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)
ParametersMMType=1; UseClose=false; UseAdd=true; LotExponent=1.667; slip=3; Lots=0.1; LotsDigits=2; TakeProfit=7; PipStep=17; MaxTrades=10; UseEquityStop=false; TotalEquityRisk=20; UseTrailingStop=false; UseTimeOut=false; MaxTradeOpenHours=0;
Bars in test1515Ticks modelled13777Modelling qualityn/a
Mismatched charts errors2
Initial deposit10000.00
Total net profit150.39Gross profit484.98Gross loss-334.58
Profit factor1.45Expected payoff1.98
Absolute drawdown158.01Maximal drawdown304.74 (3.00%)Relative drawdown3.00% (304.74)
Total trades76Short positions (won %)65 (47.69%)Long positions (won %)11 (63.64%)
Profit trades (% of total)38 (50.00%)Loss trades (% of total)38 (50.00%)
Largestprofit trade92.40loss trade-40.41
Averageprofit trade12.76loss trade-8.80
Maximumconsecutive wins (profit in money)3 (112.47)consecutive losses (loss in money)3 (-65.23)
Maximalconsecutive profit (count of wins)112.47 (3)consecutive loss (count of losses)-65.23 (3)
Averageconsecutive wins1consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12009.12.01 00:00sell10.101.055970.000000.00000
22009.12.03 23:00sell20.101.057140.000000.00000
32009.12.03 23:00modify20.101.057140.000001.05649
42009.12.03 23:00modify10.101.055970.000001.05649
52009.12.04 00:20t/p10.101.056490.000001.05649-4.989995.02
62009.12.04 00:20t/p20.101.056490.000001.056496.1410001.16
72009.12.04 01:00sell30.101.055860.000000.00000
82009.12.04 02:00sell40.101.056970.000000.00000
92009.12.04 02:00modify40.101.056970.000001.05635
102009.12.04 02:00modify30.101.055860.000001.05635
112009.12.04 02:20t/p30.101.056350.000001.05635-4.649996.52
122009.12.04 02:20t/p40.101.056350.000001.056355.8710002.39
132009.12.04 03:00sell50.101.056210.000000.00000
142009.12.04 07:00sell60.101.057180.000000.00000
152009.12.04 07:00modify60.101.057180.000001.05663
162009.12.04 07:00modify50.101.056210.000001.05663
172009.12.04 07:20t/p50.101.056630.000001.05663-3.989998.41
182009.12.04 07:20t/p60.101.056630.000001.056635.2010003.61
192009.12.04 08:00sell70.101.055290.000000.00000
202009.12.04 20:00sell80.101.056940.000000.00000
212009.12.04 20:00modify80.101.056940.000001.05605
222009.12.04 20:00modify70.101.055290.000001.05605
232009.12.04 21:00sell90.171.059280.000000.00000
242009.12.04 21:00modify90.171.059280.000001.05750
252009.12.04 21:00modify80.101.056940.000001.05750
262009.12.04 21:00modify70.101.055290.000001.05750
272009.12.04 21:20t/p70.101.057500.000001.05750-20.919982.70
282009.12.04 21:20t/p80.101.057500.000001.05750-5.309977.40
292009.12.04 21:20t/p90.171.057500.000001.0575028.6310006.03
302009.12.04 22:00sell100.101.057860.000000.00000
312009.12.07 10:00sell110.101.063870.000000.00000
322009.12.07 10:00modify110.101.063870.000001.06080
332009.12.07 10:00modify100.101.057860.000001.06080
342009.12.07 10:20t/p100.101.060800.000001.06080-27.739978.30
352009.12.07 10:20t/p110.101.060800.000001.0608028.9410007.24
362009.12.07 11:00sell120.101.059110.000000.00000
