Strategy Tester Report
sashken_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=4; StopLoss=100; TakeProfit=140; MaximumRisk=0.4; RSI1=7; RSI2=20; slip=5; popitka=5; bar1=1; bar0=0; m2=0; m1=2;
Bars in test6211Ticks modelled152607Modelling qualityn/a
Mismatched charts errors70
Initial deposit10000.00
Total net profit-9951.10Gross profit19331.35Gross loss-29282.44
Profit factor0.66Expected payoff-82.93
Absolute drawdown9951.10Maximal drawdown29532.28 (99.83%)Relative drawdown99.83% (29532.28)
Total trades120Short positions (won %)52 (100.00%)Long positions (won %)68 (98.53%)
Profit trades (% of total)119 (99.17%)Loss trades (% of total)1 (0.83%)
Largestprofit trade263.04loss trade-29282.44
Averageprofit trade162.45loss trade-29282.44
Maximumconsecutive wins (profit in money)119 (19331.35)consecutive losses (loss in money)1 (-29282.44)
Maximalconsecutive profit (count of wins)19331.35 (119)consecutive loss (count of losses)-29282.44 (1)
Averageconsecutive wins119consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12009.01.05 17:00buy10.801.187330.000001.18873
22009.01.05 17:10t/p10.801.188730.000001.1887394.2010094.20
32009.01.05 17:10buy20.811.189090.000001.19049
42009.01.05 17:20t/p20.811.190490.000001.1904995.1510189.35
52009.01.05 17:20buy30.821.191930.000001.19333
62009.01.05 17:50t/p30.821.193330.000001.1933396.1410285.49
72009.01.05 17:50buy40.821.194230.000001.19563
82009.01.06 06:10t/p40.821.195630.000001.1956395.5810381.07
92009.01.06 10:00sell50.831.197050.000001.19565
102009.01.06 10:03t/p50.831.195650.000001.1956597.2010478.27
112009.01.06 10:03sell60.841.195250.000001.19385
122009.01.06 10:16t/p60.841.193850.000001.1938598.6410576.91
132009.01.06 10:16sell70.851.192100.000001.19070
142009.01.06 10:45t/p70.851.190700.000001.1907099.9410676.85
152009.01.06 10:45sell80.851.190530.000001.18913
162009.01.06 10:50t/p80.851.189130.000001.18913100.0810776.93
172009.01.06 10:50sell90.861.188950.000001.18755
182009.01.06 11:15t/p90.861.187550.000001.18755101.4510878.38
192009.01.06 16:00buy100.871.176160.000001.17756
202009.01.06 16:03t/p100.871.177560.000001.17756103.3810981.76
212009.01.06 16:03buy110.881.178400.000001.17980
222009.01.06 16:16t/p110.881.179800.000001.17980104.3311086.09
232009.01.06 16:16buy120.891.181080.000001.18248
242009.01.06 16:32t/p120.891.182480.000001.18248105.2111191.30
252009.01.06 16:32buy130.901.184450.000001.18585
262009.01.06 17:20t/p130.901.185850.000001.18585106.1811297.48
272009.01.07 07:00sell140.901.184500.000001.18310
282009.01.07 07:33t/p140.901.183100.000001.18310106.5411404.02
292009.01.07 07:33sell150.911.182490.000001.18109
302009.01.07 10:50t/p150.911.181090.000001.18109107.9011511.92
312009.01.07 15:00buy160.921.179980.000001.18138
322009.01.07 15:10t/p160.921.181380.000001.18138109.0011620.92
332009.01.07 15:10buy170.931.181830.000001.18323
342009.01.07 15:40t/p170.931.183230.000001.18323109.9511730.87
352009.01.07 15:40buy180.941.184360.000001.18576
362009.01.07 15:50t/p180.941.185760.000001.18576110.9011841.77
372009.01.07 15:50buy190.951.186860.000001.18826
382009.01.07 16:15t/p190.951.188260.000001.18826111.7311953.50
392009.01.07 16:15sell200.961.190330.000001.18893
402009.01.07 16:50t/p200.961.188930.000001.18893113.1412066.64
412009.01.07 16:50sell210.971.187750.000001.18635
422009.01.07 17:15t/p210.971.186350.000001.18635114.6112181.25
432009.01.08 16:00buy220.971.186030.000001.18743
442009.01.08 16:15t/p220.971.187430.000001.18743114.2612295.51
452009.01.08 16:15buy230.981.188640.000001.19004
462009.01.08 16:20t/p230.981.190040.000001.19004115.2512410.76
472009.01.08 16:20buy240.991.190590.000001.19199
482009.01.09 14:50t/p240.991.191990.000001.19199115.6512526.41
