Strategy Tester Report
Scalp_8_12
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)
ParametersHours2Check=8; CloseHour=9; EarliestOpenHour=14; Days2Check=10; ChannelK=1.5; CheckHour_8=8; ProfitK_8=2; LossK_8=2; OffsetK_8=2; CheckHour_12=12; ProfitK_12=2; LossK_12=1.5; OffsetK_12=2.5; FilterDay=4; DoubleDay=5; UseMM=false; TradesPerDayAllowed=2;
Bars in test6211Ticks modelled152607Modelling qualityn/a
Mismatched charts errors70
Initial deposit10000.00
Total net profit-522.59Gross profit3349.07Gross loss-3871.65
Profit factor0.87Expected payoff-4.08
Absolute drawdown619.67Maximal drawdown1240.63 (11.68%)Relative drawdown11.68% (1240.63)
Total trades128Short positions (won %)65 (44.62%)Long positions (won %)63 (44.44%)
Profit trades (% of total)57 (44.53%)Loss trades (% of total)71 (55.47%)
Largestprofit trade170.88loss trade-343.26
Averageprofit trade58.76loss trade-54.53
Maximumconsecutive wins (profit in money)6 (355.07)consecutive losses (loss in money)11 (-678.65)
Maximalconsecutive profit (count of wins)456.54 (5)consecutive loss (count of losses)-711.45 (4)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12009.01.07 20:00buy10.101.191791.178701.50000
22009.01.08 09:00close10.101.202731.178701.5000090.6810090.68
32009.01.12 18:00buy20.101.208501.191701.50000
42009.01.12 18:00buy30.101.208501.187501.50000
52009.01.13 02:00close20.101.220171.191701.5000095.5510186.23
62009.01.13 07:00close30.101.221001.187501.50000102.2910288.52
72009.01.14 16:00buy40.101.237171.212201.50000
82009.01.15 09:00close40.101.249301.212201.5000096.8110385.33
92009.01.23 19:00sell50.201.241801.266400.50000
102009.01.26 09:00close50.201.237391.266400.5000071.2110456.54
112009.01.28 19:00sell60.101.209111.228400.50000
122009.01.29 09:00close60.101.220391.228400.50000-92.5410363.99
132009.02.03 22:00sell70.101.230501.251800.50000
142009.02.04 09:00close70.101.239471.251800.50000-72.4110291.59
152009.02.06 15:00buy80.201.251491.234901.50000
162009.02.06 15:00buy90.201.251491.230401.50000
172009.02.06 18:00close80.201.238901.234901.50000-203.2410088.35
182009.02.06 19:10s/l90.201.230401.230401.50000-343.269745.09
192009.02.10 20:00buy100.101.239021.223001.50000
202009.02.11 10:00close100.101.245771.223001.5000054.099799.18
212009.02.17 15:00buy110.101.267291.251701.50000
222009.02.18 09:00close110.101.261071.251701.50000-49.419749.76
232009.02.25 17:00buy120.101.260111.247901.50000
242009.02.25 17:00buy130.101.260111.242501.50000
252009.02.26 10:00close120.101.253471.247901.50000-53.259696.52
262009.02.26 11:00close130.101.251501.242501.50000-69.089627.44
272009.02.27 16:00buy140.201.269321.256501.50000
282009.02.27 16:00buy150.201.269321.251301.50000
292009.03.02 01:00close140.201.279281.256501.50000155.539782.96
302009.03.02 02:00close150.201.280271.251301.50000170.889953.84
312009.03.02 22:00buy160.101.291881.278601.50000
322009.03.02 22:00buy170.101.291881.273701.50000
332009.03.03 11:00close160.101.287931.278601.50000-30.769923.08
342009.03.03 12:00close170.101.287831.273701.50000-31.549891.53
352009.03.04 19:00sell180.101.280211.294200.50000
362009.03.04 19:00sell190.101.280211.298300.50000
372009.03.05 09:00close180.101.278521.294200.5000013.119904.64
