Strategy Tester Report
AlpariUK-Demo (Build 225)

SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period1 Hour (H1) 2010.01.04 00:00 - 2010.02.26 22:00 (2010.01.01 - 2010.02.27)
ModelControl points (a very crude method, the results must not be considered)
Parametersfast_ema_period=12; slow_ema_period=26; lwmaper1=4; lwmaper2=8; mn=1; MG=564651; Lots=0.01; maxpos=1;
Bars in test1953Ticks modelled24825Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00
Total net profit-182.92Gross profit124.89Gross loss-307.81
Profit factor0.41Expected payoff-1.35
Absolute drawdown186.67Maximal drawdown194.92 (1.95%)Relative drawdown1.95% (194.92)
Total trades136Short positions (won %)80 (17.50%)Long positions (won %)56 (23.21%)
Profit trades (% of total)27 (19.85%)Loss trades (% of total)109 (80.15%)
Largestprofit trade17.87loss trade-11.73
Averageprofit trade4.63loss trade-2.82
Maximumconsecutive wins (profit in money)2 (13.62)consecutive losses (loss in money)15 (-38.64)
Maximalconsecutive profit (count of wins)17.87 (1)consecutive loss (count of losses)-38.64 (15)
Averageconsecutive wins1consecutive losses4
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12010.01.04 10:00buy10.011.615820.000000.00000
22010.01.04 14:00sell20.011.614660.000000.00000
32010.01.04 14:00close10.011.614660.000000.00000-1.169998.84
42010.01.05 01:00close20.011.611730.000000.000002.9110001.75
52010.01.05 03:00sell30.011.607770.000000.00000
62010.01.05 07:00buy40.011.613770.000000.00000
72010.01.05 07:00close30.011.613770.000000.00000-6.009995.75
82010.01.05 09:00sell50.011.609930.000000.00000
92010.01.05 09:00close40.011.609930.000000.00000-3.849991.91
102010.01.05 16:00buy60.011.604980.000000.00000
112010.01.05 16:00close50.011.604980.000000.000004.959996.86
122010.01.05 17:00sell70.011.603100.000000.00000
132010.01.05 17:00close60.011.603100.000000.00000-1.889994.98
142010.01.06 01:00close70.011.599530.000000.000003.549998.52
152010.01.06 09:00buy80.011.602170.000000.00000
162010.01.06 13:00sell90.011.598160.000000.00000
172010.01.06 13:00close80.011.598160.000000.00000-4.019994.51
182010.01.06 17:00close90.011.600350.000000.00000-2.199992.32
192010.01.06 18:00buy100.011.601870.000000.00000
202010.01.07 04:00sell110.011.600060.000000.00000
212010.01.07 04:00close100.011.600060.000000.00000-1.819990.51
222010.01.07 05:00close110.011.601730.000000.00000-1.679988.84
232010.01.07 17:00buy120.011.594060.000000.00000
242010.01.07 18:00sell130.011.590990.000000.00000
252010.01.07 18:00close120.011.590990.000000.00000-3.079985.77
262010.01.07 19:00close130.011.594740.000000.00000-3.759982.02
272010.01.08 02:00buy140.011.595100.000000.00000
282010.01.08 04:00sell150.011.592000.000000.00000
292010.01.08 04:00close140.011.592000.000000.00000-3.109978.92
302010.01.08 05:00close150.011.594400.000000.00000-2.409976.52
312010.01.08 06:00buy160.011.594650.000000.00000
322010.01.08 14:00sell170.011.597870.000000.00000
332010.01.08 14:00close160.011.597870.000000.000003.229979.74
342010.01.08 15:00close170.011.609600.000000.00000-11.739968.01
352010.01.08 17:00sell180.011.596120.000000.00000
362010.01.08 20:00close180.011.603100.000000.00000-6.989961.03
372010.01.08 21:00buy190.011.603640.000000.00000
382010.01.11 00:00sell200.011.605790.000000.00000
392010.01.11 00:00close190.011.605790.000000.000002.159963.18
