Strategy Tester Report
3 Ducks
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 | LotSize=0.01; TakeProfit=100; StopLoss=100; useStopLoss=false; Slippage=1; UseMoneyManagement=false; AccountIsMicro=false; Risk=10; BuyComment=""3"; SellComment=""3"; | ||||
Bars in test | 6211 | Ticks modelled | 152607 | Modelling quality | n/a |
Mismatched charts errors | 70 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -203.81 | Gross profit | 46.03 | Gross loss | -249.84 |
Profit factor | 0.18 | Expected payoff | -3.45 | ||
Absolute drawdown | 235.21 | Maximal drawdown | 281.24 (2.80%) | Relative drawdown | 2.80% (281.24) |
Total trades | 59 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 59 (98.31%) |
Profit trades (% of total) | 58 (98.31%) | Loss trades (% of total) | 1 (1.69%) | ||
Largest | profit trade | 0.83 | loss trade | -249.84 | |
Average | profit trade | 0.79 | loss trade | -249.84 | |
Maximum | consecutive wins (profit in money) | 58 (46.03) | consecutive losses (loss in money) | 1 (-249.84) | |
Maximal | consecutive profit (count of wins) | 46.03 (58) | consecutive loss (count of losses) | -249.84 (1) | |
Average | consecutive wins | 58 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.01.12 16:15 | buy | 1 | 0.01 | 1.20375 | 0.00000 | 1.20475 | ||
2 | 2009.01.12 16:20 | t/p | 1 | 0.01 | 1.20475 | 0.00000 | 1.20475 | 0.83 | 10000.83 |
3 | 2009.01.12 16:20 | buy | 2 | 0.01 | 1.20505 | 0.00000 | 1.20605 | ||
4 | 2009.01.12 17:15 | t/p | 2 | 0.01 | 1.20605 | 0.00000 | 1.20605 | 0.83 | 10001.66 |
5 | 2009.01.12 17:15 | buy | 3 | 0.01 | 1.20737 | 0.00000 | 1.20837 | ||
6 | 2009.01.12 17:20 | t/p | 3 | 0.01 | 1.20837 | 0.00000 | 1.20837 | 0.83 | 10002.49 |
7 | 2009.01.12 17:20 | buy | 4 | 0.01 | 1.20868 | 0.00000 | 1.20968 | ||
8 | 2009.01.12 17:45 | t/p | 4 | 0.01 | 1.20968 | 0.00000 | 1.20968 | 0.83 | 10003.32 |
9 | 2009.01.12 17:45 | buy | 5 | 0.01 | 1.21036 | 0.00000 | 1.21136 | ||
10 | 2009.01.12 17:50 | t/p | 5 | 0.01 | 1.21136 | 0.00000 | 1.21136 | 0.83 | 10004.15 |
11 | 2009.01.12 17:50 | buy | 6 | 0.01 | 1.21161 | 0.00000 | 1.21261 | ||
12 | 2009.01.12 19:10 | t/p | 6 | 0.01 | 1.21261 | 0.00000 | 1.21261 | 0.83 | 10004.98 |
13 | 2009.01.12 19:10 | buy | 7 | 0.01 | 1.21282 | 0.00000 | 1.21382 | ||
14 | 2009.01.12 19:15 | t/p | 7 | 0.01 | 1.21382 | 0.00000 | 1.21382 | 0.82 | 10005.80 |
15 | 2009.01.12 19:15 | buy | 8 | 0.01 | 1.21439 | 0.00000 | 1.21539 | ||
16 | 2009.01.12 19:20 | t/p | 8 | 0.01 | 1.21539 | 0.00000 | 1.21539 | 0.82 | 10006.62 |
17 | 2009.01.12 19:20 | buy | 9 | 0.01 | 1.21595 | 0.00000 | 1.21695 | ||
18 | 2009.01.12 20:50 | t/p | 9 | 0.01 | 1.21695 | 0.00000 | 1.21695 | 0.82 | 10007.44 |
19 | 2009.01.12 20:50 | buy | 10 | 0.01 | 1.21719 | 0.00000 | 1.21819 | ||
