Strategy Tester Report
gbpusd_m1
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; prsi=86; fastmacd=11; slowmacd=53; signalmacd=26; stochD=23; stochK=40; stochS=82; magic=888; slippage=0; | ||||
| Bars in test | 6211 | Ticks modelled | 152607 | Modelling quality | n/a |
| Mismatched charts errors | 70 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -2383.94 | Gross profit | 17771.71 | Gross loss | -20155.65 |
| Profit factor | 0.88 | Expected payoff | -64.43 | ||
| Absolute drawdown | 6147.80 | Maximal drawdown | 16147.16 (80.74%) | Relative drawdown | 80.74% (16147.16) |
| Total trades | 37 | Short positions (won %) | 18 (72.22%) | Long positions (won %) | 19 (78.95%) |
| Profit trades (% of total) | 28 (75.68%) | Loss trades (% of total) | 9 (24.32%) | ||
| Largest | profit trade | 3588.29 | loss trade | -5193.64 | |
| Average | profit trade | 634.70 | loss trade | -2239.52 | |
| Maximum | consecutive wins (profit in money) | 10 (9014.19) | consecutive losses (loss in money) | 1 (-5193.64) | |
| Maximal | consecutive profit (count of wins) | 9014.19 (10) | consecutive loss (count of losses) | -5193.64 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.01.06 00:00 | buy | 1 | 1.00 | 1.19105 | 0.00000 | 0.00000 | ||
| 2 | 2009.01.13 16:00 | sell | 2 | 2.00 | 1.22785 | 0.00000 | 0.00000 | ||
| 3 | 2009.01.13 16:00 | close by | 2 | 1.00 | 1.19105 | 0.00000 | 0.00000 | 2993.29 | 12993.29 |
| 4 | 2009.01.13 16:00 | sell | 3 | 1.00 | 1.22785 | 0.00000 | 0.00000 | ||
| 5 | 2009.01.13 16:00 | close by | 1 | 0.00 | 1.19105 | 0.00000 | 0.00000 | 0.00 | 12993.29 |
| 6 | 2009.01.26 14:00 | buy | 4 | 2.00 | 1.22287 | 0.00000 | 0.00000 | ||
| 7 | 2009.01.26 14:00 | close by | 4 | 1.00 | 1.22785 | 0.00000 | 0.00000 | 399.64 | 13392.93 |
| 8 | 2009.01.26 14:00 | buy | 5 | 1.00 | 1.22287 | 0.00000 | 0.00000 | ||
| 9 | 2009.01.26 14:00 | close by | 3 | 0.00 | 1.22785 | 0.00000 | 0.00000 | 0.00 | 13392.93 |
| 10 | 2009.02.20 14:00 | sell | 6 | 2.00 | 1.26054 | 0.00000 | 0.00000 | ||
| 11 | 2009.02.20 14:00 | close by | 6 | 1.00 | 1.22287 | 0.00000 | 0.00000 | 2974.51 | 16367.44 |
| 12 | 2009.02.20 14:00 | sell | 7 | 1.00 | 1.26054 | 0.00000 | 0.00000 | ||
| 13 | 2009.02.20 14:00 | close by | 5 | 0.00 | 1.22287 | 0.00000 | 0.00000 | 0.00 | 16367.44 |
| 14 | 2009.02.26 19:00 | buy | 8 | 2.00 | 1.24690 | 0.00000 | 0.00000 | ||
| 15 | 2009.02.26 19:00 | close by | 8 | 1.00 | 1.26054 | 0.00000 | 0.00000 | 1090.49 | 17457.93 |
| 16 | 2009.02.26 19:00 | buy | 9 | 1.00 | 1.24690 | 0.00000 | 0.00000 | ||
