccountIsMini=false; MoneyManagement=false; str1="""; TradeSizePercent=5; Lots=0.1; StopLoss=70; FirstLevel=10; SecondLevel=20; TakeProfit1=30; TakeProfit2=20; TakeProfit3=10; str2="""; str3="""; str4="""; str5="""; UseTrailingStop=false; TrailingStopType=2; TrailingStop=5; MACDOpenLevel=5; MACDCloseLevel=1; MATrendPeriod=21; SignalCandle=1; UseDST=false; StartTime2Normal=1; StopTime2Normal=20; | ||||
Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
Mismatched charts errors | 2 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -833.82 | Gross profit | 824.51 | Gross loss | -1658.33 |
Profit factor | 0.50 | Expected payoff | -15.44 | ||
Absolute drawdown | 873.88 | Maximal drawdown | 893.07 (8.91%) | Relative drawdown | 8.91% (893.07) |
Total trades | 54 | Short positions (won %) | 24 (62.50%) | Long positions (won %) | 30 (46.67%) |
Profit trades (% of total) | 29 (53.70%) | Loss trades (% of total) | 25 (46.30%) | ||
Largest | profit trade | 28.67 | loss trade | -66.85 | |
Average | profit trade | 28.43 | loss trade | -66.33 | |
Maximum | consecutive wins (profit in money) | 6 (170.94) | consecutive losses (loss in money) | 4 (-265.65) | |
Maximal | consecutive profit (count of wins) | 170.94 (6) | consecutive loss (count of losses) | -265.65 (4) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.12.03 08:00 | sell | 1 | 1.00 | 1.04819 | 1.04889 | 1.04789 | ||
2 | 2009.12.03 08:10 | s/l | 1 | 1.00 | 1.04889 | 1.04889 | 1.04789 | -66.73 | 9933.27 |
3 | 2009.12.03 08:10 | sell | 2 | 1.00 | 1.04879 | 1.04949 | 1.04849 | ||
4 | 2009.12.03 08:13 | t/p | 2 | 1.00 | 1.04849 | 1.04949 | 1.04849 | 28.62 | 9961.89 |
5 | 2009.12.03 08:13 | sell | 3 | 1.00 | 1.04789 | 1.04859 | 1.04759 | ||
6 | 2009.12.03 08:20 | t/p | 3 | 1.00 | 1.04759 | 1.04859 | 1.04759 | 28.64 | 9990.53 |
7 | 2009.12.03 08:20 | sell | 4 | 1.00 | 1.04722 | 1.04792 | 1.04692 | ||
8 | 2009.12.03 08:26 | t/p | 4 | 1.00 | 1.04692 | 1.04792 | 1.04692 | 28.66 | 10019.19 |
9 | 2009.12.03 08:26 | sell | 5 | 1.00 | 1.04632 | 1.04702 | 1.04602 | ||
10 | 2009.12.03 08:45 | s/l | 5 | 1.00 | 1.04702 | 1.04702 | 1.04602 | -66.85 | 9952.34 |
11 | 2009.12.03 08:45 | sell | 6 | 1.00 | 1.04692 | 1.04762 | 1.04662 | ||
12 | 2009.12.03 08:59 | t/p | 6 | 1.00 | 1.04662 | 1.04762 | 1.04662 | 28.67 | 9981.01 |
13 | 2009.12.03 08:59 | sell | 7 | 1.00 | 1.04632 | 1.04702 | 1.04602 | ||
14 | 2009.12.03 09:10 | s/l | 7 | 1.00 | 1.04702 | 1.04702 | 1.04602 | -66.84 | 9914.17 |
15 | 2009.12.07 16:00 | sell | 8 | 1.00 | 1.05485 | 1.05555 | 1.05455 | ||
