Strategy Tester Report
FrBestExp02_6_maloma_mod
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; Stop_Loss=1000; Take_Profit=1000; Trailing_Stop=0; map=25; mash=1; Vlim=50; fper=12; sper=26; sigper=9; stop=300; hedg=1; kh=10; lok=0; rpr=1; ttime=900; hstop=-3000; | ||||
| Bars in test | 6211 | Ticks modelled | 152607 | Modelling quality | n/a |
| Mismatched charts errors | 70 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -9738.47 | Gross profit | 18159.22 | Gross loss | -27897.68 |
| Profit factor | 0.65 | Expected payoff | -304.33 | ||
| Absolute drawdown | 9738.47 | Maximal drawdown | 23071.43 (98.88%) | Relative drawdown | 98.88% (23071.43) |
| Total trades | 32 | Short positions (won %) | 15 (66.67%) | Long positions (won %) | 17 (64.71%) |
| Profit trades (% of total) | 21 (65.63%) | Loss trades (% of total) | 11 (34.38%) | ||
| Largest | profit trade | 1954.55 | loss trade | -8721.14 | |
| Average | profit trade | 864.72 | loss trade | -2536.15 | |
| Maximum | consecutive wins (profit in money) | 7 (6023.12) | consecutive losses (loss in money) | 3 (-10176.08) | |
| Maximal | consecutive profit (count of wins) | 6023.12 (7) | consecutive loss (count of losses) | -14333.99 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.01.07 15:10 | buy | 1 | 1.00 | 1.18259 | 1.17259 | 1.19259 | ||
| 2 | 2009.01.07 15:45 | buy | 2 | 10.00 | 1.18637 | 1.17637 | 1.19637 | ||
| 3 | 2009.01.07 15:50 | close | 2 | 10.00 | 1.18673 | 1.17637 | 1.19637 | 303.35 | 10303.35 |
| 4 | 2009.01.07 15:50 | close | 1 | 1.00 | 1.18673 | 1.17259 | 1.19259 | 348.86 | 10652.21 |
| 5 | 2009.01.13 14:50 | sell | 3 | 1.00 | 1.22495 | 1.23495 | 1.21495 | ||
| 6 | 2009.01.13 14:59 | buy | 4 | 10.00 | 1.22896 | 1.21896 | 1.23896 | ||
| 7 | 2009.01.13 15:20 | close | 4 | 10.00 | 1.23109 | 1.21896 | 1.23896 | 1730.17 | 12382.38 |
| 8 | 2009.01.13 15:20 | close | 3 | 1.00 | 1.23198 | 1.23495 | 1.21495 | -570.63 | 11811.75 |
| 9 | 2009.01.27 11:10 | buy | 5 | 1.00 | 1.22259 | 1.21259 | 1.23259 | ||
| 10 | 2009.01.27 11:32 | buy | 6 | 10.00 | 1.22601 | 1.21601 | 1.23601 | ||
| 11 | 2009.01.27 12:20 | close | 6 | 10.00 | 1.22643 | 1.21601 | 1.23601 | 342.46 | 12154.21 |
| 12 | 2009.01.27 12:20 | close | 5 | 1.00 | 1.22643 | 1.21259 | 1.23259 | 313.10 | 12467.31 |
| 13 | 2009.02.11 14:15 | sell | 7 | 1.00 | 1.24589 | 1.25589 | 1.23589 | ||
| 14 | 2009.02.11 14:45 | buy | 8 | 10.00 | 1.25059 | 1.24059 | 1.26059 | ||
| 15 | 2009.02.11 16:32 | close | 8 | 10.00 | 1.25260 | 1.24059 | 1.26059 | 1604.66 | 14071.97 |
| 16 | 2009.02.11 16:32 | close | 7 | 1.00 | 1.25349 | 1.25589 | 1.23589 | -606.31 | 13465.66 |
| 17 | 2009.02.23 17:15 | buy | 9 | 1.00 | 1.25125 | 1.24125 | 1.26125 | ||
| 18 | 2009.02.23 18:20 | sell | 10 | 10.00 | 1.24727 | 1.25727 | 1.23727 | ||
| 19 | 2009.02.24 16:15 | close | 10 | 10.00 | 1.24567 | 1.25727 | 1.23727 | 1280.73 | 14746.39 |
| 20 | 2009.02.24 16:15 | close | 9 | 1.00 | 1.24478 | 1.24125 | 1.26125 | -520.69 | 14225.69 |
| 21 | 2009.03.02 06:00 | sell | 11 | 1.00 | 1.27512 | 1.28512 | 1.26512 | ||
| 22 | 2009.03.02 08:50 | buy | 12 | 10.00 | 1.27904 | 1.26904 | 1.28904 | ||
| 23 | 2009.03.02 09:10 | close | 12 | 10.00 | 1.28050 | 1.26904 | 1.28904 | 1140.18 | 15365.87 |
| 24 | 2009.03.02 09:10 | close | 11 | 1.00 | 1.28139 | 1.28512 | 1.26512 | -489.31 | 14876.56 |
| 25 | 2009.03.13 11:10 | buy | 13 | 1.00 | 1.27823 | 1.26823 | 1.28823 | ||
