Strategy Tester Report
AlpariUK-Demo (Build 225)

SymbolUSDCAD (US Dollar vs Canadian Dollar)
Period1 Hour (H1) 2009.12.01 00:00 - 2009.12.31 18:00 (2009.12.01 - 2010.01.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersTakeProfit=50; StopLoss=50; TrailingStop=11; Lots=0.1; per_SMA5=5; per_SMA20=20; per_SMA40=40; per_SMA60=60;
Bars in test1515Ticks modelled13777Modelling qualityn/a
Mismatched charts errors2
Initial deposit10000.00
Total net profit-511.90Gross profit364.03Gross loss-875.93
Profit factor0.42Expected payoff-3.24
Absolute drawdown520.32Maximal drawdown570.22 (5.67%)Relative drawdown5.67% (570.22)
Total trades158Short positions (won %)83 (48.19%)Long positions (won %)75 (49.33%)
Profit trades (% of total)77 (48.73%)Loss trades (% of total)81 (51.27%)
Largestprofit trade4.80loss trade-10.92
Averageprofit trade4.73loss trade-10.81
Maximumconsecutive wins (profit in money)22 (102.78)consecutive losses (loss in money)26 (-281.46)
Maximalconsecutive profit (count of wins)102.78 (22)consecutive loss (count of losses)-281.46 (26)
Averageconsecutive wins6consecutive losses7
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12009.12.01 09:30sell10.101.048911.050051.04841
22009.12.01 09:32sell20.101.049141.050281.04864
32009.12.01 09:35sell30.101.048901.050041.04840
42009.12.01 09:37sell40.101.049381.050521.04888
52009.12.01 09:40sell50.101.048421.049561.04792
62009.12.01 09:42sell60.101.048661.049801.04816
72009.12.01 09:45t/p10.101.048411.050051.048414.7710004.77
82009.12.01 09:45t/p20.101.048641.050281.048644.7710009.54
92009.12.01 09:45t/p30.101.048401.050041.048404.7710014.31
102009.12.01 09:45t/p40.101.048881.050521.048884.7610019.07
112009.12.01 09:45sell70.101.047711.048851.04721
122009.12.01 09:47sell80.101.047951.049091.04745
132009.12.01 09:50t/p50.101.047921.049561.047924.7710023.84
142009.12.01 09:50t/p60.101.048161.049801.048164.7810028.62
152009.12.01 09:50t/p80.101.047451.049091.047454.7810033.40
162009.12.01 09:50sell90.101.046751.047891.04625
172009.12.01 09:52sell100.101.047231.048371.04673
182009.12.01 09:55sell110.101.046991.048131.04649
192009.12.01 09:57s/l90.101.047891.047891.04625-10.8710022.53
202009.12.01 09:57s/l110.101.048131.048131.04649-10.8710011.66
212009.12.01 09:57sell120.101.047711.048851.04721
222009.12.01 09:59sell130.101.046851.047991.04635
232009.12.01 10:00sell140.101.046891.048031.04639
242009.12.01 10:03t/p70.101.047211.048851.047214.7810016.44
252009.12.01 10:03t/p120.101.047211.048851.047214.7810021.22
262009.12.01 10:03sell150.101.046101.047241.04560
272009.12.01 10:06sell160.101.046301.047441.04580
282009.12.01 10:10t/p100.101.046731.048371.046734.7810026.00
292009.12.01 10:10t/p130.101.046351.047991.046354.7810030.78
302009.12.01 10:10t/p140.101.046391.048031.046394.7810035.56
312009.12.01 10:10sell170.101.045511.046651.04501
322009.12.01 10:13sell180.101.045711.046851.04521
332009.12.01 10:16t/p150.101.045601.047241.045604.7810040.34
342009.12.01 10:16t/p160.101.045801.047441.045804.7810045.12
352009.12.01 10:16sell190.101.044721.045861.04422
362009.12.01 10:20sell200.101.045111.046251.04461
372009.12.01 10:23sell210.101.044921.046061.04442
