Strategy Tester Report
SupportResistTrader[MODIFIED]
AlpariUK-Demo (Build 226)
| 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 | numBars=55; maPeriod=500; Lots=1; TrailingStop=50; | ||||
| Bars in test | 6211 | Ticks modelled | 152607 | Modelling quality | n/a |
| Mismatched charts errors | 70 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -9975.57 | Gross profit | 2682.67 | Gross loss | -12658.24 |
| Profit factor | 0.21 | Expected payoff | -302.29 | ||
| Absolute drawdown | 9975.57 | Maximal drawdown | 12696.48 (99.81%) | Relative drawdown | 99.81% (12696.48) |
| Total trades | 33 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 33 (96.97%) |
| Profit trades (% of total) | 32 (96.97%) | Loss trades (% of total) | 1 (3.03%) | ||
| Largest | profit trade | 253.95 | loss trade | -12658.24 | |
| Average | profit trade | 83.83 | loss trade | -12658.24 | |
| Maximum | consecutive wins (profit in money) | 32 (2682.67) | consecutive losses (loss in money) | 1 (-12658.24) | |
| Maximal | consecutive profit (count of wins) | 2682.67 (32) | consecutive loss (count of losses) | -12658.24 (1) | |
| Average | consecutive wins | 32 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.01.12 19:00 | buy | 1 | 1.00 | 1.21350 | 0.00000 | 0.00000 | ||
| 2 | 2009.01.12 19:15 | modify | 1 | 1.00 | 1.21350 | 1.21379 | 0.00000 | ||
| 3 | 2009.01.12 19:17 | s/l | 1 | 1.00 | 1.21379 | 1.21379 | 0.00000 | 23.89 | 10023.89 |
| 4 | 2009.01.12 19:17 | buy | 2 | 1.00 | 1.21608 | 0.00000 | 0.00000 | ||
| 5 | 2009.01.12 20:50 | modify | 2 | 1.00 | 1.21608 | 1.21659 | 0.00000 | ||
| 6 | 2009.01.12 20:52 | s/l | 2 | 1.00 | 1.21659 | 1.21659 | 0.00000 | 41.93 | 10065.82 |
| 7 | 2009.01.12 20:52 | buy | 3 | 1.00 | 1.21877 | 0.00000 | 0.00000 | ||
| 8 | 2009.01.12 22:50 | modify | 3 | 1.00 | 1.21877 | 1.21925 | 0.00000 | ||
| 9 | 2009.01.12 22:52 | s/l | 3 | 1.00 | 1.21925 | 1.21925 | 0.00000 | 39.38 | 10105.20 |
| 10 | 2009.01.12 22:52 | buy | 4 | 1.00 | 1.22118 | 0.00000 | 0.00000 | ||
| 11 | 2009.01.13 08:15 | modify | 4 | 1.00 | 1.22118 | 1.22160 | 0.00000 | ||
| 12 | 2009.01.13 08:20 | modify | 4 | 1.00 | 1.22118 | 1.22215 | 0.00000 | ||
| 13 | 2009.01.13 08:27 | s/l | 4 | 1.00 | 1.22215 | 1.22215 | 0.00000 | 78.96 | 10184.16 |
| 14 | 2009.01.13 08:27 | buy | 5 | 1.00 | 1.22423 | 0.00000 | 0.00000 | ||
| 15 | 2009.01.13 13:33 | modify | 5 | 1.00 | 1.22423 | 1.22633 | 0.00000 | ||
| 16 | 2009.01.13 13:36 | s/l | 5 | 1.00 | 1.22633 | 1.22633 | 0.00000 | 171.26 | 10355.42 |
| 17 | 2009.01.13 13:36 | buy | 6 | 1.00 | 1.22852 | 0.00000 | 0.00000 | ||