| 17 | 2009.02.26 19:00 | close by | 7 | 0.00 | 1.26054 | 0.00000 | 0.00000 | 0.00 | 17457.93 |
| 18 | 2009.02.27 19:00 | sell | 10 | 2.00 | 1.26662 | 0.00000 | 0.00000 | ||
| 19 | 2009.02.27 19:00 | close by | 10 | 1.00 | 1.24690 | 0.00000 | 0.00000 | 1556.26 | 19014.19 |
| 20 | 2009.02.27 19:00 | sell | 11 | 1.00 | 1.26662 | 0.00000 | 0.00000 | ||
| 21 | 2009.02.27 19:00 | close by | 9 | 0.00 | 1.24690 | 0.00000 | 0.00000 | 0.00 | 19014.19 |
| 22 | 2009.03.13 06:00 | buy | 12 | 2.00 | 1.27797 | 0.00000 | 0.00000 | ||
| 23 | 2009.03.13 06:00 | close by | 12 | 1.00 | 1.26662 | 0.00000 | 0.00000 | -896.44 | 18117.75 |
| 24 | 2009.03.13 06:00 | buy | 13 | 1.00 | 1.27797 | 0.00000 | 0.00000 | ||
| 25 | 2009.03.13 06:00 | close by | 11 | 0.00 | 1.26662 | 0.00000 | 0.00000 | 0.00 | 18117.75 |
| 26 | 2009.03.30 12:00 | sell | 14 | 2.00 | 1.24935 | 0.00000 | 0.00000 | ||
| 27 | 2009.03.30 12:00 | close by | 14 | 1.00 | 1.27797 | 0.00000 | 0.00000 | -2298.13 | 15819.62 |
| 28 | 2009.03.30 12:00 | sell | 15 | 1.00 | 1.24935 | 0.00000 | 0.00000 | ||
| 29 | 2009.03.30 12:00 | close by | 13 | 0.00 | 1.27797 | 0.00000 | 0.00000 | 0.00 | 15819.62 |
| 30 | 2009.04.06 07:00 | buy | 16 | 2.00 | 1.22397 | 0.00000 | 0.00000 | ||
| 31 | 2009.04.06 07:00 | close by | 16 | 1.00 | 1.24935 | 0.00000 | 0.00000 | 2069.66 | 17889.28 |
| 32 | 2009.04.06 07:00 | buy | 17 | 1.00 | 1.22397 | 0.00000 | 0.00000 | ||
| 33 | 2009.04.06 07:00 | close by | 15 | 0.00 | 1.24935 | 0.00000 | 0.00000 | 0.00 | 17889.28 |
| 34 | 2009.05.18 04:00 | sell | 18 | 2.00 | 1.17933 | 0.00000 | 0.00000 | ||
| 35 | 2009.05.18 04:00 | close by | 18 | 1.00 | 1.22397 | 0.00000 | 0.00000 | -3805.98 | 14083.30 |
| 36 | 2009.05.18 04:00 | sell | 19 | 1.00 | 1.17933 | 0.00000 | 0.00000 | ||
| 37 | 2009.05.18 04:00 | close by | 17 | 0.00 | 1.22397 | 0.00000 | 0.00000 | 0.00 | 14083.30 |
| 38 | 2009.05.21 06:00 | buy | 20 | 2.00 | 1.13845 | 0.00000 | 0.00000 | ||
| 39 | 2009.05.21 06:00 | close by | 20 | 1.00 | 1.17933 | 0.00000 | 0.00000 | 3588.29 | 17671.59 |
| 40 | 2009.05.21 06:00 | buy | 21 | 1.00 | 1.13845 | 0.00000 | 0.00000 | ||
| 41 | 2009.05.21 06:00 | close by | 19 | 0.00 | 1.17933 | 0.00000 | 0.00000 | 0.00 | 17671.59 |
| 42 | 2009.06.08 02:00 | sell | 22 | 2.00 | 1.11814 | 0.00000 | 0.00000 | ||
| 43 | 2009.06.08 02:00 | close by | 22 | 1.00 | 1.13845 | 0.00000 | 0.00000 | -1824.27 | 15847.32 |
| 44 | 2009.06.08 02:00 | sell | 23 | 1.00 | 1.11814 | 0.00000 | 0.00000 | ||
| 45 | 2009.06.08 02:00 | close by | 21 | 0.00 | 1.13845 | 0.00000 | 0.00000 | 0.00 | 15847.32 |
