Strategy Tester Report
hadi4emacrossheadg
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 | TakeProfit=180; TrailingStop=30; StopLoss=70; UseStopLoss=false; slippage=3; HedgingTakeProfit=90; HedgingStopLoss=70; HedgingLevel=10; UseHedging=false; ShortEma=10; LongEma=80; ImmediateTrade=false; CounterTrend=false; Lots=1; UseMoneyManagement=false; AccountIsMicro=false; Risk=10; UseHourTrade=false; FromHourTrade=8; ToHourTrade=18; Show_Settings=false; Summarized=false; | ||||
Bars in test | 6211 | Ticks modelled | 152607 | Modelling quality | n/a |
Mismatched charts errors | 70 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -9984.54 | Gross profit | 3580.26 | Gross loss | -13564.81 |
Profit factor | 0.26 | Expected payoff | -384.02 | ||
Absolute drawdown | 9984.54 | Maximal drawdown | 13637.20 (99.89%) | Relative drawdown | 99.89% (13637.20) |
Total trades | 26 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 26 (96.15%) |
Profit trades (% of total) | 25 (96.15%) | Loss trades (% of total) | 1 (3.85%) | ||
Largest | profit trade | 151.45 | loss trade | -13564.81 | |
Average | profit trade | 143.21 | loss trade | -13564.81 | |
Maximum | consecutive wins (profit in money) | 25 (3580.26) | consecutive losses (loss in money) | 1 (-13564.81) | |
Maximal | consecutive profit (count of wins) | 3580.26 (25) | consecutive loss (count of losses) | -13564.81 (1) | |
Average | consecutive wins | 25 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.01.08 03:50 | buy | 1 | 1.00 | 1.19949 | 0.00000 | 1.20129 | ||
2 | 2009.01.08 08:50 | t/p | 1 | 1.00 | 1.20129 | 0.00000 | 1.20129 | 149.62 | 10149.62 |
3 | 2009.01.08 16:00 | buy | 2 | 1.00 | 1.18644 | 0.00000 | 1.18824 | ||
4 | 2009.01.08 16:15 | t/p | 2 | 1.00 | 1.18824 | 0.00000 | 1.18824 | 151.45 | 10301.07 |
5 | 2009.01.08 16:15 | buy | 3 | 1.00 | 1.18905 | 0.00000 | 1.19085 | ||
6 | 2009.01.08 16:37 | t/p | 3 | 1.00 | 1.19085 | 0.00000 | 1.19085 | 151.14 | 10452.21 |
7 | 2009.01.08 16:37 | buy | 4 | 1.00 | 1.19145 | 0.00000 | 1.19325 | ||
8 | 2009.01.09 14:50 | t/p | 4 | 1.00 | 1.19325 | 0.00000 | 1.19325 | 150.35 | 10602.56 |
9 | 2009.01.12 06:00 | buy | 5 | 1.00 | 1.19368 | 0.00000 | 1.19548 | ||
10 | 2009.01.12 09:20 | t/p | 5 | 1.00 | 1.19548 | 0.00000 | 1.19548 | 150.50 | 10753.06 |
11 | 2009.01.22 22:00 | buy | 6 | 1.00 | 1.25399 | 0.00000 | 1.25579 | ||
12 | 2009.01.23 04:45 | t/p | 6 | 1.00 | 1.25579 | 0.00000 | 1.25579 | 142.83 | 10895.88 |
13 | 2009.01.23 10:20 | buy | 7 | 1.00 | 1.26079 | 0.00000 | 1.26259 | ||
14 | 2009.01.23 10:50 | t/p | 7 | 1.00 | 1.26259 | 0.00000 | 1.26259 | 142.46 | 11038.34 |
15 | 2009.01.23 10:50 | buy | 8 | 1.00 | 1.26397 | 0.00000 | 1.26577 | ||
16 | 2009.02.17 14:50 | t/p | 8 | 1.00 | 1.26577 | 0.00000 | 1.26577 | 130.52 | 11168.86 |
17 | 2009.02.19 11:40 | buy | 9 | 1.00 | 1.24995 | 0.00000 | 1.25175 | ||
