Strategy Tester Report
suffic369_EUR_M15
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 | MagicNumber=0; EachTickMode=false; Lots=0.1; Slippage=3; StopLossMode=false; StopLoss=30; TakeProfitMode=false; TakeProfit=60; TrailingStopMode=false; TrailingStop=30; | ||||
| Bars in test | 6211 | Ticks modelled | 152607 | Modelling quality | n/a |
| Mismatched charts errors | 70 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -34.20 | Gross profit | 1936.45 | Gross loss | -1970.65 |
| Profit factor | 0.98 | Expected payoff | -1.55 | ||
| Absolute drawdown | 944.31 | Maximal drawdown | 1187.40 (11.59%) | Relative drawdown | 11.59% (1187.40) |
| Total trades | 22 | Short positions (won %) | 10 (50.00%) | Long positions (won %) | 12 (50.00%) |
| Profit trades (% of total) | 11 (50.00%) | Loss trades (% of total) | 11 (50.00%) | ||
| Largest | profit trade | 378.61 | loss trade | -342.51 | |
| Average | profit trade | 176.04 | loss trade | -179.15 | |
| Maximum | consecutive wins (profit in money) | 4 (667.31) | consecutive losses (loss in money) | 4 (-923.67) | |
| Maximal | consecutive profit (count of wins) | 667.31 (4) | consecutive loss (count of losses) | -923.67 (4) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.01.06 17:00 | sell | 1 | 0.10 | 1.17868 | 0.00000 | 0.00000 | ||
| 2 | 2009.01.09 03:00 | close | 1 | 0.10 | 1.18427 | 0.00000 | 0.00000 | -47.49 | 9952.51 |
| 3 | 2009.01.14 04:00 | sell | 2 | 0.10 | 1.21580 | 0.00000 | 0.00000 | ||
| 4 | 2009.01.26 03:00 | close | 2 | 0.10 | 1.23824 | 0.00000 | 0.00000 | -181.93 | 9770.58 |
| 5 | 2009.01.26 20:00 | buy | 3 | 0.10 | 1.22652 | 0.00000 | 0.00000 | ||
| 6 | 2009.02.03 05:00 | close | 3 | 0.10 | 1.24059 | 0.00000 | 0.00000 | 113.01 | 9883.59 |
| 7 | 2009.02.11 02:00 | sell | 4 | 0.10 | 1.24240 | 0.00000 | 0.00000 | ||
| 8 | 2009.03.13 19:00 | close | 4 | 0.10 | 1.27367 | 0.00000 | 0.00000 | -247.39 | 9636.20 |
| 9 | 2009.03.16 17:00 | buy | 5 | 0.10 | 1.27237 | 0.00000 | 0.00000 | ||
| 10 | 2009.03.31 06:00 | close | 5 | 0.10 | 1.25673 | 0.00000 | 0.00000 | -125.21 | 9510.99 |
| 11 | 2009.03.31 12:00 | sell | 6 | 0.10 | 1.25332 | 0.00000 | 0.00000 | ||
| 12 | 2009.04.06 10:00 | close | 6 | 0.10 | 1.22792 | 0.00000 | 0.00000 | 206.50 | 9717.49 |
| 13 | 2009.04.10 12:00 | buy | 7 | 0.10 | 1.22854 | 0.00000 | 0.00000 | ||
| 14 | 2009.04.21 07:00 | close | 7 | 0.10 | 1.23645 | 0.00000 | 0.00000 | 63.52 | 9781.00 |
| 15 | 2009.04.21 19:00 | sell | 8 | 0.10 | 1.23447 | 0.00000 | 0.00000 | ||
