Strategy Tester Report
Breakthrough_BB
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)
ParametersPeriod_MA_Long=100; Period_BB=25; reserve=50; deviation=1.5; Lots=0.1;
Bars in test6211Ticks modelled152607Modelling qualityn/a
Mismatched charts errors70
Initial deposit10000.00
Total net profit649.63Gross profit4220.45Gross loss-3570.82
Profit factor1.18Expected payoff4.61
Absolute drawdown117.04Maximal drawdown703.72 (6.65%)Relative drawdown6.65% (703.72)
Total trades141Short positions (won %)107 (39.25%)Long positions (won %)34 (35.29%)
Profit trades (% of total)54 (38.30%)Loss trades (% of total)87 (61.70%)
Largestprofit trade295.94loss trade-110.14
Averageprofit trade78.16loss trade-41.04
Maximumconsecutive wins (profit in money)6 (481.47)consecutive losses (loss in money)6 (-178.15)
Maximalconsecutive profit (count of wins)553.42 (5)consecutive loss (count of losses)-282.25 (5)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12009.01.07 16:00buy10.101.186551.178630.00000
22009.01.08 15:00close10.101.193301.178630.0000056.4210056.42
32009.01.12 06:00buy20.101.193331.183240.00000
42009.01.14 02:00close20.101.222901.183240.00000241.7010298.12
52009.01.14 15:00buy30.101.230771.214520.00000
62009.01.16 03:00close30.101.245801.214520.00000120.4510418.57
72009.01.19 16:00buy40.101.256361.236550.00000
82009.01.21 04:00close40.101.261201.236550.0000038.2810456.85
92009.01.21 09:00buy50.101.267941.258640.00000
102009.01.21 12:00close50.101.262581.258640.00000-42.4510414.40
112009.01.21 17:00buy60.101.272671.259090.00000
122009.01.21 20:00close60.101.264571.259090.00000-64.0510350.35
132009.01.22 15:00buy70.101.269841.253090.00000
142009.01.22 20:00close70.101.257851.253090.00000-95.3210255.03
152009.01.27 14:00buy80.101.228041.218320.00000
162009.01.27 19:00close80.101.223931.218320.00000-33.5810221.45
172009.01.27 23:00buy90.101.230121.219450.00000
182009.01.28 00:00close90.101.224391.219450.00000-46.8510174.60
192009.01.29 22:00buy100.101.223491.212280.00000
202009.01.30 21:00close100.101.228861.212280.0000043.6510218.24
212009.02.02 14:00buy110.101.241451.227830.00000
222009.02.03 16:00close110.101.241481.227830.000000.1910218.43
232009.02.06 04:00buy120.101.236291.226480.00000
242009.02.06 19:00close120.101.234651.226480.00000-13.2810205.15
252009.02.10 11:00buy130.101.232291.215840.00000
262009.02.11 18:00close130.101.241851.215840.0000076.9310282.08
272009.02.12 16:00buy140.101.247791.238680.00000
282009.02.12 23:00close140.101.244051.238680.00000-30.0610252.02
292009.02.16 13:00buy150.101.247091.233880.00000
302009.02.16 23:00close150.101.242401.233880.00000-37.7510214.27
312009.02.17 03:00buy160.101.247291.240720.00000
322009.02.18 07:00close160.101.261101.240720.00000109.4610323.73
332009.02.20 07:00buy170.101.261731.249640.00000
342009.02.20 18:00close170.101.254151.249640.00000-60.4410263.29
352009.02.24 15:00buy180.101.253991.247620.00000
362009.02.24 15:50s/l180.101.247621.247620.00000-51.1510212.14
372009.02.25 16:00buy190.101.249591.240280.00000
382009.02.26 11:00close190.101.251501.240280.0000015.1110227.25
392009.02.27 10:00buy200.101.258471.243940.00000
402009.03.03 05:00close200.101.284531.243940.00000202.7810430.03
412009.03.03 13:00buy210.101.293281.282230.00000
422009.03.03 15:00close210.101.283501.282230.00000-76.2010353.83
432009.03.03 17:00buy220.101.294891.282750.00000
442009.03.03 21:00close220.101.287831.282750.00000-54.8210299.01
452009.03.04 00:00buy230.101.295591.283170.00000