402010.01.11 01:00close200.011.609230.000000.00000-3.449959.74
412010.01.11 08:00sell210.011.607250.000000.00000
422010.01.11 09:00buy220.011.610070.000000.00000
432010.01.11 09:00close210.011.610070.000000.00000-2.829956.92
442010.01.11 16:00sell230.011.612610.000000.00000
452010.01.11 16:00close220.011.612610.000000.000002.549959.46
462010.01.11 17:00close230.011.617690.000000.00000-5.089954.38
472010.01.12 02:00sell240.011.608480.000000.00000
482010.01.12 08:00buy250.011.612180.000000.00000
492010.01.12 08:00close240.011.612180.000000.00000-3.709950.68
502010.01.12 09:00sell260.011.609540.000000.00000
512010.01.12 09:00close250.011.609540.000000.00000-2.649948.04
522010.01.12 11:00close260.011.614060.000000.00000-4.529943.52
532010.01.12 15:00sell270.011.612870.000000.00000
542010.01.12 16:00close270.011.616050.000000.00000-3.189940.34
552010.01.12 22:00sell280.011.616870.000000.00000
562010.01.13 06:00close280.011.619230.000000.00000-2.389937.96
572010.01.13 17:00sell290.011.626420.000000.00000
582010.01.13 18:00close290.011.629150.000000.00000-2.739935.23
592010.01.13 19:00sell300.011.627630.000000.00000
602010.01.14 02:00buy310.011.630680.000000.00000
612010.01.14 02:00close300.011.630680.000000.00000-3.139932.10
622010.01.14 03:00sell320.011.629630.000000.00000
632010.01.14 03:00close310.011.629630.000000.00000-1.059931.05
642010.01.14 15:00buy330.011.631650.000000.00000
652010.01.14 15:00close320.011.631650.000000.00000-2.029929.03
662010.01.14 16:00sell340.011.629030.000000.00000
672010.01.14 16:00close330.011.629030.000000.00000-2.629926.41
682010.01.14 17:00close340.011.631670.000000.00000-2.649923.77
692010.01.14 22:00sell350.011.632380.000000.00000
702010.01.14 23:00close350.011.633840.000000.00000-1.469922.31
712010.01.15 01:00sell360.011.633280.000000.00000
722010.01.15 06:00buy370.011.633980.000000.00000
732010.01.15 06:00close360.011.633980.000000.00000-0.709921.61
742010.01.15 09:00sell380.011.633190.000000.00000
752010.01.15 09:00close370.011.633190.000000.00000-0.799920.82
762010.01.18 01:00close380.011.629340.000000.000003.839924.65
772010.01.18 02:00sell390.011.625970.000000.00000
782010.01.18 03:00close390.011.627610.000000.00000-1.649923.01
792010.01.18 15:00sell400.011.630560.000000.00000
802010.01.18 17:00close400.011.634120.000000.00000-3.569919.45
812010.01.18 20:00sell410.011.633100.000000.00000
822010.01.18 23:00close410.011.634250.000000.00000-1.159918.30
832010.01.19 07:00sell420.011.640060.000000.00000
842010.01.19 08:00close420.011.642580.000000.00000-2.529915.78
852010.01.19 10:00sell430.011.638700.000000.00000
862010.01.19 11:00close430.011.642040.000000.00000-3.349912.44
872010.01.19 18:00sell440.011.636770.000000.00000
882010.01.19 19:00close440.011.638210.000000.00000-1.449911.00
892010.01.19 21:00sell450.011.636130.000000.00000
902010.01.19 22:00close450.011.638660.000000.00000-2.539908.47
912010.01.19 23:00sell460.011.635870.000000.00000
922010.01.20 02:00close460.011.637210.000000.00000-1.379907.10
932010.01.20 16:00buy470.011.630080.000000.00000
942010.01.21 03:00sell480.011.627250.000000.00000
952010.01.21 03:00close470.011.627250.000000.00000-2.839904.28
962010.01.21 06:00close480.011.627360.000000.00000-0.119904.17
972010.01.21 08:00buy490.011.629390.000000.00000
982010.01.21 09:00sell500.011.623000.000000.00000
