Strategy Tester Report
tudasuda06
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 | g1="Основные параметры"; koridor=40; sl=80; tp=40; mul=4; last=1; nh1=10; nh2=21; gg="Управление деньгами"; percent=0; Lots=0.1; maxtrades=10; LotLim=1000; TrailingStop=30; profit=0; locprofit=0; locprofitexpo=0; runotsuda=0; minsum=100; bb="Малозначимые переменные"; mn=575; slipage=2; clod=0; NumberOfTries=10; | ||||
| Bars in test | 6211 | Ticks modelled | 152607 | Modelling quality | n/a |
| Mismatched charts errors | 70 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -10010.38 | Gross profit | 1136.43 | Gross loss | -11146.81 |
| Profit factor | 0.10 | Expected payoff | -345.19 | ||
| Absolute drawdown | 10010.38 | Maximal drawdown | 10010.89 (100.10%) | Relative drawdown | 100.10% (10010.89) |
| Total trades | 29 | Short positions (won %) | 13 (46.15%) | Long positions (won %) | 16 (25.00%) |
| Profit trades (% of total) | 10 (34.48%) | Loss trades (% of total) | 19 (65.52%) | ||
| Largest | profit trade | 675.53 | loss trade | -2317.93 | |
| Average | profit trade | 113.64 | loss trade | -586.67 | |
| Maximum | consecutive wins (profit in money) | 3 (743.22) | consecutive losses (loss in money) | 5 (-4616.34) | |
| Maximal | consecutive profit (count of wins) | 743.22 (3) | consecutive loss (count of losses) | -4616.34 (5) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.01.05 17:00 | sell | 1 | 0.10 | 1.18720 | 1.19520 | 1.18320 | ||
| 2 | 2009.01.05 17:02 | buy stop | 2 | 0.40 | 1.19120 | 1.18320 | 1.19520 | ||
| 3 | 2009.01.05 17:20 | buy | 2 | 0.40 | 1.19120 | 1.18320 | 1.19520 | ||
| 4 | 2009.01.05 17:20 | modify | 2 | 0.40 | 1.19120 | 1.18880 | 1.19520 | ||
| 5 | 2009.01.05 17:20 | sell stop | 3 | 2.00 | 1.18720 | 1.19520 | 1.18320 | ||
| 6 | 2009.01.05 17:37 | s/l | 2 | 0.40 | 1.18880 | 1.18880 | 1.19520 | -80.77 | 9919.23 |
| 7 | 2009.01.05 20:07 | sell | 3 | 2.00 | 1.18720 | 1.19520 | 1.18320 | ||
| 8 | 2009.01.05 20:07 | buy stop | 4 | 8.40 | 1.19120 | 1.18320 | 1.19520 | ||
| 9 | 2009.01.05 21:32 | buy | 4 | 8.40 | 1.19120 | 1.18320 | 1.19520 | ||
| 10 | 2009.01.05 21:32 | modify | 4 | 8.40 | 1.19120 | 1.18856 | 1.19520 | ||
| 11 | 2009.01.05 21:32 | sell stop | 5 | 42.00 | 1.18720 | 1.19520 | 1.18320 | ||
| 12 | 2009.01.05 21:37 | modify | 4 | 8.40 | 1.19120 | 1.18875 | 1.19520 | ||