462009.03.04 13:00close230.101.290031.283170.00000-43.1010255.91
472009.03.05 15:00buy240.101.288041.272710.00000
482009.03.06 07:00close240.101.283471.272710.00000-35.6610220.25
492009.03.09 10:00buy250.101.289971.280880.00000
502009.03.10 05:00close250.101.292301.280880.0000017.9810238.23
512009.03.11 20:00buy260.101.288491.277630.00000
522009.03.12 14:00close260.101.285901.277630.00000-20.2910217.94
532009.03.17 10:00buy270.101.273641.266300.00000
542009.03.17 12:00close270.101.269721.266300.00000-30.8710187.07
552009.03.17 13:00buy280.101.274071.266640.00000
562009.03.17 18:00close280.101.270501.266640.00000-28.1010158.97
572009.03.18 18:00buy290.101.272341.265650.00000
582009.03.18 19:15s/l290.101.265651.265650.00000-52.9710106.00
592009.03.19 13:00sell300.101.227261.269700.00000
602009.03.20 00:00close300.101.240921.269700.00000-110.149995.86
612009.03.23 04:00sell310.101.233221.242970.00000
622009.03.24 13:00close310.101.226361.242970.0000055.8810051.74
632009.03.24 21:00buy320.101.231791.219670.00000
642009.03.25 14:00close320.101.229481.219670.00000-18.8410032.90
652009.03.27 11:00buy330.101.234791.225280.00000
662009.03.31 09:00close330.101.256521.225280.00000172.8410205.74
672009.04.01 03:00buy340.101.268171.252180.00000
682009.04.01 18:00close340.101.263931.252180.00000-33.5510172.19
692009.04.06 16:00buy350.101.238541.221640.00000
702009.04.07 09:00close350.101.237121.221640.00000-11.5310160.66
712009.04.07 13:00buy360.101.247891.233720.00000
722009.04.07 17:00close360.101.237401.233720.00000-84.7710075.89
732009.04.13 09:00sell370.101.224081.229140.00000
742009.04.13 15:50s/l370.101.229141.229140.00000-41.1410034.75
752009.04.13 18:00sell380.101.221041.229370.00000
762009.04.14 05:00close380.101.223991.229370.00000-24.1610010.59
772009.04.14 13:00sell390.101.217121.225660.00000
782009.04.15 04:00close390.101.217041.225660.000000.6010011.19
792009.04.15 17:00sell400.101.208021.218180.00000
802009.04.16 12:00close400.101.208361.218180.00000-2.9910008.21
812009.04.16 15:00sell410.101.199841.210170.00000
822009.04.16 17:00close410.101.206481.210170.00000-55.049953.17
832009.04.21 20:00sell420.101.233931.242740.00000
842009.04.22 03:00close420.101.238781.242740.00000-39.219913.96
852009.04.23 12:00sell430.101.234901.242650.00000
862009.04.27 06:00close430.101.216911.242650.00000147.7110061.67
872009.04.29 03:00sell440.101.217591.224610.00000
882009.04.30 19:00close440.101.196681.224610.00000174.5510236.22
892009.05.01 11:00sell450.101.186861.196040.00000
902009.05.04 12:00close450.101.184991.196040.0000015.7210251.94
912009.05.04 16:00sell460.101.178951.189340.00000
922009.05.05 17:00close460.101.177401.189340.0000013.1010265.05
932009.05.06 16:00sell470.101.172651.180200.00000
942009.05.07 16:00close470.101.169391.180200.0000027.7010292.75
952009.05.08 09:00sell480.101.166181.173610.00000
962009.05.11 12:00close480.101.154321.173610.00000102.6810395.43
972009.05.12 15:00sell490.101.157311.167400.00000
982009.05.12 16:20s/l490.101.167401.167400.00000-86.4010309.03
992009.05.13 02:00sell500.101.158391.167270.00000
1002009.05.13 12:00close500.101.162341.167270.00000-33.9810275.05
1012009.05.14 21:00sell510.101.169661.176530.00000
1022009.05.15 09:00close510.101.173501.176530.00000-32.7810242.27
1032009.05.15 16:00sell520.101.167911.175560.00000
1042009.05.15 17:50s/l520.101.175561.175560.00000-65.0310177.24
1052009.05.18 13:00sell530.101.170061.181550.00000