20 | 2009.01.12 22:45 | t/p | 10 | 0.01 | 1.21819 | 0.00000 | 1.21819 | 0.82 | 10008.26 |
21 | 2009.01.12 22:45 | buy | 11 | 0.01 | 1.21853 | 0.00000 | 1.21953 | ||
22 | 2009.01.12 22:50 | t/p | 11 | 0.01 | 1.21953 | 0.00000 | 1.21953 | 0.82 | 10009.08 |
23 | 2009.01.12 22:50 | buy | 12 | 0.01 | 1.21985 | 0.00000 | 1.22085 | ||
24 | 2009.01.13 06:59 | t/p | 12 | 0.01 | 1.22085 | 0.00000 | 1.22085 | 0.81 | 10009.89 |
25 | 2009.01.13 06:59 | buy | 13 | 0.01 | 1.22105 | 0.00000 | 1.22205 | ||
26 | 2009.01.13 08:15 | t/p | 13 | 0.01 | 1.22205 | 0.00000 | 1.22205 | 0.82 | 10010.71 |
27 | 2009.01.13 08:15 | buy | 14 | 0.01 | 1.22220 | 0.00000 | 1.22320 | ||
28 | 2009.01.13 08:50 | t/p | 14 | 0.01 | 1.22320 | 0.00000 | 1.22320 | 0.82 | 10011.53 |
29 | 2009.01.13 08:50 | buy | 15 | 0.01 | 1.22372 | 0.00000 | 1.22472 | ||
30 | 2009.01.13 13:33 | t/p | 15 | 0.01 | 1.22472 | 0.00000 | 1.22472 | 0.81 | 10012.34 |
31 | 2009.01.13 13:33 | buy | 16 | 0.01 | 1.22693 | 0.00000 | 1.22793 | ||
32 | 2009.01.13 13:40 | t/p | 16 | 0.01 | 1.22793 | 0.00000 | 1.22793 | 0.82 | 10013.16 |
33 | 2009.01.13 13:40 | buy | 17 | 0.01 | 1.22881 | 0.00000 | 1.22981 | ||
34 | 2009.01.13 13:46 | t/p | 17 | 0.01 | 1.22981 | 0.00000 | 1.22981 | 0.82 | 10013.98 |
35 | 2009.01.13 13:46 | buy | 18 | 0.01 | 1.23069 | 0.00000 | 1.23169 | ||
36 | 2009.01.13 20:02 | t/p | 18 | 0.01 | 1.23169 | 0.00000 | 1.23169 | 0.81 | 10014.79 |
37 | 2009.01.13 20:02 | buy | 19 | 0.01 | 1.23366 | 0.00000 | 1.23466 | ||
38 | 2009.01.14 15:59 | t/p | 19 | 0.01 | 1.23466 | 0.00000 | 1.23466 | 0.80 | 10015.60 |
39 | 2009.01.14 15:59 | buy | 20 | 0.01 | 1.23635 | 0.00000 | 1.23735 | ||
40 | 2009.01.14 16:15 | t/p | 20 | 0.01 | 1.23735 | 0.00000 | 1.23735 | 0.81 | 10016.41 |
41 | 2009.01.14 16:15 | buy | 21 | 0.01 | 1.23791 | 0.00000 | 1.23891 | ||
42 | 2009.01.14 16:20 | t/p | 21 | 0.01 | 1.23891 | 0.00000 | 1.23891 | 0.81 | 10017.22 |
43 | 2009.01.14 16:20 | buy | 22 | 0.01 | 1.23925 | 0.00000 | 1.24025 | ||
44 | 2009.01.14 16:45 | t/p | 22 | 0.01 | 1.24025 | 0.00000 | 1.24025 | 0.81 | 10018.03 |
45 | 2009.01.14 16:45 | buy | 23 | 0.01 | 1.24194 | 0.00000 | 1.24294 | ||
46 | 2009.01.14 16:50 | t/p | 23 | 0.01 | 1.24294 | 0.00000 | 1.24294 | 0.81 | 10018.84 |
47 | 2009.01.14 16:50 | buy | 24 | 0.01 | 1.24390 | 0.00000 | 1.24490 | ||
48 | 2009.01.14 18:16 | t/p | 24 | 0.01 | 1.24490 | 0.00000 | 1.24490 | 0.80 | 10019.64 |
49 | 2009.01.14 18:16 | buy | 25 | 0.01 | 1.24525 | 0.00000 | 1.24625 | ||
50 | 2009.01.14 19:40 | t/p | 25 | 0.01 | 1.24625 | 0.00000 | 1.24625 | 0.80 | 10020.44 |
51 | 2009.01.14 19:40 | buy | 26 | 0.01 | 1.24649 | 0.00000 | 1.24749 | ||
52 | 2009.01.14 19:45 | t/p | 26 | 0.01 | 1.24749 | 0.00000 | 1.24749 | 0.81 | 10021.25 |