992010.01.21 09:00close490.011.623000.000000.00000-6.399897.78
1002010.01.21 15:00close500.011.618170.000000.000004.839902.61
1012010.01.21 16:00buy510.011.622030.000000.00000
1022010.01.21 17:00sell520.011.617400.000000.00000
1032010.01.21 17:00close510.011.617400.000000.00000-4.639897.98
1042010.01.21 18:00close520.011.621670.000000.00000-4.279893.71
1052010.01.22 03:00buy530.011.622040.000000.00000
1062010.01.22 11:00sell540.011.622140.000000.00000
1072010.01.22 11:00close530.011.622140.000000.000000.109893.81
1082010.01.22 12:00close540.011.624890.000000.00000-2.759891.06
1092010.01.22 13:00sell550.011.617620.000000.00000
1102010.01.22 19:00close550.011.613740.000000.000003.889894.94
1112010.01.22 20:00buy560.011.613480.000000.00000
1122010.01.22 21:00sell570.011.611500.000000.00000
1132010.01.22 21:00close560.011.611500.000000.00000-1.989892.96
1142010.01.25 01:00close570.011.611950.000000.00000-0.489892.48
1152010.01.25 07:00buy580.011.611590.000000.00000
1162010.01.25 14:00sell590.011.613360.000000.00000
1172010.01.25 14:00close580.011.613360.000000.000001.779894.25
1182010.01.25 15:00close590.011.615960.000000.00000-2.609891.65
1192010.01.25 16:00buy600.011.618850.000000.00000
1202010.01.26 04:00sell610.011.623810.000000.00000
1212010.01.26 04:00close600.011.623810.000000.000004.969896.61
1222010.01.26 17:00buy620.011.615150.000000.00000
1232010.01.26 17:00close610.011.615150.000000.000008.669905.27
1242010.01.26 21:00sell630.011.614400.000000.00000
1252010.01.26 21:00close620.011.614400.000000.00000-0.759904.52
1262010.01.26 23:00close630.011.614680.000000.00000-0.289904.24
1272010.01.27 09:00buy640.011.614600.000000.00000
1282010.01.27 10:00sell650.011.611780.000000.00000
1292010.01.27 10:00close640.011.611780.000000.00000-2.829901.42
1302010.01.27 11:00buy660.011.619140.000000.00000
1312010.01.27 11:00close650.011.619140.000000.00000-7.369894.06
1322010.01.27 17:00sell670.011.619000.000000.00000
1332010.01.27 17:00close660.011.619000.000000.00000-0.149893.92
1342010.01.27 18:00close670.011.620720.000000.00000-1.729892.20
1352010.01.28 02:00sell680.011.616850.000000.00000
1362010.01.28 04:00close680.011.621170.000000.00000-4.329887.88
1372010.01.28 06:00sell690.011.618700.000000.00000
1382010.01.28 08:00close690.011.620740.000000.00000-2.049885.84
1392010.01.28 12:00sell700.011.623350.000000.00000
1402010.01.28 13:00close700.011.624880.000000.00000-1.539884.31
1412010.01.29 01:00buy710.011.614670.000000.00000
1422010.01.29 02:00sell720.011.613280.000000.00000
1432010.01.29 02:00close710.011.613280.000000.00000-1.399882.92
1442010.01.29 03:00close720.011.614770.000000.00000-1.499881.43
1452010.01.29 06:00sell730.011.613050.000000.00000
1462010.01.29 08:00close730.011.615440.000000.00000-2.399879.04
1472010.01.29 09:00buy740.011.614430.000000.00000
1482010.01.29 13:00sell750.011.613620.000000.00000
1492010.01.29 13:00close740.011.613620.000000.00000-0.819878.23
1502010.02.01 06:00close750.011.595730.000000.0000017.879896.10
1512010.02.01 08:00buy760.011.595940.000000.00000
1522010.02.01 12:00close760.011.586020.000000.00000-9.929886.18
1532010.02.01 16:00buy770.011.593580.000000.00000
1542010.02.02 05:00close770.011.593190.000000.00000-0.399885.79
1552010.02.02 09:00buy780.011.595500.000000.00000
1562010.02.02 10:00sell790.011.591800.000000.00000
1572010.02.02 10:00close780.011.591800.000000.00000-3.709882.09
