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Strategy Tester Report

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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		FixedLots=0.3; Risk=0.01; StopLoss=50; TakeProfit1=100; DayStartHour=4; StopShift=0; OrderExpirationHours=20;

Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2

Initial deposit	10000.00
Total net profit	-312.75	Gross profit	57.05	Gross loss	-369.80
Profit factor	0.15	Expected payoff	-11.17
Absolute drawdown	312.75	Maximal drawdown	327.05 (3.27%)	Relative drawdown	3.27% (327.05)

Total trades	28	Short positions (won %)	17 (11.76%)	Long positions (won %)	11 (0.00%)
		Profit trades (% of total)	2 (7.14%)	Loss trades (% of total)	26 (92.86%)
Largest		profit trade	28.54	loss trade	-14.39
Average		profit trade	28.52	loss trade	-14.22
Maximum		consecutive wins (profit in money)	1 (28.54)	consecutive losses (loss in money)	20 (-284.12)
Maximal		consecutive profit (count of wins)	28.54 (1)	consecutive loss (count of losses)	-284.12 (20)
Average		consecutive wins	1	consecutive losses	9

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.01 04:00	buy stop	1	0.30	1.05732	1.05682	1.05832
2	2009.12.01 04:00	sell stop	2	0.30	1.05370	1.05420	1.05270
3	2009.12.01 05:50	buy	1	0.30	1.05732	1.05682	1.05832
4	2009.12.01 05:52	s/l	1	0.30	1.05682	1.05682	1.05832	-14.21	9985.79
5	2009.12.01 08:10	sell	2	0.30	1.05370	1.05420	1.05270
6	2009.12.01 08:16	t/p	2	0.30	1.05270	1.05420	1.05270	28.51	10014.30
7	2009.12.02 04:00	buy stop	3	0.30	1.04706	1.04656	1.04806
8	2009.12.02 04:00	sell stop	4	0.30	1.04344	1.04394	1.04244
9	2009.12.02 07:20	sell	4	0.30	1.04344	1.04394	1.04244
10	2009.12.02 07:22	s/l	4	0.30	1.04394	1.04394	1.04244	-14.36	9999.94
11	2009.12.02 08:32	buy	3	0.30	1.04706	1.04656	1.04806
12	2009.12.02 08:35	s/l	3	0.30	1.04656	1.04656	1.04806	-14.34	9985.60
13	2009.12.03 04:00	buy stop	5	0.30	1.05143	1.05093	1.05243
14	2009.12.03 04:00	sell stop	6	0.30	1.04794	1.04844	1.04694
15	2009.12.03 06:20	buy	5	0.30	1.05143	1.05093	1.05243
16	2009.12.03 06:22	s/l	5	0.30	1.05093	1.05093	1.05243	-14.28	9971.32
17	2009.12.03 07:50	sell	6	0.30	1.04794	1.04844	1.04694
18	2009.12.03 07:52	s/l	6	0.30	1.04844	1.04844	1.04694	-14.30	9957.02
19	2009.12.04 04:00	buy stop	7	0.30	1.05774	1.05724	1.05874
20	2009.12.04 04:00	sell stop	8	0.30	1.05272	1.05322	1.05172
21	2009.12.04 06:50	buy	7	0.30	1.05774	1.05724	1.05874
22	2009.12.04 06:52	s/l	7	0.30	1.05724	1.05724	1.05874	-14.19	9942.83
23	2009.12.04 12:59	sell	8	0.30	1.05272	1.05322	1.05172
24	2009.12.04 13:03	t/p	8	0.30	1.05172	1.05322	1.05172	28.54	9971.37
25	2009.12.07 04:00	buy stop	9	0.30	1.05947	1.05897	1.06047
26	2009.12.07 04:00	sell stop	10	0.30	1.05304	1.05354	1.05204
27	2009.12.07 09:16	buy	9	0.30	1.05947	1.05897	1.06047
28	2009.12.07 09:20	s/l	9	0.30	1.05897	1.05897	1.06047	-14.17	9957.20
29	2009.12.07 16:32	sell	10	0.30	1.05304	1.05354	1.05204
30	2009.12.07 16:35	s/l	10	0.30	1.05354	1.05354	1.05204	-14.24	9942.96
31	2009.12.08 04:00	buy stop	11	0.30	1.05349	1.05299	1.05449
32	2009.12.08 04:00	sell stop	12	0.30	1.04857	1.04907	1.04757
33	2009.12.08 08:20	buy	11	0.30	1.05349	1.05299	1.05449
34	2009.12.08 08:22	s/l	11	0.30	1.05299	1.05299	1.05449	-14.25	9928.71
35	2009.12.09 00:02	expiration	12	0.30	1.04857	1.04907	1.04757
36	2009.12.09 04:00	buy stop	13	0.30	1.06689	1.06639	1.06789
37	2009.12.09 04:00	sell stop	14	0.30	1.06141	1.06191	1.06041
38	2009.12.09 04:15	sell	14	0.30	1.06141	1.06191	1.06041
39	2009.12.09 04:17	s/l	14	0.30	1.06191	1.06191	1.06041	-14.12	9914.59
40	2009.12.10 00:02	expiration	13	0.30	1.06689	1.06639	1.06789
41	2009.12.10 04:00	sell stop	15	0.30	1.05138	1.05188	1.05038
