Strategy Tester Report
gpfTCPivotLimit_v1
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=0.1; SndMl=true; isFloatLots=false; DcF=3; MaxR=0.02; TgtProfit=1; Trailing=30; isTradeDay=false; isTrace=false;
Bars in test6211Ticks modelled152607Modelling qualityn/a
Mismatched charts errors70
Initial deposit10000.00
Total net profit180.67Gross profit4650.52Gross loss-4469.85
Profit factor1.04Expected payoff1.99
Absolute drawdown69.88Maximal drawdown1262.92 (11.04%)Relative drawdown11.04% (1262.92)
Total trades91Short positions (won %)41 (43.90%)Long positions (won %)50 (40.00%)
Profit trades (% of total)38 (41.76%)Loss trades (% of total)53 (58.24%)
Largestprofit trade290.23loss trade-193.81
Averageprofit trade122.38loss trade-84.34
Maximumconsecutive wins (profit in money)3 (533.07)consecutive losses (loss in money)6 (-411.53)
Maximalconsecutive profit (count of wins)533.07 (3)consecutive loss (count of losses)-411.53 (6)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12009.01.06 17:00buy10.101.179221.164351.21345
22009.01.12 19:15t/p10.101.213451.164351.21345281.5910281.59
32009.01.13 15:00sell20.101.227971.240531.19767
42009.01.14 16:45s/l20.101.240531.240531.19767-101.1610180.43
52009.01.15 21:00sell30.101.250651.275371.22203
62009.01.21 17:20s/l30.101.275371.275371.22203-193.819986.62
72009.01.22 16:00sell40.101.263331.284551.24766
82009.01.23 16:32t/p40.101.247661.284551.24766125.6510112.27
92009.01.26 17:00buy50.101.218541.202231.25512
102009.02.17 08:50t/p50.101.255121.202231.25512290.2310402.51
112009.02.20 08:00sell60.101.261011.269231.24645
122009.02.20 18:16t/p60.101.246451.269231.24645117.1910519.70
132009.02.20 20:00buy70.101.255191.238931.26160
142009.02.23 08:10s/l70.101.238931.238931.26160-131.3710388.33
152009.02.23 10:00buy80.101.246561.229901.26385
162009.02.27 13:50t/p80.101.263851.229901.26385136.4710524.79
172009.03.05 19:00sell90.101.287301.305881.26406
182009.03.09 14:20s/l90.101.305881.305881.26406-142.3110382.49
192009.03.12 11:00sell100.101.287881.299141.27784
202009.03.12 20:02t/p100.101.277841.299141.2778478.6010461.09
212009.03.12 23:00buy110.101.278441.268841.29299
222009.03.13 13:50s/l110.101.268841.268841.29299-75.7910385.30
232009.03.13 19:00buy120.101.274091.265011.29145
242009.03.16 11:20s/l120.101.265011.265011.29145-71.8710313.42
252009.03.18 15:00buy130.101.265901.261701.27444
262009.03.18 16:50t/p130.101.274441.261701.2744466.9710380.39
272009.03.18 17:00buy140.101.272011.261701.27444
282009.03.18 19:20s/l140.101.261701.261701.27444-81.9710298.42
292009.03.19 20:00buy150.101.238621.222851.26735
302009.03.23 20:50s/l150.101.222851.222851.26735-129.1210169.30
312009.03.25 11:00sell160.101.232201.238741.22099
322009.03.27 12:45s/l160.101.238741.238741.22099-52.9910116.32
332009.03.30 09:00sell170.101.247971.255461.23067
342009.03.30 16:40s/l170.101.255461.255461.23067-59.6410056.68
352009.04.01 17:00sell180.101.267781.274271.25356
362009.04.02 08:20t/p180.101.253561.274271.25356113.2910169.97
372009.04.02 10:00buy190.101.255461.248681.26816
382009.04.02 14:10s/l190.101.248681.248681.26816-54.3110115.66
392009.04.06 12:00buy200.101.228121.218511.24028
402009.04.06 16:40t/p200.101.240281.218511.2402898.0210213.68
412009.04.06 23:00sell210.101.237951.251011.22403
422009.04.09 16:15t/p210.101.224031.251011.22403113.5310327.21
432009.04.13 17:00sell220.101.225031.232521.22296
442009.04.13 17:20t/p220.101.222961.232521.2229616.9310344.14
452009.04.14 15:00buy230.101.215141.208521.22788
462009.04.14 18:10s/l230.101.208521.208521.22788-54.7810289.36
472009.04.17 18:00sell240.101.214481.224231.20049
482009.04.20 11:20s/l240.101.224231.224231.20049-79.7010209.66
492009.04.21 17:00sell250.101.242381.257381.22034
502009.04.24 10:10t/p250.101.220341.257381.22034180.3510390.01
