Strategy Tester Report
Avpb
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=1; | ||||
Bars in test | 6211 | Ticks modelled | 152607 | Modelling quality | n/a |
Mismatched charts errors | 70 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -10007.90 | Gross profit | 6243.42 | Gross loss | -16251.32 |
Profit factor | 0.38 | Expected payoff | -128.31 | ||
Absolute drawdown | 10007.90 | Maximal drawdown | 11205.40 (100.07%) | Relative drawdown | 100.07% (11205.40) |
Total trades | 78 | Short positions (won %) | 41 (21.95%) | Long positions (won %) | 37 (67.57%) |
Profit trades (% of total) | 34 (43.59%) | Loss trades (% of total) | 44 (56.41%) | ||
Largest | profit trade | 1492.80 | loss trade | -1202.98 | |
Average | profit trade | 183.63 | loss trade | -369.35 | |
Maximum | consecutive wins (profit in money) | 5 (743.13) | consecutive losses (loss in money) | 7 (-2661.99) | |
Maximal | consecutive profit (count of wins) | 1492.80 (1) | consecutive loss (count of losses) | -2661.99 (7) | |
Average | consecutive wins | 2 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.01.07 07:33 | sell | 1 | 1.00 | 1.18249 | 1.18570 | 1.16288 | ||
2 | 2009.01.07 08:00 | close | 1 | 1.00 | 1.18504 | 1.18570 | 1.16288 | -215.18 | 9784.82 |
3 | 2009.01.07 08:55 | sell | 2 | 1.00 | 1.18135 | 1.18580 | 1.16288 | ||
4 | 2009.01.07 12:03 | s/l | 2 | 1.00 | 1.18580 | 1.18580 | 1.16288 | -375.23 | 9409.59 |
5 | 2009.01.07 15:57 | buy | 3 | 1.00 | 1.18560 | 1.17799 | 1.18656 | ||
6 | 2009.01.07 16:10 | t/p | 3 | 1.00 | 1.18656 | 1.17799 | 1.18656 | 80.84 | 9490.43 |
7 | 2009.01.08 07:45 | sell | 4 | 1.00 | 1.19436 | 1.19732 | 1.16732 | ||
8 | 2009.01.08 08:40 | s/l | 4 | 1.00 | 1.19732 | 1.19732 | 1.16732 | -246.80 | 9243.63 |
9 | 2009.01.08 13:45 | sell | 5 | 1.00 | 1.19727 | 1.20626 | 1.16732 | ||
10 | 2009.01.08 14:00 | close | 5 | 1.00 | 1.19971 | 1.20626 | 1.16732 | -203.38 | 9040.25 |
11 | 2009.01.08 14:47 | sell | 6 | 1.00 | 1.19557 | 1.20497 | 1.16732 | ||
12 | 2009.01.09 12:45 | close | 6 | 1.00 | 1.18724 | 1.20497 | 1.16732 | 701.04 | 9741.29 |
13 | 2009.01.09 12:50 | buy | 7 | 1.00 | 1.18867 | 1.18119 | 1.18917 | ||
14 | 2009.01.09 14:45 | t/p | 7 | 1.00 | 1.18917 | 1.18119 | 1.18917 | 42.01 | 9783.30 |
15 | 2009.01.12 04:45 | buy | 8 | 1.00 | 1.19155 | 1.18650 | 1.19205 | ||
16 | 2009.01.12 05:15 | t/p | 8 | 1.00 | 1.19205 | 1.18650 | 1.19205 | 41.92 | 9825.22 |