18 | 2009.02.19 12:46 | t/p | 9 | 1.00 | 1.25175 | 0.00000 | 1.25175 | 143.79 | 11312.65 |
19 | 2009.02.19 18:00 | buy | 10 | 1.00 | 1.25949 | 0.00000 | 1.26129 | ||
20 | 2009.02.20 06:20 | t/p | 10 | 1.00 | 1.26129 | 0.00000 | 1.26129 | 142.17 | 11454.82 |
21 | 2009.02.20 20:20 | buy | 11 | 1.00 | 1.24664 | 0.00000 | 1.24844 | ||
22 | 2009.02.20 20:27 | t/p | 11 | 1.00 | 1.24844 | 0.00000 | 1.24844 | 144.08 | 11598.90 |
23 | 2009.02.20 20:27 | buy | 12 | 1.00 | 1.24888 | 0.00000 | 1.25068 | ||
24 | 2009.02.20 22:20 | t/p | 12 | 1.00 | 1.25068 | 0.00000 | 1.25068 | 143.88 | 11742.78 |
25 | 2009.02.25 17:00 | buy | 13 | 1.00 | 1.25976 | 0.00000 | 1.26156 | ||
26 | 2009.02.27 12:50 | t/p | 13 | 1.00 | 1.26156 | 0.00000 | 1.26156 | 140.63 | 11883.41 |
27 | 2009.03.04 20:50 | buy | 14 | 1.00 | 1.27337 | 0.00000 | 1.27517 | ||
28 | 2009.03.05 00:45 | t/p | 14 | 1.00 | 1.27517 | 0.00000 | 1.27517 | 139.61 | 12023.02 |
29 | 2009.03.05 13:15 | buy | 15 | 1.00 | 1.28647 | 0.00000 | 1.28827 | ||
30 | 2009.03.05 14:50 | t/p | 15 | 1.00 | 1.28827 | 0.00000 | 1.28827 | 139.69 | 12162.71 |
31 | 2009.03.05 14:50 | buy | 16 | 1.00 | 1.28912 | 0.00000 | 1.29092 | ||
32 | 2009.03.05 20:20 | t/p | 16 | 1.00 | 1.29092 | 0.00000 | 1.29092 | 139.42 | 12302.13 |
33 | 2009.03.06 15:00 | buy | 17 | 1.00 | 1.27934 | 0.00000 | 1.28114 | ||
34 | 2009.03.06 15:50 | t/p | 17 | 1.00 | 1.28114 | 0.00000 | 1.28114 | 140.37 | 12442.50 |
35 | 2009.03.06 16:07 | buy | 18 | 1.00 | 1.28099 | 0.00000 | 1.28279 | ||
36 | 2009.03.06 16:10 | t/p | 18 | 1.00 | 1.28279 | 0.00000 | 1.28279 | 140.26 | 12582.76 |
37 | 2009.03.10 14:00 | buy | 19 | 1.00 | 1.28269 | 0.00000 | 1.28449 | ||
38 | 2009.03.10 19:05 | t/p | 19 | 1.00 | 1.28449 | 0.00000 | 1.28449 | 140.11 | 12722.87 |
39 | 2009.03.12 01:00 | buy | 20 | 1.00 | 1.29021 | 0.00000 | 1.29201 | ||
40 | 2009.03.12 08:07 | t/p | 20 | 1.00 | 1.29201 | 0.00000 | 1.29201 | 139.30 | 12862.17 |
41 | 2009.03.12 19:00 | buy | 21 | 1.00 | 1.28167 | 0.00000 | 1.28347 | ||
42 | 2009.03.13 12:50 | t/p | 21 | 1.00 | 1.28347 | 0.00000 | 1.28347 | 139.66 | 13001.82 |
43 | 2009.03.27 11:00 | buy | 22 | 1.00 | 1.23514 | 0.00000 | 1.23694 | ||
44 | 2009.03.27 12:40 | t/p | 22 | 1.00 | 1.23694 | 0.00000 | 1.23694 | 145.40 | 13147.22 |
45 | 2009.03.27 12:40 | buy | 23 | 1.00 | 1.23853 | 0.00000 | 1.24033 | ||
46 | 2009.03.27 12:50 | t/p | 23 | 1.00 | 1.24033 | 0.00000 | 1.24033 | 145.09 | 13292.31 |
47 | 2009.03.27 12:50 | buy | 24 | 1.00 | 1.24111 | 0.00000 | 1.24291 | ||
48 | 2009.03.27 15:20 | t/p | 24 | 1.00 | 1.24291 | 0.00000 | 1.24291 | 144.64 | 13436.95 |
49 | 2009.04.02 10:10 | buy | 25 | 1.00 | 1.25344 | 0.00000 | 1.25524 | ||
50 | 2009.04.02 11:45 | t/p | 25 | 1.00 | 1.25524 | 0.00000 | 1.25524 | 143.31 | 13580.26 |
51 | 2009.04.02 11:47 | buy | 26 | 1.00 | 1.25622 | 0.00000 | 1.25802 | ||
52 | 2009.05.29 08:20 | close at stop | 26 | 1.00 | 1.10645 | 0.00000 | 1.25802 | -13564.81 | 15.46 |