| 26 | 2009.03.13 11:37 | buy | 14 | 10.00 | 1.28119 | 1.27119 | 1.29119 | ||
| 27 | 2009.03.13 12:20 | close | 14 | 10.00 | 1.28242 | 1.27119 | 1.29119 | 959.12 | 15835.68 |
| 28 | 2009.03.13 12:20 | close | 13 | 1.00 | 1.28242 | 1.26823 | 1.28823 | 326.73 | 16162.41 |
| 29 | 2009.03.31 02:00 | sell | 15 | 1.00 | 1.26160 | 1.27160 | 1.25160 | ||
| 30 | 2009.03.31 03:16 | sell | 16 | 10.00 | 1.25835 | 1.26835 | 1.24835 | ||
| 31 | 2009.03.31 03:50 | close | 16 | 10.00 | 1.25727 | 1.26835 | 1.24835 | 859.00 | 17021.41 |
| 32 | 2009.03.31 03:50 | close | 15 | 1.00 | 1.25727 | 1.27160 | 1.25160 | 344.40 | 17365.81 |
| 33 | 2009.04.13 03:15 | sell | 17 | 1.00 | 1.22644 | 1.23644 | 1.21644 | ||
| 34 | 2009.04.13 13:20 | sell | 18 | 10.00 | 1.22353 | 1.23353 | 1.21353 | ||
| 35 | 2009.04.13 13:50 | close | 18 | 10.00 | 1.22204 | 1.23353 | 1.21353 | 1219.27 | 18585.08 |
| 36 | 2009.04.13 13:50 | close | 17 | 1.00 | 1.22204 | 1.23644 | 1.21644 | 360.05 | 18945.13 |
| 37 | 2009.04.17 15:00 | sell | 19 | 1.00 | 1.21114 | 1.22114 | 1.20114 | ||
| 38 | 2009.04.17 16:10 | buy | 20 | 10.00 | 1.21529 | 1.20529 | 1.22529 | ||
| 39 | 2009.04.17 16:20 | close | 20 | 10.00 | 1.21767 | 1.20529 | 1.22529 | 1954.55 | 20899.68 |
| 40 | 2009.04.17 16:20 | close | 19 | 1.00 | 1.21856 | 1.22114 | 1.20114 | -608.92 | 20290.76 |
| 41 | 2009.04.21 03:00 | sell | 21 | 1.00 | 1.23949 | 1.24949 | 1.22949 | ||
| 42 | 2009.04.21 06:45 | sell | 22 | 10.00 | 1.23643 | 1.24643 | 1.22643 | ||
| 43 | 2009.04.21 11:10 | close | 22 | 10.00 | 1.23570 | 1.24643 | 1.22643 | 590.76 | 20881.52 |
| 44 | 2009.04.21 11:10 | close | 21 | 1.00 | 1.23570 | 1.24949 | 1.22949 | 306.71 | 21188.23 |
| 45 | 2009.04.24 05:16 | buy | 23 | 1.00 | 1.22392 | 1.21392 | 1.23392 | ||
| 46 | 2009.04.24 10:10 | sell | 24 | 10.00 | 1.21958 | 1.22958 | 1.20958 | ||
| 47 | 2009.04.24 12:45 | close | 24 | 10.00 | 1.21761 | 1.22958 | 1.20958 | 1617.92 | 22806.15 |
| 48 | 2009.04.24 12:45 | close | 23 | 1.00 | 1.21672 | 1.21392 | 1.23392 | -591.75 | 22214.40 |
| 49 | 2009.05.19 06:00 | buy | 25 | 1.00 | 1.16401 | 1.15401 | 1.17401 | ||
| 50 | 2009.05.19 08:45 | sell | 26 | 10.00 | 1.15966 | 1.16966 | 1.14966 | ||
| 51 | 2009.05.19 09:20 | close | 26 | 10.00 | 1.15809 | 1.16966 | 1.14966 | 1355.68 | 23570.08 |
| 52 | 2009.05.19 09:20 | close | 25 | 1.00 | 1.15720 | 1.15401 | 1.17401 | -588.49 | 22981.59 |
| 53 | 2009.05.20 02:05 | buy | 27 | 1.00 | 1.15546 | 1.14546 | 1.16546 | ||
| 54 | 2009.05.20 03:50 | buy | 28 | 10.00 | 1.15821 | 1.14821 | 1.16821 | ||
| 55 | 2009.05.20 13:50 | s/l | 28 | 10.00 | 1.14821 | 1.14821 | 1.16821 | -8714.44 | 14267.15 |
| 56 | 2009.05.20 13:50 | sell | 29 | 10.00 | 1.14752 | 1.15752 | 1.13752 | ||
| 57 | 2009.05.20 15:40 | s/l | 27 | 1.00 | 1.14546 | 1.14546 | 1.16546 | -873.15 | 13394.00 |
| 58 | 2009.05.20 15:40 | close | 29 | 10.00 | 1.14617 | 1.15752 | 1.13752 | 1177.84 | 14571.84 |
| 59 | 2009.05.21 10:00 | buy | 30 | 1.00 | 1.13997 | 1.12997 | 1.14997 | ||
| 60 | 2009.05.21 10:15 | sell | 31 | 10.00 | 1.13643 | 1.14643 | 1.12643 | ||
| 61 | 2009.05.21 10:50 | s/l | 31 | 10.00 | 1.14643 | 1.14643 | 1.12643 | -8721.14 | 5850.70 |
| 62 | 2009.05.21 10:50 | buy | 32 | 10.00 | 1.14664 | 1.13664 | 1.15664 | ||
| 63 | 2009.05.21 11:45 | close at stop | 32 | 10.00 | 1.14024 | 1.13664 | 1.15664 | -5612.85 | 237.85 |
| 64 | 2009.05.21 11:45 | close at stop | 30 | 1.00 | 1.14024 | 1.12997 | 1.14997 | 23.68 | 261.53 |