382009.03.05 10:00close190.101.278971.298300.500009.599914.23
392009.03.09 14:00buy200.101.304471.290201.50000
402009.03.09 14:00buy210.101.304471.286501.50000
412009.03.10 05:00close200.101.292301.290201.50000-94.269819.97
422009.03.10 06:00close210.101.293311.286501.50000-86.389733.59
432009.03.18 20:00sell220.101.249601.262500.50000
442009.03.18 20:00sell230.101.249601.267100.50000
452009.03.19 09:00close220.101.244111.262500.5000044.029777.60
462009.03.19 10:00close230.101.244891.267100.5000037.729815.32
472009.03.23 22:00sell240.101.222621.237600.50000
482009.03.23 22:00sell250.101.222621.242100.50000
492009.03.24 09:00close240.101.224181.237600.50000-12.789802.55
502009.03.24 10:00close250.101.225291.242100.50000-21.839780.72
512009.03.27 16:00buy260.201.240921.227901.50000
522009.03.30 09:00close260.201.247971.227901.50000112.809893.51
532009.03.30 21:00buy270.101.265021.251801.50000
542009.03.30 21:00buy280.101.265021.247301.50000
552009.03.31 09:00close270.101.256521.251801.50000-67.749825.77
562009.03.31 10:00close280.101.253621.247301.50000-91.039734.74
572009.04.06 18:00buy290.101.243591.230301.50000
582009.04.06 18:00buy300.101.243591.225201.50000
592009.04.07 09:00close290.101.237121.230301.50000-52.399682.35
602009.04.07 12:00close300.101.243301.225201.50000-2.429679.92
612009.04.14 18:00sell310.101.209211.222200.50000
622009.04.14 18:00sell320.101.209211.226300.50000
632009.04.15 05:00close310.101.218691.222200.50000-77.839602.10
642009.04.15 09:00close320.101.216791.226300.50000-62.349539.76
652009.04.15 18:00sell330.101.203811.216700.50000
662009.04.15 18:00sell340.101.203811.220300.50000
672009.04.16 09:00close330.101.207601.216700.50000-31.499508.27
682009.04.16 10:00close340.101.207171.220300.50000-27.949480.33
692009.04.20 16:00buy350.101.237991.226501.50000
702009.04.20 16:00buy360.101.237991.222701.50000
712009.04.21 09:00close350.101.241301.226501.5000026.589506.90
722009.04.21 10:00close360.101.238381.222701.500003.069509.96
732009.04.24 16:00sell370.201.213101.225200.50000
742009.04.27 09:00close370.201.218811.225200.50000-93.779416.19
752009.04.29 16:00sell380.101.203191.216100.50000
762009.04.30 10:00close380.101.188481.216100.50000123.669539.84
772009.05.06 22:00sell390.101.165921.177900.50000
782009.05.06 22:00sell400.101.165921.183200.50000
792009.05.07 09:00close390.101.167821.177900.50000-16.389523.46
802009.05.07 10:00close400.101.168571.183200.50000-22.799500.67
812009.05.08 15:00sell410.201.159111.171000.50000
822009.05.08 22:00close410.201.150121.171000.50000156.339657.00
832009.05.11 20:00buy420.101.161971.149701.50000
842009.05.12 09:00close420.101.164691.149701.5000023.269680.26
852009.05.13 21:00buy430.101.175181.162301.50000
862009.05.13 21:00buy440.101.175181.158401.50000
872009.05.14 09:00close430.101.173991.162301.50000-10.429669.84
882009.05.14 10:00close440.101.171791.158401.50000-29.219640.63
892009.05.18 17:00sell450.101.165281.178300.50000
902009.05.19 09:00close450.101.160321.178300.5000042.719683.35
912009.05.20 16:00sell460.101.141021.153900.50000
922009.05.20 16:00sell470.101.141021.157400.50000
