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Strategy Tester Report

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AlpariUK-Demo (Build 225)

Symbol		USDCAD (US Dollar vs Canadian Dollar)
Period		1 Hour (H1) 2009.12.01 00:00 - 2009.12.31 18:00 (2009.12.01 - 2010.01.01)
Model		Control points (a very crude method, the results must not be considered)
Parameters		_1=""Indiacator"; JawsPeriod=144; JawsMethod=0; JawsPrice=0; JawsShift=8; MaMetod=1; MaPeriod=21; MaMetod2=3; MaPeriod2=1; n1=""Ea"; Magic=123; StopLoss=0; TrailingStop=0; TakeProfit=225; Slippage=3; FixedLots=0.1;

Bars in test	1515	Ticks modelled	13777	Modelling quality	n/a
Mismatched charts errors	2

Initial deposit	10000.00
Total net profit	82.85	Gross profit	347.10	Gross loss	-264.25
Profit factor	1.31	Expected payoff	3.31
Absolute drawdown	110.55	Maximal drawdown	276.15 (2.72%)	Relative drawdown	2.72% (276.15)

Total trades	25	Short positions (won %)	12 (91.67%)	Long positions (won %)	13 (46.15%)
		Profit trades (% of total)	17 (68.00%)	Loss trades (% of total)	8 (32.00%)
Largest		profit trade	21.45	loss trade	-90.03
Average		profit trade	20.42	loss trade	-33.03
Maximum		consecutive wins (profit in money)	8 (155.63)	consecutive losses (loss in money)	2 (-64.49)
Maximal		consecutive profit (count of wins)	155.63 (8)	consecutive loss (count of losses)	-90.03 (1)
Average		consecutive wins	2	consecutive losses	1

