Strategy Tester Report
EL_FODEURO-logging
AlpariUK-Demo (Build 225)

SymbolUSDCAD (US Dollar vs Canadian Dollar)
Period1 Hour (H1) 2009.01.05 17:00 - 2009.12.31 18:00 (2009.01.01 - 2010.01.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersLots=0.3; Slippage=3; Order_Comment=""EL"; Order_Arrow_Color=Black; PercentMargin=0.005; NOGOVolatility=200; SMALLGOVolatility=100; SSP=34; SSK=29;
Bars in test6211Ticks modelled152607Modelling qualityn/a
Mismatched charts errors70
Initial deposit10000.00
Total net profit-4083.84Gross profit4843.90Gross loss-8927.74
Profit factor0.54Expected payoff-22.32
Absolute drawdown4125.33Maximal drawdown4538.14 (43.58%)Relative drawdown43.58% (4538.14)
Total trades183Short positions (won %)100 (27.00%)Long positions (won %)83 (22.89%)
Profit trades (% of total)46 (25.14%)Loss trades (% of total)137 (74.86%)
Largestprofit trade601.43loss trade-288.17
Averageprofit trade105.30loss trade-65.17
Maximumconsecutive wins (profit in money)3 (229.55)consecutive losses (loss in money)18 (-729.18)
Maximalconsecutive profit (count of wins)807.31 (2)consecutive loss (count of losses)-740.85 (10)
Averageconsecutive wins1consecutive losses4
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12009.01.09 16:00buy10.301.193040.000000.00000
22009.01.09 18:00close10.301.192010.000000.00000-25.929974.08
32009.01.12 07:00sell20.301.191000.000000.00000
42009.01.12 08:00close20.301.192560.000000.00000-39.249934.84
52009.01.16 15:00buy30.301.240690.000000.00000
62009.01.16 16:00close30.301.237200.000000.00000-84.639850.21
72009.01.16 17:00buy40.301.248140.000000.00000
82009.01.16 21:00close40.301.248400.000000.000006.259856.46
92009.01.19 15:00buy50.301.249770.000000.00000
102009.01.21 07:00close50.301.260360.000000.00000251.7710108.23
112009.01.22 15:00buy60.301.269790.000000.00000
122009.01.22 16:00close60.301.263330.000000.00000-153.409954.83
132009.01.28 07:00sell70.301.226340.000000.00000
142009.01.28 08:00close70.301.228130.000000.00000-43.739911.10
152009.01.28 09:00sell80.301.222600.000000.00000
162009.01.29 03:00close80.301.216670.000000.00000145.6910056.79
172009.01.29 07:00sell90.301.217340.000000.00000
182009.01.29 08:00close90.301.219640.000000.00000-56.5710000.22
192009.01.29 13:00sell100.301.214080.000000.00000
202009.01.29 14:00close100.301.217170.000000.00000-76.169924.06
212009.01.29 17:00sell110.301.215350.000000.00000
222009.01.29 18:00close110.301.218410.000000.00000-75.349848.72
232009.02.03 19:00buy120.301.239220.000000.00000
242009.02.03 20:00close120.301.238450.000000.00000-18.659830.07
252009.02.04 14:00buy130.301.241200.000000.00000
262009.02.04 15:00close130.301.231550.000000.00000-235.079595.00
272009.02.06 03:00buy140.301.233440.000000.00000
282009.02.06 04:00close140.301.236100.000000.0000064.569659.56
292009.02.13 01:00buy150.301.243240.000000.00000
302009.02.13 02:00close150.301.243000.000000.00000-5.799653.77
312009.02.13 18:00buy160.301.243490.000000.00000
322009.02.13 19:00close160.301.242350.000000.00000-27.539626.24
332009.02.16 01:00buy170.301.242140.000000.00000
342009.02.16 02:00close170.301.241200.000000.00000-22.729603.52
352009.02.16 03:00buy180.301.242840.000000.00000
362009.02.16 04:00close180.301.243500.000000.0000015.929619.44
372009.02.19 17:00buy190.301.259290.000000.00000
382009.02.19 19:00close190.301.256060.000000.00000-77.159542.29
392009.02.19 22:00buy200.301.259140.000000.00000
402009.02.19 23:00close200.301.257670.000000.00000-35.069507.23
412009.02.20 01:00buy210.301.256470.000000.00000
422009.02.20 02:00close210.301.257350.000000.0000021.009528.23
