Strategy Tester Report
2MA
AlpariUK-Demo (Build 226)

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=0.1; Slippage=3; FastP=5; SlowP=20;
Bars in test6211Ticks modelled152607Modelling qualityn/a
Mismatched charts errors70
Initial deposit10000.00
Total net profit-6424.55Gross profit6798.93Gross loss-13223.48
Profit factor0.51Expected payoff-18.51
Absolute drawdown6509.17Maximal drawdown6908.09 (66.43%)Relative drawdown66.43% (6908.09)
Total trades347Short positions (won %)174 (25.29%)Long positions (won %)173 (24.86%)
Profit trades (% of total)87 (25.07%)Loss trades (% of total)260 (74.93%)
Largestprofit trade346.75loss trade-198.94
Averageprofit trade78.15loss trade-50.86
Maximumconsecutive wins (profit in money)4 (208.68)consecutive losses (loss in money)16 (-678.47)
Maximalconsecutive profit (count of wins)346.75 (1)consecutive loss (count of losses)-735.10 (10)
Averageconsecutive wins1consecutive losses4
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12009.01.05 17:00sell10.101.187200.000000.00000
22009.01.07 17:00close10.101.190790.000000.00000-30.259969.75
32009.01.07 17:00buy20.101.190790.000000.00000
42009.01.08 16:00close20.101.185900.000000.00000-41.369928.39
52009.01.08 16:00sell30.101.185900.000000.00000
62009.01.09 15:00close30.101.191450.000000.00000-46.639881.76
72009.01.09 15:00buy40.101.191450.000000.00000
82009.01.14 03:00close40.101.218400.000000.00000221.0610102.83
92009.01.14 03:00sell50.101.218400.000000.00000
102009.01.14 13:00close50.101.224010.000000.00000-45.8310057.00
112009.01.14 13:00buy60.101.224010.000000.00000
122009.01.16 03:00close60.101.245800.000000.00000174.7410231.74
132009.01.16 03:00sell70.101.245800.000000.00000
142009.01.16 18:00close70.101.256600.000000.00000-85.9510145.79
152009.01.16 18:00buy80.101.256600.000000.00000
162009.01.19 00:00close80.101.238400.000000.00000-147.009998.79
172009.01.19 00:00sell90.101.238400.000000.00000
182009.01.19 10:00close90.101.247180.000000.00000-70.409928.39
192009.01.19 10:00buy100.101.247180.000000.00000
202009.01.19 11:00close100.101.241560.000000.00000-45.279883.12
212009.01.19 11:00sell110.101.241560.000000.00000
222009.01.19 14:00close110.101.251110.000000.00000-76.339806.79
232009.01.19 14:00buy120.101.251110.000000.00000
242009.01.21 07:00close120.101.260360.000000.0000073.319880.09
252009.01.21 07:00sell130.101.260360.000000.00000
262009.01.21 08:00close130.101.268210.000000.00000-61.909818.19
272009.01.21 08:00buy140.101.268210.000000.00000
282009.01.21 13:00close140.101.260400.000000.00000-61.969756.23
292009.01.21 13:00sell150.101.260400.000000.00000
302009.01.21 14:00close150.101.267210.000000.00000-53.749702.49
312009.01.21 14:00buy160.101.267210.000000.00000
322009.01.21 16:00close160.101.260810.000000.00000-50.769651.73
332009.01.21 16:00sell170.101.260810.000000.00000
342009.01.21 17:00close170.101.274790.000000.00000-109.679542.06
352009.01.21 17:00buy180.101.274790.000000.00000
362009.01.21 22:00close180.101.255720.000000.00000-151.879390.19
372009.01.21 22:00sell190.101.255720.000000.00000
382009.01.22 14:00close190.101.263960.000000.00000-65.349324.85
392009.01.22 14:00buy200.101.263960.000000.00000
402009.01.22 20:00close200.101.257850.000000.00000-48.579276.28
412009.01.22 20:00sell210.101.257850.000000.00000
422009.01.23 10:00close210.101.261940.000000.00000-32.469243.82
432009.01.23 10:00buy220.101.261940.000000.00000
442009.01.23 17:00close220.101.249590.000000.00000-98.839144.99
452009.01.23 17:00sell230.101.249590.000000.00000