17 | 2009.01.12 11:50 | sell | 9 | 1.00 | 1.19080 | 1.19969 | 1.16919 | ||
18 | 2009.01.12 12:00 | close | 9 | 1.00 | 1.19446 | 1.19969 | 1.16919 | -306.41 | 9518.81 |
19 | 2009.01.14 09:50 | buy | 10 | 1.00 | 1.22174 | 1.20944 | 1.22455 | ||
20 | 2009.01.14 14:15 | t/p | 10 | 1.00 | 1.22455 | 1.20944 | 1.22455 | 229.38 | 9748.19 |
21 | 2009.01.15 08:43 | buy | 11 | 1.00 | 1.24986 | 1.24417 | 1.25036 | ||
22 | 2009.01.15 10:45 | s/l | 11 | 1.00 | 1.24417 | 1.24417 | 1.25036 | -457.50 | 9290.69 |
23 | 2009.01.15 10:45 | sell | 12 | 1.00 | 1.24372 | 1.25137 | 1.19637 | ||
24 | 2009.01.15 11:00 | close | 12 | 1.00 | 1.24566 | 1.25137 | 1.19637 | -155.74 | 9134.95 |
25 | 2009.01.15 11:55 | sell | 13 | 1.00 | 1.24258 | 1.24779 | 1.19637 | ||
26 | 2009.01.15 13:45 | s/l | 13 | 1.00 | 1.24779 | 1.24779 | 1.19637 | -417.11 | 8717.84 |
27 | 2009.01.15 13:47 | buy | 14 | 1.00 | 1.24839 | 1.24068 | 1.24889 | ||
28 | 2009.01.15 13:50 | t/p | 14 | 1.00 | 1.24889 | 1.24068 | 1.24889 | 39.98 | 8757.82 |
29 | 2009.01.15 13:50 | buy | 15 | 1.00 | 1.25103 | 1.24058 | 1.25153 | ||
30 | 2009.01.15 14:20 | t/p | 15 | 1.00 | 1.25153 | 1.24058 | 1.25153 | 39.93 | 8797.75 |
31 | 2009.01.16 16:45 | buy | 16 | 1.00 | 1.24644 | 1.23231 | 1.25376 | ||
32 | 2009.01.16 17:50 | t/p | 16 | 1.00 | 1.25376 | 1.23231 | 1.25376 | 583.04 | 9380.79 |
33 | 2009.01.19 08:40 | buy | 17 | 1.00 | 1.24605 | 1.23956 | 1.24655 | ||
34 | 2009.01.19 08:45 | t/p | 17 | 1.00 | 1.24655 | 1.23956 | 1.24655 | 40.11 | 9420.90 |
35 | 2009.01.19 08:45 | buy | 18 | 1.00 | 1.24717 | 1.23956 | 1.24767 | ||
36 | 2009.01.19 08:50 | t/p | 18 | 1.00 | 1.24767 | 1.23956 | 1.24767 | 40.07 | 9460.97 |
37 | 2009.01.19 08:50 | buy | 19 | 1.00 | 1.24829 | 1.23951 | 1.24879 | ||
38 | 2009.01.19 11:15 | s/l | 19 | 1.00 | 1.23951 | 1.23951 | 1.24879 | -708.53 | 8752.44 |
39 | 2009.01.19 11:35 | sell | 20 | 1.00 | 1.23903 | 1.24396 | 1.21772 | ||
40 | 2009.01.19 12:15 | s/l | 20 | 1.00 | 1.24396 | 1.24396 | 1.21772 | -395.88 | 8356.56 |
41 | 2009.01.20 07:45 | sell | 21 | 1.00 | 1.25499 | 1.25933 | 1.22972 | ||
42 | 2009.01.20 08:00 | close | 21 | 1.00 | 1.25654 | 1.25933 | 1.22972 | -123.35 | 8233.21 |
43 | 2009.01.20 10:37 | sell | 22 | 1.00 | 1.25305 | 1.26191 | 1.22972 | ||
44 | 2009.01.20 11:00 | close | 22 | 1.00 | 1.25812 | 1.26191 | 1.22972 | -402.98 | 7830.23 |