432009.02.23 02:00buy220.301.255070.000000.00000
442009.02.23 03:00close220.301.246900.000000.00000-196.579331.66
452009.02.23 16:00buy230.301.250340.000000.00000
462009.02.23 17:00close230.301.251630.000000.0000030.929362.58
472009.02.24 08:00buy240.301.250440.000000.00000
482009.02.24 09:00close240.301.249520.000000.00000-22.099340.49
492009.02.24 11:00buy250.301.250790.000000.00000
502009.02.24 12:00close250.301.247110.000000.00000-88.529251.97
512009.02.24 12:00sell260.301.247110.000000.00000
522009.02.24 13:00close260.301.251150.000000.00000-96.879155.10
532009.02.24 16:00sell270.301.246900.000000.00000
542009.02.24 17:00close270.301.245790.000000.0000026.739181.83
552009.02.25 09:00sell280.301.243050.000000.00000
562009.02.25 13:00close280.301.246540.000000.00000-83.999097.84
572009.02.25 14:00sell290.301.243210.000000.00000
582009.02.25 16:00close290.301.249540.000000.00000-151.988945.86
592009.02.26 14:00sell300.301.244520.000000.00000
602009.02.26 19:00close300.301.246920.000000.00000-57.748888.12
612009.03.05 15:00buy310.301.287990.000000.00000
622009.03.05 16:00close310.301.283300.000000.00000-109.648778.48
632009.03.05 17:00buy320.301.286180.000000.00000
642009.03.05 18:00close320.301.287560.000000.0000032.158810.63
652009.03.06 10:00buy330.301.284370.000000.00000
662009.03.06 12:00close330.301.282330.000000.00000-47.738762.90
672009.03.06 13:00buy340.301.286340.000000.00000
682009.03.06 15:00close340.301.278800.000000.00000-176.888586.02
692009.03.06 17:00buy350.301.286560.000000.00000
702009.03.09 02:00close350.301.283260.000000.00000-77.308508.72
712009.03.10 08:00buy360.301.292400.000000.00000
722009.03.10 09:00close360.301.289730.000000.00000-62.118446.61
732009.03.12 02:00sell370.301.286550.000000.00000
742009.03.12 03:00close370.301.286240.000000.000007.238453.84
752009.03.12 19:00sell380.301.281130.000000.00000
762009.03.16 06:00close380.301.274820.000000.00000148.148601.97
772009.03.17 11:00sell390.301.273000.000000.00000
782009.03.17 12:00close390.301.269860.000000.0000074.188676.15
792009.03.17 14:00sell400.301.272850.000000.00000
802009.03.17 15:00close400.301.275220.000000.00000-55.768620.39
812009.03.17 16:00sell410.301.273220.000000.00000
822009.03.17 17:00close410.301.271840.000000.0000032.558652.94
832009.03.18 11:00sell420.301.266680.000000.00000
842009.03.18 13:00close420.301.271800.000000.00000-120.778532.17
852009.03.18 14:00sell430.301.263100.000000.00000
862009.03.18 17:00close430.301.271610.000000.00000-200.778331.40
872009.03.18 20:00sell440.301.249600.000000.00000
882009.03.20 05:00close440.301.240640.000000.00000215.958547.36
892009.03.23 04:00sell450.301.233220.000000.00000
902009.03.23 06:00close450.301.235040.000000.00000-44.218503.15
912009.03.23 08:00sell460.301.233090.000000.00000
922009.03.23 10:00close460.301.235130.000000.00000-49.558453.60
932009.03.23 12:00sell470.301.233430.000000.00000
942009.03.23 14:00close470.301.234110.000000.00000-16.538437.07
952009.03.23 16:00sell480.301.231850.000000.00000
962009.03.24 21:00close480.301.231740.000000.000002.508439.57
972009.03.25 06:00sell490.301.229160.000000.00000
982009.03.25 07:00close490.301.230500.000000.00000-32.678406.90
992009.03.25 15:00sell500.301.223160.000000.00000
1002009.03.25 19:00close500.301.230570.000000.00000-180.658226.25
1012009.03.26 09:00sell510.301.227060.000000.00000
1022009.03.26 10:00close510.301.228840.000000.00000-43.468182.79
1032009.03.26 13:00sell520.301.226650.000000.00000
1042009.03.26 15:00close520.301.229100.000000.00000-59.808122.99