462009.01.27 14:00close230.101.230160.000000.00000157.859302.84
472009.01.27 14:00buy240.101.230160.000000.00000
482009.01.28 09:00close240.101.222600.000000.00000-61.889240.96
492009.01.28 09:00sell250.101.222600.000000.00000
502009.01.29 04:00close250.101.221010.000000.0000012.879253.83
512009.01.29 04:00buy260.101.221010.000000.00000
522009.01.29 15:00close260.101.214600.000000.00000-52.779201.06
532009.01.29 15:00sell270.101.214600.000000.00000
542009.01.29 19:00close270.101.223960.000000.00000-76.479124.59
552009.01.29 19:00buy280.101.223960.000000.00000
562009.01.30 22:00close280.101.226200.000000.0000018.239142.82
572009.01.30 22:00sell290.101.226200.000000.00000
582009.02.02 04:00close290.101.234690.000000.00000-68.819074.00
592009.02.02 04:00buy300.101.234690.000000.00000
602009.02.03 17:00close300.101.239580.000000.0000039.419113.41
612009.02.03 17:00sell310.101.239580.000000.00000
622009.02.04 10:00close310.101.241880.000000.00000-18.579094.84
632009.02.04 10:00buy320.101.241880.000000.00000
642009.02.04 15:00close320.101.231550.000000.00000-83.889010.96
652009.02.04 15:00sell330.101.231550.000000.00000
662009.02.05 05:00close330.101.235810.000000.00000-34.628976.34
672009.02.05 05:00buy340.101.235810.000000.00000
682009.02.05 07:00close340.101.232250.000000.00000-28.898947.45
692009.02.05 07:00sell350.101.232250.000000.00000
702009.02.05 09:00close350.101.238710.000000.00000-52.158895.30
712009.02.05 09:00buy360.101.238710.000000.00000
722009.02.05 11:00close360.101.228250.000000.00000-85.168810.14
732009.02.05 11:00sell370.101.228250.000000.00000
742009.02.06 00:00close370.101.234610.000000.00000-51.568758.58
752009.02.06 00:00buy380.101.234610.000000.00000
762009.02.06 20:00close380.101.224500.000000.00000-82.568676.02
772009.02.06 20:00sell390.101.224500.000000.00000
782009.02.10 05:00close390.101.226210.000000.00000-14.058661.97
792009.02.10 05:00buy400.101.226210.000000.00000
802009.02.10 07:00close400.101.220860.000000.00000-43.828618.15
812009.02.10 07:00sell410.101.220860.000000.00000
822009.02.10 09:00close410.101.224830.000000.00000-32.418585.74
832009.02.10 09:00buy420.101.224830.000000.00000
842009.02.11 23:00close420.101.238180.000000.00000107.788693.52
852009.02.11 23:00sell430.101.238180.000000.00000
862009.02.12 10:00close430.101.246960.000000.00000-70.568622.96
872009.02.12 10:00buy440.101.246960.000000.00000
882009.02.13 00:00close440.101.242100.000000.00000-39.178583.78
892009.02.13 00:00sell450.101.242100.000000.00000
902009.02.13 18:00close450.101.245660.000000.00000-28.588555.20
912009.02.13 18:00buy460.101.245660.000000.00000
922009.02.13 21:00close460.101.235550.000000.00000-81.838473.37
932009.02.13 21:00sell470.101.235550.000000.00000
942009.02.16 01:00close470.101.244310.000000.00000-70.458402.92
952009.02.16 01:00buy480.101.244310.000000.00000
962009.02.17 00:00close480.101.241900.000000.00000-19.458383.47
972009.02.17 00:00sell490.101.241900.000000.00000
982009.02.17 03:00close490.101.249410.000000.00000-60.118323.36
992009.02.17 03:00buy500.101.249410.000000.00000
1002009.02.18 15:00close500.101.257260.000000.0000062.408385.76
1012009.02.18 15:00sell510.101.257260.000000.00000
1022009.02.19 19:00close510.101.258370.000000.00000-8.978376.79
1032009.02.19 19:00buy520.101.258370.000000.00000
1042009.02.20 18:00close520.101.254150.000000.00000-33.698343.10
1052009.02.20 18:00sell530.101.254150.000000.00000
1062009.02.23 17:00close530.101.253940.000000.000001.628344.72
1072009.02.23 17:00buy540.101.253940.000000.00000
1082009.02.24 06:00close540.101.248950.000000.00000-39.998304.72