| 18 | 2009.01.13 13:46 | modify | 6 | 1.00 | 1.22852 | 1.23009 | 0.00000 | ||
| 19 | 2009.01.13 13:50 | s/l | 6 | 1.00 | 1.23009 | 1.23009 | 0.00000 | 127.71 | 10483.13 |
| 20 | 2009.01.13 13:50 | buy | 7 | 1.00 | 1.23165 | 0.00000 | 0.00000 | ||
| 21 | 2009.01.13 20:02 | modify | 7 | 1.00 | 1.23165 | 1.23306 | 0.00000 | ||
| 22 | 2009.01.13 20:05 | s/l | 7 | 1.00 | 1.23306 | 1.23306 | 0.00000 | 114.36 | 10597.49 |
| 23 | 2009.01.13 20:05 | buy | 8 | 1.00 | 1.23528 | 0.00000 | 0.00000 | ||
| 24 | 2009.01.14 15:59 | modify | 8 | 1.00 | 1.23528 | 1.23575 | 0.00000 | ||
| 25 | 2009.01.14 16:00 | modify | 8 | 1.00 | 1.23528 | 1.23578 | 0.00000 | ||
| 26 | 2009.01.14 16:02 | s/l | 8 | 1.00 | 1.23578 | 1.23578 | 0.00000 | 40.08 | 10637.57 |
| 27 | 2009.01.14 16:02 | buy | 9 | 1.00 | 1.23701 | 0.00000 | 0.00000 | ||
| 28 | 2009.01.14 16:15 | modify | 9 | 1.00 | 1.23701 | 1.23731 | 0.00000 | ||
| 29 | 2009.01.14 16:20 | modify | 9 | 1.00 | 1.23701 | 1.23865 | 0.00000 | ||
| 30 | 2009.01.14 16:22 | s/l | 9 | 1.00 | 1.23865 | 1.23865 | 0.00000 | 132.45 | 10770.02 |
| 31 | 2009.01.14 16:22 | buy | 10 | 1.00 | 1.24057 | 0.00000 | 0.00000 | ||
| 32 | 2009.01.14 16:45 | modify | 10 | 1.00 | 1.24057 | 1.24134 | 0.00000 | ||
| 33 | 2009.01.14 16:47 | s/l | 10 | 1.00 | 1.24134 | 1.24134 | 0.00000 | 62.04 | 10832.06 |
| 34 | 2009.01.14 16:47 | buy | 11 | 1.00 | 1.24350 | 0.00000 | 0.00000 | ||
| 35 | 2009.01.14 18:16 | modify | 11 | 1.00 | 1.24350 | 1.24465 | 0.00000 | ||
| 36 | 2009.01.14 18:20 | s/l | 11 | 1.00 | 1.24465 | 1.24465 | 0.00000 | 92.46 | 10924.52 |
| 37 | 2009.01.14 18:20 | buy | 12 | 1.00 | 1.24602 | 0.00000 | 0.00000 | ||
| 38 | 2009.01.14 19:45 | modify | 12 | 1.00 | 1.24602 | 1.24722 | 0.00000 | ||
| 39 | 2009.01.14 19:50 | modify | 12 | 1.00 | 1.24602 | 1.24855 | 0.00000 | ||
| 40 | 2009.01.14 19:52 | s/l | 12 | 1.00 | 1.24855 | 1.24855 | 0.00000 | 202.70 | 11127.22 |
| 41 | 2009.01.14 19:52 | buy | 13 | 1.00 | 1.25047 | 0.00000 | 0.00000 | ||
| 42 | 2009.01.15 14:20 | modify | 13 | 1.00 | 1.25047 | 1.25159 | 0.00000 | ||
| 43 | 2009.01.15 14:22 | s/l | 13 | 1.00 | 1.25159 | 1.25159 | 0.00000 | 88.26 | 11215.48 |
| 44 | 2009.01.15 14:22 | buy | 14 | 1.00 | 1.25342 | 0.00000 | 0.00000 | ||
| 45 | 2009.01.15 15:50 | modify | 14 | 1.00 | 1.25342 | 1.25456 | 0.00000 | ||
| 46 | 2009.01.15 15:52 | s/l | 14 | 1.00 | 1.25456 | 1.25456 | 0.00000 | 90.94 | 11306.42 |
| 47 | 2009.01.15 15:52 | buy | 15 | 1.00 | 1.25589 | 0.00000 | 0.00000 | ||
| 48 | 2009.01.15 16:15 | modify | 15 | 1.00 | 1.25589 | 1.25756 | 0.00000 | ||