45 | 2009.01.21 16:52 | buy | 23 | 1.00 | 1.27139 | 1.25723 | 1.27189 | ||
46 | 2009.01.21 16:59 | t/p | 23 | 1.00 | 1.27189 | 1.25723 | 1.27189 | 39.30 | 7869.53 |
47 | 2009.01.21 16:59 | buy | 24 | 1.00 | 1.27307 | 1.25723 | 1.27357 | ||
48 | 2009.01.21 17:15 | t/p | 24 | 1.00 | 1.27357 | 1.25723 | 1.27357 | 39.23 | 7908.76 |
49 | 2009.01.21 20:40 | sell | 25 | 1.00 | 1.26306 | 1.27099 | 1.24668 | ||
50 | 2009.01.22 08:50 | close | 25 | 1.00 | 1.26239 | 1.27099 | 1.24668 | 51.31 | 7960.07 |
51 | 2009.01.22 08:55 | buy | 26 | 1.00 | 1.26212 | 1.25541 | 1.26262 | ||
52 | 2009.01.22 09:00 | close | 26 | 1.00 | 1.25973 | 1.25541 | 1.26262 | -189.72 | 7770.35 |
53 | 2009.01.23 15:55 | sell | 27 | 1.00 | 1.25536 | 1.26278 | 1.23690 | ||
54 | 2009.01.23 19:20 | t/p | 27 | 1.00 | 1.23690 | 1.26278 | 1.23690 | 1492.80 | 9263.15 |
55 | 2009.01.26 08:45 | buy | 28 | 1.00 | 1.23703 | 1.23249 | 1.24079 | ||
56 | 2009.01.26 09:15 | s/l | 28 | 1.00 | 1.23249 | 1.23249 | 1.24079 | -368.92 | 8894.23 |
57 | 2009.01.26 09:15 | sell | 29 | 1.00 | 1.23061 | 1.23887 | 1.20223 | ||
58 | 2009.01.28 20:50 | close | 29 | 1.00 | 1.21935 | 1.23887 | 1.20223 | 922.26 | 9816.49 |
59 | 2009.01.28 20:52 | buy | 30 | 1.00 | 1.21814 | 1.20391 | 1.22413 | ||
60 | 2009.01.29 12:37 | close | 30 | 1.00 | 1.21544 | 1.20391 | 1.22413 | -223.65 | 9592.84 |
61 | 2009.01.29 12:40 | sell | 31 | 1.00 | 1.21466 | 1.22165 | 1.18666 | ||
62 | 2009.01.29 18:59 | s/l | 31 | 1.00 | 1.22165 | 1.22165 | 1.18666 | -571.91 | 9020.93 |
63 | 2009.01.30 20:53 | sell | 32 | 1.00 | 1.22506 | 1.23930 | 1.20482 | ||
64 | 2009.02.02 11:15 | s/l | 32 | 1.00 | 1.23930 | 1.23930 | 1.20482 | -1149.28 | 7871.65 |
65 | 2009.02.03 04:52 | sell | 33 | 1.00 | 1.24026 | 1.24480 | 1.21845 | ||
66 | 2009.02.03 06:50 | s/l | 33 | 1.00 | 1.24480 | 1.24480 | 1.21845 | -364.61 | 7507.04 |
67 | 2009.02.03 15:27 | sell | 34 | 1.00 | 1.24105 | 1.24830 | 1.21845 | ||
68 | 2009.02.04 08:52 | close | 34 | 1.00 | 1.24099 | 1.24830 | 1.21845 | 4.24 | 7511.28 |
69 | 2009.02.04 08:55 | buy | 35 | 1.00 | 1.24142 | 1.22900 | 1.24192 | ||
70 | 2009.02.04 13:46 | t/p | 35 | 1.00 | 1.24192 | 1.22900 | 1.24192 | 40.25 | 7551.53 |
71 | 2009.02.04 14:50 | sell | 36 | 1.00 | 1.23150 | 1.24649 | 1.21466 | ||
72 | 2009.02.06 13:03 | s/l | 36 | 1.00 | 1.24649 | 1.24649 | 1.21466 | -1202.98 | 6348.55 |
