Strategy Tester Report
Siscop2DayBreakOut
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 | Lots=0.1; pipsize=0.0001; puffer=3; TP=20; SL=10; TS=10; magic=12345; | ||||
Bars in test | 6211 | Ticks modelled | 152607 | Modelling quality | n/a |
Mismatched charts errors | 70 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -10818.48 | Gross profit | 4928.20 | Gross loss | -15746.67 |
Profit factor | 0.31 | Expected payoff | -144.25 | ||
Absolute drawdown | 10818.48 | Maximal drawdown | 22630.98 (103.75%) | Relative drawdown | 103.75% (22630.98) |
Total trades | 75 | Short positions (won %) | 12 (58.33%) | Long positions (won %) | 63 (20.63%) |
Profit trades (% of total) | 20 (26.67%) | Loss trades (% of total) | 55 (73.33%) | ||
Largest | profit trade | 412.87 | loss trade | -629.22 | |
Average | profit trade | 246.41 | loss trade | -286.30 | |
Maximum | consecutive wins (profit in money) | 8 (2037.16) | consecutive losses (loss in money) | 21 (-3940.17) | |
Maximal | consecutive profit (count of wins) | 2037.16 (8) | consecutive loss (count of losses) | -6575.45 (16) | |
Average | consecutive wins | 3 | consecutive losses | 9 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.01.05 17:00 | sell | 1 | 0.10 | 1.18720 | 0.00000 | 0.00000 | ||
2 | 2009.01.05 17:02 | close | 1 | 0.10 | 1.18720 | 0.00000 | 0.00000 | 0.00 | 10000.00 |
3 | 2009.01.06 16:00 | sell | 2 | 0.10 | 1.17603 | 0.00000 | 0.00000 | ||
4 | 2009.01.06 16:03 | close | 2 | 0.10 | 1.17840 | 0.00000 | 0.00000 | -20.11 | 9979.89 |
5 | 2009.01.12 10:00 | buy | 3 | 0.10 | 1.19751 | 0.00000 | 0.00000 | ||
6 | 2009.01.12 10:10 | close | 3 | 0.10 | 1.19665 | 0.00000 | 0.00000 | -7.19 | 9972.70 |
7 | 2009.01.12 16:00 | buy | 4 | 0.10 | 1.20048 | 0.00000 | 0.00000 | ||
8 | 2009.01.12 21:37 | buy | 5 | 0.10 | 1.21693 | 0.00000 | 0.00000 | ||
9 | 2009.01.12 23:02 | buy | 6 | 0.10 | 1.21971 | 0.00000 | 0.00000 | ||
10 | 2009.01.13 08:05 | buy | 7 | 0.10 | 1.22114 | 0.00000 | 0.00000 | ||
11 | 2009.01.13 09:07 | buy | 8 | 0.10 | 1.22353 | 0.00000 | 0.00000 | ||
12 | 2009.01.13 09:10 | close | 4 | 0.10 | 1.22180 | 0.00000 | 0.00000 | 174.45 | 10147.15 |
13 | 2009.01.13 15:20 | buy | 9 | 0.10 | 1.23122 | 0.00000 | 0.00000 | ||
14 | 2009.01.14 17:02 | buy | 10 | 0.10 | 1.24373 | 0.00000 | 0.00000 | ||
15 | 2009.01.14 19:35 | buy | 11 | 0.10 | 1.24520 | 0.00000 | 0.00000 | ||