512009.04.24 14:00buy260.101.217971.209641.23591
522009.04.24 16:50s/l260.101.209641.209641.23591-68.8710321.14
532009.04.28 10:00sell270.101.222091.230311.21049
542009.04.29 10:20t/p270.101.210491.230311.2104995.8110416.95
552009.04.30 07:00buy280.101.198351.185541.21800
562009.05.01 10:50s/l280.101.185541.185541.21800-108.1110308.84
572009.05.01 14:00buy290.101.186621.176041.20392
582009.05.04 16:32s/l290.101.176041.176041.20392-90.0210218.82
592009.05.06 08:00sell300.101.177441.185541.16954
602009.05.06 20:20t/p300.101.169541.185541.1695467.6110286.43
612009.05.15 18:00buy310.101.176211.162001.17703
622009.05.15 18:50t/p310.101.177031.162001.177036.9710293.40
632009.05.18 15:00buy320.101.169951.158391.18375
642009.05.19 08:50s/l320.101.158391.158391.18375-99.8510193.55
652009.05.19 13:00buy330.101.157311.147591.17626
662009.05.20 13:50s/l330.101.147591.147591.17626-84.7510108.80
672009.05.26 05:00sell340.101.126841.131921.11935
682009.05.26 10:45s/l340.101.131921.131921.11935-44.8810063.92
692009.05.26 17:00sell350.101.121371.131921.11935
702009.05.26 19:45t/p350.101.119351.131921.1193518.0510081.97
712009.05.28 21:00buy360.101.114131.104461.12720
722009.05.29 09:20s/l360.101.104461.104461.12720-87.659994.31
732009.06.01 16:00buy370.101.085841.071871.10836
742009.06.03 19:32t/p370.101.108361.071871.10836203.0610197.37
752009.06.05 17:00sell380.101.111521.125431.08880
762009.06.08 09:50s/l380.101.125431.125431.08880-123.6410073.74
772009.06.08 13:00sell390.101.125711.136821.10302
782009.06.09 13:50t/p390.101.103021.136821.10302205.9210279.66
792009.06.10 12:00buy400.101.101521.085571.11597
802009.06.10 19:50t/p400.101.115971.085571.11597129.4510409.11
812009.06.10 21:00sell410.101.109461.128391.09456
822009.06.15 09:40s/l410.101.128391.128391.09456-167.9810241.12
832009.06.17 15:00sell420.101.135551.146231.12575
842009.06.18 16:15t/p420.101.125751.146231.1257586.9110328.04
852009.06.18 18:00buy430.101.127681.117521.14219
862009.06.22 11:50t/p430.101.142191.117521.14219126.9210454.96
872009.06.24 13:00buy440.101.145441.139561.15660
882009.06.24 22:40t/p440.101.156601.139561.1566096.4810551.44
892009.06.25 00:00sell450.101.155351.163361.14470
902009.06.25 13:02s/l450.101.163361.163361.14470-68.8210482.62
912009.06.25 18:00sell460.101.157461.168501.14525
922009.06.26 14:37t/p460.101.145251.168501.14525106.5910589.21
932009.06.26 17:00buy470.101.150831.145591.16162
942009.06.30 16:20t/p470.101.161621.145591.1616292.6610681.87
952009.07.02 18:00sell480.101.159771.174121.13948
962009.07.14 15:32t/p480.101.139481.174121.13948177.6110859.48
972009.07.21 17:00buy490.101.101831.094231.11364
982009.07.23 15:50s/l490.101.094231.094231.11364-69.6710789.81
992009.07.27 00:00buy500.101.085991.074381.09924
1002009.08.03 10:40s/l500.101.074381.074381.09924-108.5110681.29
1012009.08.04 21:00sell510.101.074271.084491.06038
1022009.08.07 13:16s/l510.101.084491.084491.06038-94.4610586.83
1032009.08.07 15:00sell520.101.080411.087211.07023
1042009.08.10 18:40s/l520.101.087211.087211.07023-62.6110524.22
1052009.08.13 16:00buy530.101.090661.070861.10228
1062009.08.17 02:45t/p530.101.102281.070861.10228105.2910629.51
1072009.08.17 09:00sell540.101.104901.114631.08531
1082009.08.21 09:46t/p540.101.085311.114631.08531180.2410809.75
1092009.08.21 13:00buy550.101.083551.077891.09598
1102009.08.21 16:16s/l550.101.077891.077891.09598-52.6010757.15
1112009.08.24 17:00buy560.101.073831.065661.09125
1122009.08.26 10:32t/p560.101.091251.065661.09125159.5210916.67
1132009.08.26 12:00sell570.101.090261.096741.07621
1142009.08.26 15:45s/l570.101.096741.096741.07621-59.0510857.62
1152009.08.28 15:00buy580.101.082781.071861.09868
1162009.08.31 09:20t/p580.101.098681.071861.09868144.5711002.19