492009.01.14 03:00buy251.001.218530.000001.21993
502009.01.14 09:50t/p251.001.219930.000001.21993114.6412641.05
512009.01.14 15:00sell261.011.230580.000001.22918
522009.01.14 15:07t/p261.011.229180.000001.22918115.0412756.09
532009.01.14 15:07sell271.021.229050.000001.22765
542009.01.23 20:02t/p271.021.227650.000001.22765110.7012866.78
552009.01.27 04:00sell281.031.221440.000001.22004
562009.01.27 08:20t/p281.031.220040.000001.22004118.3012985.08
572009.01.27 10:00buy291.041.218210.000001.21961
582009.01.27 10:45t/p291.041.219610.000001.21961119.2513104.33
592009.01.27 10:45buy301.051.221080.000001.22248
602009.01.27 10:50t/p301.051.222480.000001.22248120.1813224.51
612009.01.27 10:50buy311.061.223300.000001.22470
622009.01.27 11:32t/p311.061.224700.000001.22470121.1313345.64
632009.01.27 14:00sell321.071.227850.000001.22645
642009.01.27 14:07t/p321.071.226450.000001.22645122.1513467.79
652009.01.27 14:07sell331.081.226220.000001.22482
662009.01.27 18:20t/p331.081.224820.000001.22482123.6913591.48
672009.01.28 09:00buy341.091.222730.000001.22413
682009.01.28 09:07t/p341.091.224130.000001.22413124.6313716.11
692009.01.28 09:07buy351.101.224550.000001.22595
702009.01.29 22:50t/p351.101.225950.000001.22595123.8913840.00
712009.02.02 01:00buy361.111.228250.000001.22965
722009.02.02 01:45t/p361.111.229650.000001.22965126.3413966.34
732009.02.02 01:45buy371.121.230090.000001.23149
742009.02.02 02:50t/p371.121.231490.000001.23149127.3014093.64
752009.02.02 11:00sell381.131.237600.000001.23620
762009.02.02 12:50t/p381.131.236200.000001.23620127.9814221.62
772009.02.03 09:00buy391.141.241900.000001.24330
782009.02.03 09:15t/p391.141.243300.000001.24330128.3314349.95
792009.02.03 09:15buy401.151.243840.000001.24524
802009.02.03 09:50t/p401.151.245240.000001.24524129.2414479.19
812009.02.03 09:50buy411.161.245880.000001.24728
822009.02.03 10:15t/p411.161.247280.000001.24728130.0614609.25
832009.02.03 10:15sell421.171.248650.000001.24725
842009.02.03 12:20t/p421.171.247250.000001.24725131.4114740.66
852009.02.03 17:00buy431.181.239710.000001.24111
862009.02.04 08:50t/p431.181.241110.000001.24111132.5014873.15
872009.02.04 11:00sell441.191.236680.000001.23528
882009.02.04 11:15t/p441.191.235280.000001.23528134.8915008.04
892009.02.04 11:15sell451.201.235000.000001.23360
902009.02.04 11:20t/p451.201.233600.000001.23360136.1815144.22
912009.02.04 11:20sell461.211.233450.000001.23205
922009.02.04 14:50t/p461.211.232050.000001.23205137.5415281.76
932009.02.04 18:00buy471.221.226550.000001.22795
942009.02.04 19:40t/p471.221.227950.000001.22795139.0415420.80
952009.02.05 08:00sell481.231.232250.000001.23085
962009.02.05 10:10t/p481.231.230850.000001.23085139.9515560.75
972009.02.05 13:00buy491.241.229030.000001.23043
982009.02.05 13:45t/p491.241.230430.000001.23043140.9715701.72
992009.02.05 13:45buy501.261.231600.000001.23300
1002009.02.05 14:02t/p501.261.233000.000001.23300143.0015844.72
1012009.02.06 02:00sell511.271.233000.000001.23160
1022009.02.06 19:03t/p511.271.231600.000001.23160144.3815989.10
1032009.02.06 20:00buy521.281.224630.000001.22603
1042009.02.06 20:15t/p521.281.226030.000001.22603146.0416135.14
1052009.02.06 20:15buy531.291.227110.000001.22851
1062009.02.09 09:16t/p531.291.228510.000001.22851146.3016281.44
1072009.02.09 14:00sell541.301.226010.000001.22461
1082009.02.09 14:20t/p541.301.224610.000001.22461148.8016430.24
1092009.02.09 14:20sell551.311.223040.000001.22164
1102009.02.09 15:15t/p551.311.221640.000001.22164150.3616580.60
1112009.02.09 19:00buy561.331.217380.000001.21878
1122009.02.09 19:15t/p561.331.218780.000001.21878152.6516733.25
1132009.02.09 19:15buy571.341.219910.000001.22131