1092009.02.24 06:00sell550.101.248950.000000.00000
1102009.02.24 11:00close550.101.252960.000000.00000-32.008272.72
1112009.02.24 11:00buy560.101.252960.000000.00000
1122009.02.24 12:00close560.101.247110.000000.00000-46.918225.81
1132009.02.24 12:00sell570.101.247110.000000.00000
1142009.02.24 14:00close570.101.254040.000000.00000-55.268170.55
1152009.02.24 14:00buy580.101.254040.000000.00000
1162009.02.24 17:00close580.101.245650.000000.00000-67.358103.20
1172009.02.24 17:00sell590.101.245650.000000.00000
1182009.02.25 08:00close590.101.249370.000000.00000-29.838073.37
1192009.02.25 08:00buy600.101.249370.000000.00000
1202009.02.25 09:00close600.101.243050.000000.00000-50.848022.53
1212009.02.25 09:00sell610.101.243050.000000.00000
1222009.02.25 16:00close610.101.251710.000000.00000-69.197953.34
1232009.02.25 16:00buy620.101.251710.000000.00000
1242009.02.26 13:00close620.101.252220.000000.000003.947957.29
1252009.02.26 13:00sell630.101.252220.000000.00000
1262009.02.26 23:00close630.101.255810.000000.00000-28.597928.70
1272009.02.26 23:00buy640.101.255810.000000.00000
1282009.03.03 09:00close640.101.280650.000000.00000193.838122.53
1292009.03.03 09:00sell650.101.280650.000000.00000
1302009.03.03 11:00close650.101.290240.000000.00000-74.338048.20
1312009.03.03 11:00buy660.101.290240.000000.00000
1322009.03.04 13:00close660.101.290030.000000.00000-1.678046.53
1332009.03.04 13:00sell670.101.290030.000000.00000
1342009.03.05 12:00close670.101.283760.000000.0000048.698095.22
1352009.03.05 12:00buy680.101.283760.000000.00000
1362009.03.06 07:00close680.101.283470.000000.00000-2.308092.92
1372009.03.06 07:00sell690.101.283470.000000.00000
1382009.03.06 18:00close690.101.288730.000000.00000-40.828052.10
1392009.03.06 18:00buy700.101.288730.000000.00000
1402009.03.09 01:00close700.101.282130.000000.00000-51.528000.58
1412009.03.09 01:00sell710.101.282130.000000.00000
1422009.03.09 05:00close710.101.289110.000000.00000-54.157946.43
1432009.03.09 05:00buy720.101.289110.000000.00000
1442009.03.10 05:00close720.101.292300.000000.0000024.647971.06
1452009.03.10 05:00sell730.101.292300.000000.00000
1462009.03.11 08:00close730.101.288860.000000.0000026.647997.70
1472009.03.11 08:00buy740.101.288860.000000.00000
1482009.03.11 12:00close740.101.281350.000000.00000-58.617939.09
1492009.03.11 12:00sell750.101.281350.000000.00000
1502009.03.11 19:00close750.101.287410.000000.00000-47.077892.02
1512009.03.11 19:00buy760.101.287410.000000.00000
1522009.03.12 19:00close760.101.281130.000000.00000-49.157842.88
1532009.03.12 19:00sell770.101.281130.000000.00000
1542009.03.17 00:00close770.101.273790.000000.0000057.477900.35
1552009.03.17 00:00buy780.101.273790.000000.00000
1562009.03.17 03:00close780.101.268950.000000.00000-38.147862.21
1572009.03.17 03:00sell790.101.268950.000000.00000
1582009.03.17 09:00close790.101.274210.000000.00000-41.287820.93
1592009.03.17 09:00buy800.101.274210.000000.00000
1602009.03.17 20:00close800.101.270300.000000.00000-30.787790.15
1612009.03.17 20:00sell810.101.270300.000000.00000
1622009.03.18 13:00close810.101.273970.000000.00000-28.867761.29
1632009.03.18 13:00buy820.101.273970.000000.00000
1642009.03.18 14:00close820.101.263100.000000.00000-86.067675.23
1652009.03.18 14:00sell830.101.263100.000000.00000
1662009.03.18 18:00close830.101.274460.000000.00000-89.147586.09
1672009.03.18 18:00buy840.101.274460.000000.00000
1682009.03.18 20:00close840.101.249600.000000.00000-198.947387.15
1692009.03.18 20:00sell850.101.249600.000000.00000