16 | 2009.01.15 09:07 | buy | 12 | 0.10 | 1.25023 | 0.00000 | 0.00000 | ||
17 | 2009.01.15 09:10 | close | 5 | 0.10 | 1.24894 | 0.00000 | 0.00000 | 256.05 | 10403.20 |
18 | 2009.01.15 17:00 | buy | 13 | 0.10 | 1.26520 | 0.00000 | 0.00000 | ||
19 | 2009.01.20 02:00 | buy | 14 | 0.10 | 1.25725 | 0.00000 | 0.00000 | ||
20 | 2009.01.20 02:02 | close | 6 | 0.10 | 1.25728 | 0.00000 | 0.00000 | 298.42 | 10701.61 |
21 | 2009.01.20 02:05 | buy | 15 | 0.10 | 1.25731 | 0.00000 | 0.00000 | ||
22 | 2009.01.20 02:07 | close | 7 | 0.10 | 1.25737 | 0.00000 | 0.00000 | 287.79 | 10989.40 |
23 | 2009.01.20 13:07 | buy | 16 | 0.10 | 1.26580 | 0.00000 | 0.00000 | ||
24 | 2009.01.20 13:10 | close | 8 | 0.10 | 1.26450 | 0.00000 | 0.00000 | 323.65 | 11313.05 |
25 | 2009.01.20 13:37 | buy | 17 | 0.10 | 1.26559 | 0.00000 | 0.00000 | ||
26 | 2009.01.20 13:40 | close | 9 | 0.10 | 1.26457 | 0.00000 | 0.00000 | 263.38 | 11576.43 |
27 | 2009.01.21 17:00 | buy | 18 | 0.10 | 1.27261 | 0.00000 | 0.00000 | ||
28 | 2009.01.21 17:02 | close | 10 | 0.10 | 1.27009 | 0.00000 | 0.00000 | 207.19 | 11783.61 |
29 | 2009.01.21 18:07 | buy | 19 | 0.10 | 1.27648 | 0.00000 | 0.00000 | ||
30 | 2009.01.21 18:10 | close | 11 | 0.10 | 1.27407 | 0.00000 | 0.00000 | 226.25 | 12009.86 |
31 | 2009.01.23 20:00 | sell | 20 | 0.10 | 1.22815 | 0.00000 | 0.00000 | ||
32 | 2009.01.23 20:02 | close | 12 | 0.10 | 1.22719 | 0.00000 | 0.00000 | -188.15 | 11821.71 |
33 | 2009.01.26 11:40 | sell | 21 | 0.10 | 1.22038 | 0.00000 | 0.00000 | ||
34 | 2009.01.26 11:42 | close | 13 | 0.10 | 1.22068 | 0.00000 | 0.00000 | -365.16 | 11456.54 |
35 | 2009.01.26 12:00 | sell | 22 | 0.10 | 1.21856 | 0.00000 | 0.00000 | ||
36 | 2009.01.26 12:02 | close | 14 | 0.10 | 1.21788 | 0.00000 | 0.00000 | -323.57 | 11132.97 |
37 | 2009.01.30 04:00 | buy | 23 | 0.10 | 1.22865 | 0.00000 | 0.00000 | ||
38 | 2009.01.30 04:37 | close | 15 | 0.10 | 1.22750 | 0.00000 | 0.00000 | -243.45 | 10889.52 |
39 | 2009.01.30 05:00 | buy | 24 | 0.10 | 1.22908 | 0.00000 | 0.00000 | ||
40 | 2009.01.30 05:20 | close | 16 | 0.10 | 1.22800 | 0.00000 | 0.00000 | -308.42 | 10581.09 |
41 | 2009.01.30 10:07 | buy | 25 | 0.10 | 1.23183 | 0.00000 | 0.00000 | ||
42 | 2009.01.30 10:10 | close | 17 | 0.10 | 1.23058 | 0.00000 | 0.00000 | -285.10 | 10295.99 |
43 | 2009.01.30 11:07 | buy | 26 | 0.10 | 1.23258 | 0.00000 | 0.00000 | ||