932009.05.21 10:00close460.101.139971.153900.500009.109692.45
942009.05.21 11:00close470.101.144691.157400.50000-32.179660.27
952009.05.22 18:00sell480.201.123391.136700.50000
962009.05.25 09:00close480.201.126021.136700.50000-46.789613.49
972009.05.29 15:00sell490.201.097221.109500.50000
982009.06.01 04:00close490.201.089561.109500.50000140.549754.03
992009.06.02 19:00sell500.101.081591.099500.50000
1002009.06.03 09:00close500.101.082391.099500.50000-7.439746.60
1012009.06.03 16:00buy510.101.097101.083901.50000
1022009.06.03 21:00close510.101.108141.083901.5000099.639846.23
1032009.06.05 17:00buy520.201.112411.097701.50000
1042009.06.08 09:00close520.201.120521.097701.50000144.579990.79
1052009.06.09 14:00sell530.101.102831.118700.50000
1062009.06.10 09:00close530.101.104031.118700.50000-10.919979.89
1072009.06.12 14:00buy540.201.123221.107101.50000
1082009.06.15 09:00close540.201.125531.107101.5000040.8710020.75
1092009.06.15 20:00buy550.101.137001.121401.50000
1102009.06.16 10:00close550.101.129661.121401.50000-65.079955.68
1112009.06.22 15:00buy560.101.150991.138601.50000
1122009.06.22 15:00buy570.101.150991.133901.50000
1132009.06.23 10:00close560.101.153631.138601.5000022.799978.47
1142009.06.23 11:00close570.101.154391.133901.5000029.3610007.82
1152009.07.01 17:00sell580.101.147781.158500.50000
1162009.07.01 17:00sell590.101.147781.163000.50000
1172009.07.02 09:00close580.101.149421.158500.50000-14.389993.44
1182009.07.02 10:00close590.101.151821.163000.50000-35.189958.26
1192009.07.13 18:00sell600.101.153961.163100.50000
1202009.07.13 18:00sell610.101.153961.166100.50000
1212009.07.14 10:00close600.101.150721.163100.5000028.129986.38
1222009.07.14 12:00close610.101.146811.166100.5000062.3110048.70
1232009.07.14 16:00sell620.101.140291.150100.50000
1242009.07.14 16:00sell630.101.140291.153500.50000
1252009.07.14 23:00close620.101.133531.150100.5000059.6410108.34
1262009.07.15 00:00close630.101.134491.153500.5000051.0810159.42
1272009.07.15 15:00sell640.101.123111.133400.50000
1282009.07.15 15:00sell650.101.123111.136600.50000
1292009.07.15 20:00close640.101.115981.133400.5000063.8910223.31
1302009.07.15 21:00close650.101.113091.136600.5000090.0210313.33
1312009.07.21 16:00sell660.101.098701.109100.50000
1322009.07.21 16:00sell670.101.098701.112700.50000
1332009.07.21 18:00close660.101.108501.109100.50000-88.4110224.92
1342009.07.21 19:00close670.101.110191.112700.50000-103.5010121.42
1352009.07.22 19:00sell680.101.097401.111500.50000
1362009.07.23 09:00close680.101.099581.111500.50000-19.9410101.48
1372009.07.24 17:00sell690.201.080581.091600.50000
1382009.07.27 10:00close690.201.085591.091600.50000-92.3710009.10
1392009.07.28 18:00buy700.101.088681.074901.50000
1402009.07.28 23:00close700.101.081321.074901.50000-68.069941.04
1412009.07.29 21:00buy710.101.092291.082001.50000
1422009.07.30 09:00close710.101.083701.082001.50000-79.559861.50
1432009.08.03 14:00sell720.101.066981.076300.50000
1442009.08.04 09:00close720.101.067471.076300.50000-4.639856.87
1452009.08.04 20:00buy730.101.076591.066701.50000
1462009.08.05 09:00close730.101.074601.066701.50000-18.619838.26
1472009.08.07 17:00buy740.201.087061.078001.50000