16 | 2009.12.07 16:03 | s/l | 8 | 1.00 | 1.05555 | 1.05555 | 1.05455 | -66.27 | 9847.90 |
17 | 2009.12.07 16:03 | sell | 9 | 1.00 | 1.05607 | 1.05677 | 1.05577 | ||
18 | 2009.12.07 16:13 | t/p | 9 | 1.00 | 1.05577 | 1.05677 | 1.05577 | 28.42 | 9876.32 |
19 | 2009.12.07 16:13 | sell | 10 | 1.00 | 1.05519 | 1.05589 | 1.05489 | ||
20 | 2009.12.07 16:20 | t/p | 10 | 1.00 | 1.05489 | 1.05589 | 1.05489 | 28.45 | 9904.77 |
21 | 2009.12.07 16:20 | sell | 11 | 1.00 | 1.05432 | 1.05502 | 1.05402 | ||
22 | 2009.12.07 16:26 | t/p | 11 | 1.00 | 1.05402 | 1.05502 | 1.05402 | 28.48 | 9933.25 |
23 | 2009.12.07 16:26 | sell | 12 | 1.00 | 1.05315 | 1.05385 | 1.05285 | ||
24 | 2009.12.07 16:40 | t/p | 12 | 1.00 | 1.05285 | 1.05385 | 1.05285 | 28.51 | 9961.76 |
25 | 2009.12.07 16:40 | sell | 13 | 1.00 | 1.05233 | 1.05303 | 1.05203 | ||
26 | 2009.12.07 16:45 | t/p | 13 | 1.00 | 1.05203 | 1.05303 | 1.05203 | 28.53 | 9990.29 |
27 | 2009.12.07 16:45 | sell | 14 | 1.00 | 1.05163 | 1.05233 | 1.05133 | ||
28 | 2009.12.07 16:50 | t/p | 14 | 1.00 | 1.05133 | 1.05233 | 1.05133 | 28.55 | 10018.84 |
29 | 2009.12.07 16:50 | sell | 15 | 1.00 | 1.05068 | 1.05138 | 1.05038 | ||
30 | 2009.12.07 16:57 | s/l | 15 | 1.00 | 1.05138 | 1.05138 | 1.05038 | -66.55 | 9952.29 |
31 | 2009.12.07 16:57 | sell | 16 | 1.00 | 1.05163 | 1.05233 | 1.05133 | ||
32 | 2009.12.07 16:59 | t/p | 16 | 1.00 | 1.05133 | 1.05233 | 1.05133 | 28.54 | 9980.83 |
33 | 2009.12.07 16:59 | sell | 17 | 1.00 | 1.05078 | 1.05148 | 1.05048 | ||
34 | 2009.12.07 17:10 | s/l | 17 | 1.00 | 1.05148 | 1.05148 | 1.05048 | -66.56 | 9914.27 |
35 | 2009.12.11 16:00 | buy | 18 | 1.00 | 1.05269 | 1.05199 | 1.05299 | ||
36 | 2009.12.11 16:05 | t/p | 18 | 1.00 | 1.05299 | 1.05199 | 1.05299 | 28.49 | 9942.76 |
37 | 2009.12.11 16:05 | buy | 19 | 1.00 | 1.05325 | 1.05255 | 1.05355 | ||
38 | 2009.12.11 16:07 | s/l | 19 | 1.00 | 1.05255 | 1.05255 | 1.05355 | -66.52 | 9876.24 |
39 | 2009.12.11 16:07 | buy | 20 | 1.00 | 1.05254 | 1.05184 | 1.05284 | ||
40 | 2009.12.11 16:10 | t/p | 20 | 1.00 | 1.05284 | 1.05184 | 1.05284 | 28.46 | 9904.70 |
41 | 2009.12.11 16:10 | buy | 21 | 1.00 | 1.05430 | 1.05360 | 1.05460 | ||
42 | 2009.12.11 16:15 | t/p | 21 | 1.00 | 1.05460 | 1.05360 | 1.05460 | 28.43 | 9933.13 |
43 | 2009.12.11 16:15 | buy | 22 | 1.00 | 1.05536 | 1.05466 | 1.05566 | ||
44 | 2009.12.11 16:20 | t/p | 22 | 1.00 | 1.05566 | 1.05466 | 1.05566 | 28.41 | 9961.54 |
45 | 2009.12.11 16:20 | buy | 23 | 1.00 | 1.05642 | 1.05572 | 1.05672 | ||
46 | 2009.12.11 16:22 | s/l | 23 | 1.00 | 1.05572 | 1.05572 | 1.05672 | -66.32 | 9895.22 |