42	2009.12.10 11:50	sell	15	0.30	1.05138	1.05188	1.05038
43	2009.12.10 11:52	s/l	15	0.30	1.05188	1.05188	1.05038	-14.26	9900.33
44	2009.12.11 04:00	buy stop	16	0.30	1.05261	1.05211	1.05361
45	2009.12.11 04:00	sell stop	17	0.30	1.04978	1.05028	1.04878
46	2009.12.11 05:10	buy	16	0.30	1.05261	1.05211	1.05361
47	2009.12.11 05:13	s/l	16	0.30	1.05211	1.05211	1.05361	-14.26	9886.07
48	2009.12.11 10:20	sell	17	0.30	1.04978	1.05028	1.04878
49	2009.12.11 10:22	s/l	17	0.30	1.05028	1.05028	1.04878	-14.27	9871.80
50	2009.12.14 04:00	buy stop	18	0.30	1.06214	1.06164	1.06314
51	2009.12.14 04:00	sell stop	19	0.30	1.05709	1.05759	1.05609
52	2009.12.14 04:20	buy	18	0.30	1.06214	1.06164	1.06314
53	2009.12.14 04:22	s/l	18	0.30	1.06164	1.06164	1.06314	-14.13	9857.67
54	2009.12.14 07:15	sell	19	0.30	1.05709	1.05759	1.05609
55	2009.12.14 07:17	s/l	19	0.30	1.05759	1.05759	1.05609	-14.18	9843.49
56	2009.12.15 04:00	buy stop	20	0.30	1.05982	1.05932	1.06082
57	2009.12.15 04:00	sell stop	21	0.30	1.05780	1.05830	1.05680
58	2009.12.15 04:50	sell	21	0.30	1.05780	1.05830	1.05680
59	2009.12.15 04:52	s/l	21	0.30	1.05830	1.05830	1.05680	-14.17	9829.32
60	2009.12.15 08:50	buy	20	0.30	1.05982	1.05932	1.06082
61	2009.12.15 08:52	s/l	20	0.30	1.05932	1.05932	1.06082	-14.16	9815.16
62	2009.12.16 04:00	buy stop	22	0.30	1.06220	1.06170	1.06320
63	2009.12.16 05:07	buy	22	0.30	1.06220	1.06170	1.06320
64	2009.12.16 05:10	s/l	22	0.30	1.06170	1.06170	1.06320	-14.13	9801.03
65	2009.12.17 04:00	sell stop	23	0.30	1.06015	1.06065	1.05915
66	2009.12.18 00:03	expiration	23	0.30	1.06015	1.06065	1.05915
67	2009.12.18 04:00	buy stop	24	0.30	1.07241	1.07191	1.07341
68	2009.12.18 04:00	sell stop	25	0.30	1.06431	1.06481	1.06331
69	2009.12.18 12:32	sell	25	0.30	1.06431	1.06481	1.06331
70	2009.12.18 12:40	s/l	25	0.30	1.06481	1.06481	1.06331	-14.08	9786.95
71	2009.12.21 00:00	expiration	24	0.30	1.07241	1.07191	1.07341
72	2009.12.21 04:00	sell stop	26	0.30	1.06423	1.06473	1.06323
73	2009.12.21 11:15	sell	26	0.30	1.06423	1.06473	1.06323
74	2009.12.21 11:17	s/l	26	0.30	1.06473	1.06473	1.06323	-14.09	9772.86
75	2009.12.22 04:00	sell stop	27	0.30	1.06073	1.06123	1.05973
76	2009.12.22 07:50	sell	27	0.30	1.06073	1.06123	1.05973
77	2009.12.22 07:52	s/l	27	0.30	1.06123	1.06123	1.05973	-14.13	9758.73
78	2009.12.23 04:00	buy stop	28	0.30	1.05862	1.05812	1.05962
79	2009.12.23 04:00	sell stop	29	0.30	1.05517	1.05567	1.05417
80	2009.12.23 09:15	sell	29	0.30	1.05517	1.05567	1.05417
81	2009.12.23 09:17	s/l	29	0.30	1.05567	1.05567	1.05417	-14.21	9744.52
82	2009.12.24 00:02	expiration	28	0.30	1.05862	1.05812	1.05962
83	2009.12.24 04:00	buy stop	30	0.30	1.04947	1.04897	1.05047
84	2009.12.24 04:00	sell stop	31	0.30	1.04741	1.04791	1.04641
85	2009.12.24 05:15	buy	30	0.30	1.04947	1.04897	1.05047
86	2009.12.24 05:17	s/l	30	0.30	1.04897	1.04897	1.05047	-14.31	9730.21
87	2009.12.24 08:45	sell	31	0.30	1.04741	1.04791	1.04641
88	2009.12.24 08:47	s/l	31	0.30	1.04791	1.04791	1.04641	-14.31	9715.90
89	2009.12.28 04:00	buy stop	32	0.30	1.05049	1.04999	1.05149
90	2009.12.29 00:05	expiration	32	0.30	1.05049	1.04999	1.05149
91	2009.12.29 04:00	sell stop	33	0.30	1.04182	1.04232	1.04082
92	2009.12.29 08:50	sell	33	0.30	1.04182	1.04232	1.04082
93	2009.12.29 08:52	s/l	33	0.30	1.04232	1.04232	1.04082	-14.39	9701.51
94	2009.12.30 04:00	sell stop	34	0.30	1.04188	1.04238	1.04088
95	2009.12.31 00:02	expiration	34	0.30	1.04188	1.04238	1.04088
96	2009.12.31 04:00	buy stop	35	0.30	1.05595	1.05545	1.05695
97	2009.12.31 04:00	sell stop	36	0.30	1.05064	1.05114	1.04964
98	2009.12.31 07:50	sell	36	0.30	1.05064	1.05114	1.04964
99	2009.12.31 07:57	s/l	36	0.30	1.05114	1.05114	1.04964	-14.26	9687.25