44 | 2009.01.30 11:15 | close | 18 | 0.10 | 1.23120 | 0.00000 | 0.00000 | -336.89 | 9959.09 |
45 | 2009.02.02 14:10 | buy | 27 | 0.10 | 1.24214 | 0.00000 | 0.00000 | ||
46 | 2009.02.02 14:27 | close | 19 | 0.10 | 1.24272 | 0.00000 | 0.00000 | -272.26 | 9686.83 |
47 | 2009.02.03 11:15 | buy | 28 | 0.10 | 1.25115 | 0.00000 | 0.00000 | ||
48 | 2009.02.03 11:17 | close | 20 | 0.10 | 1.25079 | 0.00000 | 0.00000 | -181.54 | 9505.29 |
49 | 2009.02.06 11:15 | buy | 29 | 0.10 | 1.24124 | 0.00000 | 0.00000 | ||
50 | 2009.02.06 13:00 | buy | 30 | 0.10 | 1.24418 | 0.00000 | 0.00000 | ||
51 | 2009.02.09 00:15 | sell | 31 | 0.10 | 1.21860 | 0.00000 | 0.00000 | ||
52 | 2009.02.16 13:00 | buy | 32 | 0.10 | 1.24703 | 0.00000 | 0.00000 | ||
53 | 2009.02.16 13:02 | close | 21 | 0.10 | 1.24718 | 0.00000 | 0.00000 | -216.11 | 9289.17 |
54 | 2009.02.16 14:15 | buy | 33 | 0.10 | 1.24723 | 0.00000 | 0.00000 | ||
55 | 2009.02.16 14:17 | close | 22 | 0.10 | 1.24701 | 0.00000 | 0.00000 | -229.38 | 9059.79 |
56 | 2009.02.17 04:00 | buy | 34 | 0.10 | 1.24933 | 0.00000 | 0.00000 | ||
57 | 2009.02.17 04:05 | buy | 35 | 0.10 | 1.24927 | 0.00000 | 0.00000 | ||
58 | 2009.02.17 04:12 | buy | 36 | 0.10 | 1.24920 | 0.00000 | 0.00000 | ||
59 | 2009.02.17 04:45 | buy | 37 | 0.10 | 1.24937 | 0.00000 | 0.00000 | ||
60 | 2009.02.17 05:00 | buy | 38 | 0.10 | 1.24948 | 0.00000 | 0.00000 | ||
61 | 2009.02.17 05:10 | buy | 39 | 0.10 | 1.24938 | 0.00000 | 0.00000 | ||
62 | 2009.02.17 05:15 | buy | 40 | 0.10 | 1.24957 | 0.00000 | 0.00000 | ||
63 | 2009.02.17 06:02 | buy | 41 | 0.10 | 1.24968 | 0.00000 | 0.00000 | ||
64 | 2009.02.17 06:07 | buy | 42 | 0.10 | 1.24973 | 0.00000 | 0.00000 | ||
65 | 2009.02.17 06:12 | buy | 43 | 0.10 | 1.24957 | 0.00000 | 0.00000 | ||
66 | 2009.02.17 06:40 | buy | 44 | 0.10 | 1.24976 | 0.00000 | 0.00000 | ||
67 | 2009.02.17 07:00 | buy | 45 | 0.10 | 1.25017 | 0.00000 | 0.00000 | ||
68 | 2009.02.17 08:05 | buy | 46 | 0.10 | 1.25150 | 0.00000 | 0.00000 | ||
69 | 2009.02.17 09:10 | buy | 47 | 0.10 | 1.25568 | 0.00000 | 0.00000 | ||
70 | 2009.02.17 12:07 | buy | 48 | 0.10 | 1.26518 | 0.00000 | 0.00000 | ||
71 | 2009.02.17 12:10 | close | 23 | 0.10 | 1.26366 | 0.00000 | 0.00000 | 276.24 | 9336.03 |
72 | 2009.02.17 15:00 | buy | 49 | 0.10 | 1.26653 | 0.00000 | 0.00000 | ||
73 | 2009.02.19 11:40 | sell | 50 | 0.10 | 1.24941 | 0.00000 | 0.00000 | ||
74 | 2009.02.20 09:45 | buy | 51 | 0.10 | 1.26237 | 0.00000 | 0.00000 | ||