47 | 2009.12.11 16:22 | buy | 24 | 1.00 | 1.05571 | 1.05501 | 1.05601 | ||
48 | 2009.12.11 16:27 | s/l | 24 | 1.00 | 1.05501 | 1.05501 | 1.05601 | -66.36 | 9828.86 |
49 | 2009.12.11 16:27 | buy | 25 | 1.00 | 1.05501 | 1.05431 | 1.05531 | ||
50 | 2009.12.11 16:27 | s/l | 25 | 1.00 | 1.05431 | 1.05431 | 1.05531 | -66.47 | 9762.39 |
51 | 2009.12.11 16:27 | buy | 26 | 1.00 | 1.05329 | 1.05259 | 1.05359 | ||
52 | 2009.12.11 16:37 | s/l | 26 | 1.00 | 1.05259 | 1.05259 | 1.05359 | -66.50 | 9695.89 |
53 | 2009.12.11 16:37 | buy | 27 | 1.00 | 1.05279 | 1.05209 | 1.05309 | ||
54 | 2009.12.11 16:40 | t/p | 27 | 1.00 | 1.05309 | 1.05209 | 1.05309 | 28.46 | 9724.35 |
55 | 2009.12.11 16:40 | buy | 28 | 1.00 | 1.05441 | 1.05371 | 1.05471 | ||
56 | 2009.12.11 16:45 | t/p | 28 | 1.00 | 1.05471 | 1.05371 | 1.05471 | 28.44 | 9752.79 |
57 | 2009.12.11 16:45 | buy | 29 | 1.00 | 1.05538 | 1.05468 | 1.05568 | ||
58 | 2009.12.11 16:50 | t/p | 29 | 1.00 | 1.05568 | 1.05468 | 1.05568 | 28.41 | 9781.20 |
59 | 2009.12.11 16:50 | buy | 30 | 1.00 | 1.05635 | 1.05565 | 1.05665 | ||
60 | 2009.12.11 16:52 | s/l | 30 | 1.00 | 1.05565 | 1.05565 | 1.05665 | -66.32 | 9714.88 |
61 | 2009.12.11 16:52 | buy | 31 | 1.00 | 1.05570 | 1.05500 | 1.05600 | ||
62 | 2009.12.11 16:57 | s/l | 31 | 1.00 | 1.05500 | 1.05500 | 1.05600 | -66.36 | 9648.52 |
63 | 2009.12.11 16:57 | buy | 32 | 1.00 | 1.05506 | 1.05436 | 1.05536 | ||
64 | 2009.12.11 17:07 | s/l | 32 | 1.00 | 1.05436 | 1.05436 | 1.05536 | -66.42 | 9582.10 |
65 | 2009.12.15 10:00 | buy | 33 | 1.00 | 1.06213 | 1.06143 | 1.06243 | ||
66 | 2009.12.15 10:02 | s/l | 33 | 1.00 | 1.06143 | 1.06143 | 1.06243 | -65.99 | 9516.11 |
67 | 2009.12.15 10:02 | buy | 34 | 1.00 | 1.06092 | 1.06022 | 1.06122 | ||
68 | 2009.12.15 10:10 | t/p | 34 | 1.00 | 1.06122 | 1.06022 | 1.06122 | 28.26 | 9544.37 |
69 | 2009.12.15 10:10 | buy | 35 | 1.00 | 1.06191 | 1.06121 | 1.06221 | ||
70 | 2009.12.15 10:15 | t/p | 35 | 1.00 | 1.06221 | 1.06121 | 1.06221 | 28.24 | 9572.61 |
71 | 2009.12.15 10:15 | buy | 36 | 1.00 | 1.06265 | 1.06195 | 1.06295 | ||
72 | 2009.12.15 10:20 | t/p | 36 | 1.00 | 1.06295 | 1.06195 | 1.06295 | 28.22 | 9600.83 |
73 | 2009.12.15 10:20 | buy | 37 | 1.00 | 1.06339 | 1.06269 | 1.06369 | ||
74 | 2009.12.15 10:22 | s/l | 37 | 1.00 | 1.06269 | 1.06269 | 1.06369 | -65.87 | 9534.96 |
75 | 2009.12.15 10:22 | buy | 38 | 1.00 | 1.06290 | 1.06220 | 1.06320 | ||
76 | 2009.12.15 10:27 | s/l | 38 | 1.00 | 1.06220 | 1.06220 | 1.06320 | -65.90 | 9469.06 |
77 | 2009.12.15 10:27 | buy | 39 | 1.00 | 1.06240 | 1.06170 | 1.06270 | ||