382009.12.01 10:26s/l190.101.045861.045861.04422-10.9010034.22
392009.12.01 10:26s/l210.101.046061.046061.04442-10.9010023.32
402009.12.01 10:26sell220.101.045511.046651.04501
412009.12.01 10:26sell230.101.045261.046401.04476
422009.12.01 10:40s/l200.101.046251.046251.04461-10.8910012.43
432009.12.01 10:45s/l170.101.046651.046651.04501-10.8910001.54
442009.12.01 10:45s/l220.101.046651.046651.04501-10.899990.65
452009.12.01 10:45s/l230.101.046401.046401.04476-10.909979.75
462009.12.01 10:50s/l180.101.046851.046851.04521-10.889968.87
472009.12.07 11:30buy240.101.059791.058651.06029
482009.12.07 11:32buy250.101.059461.058321.05996
492009.12.07 11:35buy260.101.059721.058581.06022
502009.12.07 11:37s/l240.101.058651.058651.06029-10.769958.11
512009.12.07 11:37s/l260.101.058581.058581.06022-10.779947.34
522009.12.07 11:37buy270.101.059211.058071.05971
532009.12.07 11:40t/p270.101.059711.058071.059714.719952.05
542009.12.07 11:40buy280.101.060481.059341.06098
552009.12.07 11:42buy290.101.060221.059081.06072
562009.12.07 11:45t/p250.101.059961.058321.059964.729956.77
572009.12.07 11:45buy300.101.061241.060101.06174
582009.12.07 11:47buy310.101.060991.059851.06149
592009.12.07 11:50t/p280.101.060981.059341.060984.719961.48
602009.12.07 11:50t/p290.101.060721.059081.060724.719966.19
612009.12.07 11:50buy320.101.062001.060861.06250
622009.12.07 11:52s/l320.101.060861.060861.06250-10.759955.44
632009.12.07 11:52buy330.101.061491.060351.06199
642009.12.07 11:55buy340.101.061751.060611.06225
652009.12.07 11:57s/l330.101.060351.060351.06199-10.759944.69
662009.12.07 11:57s/l340.101.060611.060611.06225-10.759933.94
672009.12.07 11:57buy350.101.060991.059851.06149
682009.12.07 11:59buy360.101.061861.060721.06236
692009.12.07 12:15s/l360.101.060721.060721.06236-10.759923.19
702009.12.07 12:20s/l300.101.060101.060101.06174-10.759912.44
712009.12.07 12:40t/p310.101.061491.059851.061494.719917.15
722009.12.07 12:40t/p350.101.061491.059851.061494.719921.86
732009.12.08 19:30buy370.101.065081.063941.06558
742009.12.08 19:33s/l370.101.063941.063941.06558-10.719911.15
752009.12.08 19:33buy380.101.064541.063401.06504
762009.12.08 19:36buy390.101.064681.063541.06518
772009.12.08 19:40s/l390.101.063541.063541.06518-10.729900.43
782009.12.08 19:40buy400.101.064141.063001.06464
792009.12.08 19:43buy410.101.064271.063131.06477
802009.12.08 19:46s/l380.101.063401.063401.06504-10.729889.71
812009.12.08 19:46s/l400.101.063001.063001.06464-10.729878.99
822009.12.08 19:46s/l410.101.063131.063131.06477-10.729868.27
832009.12.08 19:46buy420.101.063601.062461.06410
842009.12.08 19:50buy430.101.063871.062731.06437
852009.12.08 19:53buy440.101.063731.062591.06423
862009.12.08 19:56buy450.101.064141.063001.06464
872009.12.08 19:59t/p420.101.064101.062461.064104.699872.96
882009.12.08 19:59buy460.101.064831.063691.06533
892009.12.08 20:02s/l460.101.063691.063691.06533-10.729862.24
902009.12.08 20:10t/p430.101.064371.062731.064374.709866.94
912009.12.08 20:10t/p440.101.064231.062591.064234.699871.63
922009.12.08 20:15t/p450.101.064641.063001.064644.709876.33
932009.12.11 18:30buy470.101.059651.058511.06015
942009.12.11 18:32buy480.101.059751.058611.06025