| 13 | 2009.01.05 22:15 | s/l | 4 | 8.40 | 1.18875 | 1.18875 | 1.19520 | -1732.51 | 8186.72 |
| 14 | 2009.01.05 22:20 | delete | 5 | 42.00 | 1.18720 | 1.19520 | 1.18320 | ||
| 15 | 2009.01.05 22:20 | buy stop | 6 | 8.40 | 1.19120 | 1.18320 | 1.19520 | ||
| 16 | 2009.01.05 23:15 | buy | 6 | 8.40 | 1.19120 | 1.18320 | 1.19520 | ||
| 17 | 2009.01.05 23:15 | modify | 6 | 8.40 | 1.19120 | 1.18791 | 1.19520 | ||
| 18 | 2009.01.05 23:15 | sell stop | 7 | 42.00 | 1.18720 | 1.19520 | 1.18320 | ||
| 19 | 2009.01.05 23:20 | modify | 6 | 8.40 | 1.19120 | 1.18870 | 1.19520 | ||
| 20 | 2009.01.05 23:32 | modify | 6 | 8.40 | 1.19120 | 1.18909 | 1.19520 | ||
| 21 | 2009.01.05 23:37 | modify | 6 | 8.40 | 1.19120 | 1.18923 | 1.19520 | ||
| 22 | 2009.01.06 00:20 | s/l | 6 | 8.40 | 1.18923 | 1.18923 | 1.19520 | -1396.34 | 6790.38 |
| 23 | 2009.01.06 05:50 | s/l | 1 | 0.10 | 1.19520 | 1.19520 | 1.18320 | -66.99 | 6723.39 |
| 24 | 2009.01.06 05:50 | s/l | 3 | 2.00 | 1.19520 | 1.19520 | 1.18320 | -1339.73 | 5383.66 |
| 25 | 2009.01.06 05:50 | delete | 7 | 42.00 | 1.18720 | 1.19520 | 1.18320 | ||
| 26 | 2009.01.06 10:00 | sell | 8 | 0.10 | 1.19705 | 1.20505 | 1.19305 | ||
| 27 | 2009.01.06 10:03 | buy stop | 9 | 0.40 | 1.20105 | 1.19305 | 1.20505 | ||
| 28 | 2009.01.06 10:16 | t/p | 8 | 0.10 | 1.19305 | 1.20505 | 1.19305 | 33.54 | 5417.20 |
| 29 | 2009.01.06 10:16 | delete | 9 | 0.40 | 1.20105 | 1.19305 | 1.20505 | ||
| 30 | 2009.01.06 10:20 | sell | 10 | 0.10 | 1.19300 | 1.20100 | 1.18900 | ||
| 31 | 2009.01.06 10:23 | buy stop | 11 | 0.40 | 1.19700 | 1.18900 | 1.20100 | ||
| 32 | 2009.01.06 11:10 | t/p | 10 | 0.10 | 1.18900 | 1.20100 | 1.18900 | 33.65 | 5450.85 |
| 33 | 2009.01.06 11:10 | delete | 11 | 0.40 | 1.19700 | 1.18900 | 1.20100 | ||
| 34 | 2009.01.06 11:12 | sell | 12 | 0.10 | 1.18858 | 1.19658 | 1.18458 | ||
| 35 | 2009.01.06 11:15 | buy stop | 13 | 0.40 | 1.19258 | 1.18458 | 1.19658 | ||
| 36 | 2009.01.06 11:50 | buy | 13 | 0.40 | 1.19258 | 1.18458 | 1.19658 | ||
| 37 | 2009.01.06 11:50 | modify | 13 | 0.40 | 1.19258 | 1.18970 | 1.19658 | ||
| 38 | 2009.01.06 11:50 | sell stop | 14 | 2.00 | 1.18858 | 1.19658 | 1.18458 | ||
| 39 | 2009.01.06 12:10 | s/l | 13 | 0.40 | 1.18970 | 1.18970 | 1.19658 | -96.85 | 5354.00 |
| 40 | 2009.01.06 12:16 | sell | 14 | 2.00 | 1.18858 | 1.19658 | 1.18458 | ||