372009.12.07 12:00sell130.101.061200.000000.00000
382009.12.07 12:00modify130.101.061200.000001.06009
392009.12.07 12:00modify120.101.059110.000001.06009
402009.12.07 13:00sell140.171.062570.000000.00000
412009.12.07 13:00modify140.171.062570.000001.06119
422009.12.07 13:00modify130.101.061200.000001.06119
432009.12.07 13:00modify120.101.059110.000001.06119
442009.12.07 13:20t/p120.101.061190.000001.06119-19.609987.64
452009.12.07 13:20t/p130.101.061190.000001.061190.109987.74
462009.12.07 13:20t/p140.171.061190.000001.0611922.1110009.85
472009.12.07 14:00sell150.101.059090.000000.00000
482009.12.08 16:00sell160.101.059460.000000.00000
492009.12.08 16:00modify160.101.059460.000001.05921
502009.12.08 16:00modify150.101.059090.000001.05921
512009.12.08 17:00sell170.171.060180.000000.00000
522009.12.08 17:00modify170.171.060180.000001.05962
532009.12.08 17:00modify160.101.059460.000001.05962
542009.12.08 17:00modify150.101.059090.000001.05962
552009.12.08 17:20t/p150.101.059620.000001.05962-5.0110004.84
562009.12.08 17:20t/p160.101.059620.000001.05962-1.5110003.33
572009.12.08 17:20t/p170.171.059620.000001.059628.9910012.32
582009.12.08 18:00sell180.101.059880.000000.00000
592009.12.08 19:00sell190.101.061590.000000.00000
602009.12.08 19:00modify190.101.061590.000001.06067
612009.12.08 19:00modify180.101.059880.000001.06067
622009.12.08 20:00sell200.171.064150.000000.00000
632009.12.08 20:00modify200.171.064150.000001.06223
642009.12.08 20:00modify190.101.061590.000001.06223
652009.12.08 20:00modify180.101.059880.000001.06223
662009.12.08 21:00sell210.281.066830.000000.00000
672009.12.08 21:00modify210.281.066830.000001.06418
682009.12.08 21:00modify200.171.064150.000001.06418
692009.12.08 21:00modify190.101.061590.000001.06418
702009.12.08 21:00modify180.101.059880.000001.06418
712009.12.08 21:45t/p180.101.064180.000001.06418-40.419971.91
722009.12.08 21:45t/p190.101.064180.000001.06418-24.349947.57
732009.12.08 21:45t/p200.171.064180.000001.06418-0.489947.09
742009.12.08 21:45t/p210.281.064180.000001.0641869.7310016.82
752009.12.08 22:00sell220.101.063680.000000.00000
762009.12.09 01:00sell230.101.064650.000000.00000
772009.12.09 01:00modify230.101.064650.000001.06410
782009.12.09 01:00modify220.101.063680.000001.06410
792009.12.09 01:15t/p220.101.064100.000001.06410-3.9510012.88
802009.12.09 01:15t/p230.101.064100.000001.064105.1810018.06
812009.12.09 02:00sell240.101.063560.000000.00000
822009.12.09 08:00sell250.101.064640.000000.00000
832009.12.09 08:00modify250.101.064640.000001.06403
842009.12.09 08:00modify240.101.063560.000001.06403
852009.12.09 08:15t/p240.101.064030.000001.06403-4.4210013.64
862009.12.09 08:15t/p250.101.064030.000001.064035.7310019.37
872009.12.09 09:00sell260.101.063230.000000.00000
882009.12.14 12:00sell270.101.064490.000000.00000
892009.12.14 12:00modify270.101.064490.000001.06379
902009.12.14 12:00modify260.101.063230.000001.06379
912009.12.14 13:00sell280.171.064820.000000.00000
922009.12.14 13:00modify280.171.064820.000001.06423
932009.12.14 13:00modify270.101.064490.000001.06423
