Strategy Tester Report
VolumeWatcher
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=0.1; MAGIC=55; | ||||
Bars in test | 6211 | Ticks modelled | 152607 | Modelling quality | n/a |
Mismatched charts errors | 70 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -1416.02 | Gross profit | 141.89 | Gross loss | -1557.92 |
Profit factor | 0.09 | Expected payoff | -38.27 | ||
Absolute drawdown | 1702.58 | Maximal drawdown | 1847.12 (18.21%) | Relative drawdown | 18.21% (1847.12) |
Total trades | 37 | Short positions (won %) | 17 (100.00%) | Long positions (won %) | 20 (95.00%) |
Profit trades (% of total) | 36 (97.30%) | Loss trades (% of total) | 1 (2.70%) | ||
Largest | profit trade | 4.22 | loss trade | -1557.92 | |
Average | profit trade | 3.94 | loss trade | -1557.92 | |
Maximum | consecutive wins (profit in money) | 36 (141.89) | consecutive losses (loss in money) | 1 (-1557.92) | |
Maximal | consecutive profit (count of wins) | 141.89 (36) | consecutive loss (count of losses) | -1557.92 (1) | |
Average | consecutive wins | 36 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.01.09 04:00 | buy | 1 | 0.10 | 1.18437 | 0.00000 | 1.18487 | ||
2 | 2009.01.09 04:15 | t/p | 1 | 0.10 | 1.18487 | 0.00000 | 1.18487 | 4.22 | 10004.22 |
3 | 2009.01.13 09:17 | sell | 2 | 0.10 | 1.22100 | 0.00000 | 1.22050 | ||
4 | 2009.01.13 09:20 | t/p | 2 | 0.10 | 1.22050 | 0.00000 | 1.22050 | 4.10 | 10008.32 |
5 | 2009.01.15 18:15 | sell | 3 | 0.10 | 1.26198 | 0.00000 | 1.26148 | ||
6 | 2009.01.15 18:50 | t/p | 3 | 0.10 | 1.26148 | 0.00000 | 1.26148 | 3.97 | 10012.29 |
7 | 2009.01.16 09:22 | buy | 4 | 0.10 | 1.24611 | 0.00000 | 1.24661 | ||
8 | 2009.01.16 09:50 | t/p | 4 | 0.10 | 1.24661 | 0.00000 | 1.24661 | 4.01 | 10016.30 |
9 | 2009.01.16 13:27 | buy | 5 | 0.10 | 1.23715 | 0.00000 | 1.23765 | ||
10 | 2009.01.16 13:45 | t/p | 5 | 0.10 | 1.23765 | 0.00000 | 1.23765 | 4.04 | 10020.34 |
11 | 2009.01.21 08:00 | sell | 6 | 0.10 | 1.26590 | 0.00000 | 1.26540 | ||
12 | 2009.01.21 09:50 | t/p | 6 | 0.10 | 1.26540 | 0.00000 | 1.26540 | 3.95 | 10024.29 |
13 | 2009.01.21 12:26 | buy | 7 | 0.10 | 1.26296 | 0.00000 | 1.26346 | ||
14 | 2009.01.21 12:33 | t/p | 7 | 0.10 | 1.26346 | 0.00000 | 1.26346 | 3.96 | 10028.25 |
15 | 2009.01.22 08:47 | buy | 8 | 0.10 | 1.26165 | 0.00000 | 1.26215 | ||
16 | 2009.01.22 14:10 | t/p | 8 | 0.10 | 1.26215 | 0.00000 | 1.26215 | 3.96 | 10032.21 |
