Strategy Tester Report
TriplePlay1
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=13; | ||||
| Bars in test | 1515 | Ticks modelled | 13777 | Modelling quality | n/a |
| Mismatched charts errors | 2 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -369.85 | Gross profit | 425.98 | Gross loss | -795.83 |
| Profit factor | 0.54 | Expected payoff | -13.70 | ||
| Absolute drawdown | 408.00 | Maximal drawdown | 427.19 (4.26%) | Relative drawdown | 4.26% (427.19) |
| Total trades | 27 | Short positions (won %) | 13 (61.54%) | Long positions (won %) | 14 (50.00%) |
| Profit trades (% of total) | 15 (55.56%) | Loss trades (% of total) | 12 (44.44%) | ||
| Largest | profit trade | 28.67 | loss trade | -66.85 | |
| Average | profit trade | 28.40 | loss trade | -66.32 | |
| Maximum | consecutive wins (profit in money) | 4 (113.17) | consecutive losses (loss in money) | 3 (-197.84) | |
| Maximal | consecutive profit (count of wins) | 113.17 (4) | consecutive loss (count of losses) | -197.84 (3) | |
| 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 | 2009.12.15 10:00 | buy | 8 | 1.00 | 1.06211 | 1.06141 | 1.06241 | ||
| 16 | 2009.12.15 10:02 | s/l | 8 | 1.00 | 1.06141 | 1.06141 | 1.06241 | -66.00 | 9848.17 |
| 17 | 2009.12.15 10:02 | buy | 9 | 1.00 | 1.06090 | 1.06020 | 1.06120 | ||
| 18 | 2009.12.15 10:10 | t/p | 9 | 1.00 | 1.06120 | 1.06020 | 1.06120 | 28.26 | 9876.43 |
| 19 | 2009.12.15 10:10 | buy | 10 | 1.00 | 1.06189 | 1.06119 | 1.06219 | ||
| 20 | 2009.12.15 10:15 | t/p | 10 | 1.00 | 1.06219 | 1.06119 | 1.06219 | 28.24 | 9904.67 |
| 21 | 2009.12.15 10:15 | buy | 11 | 1.00 | 1.06263 | 1.06193 | 1.06293 | ||
| 22 | 2009.12.15 10:20 | t/p | 11 | 1.00 | 1.06293 | 1.06193 | 1.06293 | 28.22 | 9932.89 |
| 23 | 2009.12.15 10:20 | buy | 12 | 1.00 | 1.06337 | 1.06267 | 1.06367 | ||
| 24 | 2009.12.15 10:27 | s/l | 12 | 1.00 | 1.06267 | 1.06267 | 1.06367 | -65.90 | 9866.99 |
| 25 | 2009.12.15 10:27 | buy | 13 | 1.00 | 1.06238 | 1.06168 | 1.06268 | ||
| 26 | 2009.12.15 10:27 | t/p | 13 | 1.00 | 1.06268 | 1.06168 | 1.06268 | 28.22 | 9895.21 |
| 27 | 2009.12.15 10:27 | buy | 14 | 1.00 | 1.06330 | 1.06260 | 1.06360 | ||
| 28 | 2009.12.15 10:40 | s/l | 14 | 1.00 | 1.06260 | 1.06260 | 1.06360 | -65.90 | 9829.31 |
| 29 | 2009.12.15 10:40 | buy | 15 | 1.00 | 1.06249 | 1.06179 | 1.06279 | ||
| 30 | 2009.12.15 10:45 | s/l | 15 | 1.00 | 1.06179 | 1.06179 | 1.06279 | -65.94 | 9763.37 |
| 31 | 2009.12.15 10:45 | buy | 16 | 1.00 | 1.06179 | 1.06109 | 1.06209 | ||
| 32 | 2009.12.15 10:50 | s/l | 16 | 1.00 | 1.06109 | 1.06109 | 1.06209 | -66.00 | 9697.37 |
| 33 | 2009.12.15 10:50 | buy | 17 | 1.00 | 1.06085 | 1.06015 | 1.06115 | ||
| 34 | 2009.12.15 10:57 | t/p | 17 | 1.00 | 1.06115 | 1.06015 | 1.06115 | 28.26 | 9725.63 |
| 35 | 2009.12.15 10:57 | buy | 18 | 1.00 | 1.06179 | 1.06109 | 1.06209 | ||
| 36 | 2009.12.15 11:02 | t/p | 18 | 1.00 | 1.06209 | 1.06109 | 1.06209 | 28.25 | 9753.88 |
| 37 | 2009.12.16 10:00 | sell | 19 | 1.00 | 1.05972 | 1.06042 | 1.05942 | ||
| 38 | 2009.12.16 10:15 | t/p | 19 | 1.00 | 1.05942 | 1.06042 | 1.05942 | 28.32 | 9782.20 |
| 39 | 2009.12.16 10:15 | sell | 20 | 1.00 | 1.05916 | 1.05986 | 1.05886 | ||
| 40 | 2009.12.16 10:20 | t/p | 20 | 1.00 | 1.05886 | 1.05986 | 1.05886 | 28.34 | 9810.54 |
| 41 | 2009.12.16 10:20 | sell | 21 | 1.00 | 1.05855 | 1.05925 | 1.05825 | ||
| 42 | 2009.12.16 10:27 | s/l | 21 | 1.00 | 1.05925 | 1.05925 | 1.05825 | -66.08 | 9744.46 |
| 43 | 2009.12.16 10:27 | sell | 22 | 1.00 | 1.05916 | 1.05986 | 1.05886 | ||
| 44 | 2009.12.16 10:32 | s/l | 22 | 1.00 | 1.05986 | 1.05986 | 1.05886 | -66.04 | 9678.42 |
| 45 | 2009.12.16 10:32 | sell | 23 | 1.00 | 1.05978 | 1.06048 | 1.05948 | ||
| 46 | 2009.12.16 10:45 | t/p | 23 | 1.00 | 1.05948 | 1.06048 | 1.05948 | 28.33 | 9706.75 |
| 47 | 2009.12.16 10:45 | sell | 24 | 1.00 | 1.05908 | 1.05978 | 1.05878 | ||
| 48 | 2009.12.16 11:02 | t/p | 24 | 1.00 | 1.05878 | 1.05978 | 1.05878 | 28.34 | 9735.09 |
| 49 | 2009.12.28 09:00 | buy | 25 | 1.00 | 1.04937 | 1.04867 | 1.04967 | ||
| 50 | 2009.12.28 09:15 | s/l | 25 | 1.00 | 1.04867 | 1.04867 | 1.04967 | -66.75 | 9668.34 |
| 51 | 2009.12.28 09:15 | buy | 26 | 1.00 | 1.04881 | 1.04811 | 1.04911 | ||
| 52 | 2009.12.28 09:50 | s/l | 26 | 1.00 | 1.04811 | 1.04811 | 1.04911 | -66.80 | 9601.54 |
| 53 | 2009.12.28 09:50 | buy | 27 | 1.00 | 1.04805 | 1.04735 | 1.04835 | ||
| 54 | 2009.12.28 10:10 | t/p | 27 | 1.00 | 1.04835 | 1.04735 | 1.04835 | 28.61 | 9630.15 |