| 41 | 2009.01.06 12:16 | buy stop | 15 | 8.40 | 1.19258 | 1.18458 | 1.19658 | ||
| 42 | 2009.01.06 12:37 | buy | 15 | 8.40 | 1.19258 | 1.18458 | 1.19658 | ||
| 43 | 2009.01.06 12:37 | modify | 15 | 8.40 | 1.19258 | 1.18930 | 1.19658 | ||
| 44 | 2009.01.06 12:37 | sell stop | 16 | 42.00 | 1.18858 | 1.19658 | 1.18458 | ||
| 45 | 2009.01.06 12:50 | s/l | 15 | 8.40 | 1.18930 | 1.18930 | 1.19658 | -2317.93 | 3036.07 |
| 46 | 2009.01.06 13:10 | delete | 16 | 42.00 | 1.18858 | 1.19658 | 1.18458 | ||
| 47 | 2009.01.06 13:10 | buy stop | 17 | 8.40 | 1.19258 | 1.18458 | 1.19658 | ||
| 48 | 2009.01.06 14:45 | t/p | 12 | 0.10 | 1.18458 | 1.19658 | 1.18458 | 33.78 | 3069.85 |
| 49 | 2009.01.06 14:45 | t/p | 14 | 2.00 | 1.18458 | 1.19658 | 1.18458 | 675.53 | 3745.38 |
| 50 | 2009.01.06 14:45 | delete | 17 | 8.40 | 1.19258 | 1.18458 | 1.19658 | ||
| 51 | 2009.01.06 14:47 | sell | 18 | 0.10 | 1.18422 | 1.19222 | 1.18022 | ||
| 52 | 2009.01.06 14:50 | buy stop | 19 | 0.40 | 1.18822 | 1.18022 | 1.19222 | ||
| 53 | 2009.01.06 15:20 | t/p | 18 | 0.10 | 1.18022 | 1.19222 | 1.18022 | 33.91 | 3779.29 |
| 54 | 2009.01.06 15:20 | delete | 19 | 0.40 | 1.18822 | 1.18022 | 1.19222 | ||
| 55 | 2009.01.06 15:22 | sell | 20 | 0.10 | 1.18002 | 1.18802 | 1.17602 | ||
| 56 | 2009.01.06 15:25 | buy stop | 21 | 0.40 | 1.18402 | 1.17602 | 1.18802 | ||
| 57 | 2009.01.06 16:32 | buy | 21 | 0.40 | 1.18402 | 1.17602 | 1.18802 | ||
| 58 | 2009.01.06 16:32 | modify | 21 | 0.40 | 1.18402 | 1.18132 | 1.18802 | ||
| 59 | 2009.01.06 16:32 | sell stop | 22 | 2.00 | 1.18002 | 1.18802 | 1.17602 | ||
| 60 | 2009.01.06 16:37 | modify | 21 | 0.40 | 1.18402 | 1.18195 | 1.18802 | ||
| 61 | 2009.01.06 16:45 | s/l | 21 | 0.40 | 1.18195 | 1.18195 | 1.18802 | -70.13 | 3709.16 |
| 62 | 2009.01.06 16:50 | sell | 22 | 2.00 | 1.18002 | 1.18802 | 1.17602 | ||
| 63 | 2009.01.06 16:50 | buy stop | 23 | 8.40 | 1.18402 | 1.17602 | 1.18802 | ||
| 64 | 2009.01.06 17:15 | buy | 23 | 8.40 | 1.18402 | 1.17602 | 1.18802 | ||
| 65 | 2009.01.06 17:15 | modify | 23 | 8.40 | 1.18402 | 1.18142 | 1.18802 | ||
| 66 | 2009.01.06 17:15 | sell stop | 24 | 42.00 | 1.18002 | 1.18802 | 1.17602 | ||
| 67 | 2009.01.06 17:20 | modify | 23 | 8.40 | 1.18402 | 1.18360 | 1.18802 | ||
| 68 | 2009.01.06 17:45 | s/l | 23 | 8.40 | 1.18360 | 1.18360 | 1.18802 | -298.17 | 3410.99 |