| 46 | 2009.07.14 13:00 | buy | 24 | 2.00 | 1.14640 | 0.00000 | 0.00000 | ||
| 47 | 2009.07.14 13:00 | close by | 24 | 1.00 | 1.11814 | 0.00000 | 0.00000 | -2486.54 | 13360.78 |
| 48 | 2009.07.14 13:00 | buy | 25 | 1.00 | 1.14640 | 0.00000 | 0.00000 | ||
| 49 | 2009.07.14 13:00 | close by | 23 | 0.00 | 1.11814 | 0.00000 | 0.00000 | 0.00 | 13360.78 |
| 50 | 2009.08.11 08:00 | sell | 26 | 2.00 | 1.08994 | 0.00000 | 0.00000 | ||
| 51 | 2009.08.11 08:00 | close by | 26 | 1.00 | 1.14640 | 0.00000 | 0.00000 | -5193.64 | 8167.14 |
| 52 | 2009.08.11 08:00 | sell | 27 | 1.00 | 1.08994 | 0.00000 | 0.00000 | ||
| 53 | 2009.08.11 08:00 | close by | 25 | 0.00 | 1.14640 | 0.00000 | 0.00000 | 0.00 | 8167.14 |
| 54 | 2009.09.11 18:00 | buy | 28 | 2.00 | 1.07430 | 0.00000 | 0.00000 | ||
| 55 | 2009.09.11 18:00 | close by | 28 | 1.00 | 1.08994 | 0.00000 | 0.00000 | 1436.60 | 9603.73 |
| 56 | 2009.09.11 18:00 | buy | 29 | 1.00 | 1.07430 | 0.00000 | 0.00000 | ||
| 57 | 2009.09.11 18:00 | close by | 27 | 0.00 | 1.08994 | 0.00000 | 0.00000 | 0.00 | 9603.73 |
| 58 | 2009.10.20 23:00 | sell | 30 | 2.00 | 1.04919 | 0.00000 | 0.00000 | ||
| 59 | 2009.10.20 23:00 | close by | 30 | 1.00 | 1.07430 | 0.00000 | 0.00000 | -2411.66 | 7192.08 |
| 60 | 2009.10.20 23:00 | sell | 31 | 1.00 | 1.04919 | 0.00000 | 0.00000 | ||
| 61 | 2009.10.20 23:00 | close by | 29 | 0.00 | 1.07430 | 0.00000 | 0.00000 | 0.00 | 7192.08 |
| 62 | 2009.11.10 00:00 | buy | 32 | 2.00 | 1.05572 | 0.00000 | 0.00000 | ||
| 63 | 2009.11.10 00:00 | close by | 32 | 1.00 | 1.04919 | 0.00000 | 0.00000 | -630.96 | 6561.12 |
| 64 | 2009.11.10 00:00 | buy | 33 | 1.00 | 1.05572 | 0.00000 | 0.00000 | ||
| 65 | 2009.11.10 00:00 | close by | 31 | 0.00 | 1.04919 | 0.00000 | 0.00000 | 0.00 | 6561.12 |
| 66 | 2009.12.09 00:00 | sell | 34 | 2.00 | 1.06315 | 0.00000 | 0.00000 | ||
| 67 | 2009.12.09 00:00 | close by | 34 | 1.00 | 1.05572 | 0.00000 | 0.00000 | 684.16 | 7245.28 |
| 68 | 2009.12.09 00:00 | sell | 35 | 1.00 | 1.06315 | 0.00000 | 0.00000 | ||
| 69 | 2009.12.09 00:00 | close by | 33 | 0.00 | 1.05572 | 0.00000 | 0.00000 | 0.00 | 7245.28 |
| 70 | 2009.12.23 16:00 | buy | 36 | 2.00 | 1.05276 | 0.00000 | 0.00000 | ||
| 71 | 2009.12.23 16:00 | close by | 36 | 1.00 | 1.06315 | 0.00000 | 0.00000 | 978.81 | 8224.09 |
| 72 | 2009.12.23 16:00 | buy | 37 | 1.00 | 1.05276 | 0.00000 | 0.00000 | ||
| 73 | 2009.12.23 16:00 | close by | 35 | 0.00 | 1.06315 | 0.00000 | 0.00000 | 0.00 | 8224.09 |
| 74 | 2009.12.31 18:57 | close at stop | 37 | 1.00 | 1.04645 | 0.00000 | 0.00000 | -608.03 | 7616.06 |