952009.12.11 18:35buy490.101.059621.058481.06012
962009.12.11 18:37buy500.101.059881.058741.06038
972009.12.11 18:40s/l500.101.058741.058741.06038-10.779865.56
982009.12.11 18:40buy510.101.059351.058211.05985
992009.12.11 18:42buy520.101.059481.058341.05998
1002009.12.11 18:45s/l470.101.058511.058511.06015-10.779854.79
1012009.12.11 18:45s/l480.101.058611.058611.06025-10.779844.02
1022009.12.11 18:45s/l490.101.058481.058481.06012-10.779833.25
1032009.12.11 18:45s/l520.101.058341.058341.05998-10.779822.48
1042009.12.11 18:45buy530.101.058961.057821.05946
1052009.12.11 18:47buy540.101.059091.057951.05959
1062009.12.11 18:50s/l510.101.058211.058211.05985-10.789811.70
1072009.12.11 18:50s/l530.101.057821.057821.05946-10.789800.92
1082009.12.11 18:50s/l540.101.057951.057951.05959-10.789790.14
1092009.12.11 18:50buy550.101.058431.057291.05893
1102009.12.11 18:52buy560.101.058691.057551.05919
1112009.12.11 18:55buy570.101.058561.057421.05906
1122009.12.11 18:57buy580.101.058961.057821.05946
1132009.12.11 18:59buy590.101.059311.058171.05981
1142009.12.11 19:10t/p550.101.058931.057291.058934.729794.86
1152009.12.11 19:10t/p560.101.059191.057551.059194.729799.58
1162009.12.11 19:10t/p570.101.059061.057421.059064.719804.29
1172009.12.11 19:15t/p580.101.059461.057821.059464.729809.01
1182009.12.11 19:15t/p590.101.059811.058171.059814.729813.73
1192009.12.17 06:00buy600.101.069361.068221.06986
1202009.12.17 06:02buy610.101.069651.068511.07015
1212009.12.17 06:05buy620.101.069601.068461.07010
1222009.12.17 06:07buy630.101.069711.068571.07021
1232009.12.17 06:10buy640.101.069491.068351.06999
1242009.12.17 06:12buy650.101.069541.068401.07004
1252009.12.17 06:15buy660.101.069321.068181.06982
1262009.12.17 06:17buy670.101.069381.068241.06988
1272009.12.17 06:20s/l610.101.068511.068511.07015-10.679803.06
1282009.12.17 06:20s/l620.101.068461.068461.07010-10.679792.39
1292009.12.17 06:20s/l630.101.068571.068571.07021-10.679781.72
1302009.12.17 06:20buy680.101.069101.067961.06960
1312009.12.17 06:22buy690.101.069211.068071.06971
1322009.12.17 06:25buy700.101.069161.068021.06966
1332009.12.17 06:27buy710.101.069321.068181.06982
1342009.12.17 06:27buy720.101.069201.068061.06970
1352009.12.17 06:30buy730.101.069211.068071.06971
1362009.12.17 06:32buy740.101.069181.068041.06968
1372009.12.17 06:35buy750.101.069261.068121.06976
1382009.12.17 06:37buy760.101.069101.067961.06960
1392009.12.17 06:40buy770.101.069491.068351.06999
1402009.12.17 06:42buy780.101.069411.068271.06991
1412009.12.17 06:45buy790.101.069731.068591.07023
1422009.12.17 06:47buy800.101.069651.068511.07015
1432009.12.17 06:50buy810.101.069961.068821.07046
1442009.12.17 06:52buy820.101.069801.068661.07030
1452009.12.17 06:55buy830.101.069881.068741.07038
1462009.12.17 06:57buy840.101.069651.068511.07015
1472009.12.17 06:59buy850.101.069801.068661.07030
1482009.12.17 07:15t/p600.101.069861.068221.069864.689786.40
1492009.12.17 07:15t/p640.101.069991.068351.069994.679791.07
1502009.12.17 07:15t/p660.101.069821.068181.069824.679795.74
1512009.12.17 07:15t/p670.101.069881.068241.069884.679800.41
1522009.12.17 07:15t/p680.101.069601.067961.069604.689805.09