1052009.03.27 02:00sell530.301.227020.000000.00000
1062009.03.27 09:00close530.301.229320.000000.00000-56.138066.86
1072009.04.01 22:00buy540.301.261240.000000.00000
1082009.04.01 23:00close540.301.259450.000000.00000-42.648024.22
1092009.04.07 18:00sell550.301.234010.000000.00000
1102009.04.07 19:00close550.301.236190.000000.00000-52.907971.32
1112009.04.08 13:00sell560.301.234470.000000.00000
1122009.04.08 14:00close560.301.238190.000000.00000-90.137881.19
1132009.04.08 15:00sell570.301.231750.000000.00000
1142009.04.08 17:00close570.301.238290.000000.00000-158.447722.75
1152009.04.08 18:00sell580.301.235120.000000.00000
1162009.04.08 20:00close580.301.236110.000000.00000-24.037698.72
1172009.04.13 17:00sell590.301.225030.000000.00000
1182009.04.14 05:00close590.301.223940.000000.0000026.547725.27
1192009.04.14 06:00sell600.301.221360.000000.00000
1202009.04.15 03:00close600.301.216550.000000.00000118.437843.70
1212009.04.16 23:00sell610.301.207020.000000.00000
1222009.04.17 00:00close610.301.210210.000000.00000-79.267764.44
1232009.04.17 02:00sell620.301.208220.000000.00000
1242009.04.17 03:00close620.301.210160.000000.00000-48.097716.35
1252009.04.22 19:00buy630.301.239920.000000.00000
1262009.04.22 20:00close630.301.239080.000000.00000-20.347696.01
1272009.04.28 04:00sell640.301.217140.000000.00000
1282009.04.28 05:00close640.301.218960.000000.00000-44.797651.22
1292009.04.29 06:00sell650.301.213320.000000.00000
1302009.05.01 17:00close650.301.190820.000000.00000566.138217.36
1312009.05.04 14:00sell660.301.185720.000000.00000
1322009.05.06 00:00close660.301.176250.000000.00000241.188458.53
1332009.05.06 05:00sell670.301.178100.000000.00000
1342009.05.06 06:00close670.301.179050.000000.00000-24.178434.36
1352009.05.06 08:00sell680.301.177440.000000.00000
1362009.05.06 09:00close680.301.178240.000000.00000-20.378413.99
1372009.05.06 15:00sell690.301.174530.000000.00000
1382009.05.06 17:00close690.301.175350.000000.00000-20.938393.06
1392009.05.07 22:00sell700.301.172200.000000.00000
1402009.05.08 01:00close700.301.170490.000000.0000043.658436.72
1412009.05.12 12:00sell710.301.158890.000000.00000
1422009.05.12 13:00close710.301.163060.000000.00000-107.568329.16
1432009.05.12 14:00sell720.301.158700.000000.00000
1442009.05.12 16:00close720.301.162560.000000.00000-99.618229.55
1452009.05.13 02:00sell730.301.158390.000000.00000
1462009.05.13 03:00close730.301.158420.000000.00000-0.788228.77
1472009.05.13 13:00sell740.301.158200.000000.00000
1482009.05.13 14:00close740.301.163990.000000.00000-149.238079.54
1492009.05.26 15:00sell750.301.126850.000000.00000
1502009.05.26 16:00close750.301.129860.000000.00000-79.927999.62
1512009.05.26 17:00sell760.301.121370.000000.00000
1522009.05.27 23:00close760.301.123720.000000.00000-62.927936.70
1532009.05.28 00:00sell770.301.122020.000000.00000
1542009.05.28 01:00close770.301.121300.000000.0000019.267955.96
1552009.05.28 08:00sell780.301.122420.000000.00000
1562009.05.28 09:00close780.301.124670.000000.00000-60.027895.94
1572009.05.28 10:00sell790.301.120310.000000.00000
1582009.05.28 11:00close790.301.121190.000000.00000-23.557872.39
1592009.06.02 12:00sell800.301.090570.000000.00000
1602009.06.03 12:00close800.301.087560.000000.0000082.857955.25
1612009.06.04 20:00sell810.301.094920.000000.00000
1622009.06.04 21:00close810.301.096700.000000.00000-48.697906.56
1632009.06.10 19:00buy820.301.110410.000000.00000
1642009.06.10 21:00close820.301.109460.000000.00000-25.697880.87
1652009.06.11 00:00buy830.301.109220.000000.00000
1662009.06.11 01:00close830.301.108880.000000.00000-9.207871.67