942009.12.14 13:00modify260.101.063230.000001.06423
952009.12.14 13:20t/p260.101.064230.000001.06423-9.4510009.92
962009.12.14 13:20t/p270.101.064230.000001.064232.4410012.36
972009.12.14 13:20t/p280.171.064230.000001.064239.4310021.79
982009.12.14 14:00sell290.101.063830.000000.00000
992009.12.14 15:00sell300.101.065440.000000.00000
1002009.12.14 15:00modify300.101.065440.000001.06457
1012009.12.14 15:00modify290.101.063830.000001.06457
1022009.12.14 15:16t/p290.101.064570.000001.06457-6.9510014.84
1032009.12.14 15:16t/p300.101.064570.000001.064578.1810023.02
1042009.12.14 16:00sell310.101.062410.000000.00000
1052009.12.15 12:00sell320.101.062680.000000.00000
1062009.12.15 13:00sell330.171.063190.000000.00000
1072009.12.15 13:00modify330.171.063190.000001.06277
1082009.12.15 13:00modify320.101.062680.000001.06277
1092009.12.15 13:00modify310.101.062410.000001.06277
1102009.12.15 14:00sell340.281.063500.000000.00000
1112009.12.15 14:00modify340.281.063500.000001.06306
1122009.12.15 14:00modify330.171.063190.000001.06306
1132009.12.15 14:00modify320.101.062680.000001.06306
1142009.12.15 14:00modify310.101.062410.000001.06306
1152009.12.15 14:15t/p310.101.063060.000001.06306-6.1310016.89
1162009.12.15 14:15t/p320.101.063060.000001.06306-3.5810013.31
1172009.12.15 14:15t/p330.171.063060.000001.063062.0810015.39
1182009.12.15 14:15t/p340.281.063060.000001.0630611.6010026.99
1192009.12.15 15:00sell350.101.060830.000000.00000
1202009.12.15 16:00sell360.101.061460.000000.00000
1212009.12.15 16:00modify360.101.061460.000001.06108
1222009.12.15 16:00modify350.101.060830.000001.06108
1232009.12.15 16:10t/p350.101.061080.000001.06108-2.3610024.63
1242009.12.15 16:10t/p360.101.061080.000001.061083.5810028.21
1252009.12.15 17:00sell370.101.059770.000000.00000
1262009.12.15 18:00sell380.101.062070.000000.00000
1272009.12.15 18:00modify380.101.062070.000001.06085
1282009.12.15 18:00modify370.101.059770.000001.06085
1292009.12.15 21:20t/p370.101.060850.000001.06085-10.1810018.03
1302009.12.15 21:20t/p380.101.060850.000001.0608511.5110029.54
1312009.12.15 22:00buy390.101.061510.000000.00000
1322009.12.15 23:00buy400.101.061060.000000.00000
1332009.12.15 23:00modify400.101.061060.000001.06136
1342009.12.15 23:00modify390.101.061510.000001.06136
1352009.12.16 00:00buy410.171.060850.000000.00000
1362009.12.16 00:00modify410.171.060850.000001.06116
1372009.12.16 00:00modify400.101.061060.000001.06116
1382009.12.16 00:00modify390.101.061510.000001.06116
1392009.12.16 00:20t/p390.101.061160.000001.06116-3.4010026.14
1402009.12.16 00:20t/p400.101.061160.000001.061160.8410026.97
1412009.12.16 00:20t/p410.171.061160.000001.061164.9710031.94
1422009.12.16 01:00sell420.101.060540.000000.00000
1432009.12.16 03:00sell430.101.060920.000000.00000
1442009.12.16 03:00modify430.101.060920.000001.06066
1452009.12.16 03:00modify420.101.060540.000001.06066
1462009.12.16 03:20t/p420.101.060660.000001.06066-1.1410030.80
1472009.12.16 03:20t/p430.101.060660.000001.060662.4510033.25