73 | 2009.02.09 14:50 | sell | 37 | 1.00 | 1.22293 | 1.22965 | 1.19498 | ||
74 | 2009.02.10 10:15 | s/l | 37 | 1.00 | 1.22965 | 1.22965 | 1.19498 | -546.43 | 5802.12 |
75 | 2009.02.10 13:40 | sell | 38 | 1.00 | 1.22191 | 1.22927 | 1.20316 | ||
76 | 2009.02.10 17:20 | s/l | 38 | 1.00 | 1.22927 | 1.22927 | 1.20316 | -598.40 | 5203.72 |
77 | 2009.02.10 17:40 | buy | 39 | 1.00 | 1.23176 | 1.21440 | 1.23226 | ||
78 | 2009.02.10 17:45 | t/p | 39 | 1.00 | 1.23226 | 1.21440 | 1.23226 | 40.52 | 5244.24 |
79 | 2009.02.10 17:45 | buy | 40 | 1.00 | 1.23469 | 1.21425 | 1.23519 | ||
80 | 2009.02.10 17:50 | t/p | 40 | 1.00 | 1.23519 | 1.21425 | 1.23519 | 40.42 | 5284.66 |
81 | 2009.02.10 17:50 | buy | 41 | 1.00 | 1.23761 | 1.21411 | 1.23811 | ||
82 | 2009.02.10 19:20 | t/p | 41 | 1.00 | 1.23811 | 1.21411 | 1.23811 | 40.35 | 5325.01 |
83 | 2009.02.11 09:40 | buy | 42 | 1.00 | 1.24599 | 1.24092 | 1.24649 | ||
84 | 2009.02.11 10:03 | t/p | 42 | 1.00 | 1.24649 | 1.24092 | 1.24649 | 40.08 | 5365.09 |
85 | 2009.02.12 09:45 | buy | 43 | 1.00 | 1.24469 | 1.23833 | 1.24519 | ||
86 | 2009.02.12 10:07 | t/p | 43 | 1.00 | 1.24519 | 1.23833 | 1.24519 | 40.14 | 5405.23 |
87 | 2009.02.12 14:46 | sell | 44 | 1.00 | 1.24107 | 1.24871 | 1.22895 | ||
88 | 2009.02.12 15:00 | close | 44 | 1.00 | 1.24274 | 1.24871 | 1.22895 | -134.38 | 5270.85 |
89 | 2009.02.13 20:59 | sell | 45 | 1.00 | 1.23565 | 1.24296 | 1.22966 | ||
90 | 2009.02.16 00:20 | s/l | 45 | 1.00 | 1.24296 | 1.24296 | 1.22966 | -588.38 | 4682.48 |
91 | 2009.02.16 10:35 | sell | 46 | 1.00 | 1.24105 | 1.24465 | 1.21797 | ||
92 | 2009.02.16 11:00 | close | 46 | 1.00 | 1.24327 | 1.24465 | 1.21797 | -178.56 | 4503.92 |
93 | 2009.02.18 06:42 | sell | 47 | 1.00 | 1.26165 | 1.26434 | 1.23186 | ||
94 | 2009.02.18 09:50 | s/l | 47 | 1.00 | 1.26434 | 1.26434 | 1.23186 | -212.69 | 4291.23 |
95 | 2009.02.18 14:27 | sell | 48 | 1.00 | 1.25990 | 1.26386 | 1.23186 | ||
96 | 2009.02.19 16:47 | close | 48 | 1.00 | 1.25838 | 1.26386 | 1.23186 | 119.03 | 4410.25 |
97 | 2009.02.19 16:50 | buy | 49 | 1.00 | 1.26044 | 1.24706 | 1.26094 | ||
98 | 2009.02.20 06:20 | t/p | 49 | 1.00 | 1.26094 | 1.24706 | 1.26094 | 39.13 | 4449.38 |
99 | 2009.02.20 12:50 | buy | 50 | 1.00 | 1.26314 | 1.25767 | 1.26364 | ||
100 | 2009.02.20 13:20 | s/l | 50 | 1.00 | 1.25767 | 1.25767 | 1.26364 | -435.37 | 4014.01 |