1142009.02.09 19:32t/p571.341.221310.000001.22131153.5816886.83
1152009.02.09 19:32buy581.351.221620.000001.22302
1162009.02.10 01:45t/p581.351.223020.000001.22302153.6617040.49
1172009.02.10 08:00sell591.361.222100.000001.22070
1182009.02.10 08:02t/p591.361.220700.000001.22070156.0317196.52
1192009.02.10 08:02sell601.381.220200.000001.21880
1202009.02.10 16:37t/p601.381.218800.000001.21880158.5317355.05
1212009.02.11 21:00buy611.391.241430.000001.24283
1222009.02.11 21:20t/p611.391.242830.000001.24283156.5217511.57
1232009.02.11 21:20buy621.401.243380.000001.24478
1242009.02.12 09:50t/p621.401.244780.000001.24478155.3017666.88
1252009.02.12 12:00sell631.411.245520.000001.24412
1262009.02.12 12:20t/p631.411.244120.000001.24412158.7617825.64
1272009.02.12 12:20sell641.431.243300.000001.24190
1282009.02.12 14:46t/p641.431.241900.000001.24190161.2917986.93
1292009.02.13 02:00buy651.441.243130.000001.24453
1302009.02.13 17:20t/p651.441.244530.000001.24453161.7418148.67
1312009.02.13 19:00sell661.451.242350.000001.24095
1322009.02.13 19:10t/p661.451.240950.000001.24095163.5818312.25
1332009.02.13 19:10sell671.461.240800.000001.23940
1342009.02.13 19:20t/p671.461.239400.000001.23940165.1318477.38
1352009.02.13 19:20sell681.481.237750.000001.23635
1362009.02.13 20:20t/p681.481.236350.000001.23635167.6018644.98
1372009.02.13 21:00buy691.491.235680.000001.23708
1382009.02.13 21:20t/p691.491.237080.000001.23708168.5218813.50
1392009.02.13 21:20buy701.511.237980.000001.23938
1402009.02.16 00:00t/p701.511.239380.000001.23938169.7118983.21
1412009.02.16 01:00sell711.521.242000.000001.24060
1422009.02.16 16:16t/p711.521.240600.000001.24060171.6419154.85
1432009.02.16 23:00buy721.531.242530.000001.24393
1442009.02.17 01:50t/p721.531.243930.000001.24393171.3419326.19
1452009.02.17 03:00sell731.551.247100.000001.24570
1462009.02.20 18:16t/p731.551.245700.000001.24570170.8019496.99
1472009.02.20 19:00buy741.561.255030.000001.25643
1482009.02.20 19:02t/p741.561.256430.000001.25643173.7719670.76
1492009.02.20 19:02buy751.571.256930.000001.25833
1502009.02.25 16:45t/p751.571.258330.000001.25833172.2019842.96
1512009.02.26 11:00buy761.591.251630.000001.25303
1522009.02.26 12:50t/p761.591.253030.000001.25303177.6220020.58
1532009.02.27 02:00sell771.601.254500.000001.25310
1542009.02.27 06:20t/p771.601.253100.000001.25310178.8320199.41
1552009.03.03 08:00buy781.621.284450.000001.28585
1562009.03.03 09:50t/p781.621.285850.000001.28585176.3320375.74
1572009.03.03 17:00sell791.631.294700.000001.29330
1582009.03.03 18:05t/p791.631.293300.000001.29330176.4720552.21
1592009.03.04 12:00buy801.641.294240.000001.29564
1602009.03.09 13:32t/p801.641.295640.000001.29564173.0320725.23
1612009.03.10 05:00buy811.661.292430.000001.29383
1622009.03.10 05:37t/p811.661.293830.000001.29383179.6120904.84
1632009.03.10 05:37buy821.671.294020.000001.29542
1642009.03.12 09:20t/p821.671.295420.000001.29542177.0921081.94
1652009.03.12 19:00buy831.691.281260.000001.28266
1662009.03.13 12:45t/p831.691.282660.000001.28266183.5221265.45
1672009.03.17 00:00sell841.701.271480.000001.27008
1682009.03.17 02:10t/p841.701.270080.000001.27008187.4721452.92
1692009.03.17 21:00buy851.721.268630.000001.27003
1702009.03.17 22:20t/p851.721.270030.000001.27003189.5421642.46
1712009.03.18 13:00sell861.731.271660.000001.27026
1722009.03.18 13:15t/p861.731.270260.000001.27026190.7021833.16
1732009.03.18 13:15sell871.751.269970.000001.26857
1742009.03.18 13:40t/p871.751.268570.000001.26857193.3022026.46
1752009.03.18 13:40sell881.761.267300.000001.26590
1762009.03.18 13:45t/p881.761.265900.000001.26590194.7822221.24
1772009.03.18 13:45sell891.781.264870.000001.26347