| 69 | 2009.01.06 18:50 | delete | 24 | 42.00 | 1.18002 | 1.18802 | 1.17602 | ||
| 70 | 2009.01.06 18:50 | buy stop | 25 | 8.40 | 1.18402 | 1.17602 | 1.18802 | ||
| 71 | 2009.01.06 19:20 | buy | 25 | 8.40 | 1.18402 | 1.17602 | 1.18802 | ||
| 72 | 2009.01.06 19:20 | modify | 25 | 8.40 | 1.18402 | 1.18140 | 1.18802 | ||
| 73 | 2009.01.06 19:20 | sell stop | 26 | 42.00 | 1.18002 | 1.18802 | 1.17602 | ||
| 74 | 2009.01.06 20:16 | s/l | 25 | 8.40 | 1.18140 | 1.18140 | 1.18802 | -1863.98 | 1547.01 |
| 75 | 2009.01.06 20:59 | delete | 26 | 42.00 | 1.18002 | 1.18802 | 1.17602 | ||
| 76 | 2009.01.06 20:59 | buy stop | 27 | 8.40 | 1.18402 | 1.17602 | 1.18802 | ||
| 77 | 2009.01.06 21:37 | delete | 27 | 8.40 | 1.18402 | 1.17602 | 1.18802 | ||
| 78 | 2009.01.06 21:40 | buy stop | 28 | 8.40 | 1.18402 | 1.17602 | 1.18802 | ||
| 79 | 2009.01.06 22:15 | delete | 28 | 8.40 | 1.18402 | 1.17602 | 1.18802 | ||
| 80 | 2009.01.06 23:02 | buy stop | 29 | 8.40 | 1.18402 | 1.17602 | 1.18802 | ||
| 81 | 2009.01.06 23:15 | delete | 29 | 8.40 | 1.18402 | 1.17602 | 1.18802 | ||
| 82 | 2009.01.07 16:10 | s/l | 20 | 0.10 | 1.18802 | 1.18802 | 1.17602 | -67.39 | 1479.62 |
| 83 | 2009.01.07 16:10 | s/l | 22 | 2.00 | 1.18802 | 1.18802 | 1.17602 | -1347.82 | 131.81 |
| 84 | 2009.01.07 16:10 | buy | 30 | 0.10 | 1.18814 | 1.18014 | 1.19214 | ||
| 85 | 2009.01.07 16:15 | modify | 30 | 0.10 | 1.18814 | 1.18733 | 1.19214 | ||
| 86 | 2009.01.07 16:15 | sell stop | 31 | 0.40 | 1.18414 | 1.19214 | 1.18014 | ||
| 87 | 2009.01.07 16:20 | t/p | 30 | 0.10 | 1.19214 | 1.18733 | 1.19214 | 33.53 | 165.34 |
| 88 | 2009.01.07 16:20 | delete | 31 | 0.40 | 1.18414 | 1.19214 | 1.18014 | ||
| 89 | 2009.01.07 16:22 | buy | 32 | 0.10 | 1.19178 | 1.18378 | 1.19578 | ||
| 90 | 2009.01.07 16:25 | modify | 32 | 0.10 | 1.19178 | 1.18915 | 1.19578 | ||
| 91 | 2009.01.07 16:25 | sell stop | 33 | 0.40 | 1.18778 | 1.19578 | 1.18378 | ||
| 92 | 2009.01.07 16:27 | modify | 32 | 0.10 | 1.19178 | 1.18941 | 1.19578 | ||
| 93 | 2009.01.07 16:30 | modify | 32 | 0.10 | 1.19178 | 1.18961 | 1.19578 | ||
| 94 | 2009.01.07 16:32 | modify | 32 | 0.10 | 1.19178 | 1.19090 | 1.19578 | ||
| 95 | 2009.01.07 16:37 | modify | 32 | 0.10 | 1.19178 | 1.19151 | 1.19578 | ||
| 96 | 2009.01.07 16:45 | s/l | 32 | 0.10 | 1.19151 | 1.19151 | 1.19578 | -2.27 | 163.07 |
| 97 | 2009.01.07 16:45 | delete | 33 | 0.40 | 1.18778 | 1.19578 | 1.18378 | ||