101 | 2009.02.24 15:45 | sell | 51 | 1.00 | 1.24794 | 1.25572 | 1.22656 | ||
102 | 2009.02.25 04:37 | close | 51 | 1.00 | 1.24434 | 1.25572 | 1.22656 | 288.72 | 4302.73 |
103 | 2009.02.25 04:40 | buy | 52 | 1.00 | 1.24643 | 1.23990 | 1.24693 | ||
104 | 2009.02.25 04:45 | t/p | 52 | 1.00 | 1.24693 | 1.23990 | 1.24693 | 40.09 | 4342.82 |
105 | 2009.02.25 04:45 | buy | 53 | 1.00 | 1.24769 | 1.23984 | 1.24819 | ||
106 | 2009.02.25 04:50 | t/p | 53 | 1.00 | 1.24819 | 1.23984 | 1.24819 | 40.05 | 4382.87 |
107 | 2009.02.25 04:50 | buy | 54 | 1.00 | 1.24894 | 1.23978 | 1.24944 | ||
108 | 2009.02.25 08:50 | close | 54 | 1.00 | 1.24248 | 1.23978 | 1.24944 | -519.93 | 3862.94 |
109 | 2009.02.25 10:52 | sell | 55 | 1.00 | 1.24196 | 1.24757 | 1.23045 | ||
110 | 2009.02.25 11:00 | close | 55 | 1.00 | 1.24424 | 1.24757 | 1.23045 | -183.24 | 3679.70 |
111 | 2009.02.25 12:59 | buy | 56 | 1.00 | 1.24699 | 1.23773 | 1.24749 | ||
112 | 2009.02.25 13:40 | t/p | 56 | 1.00 | 1.24749 | 1.23773 | 1.24749 | 40.07 | 3719.77 |
113 | 2009.02.26 09:23 | sell | 57 | 1.00 | 1.25328 | 1.25805 | 1.23086 | ||
114 | 2009.02.26 20:55 | close | 57 | 1.00 | 1.24984 | 1.25805 | 1.23086 | 275.24 | 3995.01 |
115 | 2009.03.03 04:43 | sell | 58 | 1.00 | 1.28576 | 1.29003 | 1.26459 | ||
116 | 2009.03.03 11:15 | s/l | 58 | 1.00 | 1.29003 | 1.29003 | 1.26459 | -330.94 | 3664.07 |
117 | 2009.03.03 14:45 | sell | 59 | 1.00 | 1.28386 | 1.29099 | 1.26459 | ||
118 | 2009.03.03 15:10 | s/l | 59 | 1.00 | 1.29099 | 1.29099 | 1.26459 | -551.41 | 3112.66 |
119 | 2009.03.03 15:32 | buy | 60 | 1.00 | 1.29394 | 1.28089 | 1.29444 | ||
120 | 2009.03.03 16:00 | close | 60 | 1.00 | 1.29095 | 1.28089 | 1.29444 | -231.61 | 2881.05 |
121 | 2009.03.04 07:57 | sell | 61 | 1.00 | 1.29331 | 1.29548 | 1.27416 | ||
122 | 2009.03.04 10:20 | s/l | 61 | 1.00 | 1.29548 | 1.29548 | 1.27416 | -167.47 | 2713.58 |
123 | 2009.03.05 16:35 | sell | 62 | 1.00 | 1.27948 | 1.28499 | 1.25476 | ||
124 | 2009.03.05 16:50 | s/l | 62 | 1.00 | 1.28499 | 1.28499 | 1.25476 | -428.16 | 2285.42 |
125 | 2009.03.06 14:45 | sell | 63 | 1.00 | 1.27971 | 1.28719 | 1.26620 | ||
126 | 2009.03.06 16:20 | s/l | 63 | 1.00 | 1.28719 | 1.28719 | 1.26620 | -581.02 | 1704.40 |
127 | 2009.03.11 11:42 | sell | 64 | 1.00 | 1.28142 | 1.28620 | 1.25699 | ||
128 | 2009.03.11 17:20 | s/l | 64 | 1.00 | 1.28620 | 1.28620 | 1.25699 | -371.38 | 1333.02 |
