Strategy Tester Report
Scalp_net
AlpariUK-Demo (Build 225)
Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
Period | 1 Hour (H1) 2009.01.05 17:00 - 2009.12.31 18:00 (2009.01.01 - 2010.01.01) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | MagicNumber=0; EachTickMode=false; Lots=0.1; Slippage=3; StopLossMode=false; StopLoss=100; TakeProfitMode=false; TakeProfit=100; TrailingStopMode=false; TrailingStop=30; | ||||
Bars in test | 6211 | Ticks modelled | 152607 | Modelling quality | n/a |
Mismatched charts errors | 70 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -22.47 | Gross profit | 129.41 | Gross loss | -151.88 |
Profit factor | 0.85 | Expected payoff | -0.70 | ||
Absolute drawdown | 22.47 | Maximal drawdown | 60.99 (0.61%) | Relative drawdown | 0.61% (60.99) |
Total trades | 32 | Short positions (won %) | 15 (53.33%) | Long positions (won %) | 17 (41.18%) |
Profit trades (% of total) | 15 (46.88%) | Loss trades (% of total) | 17 (53.13%) | ||
Largest | profit trade | 9.56 | loss trade | -9.52 | |
Average | profit trade | 8.63 | loss trade | -8.93 | |
Maximum | consecutive wins (profit in money) | 4 (37.73) | consecutive losses (loss in money) | 5 (-47.29) | |
Maximal | consecutive profit (count of wins) | 37.73 (4) | consecutive loss (count of losses) | -47.29 (5) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.01.13 06:00 | buy | 1 | 0.10 | 1.21883 | 1.21783 | 1.21983 | ||
2 | 2009.01.13 06:50 | t/p | 1 | 0.10 | 1.21983 | 1.21783 | 1.21983 | 8.19 | 10008.19 |
3 | 2009.01.26 14:00 | sell | 2 | 0.10 | 1.22275 | 1.22375 | 1.22175 | ||
4 | 2009.01.26 14:02 | t/p | 2 | 0.10 | 1.22175 | 1.22375 | 1.22175 | 8.19 | 10016.38 |
5 | 2009.02.02 20:00 | buy | 3 | 0.10 | 1.24438 | 1.24338 | 1.24538 | ||
6 | 2009.02.02 20:07 | s/l | 3 | 0.10 | 1.24338 | 1.24338 | 1.24538 | -8.04 | 10008.34 |
7 | 2009.02.06 12:00 | buy | 4 | 0.10 | 1.24140 | 1.24040 | 1.24240 | ||
8 | 2009.02.06 12:02 | t/p | 4 | 0.10 | 1.24240 | 1.24040 | 1.24240 | 8.04 | 10016.38 |
9 | 2009.02.09 02:00 | sell | 5 | 0.10 | 1.21490 | 1.21590 | 1.21390 | ||
10 | 2009.02.09 02:10 | s/l | 5 | 0.10 | 1.21590 | 1.21590 | 1.21390 | -8.22 | 10008.16 |
11 | 2009.02.11 06:00 | buy | 6 | 0.10 | 1.24281 | 1.24181 | 1.24381 | ||
12 | 2009.02.11 06:20 | s/l | 6 | 0.10 | 1.24181 | 1.24181 | 1.24381 | -8.06 | 10000.10 |
13 | 2009.02.25 00:00 | sell | 7 | 0.10 | 1.24140 | 1.24240 | 1.24040 | ||
14 | 2009.02.25 00:16 | t/p | 7 | 0.10 | 1.24040 | 1.24240 | 1.24040 | 8.06 | 10008.16 |
15 | 2009.02.26 00:00 | buy | 8 | 0.10 | 1.25556 | 1.25456 | 1.25656 | ||
16 | 2009.02.26 01:16 | t/p | 8 | 0.10 | 1.25656 | 1.25456 | 1.25656 | 7.95 | 10016.11 |
17 | 2009.03.13 16:00 | sell | 9 | 0.10 | 1.26890 | 1.26990 | 1.26790 | ||
18 | 2009.03.13 16:07 | t/p | 9 | 0.10 | 1.26790 | 1.26990 | 1.26790 | 7.89 | 10024.00 |
19 | 2009.03.30 20:00 | buy | 10 | 0.10 | 1.26419 | 1.26319 | 1.26519 | ||
20 | 2009.03.30 20:20 | s/l | 10 | 0.10 | 1.26319 | 1.26319 | 1.26519 | -7.92 | 10016.08 |
21 | 2009.04.21 01:00 | buy | 11 | 0.10 | 1.23728 | 1.23628 | 1.23828 | ||
22 | 2009.04.21 01:43 | t/p | 11 | 0.10 | 1.23828 | 1.23628 | 1.23828 | 8.08 | 10024.16 |
23 | 2009.04.24 17:00 | sell | 12 | 0.10 | 1.21085 | 1.21185 | 1.20985 | ||
24 | 2009.04.24 17:15 | t/p | 12 | 0.10 | 1.20985 | 1.21185 | 1.20985 | 8.26 | 10032.42 |