53 | 2009.01.14 19:45 | buy | 27 | 0.01 | 1.24782 | 0.00000 | 1.24882 | ||
54 | 2009.01.14 19:50 | t/p | 27 | 0.01 | 1.24882 | 0.00000 | 1.24882 | 0.80 | 10022.05 |
55 | 2009.01.14 19:50 | buy | 28 | 0.01 | 1.24915 | 0.00000 | 1.25015 | ||
56 | 2009.01.15 08:46 | t/p | 28 | 0.01 | 1.25015 | 0.00000 | 1.25015 | 0.78 | 10022.83 |
57 | 2009.01.15 08:46 | buy | 29 | 0.01 | 1.25040 | 0.00000 | 1.25140 | ||
58 | 2009.01.15 14:20 | t/p | 29 | 0.01 | 1.25140 | 0.00000 | 1.25140 | 0.80 | 10023.63 |
59 | 2009.01.15 14:20 | buy | 30 | 0.01 | 1.25219 | 0.00000 | 1.25319 | ||
60 | 2009.01.15 15:50 | t/p | 30 | 0.01 | 1.25319 | 0.00000 | 1.25319 | 0.80 | 10024.43 |
61 | 2009.01.15 15:50 | buy | 31 | 0.01 | 1.25516 | 0.00000 | 1.25616 | ||
62 | 2009.01.15 16:15 | t/p | 31 | 0.01 | 1.25616 | 0.00000 | 1.25616 | 0.80 | 10025.23 |
63 | 2009.01.15 16:15 | buy | 32 | 0.01 | 1.25816 | 0.00000 | 1.25916 | ||
64 | 2009.01.15 16:20 | t/p | 32 | 0.01 | 1.25916 | 0.00000 | 1.25916 | 0.79 | 10026.02 |
65 | 2009.01.15 16:20 | buy | 33 | 0.01 | 1.26025 | 0.00000 | 1.26125 | ||
66 | 2009.01.15 16:45 | t/p | 33 | 0.01 | 1.26125 | 0.00000 | 1.26125 | 0.79 | 10026.81 |
67 | 2009.01.15 16:45 | buy | 34 | 0.01 | 1.26333 | 0.00000 | 1.26433 | ||
68 | 2009.01.15 16:50 | t/p | 34 | 0.01 | 1.26433 | 0.00000 | 1.26433 | 0.79 | 10027.60 |
69 | 2009.01.15 16:50 | buy | 35 | 0.01 | 1.26535 | 0.00000 | 1.26635 | ||
70 | 2009.01.15 17:02 | t/p | 35 | 0.01 | 1.26635 | 0.00000 | 1.26635 | 0.79 | 10028.39 |
71 | 2009.01.15 17:02 | buy | 36 | 0.01 | 1.26686 | 0.00000 | 1.26786 | ||
72 | 2009.01.20 15:10 | t/p | 36 | 0.01 | 1.26786 | 0.00000 | 1.26786 | 0.76 | 10029.16 |
73 | 2009.01.20 15:10 | buy | 37 | 0.01 | 1.26892 | 0.00000 | 1.26992 | ||
74 | 2009.01.21 09:15 | t/p | 37 | 0.01 | 1.26992 | 0.00000 | 1.26992 | 0.78 | 10029.94 |
75 | 2009.01.21 09:15 | buy | 38 | 0.01 | 1.27104 | 0.00000 | 1.27204 | ||
76 | 2009.01.21 09:20 | t/p | 38 | 0.01 | 1.27204 | 0.00000 | 1.27204 | 0.79 | 10030.73 |
77 | 2009.01.21 09:20 | buy | 39 | 0.01 | 1.27232 | 0.00000 | 1.27332 | ||
78 | 2009.01.21 17:15 | t/p | 39 | 0.01 | 1.27332 | 0.00000 | 1.27332 | 0.79 | 10031.52 |
79 | 2009.01.21 17:15 | buy | 40 | 0.01 | 1.27471 | 0.00000 | 1.27571 | ||
80 | 2009.01.21 17:20 | t/p | 40 | 0.01 | 1.27571 | 0.00000 | 1.27571 | 0.78 | 10032.30 |
81 | 2009.01.21 17:20 | buy | 41 | 0.01 | 1.27664 | 0.00000 | 1.27764 | ||
82 | 2009.03.02 00:10 | t/p | 41 | 0.01 | 1.27764 | 0.00000 | 1.27764 | 0.59 | 10032.89 |
83 | 2009.03.02 00:10 | buy | 42 | 0.01 | 1.27805 | 0.00000 | 1.27905 | ||
84 | 2009.03.02 00:59 | t/p | 42 | 0.01 | 1.27905 | 0.00000 | 1.27905 | 0.78 | 10033.67 |
85 | 2009.03.02 00:59 | buy | 43 | 0.01 | 1.27943 | 0.00000 | 1.28043 | ||
