Strategy Tester Report
_Turtle Channel System
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=1; Slippage=3; Magic=20051006; LngPeriod=20; ShtPeriod=10; Entry_Stop=50;
Bars in test6211Ticks modelled152607Modelling qualityn/a
Mismatched charts errors70
Initial deposit10000.00
Total net profit-9897.45Gross profit399.11Gross loss-10296.56
Profit factor0.04Expected payoff-109.97
Absolute drawdown9897.45Maximal drawdown9897.45 (98.97%)Relative drawdown98.97% (9897.45)
Total trades90Short positions (won %)67 (1.49%)Long positions (won %)23 (0.00%)
Profit trades (% of total)1 (1.11%)Loss trades (% of total)89 (98.89%)
Largestprofit trade399.11loss trade-127.64
Averageprofit trade399.11loss trade-115.69
Maximumconsecutive wins (profit in money)1 (399.11)consecutive losses (loss in money)46 (-5140.14)
Maximalconsecutive profit (count of wins)399.11 (1)consecutive loss (count of losses)-5156.42 (43)
Averageconsecutive wins1consecutive losses45
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12009.01.05 17:02sell11.001.187071.188460.00000
22009.01.05 17:10s/l11.001.188461.188460.00000-116.829883.18
32009.01.07 14:20sell21.001.178751.180140.00000
42009.01.07 14:22s/l21.001.180141.180140.00000-117.769765.42
52009.01.08 15:10sell31.001.189651.191040.00000
62009.01.08 15:13s/l31.001.191041.191040.00000-116.709648.72
72009.01.13 03:32buy41.001.220221.218830.00000
82009.01.13 03:45s/l41.001.218831.218830.00000-114.079534.65
92009.01.14 04:02sell51.001.214401.215790.00000
102009.01.14 04:10s/l51.001.215791.215790.00000-114.279420.38
112009.01.16 08:20sell61.001.241141.242530.00000
122009.01.16 08:22s/l61.001.242531.242530.00000-111.859308.53
132009.01.19 15:06buy71.001.252951.251560.00000
142009.01.19 17:50s/l71.001.251561.251560.00000-111.139197.40
152009.01.21 13:07sell81.001.258501.259890.00000
162009.01.21 13:10s/l81.001.259891.259890.00000-110.219087.19
172009.01.22 20:16sell91.001.253511.254900.00000
182009.01.22 20:20s/l91.001.254901.254900.00000-110.748976.45
192009.01.26 09:45sell101.001.226111.227500.00000
202009.01.26 09:59s/l101.001.227501.227500.00000-113.248863.21
212009.01.28 08:50sell111.001.221051.222440.00000
222009.01.28 08:52s/l111.001.222441.222440.00000-113.638749.58
232009.01.29 23:32buy121.001.226581.225190.00000
242009.01.30 00:20s/l121.001.225191.225190.00000-114.388635.20
252009.02.02 14:42buy131.001.244891.243500.00000
262009.02.02 14:45s/l131.001.243501.243500.00000-111.848523.36
272009.02.03 15:20sell141.001.238301.239690.00000
282009.02.03 15:22s/l141.001.239691.239690.00000-112.058411.31
292009.02.04 15:50sell151.001.226481.227870.00000
302009.02.04 15:52s/l151.001.227871.227870.00000-113.178298.14
312009.02.05 19:02sell161.001.223011.224400.00000
322009.02.05 19:10s/l161.001.224401.224400.00000-113.428184.72
332009.02.06 19:10sell171.001.228781.230170.00000
342009.02.06 19:13s/l171.001.230171.230170.00000-112.968071.76
352009.02.09 00:20sell181.001.217801.219190.00000
362009.02.09 00:27s/l181.001.219191.219190.00000-113.987957.78
372009.02.10 20:06buy191.001.242551.241160.00000
382009.02.11 00:16s/l191.001.241161.241160.00000-112.947844.83
392009.02.11 22:59sell201.001.238271.239660.00000
402009.02.11 23:03s/l201.001.239661.239660.00000-112.107732.73
412009.02.13 04:20sell211.001.239201.240590.00000
422009.02.13 04:27s/l211.001.240591.240590.00000-112.017620.72
432009.02.16 13:42buy221.001.247231.245840.00000
442009.02.16 13:45s/l221.001.245841.245840.00000-111.577509.15
452009.02.17 15:12buy231.001.267251.265860.00000
462009.02.17 15:15s/l231.001.265861.265860.00000-109.877399.28
472009.02.18 15:15sell241.001.254581.255970.00000
482009.02.18 15:27s/l241.001.255971.255970.00000-110.567288.72
492009.02.20 05:55buy251.001.259901.258510.00000
502009.02.20 06:07s/l251.001.258511.258510.00000-110.477178.25
512009.02.23 08:03sell261.001.240641.242030.00000