| 49 | 2009.01.15 16:17 | s/l | 15 | 1.00 | 1.25756 | 1.25756 | 0.00000 | 132.82 | 11439.24 |
| 50 | 2009.01.15 16:17 | buy | 16 | 1.00 | 1.25967 | 0.00000 | 0.00000 | ||
| 51 | 2009.01.15 16:40 | modify | 16 | 1.00 | 1.25967 | 1.26071 | 0.00000 | ||
| 52 | 2009.01.15 16:42 | s/l | 16 | 1.00 | 1.26071 | 1.26071 | 0.00000 | 82.51 | 11521.75 |
| 53 | 2009.01.15 16:42 | buy | 17 | 1.00 | 1.26285 | 0.00000 | 0.00000 | ||
| 54 | 2009.01.15 16:50 | modify | 17 | 1.00 | 1.26285 | 1.26475 | 0.00000 | ||
| 55 | 2009.01.15 16:52 | s/l | 17 | 1.00 | 1.26475 | 1.26475 | 0.00000 | 150.33 | 11672.08 |
| 56 | 2009.01.15 16:52 | buy | 18 | 1.00 | 1.26621 | 0.00000 | 0.00000 | ||
| 57 | 2009.01.15 17:02 | modify | 18 | 1.00 | 1.26621 | 1.26626 | 0.00000 | ||
| 58 | 2009.01.15 17:05 | s/l | 18 | 1.00 | 1.26626 | 1.26626 | 0.00000 | 3.95 | 11676.03 |
| 59 | 2009.01.15 17:05 | buy | 19 | 1.00 | 1.26847 | 0.00000 | 0.00000 | ||
| 60 | 2009.01.21 09:10 | modify | 19 | 1.00 | 1.26847 | 1.26917 | 0.00000 | ||
| 61 | 2009.01.21 09:15 | modify | 19 | 1.00 | 1.26847 | 1.27044 | 0.00000 | ||
| 62 | 2009.01.21 09:20 | modify | 19 | 1.00 | 1.26847 | 1.27172 | 0.00000 | ||
| 63 | 2009.01.21 09:22 | s/l | 19 | 1.00 | 1.27172 | 1.27172 | 0.00000 | 253.95 | 11929.98 |
| 64 | 2009.01.21 09:22 | buy | 20 | 1.00 | 1.27368 | 0.00000 | 0.00000 | ||
| 65 | 2009.01.21 17:15 | modify | 20 | 1.00 | 1.27368 | 1.27411 | 0.00000 | ||
| 66 | 2009.01.21 17:17 | s/l | 20 | 1.00 | 1.27411 | 1.27411 | 0.00000 | 33.75 | 11963.73 |
| 67 | 2009.01.21 17:17 | buy | 21 | 1.00 | 1.27627 | 0.00000 | 0.00000 | ||
| 68 | 2009.03.02 00:00 | modify | 21 | 1.00 | 1.27627 | 1.27710 | 0.00000 | ||
| 69 | 2009.03.02 00:10 | modify | 21 | 1.00 | 1.27627 | 1.27745 | 0.00000 | ||
| 70 | 2009.03.02 00:15 | modify | 21 | 1.00 | 1.27627 | 1.27782 | 0.00000 | ||
| 71 | 2009.03.02 00:20 | modify | 21 | 1.00 | 1.27627 | 1.27818 | 0.00000 | ||
| 72 | 2009.03.02 00:33 | s/l | 21 | 1.00 | 1.27818 | 1.27818 | 0.00000 | 132.64 | 12096.37 |
| 73 | 2009.03.02 00:33 | buy | 22 | 1.00 | 1.28039 | 0.00000 | 0.00000 | ||
| 74 | 2009.03.02 09:16 | modify | 22 | 1.00 | 1.28039 | 1.28120 | 0.00000 | ||
| 75 | 2009.03.02 09:20 | s/l | 22 | 1.00 | 1.28120 | 1.28120 | 0.00000 | 63.24 | 12159.61 |
| 76 | 2009.03.02 09:20 | buy | 23 | 1.00 | 1.28321 | 0.00000 | 0.00000 | ||
| 77 | 2009.03.02 12:50 | modify | 23 | 1.00 | 1.28321 | 1.28388 | 0.00000 | ||
| 78 | 2009.03.02 12:52 | s/l | 23 | 1.00 | 1.28388 | 1.28388 | 0.00000 | 52.19 | 12211.80 |
| 79 | 2009.03.02 12:52 | buy | 24 | 1.00 | 1.28590 | 0.00000 | 0.00000 | ||