1532009.12.17 07:15t/p690.101.069711.068071.069714.679809.76
1542009.12.17 07:15t/p700.101.069661.068021.069664.689814.44
1552009.12.17 07:15t/p710.101.069821.068181.069824.679819.11
1562009.12.17 07:15t/p720.101.069701.068061.069704.679823.78
1572009.12.17 07:15t/p730.101.069711.068071.069714.679828.45
1582009.12.17 07:15t/p740.101.069681.068041.069684.679833.12
1592009.12.17 07:15t/p750.101.069761.068121.069764.679837.79
1602009.12.17 07:15t/p760.101.069601.067961.069604.689842.47
1612009.12.17 07:15t/p770.101.069991.068351.069994.679847.14
1622009.12.17 07:15t/p780.101.069911.068271.069914.679851.81
1632009.12.17 07:20t/p650.101.070041.068401.070044.679856.48
1642009.12.17 07:20t/p790.101.070231.068591.070234.679861.15
1652009.12.17 07:20t/p800.101.070151.068511.070154.679865.82
1662009.12.17 07:20t/p820.101.070301.068661.070304.679870.49
1672009.12.17 07:20t/p830.101.070381.068741.070384.679875.16
1682009.12.17 07:20t/p840.101.070151.068511.070154.679879.83
1692009.12.17 07:20t/p850.101.070301.068661.070304.679884.50
1702009.12.17 07:40s/l810.101.068821.068821.07046-10.679873.83
1712009.12.21 13:30sell860.101.057611.058751.05711
1722009.12.21 13:32sell870.101.057621.058761.05712
1732009.12.21 13:35sell880.101.057311.058451.05681
1742009.12.21 13:37s/l880.101.058451.058451.05681-10.779863.06
1752009.12.21 13:37sell890.101.057921.059061.05742
1762009.12.21 13:40t/p890.101.057421.059061.057424.739867.79
1772009.12.21 13:40sell900.101.056711.057851.05621
1782009.12.21 13:42sell910.101.057011.058151.05651
1792009.12.21 13:45t/p860.101.057111.058751.057114.739872.52
1802009.12.21 13:45t/p870.101.057121.058761.057124.739877.25
1812009.12.21 13:45t/p910.101.056511.058151.056514.749881.99
1822009.12.21 13:45sell920.101.055801.056941.05530
1832009.12.21 13:47sell930.101.056101.057241.05560
1842009.12.21 13:50t/p900.101.056211.057851.056214.749886.73
1852009.12.21 13:50t/p920.101.055301.056941.055304.749891.47
1862009.12.21 13:50t/p930.101.055601.057241.055604.739896.20
1872009.12.21 13:50sell940.101.054591.055731.05409
1882009.12.21 13:52s/l940.101.055731.055731.05409-10.809885.40
1892009.12.21 13:52sell950.101.055201.056341.05470
1902009.12.21 13:55sell960.101.054891.056031.05439
1912009.12.21 13:57s/l950.101.056341.056341.05470-10.799874.61
1922009.12.21 13:57s/l960.101.056031.056031.05439-10.799863.82
1932009.12.21 13:57sell970.101.055801.056941.05530
1942009.12.21 13:59sell980.101.055971.057111.05547
1952009.12.21 14:00sell990.101.055941.057081.05544
1962009.12.21 14:02sell1000.101.056031.057171.05553
1972009.12.21 14:05sell1010.101.055871.057011.05537
1982009.12.21 14:07sell1020.101.056201.057341.05570
1992009.12.21 14:10sell1030.101.055531.056671.05503
2002009.12.21 14:12sell1040.101.055701.056841.05520
2012009.12.21 14:15t/p1020.101.055701.057341.055704.749868.56
2022009.12.21 14:15sell1050.101.055041.056181.05454
2032009.12.21 14:17sell1060.101.055201.056341.05470
2042009.12.21 14:20t/p970.101.055301.056941.055304.749873.30
2052009.12.21 14:20t/p980.101.055471.057111.055474.749878.04
2062009.12.21 14:20t/p990.101.055441.057081.055444.749882.78
2072009.12.21 14:20t/p1000.101.055531.057171.055534.749887.52