522009.02.23 08:06s/l261.001.242031.242030.00000-111.897066.36
532009.02.24 11:50sell271.001.246751.248140.00000
542009.02.24 11:52s/l271.001.248141.248140.00000-111.366955.00
552009.02.26 12:02sell281.001.248751.250140.00000
562009.02.26 12:10s/l281.001.250141.250140.00000-111.096843.91
572009.02.27 14:22buy291.001.268111.266720.00000
582009.02.27 14:27s/l291.001.266721.266720.00000-109.766734.15
592009.03.03 08:50sell301.001.280741.282130.00000
602009.03.03 08:52s/l301.001.282131.282130.00000-108.416625.74
612009.03.04 13:50sell311.001.286551.287940.00000
622009.03.04 13:52s/l311.001.287941.287940.00000-107.886517.86
632009.03.06 14:50sell321.001.277351.278740.00000
642009.03.06 14:52s/l321.001.278741.278740.00000-108.646409.22
652009.03.10 06:50sell331.001.288061.289450.00000
662009.03.10 06:52s/l331.001.289451.289450.00000-107.756301.47
672009.03.11 12:50sell341.001.277101.278490.00000
682009.03.11 12:52s/l341.001.278491.278490.00000-108.706192.77
692009.03.12 18:20sell351.001.282451.283840.00000
702009.03.12 18:22s/l351.001.283841.283840.00000-108.256084.52
712009.03.16 13:20sell361.001.263401.264790.00000
722009.03.16 13:27s/l361.001.264791.264790.00000-109.865974.66
732009.03.17 18:37sell371.001.267351.268740.00000
742009.03.17 18:40s/l371.001.268741.268740.00000-109.415865.25
752009.03.18 19:20sell381.001.257801.259190.00000
762009.03.18 19:22s/l381.001.259191.259190.00000-110.205755.05
772009.03.20 21:20buy391.001.244511.243120.00000
782009.03.20 21:22s/l391.001.243121.243120.00000-111.845643.21
792009.03.23 08:45sell401.001.230841.232230.00000
802009.03.23 09:10s/l401.001.232231.232230.00000-112.765530.45
812009.03.25 06:36buy411.001.232221.230830.00000
822009.03.25 06:50s/l411.001.230831.230830.00000-112.945417.51
832009.03.26 13:20sell421.001.224751.226140.00000
842009.03.26 13:27s/l421.001.226141.226140.00000-113.345304.17
852009.03.27 15:10buy431.001.240951.239560.00000
862009.03.27 15:12s/l431.001.239561.239560.00000-112.165192.01
872009.03.30 09:47buy441.001.253361.251970.00000
882009.03.30 10:13s/l441.001.251971.251970.00000-111.025080.99
892009.03.31 10:37sell451.001.251101.252490.00000
902009.03.31 10:40s/l451.001.252491.252490.00000-110.904970.09
912009.04.01 20:45sell461.001.259611.261000.00000
922009.04.01 20:47s/l461.001.261001.261000.00000-110.234859.86
932009.04.03 17:45sell471.001.233611.235000.00000
942009.04.06 04:00modify471.001.233611.233750.00000
952009.04.06 05:00modify471.001.233611.233670.00000
962009.04.06 06:00modify471.001.233611.232350.00000
972009.04.06 07:00modify471.001.233611.232300.00000
982009.04.06 08:00modify471.001.233611.231450.00000
992009.04.06 09:00modify471.001.233611.230740.00000
1002009.04.06 10:10modify471.001.233611.228700.00000
1012009.04.06 11:20s/l471.001.228701.228700.00000399.115258.97
1022009.04.07 17:20sell481.001.235201.236590.00000
1032009.04.07 17:22s/l481.001.236591.236590.00000-112.395146.58
1042009.04.09 14:10sell491.001.229401.230790.00000
1052009.04.09 14:13s/l491.001.230791.230790.00000-112.935033.65
1062009.04.13 05:20sell501.001.224521.225910.00000
1072009.04.13 05:33s/l501.001.225911.225910.00000-113.374920.28
1082009.04.14 13:10sell511.001.215921.217310.00000
1092009.04.14 15:33s/l511.001.217311.217310.00000-114.084806.20
1102009.04.15 16:15sell521.001.209171.210560.00000
1112009.04.15 16:50s/l521.001.210561.210560.00000-114.794691.41
1122009.04.16 18:15buy531.001.209101.207710.00000
1132009.04.16 18:50s/l531.001.207711.207710.00000-115.134576.28
1142009.04.20 04:59buy541.001.217901.216510.00000
1152009.04.20 05:15s/l541.001.216511.216510.00000-114.264462.02
1162009.04.21 18:46sell551.001.232401.233790.00000
1172009.04.21 18:50s/l551.001.233791.233790.00000-112.624349.40
1182009.04.23 13:20sell561.001.232731.234120.00000
1192009.04.23 13:22s/l561.001.234121.234120.00000-112.614236.79
1202009.04.24 13:20sell571.001.215191.216580.00000