| 98 | 2009.01.07 16:47 | buy | 34 | 0.10 | 1.19136 | 1.18336 | 1.19536 | ||
| 99 | 2009.01.07 16:50 | modify | 34 | 0.10 | 1.19136 | 1.18475 | 1.19536 | ||
| 100 | 2009.01.07 16:52 | modify | 34 | 0.10 | 1.19136 | 1.18598 | 1.19536 | ||
| 101 | 2009.01.07 16:52 | sell stop | 35 | 0.40 | 1.18736 | 1.19536 | 1.18336 | ||
| 102 | 2009.01.07 16:57 | modify | 34 | 0.10 | 1.19136 | 1.18721 | 1.19536 | ||
| 103 | 2009.01.07 17:07 | modify | 34 | 0.10 | 1.19136 | 1.18736 | 1.19536 | ||
| 104 | 2009.01.07 17:10 | s/l | 34 | 0.10 | 1.18736 | 1.18736 | 1.19536 | -33.69 | 129.38 |
| 105 | 2009.01.07 17:10 | sell | 35 | 0.40 | 1.18736 | 1.19536 | 1.18336 | ||
| 106 | 2009.01.07 17:15 | buy stop | 36 | 1.60 | 1.19136 | 1.18336 | 1.19536 | ||
| 107 | 2009.01.07 17:20 | t/p | 35 | 0.40 | 1.18336 | 1.19536 | 1.18336 | 135.36 | 264.74 |
| 108 | 2009.01.07 17:20 | delete | 36 | 1.60 | 1.19136 | 1.18336 | 1.19536 | ||
| 109 | 2009.01.07 17:22 | sell | 37 | 0.10 | 1.18309 | 1.19109 | 1.17909 | ||
| 110 | 2009.01.07 17:25 | buy stop | 38 | 0.40 | 1.18709 | 1.17909 | 1.19109 | ||
| 111 | 2009.01.07 17:27 | buy | 38 | 0.40 | 1.18709 | 1.17909 | 1.19109 | ||
| 112 | 2009.01.07 17:27 | modify | 38 | 0.40 | 1.18709 | 1.18505 | 1.19109 | ||
| 113 | 2009.01.07 17:27 | sell stop | 39 | 2.00 | 1.18309 | 1.19109 | 1.17909 | ||
| 114 | 2009.01.07 17:32 | modify | 38 | 0.40 | 1.18709 | 1.18703 | 1.19109 | ||
| 115 | 2009.01.07 17:37 | s/l | 37 | 0.10 | 1.19109 | 1.19109 | 1.17909 | -67.16 | 197.58 |
| 116 | 2009.01.07 17:37 | modify | 38 | 0.40 | 1.18709 | 1.18765 | 1.19109 | ||
| 117 | 2009.01.07 17:45 | s/l | 38 | 0.40 | 1.18765 | 1.18765 | 1.19109 | 18.88 | 216.46 |
| 118 | 2009.01.07 17:45 | delete | 39 | 2.00 | 1.18309 | 1.19109 | 1.17909 | ||
| 119 | 2009.01.07 17:47 | sell | 40 | 0.10 | 1.18694 | 1.19494 | 1.18294 | ||
| 120 | 2009.01.07 17:50 | buy stop | 41 | 0.40 | 1.19094 | 1.18294 | 1.19494 | ||
| 121 | 2009.01.07 19:40 | buy | 41 | 0.40 | 1.19094 | 1.18294 | 1.19494 | ||
| 122 | 2009.01.07 20:03 | modify | 41 | 0.40 | 1.19094 | 1.19008 | 1.19494 | ||
| 123 | 2009.01.07 20:03 | sell stop | 42 | 2.00 | 1.18694 | 1.19494 | 1.18294 | ||
| 124 | 2009.01.07 20:10 | modify | 41 | 0.40 | 1.19094 | 1.19139 | 1.19494 | ||
| 125 | 2009.01.07 20:16 | s/l | 40 | 0.10 | 1.19494 | 1.19494 | 1.18294 | -66.87 | 149.59 |