1482009.08.10 09:00close740.201.082581.078001.50000-82.959755.30
1492009.08.10 20:00buy750.101.093391.084501.50000
1502009.08.10 20:00buy760.101.093391.081801.50000
1512009.08.11 00:00close750.101.087091.084501.50000-58.049697.26
1522009.08.11 03:00close760.101.086601.081801.50000-62.589634.68
1532009.08.11 16:00buy770.101.102621.093301.50000
1542009.08.11 16:00buy780.101.102621.090601.50000
1552009.08.12 09:00close770.101.105761.093301.5000028.319662.98
1562009.08.12 10:00close780.101.105311.090601.5000024.259687.23
1572009.08.12 16:00sell790.101.096131.108000.50000
1582009.08.12 17:00close790.101.089211.108000.5000063.539750.76
1592009.08.14 18:00buy800.201.098021.087801.50000
1602009.08.14 18:00buy810.201.098021.085001.50000
1612009.08.17 08:00close800.201.105771.087801.50000139.999890.75
1622009.08.17 09:00close810.201.104901.085001.50000124.3610015.10
1632009.08.19 18:00sell820.101.096831.111200.50000
1642009.08.20 10:00close820.101.097111.111200.50000-2.6610012.44
1652009.08.25 20:00buy830.101.087431.075901.50000
1662009.08.25 20:00buy840.101.087431.072201.50000
1672009.08.26 09:00close830.101.086311.075901.50000-10.4010002.04
1682009.08.26 10:00close840.101.087811.072201.500003.4010005.44
1692009.08.26 16:00buy850.101.098771.087301.50000
1702009.08.26 16:00buy860.101.098771.083301.50000
1712009.08.27 11:00close850.101.098681.087301.50000-1.1010004.34
1722009.08.27 12:00close860.101.097131.083301.50000-15.239989.11
1732009.08.31 14:00buy870.101.105411.094301.50000
1742009.08.31 19:00close870.101.097821.094301.50000-69.149919.97
1752009.09.01 18:00buy880.101.103671.092001.50000
1762009.09.01 18:00buy890.101.103671.087901.50000
1772009.09.02 10:00close880.101.105701.092001.5000018.279938.24
1782009.09.02 13:00close890.101.103391.087901.50000-2.639935.61
1792009.09.04 14:00sell900.201.093671.105200.50000
1802009.09.04 19:00close900.201.084671.105200.50000165.9510101.56
1812009.09.07 16:00sell910.101.075131.086800.50000
1822009.09.08 09:00close910.101.075231.086800.50000-0.9710100.59
1832009.09.15 21:00sell920.101.073311.083400.50000
1842009.09.15 21:00sell930.101.073311.087300.50000
1852009.09.16 09:00close920.101.071791.083400.5000014.1410114.73
1862009.09.16 10:00close930.101.070301.087300.5000028.0810142.81
1872009.09.21 15:00buy940.101.079501.070601.50000
1882009.09.22 08:50s/l940.101.070601.070601.50000-83.2710059.54
1892009.09.22 14:00sell950.101.067721.076800.50000
1902009.09.23 09:00close950.101.070371.076800.50000-24.8010034.74
1912009.09.28 18:00sell960.101.085831.099900.50000
1922009.09.29 09:00close960.101.082961.099900.5000026.4610061.21
1932009.09.30 18:00sell970.101.071821.081800.50000
1942009.10.01 10:00close970.101.071811.081800.50000-0.0210061.19
1952009.10.06 17:00sell980.101.056971.068800.50000
1962009.10.06 17:00sell990.101.056971.073500.50000
1972009.10.07 09:00close980.101.057631.068800.50000-6.2810054.91
1982009.10.07 10:00close990.101.056591.073500.500003.5610058.47
1992009.10.09 14:00sell1000.201.043331.059300.50000
2002009.10.12 09:00close1000.201.042291.059300.5000019.8910078.36
2012009.10.12 14:00sell1010.101.031931.043300.50000
2022009.10.13 09:00close1010.101.034181.043300.50000-21.8010056.56