1062009.05.20 08:00close530.101.157241.181550.00000110.6610287.90
1072009.05.20 11:00sell540.101.153551.159120.00000
1082009.05.21 11:00close540.101.143991.159120.0000083.3910371.30
1092009.05.22 02:00sell550.101.133901.145310.00000
1102009.05.25 09:00close550.101.125321.145310.0000076.1810447.48
1112009.05.26 17:00sell560.101.121371.131730.00000
1122009.05.27 21:00close560.101.114721.131730.0000059.6010507.08
1132009.05.28 17:00sell570.101.112421.125200.00000
1142009.06.01 19:00close570.101.088081.125200.00000223.5810730.66
1152009.06.02 14:00sell580.101.081161.096060.00000
1162009.06.03 11:00close580.101.085511.096060.00000-40.1310690.53
1172009.06.04 17:00sell590.101.099411.114870.00000
1182009.06.05 10:00close590.101.102641.114870.00000-29.3510661.19
1192009.06.09 02:00sell600.101.113811.125630.00000
1202009.06.10 15:00close600.101.105531.125630.0000074.8410736.03
1212009.06.11 17:00sell610.101.099021.111850.00000
1222009.06.12 03:00close610.101.102771.111850.00000-34.0710701.96
1232009.06.16 11:00sell620.101.126821.136100.00000
1242009.06.16 18:00close620.101.132591.136100.00000-50.9510651.01
1252009.06.18 16:00sell630.101.127541.138030.00000
1262009.06.18 21:00close630.101.133151.138030.00000-49.5110601.50
1272009.06.19 12:00sell640.101.127721.134290.00000
1282009.06.19 15:59s/l640.101.134291.134290.00000-57.9110543.59
1292009.06.23 15:00sell650.101.148711.156130.00000
1302009.06.23 16:45s/l650.101.156131.156130.00000-64.1310479.46
1312009.06.23 19:00sell660.101.150501.156300.00000
1322009.06.24 19:00close660.101.149021.156300.0000012.8210492.28
1332009.06.26 04:00sell670.101.151681.161400.00000
1342009.06.26 16:00close670.101.153821.161400.00000-18.5510473.73
1352009.06.30 09:00sell680.101.152841.158300.00000
1362009.06.30 16:00close680.101.156841.158300.00000-34.5810439.15
1372009.07.01 14:00sell690.101.154011.165260.00000
1382009.07.02 10:00close690.101.151121.165260.0000024.9310464.08
1392009.07.06 22:00sell700.101.158961.165100.00000
1402009.07.07 09:00close700.101.162161.165100.00000-27.5910436.49
1412009.07.07 11:00sell710.101.158281.164980.00000
1422009.07.07 16:00close710.101.160931.164980.00000-22.8310413.66
1432009.07.08 17:00sell720.101.161331.167360.00000
1442009.07.08 18:00close720.101.165191.167360.00000-33.1310380.53
1452009.07.09 10:00sell730.101.159221.169390.00000
1462009.07.09 22:00close730.101.162251.169390.00000-26.0710354.46
1472009.07.13 03:00sell740.101.160221.165250.00000
1482009.07.13 05:00close740.101.163571.165250.00000-28.7910325.67
1492009.07.13 15:00sell750.101.160371.166060.00000
1502009.07.13 16:00close750.101.165001.166060.00000-39.7410285.93
1512009.07.13 18:00sell760.101.153961.166850.00000
1522009.07.16 11:00close760.101.120761.166850.00000295.9410581.87
1532009.07.17 15:00sell770.101.115301.119520.00000
1542009.07.21 02:00close770.101.107201.119520.0000073.0410654.91
1552009.07.21 14:00sell780.101.102651.109150.00000
1562009.07.21 18:00close780.101.107801.109150.00000-46.4910608.42
1572009.07.22 16:00sell790.101.100291.109500.00000
1582009.07.27 02:00close790.101.087311.109500.00000119.0910727.51
1592009.07.27 13:00sell800.101.080991.087100.00000
1602009.07.28 05:00close800.101.082271.087100.00000-11.8910715.62
1612009.07.28 07:00sell810.101.079121.084310.00000
1622009.07.28 14:00close810.101.080631.084310.00000-13.9710701.65
1632009.07.30 09:00sell820.101.083701.091980.00000
1642009.07.31 15:00close820.101.082771.091980.000008.5310710.18
1652009.07.31 20:00sell830.101.078141.084390.00000