1782009.03.18 13:50t/p891.781.263470.000001.26347197.5022418.74
1792009.03.18 13:50sell901.791.261620.000001.26022
1802009.03.18 19:20t/p901.791.260220.000001.26022199.2222617.96
1812009.03.18 20:00buy911.811.249730.000001.25113
1822009.03.18 20:20t/p911.811.251130.000001.25113202.4822820.44
1832009.03.18 20:20buy921.831.251610.000001.25301
1842009.03.30 09:20t/p921.831.253010.000001.25301193.3423013.79
1852009.03.31 09:00buy931.841.256650.000001.25805
1862009.03.31 15:45t/p931.841.258050.000001.25805204.7323218.52
1872009.03.31 20:00sell941.861.262510.000001.26111
1882009.03.31 20:20t/p941.861.261110.000001.26111206.5723425.09
1892009.03.31 20:20sell951.871.260450.000001.25905
1902009.03.31 20:50t/p951.871.259050.000001.25905208.1023633.19
1912009.03.31 20:50sell961.891.257920.000001.25652
1922009.04.02 02:46t/p961.891.256520.000001.25652206.8223840.01
1932009.04.03 11:00sell971.911.236800.000001.23540
1942009.04.03 14:50t/p971.911.235400.000001.23540216.4724056.48
1952009.04.03 17:00buy981.921.235370.000001.23677
1962009.04.06 15:15t/p981.921.236770.000001.23677216.3024272.78
1972009.04.07 17:00buy991.941.237530.000001.23893
1982009.04.07 17:07t/p991.941.238930.000001.23893219.2124491.99
1992009.04.07 17:07buy1001.961.239130.000001.24053
2002009.04.08 03:07t/p1001.961.240530.000001.24053220.1924712.18
2012009.04.08 07:00sell1011.981.243050.000001.24165
2022009.04.08 08:50t/p1011.981.241650.000001.24165223.2924935.47
2032009.04.08 15:00buy1021.991.231880.000001.23328
2042009.04.08 15:15t/p1021.991.233280.000001.23328225.8925161.36
2052009.04.08 15:15buy1032.011.233510.000001.23491
2062009.04.08 16:10t/p1032.011.234910.000001.23491227.6325388.99
2072009.04.09 05:00sell1042.031.237650.000001.23625
2082009.04.09 05:15t/p1042.031.236250.000001.23625229.8925618.88
2092009.04.09 05:15sell1052.051.236090.000001.23469
2102009.04.09 07:50t/p1052.051.234690.000001.23469232.5125851.39
2112009.04.09 09:00buy1062.071.232280.000001.23368
2122009.04.09 09:20t/p1062.071.233680.000001.23368234.8126086.20
2132009.04.09 09:20buy1072.091.234290.000001.23569
2142009.04.09 11:37t/p1072.091.235690.000001.23569236.7226322.92
2152009.04.10 10:00sell1082.111.226970.000001.22557
2162009.04.10 10:16t/p1082.111.225570.000001.22557241.0826564.00
2172009.04.10 10:16sell1092.131.225160.000001.22376
2182009.04.13 13:20t/p1092.131.223760.000001.22376242.6226806.62
2192009.04.14 10:00sell1102.141.222400.000001.22100
2202009.04.14 11:15t/p1102.141.221000.000001.22100245.4827052.10
2212009.04.14 12:00buy1112.161.218260.000001.21966
2222009.04.14 12:30t/p1112.161.219660.000001.21966247.9127300.01
2232009.04.14 12:30buy1122.181.219930.000001.22133
2242009.04.20 10:20t/p1122.181.221330.000001.22133243.2627543.26
2252009.04.21 12:00buy1132.201.236770.000001.23817
2262009.04.21 13:20t/p1132.201.238170.000001.23817248.7227791.98
2272009.04.21 15:00sell1142.221.242650.000001.24125
2282009.04.21 17:10t/p1142.221.241250.000001.24125250.5028042.48
2292009.04.21 19:00buy1152.241.234600.000001.23600
2302009.04.21 19:20t/p1152.241.236000.000001.23600253.6228296.10
2312009.04.21 19:20buy1162.261.236630.000001.23803
2322009.04.22 02:20t/p1162.261.238030.000001.23803254.4028550.51
2332009.04.22 10:00sell1172.281.240550.000001.23915
2342009.04.22 12:20t/p1172.281.239150.000001.23915257.7028808.21
2352009.04.22 21:00buy1182.301.236130.000001.23753
2362009.04.22 21:40t/p1182.301.237530.000001.23753260.1029068.31
2372009.04.22 21:40buy1192.331.238100.000001.23950
2382009.04.22 21:50t/p1192.331.239500.000001.23950263.0429331.35
2392009.04.22 21:50buy1202.351.240280.000001.24168
2402009.05.29 10:50close at stop1202.351.103050.000001.24168-29282.4448.90