2032009.10.19 20:00sell1020.101.029331.038900.50000
2042009.10.20 09:00close1020.101.027521.038900.5000017.5810074.14
2052009.10.20 16:00buy1030.101.041411.031701.50000
2062009.10.20 16:00buy1040.101.041411.028901.50000
2072009.10.20 17:00close1030.101.048911.031701.5000071.5010145.64
2082009.10.20 18:00close1040.101.049321.028901.5000075.3810221.02
2092009.10.21 20:00sell1050.101.038581.049200.50000
2102009.10.22 06:00close1050.101.047821.049200.50000-88.2910132.73
2112009.10.26 17:00buy1060.101.062531.052001.50000
2122009.10.26 17:00buy1070.101.062531.049201.50000
2132009.10.27 09:00close1060.101.070211.052001.5000071.6710204.40
2142009.10.27 09:00close1070.101.070211.049201.5000071.6710276.07
2152009.10.28 16:00buy1080.101.076571.065801.50000
2162009.10.29 09:00close1080.101.076191.065801.50000-3.8110272.26
2172009.10.30 14:00buy1090.201.080921.069801.50000
2182009.10.30 14:00buy1100.201.080921.066501.50000
2192009.11.02 09:00close1090.201.080911.069801.50000-0.3710271.88
2202009.11.02 10:00close1100.201.080401.066501.50000-9.8110262.07
2212009.11.03 18:00sell1110.101.070031.085000.50000
2222009.11.04 09:00close1110.101.066071.085000.5000037.1110299.18
2232009.11.06 14:00buy1120.201.071771.058401.50000
2242009.11.09 09:00close1120.201.064871.058401.50000-129.7710169.41
2252009.11.09 15:00sell1130.101.059891.070800.50000
2262009.11.10 10:00close1130.101.058971.070800.500008.6510178.06
2272009.11.10 21:00sell1140.101.049111.062800.50000
2282009.11.11 09:00close1140.101.047501.062800.5000015.3310193.39
2292009.11.17 15:00buy1150.101.058611.049301.50000
2302009.11.17 21:00close1150.101.052091.049301.50000-61.9710131.42
2312009.11.23 15:00sell1160.101.056021.065200.50000
2322009.11.24 08:00close1160.101.063181.065200.50000-67.3910064.04
2332009.11.25 14:00sell1170.101.047171.055800.50000
2342009.11.26 09:00close1170.101.050871.055800.50000-35.3210028.71
2352009.12.01 14:00sell1180.101.045971.055900.50000
2362009.12.02 09:00close1180.101.046761.055900.50000-7.5910021.13
2372009.12.04 14:00sell1190.201.046581.056000.50000
2382009.12.04 14:00sell1200.201.046581.059700.50000
2392009.12.04 19:20s/l1190.201.056001.056000.50000-178.409842.73
2402009.12.04 20:00close1200.201.057831.059700.50000-212.709630.03
2412009.12.08 17:00buy1210.101.061071.050901.50000
2422009.12.09 09:00close1210.101.063231.050901.5000020.239650.25
2432009.12.11 20:00buy1220.201.061381.051001.50000
2442009.12.11 20:00buy1230.201.061381.048001.50000
2452009.12.14 09:00close1220.201.060021.051001.50000-25.849624.41
2462009.12.14 11:00close1230.201.062181.048001.5000014.889639.28
2472009.12.21 15:00sell1240.101.055591.064900.50000
2482009.12.21 20:00close1240.101.062781.064900.50000-67.659571.63
2492009.12.23 14:00sell1250.101.049231.057700.50000
2502009.12.23 14:00sell1260.101.049231.059800.50000
2512009.12.24 09:00close1250.101.048271.057700.500009.059580.68
2522009.12.24 10:00close1260.101.048791.059800.500004.099584.77
2532009.12.29 15:00sell1270.101.036671.043900.50000
2542009.12.29 17:00close1270.101.042421.043900.50000-55.169529.61
2552009.12.30 20:00buy1280.101.055091.044801.50000
2562009.12.31 08:00close1280.101.049641.044801.50000-52.209477.41