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.12.02 15:00	buy	1	0.10	1.04838	0.00000	1.05063
2	2009.12.02 18:37	t/p	1	0.10	1.05063	0.00000	1.05063	21.42	10021.42
3	2009.12.03 08:26	sell	2	0.10	1.04632	0.00000	1.04407
4	2009.12.03 08:30	modify	2	0.10	1.04632	1.04946	1.04407
5	2009.12.03 09:00	modify	2	0.10	1.04632	1.04888	1.04407
6	2009.12.03 10:05	s/l	2	0.10	1.04888	1.04888	1.04407	-24.40	9997.02
7	2009.12.03 11:00	buy	3	0.10	1.04955	0.00000	1.05180
8	2009.12.03 14:40	t/p	3	0.10	1.05180	0.00000	1.05180	21.39	10018.41
9	2009.12.04 12:50	sell	4	0.10	1.05310	0.00000	1.05085
10	2009.12.04 13:03	t/p	4	0.10	1.05085	0.00000	1.05085	21.41	10039.82
11	2009.12.04 19:45	buy	5	0.10	1.05715	0.00000	1.05940
12	2009.12.04 20:50	t/p	5	0.10	1.05940	0.00000	1.05940	21.24	10061.06
13	2009.12.07 08:02	sell	6	0.10	1.05397	0.00000	1.05172
14	2009.12.07 16:50	t/p	6	0.10	1.05172	0.00000	1.05172	21.41	10082.47
15	2009.12.07 16:50	sell	7	0.10	1.05068	0.00000	1.04843
16	2009.12.08 01:50	modify	7	0.10	1.05068	1.05064	1.04843
17	2009.12.08 02:00	close	7	0.10	1.05002	1.05064	1.04843	6.28	10088.75
18	2009.12.08 09:00	buy	8	0.10	1.05576	0.00000	1.05801
19	2009.12.08 14:15	modify	8	0.10	1.05576	1.05521	1.05801
20	2009.12.08 14:32	t/p	8	0.10	1.05801	1.05521	1.05801	21.25	10110.00
21	2009.12.09 12:00	sell	9	0.10	1.05987	0.00000	1.05762
22	2009.12.09 16:45	t/p	9	0.10	1.05762	0.00000	1.05762	21.29	10131.29
23	2009.12.09 16:45	sell	10	0.10	1.05629	0.00000	1.05404
24	2009.12.09 21:03	t/p	10	0.10	1.05404	0.00000	1.05404	21.36	10152.65
25	2009.12.10 07:00	buy	11	0.10	1.05790	0.00000	1.06015
26	2009.12.10 08:07	modify	11	0.10	1.05790	1.05499	1.06015
27	2009.12.10 08:10	s/l	11	0.10	1.05499	1.05499	1.06015	-27.59	10125.06
28	2009.12.10 09:02	buy	12	0.10	1.05826	0.00000	1.06051
29	2009.12.10 09:05	modify	12	0.10	1.05826	1.05437	1.06051
30	2009.12.10 09:50	s/l	12	0.10	1.05437	1.05437	1.06051	-36.90	10088.16
31	2009.12.11 08:02	buy	13	0.10	1.05366	0.00000	1.05591
32	2009.12.11 16:20	t/p	13	0.10	1.05591	0.00000	1.05591	21.30	10109.46
33	2009.12.11 16:20	buy	14	0.10	1.05685	0.00000	1.05910
34	2009.12.11 17:20	t/p	14	0.10	1.05910	0.00000	1.05910	21.21	10130.67
35	2009.12.14 18:00	sell	15	0.10	1.05892	0.00000	1.05667
36	2009.12.15 05:16	t/p	15	0.10	1.05667	0.00000	1.05667	21.30	10151.97
37	2009.12.15 09:20	buy	16	0.10	1.06247	0.00000	1.06472
38	2009.12.15 09:22	modify	16	0.10	1.06247	1.05845	1.06472
39	2009.12.15 11:00	close	16	0.10	1.06138	1.05845	1.06472	-10.27	10141.70
40	2009.12.16 01:00	sell	17	0.10	1.06054	0.00000	1.05829
41	2009.12.16 15:50	t/p	17	0.10	1.05829	0.00000	1.05829	21.27	10162.97
42	2009.12.16 20:45	buy	18	0.10	1.06390	0.00000	1.06615
43	2009.12.16 20:47	modify	18	0.10	1.06390	1.06037	1.06615
44	2009.12.16 21:50	s/l	18	0.10	1.06037	1.06037	1.06615	-33.29	10129.68
45	2009.12.18 03:03	sell	19	0.10	1.06731	0.00000	1.06506
46	2009.12.18 03:16	t/p	19	0.10	1.06506	0.00000	1.06506	21.13	10150.81
47	2009.12.18 18:00	buy	20	0.10	1.06838	0.00000	1.07063
48	2009.12.18 18:02	modify	20	0.10	1.06838	1.06531	1.07063
49	2009.12.18 18:20	s/l	20	0.10	1.06531	1.06531	1.07063	-28.82	10121.99
50	2009.12.21 01:00	buy	21	0.10	1.06761	0.00000	1.06986
51	2009.12.21 01:02	modify	21	0.10	1.06761	1.06573	1.06986
52	2009.12.21 02:00	modify	21	0.10	1.06761	1.06623	1.06986
53	2009.12.21 04:20	s/l	21	0.10	1.06623	1.06623	1.06986	-12.95	10109.04
54	2009.12.21 04:20	sell	22	0.10	1.06597	0.00000	1.06372
55	2009.12.21 11:20	t/p	22	0.10	1.06372	0.00000	1.06372	21.16	10130.20
56	2009.12.21 11:20	sell	23	0.10	1.06267	0.00000	1.06042
57	2009.12.21 13:10	t/p	23	0.10	1.06042	0.00000	1.06042	21.23	10151.43
58	2009.12.22 00:00	buy	24	0.10	1.06360	0.00000	1.06585
59	2009.12.30 21:00	modify	24	0.10	1.06360	1.05321	1.06585
60	2009.12.31 01:00	modify	24	0.10	1.06360	1.05423	1.06585
61	2009.12.31 01:26	s/l	24	0.10	1.05423	1.05423	1.06585	-90.03	10061.40
62	2009.12.31 06:00	sell	25	0.10	1.05119	0.00000	1.04894
63	2009.12.31 09:45	t/p	25	0.10	1.04894	0.00000	1.04894	21.45	10082.85