25 | 2009.05.18 03:00 | buy | 13 | 0.10 | 1.17975 | 1.17875 | 1.18075 | ||
26 | 2009.05.18 03:20 | s/l | 13 | 0.10 | 1.17875 | 1.17875 | 1.18075 | -8.49 | 10023.93 |
27 | 2009.05.18 18:00 | sell | 14 | 0.10 | 1.16543 | 1.16643 | 1.16443 | ||
28 | 2009.05.18 18:15 | t/p | 14 | 0.10 | 1.16443 | 1.16643 | 1.16443 | 8.59 | 10032.52 |
29 | 2009.06.12 17:00 | buy | 15 | 0.10 | 1.11772 | 1.11672 | 1.11872 | ||
30 | 2009.06.12 17:15 | s/l | 15 | 0.10 | 1.11672 | 1.11672 | 1.11872 | -8.95 | 10023.57 |
31 | 2009.07.14 04:00 | sell | 16 | 0.10 | 1.15116 | 1.15216 | 1.15016 | ||
32 | 2009.07.14 04:20 | s/l | 16 | 0.10 | 1.15216 | 1.15216 | 1.15016 | -8.68 | 10014.89 |
33 | 2009.08.10 19:00 | buy | 17 | 0.10 | 1.08896 | 1.08796 | 1.08996 | ||
34 | 2009.08.10 19:20 | t/p | 17 | 0.10 | 1.08996 | 1.08796 | 1.08996 | 9.17 | 10024.06 |
35 | 2009.08.28 14:00 | sell | 18 | 0.10 | 1.08142 | 1.08242 | 1.08042 | ||
36 | 2009.08.28 14:20 | t/p | 18 | 0.10 | 1.08042 | 1.08242 | 1.08042 | 9.26 | 10033.32 |
37 | 2009.09.07 05:00 | sell | 19 | 0.10 | 1.08476 | 1.08576 | 1.08376 | ||
38 | 2009.09.07 08:02 | s/l | 19 | 0.10 | 1.08576 | 1.08576 | 1.08376 | -9.21 | 10024.11 |
39 | 2009.09.24 19:00 | buy | 20 | 0.10 | 1.09006 | 1.08906 | 1.09106 | ||
40 | 2009.09.24 19:07 | s/l | 20 | 0.10 | 1.08906 | 1.08906 | 1.09106 | -9.18 | 10014.93 |
41 | 2009.09.30 21:00 | sell | 21 | 0.10 | 1.06814 | 1.06914 | 1.06714 | ||
42 | 2009.09.30 21:03 | s/l | 21 | 0.10 | 1.06914 | 1.06914 | 1.06714 | -9.35 | 10005.58 |
43 | 2009.10.02 12:00 | buy | 22 | 0.10 | 1.09044 | 1.08944 | 1.09144 | ||
44 | 2009.10.02 12:20 | s/l | 22 | 0.10 | 1.08944 | 1.08944 | 1.09144 | -9.18 | 9996.40 |
45 | 2009.10.05 07:00 | sell | 23 | 0.10 | 1.07343 | 1.07443 | 1.07243 | ||
46 | 2009.10.05 07:20 | s/l | 23 | 0.10 | 1.07443 | 1.07443 | 1.07243 | -9.31 | 9987.09 |
47 | 2009.11.06 19:00 | buy | 24 | 0.10 | 1.07381 | 1.07281 | 1.07481 | ||
48 | 2009.11.06 19:20 | t/p | 24 | 0.10 | 1.07481 | 1.07281 | 1.07481 | 9.30 | 9996.39 |
49 | 2009.11.09 16:00 | sell | 25 | 0.10 | 1.05743 | 1.05843 | 1.05643 | ||
50 | 2009.11.09 16:50 | t/p | 25 | 0.10 | 1.05643 | 1.05843 | 1.05643 | 9.47 | 10005.86 |
51 | 2009.11.19 13:00 | buy | 26 | 0.10 | 1.06244 | 1.06144 | 1.06344 | ||
52 | 2009.11.19 13:50 | t/p | 26 | 0.10 | 1.06344 | 1.06144 | 1.06344 | 9.40 | 10015.26 |
53 | 2009.11.25 13:00 | sell | 27 | 0.10 | 1.04726 | 1.04826 | 1.04626 | ||
54 | 2009.11.25 13:20 | t/p | 27 | 0.10 | 1.04626 | 1.04826 | 1.04626 | 9.56 | 10024.82 |
55 | 2009.11.27 08:00 | buy | 28 | 0.10 | 1.06465 | 1.06365 | 1.06565 | ||
56 | 2009.11.27 08:07 | s/l | 28 | 0.10 | 1.06365 | 1.06365 | 1.06565 | -9.40 | 10015.42 |
57 | 2009.12.07 10:00 | buy | 29 | 0.10 | 1.06400 | 1.06300 | 1.06500 | ||
58 | 2009.12.07 10:15 | s/l | 29 | 0.10 | 1.06300 | 1.06300 | 1.06500 | -9.41 | 10006.01 |
59 | 2009.12.08 01:00 | sell | 30 | 0.10 | 1.04981 | 1.05081 | 1.04881 | ||
60 | 2009.12.08 01:15 | s/l | 30 | 0.10 | 1.05081 | 1.05081 | 1.04881 | -9.52 | 9996.49 |
61 | 2009.12.10 22:00 | sell | 31 | 0.10 | 1.05044 | 1.05144 | 1.04944 | ||
62 | 2009.12.10 22:45 | s/l | 31 | 0.10 | 1.05144 | 1.05144 | 1.04944 | -9.51 | 9986.98 |
63 | 2009.12.14 02:00 | buy | 32 | 0.10 | 1.05956 | 1.05856 | 1.06056 | ||
64 | 2009.12.14 02:20 | s/l | 32 | 0.10 | 1.05856 | 1.05856 | 1.06056 | -9.45 | 9977.53 |