75 | 2009.02.20 10:07 | buy | 52 | 0.10 | 1.26260 | 0.00000 | 0.00000 | ||
76 | 2009.02.20 10:10 | close | 24 | 0.10 | 1.26100 | 0.00000 | 0.00000 | 252.07 | 9588.10 |
77 | 2009.02.27 11:15 | buy | 53 | 0.10 | 1.25886 | 0.00000 | 0.00000 | ||
78 | 2009.02.27 11:17 | close | 25 | 0.10 | 1.25859 | 0.00000 | 0.00000 | 211.21 | 9799.31 |
79 | 2009.02.27 12:07 | buy | 54 | 0.10 | 1.25904 | 0.00000 | 0.00000 | ||
80 | 2009.02.27 12:10 | close | 26 | 0.10 | 1.25836 | 0.00000 | 0.00000 | 203.46 | 10002.77 |
81 | 2009.02.27 13:00 | buy | 55 | 0.10 | 1.26177 | 0.00000 | 0.00000 | ||
82 | 2009.02.27 14:05 | buy | 56 | 0.10 | 1.26425 | 0.00000 | 0.00000 | ||
83 | 2009.03.02 01:00 | buy | 57 | 0.10 | 1.27941 | 0.00000 | 0.00000 | ||
84 | 2009.03.02 02:00 | buy | 58 | 0.10 | 1.28040 | 0.00000 | 0.00000 | ||
85 | 2009.03.02 02:07 | buy | 59 | 0.10 | 1.28056 | 0.00000 | 0.00000 | ||
86 | 2009.03.02 13:00 | buy | 60 | 0.10 | 1.28443 | 0.00000 | 0.00000 | ||
87 | 2009.03.02 14:00 | buy | 61 | 0.10 | 1.28867 | 0.00000 | 0.00000 | ||
88 | 2009.03.02 17:40 | buy | 62 | 0.10 | 1.28874 | 0.00000 | 0.00000 | ||
89 | 2009.03.02 22:20 | buy | 63 | 0.10 | 1.29158 | 0.00000 | 0.00000 | ||
90 | 2009.03.02 22:25 | buy | 64 | 0.10 | 1.29146 | 0.00000 | 0.00000 | ||
91 | 2009.03.02 22:27 | buy | 65 | 0.10 | 1.29150 | 0.00000 | 0.00000 | ||
92 | 2009.03.02 23:07 | buy | 66 | 0.10 | 1.29333 | 0.00000 | 0.00000 | ||
93 | 2009.03.02 23:10 | close | 27 | 0.10 | 1.29214 | 0.00000 | 0.00000 | 385.54 | 10388.31 |
94 | 2009.03.04 18:02 | sell | 67 | 0.10 | 1.27624 | 0.00000 | 0.00000 | ||
95 | 2009.03.09 11:20 | buy | 68 | 0.10 | 1.29168 | 0.00000 | 0.00000 | ||
96 | 2009.03.09 11:27 | buy | 69 | 0.10 | 1.29158 | 0.00000 | 0.00000 | ||
97 | 2009.03.09 12:10 | buy | 70 | 0.10 | 1.29302 | 0.00000 | 0.00000 | ||
98 | 2009.03.09 14:10 | buy | 71 | 0.10 | 1.30427 | 0.00000 | 0.00000 | ||
99 | 2009.03.10 15:05 | sell | 72 | 0.10 | 1.27801 | 0.00000 | 0.00000 | ||
100 | 2009.03.18 14:15 | sell | 73 | 0.10 | 1.26188 | 0.00000 | 0.00000 | ||
101 | 2009.03.18 20:00 | sell | 74 | 0.10 | 1.24960 | 0.00000 | 0.00000 | ||
102 | 2009.03.18 20:02 | close | 28 | 0.10 | 1.24712 | 0.00000 | 0.00000 | -34.48 | 10353.83 |
103 | 2009.03.19 11:15 | sell | 75 | 0.10 | 1.24063 | 0.00000 | 0.00000 | ||
104 | 2009.03.19 12:50 | close at stop | 75 | 0.10 | 1.22726 | 0.00000 | 0.00000 | 108.94 | 10462.77 |