17 | 2009.01.23 08:00 | buy | 9 | 0.10 | 1.25619 | 0.00000 | 1.25669 | ||
18 | 2009.01.23 08:20 | t/p | 9 | 0.10 | 1.25669 | 0.00000 | 1.25669 | 3.98 | 10036.19 |
19 | 2009.01.23 12:22 | sell | 10 | 0.10 | 1.25965 | 0.00000 | 1.25915 | ||
20 | 2009.01.23 13:50 | t/p | 10 | 0.10 | 1.25915 | 0.00000 | 1.25915 | 3.98 | 10040.17 |
21 | 2009.01.26 04:00 | buy | 11 | 0.10 | 1.23624 | 0.00000 | 1.23674 | ||
22 | 2009.01.26 07:32 | t/p | 11 | 0.10 | 1.23674 | 0.00000 | 1.23674 | 4.04 | 10044.21 |
23 | 2009.01.26 08:15 | buy | 12 | 0.10 | 1.23765 | 0.00000 | 1.23815 | ||
24 | 2009.01.30 13:33 | t/p | 12 | 0.10 | 1.23815 | 0.00000 | 1.23815 | 3.49 | 10047.70 |
25 | 2009.02.02 08:32 | buy | 13 | 0.10 | 1.23524 | 0.00000 | 1.23574 | ||
26 | 2009.02.02 10:15 | t/p | 13 | 0.10 | 1.23574 | 0.00000 | 1.23574 | 4.05 | 10051.75 |
27 | 2009.02.02 15:20 | sell | 14 | 0.10 | 1.24190 | 0.00000 | 1.24140 | ||
28 | 2009.02.02 15:37 | t/p | 14 | 0.10 | 1.24140 | 0.00000 | 1.24140 | 4.03 | 10055.78 |
29 | 2009.02.06 14:32 | sell | 15 | 0.10 | 1.24793 | 0.00000 | 1.24743 | ||
30 | 2009.02.06 15:20 | t/p | 15 | 0.10 | 1.24743 | 0.00000 | 1.24743 | 4.02 | 10059.80 |
31 | 2009.02.09 08:42 | buy | 16 | 0.10 | 1.22636 | 0.00000 | 1.22686 | ||
32 | 2009.02.09 08:50 | t/p | 16 | 0.10 | 1.22686 | 0.00000 | 1.22686 | 4.07 | 10063.87 |
33 | 2009.02.11 05:00 | sell | 17 | 0.10 | 1.24370 | 0.00000 | 1.24320 | ||
34 | 2009.02.11 06:15 | t/p | 17 | 0.10 | 1.24320 | 0.00000 | 1.24320 | 4.02 | 10067.89 |
35 | 2009.02.11 08:02 | sell | 18 | 0.10 | 1.24374 | 0.00000 | 1.24324 | ||
36 | 2009.02.11 08:15 | t/p | 18 | 0.10 | 1.24324 | 0.00000 | 1.24324 | 4.02 | 10071.91 |
37 | 2009.02.13 11:00 | buy | 19 | 0.10 | 1.23119 | 0.00000 | 1.23169 | ||
38 | 2009.02.13 11:15 | t/p | 19 | 0.10 | 1.23169 | 0.00000 | 1.23169 | 4.05 | 10075.96 |
39 | 2009.02.17 15:32 | sell | 20 | 0.10 | 1.26299 | 0.00000 | 1.26249 | ||
40 | 2009.02.17 16:59 | t/p | 20 | 0.10 | 1.26249 | 0.00000 | 1.26249 | 3.96 | 10079.92 |
41 | 2009.02.19 14:20 | buy | 21 | 0.10 | 1.25149 | 0.00000 | 1.25199 | ||
42 | 2009.02.19 16:10 | t/p | 21 | 0.10 | 1.25199 | 0.00000 | 1.25199 | 3.99 | 10083.91 |
43 | 2009.02.20 04:00 | sell | 22 | 0.10 | 1.25853 | 0.00000 | 1.25803 | ||
44 | 2009.02.20 11:02 | t/p | 22 | 0.10 | 1.25803 | 0.00000 | 1.25803 | 3.97 | 10087.88 |
45 | 2009.02.26 07:00 | buy | 23 | 0.10 | 1.25641 | 0.00000 | 1.25691 | ||