86 | 2009.03.02 01:50 | t/p | 43 | 0.01 | 1.28043 | 0.00000 | 1.28043 | 0.78 | 10034.45 |
87 | 2009.03.02 01:50 | buy | 44 | 0.01 | 1.28055 | 0.00000 | 1.28155 | ||
88 | 2009.03.02 09:16 | t/p | 44 | 0.01 | 1.28155 | 0.00000 | 1.28155 | 0.78 | 10035.23 |
89 | 2009.03.02 09:16 | buy | 45 | 0.01 | 1.28180 | 0.00000 | 1.28280 | ||
90 | 2009.03.02 09:37 | t/p | 45 | 0.01 | 1.28280 | 0.00000 | 1.28280 | 0.78 | 10036.01 |
91 | 2009.03.02 09:37 | buy | 46 | 0.01 | 1.28295 | 0.00000 | 1.28395 | ||
92 | 2009.03.02 12:50 | t/p | 46 | 0.01 | 1.28395 | 0.00000 | 1.28395 | 0.78 | 10036.79 |
93 | 2009.03.02 12:50 | buy | 47 | 0.01 | 1.28448 | 0.00000 | 1.28548 | ||
94 | 2009.03.02 13:15 | t/p | 47 | 0.01 | 1.28548 | 0.00000 | 1.28548 | 0.78 | 10037.57 |
95 | 2009.03.02 13:15 | buy | 48 | 0.01 | 1.28617 | 0.00000 | 1.28717 | ||
96 | 2009.03.02 13:40 | t/p | 48 | 0.01 | 1.28717 | 0.00000 | 1.28717 | 0.78 | 10038.35 |
97 | 2009.03.02 13:40 | buy | 49 | 0.01 | 1.28740 | 0.00000 | 1.28840 | ||
98 | 2009.03.02 13:50 | t/p | 49 | 0.01 | 1.28840 | 0.00000 | 1.28840 | 0.77 | 10039.12 |
99 | 2009.03.02 13:50 | buy | 50 | 0.01 | 1.28870 | 0.00000 | 1.28970 | ||
100 | 2009.03.02 21:16 | t/p | 50 | 0.01 | 1.28970 | 0.00000 | 1.28970 | 0.78 | 10039.90 |
101 | 2009.03.02 21:16 | buy | 51 | 0.01 | 1.29076 | 0.00000 | 1.29176 | ||
102 | 2009.03.02 22:50 | t/p | 51 | 0.01 | 1.29176 | 0.00000 | 1.29176 | 0.78 | 10040.68 |
103 | 2009.03.02 22:50 | buy | 52 | 0.01 | 1.29260 | 0.00000 | 1.29360 | ||
104 | 2009.03.03 12:50 | t/p | 52 | 0.01 | 1.29360 | 0.00000 | 1.29360 | 0.76 | 10041.45 |
105 | 2009.03.03 12:50 | buy | 53 | 0.01 | 1.29376 | 0.00000 | 1.29476 | ||
106 | 2009.03.03 15:16 | t/p | 53 | 0.01 | 1.29476 | 0.00000 | 1.29476 | 0.77 | 10042.22 |
107 | 2009.03.03 15:16 | buy | 54 | 0.01 | 1.29597 | 0.00000 | 1.29697 | ||
108 | 2009.03.03 17:02 | t/p | 54 | 0.01 | 1.29697 | 0.00000 | 1.29697 | 0.77 | 10042.99 |
109 | 2009.03.03 17:02 | buy | 55 | 0.01 | 1.29716 | 0.00000 | 1.29816 | ||
110 | 2009.03.09 13:40 | t/p | 55 | 0.01 | 1.29816 | 0.00000 | 1.29816 | 0.74 | 10043.73 |
111 | 2009.03.09 13:40 | buy | 56 | 0.01 | 1.29935 | 0.00000 | 1.30035 | ||
112 | 2009.03.09 13:45 | t/p | 56 | 0.01 | 1.30035 | 0.00000 | 1.30035 | 0.77 | 10044.50 |
113 | 2009.03.09 13:45 | buy | 57 | 0.01 | 1.30180 | 0.00000 | 1.30280 | ||
114 | 2009.03.09 13:50 | t/p | 57 | 0.01 | 1.30280 | 0.00000 | 1.30280 | 0.76 | 10045.26 |
115 | 2009.03.09 13:50 | buy | 58 | 0.01 | 1.30425 | 0.00000 | 1.30525 | ||
116 | 2009.03.09 14:20 | t/p | 58 | 0.01 | 1.30525 | 0.00000 | 1.30525 | 0.77 | 10046.03 |
117 | 2009.03.09 14:20 | buy | 59 | 0.01 | 1.30632 | 0.00000 | 1.30732 | ||
118 | 2009.12.31 18:57 | close at stop | 59 | 0.01 | 1.04645 | 0.00000 | 1.30732 | -249.84 | 9796.19 |