129 | 2009.03.11 17:40 | buy | 65 | 1.00 | 1.28523 | 1.27785 | 1.28573 | ||
130 | 2009.03.11 17:45 | t/p | 65 | 1.00 | 1.28573 | 1.27785 | 1.28573 | 38.89 | 1371.91 |
131 | 2009.03.11 17:45 | buy | 66 | 1.00 | 1.28628 | 1.27785 | 1.28678 | ||
132 | 2009.03.11 17:50 | t/p | 66 | 1.00 | 1.28678 | 1.27785 | 1.28678 | 38.86 | 1410.77 |
133 | 2009.03.11 17:50 | buy | 67 | 1.00 | 1.28732 | 1.27784 | 1.28782 | ||
134 | 2009.03.11 18:15 | t/p | 67 | 1.00 | 1.28782 | 1.27784 | 1.28782 | 38.81 | 1449.58 |
135 | 2009.03.12 10:56 | sell | 68 | 1.00 | 1.28709 | 1.29364 | 1.26884 | ||
136 | 2009.03.12 15:02 | s/l | 68 | 1.00 | 1.29364 | 1.29364 | 1.26884 | -505.96 | 943.62 |
137 | 2009.03.13 08:15 | buy | 69 | 1.00 | 1.28016 | 1.27644 | 1.28402 | ||
138 | 2009.03.13 09:20 | s/l | 69 | 1.00 | 1.27644 | 1.27644 | 1.28402 | -291.52 | 652.10 |
139 | 2009.03.13 09:45 | sell | 70 | 1.00 | 1.27642 | 1.28123 | 1.26501 | ||
140 | 2009.03.13 12:15 | s/l | 70 | 1.00 | 1.28123 | 1.28123 | 1.26501 | -375.26 | 276.84 |
141 | 2009.03.13 13:40 | sell | 71 | 1.00 | 1.27279 | 1.28377 | 1.26501 | ||
142 | 2009.03.13 15:20 | t/p | 71 | 1.00 | 1.26501 | 1.28377 | 1.26501 | 616.00 | 892.84 |
143 | 2009.03.16 08:22 | sell | 72 | 1.00 | 1.27165 | 1.27462 | 1.25092 | ||
144 | 2009.03.17 06:46 | close | 72 | 1.00 | 1.27174 | 1.27462 | 1.25092 | -7.67 | 885.17 |
145 | 2009.03.17 11:27 | sell | 73 | 1.00 | 1.26887 | 1.27440 | 1.25625 | ||
146 | 2009.03.17 12:00 | close | 73 | 1.00 | 1.27026 | 1.27440 | 1.25625 | -109.43 | 775.74 |
147 | 2009.03.17 17:45 | sell | 74 | 1.00 | 1.27012 | 1.27399 | 1.25625 | ||
148 | 2009.03.17 18:00 | close | 74 | 1.00 | 1.27104 | 1.27399 | 1.25625 | -72.38 | 703.36 |
149 | 2009.03.18 02:25 | buy | 75 | 1.00 | 1.27175 | 1.26787 | 1.27225 | ||
150 | 2009.03.18 03:00 | close | 75 | 1.00 | 1.26909 | 1.26787 | 1.27225 | -209.60 | 493.76 |
151 | 2009.03.18 08:45 | buy | 76 | 1.00 | 1.27112 | 1.26693 | 1.27162 | ||
152 | 2009.03.18 09:00 | close | 76 | 1.00 | 1.26885 | 1.26693 | 1.27162 | -178.90 | 314.86 |
153 | 2009.03.18 09:45 | buy | 77 | 1.00 | 1.27112 | 1.26648 | 1.27162 | ||
154 | 2009.03.18 09:50 | t/p | 77 | 1.00 | 1.27162 | 1.26648 | 1.27162 | 39.31 | 354.17 |
155 | 2009.03.18 09:50 | buy | 78 | 1.00 | 1.27230 | 1.26642 | 1.27280 | ||
156 | 2009.03.18 10:45 | close at stop | 78 | 1.00 | 1.26771 | 1.26642 | 1.27280 | -362.07 | -7.90 |