1672009.06.11 15:00buy840.301.105890.000000.00000
1682009.06.11 16:00close840.301.101750.000000.00000-112.737758.94
1692009.06.12 05:00buy850.301.106170.000000.00000
1702009.06.16 11:00close850.301.126820.000000.00000549.488308.41
1712009.06.17 10:00buy860.301.131260.000000.00000
1722009.06.17 20:00close860.301.131890.000000.0000016.708325.11
1732009.06.18 07:00buy870.301.134390.000000.00000
1742009.06.18 08:00close870.301.133700.000000.00000-18.268306.85
1752009.06.18 11:00buy880.301.135900.000000.00000
1762009.06.18 12:00close880.301.132150.000000.00000-99.378207.48
1772009.06.18 14:00buy890.301.133980.000000.00000
1782009.06.18 15:00close890.301.129630.000000.00000-115.528091.96
1792009.06.19 16:00buy900.301.134460.000000.00000
1802009.06.19 17:00close900.301.133340.000000.00000-29.658062.31
1812009.06.19 21:00buy910.301.134400.000000.00000
1822009.06.22 01:00close910.301.133660.000000.00000-19.738042.58
1832009.06.24 08:00buy920.301.147880.000000.00000
1842009.06.24 09:00close920.301.143250.000000.00000-121.507921.08
1852009.06.24 11:00buy930.301.147270.000000.00000
1862009.06.24 12:00close930.301.143570.000000.00000-97.067824.02
1872009.06.24 14:00buy940.301.148420.000000.00000
1882009.06.24 15:00close940.301.143150.000000.00000-138.307685.72
1892009.06.24 21:00buy950.301.151640.000000.00000
1902009.06.26 03:00close950.301.153250.000000.0000041.287727.00
1912009.06.26 05:00buy960.301.153030.000000.00000
1922009.06.26 06:00close960.301.151800.000000.00000-32.047694.96
1932009.06.26 08:00buy970.301.152910.000000.00000
1942009.06.26 09:00close970.301.150680.000000.00000-58.147636.82
1952009.06.26 16:00buy980.301.153770.000000.00000
1962009.06.26 17:00close980.301.150290.000000.00000-90.767546.06
1972009.06.26 22:00buy990.301.153990.000000.00000
1982009.06.29 00:00close990.301.152220.000000.00000-46.237499.83
1992009.06.29 03:00buy1000.301.154320.000000.00000
2002009.06.29 12:00close1000.301.155300.000000.0000025.457525.28
2012009.06.29 16:00buy1010.301.157180.000000.00000
2022009.06.30 09:00close1010.301.152840.000000.00000-113.097412.18
2032009.06.30 15:00buy1020.301.154690.000000.00000
2042009.07.01 10:00close1020.301.157520.000000.0000073.207485.38
2052009.07.01 11:00buy1030.301.158570.000000.00000
2062009.07.01 12:00close1030.301.157650.000000.00000-23.847461.54
2072009.07.02 16:00buy1040.301.155540.000000.00000
2082009.07.06 16:00close1040.301.161180.000000.00000145.417606.95
2092009.07.07 18:00buy1050.301.162960.000000.00000
2102009.07.08 07:00close1050.301.162180.000000.00000-20.287586.67
2112009.07.10 10:00buy1060.301.163770.000000.00000
2122009.07.10 11:00close1060.301.163430.000000.00000-8.777577.90
2132009.07.10 12:00buy1070.301.164590.000000.00000
2142009.07.10 13:00close1070.301.164300.000000.00000-7.477570.43
2152009.07.10 18:00buy1080.301.164850.000000.00000
2162009.07.10 19:00close1080.301.162200.000000.00000-68.407502.03
2172009.07.10 22:00buy1090.301.164570.000000.00000
2182009.07.13 00:00close1090.301.162020.000000.00000-65.987436.05
2192009.07.13 16:00buy1100.301.164950.000000.00000
2202009.07.13 17:00close1100.301.160670.000000.00000-110.637325.42
2212009.07.21 21:00sell1110.301.107140.000000.00000
2222009.07.21 22:00close1110.301.107080.000000.000001.637327.05
2232009.07.22 16:00sell1120.301.100290.000000.00000
2242009.07.27 03:00close1120.301.086380.000000.00000383.247710.29
2252009.07.28 21:00sell1130.301.081980.000000.00000
2262009.07.28 22:00close1130.301.082890.000000.00000-25.217685.08
2272009.07.28 23:00sell1140.301.081320.000000.00000