| 16 | 2009.05.04 13:00 | close | 8 | 0.10 | 1.18935 | 0.00000 | 0.00000 | 378.61 | 10159.61 |
| 17 | 2009.05.05 18:00 | buy | 9 | 0.10 | 1.17581 | 0.00000 | 0.00000 | ||
| 18 | 2009.05.18 09:00 | close | 9 | 0.10 | 1.17571 | 0.00000 | 0.00000 | -1.51 | 10158.10 |
| 19 | 2009.05.21 16:00 | buy | 10 | 0.10 | 1.14542 | 0.00000 | 0.00000 | ||
| 20 | 2009.06.08 04:00 | close | 10 | 0.10 | 1.11621 | 0.00000 | 0.00000 | -262.50 | 9895.61 |
| 21 | 2009.06.08 22:00 | sell | 11 | 0.10 | 1.11655 | 0.00000 | 0.00000 | ||
| 22 | 2009.07.14 05:00 | close | 11 | 0.10 | 1.15287 | 0.00000 | 0.00000 | -317.16 | 9578.45 |
| 23 | 2009.07.16 03:00 | buy | 12 | 0.10 | 1.11851 | 0.00000 | 0.00000 | ||
| 24 | 2009.08.10 06:00 | close | 12 | 0.10 | 1.08159 | 0.00000 | 0.00000 | -342.51 | 9235.94 |
| 25 | 2009.08.12 03:00 | sell | 13 | 0.10 | 1.09970 | 0.00000 | 0.00000 | ||
| 26 | 2009.08.24 09:00 | close | 13 | 0.10 | 1.08143 | 0.00000 | 0.00000 | 168.23 | 9404.18 |
| 27 | 2009.08.24 22:00 | buy | 14 | 0.10 | 1.07700 | 0.00000 | 0.00000 | ||
| 28 | 2009.08.31 18:00 | close | 14 | 0.10 | 1.09674 | 0.00000 | 0.00000 | 179.64 | 9583.81 |
| 29 | 2009.09.03 06:00 | sell | 15 | 0.10 | 1.10242 | 0.00000 | 0.00000 | ||
| 30 | 2009.09.08 18:00 | close | 15 | 0.10 | 1.07622 | 0.00000 | 0.00000 | 243.26 | 9827.08 |
| 31 | 2009.09.09 07:00 | buy | 16 | 0.10 | 1.07883 | 0.00000 | 0.00000 | ||
| 32 | 2009.09.25 07:00 | close | 16 | 0.10 | 1.08721 | 0.00000 | 0.00000 | 76.17 | 9903.25 |
| 33 | 2009.10.01 06:00 | buy | 17 | 0.10 | 1.07048 | 0.00000 | 0.00000 | ||
| 34 | 2009.10.21 08:00 | close | 17 | 0.10 | 1.04687 | 0.00000 | 0.00000 | -226.44 | 9676.81 |
| 35 | 2009.10.21 17:00 | sell | 18 | 0.10 | 1.04372 | 0.00000 | 0.00000 | ||
| 36 | 2009.11.05 04:00 | close | 18 | 0.10 | 1.06479 | 0.00000 | 0.00000 | -198.88 | 9477.93 |
| 37 | 2009.11.12 10:00 | buy | 19 | 0.10 | 1.04598 | 0.00000 | 0.00000 | ||
| 38 | 2009.11.19 21:00 | close | 19 | 0.10 | 1.06240 | 0.00000 | 0.00000 | 154.21 | 9632.14 |
| 39 | 2009.11.20 07:00 | sell | 20 | 0.10 | 1.06308 | 0.00000 | 0.00000 | ||
| 40 | 2009.11.26 03:00 | close | 20 | 0.10 | 1.04839 | 0.00000 | 0.00000 | 139.77 | 9771.91 |
| 41 | 2009.12.01 23:00 | buy | 21 | 0.10 | 1.04609 | 0.00000 | 0.00000 | ||
| 42 | 2009.12.18 03:00 | close | 21 | 0.10 | 1.06902 | 0.00000 | 0.00000 | 213.54 | 9985.45 |
| 43 | 2009.12.24 17:00 | buy | 22 | 0.10 | 1.04847 | 0.00000 | 0.00000 | ||
| 44 | 2009.12.31 18:57 | close at stop | 22 | 0.10 | 1.04645 | 0.00000 | 0.00000 | -19.65 | 9965.80 |