105 | 2009.03.19 12:50 | close at stop | 74 | 0.10 | 1.22726 | 0.00000 | 0.00000 | 181.85 | 10644.63 |
106 | 2009.03.19 12:50 | close at stop | 73 | 0.10 | 1.22726 | 0.00000 | 0.00000 | 281.91 | 10926.54 |
107 | 2009.03.19 12:50 | close at stop | 72 | 0.10 | 1.22726 | 0.00000 | 0.00000 | 412.87 | 11339.41 |
108 | 2009.03.19 12:50 | close at stop | 71 | 0.10 | 1.22713 | 0.00000 | 0.00000 | -629.22 | 10710.19 |
109 | 2009.03.19 12:50 | close at stop | 70 | 0.10 | 1.22713 | 0.00000 | 0.00000 | -537.54 | 10172.64 |
110 | 2009.03.19 12:50 | close at stop | 69 | 0.10 | 1.22713 | 0.00000 | 0.00000 | -525.81 | 9646.83 |
111 | 2009.03.19 12:50 | close at stop | 68 | 0.10 | 1.22713 | 0.00000 | 0.00000 | -526.62 | 9120.20 |
112 | 2009.03.19 12:50 | close at stop | 67 | 0.10 | 1.22726 | 0.00000 | 0.00000 | 398.10 | 9518.30 |
113 | 2009.03.19 12:50 | close at stop | 66 | 0.10 | 1.22713 | 0.00000 | 0.00000 | -540.43 | 8977.88 |
114 | 2009.03.19 12:50 | close at stop | 65 | 0.10 | 1.22713 | 0.00000 | 0.00000 | -525.52 | 8452.36 |
115 | 2009.03.19 12:50 | close at stop | 64 | 0.10 | 1.22713 | 0.00000 | 0.00000 | -525.19 | 7927.17 |
116 | 2009.03.19 12:50 | close at stop | 63 | 0.10 | 1.22713 | 0.00000 | 0.00000 | -526.17 | 7401.00 |
117 | 2009.03.19 12:50 | close at stop | 62 | 0.10 | 1.22713 | 0.00000 | 0.00000 | -503.03 | 6897.98 |
118 | 2009.03.19 12:50 | close at stop | 61 | 0.10 | 1.22713 | 0.00000 | 0.00000 | -502.46 | 6395.52 |
119 | 2009.03.19 12:50 | close at stop | 60 | 0.10 | 1.22713 | 0.00000 | 0.00000 | -467.90 | 5927.62 |
120 | 2009.03.19 12:50 | close at stop | 59 | 0.10 | 1.22713 | 0.00000 | 0.00000 | -436.37 | 5491.25 |
121 | 2009.03.19 12:50 | close at stop | 58 | 0.10 | 1.22713 | 0.00000 | 0.00000 | -435.06 | 5056.20 |
122 | 2009.03.19 12:50 | close at stop | 57 | 0.10 | 1.22713 | 0.00000 | 0.00000 | -426.99 | 4629.21 |
123 | 2009.03.19 12:50 | close at stop | 56 | 0.10 | 1.22713 | 0.00000 | 0.00000 | -303.50 | 4325.71 |
124 | 2009.03.19 12:50 | close at stop | 55 | 0.10 | 1.22713 | 0.00000 | 0.00000 | -283.29 | 4042.42 |
125 | 2009.03.19 12:50 | close at stop | 54 | 0.10 | 1.22713 | 0.00000 | 0.00000 | -261.05 | 3781.37 |
126 | 2009.03.19 12:50 | close at stop | 53 | 0.10 | 1.22713 | 0.00000 | 0.00000 | -259.58 | 3521.80 |
127 | 2009.03.19 12:50 | close at stop | 52 | 0.10 | 1.22713 | 0.00000 | 0.00000 | -290.41 | 3231.39 |