1702009.03.20 03:00close850.101.245080.000000.0000036.107423.24
1712009.03.20 03:00buy860.101.245080.000000.00000
1722009.03.20 09:00close860.101.233450.000000.00000-94.297328.95
1732009.03.20 09:00sell870.101.233450.000000.00000
1742009.03.20 19:00close870.101.243910.000000.00000-84.097244.86
1752009.03.20 19:00buy880.101.243910.000000.00000
1762009.03.23 00:00close880.101.236550.000000.00000-59.567185.30
1772009.03.23 00:00sell890.101.236550.000000.00000
1782009.03.24 17:00close890.101.228450.000000.0000065.897251.19
1792009.03.24 17:00buy900.101.228450.000000.00000
1802009.03.24 18:00close900.101.224600.000000.00000-31.447219.75
1812009.03.24 18:00sell910.101.224600.000000.00000
1822009.03.24 19:00close910.101.228870.000000.00000-34.757185.00
1832009.03.24 19:00buy920.101.228870.000000.00000
1842009.03.25 15:00close920.101.223160.000000.00000-46.727138.28
1852009.03.25 15:00sell930.101.223160.000000.00000
1862009.03.25 20:00close930.101.236060.000000.00000-104.367033.92
1872009.03.25 20:00buy940.101.236060.000000.00000
1882009.03.26 09:00close940.101.227060.000000.00000-73.486960.44
1892009.03.26 09:00sell950.101.227060.000000.00000
1902009.03.26 11:00close950.101.233690.000000.00000-53.746906.70
1912009.03.26 11:00buy960.101.233690.000000.00000
1922009.03.26 12:00close960.101.228320.000000.00000-43.726862.98
1932009.03.26 12:00sell970.101.228320.000000.00000
1942009.03.26 17:00close970.101.234740.000000.00000-51.996810.99
1952009.03.26 17:00buy980.101.234740.000000.00000
1962009.03.27 00:00close980.101.229090.000000.00000-46.016764.98
1972009.03.27 00:00sell990.101.229090.000000.00000
1982009.03.27 10:00close990.101.233390.000000.00000-34.866730.12
1992009.03.27 10:00buy1000.101.233390.000000.00000
2002009.03.31 10:00close1000.101.253620.000000.00000161.296891.41
2012009.03.31 10:00sell1010.101.253620.000000.00000
2022009.03.31 17:00close1010.101.259960.000000.00000-50.326841.09
2032009.03.31 17:00buy1020.101.259960.000000.00000
2042009.04.01 21:00close1020.101.258990.000000.00000-7.746833.35
2052009.04.01 21:00sell1030.101.258990.000000.00000
2062009.04.06 15:00close1030.101.237360.000000.00000174.567007.90
2072009.04.06 15:00buy1040.101.237360.000000.00000
2082009.04.07 18:00close1040.101.234010.000000.00000-27.196980.71
2092009.04.07 18:00sell1050.101.234010.000000.00000
2102009.04.08 05:00close1050.101.244860.000000.00000-87.216893.50
2112009.04.08 05:00buy1060.101.244860.000000.00000
2122009.04.08 12:00close1060.101.238600.000000.00000-50.546842.96
2132009.04.08 12:00sell1070.101.238600.000000.00000
2142009.04.09 03:00close1070.101.240750.000000.00000-17.486825.48
2152009.04.09 03:00buy1080.101.240750.000000.00000
2162009.04.09 06:00close1080.101.236300.000000.00000-35.996789.49
2172009.04.09 06:00sell1090.101.236300.000000.00000
2182009.04.10 13:00close1090.101.229660.000000.0000053.956843.44
2192009.04.10 13:00buy1100.101.229660.000000.00000
2202009.04.10 17:00close1100.101.226160.000000.00000-28.546814.90
2212009.04.10 17:00sell1110.101.226160.000000.00000
2222009.04.10 18:00close1110.101.229660.000000.00000-28.466786.44
2232009.04.10 18:00buy1120.101.229660.000000.00000
2242009.04.13 00:00close1120.101.225190.000000.00000-36.526749.92
2252009.04.13 00:00sell1130.101.225190.000000.00000
2262009.04.15 05:00close1130.101.220110.000000.0000041.546791.46
2272009.04.15 05:00buy1140.101.220110.000000.00000
2282009.04.15 11:00close1140.101.215090.000000.00000-41.316750.15
2292009.04.15 11:00sell1150.101.215090.000000.00000
2302009.04.16 13:00close1150.101.209290.000000.0000047.816797.96