1172009.08.31 20:00sell590.101.094681.102561.08239
1182009.09.01 17:20s/l590.101.102561.102561.08239-71.5310930.66
1192009.09.01 21:00sell600.101.104701.118511.08491
1202009.09.04 18:16t/p600.101.084911.118511.08491182.4811113.13
1212009.09.08 11:00buy610.101.072461.066561.08426
1222009.09.10 11:20t/p610.101.084261.066561.08426108.5411221.67
1232009.09.11 18:00buy620.101.074721.069351.08480
1242009.09.14 03:15t/p620.101.084801.069351.0848092.8711314.54
1252009.09.16 13:00buy630.101.068551.060861.08252
1262009.09.17 08:20s/l630.101.060861.060861.08252-72.6711241.87
1272009.09.21 10:00sell640.101.075011.082091.06338
1282009.09.21 15:20s/l640.101.082091.082091.06338-65.4211176.45
1292009.09.22 17:00buy650.101.070051.059521.08649
1302009.09.24 16:20t/p650.101.086491.059521.08649150.7511327.20
1312009.09.28 05:00sell660.101.096561.103811.08493
1322009.09.28 18:15t/p660.101.084931.103811.08493107.2111434.41
1332009.09.28 20:00buy670.101.088051.079291.09719
1342009.09.29 07:50s/l670.101.079291.079291.09719-81.2211353.19
1352009.09.29 09:00buy680.101.082611.073191.09516
1362009.09.30 11:20s/l680.101.073191.073191.09516-87.9211265.27
1372009.10.02 11:00sell690.101.087951.095741.07209
1382009.10.02 14:50s/l690.101.095741.095741.07209-71.0611194.21
1392009.10.02 16:00sell700.101.083721.095741.07209
1402009.10.05 03:20t/p700.101.072091.095741.07209108.6111302.82
1412009.10.05 05:00buy710.101.074391.067761.09050
1422009.10.06 06:45s/l710.101.067761.067761.09050-62.1411240.68
1432009.10.06 10:00buy720.101.068241.060741.07842
1442009.10.06 16:02s/l720.101.060741.060741.07842-70.7111169.97
1452009.10.08 06:00buy730.101.056191.047431.06637
1462009.10.09 13:03s/l730.101.047431.047431.06637-83.7111086.26
1472009.10.13 15:00buy740.101.032051.023451.04227
1482009.10.14 22:50s/l740.101.023451.023451.04227-84.1011002.16
1492009.10.15 05:00buy750.101.021511.017431.03009
1502009.10.15 13:15t/p750.101.030091.017431.0300983.2811085.44
1512009.10.16 16:00sell760.101.039611.046901.02364
1522009.10.20 16:20s/l760.101.046901.046901.02364-69.6211015.82
1532009.10.23 18:00sell770.101.050671.060281.04064
1542009.10.26 16:45s/l770.101.060281.060281.04064-90.6110925.21
1552009.10.29 18:00buy780.101.069461.057151.08622
1562009.11.09 15:15s/l780.101.057151.057151.08622-116.9010808.31
1572009.11.11 11:00buy790.101.046271.040551.05772
1582009.11.17 11:20t/p790.101.057721.040551.05772107.8810916.18
1592009.11.17 22:00sell800.101.050821.058651.04237
1602009.11.18 21:07s/l800.101.058651.058651.04237-74.0210842.17
1612009.11.19 10:00sell810.101.059791.065931.04713
1622009.11.19 15:45s/l810.101.065931.065931.04713-57.5310784.64
1632009.11.23 07:00buy820.101.063931.056351.07497
1642009.11.23 11:46s/l820.101.056351.056351.07497-71.8010712.84
1652009.11.26 11:00sell830.101.053031.062961.04057
1662009.11.27 03:15s/l830.101.062961.062961.04057-93.4310619.41
1672009.11.30 09:00buy840.101.055701.048331.07125
1682009.12.01 09:45s/l840.101.048331.048331.07125-70.3910549.02
1692009.12.03 20:00sell850.101.052141.056831.04553
1702009.12.03 22:45s/l850.101.056831.056831.04553-44.3610504.66
1712009.12.04 19:00buy860.101.052331.041721.06152
1722009.12.07 09:40t/p860.101.061521.041721.0615286.4310591.09
1732009.12.07 11:00sell870.101.059111.069681.04749
1742009.12.17 05:50s/l870.101.069681.069681.04749-99.5210491.57
1752009.12.18 18:00buy880.101.068281.055101.07641
1762009.12.21 13:50s/l880.101.055101.055101.07641-125.0210366.55
1772009.12.22 21:00buy890.101.056081.045831.07062
1782009.12.24 11:16s/l890.101.045831.045831.07062-98.2410268.31
1792009.12.28 06:00buy900.101.047131.042351.05183
1802009.12.28 17:26s/l900.101.042351.042351.05183-45.8710222.44
1812009.12.29 11:00buy910.101.041041.036711.04802
1822009.12.29 14:50s/l910.101.036711.036711.04802-41.7710180.67