2282009.07.29 02:00close1140.301.082880.000000.00000-43.407641.68
2292009.07.29 03:00sell1150.301.080380.000000.00000
2302009.07.29 08:00close1150.301.083630.000000.00000-89.987551.70
2312009.07.30 09:00sell1160.301.083700.000000.00000
2322009.07.30 10:00close1160.301.086640.000000.00000-81.177470.53
2332009.07.30 15:00sell1170.301.082530.000000.00000
2342009.07.30 21:00close1170.301.083000.000000.00000-13.027457.51
2352009.08.04 21:00sell1180.301.074270.000000.00000
2362009.08.04 22:00close1180.301.074370.000000.00000-2.797454.72
2372009.08.04 23:00sell1190.301.072060.000000.00000
2382009.08.05 00:00close1190.301.072730.000000.00000-18.927435.80
2392009.08.05 02:00sell1200.301.070060.000000.00000
2402009.08.05 03:00close1200.301.071350.000000.00000-36.127399.68
2412009.08.05 19:00sell1210.301.069610.000000.00000
2422009.08.06 02:00close1210.301.070540.000000.00000-26.597373.09
2432009.08.06 07:00sell1220.301.070470.000000.00000
2442009.08.06 08:00close1220.301.070610.000000.00000-3.927369.17
2452009.08.06 10:00sell1230.301.069050.000000.00000
2462009.08.06 11:00close1230.301.071270.000000.00000-62.177307.00
2472009.08.06 15:00sell1240.301.070790.000000.00000
2482009.08.06 16:00close1240.301.073890.000000.00000-86.607220.40
2492009.08.19 08:00buy1250.301.106580.000000.00000
2502009.08.19 16:00close1250.301.104890.000000.00000-45.897174.51
2512009.08.25 18:00sell1260.301.078130.000000.00000
2522009.08.25 19:00close1260.301.081270.000000.00000-87.127087.39
2532009.08.28 21:00buy1270.301.093110.000000.00000
2542009.08.28 22:00close1270.301.091510.000000.00000-43.987043.41
2552009.09.01 00:00buy1280.301.094460.000000.00000
2562009.09.01 01:00close1280.301.093970.000000.00000-13.447029.97
2572009.09.01 13:00buy1290.301.096960.000000.00000
2582009.09.01 14:00close1290.301.096040.000000.00000-25.187004.79
2592009.09.03 15:00buy1300.301.102370.000000.00000
2602009.09.03 16:00close1300.301.101500.000000.00000-23.696981.10
2612009.09.09 02:00sell1310.301.077730.000000.00000
2622009.09.09 03:00close1310.301.077300.000000.0000011.976993.07
2632009.09.09 08:00sell1320.301.076230.000000.00000
2642009.09.09 09:00close1320.301.079730.000000.00000-97.256895.82
2652009.09.15 08:00sell1330.301.081640.000000.00000
2662009.09.15 09:00close1330.301.082390.000000.00000-20.796875.03
2672009.09.15 16:00sell1340.301.080620.000000.00000
2682009.09.15 17:00close1340.301.081160.000000.00000-14.986860.05
2692009.09.18 15:00sell1350.301.067320.000000.00000
2702009.09.18 16:00close1350.301.068660.000000.00000-37.626822.43
2712009.09.23 23:00sell1360.301.074230.000000.00000
2722009.09.24 01:00close1360.301.075190.000000.00000-27.326795.12
2732009.09.29 12:00buy1370.301.089380.000000.00000
2742009.09.29 13:00close1370.301.088310.000000.00000-29.506765.62
2752009.09.29 16:00buy1380.301.089650.000000.00000
2762009.09.29 17:00close1380.301.087860.000000.00000-49.366716.26
2772009.10.05 00:00sell1390.301.080600.000000.00000
2782009.10.05 01:00close1390.301.080840.000000.00000-6.666709.60
2792009.10.08 17:00sell1400.301.056400.000000.00000
2802009.10.13 21:00close1400.301.035620.000000.00000601.437311.03
2812009.10.19 18:00sell1410.301.030670.000000.00000
2822009.10.20 16:00close1410.301.040660.000000.00000-288.177022.86
2832009.10.21 22:00buy1420.301.045710.000000.00000
2842009.10.21 23:00close1420.301.042540.000000.00000-91.226931.64
2852009.10.22 05:00buy1430.301.045590.000000.00000
2862009.10.22 06:00close1430.301.046930.000000.0000038.406970.04
2872009.10.23 08:00buy1440.301.050890.000000.00000
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