1582010.02.02 13:00close790.011.594420.000000.00000-2.629879.47
1592010.02.02 14:00buy800.011.594220.000000.00000
1602010.02.03 04:00sell810.011.598080.000000.00000
1612010.02.03 04:00close800.011.598080.000000.000003.869883.33
1622010.02.03 05:00close810.011.599210.000000.00000-1.139882.20
1632010.02.03 12:00sell820.011.599690.000000.00000
1642010.02.04 01:00buy830.011.591810.000000.00000
1652010.02.04 01:00close820.011.591810.000000.000007.809890.01
1662010.02.04 02:00sell840.011.589670.000000.00000
1672010.02.04 02:00close830.011.589670.000000.00000-2.149887.87
1682010.02.04 03:00close840.011.591330.000000.00000-1.669886.21
1692010.02.05 01:00buy850.011.577140.000000.00000
1702010.02.05 02:00sell860.011.574130.000000.00000
1712010.02.05 02:00close850.011.574130.000000.00000-3.019883.20
1722010.02.05 04:00close860.011.575380.000000.00000-1.259881.95
1732010.02.05 13:00buy870.011.572550.000000.00000
1742010.02.05 16:00sell880.011.563760.000000.00000
1752010.02.05 16:00close870.011.563760.000000.00000-8.799873.16
1762010.02.05 22:00close880.011.563480.000000.000000.289873.44
1772010.02.08 00:00buy890.011.560260.000000.00000
1782010.02.08 01:00sell900.011.559930.000000.00000
1792010.02.08 01:00close890.011.559930.000000.00000-0.339873.11
1802010.02.08 02:00close900.011.562350.000000.00000-2.429870.69
1812010.02.08 12:00buy910.011.558310.000000.00000
1822010.02.08 22:00close910.011.559900.000000.000001.599872.28
1832010.02.09 04:00buy920.011.560250.000000.00000
1842010.02.09 10:00sell930.011.558690.000000.00000
1852010.02.09 10:00close920.011.558690.000000.00000-1.569870.72
1862010.02.09 14:00close930.011.563950.000000.00000-5.269865.46
1872010.02.09 15:00buy940.011.562780.000000.00000
1882010.02.10 01:00sell950.011.569260.000000.00000
1892010.02.10 01:00close940.011.569260.000000.000006.489871.94
1902010.02.10 02:00close950.011.570710.000000.00000-1.459870.49
1912010.02.10 03:00sell960.011.570240.000000.00000
1922010.02.10 11:00buy970.011.573250.000000.00000
1932010.02.10 11:00close960.011.573250.000000.00000-3.019867.48
1942010.02.10 12:00sell980.011.568480.000000.00000
1952010.02.10 12:00close970.011.568480.000000.00000-4.779862.71
1962010.02.11 00:00close980.011.560310.000000.000008.109870.80
1972010.02.11 01:00buy990.011.561240.000000.00000
1982010.02.11 08:00sell1000.011.562240.000000.00000
1992010.02.11 08:00close990.011.562240.000000.000001.009871.80
2002010.02.11 13:00close1000.011.563550.000000.00000-1.319870.49
2012010.02.11 14:00buy1010.011.562880.000000.00000
2022010.02.11 16:00sell1020.011.559780.000000.00000
2032010.02.11 16:00close1010.011.559780.000000.00000-3.109867.39
2042010.02.11 17:00close1020.011.561640.000000.00000-1.869865.53
2052010.02.11 18:00buy1030.011.567730.000000.00000
2062010.02.12 02:00sell1040.011.567580.000000.00000
2072010.02.12 02:00close1030.011.567580.000000.00000-0.159865.38
2082010.02.12 07:00buy1050.011.570090.000000.00000
2092010.02.12 07:00close1040.011.570090.000000.00000-2.519862.87
2102010.02.12 11:00sell1060.011.565420.000000.00000
2112010.02.12 11:00close1050.011.565420.000000.00000-4.679858.20
2122010.02.12 18:00close1060.011.567310.000000.00000-1.899856.31
2132010.02.15 01:00sell1070.011.566510.000000.00000
2142010.02.15 09:00close1070.011.566210.000000.000000.309856.61
2152010.02.15 10:00buy1080.011.567940.000000.00000