| 80 | 2009.03.02 13:20 | modify | 24 | 1.00 | 1.28590 | 1.28660 | 0.00000 | ||
| 81 | 2009.03.02 13:22 | s/l | 24 | 1.00 | 1.28660 | 1.28660 | 0.00000 | 54.42 | 12266.22 |
| 82 | 2009.03.02 13:22 | buy | 25 | 1.00 | 1.28872 | 0.00000 | 0.00000 | ||
| 83 | 2009.03.02 17:50 | modify | 25 | 1.00 | 1.28872 | 1.28905 | 0.00000 | ||
| 84 | 2009.03.02 17:57 | s/l | 25 | 1.00 | 1.28905 | 1.28905 | 0.00000 | 25.61 | 12291.83 |
| 85 | 2009.03.02 17:57 | buy | 26 | 1.00 | 1.29123 | 0.00000 | 0.00000 | ||
| 86 | 2009.03.02 22:50 | modify | 26 | 1.00 | 1.29123 | 1.29200 | 0.00000 | ||
| 87 | 2009.03.02 22:59 | modify | 26 | 1.00 | 1.29123 | 1.29278 | 0.00000 | ||
| 88 | 2009.03.02 23:05 | s/l | 26 | 1.00 | 1.29278 | 1.29278 | 0.00000 | 119.91 | 12411.74 |
| 89 | 2009.03.02 23:05 | buy | 27 | 1.00 | 1.29498 | 0.00000 | 0.00000 | ||
| 90 | 2009.03.03 15:16 | modify | 27 | 1.00 | 1.29498 | 1.29537 | 0.00000 | ||
| 91 | 2009.03.03 15:20 | s/l | 27 | 1.00 | 1.29537 | 1.29537 | 0.00000 | 29.73 | 12441.47 |
| 92 | 2009.03.03 15:20 | buy | 28 | 1.00 | 1.29593 | 0.00000 | 0.00000 | ||
| 93 | 2009.03.03 17:02 | modify | 28 | 1.00 | 1.29593 | 1.29656 | 0.00000 | ||
| 94 | 2009.03.03 17:07 | modify | 28 | 1.00 | 1.29593 | 1.29690 | 0.00000 | ||
| 95 | 2009.03.03 17:10 | s/l | 28 | 1.00 | 1.29690 | 1.29690 | 0.00000 | 74.85 | 12516.32 |
| 96 | 2009.03.03 17:10 | buy | 29 | 1.00 | 1.29835 | 0.00000 | 0.00000 | ||
| 97 | 2009.03.09 13:40 | modify | 29 | 1.00 | 1.29835 | 1.29875 | 0.00000 | ||
| 98 | 2009.03.09 13:42 | s/l | 29 | 1.00 | 1.29875 | 1.29875 | 0.00000 | 28.28 | 12544.60 |
| 99 | 2009.03.09 13:42 | buy | 30 | 1.00 | 1.30075 | 0.00000 | 0.00000 | ||
| 100 | 2009.03.09 13:45 | modify | 30 | 1.00 | 1.30075 | 1.30120 | 0.00000 | ||
| 101 | 2009.03.09 13:47 | s/l | 30 | 1.00 | 1.30120 | 1.30120 | 0.00000 | 34.59 | 12579.19 |
| 102 | 2009.03.09 13:47 | buy | 31 | 1.00 | 1.30319 | 0.00000 | 0.00000 | ||
| 103 | 2009.03.09 13:50 | modify | 31 | 1.00 | 1.30319 | 1.30365 | 0.00000 | ||
| 104 | 2009.03.09 13:52 | s/l | 31 | 1.00 | 1.30365 | 1.30365 | 0.00000 | 35.31 | 12614.50 |
| 105 | 2009.03.09 13:52 | buy | 32 | 1.00 | 1.30483 | 0.00000 | 0.00000 | ||
| 106 | 2009.03.09 14:20 | modify | 32 | 1.00 | 1.30483 | 1.30572 | 0.00000 | ||
| 107 | 2009.03.09 14:22 | s/l | 32 | 1.00 | 1.30572 | 1.30572 | 0.00000 | 68.17 | 12682.67 |
| 108 | 2009.03.09 14:22 | buy | 33 | 1.00 | 1.30784 | 0.00000 | 0.00000 | ||
| 109 | 2009.05.08 12:45 | close at stop | 33 | 1.00 | 1.16116 | 0.00000 | 0.00000 | -12658.24 | 24.43 |