1212009.04.24 13:27s/l571.001.216581.216580.00000-114.244122.55
1222009.04.28 16:20sell581.001.216181.217570.00000
1232009.04.28 16:22s/l581.001.217571.217570.00000-114.094008.46
1242009.04.29 16:32sell591.001.200191.201580.00000
1252009.04.29 16:40s/l591.001.201581.201580.00000-115.643892.82
1262009.05.01 10:07sell601.001.187051.188440.00000
1272009.05.01 10:10s/l601.001.188441.188440.00000-116.773776.05
1282009.05.04 02:45sell611.001.182401.183790.00000
1292009.05.04 10:15s/l611.001.183791.183790.00000-117.393658.66
1302009.05.05 10:50sell621.001.171861.173250.00000
1312009.05.05 10:52s/l621.001.173251.173250.00000-118.463540.20
1322009.05.06 13:12buy631.001.181021.179630.00000
1332009.05.06 13:50s/l631.001.179631.179630.00000-117.893422.31
1342009.05.07 16:35buy641.001.174051.172660.00000
1352009.05.07 16:40s/l641.001.172661.172660.00000-118.573303.74
1362009.05.08 18:46sell651.001.154601.155990.00000
1372009.05.08 18:56s/l651.001.155991.155990.00000-120.213183.53
1382009.05.11 00:02sell661.001.148871.150260.00000
1392009.05.11 00:10s/l661.001.150261.150260.00000-120.813062.72
1402009.05.12 12:07sell671.001.157761.159150.00000
1412009.05.12 12:10s/l671.001.159151.159150.00000-119.812942.91
1422009.05.13 12:20sell681.001.155151.156540.00000
1432009.05.13 12:22s/l681.001.156541.156540.00000-120.092822.82
1442009.05.14 15:37sell691.001.170501.171890.00000
1452009.05.14 15:40s/l691.001.171891.171890.00000-118.452704.37
1462009.05.15 15:45sell701.001.167911.169300.00000
1472009.05.15 16:02s/l701.001.169301.169300.00000-118.792585.58
1482009.05.18 14:02sell711.001.167471.168860.00000
1492009.05.18 14:10s/l711.001.168861.168860.00000-118.892466.69
1502009.05.19 18:20sell721.001.154351.155740.00000
1512009.05.19 18:27s/l721.001.155741.155740.00000-120.222346.47
1522009.05.20 20:10sell731.001.139291.140680.00000
1532009.05.20 21:40s/l731.001.140681.140680.00000-121.852224.62
1542009.05.22 01:59sell741.001.133851.135240.00000
1552009.05.22 02:10s/l741.001.135241.135240.00000-122.402102.22
1562009.05.26 09:12buy751.001.129811.128420.00000
1572009.05.26 09:32s/l751.001.128421.128420.00000-123.251978.97
1582009.05.27 09:46sell761.001.111551.112940.00000
1592009.05.27 09:50s/l761.001.112941.112940.00000-124.891854.08
1602009.05.28 16:46sell771.001.110921.112310.00000
1612009.05.28 16:50s/l771.001.112311.112310.00000-124.901729.18
1622009.05.29 18:15sell781.001.092511.093900.00000
1632009.05.29 18:17s/l781.001.093901.093900.00000-127.071602.11
1642009.06.01 03:20sell791.001.087051.088440.00000
1652009.06.01 03:22s/l791.001.088441.088440.00000-127.641474.47
1662009.06.02 08:56buy801.001.096501.095110.00000
1672009.06.02 09:02s/l801.001.095111.095110.00000-127.001347.47
1682009.06.03 18:59buy811.001.105491.104100.00000
1692009.06.03 19:02s/l811.001.104101.104100.00000-125.931221.54
1702009.06.04 19:45sell821.001.094031.095420.00000
1712009.06.04 19:59s/l821.001.095421.095420.00000-126.851094.69
1722009.06.08 00:47buy831.001.121041.119650.00000
1732009.06.08 01:10s/l831.001.119651.119650.00000-124.15970.54
1742009.06.09 01:20sell841.001.113841.115230.00000
1752009.06.09 01:27s/l841.001.115231.115230.00000-124.58845.96
1762009.06.10 09:50sell851.001.097531.098920.00000
1772009.06.10 09:52s/l851.001.098921.098920.00000-126.45719.51
1782009.06.11 10:50sell861.001.100121.101510.00000
1792009.06.11 10:57s/l861.001.101511.101510.00000-126.15593.36
1802009.06.15 17:27buy871.001.137111.135720.00000
1812009.06.15 17:40s/l871.001.135721.135720.00000-122.40470.96
1822009.06.18 09:20sell881.001.126911.128300.00000
1832009.06.18 09:22s/l881.001.128301.128300.00000-123.17347.79
1842009.06.19 13:15sell891.001.126241.127630.00000
1852009.06.19 13:40s/l891.001.127631.127630.00000-123.23224.56
1862009.06.22 09:45buy901.001.140631.139240.00000
1872009.06.22 09:50s/l901.001.139241.139240.00000-122.01102.55