1662009.08.04 10:00close830.101.069311.084390.0000082.4610792.64
1672009.08.05 19:00sell840.101.069611.077390.00000
1682009.08.06 12:00close840.101.072551.077390.00000-27.5910765.06
1692009.08.12 16:00sell850.101.096131.105390.00000
1702009.08.13 16:00close850.101.090311.105390.0000053.2010818.26
1712009.08.13 17:00sell860.101.083421.091660.00000
1722009.08.13 20:00close860.101.087691.091660.00000-39.2610779.00
1732009.08.14 15:00sell870.101.082881.089890.00000
1742009.08.14 16:40s/l870.101.089891.089890.00000-64.3010714.70
1752009.08.18 09:00sell880.101.103671.110760.00000
1762009.08.18 15:00close880.101.107961.110760.00000-38.7210675.98
1772009.08.18 18:00sell890.101.103421.108590.00000
1782009.08.19 08:00close890.101.106631.108590.00000-29.0710646.91
1792009.08.19 18:00sell900.101.096831.108830.00000
1802009.08.20 15:00close900.101.098361.108830.00000-14.1110632.80
1812009.08.20 18:00sell910.101.090041.098460.00000
1822009.08.21 06:00close910.101.093121.098460.00000-28.2410604.57
1832009.08.21 12:00sell920.101.082991.096720.00000
1842009.08.25 03:00close920.101.077811.096720.0000047.9410652.51
1852009.08.25 15:00sell930.101.073611.079650.00000
1862009.08.25 16:26s/l930.101.079651.079650.00000-55.8810596.63
1872009.08.27 15:00sell940.101.091851.100890.00000
1882009.08.27 16:00close940.101.098851.100890.00000-63.7010532.93
1892009.08.27 19:00sell950.101.093001.100410.00000
1902009.08.28 18:00close950.101.087721.100410.0000048.4810581.41
1912009.09.01 10:00sell960.101.087711.103110.00000
1922009.09.01 13:00close960.101.097011.103110.00000-84.7810496.63
1932009.09.03 09:00sell970.101.100261.107310.00000
1942009.09.03 16:20s/l970.101.107311.107310.00000-63.6510432.98
1952009.09.04 11:00sell980.101.097621.104880.00000
1962009.09.08 04:00close980.101.079201.104880.00000170.5610603.54
1972009.09.08 09:00sell990.101.074341.080640.00000
1982009.09.08 18:00close990.101.076291.080640.00000-18.1210585.42
1992009.09.11 17:00sell1000.101.073751.080590.00000
2002009.09.11 19:00close1000.101.077641.080590.00000-36.1010549.32
2012009.09.15 16:00sell1010.101.080621.086430.00000
2022009.09.17 14:00close1010.101.067191.086430.00000125.6010674.93
2032009.09.17 17:00sell1020.101.060111.069170.00000
2042009.09.17 19:00close1020.101.065321.069170.00000-48.9110626.02
2052009.09.22 09:00sell1030.101.071351.081060.00000
2062009.09.23 09:00close1030.101.069671.081060.0000015.6510641.67
2072009.09.28 18:00sell1040.101.085831.099190.00000
2082009.09.29 12:00close1040.101.089431.099190.00000-33.1010608.57
2092009.09.30 04:00sell1050.101.080911.089160.00000
2102009.10.01 08:00close1050.101.073371.089160.0000070.0710678.64
2112009.10.05 00:00sell1060.101.080601.089950.00000
2122009.10.07 15:00close1060.101.060911.089950.00000185.4810864.13
2132009.10.08 04:00sell1070.101.055061.063730.00000
2142009.10.08 16:00close1070.101.061371.063730.00000-59.4510804.68
2152009.10.08 21:00sell1080.101.051521.061950.00000
2162009.10.09 05:00close1080.101.054621.061950.00000-29.4510775.23
2172009.10.09 13:00sell1090.101.049731.057480.00000
2182009.10.13 10:00close1090.101.036531.057480.00000127.2310902.46
2192009.10.13 12:00sell1100.101.031261.036300.00000
2202009.10.13 16:00close1100.101.033811.036300.00000-24.6710877.79
2212009.10.13 18:00sell1110.101.029591.036430.00000
2222009.10.13 20:20s/l1110.101.036431.036430.00000-65.9810811.81
2232009.10.14 04:00sell1120.101.029071.035850.00000
2242009.10.15 12:00close1120.101.026631.035850.0000023.5910835.40