2082009.12.21 14:20t/p1010.101.055371.057011.055374.749892.26
2092009.12.21 14:20t/p1030.101.055031.056671.055034.749897.00
2102009.12.21 14:20t/p1040.101.055201.056841.055204.749901.74
2112009.12.21 14:20sell1070.101.054371.055511.05387
2122009.12.21 14:22sell1080.101.054701.055841.05420
2132009.12.21 14:25sell1090.101.054541.055681.05404
2142009.12.21 14:27s/l1070.101.055511.055511.05387-10.809890.94
2152009.12.21 14:27s/l1090.101.055681.055681.05404-10.809880.14
2162009.12.21 14:27sell1100.101.055041.056181.05454
2172009.12.21 14:27s/l1080.101.055841.055841.05420-10.809869.34
2182009.12.21 14:27sell1110.101.055351.056491.05485
2192009.12.21 14:45s/l1050.101.056181.056181.05454-10.799858.55
2202009.12.21 14:45s/l1060.101.056341.056341.05470-10.799847.76
2212009.12.21 14:45s/l1100.101.056181.056181.05454-10.799836.97
2222009.12.21 14:45s/l1110.101.056491.056491.05485-10.799826.18
2232009.12.22 20:00sell1120.101.054451.055591.05395
2242009.12.22 20:02sell1130.101.054131.055271.05363
2252009.12.22 20:05sell1140.101.054231.055371.05373
2262009.12.22 20:07sell1150.101.054031.055171.05353
2272009.12.22 20:10s/l1150.101.055171.055171.05353-10.809815.38
2282009.12.22 20:10sell1160.101.054531.055671.05403
2292009.12.22 20:12sell1170.101.054431.055571.05393
2302009.12.22 20:15s/l1130.101.055271.055271.05363-10.809804.58
2312009.12.22 20:15s/l1140.101.055371.055371.05373-10.809793.78
2322009.12.22 20:15sell1180.101.054821.055961.05432
2332009.12.22 20:17sell1190.101.054721.055861.05422
2342009.12.22 20:20s/l1120.101.055591.055591.05395-10.809782.98
2352009.12.22 20:20s/l1160.101.055671.055671.05403-10.809772.18
2362009.12.22 20:20s/l1170.101.055571.055571.05393-10.809761.38
2372009.12.22 20:20sell1200.101.055121.056261.05462
2382009.12.22 20:22sell1210.101.054921.056061.05442
2392009.12.22 20:25sell1220.101.055021.056161.05452
2402009.12.22 20:27sell1230.101.054721.055861.05422
2412009.12.22 20:27sell1240.101.054641.055781.05414
2422009.12.22 20:45s/l1190.101.055861.055861.05422-10.809750.58
2432009.12.22 20:45s/l1230.101.055861.055861.05422-10.809739.78
2442009.12.22 20:45s/l1240.101.055781.055781.05414-10.809728.98
2452009.12.22 20:50s/l1180.101.055961.055961.05432-10.809718.18
2462009.12.22 20:50s/l1200.101.056261.056261.05462-10.809707.38
2472009.12.22 20:50s/l1210.101.056061.056061.05442-10.799696.59
2482009.12.22 20:50s/l1220.101.056161.056161.05452-10.799685.80
2492009.12.28 19:00sell1250.101.042991.044131.04249
2502009.12.28 19:02sell1260.101.043201.044341.04270
2512009.12.28 19:05sell1270.101.043131.044271.04263
2522009.12.28 19:07sell1280.101.043281.044421.04278
2532009.12.28 19:10sell1290.101.042971.044111.04247
2542009.12.28 19:12sell1300.101.043051.044191.04255
2552009.12.28 19:15sell1310.101.042741.043881.04224
2562009.12.28 19:17sell1320.101.042821.043961.04232
2572009.12.28 19:20sell1330.101.042431.043571.04193
2582009.12.28 19:22sell1340.101.042581.043721.04208
2592009.12.28 19:25sell1350.101.042511.043651.04201
2602009.12.28 19:27sell1360.101.042741.043881.04224
2612009.12.28 19:45s/l1330.101.043571.043571.04193-10.929674.88
2622009.12.28 19:45s/l1340.101.043721.043721.04208-10.929663.96