1482009.12.16 04:00sell440.101.060630.000000.00000
1492009.12.16 05:00sell450.101.061020.000000.00000
1502009.12.16 05:00modify450.101.061020.000001.06076
1512009.12.16 05:00modify440.101.060630.000001.06076
1522009.12.16 05:20t/p440.101.060760.000001.06076-1.2210032.03
1532009.12.16 05:20t/p450.101.060760.000001.060762.4610034.49
1542009.12.16 06:00sell460.101.060840.000000.00000
1552009.12.16 07:00sell470.101.061550.000000.00000
1562009.12.16 07:00modify470.101.061550.000001.06113
1572009.12.16 07:00modify460.101.060840.000001.06113
1582009.12.16 07:20t/p460.101.061130.000001.06113-2.7310031.76
1592009.12.16 07:20t/p470.101.061130.000001.061133.9610035.72
1602009.12.16 08:00sell480.101.060950.000000.00000
1612009.12.16 09:00sell490.101.061950.000000.00000
1622009.12.16 09:00modify490.101.061950.000001.06138
1632009.12.16 09:00modify480.101.060950.000001.06138
1642009.12.16 09:10t/p480.101.061380.000001.06138-4.0510031.67
1652009.12.16 09:10t/p490.101.061380.000001.061385.3710037.04
1662009.12.16 10:00sell500.101.059720.000000.00000
1672009.12.16 12:00sell510.101.061860.000000.00000
1682009.12.16 12:00modify510.101.061860.000001.06072
1692009.12.16 12:00modify500.101.059720.000001.06072
1702009.12.16 12:16t/p500.101.060720.000001.06072-9.4310027.61
1712009.12.16 12:16t/p510.101.060720.000001.0607210.7510038.36
1722009.12.16 13:00sell520.101.060040.000000.00000
1732009.12.16 15:00sell530.101.060400.000000.00000
1742009.12.16 15:00modify530.101.060400.000001.06015
1752009.12.16 15:00modify520.101.060040.000001.06015
1762009.12.16 15:45t/p520.101.060150.000001.06015-1.0410037.32
1772009.12.16 15:45t/p530.101.060150.000001.060152.3610039.68
1782009.12.16 16:00sell540.101.059040.000000.00000
1792009.12.16 19:00sell550.101.059690.000000.00000
1802009.12.16 19:00modify550.101.059690.000001.05930
1812009.12.16 19:00modify540.101.059040.000001.05930
1822009.12.16 19:16t/p540.101.059300.000001.05930-2.4610037.22
1832009.12.16 19:16t/p550.101.059300.000001.059303.6810040.90
1842009.12.16 20:00buy560.101.059880.000000.00000
1852009.12.21 14:00buy570.101.056100.000000.00000
1862009.12.21 14:00modify570.101.056100.000001.05806
1872009.12.21 14:00modify560.101.059880.000001.05806
1882009.12.21 15:00buy580.171.055750.000000.00000
1892009.12.21 15:00modify580.171.055750.000001.05703
1902009.12.21 15:00modify570.101.056100.000001.05703
1912009.12.21 15:00modify560.101.059880.000001.05703
1922009.12.21 16:00buy590.281.055380.000000.00000
1932009.12.21 16:00modify590.281.055380.000001.05635
1942009.12.21 16:00modify580.171.055750.000001.05635
1952009.12.21 16:00modify570.101.056100.000001.05635
1962009.12.21 16:00modify560.101.059880.000001.05635
1972009.12.21 16:15t/p560.101.056350.000001.05635-33.9110007.00
1982009.12.21 16:15t/p570.101.056350.000001.056352.3710009.37
1992009.12.21 16:15t/p580.171.056350.000001.056359.6510019.02
2002009.12.21 16:15t/p590.281.056350.000001.0563525.7010044.72
2012009.12.21 17:00buy600.101.057850.000000.00000
2022009.12.22 12:00buy610.101.056860.000000.00000
2032009.12.22 12:00modify610.101.056860.000001.05743