2252009.10.19 12:00sell1130.101.034081.041360.00000
2262009.10.19 16:00close1130.101.039151.041360.00000-48.7910786.61
2272009.10.19 17:00sell1140.101.034041.040890.00000
2282009.10.20 12:00close1140.101.030931.040890.0000030.1110816.72
2292009.10.21 17:00sell1150.101.043721.054660.00000
2302009.10.22 06:00close1150.101.047121.054660.00000-32.6510784.08
2312009.10.27 20:00sell1160.101.063081.070470.00000
2322009.10.28 06:00close1160.101.066931.070470.00000-36.1410747.94
2332009.10.29 14:00sell1170.101.072101.081930.00000
2342009.10.30 13:00close1170.101.071491.081930.000005.6310753.57
2352009.11.02 16:00sell1180.101.077401.083080.00000
2362009.11.02 19:00close1180.101.080471.083080.00000-28.4110725.16
2372009.11.03 17:00sell1190.101.069141.083050.00000
2382009.11.05 02:00close1190.101.064481.083050.0000043.5410768.70
2392009.11.06 10:00sell1200.101.061211.066980.00000
2402009.11.06 12:35s/l1200.101.066981.066980.00000-54.0710714.63
2412009.11.09 11:00sell1210.101.060381.076560.00000
2422009.11.10 07:00close1210.101.059361.076560.000009.5710724.21
2432009.11.10 16:00sell1220.101.054341.059190.00000
2442009.11.12 09:00close1220.101.045241.059190.0000086.8210811.03
2452009.11.13 15:00sell1230.101.049271.056990.00000
2462009.11.13 16:00close1230.101.054781.056990.00000-52.2410758.79
2472009.11.13 17:00sell1240.101.048981.057060.00000
2482009.11.17 00:00close1240.101.047951.057060.000009.7110768.50
2492009.11.18 11:00sell1250.101.047771.058690.00000
2502009.11.18 19:00close1250.101.053241.058690.00000-51.9310716.57
2512009.11.23 10:00sell1260.101.059801.072540.00000
2522009.11.24 03:00close1260.101.060671.072540.00000-8.2610708.31
2532009.11.25 04:00sell1270.101.055481.062280.00000
2542009.11.26 06:00close1270.101.049781.062280.0000054.1210762.44
2552009.11.30 03:00sell1280.101.056051.072070.00000
2562009.12.01 03:00close1280.101.056261.072070.00000-2.0510760.39
2572009.12.01 09:00sell1290.101.052241.058080.00000
2582009.12.02 09:00close1290.101.046061.058080.0000059.0210819.41
2592009.12.04 14:00sell1300.101.046581.058600.00000
2602009.12.04 20:00close1300.101.057131.058600.00000-99.8010719.61
2612009.12.07 19:00sell1310.101.049781.061750.00000
2622009.12.08 09:00close1310.101.055311.061750.00000-52.4610667.15
2632009.12.09 17:00sell1320.101.054781.065970.00000
2642009.12.11 08:00close1320.101.052451.065970.0000021.9010689.06
2652009.12.11 14:00sell1330.101.049221.052920.00000
2662009.12.11 15:20s/l1330.101.052921.052920.00000-35.1210653.94
2672009.12.15 06:00sell1340.101.055591.064250.00000
2682009.12.15 10:00close1340.101.062111.064250.00000-61.3910592.55
2692009.12.16 10:00sell1350.101.059721.063200.00000
2702009.12.16 12:00close1350.101.062051.063200.00000-21.9410570.61
2712009.12.16 14:00sell1360.101.058991.062950.00000
2722009.12.16 20:45s/l1360.101.062951.062950.00000-37.2410533.37
2732009.12.18 04:00sell1370.101.066841.072910.00000
2742009.12.21 01:00close1370.101.067161.072910.00000-3.0610530.31
2752009.12.21 12:00sell1380.101.062811.068730.00000
2762009.12.24 15:00close1380.101.048571.068730.00000135.5110665.81
2772009.12.28 04:00sell1390.101.046301.049990.00000
2782009.12.28 09:00close1390.101.049371.049990.00000-29.2610636.55
2792009.12.28 15:00sell1400.101.045231.049730.00000
2802009.12.29 21:00close1400.101.043361.049730.0000017.8610654.41
2812009.12.31 18:00sell1410.101.046141.056090.00000
2822009.12.31 18:57close at stop1410.101.046641.056090.00000-4.7810649.63