2632009.12.28 19:45s/l1350.101.043651.043651.04201-10.929653.04
2642009.12.28 19:50s/l1310.101.043881.043881.04224-10.929642.12
2652009.12.28 19:50s/l1320.101.043961.043961.04232-10.929631.20
2662009.12.28 19:50s/l1360.101.043881.043881.04224-10.929620.28
2672009.12.28 20:20t/p1280.101.042781.044421.042784.809625.08
2682009.12.28 20:32t/p1250.101.042491.044131.042494.809629.88
2692009.12.28 20:32t/p1260.101.042701.044341.042704.809634.68
2702009.12.28 20:32t/p1270.101.042631.044271.042634.809639.48
2712009.12.28 20:32t/p1300.101.042551.044191.042554.799644.27
2722009.12.28 20:37t/p1290.101.042471.044111.042474.809649.07
2732009.12.30 07:30buy1370.101.050151.049011.05065
2742009.12.30 07:32buy1380.101.050071.048931.05057
2752009.12.30 07:35buy1390.101.049971.048831.05047
2762009.12.30 07:37buy1400.101.050171.049031.05067
2772009.12.30 07:40buy1410.101.049761.048621.05026
2782009.12.30 07:42buy1420.101.049861.048721.05036
2792009.12.30 07:45s/l1370.101.049011.049011.05065-10.879638.20
2802009.12.30 07:45s/l1380.101.048931.048931.05057-10.879627.33
2812009.12.30 07:45s/l1390.101.048831.048831.05047-10.869616.47
2822009.12.30 07:45s/l1400.101.049031.049031.05067-10.879605.60
2832009.12.30 07:45buy1430.101.049461.048321.04996
2842009.12.30 07:47buy1440.101.049561.048421.05006
2852009.12.30 07:50s/l1410.101.048621.048621.05026-10.889594.72
2862009.12.30 07:50s/l1420.101.048721.048721.05036-10.879583.85
2872009.12.30 07:50s/l1440.101.048421.048421.05006-10.879572.98
2882009.12.30 07:50buy1450.101.049051.047911.04955
2892009.12.30 07:52buy1460.101.049251.048111.04975
2902009.12.30 07:55buy1470.101.049151.048011.04965
2912009.12.30 07:57buy1480.101.049461.048321.04996
2922009.12.30 07:59buy1490.101.049531.048391.05003
2932009.12.30 08:15s/l1430.101.048321.048321.04996-10.889562.10
2942009.12.30 08:15s/l1460.101.048111.048111.04975-10.879551.23
2952009.12.30 08:15s/l1480.101.048321.048321.04996-10.889540.35
2962009.12.30 08:15s/l1490.101.048391.048391.05003-10.879529.48
2972009.12.30 08:20s/l1450.101.047911.047911.04955-10.889518.60
2982009.12.30 08:20s/l1470.101.048011.048011.04965-10.889507.72
2992009.12.31 17:30sell1500.101.047271.048411.04677
3002009.12.31 17:33s/l1500.101.048411.048411.04677-10.889496.84
3012009.12.31 17:33sell1510.101.047831.048971.04733
3022009.12.31 17:36sell1520.101.047651.048791.04715
3032009.12.31 17:40sell1530.101.048001.049141.04750
3042009.12.31 17:43sell1540.101.047311.048451.04681
3052009.12.31 17:46sell1550.101.047481.048621.04698
3062009.12.31 17:50t/p1530.101.047501.049141.047504.789501.62
3072009.12.31 17:50sell1560.101.046781.047921.04628
3082009.12.31 17:53sell1570.101.046961.048101.04646
3092009.12.31 17:59t/p1510.101.047331.048971.047334.789506.40
3102009.12.31 17:59t/p1520.101.047151.048791.047154.789511.18
3112009.12.31 17:59t/p1540.101.046811.048451.046814.789515.96
3122009.12.31 17:59t/p1550.101.046981.048621.046984.789520.74
3132009.12.31 17:59sell1580.101.046091.047231.04559
3142009.12.31 18:10s/l1580.101.047231.047231.04559-10.889509.86
3152009.12.31 18:20s/l1560.101.047921.047921.04628-10.889498.98
3162009.12.31 18:20s/l1570.101.048101.048101.04646-10.889488.10