2162010.02.15 15:00sell1090.011.566390.000000.00000
2172010.02.15 15:00close1080.011.566390.000000.00000-1.559855.06
2182010.02.16 00:00buy1100.011.567170.000000.00000
2192010.02.16 00:00close1090.011.567170.000000.00000-0.819854.26
2202010.02.16 11:00sell1110.011.568380.000000.00000
2212010.02.16 11:00close1100.011.568380.000000.000001.219855.47
2222010.02.16 13:00close1110.011.570300.000000.00000-1.929853.55
2232010.02.16 18:00buy1120.011.573710.000000.00000
2242010.02.17 02:00sell1130.011.577980.000000.00000
2252010.02.17 02:00close1120.011.577980.000000.000004.279857.82
2262010.02.17 09:00close1130.011.580470.000000.00000-2.499855.33
2272010.02.17 10:00sell1140.011.577950.000000.00000
2282010.02.17 14:00close1140.011.579540.000000.00000-1.599853.74
2292010.02.18 08:00buy1150.011.567570.000000.00000
2302010.02.18 09:00sell1160.011.562040.000000.00000
2312010.02.18 09:00close1150.011.562040.000000.00000-5.539848.21
2322010.02.18 16:00buy1170.011.565290.000000.00000
2332010.02.18 16:00close1160.011.565290.000000.00000-3.259844.96
2342010.02.18 18:00sell1180.011.558070.000000.00000
2352010.02.18 18:00close1170.011.558070.000000.00000-7.229837.74
2362010.02.18 19:00close1180.011.560710.000000.00000-2.649835.10
2372010.02.18 22:00buy1190.011.562410.000000.00000
2382010.02.18 23:00sell1200.011.552640.000000.00000
2392010.02.18 23:00close1190.011.552640.000000.00000-9.779825.33
2402010.02.19 09:00close1200.011.541440.000000.0000011.179836.50
2412010.02.19 15:00buy1210.011.540260.000000.00000
2422010.02.22 08:00sell1220.011.545480.000000.00000
2432010.02.22 08:00close1210.011.545480.000000.000005.229841.72
2442010.02.22 09:00close1220.011.547560.000000.00000-2.089839.64
2452010.02.22 14:00buy1230.011.547860.000000.00000
2462010.02.22 18:00sell1240.011.547480.000000.00000
2472010.02.22 18:00close1230.011.547480.000000.00000-0.389839.26
2482010.02.22 21:00close1240.011.549350.000000.00000-1.879837.39
2492010.02.22 22:00buy1250.011.548450.000000.00000
2502010.02.23 11:00sell1260.011.543150.000000.00000
2512010.02.23 11:00close1250.011.543150.000000.00000-5.309832.10
2522010.02.23 18:00close1260.011.546870.000000.00000-3.729828.38
2532010.02.23 19:00sell1270.011.542590.000000.00000
2542010.02.23 21:00close1270.011.544900.000000.00000-2.319826.07
2552010.02.24 01:00buy1280.011.544870.000000.00000
2562010.02.24 09:00sell1290.011.542750.000000.00000
2572010.02.24 09:00close1280.011.542750.000000.00000-2.129823.95
2582010.02.24 11:00close1290.011.544320.000000.00000-1.579822.38
2592010.02.24 13:00buy1300.011.545340.000000.00000
2602010.02.24 14:00sell1310.011.543840.000000.00000
2612010.02.24 14:00close1300.011.543840.000000.00000-1.509820.88
2622010.02.24 17:00close1310.011.545390.000000.00000-1.559819.33
2632010.02.25 01:00buy1320.011.541900.000000.00000
2642010.02.25 02:00sell1330.011.538250.000000.00000
2652010.02.25 02:00close1320.011.538250.000000.00000-3.659815.68
2662010.02.25 16:00close1330.011.529850.000000.000008.409824.08
2672010.02.25 22:00buy1340.011.527510.000000.00000
2682010.02.26 09:00sell1350.011.524750.000000.00000
2692010.02.26 09:00close1340.011.524750.000000.00000-2.769821.32
2702010.02.26 10:00close1350.011.527960.000000.00000-3.219818.11
2712010.02.26 18:00buy1360.011.524370.000000.00000
2722010.02.26 22:59close at stop1360.011.523340.000000.00000-1.039817.08