78 | 2009.12.15 10:27 | t/p | 39 | 1.00 | 1.06270 | 1.06170 | 1.06270 | 28.22 | 9497.28 |
79 | 2009.12.15 10:27 | buy | 40 | 1.00 | 1.06332 | 1.06262 | 1.06362 | ||
80 | 2009.12.15 10:40 | s/l | 40 | 1.00 | 1.06262 | 1.06262 | 1.06362 | -65.90 | 9431.38 |
81 | 2009.12.15 10:40 | buy | 41 | 1.00 | 1.06251 | 1.06181 | 1.06281 | ||
82 | 2009.12.15 10:45 | s/l | 41 | 1.00 | 1.06181 | 1.06181 | 1.06281 | -65.94 | 9365.44 |
83 | 2009.12.15 10:45 | buy | 42 | 1.00 | 1.06181 | 1.06111 | 1.06211 | ||
84 | 2009.12.15 10:50 | s/l | 42 | 1.00 | 1.06111 | 1.06111 | 1.06211 | -65.99 | 9299.45 |
85 | 2009.12.15 10:50 | buy | 43 | 1.00 | 1.06087 | 1.06017 | 1.06117 | ||
86 | 2009.12.15 10:57 | t/p | 43 | 1.00 | 1.06117 | 1.06017 | 1.06117 | 28.26 | 9327.71 |
87 | 2009.12.15 10:57 | buy | 44 | 1.00 | 1.06181 | 1.06111 | 1.06211 | ||
88 | 2009.12.15 11:02 | t/p | 44 | 1.00 | 1.06211 | 1.06111 | 1.06211 | 28.24 | 9355.95 |
89 | 2009.12.16 10:00 | sell | 45 | 1.00 | 1.05972 | 1.06042 | 1.05942 | ||
90 | 2009.12.16 10:07 | s/l | 45 | 1.00 | 1.06042 | 1.06042 | 1.05942 | -66.01 | 9289.94 |
91 | 2009.12.16 10:07 | sell | 46 | 1.00 | 1.06022 | 1.06092 | 1.05992 | ||
92 | 2009.12.16 10:10 | t/p | 46 | 1.00 | 1.05992 | 1.06092 | 1.05992 | 28.30 | 9318.24 |
93 | 2009.12.16 10:10 | sell | 47 | 1.00 | 1.05961 | 1.06031 | 1.05931 | ||
94 | 2009.12.16 10:20 | t/p | 47 | 1.00 | 1.05931 | 1.06031 | 1.05931 | 28.33 | 9346.57 |
95 | 2009.12.16 10:20 | sell | 48 | 1.00 | 1.05855 | 1.05925 | 1.05825 | ||
96 | 2009.12.16 10:27 | s/l | 48 | 1.00 | 1.05925 | 1.05925 | 1.05825 | -66.07 | 9280.50 |
97 | 2009.12.16 10:27 | sell | 49 | 1.00 | 1.05916 | 1.05986 | 1.05886 | ||
98 | 2009.12.16 10:32 | s/l | 49 | 1.00 | 1.05986 | 1.05986 | 1.05886 | -66.04 | 9214.46 |
99 | 2009.12.16 10:32 | sell | 50 | 1.00 | 1.05978 | 1.06048 | 1.05948 | ||
100 | 2009.12.16 10:45 | t/p | 50 | 1.00 | 1.05948 | 1.06048 | 1.05948 | 28.32 | 9242.78 |
101 | 2009.12.16 10:45 | sell | 51 | 1.00 | 1.05908 | 1.05978 | 1.05878 | ||
102 | 2009.12.16 11:02 | t/p | 51 | 1.00 | 1.05878 | 1.05978 | 1.05878 | 28.34 | 9271.12 |
103 | 2009.12.28 09:00 | buy | 52 | 1.00 | 1.04939 | 1.04869 | 1.04969 | ||
104 | 2009.12.28 09:15 | s/l | 52 | 1.00 | 1.04869 | 1.04869 | 1.04969 | -66.75 | 9204.37 |
105 | 2009.12.28 09:15 | buy | 53 | 1.00 | 1.04883 | 1.04813 | 1.04913 | ||
106 | 2009.12.28 09:50 | s/l | 53 | 1.00 | 1.04813 | 1.04813 | 1.04913 | -66.80 | 9137.57 |
107 | 2009.12.28 09:50 | buy | 54 | 1.00 | 1.04807 | 1.04737 | 1.04837 | ||
108 | 2009.12.28 10:10 | t/p | 54 | 1.00 | 1.04837 | 1.04737 | 1.04837 | 28.61 | 9166.18 |