46 | 2009.02.26 07:45 | t/p | 23 | 0.10 | 1.25691 | 0.00000 | 1.25691 | 3.98 | 10091.86 |
47 | 2009.02.26 13:00 | buy | 24 | 0.10 | 1.25311 | 0.00000 | 1.25361 | ||
48 | 2009.02.26 23:02 | t/p | 24 | 0.10 | 1.25361 | 0.00000 | 1.25361 | 3.99 | 10095.85 |
49 | 2009.02.27 05:00 | sell | 25 | 0.10 | 1.25501 | 0.00000 | 1.25451 | ||
50 | 2009.02.27 05:20 | t/p | 25 | 0.10 | 1.25451 | 0.00000 | 1.25451 | 3.98 | 10099.83 |
51 | 2009.02.27 08:32 | sell | 26 | 0.10 | 1.25320 | 0.00000 | 1.25270 | ||
52 | 2009.03.18 19:50 | t/p | 26 | 0.10 | 1.25270 | 0.00000 | 1.25270 | 3.37 | 10103.19 |
53 | 2009.03.19 10:05 | buy | 27 | 0.10 | 1.24486 | 0.00000 | 1.24536 | ||
54 | 2009.03.30 06:20 | t/p | 27 | 0.10 | 1.24536 | 0.00000 | 1.24536 | 3.18 | 10106.37 |
55 | 2009.03.31 04:00 | sell | 28 | 0.10 | 1.25695 | 0.00000 | 1.25645 | ||
56 | 2009.03.31 04:20 | t/p | 28 | 0.10 | 1.25645 | 0.00000 | 1.25645 | 3.98 | 10110.35 |
57 | 2009.03.31 12:00 | buy | 29 | 0.10 | 1.25421 | 0.00000 | 1.25471 | ||
58 | 2009.03.31 13:50 | t/p | 29 | 0.10 | 1.25471 | 0.00000 | 1.25471 | 3.98 | 10114.33 |
59 | 2009.04.01 07:33 | sell | 30 | 0.10 | 1.26842 | 0.00000 | 1.26792 | ||
60 | 2009.04.01 08:50 | t/p | 30 | 0.10 | 1.26792 | 0.00000 | 1.26792 | 3.95 | 10118.28 |
61 | 2009.04.02 11:12 | buy | 31 | 0.10 | 1.25509 | 0.00000 | 1.25559 | ||
62 | 2009.04.02 11:45 | t/p | 31 | 0.10 | 1.25559 | 0.00000 | 1.25559 | 3.98 | 10122.26 |
63 | 2009.04.02 16:27 | buy | 32 | 0.10 | 1.24704 | 0.00000 | 1.24754 | ||
64 | 2009.04.07 12:20 | t/p | 32 | 0.10 | 1.24754 | 0.00000 | 1.24754 | 3.72 | 10125.98 |
65 | 2009.04.07 13:00 | sell | 33 | 0.10 | 1.24770 | 0.00000 | 1.24720 | ||
66 | 2009.04.07 13:45 | t/p | 33 | 0.10 | 1.24720 | 0.00000 | 1.24720 | 4.01 | 10129.99 |
67 | 2009.04.08 08:00 | sell | 34 | 0.10 | 1.24410 | 0.00000 | 1.24360 | ||
68 | 2009.04.08 08:50 | t/p | 34 | 0.10 | 1.24360 | 0.00000 | 1.24360 | 4.03 | 10134.02 |
69 | 2009.04.14 06:00 | buy | 35 | 0.10 | 1.22225 | 0.00000 | 1.22275 | ||
70 | 2009.04.14 08:20 | t/p | 35 | 0.10 | 1.22275 | 0.00000 | 1.22275 | 4.09 | 10138.11 |
71 | 2009.04.17 12:50 | sell | 36 | 0.10 | 1.20807 | 0.00000 | 1.20757 | ||
72 | 2009.04.29 10:50 | t/p | 36 | 0.10 | 1.20757 | 0.00000 | 1.20757 | 3.78 | 10141.89 |
73 | 2009.04.29 12:50 | buy | 37 | 0.10 | 1.20708 | 0.00000 | 1.20758 | ||
74 | 2009.12.31 18:57 | close at stop | 37 | 0.10 | 1.04645 | 0.00000 | 1.20758 | -1557.92 | 8583.98 |