| 126 | 2009.01.07 20:16 | t/p | 41 | 0.40 | 1.19494 | 1.19139 | 1.19494 | 133.82 | 283.41 |
| 127 | 2009.01.07 20:16 | delete | 42 | 2.00 | 1.18694 | 1.19494 | 1.18294 | ||
| 128 | 2009.01.07 20:20 | buy | 43 | 0.10 | 1.19537 | 1.18737 | 1.19937 | ||
| 129 | 2009.01.07 20:23 | modify | 43 | 0.10 | 1.19537 | 1.19226 | 1.19937 | ||
| 130 | 2009.01.07 20:23 | sell stop | 44 | 0.40 | 1.19137 | 1.19937 | 1.18737 | ||
| 131 | 2009.01.07 20:40 | modify | 43 | 0.10 | 1.19537 | 1.19312 | 1.19937 | ||
| 132 | 2009.01.07 20:45 | modify | 43 | 0.10 | 1.19537 | 1.19451 | 1.19937 | ||
| 133 | 2009.01.07 20:50 | modify | 43 | 0.10 | 1.19537 | 1.19590 | 1.19937 | ||
| 134 | 2009.01.07 21:07 | s/l | 43 | 0.10 | 1.19590 | 1.19590 | 1.19937 | 4.43 | 287.84 |
| 135 | 2009.01.07 21:07 | delete | 44 | 0.40 | 1.19137 | 1.19937 | 1.18737 | ||
| 136 | 2009.01.07 21:10 | buy | 45 | 0.10 | 1.19819 | 1.19019 | 1.20219 | ||
| 137 | 2009.01.07 21:12 | modify | 45 | 0.10 | 1.19819 | 1.19426 | 1.20219 | ||
| 138 | 2009.01.07 21:12 | sell stop | 46 | 0.40 | 1.19419 | 1.20219 | 1.19019 | ||
| 139 | 2009.01.07 21:15 | modify | 45 | 0.10 | 1.19819 | 1.19583 | 1.20219 | ||
| 140 | 2009.01.07 21:20 | modify | 45 | 0.10 | 1.19819 | 1.19700 | 1.20219 | ||
| 141 | 2009.01.07 21:35 | s/l | 45 | 0.10 | 1.19700 | 1.19700 | 1.20219 | -9.94 | 277.90 |
| 142 | 2009.01.07 21:35 | delete | 46 | 0.40 | 1.19419 | 1.20219 | 1.19019 | ||
| 143 | 2009.01.07 21:37 | buy | 47 | 0.10 | 1.19794 | 1.18994 | 1.20194 | ||
| 144 | 2009.01.07 21:40 | modify | 47 | 0.10 | 1.19794 | 1.19342 | 1.20194 | ||
| 145 | 2009.01.07 21:40 | sell stop | 48 | 0.40 | 1.19394 | 1.20194 | 1.18994 | ||
| 146 | 2009.01.07 21:42 | modify | 47 | 0.10 | 1.19794 | 1.19366 | 1.20194 | ||
| 147 | 2009.01.07 22:15 | s/l | 47 | 0.10 | 1.19366 | 1.19366 | 1.20194 | -35.88 | 242.02 |
| 148 | 2009.01.07 22:15 | sell | 48 | 0.40 | 1.19394 | 1.20194 | 1.18994 | ||
| 149 | 2009.01.07 22:15 | buy stop | 49 | 1.60 | 1.19794 | 1.18994 | 1.20194 | ||
| 150 | 2009.01.08 01:45 | delete | 49 | 1.60 | 1.19794 | 1.18994 | 1.20194 | ||
| 151 | 2009.01.08 06:02 | buy stop | 50 | 1.60 | 1.19794 | 1.18994 | 1.20194 | ||
| 152 | 2009.01.08 08:40 | delete | 50 | 1.60 | 1.19794 | 1.18994 | 1.20194 | ||
| 153 | 2009.01.08 08:45 | close at stop | 48 | 0.40 | 1.20150 | 1.20194 | 1.18994 | -252.40 | -10.38 |