2042009.12.22 12:00modify600.101.057850.000001.05743
2052009.12.22 12:40t/p600.101.057430.000001.05743-4.0710040.64
2062009.12.22 12:40t/p610.101.057430.000001.057435.3910046.03
2072009.12.22 13:00buy620.101.058110.000000.00000
2082009.12.22 14:00buy630.101.057260.000000.00000
2092009.12.22 14:00modify630.101.057260.000001.05776
2102009.12.22 14:00modify620.101.058110.000001.05776
2112009.12.22 14:15t/p620.101.057760.000001.05776-3.3110042.72
2122009.12.22 14:15t/p630.101.057760.000001.057764.7210047.44
2132009.12.22 15:00sell640.101.056560.000000.00000
2142009.12.22 16:00sell650.101.058590.000000.00000
2152009.12.22 16:00modify650.101.058590.000001.05751
2162009.12.22 16:00modify640.101.056560.000001.05751
2172009.12.22 17:00sell660.171.060080.000000.00000
2182009.12.22 17:00modify660.171.060080.000001.05866
2192009.12.22 17:00modify650.101.058590.000001.05866
2202009.12.22 17:00modify640.101.056560.000001.05866
2212009.12.22 17:20t/p640.101.058660.000001.05866-19.8610027.58
2222009.12.22 17:20t/p650.101.058660.000001.05866-0.6610026.92
2232009.12.22 17:20t/p660.171.058660.000001.0586622.8210049.74
2242009.12.22 18:00sell670.101.055240.000000.00000
2252009.12.22 19:00sell680.101.055740.000000.00000
2262009.12.22 19:00modify680.101.055740.000001.05542
2272009.12.22 19:00modify670.101.055240.000001.05542
2282009.12.22 19:45t/p670.101.055420.000001.05542-1.7110048.03
2292009.12.22 19:45t/p680.101.055420.000001.055423.0310051.06
2302009.12.22 20:00sell690.101.054450.000000.00000
2312009.12.22 21:00sell700.101.055540.000000.00000
2322009.12.22 21:00modify700.101.055540.000001.05493
2332009.12.22 21:00modify690.101.054450.000001.05493
2342009.12.22 22:00sell710.171.057920.000000.00000
2352009.12.22 22:00modify710.171.057920.000001.05627
2362009.12.22 22:00modify700.101.055540.000001.05627
2372009.12.22 22:00modify690.101.054450.000001.05627
2382009.12.23 01:45t/p690.101.056270.000001.05627-17.2410033.82
2392009.12.23 01:45t/p700.101.056270.000001.05627-6.9210026.90
2402009.12.23 01:45t/p710.171.056270.000001.0562726.5510053.46
2412009.12.23 02:00sell720.101.055660.000000.00000
2422009.12.23 03:00sell730.101.055860.000000.00000
2432009.12.23 04:00sell740.171.056740.000000.00000
2442009.12.23 04:00modify740.171.056740.000001.05614
2452009.12.23 04:00modify730.101.055860.000001.05614
2462009.12.23 04:00modify720.101.055660.000001.05614
2472009.12.23 06:00sell750.281.057240.000000.00000
2482009.12.23 06:00modify750.281.057240.000001.05658
2492009.12.23 06:00modify740.171.056740.000001.05658
2502009.12.23 06:00modify730.101.055860.000001.05658
2512009.12.23 06:00modify720.101.055660.000001.05658
2522009.12.23 06:40t/p720.101.056580.000001.05658-8.7110044.75
2532009.12.23 06:40t/p730.101.056580.000001.05658-6.8210037.93
2542009.12.23 06:40t/p740.171.056580.000001.056582.5810040.51
2552009.12.23 06:40t/p750.281.056580.000001.0565817.4910058.00
2562009.12.23 07:00sell760.101.056290.000000.00000
2572009.12.31 18:57close at stop760.101.046610.000000.0000092.4010150.39