128 | 2009.03.19 12:50 | close at stop | 51 | 0.10 | 1.22713 | 0.00000 | 0.00000 | -288.53 | 2942.86 |
129 | 2009.03.19 12:50 | close at stop | 50 | 0.10 | 1.22726 | 0.00000 | 0.00000 | 178.83 | 3121.69 |
130 | 2009.03.19 12:50 | close at stop | 49 | 0.10 | 1.22713 | 0.00000 | 0.00000 | -322.68 | 2799.01 |
131 | 2009.03.19 12:50 | close at stop | 48 | 0.10 | 1.22713 | 0.00000 | 0.00000 | -311.68 | 2487.32 |
132 | 2009.03.19 12:50 | close at stop | 47 | 0.10 | 1.22713 | 0.00000 | 0.00000 | -234.27 | 2253.05 |
133 | 2009.03.19 12:50 | close at stop | 46 | 0.10 | 1.22713 | 0.00000 | 0.00000 | -200.20 | 2052.85 |
134 | 2009.03.19 12:50 | close at stop | 45 | 0.10 | 1.22713 | 0.00000 | 0.00000 | -189.37 | 1863.47 |
135 | 2009.03.19 12:50 | close at stop | 44 | 0.10 | 1.22713 | 0.00000 | 0.00000 | -186.02 | 1677.45 |
136 | 2009.03.19 12:50 | close at stop | 43 | 0.10 | 1.22713 | 0.00000 | 0.00000 | -184.48 | 1492.97 |
137 | 2009.03.19 12:50 | close at stop | 42 | 0.10 | 1.22713 | 0.00000 | 0.00000 | -185.78 | 1307.19 |
138 | 2009.03.19 12:50 | close at stop | 41 | 0.10 | 1.22713 | 0.00000 | 0.00000 | -185.37 | 1121.81 |
139 | 2009.03.19 12:50 | close at stop | 40 | 0.10 | 1.22713 | 0.00000 | 0.00000 | -184.48 | 937.33 |
140 | 2009.03.19 12:50 | close at stop | 39 | 0.10 | 1.22713 | 0.00000 | 0.00000 | -182.93 | 754.40 |
141 | 2009.03.19 12:50 | close at stop | 38 | 0.10 | 1.22713 | 0.00000 | 0.00000 | -183.74 | 570.66 |
142 | 2009.03.19 12:50 | close at stop | 37 | 0.10 | 1.22713 | 0.00000 | 0.00000 | -182.85 | 387.80 |
143 | 2009.03.19 12:50 | close at stop | 36 | 0.10 | 1.22713 | 0.00000 | 0.00000 | -181.46 | 206.34 |
144 | 2009.03.19 12:50 | close at stop | 35 | 0.10 | 1.22713 | 0.00000 | 0.00000 | -182.03 | 24.31 |
145 | 2009.03.19 12:50 | close at stop | 34 | 0.10 | 1.22713 | 0.00000 | 0.00000 | -182.52 | -158.22 |
146 | 2009.03.19 12:50 | close at stop | 33 | 0.10 | 1.22713 | 0.00000 | 0.00000 | -165.46 | -323.68 |
147 | 2009.03.19 12:50 | close at stop | 32 | 0.10 | 1.22713 | 0.00000 | 0.00000 | -163.83 | -487.51 |
148 | 2009.03.19 12:50 | close at stop | 31 | 0.10 | 1.22726 | 0.00000 | 0.00000 | -72.91 | -560.42 |
149 | 2009.03.19 12:50 | close at stop | 30 | 0.10 | 1.22713 | 0.00000 | 0.00000 | -141.01 | -701.43 |
150 | 2009.03.19 12:50 | close at stop | 29 | 0.10 | 1.22713 | 0.00000 | 0.00000 | -117.05 | -818.48 |