2312009.04.16 13:00buy1160.101.209290.000000.00000
2322009.04.16 14:00close1160.101.204830.000000.00000-37.026760.94
2332009.04.16 14:00sell1170.101.204830.000000.00000
2342009.04.16 19:00close1170.101.210060.000000.00000-43.226717.72
2352009.04.16 19:00buy1180.101.210060.000000.00000
2362009.04.21 20:00close1180.101.233930.000000.00000193.326911.04
2372009.04.21 20:00sell1190.101.233930.000000.00000
2382009.04.22 03:00close1190.101.240900.000000.00000-56.226854.82
2392009.04.22 03:00buy1200.101.240900.000000.00000
2402009.04.22 18:00close1200.101.235880.000000.00000-40.626814.20
2412009.04.22 18:00sell1210.101.235880.000000.00000
2422009.04.22 23:00close1210.101.242040.000000.00000-49.606764.60
2432009.04.22 23:00buy1220.101.242040.000000.00000
2442009.04.23 01:00close1220.101.238570.000000.00000-28.156736.45
2452009.04.23 01:00sell1230.101.238570.000000.00000
2462009.04.23 02:00close1230.101.241490.000000.00000-23.526712.93
2472009.04.23 02:00buy1240.101.241490.000000.00000
2482009.04.23 08:00close1240.101.236600.000000.00000-39.546673.39
2492009.04.23 08:00sell1250.101.236600.000000.00000
2502009.04.27 07:00close1250.101.218830.000000.00000145.706819.09
2512009.04.27 07:00buy1260.101.218830.000000.00000
2522009.04.27 14:00close1260.101.214150.000000.00000-38.556780.54
2532009.04.27 14:00sell1270.101.214150.000000.00000
2542009.04.27 20:00close1270.101.223010.000000.00000-72.446708.10
2552009.04.27 20:00buy1280.101.223010.000000.00000
2562009.04.28 21:00close1280.101.218780.000000.00000-34.756673.35
2572009.04.28 21:00sell1290.101.218780.000000.00000
2582009.05.04 13:00close1290.101.191540.000000.00000228.316901.66
2592009.05.04 13:00buy1300.101.191540.000000.00000
2602009.05.04 15:00close1300.101.182360.000000.00000-77.646824.02
2612009.05.04 15:00sell1310.101.182360.000000.00000
2622009.05.05 19:00close1310.101.178860.000000.0000029.646853.66
2632009.05.05 19:00buy1320.101.178860.000000.00000
2642009.05.06 16:00close1320.101.172650.000000.00000-53.006800.66
2652009.05.06 16:00sell1330.101.172650.000000.00000
2662009.05.07 17:00close1330.101.171950.000000.000005.826806.47
2672009.05.07 17:00buy1340.101.171950.000000.00000
2682009.05.08 08:00close1340.101.169000.000000.00000-25.286781.19
2692009.05.08 08:00sell1350.101.169000.000000.00000
2702009.05.11 15:00close1350.101.159060.000000.0000085.716866.90
2712009.05.11 15:00buy1360.101.159060.000000.00000
2722009.05.12 12:00close1360.101.158890.000000.00000-1.516865.39
2732009.05.12 12:00sell1370.101.158890.000000.00000
2742009.05.12 17:00close1370.101.166420.000000.00000-64.566800.83
2752009.05.12 17:00buy1380.101.166420.000000.00000
2762009.05.13 00:00close1380.101.161950.000000.00000-38.516762.32
2772009.05.13 00:00sell1390.101.161950.000000.00000
2782009.05.13 14:00close1390.101.166160.000000.00000-36.106726.22
2792009.05.13 14:00buy1400.101.166160.000000.00000
2802009.05.14 21:00close1400.101.169660.000000.0000029.796756.01
2812009.05.14 21:00sell1410.101.169660.000000.00000
2822009.05.15 09:00close1410.101.175620.000000.00000-50.756705.26
2832009.05.15 09:00buy1420.101.175620.000000.00000
2842009.05.15 16:00close1420.101.167910.000000.00000-66.026639.24
2852009.05.15 16:00sell1430.101.167910.000000.00000
2862009.05.15 18:00close1430.101.177980.000000.00000-85.496553.75
2872009.05.15 18:00buy1440.101.177980.000000.00000
2882009.05.18 10:00close1440.101.173580.000000.00000-37.536516.22
2892009.05.18 10:00sell1450.101.173580.000000.00000
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