Strategy Tester Report
TDI_v3
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=0.01; RSI_Period=13; RSI_Price=0; Volatility_Band=34; RSI_Price_Line=2; RSI_Price_Type=0; Trade_Signal_Line=7; Trade_Signal_Type=0; slippage=0; magic=123456;
Bars in test6211Ticks modelled152607Modelling qualityn/a
Mismatched charts errors70
Initial deposit10000.00
Total net profit-398.17Gross profit917.56Gross loss-1315.73
Profit factor0.70Expected payoff-0.69
Absolute drawdown416.76Maximal drawdown465.22 (4.63%)Relative drawdown4.63% (465.22)
Total trades578Short positions (won %)298 (41.61%)Long positions (won %)280 (40.36%)
Profit trades (% of total)237 (41.00%)Loss trades (% of total)341 (59.00%)
Largestprofit trade21.46loss trade-27.80
Averageprofit trade3.87loss trade-3.86
Maximumconsecutive wins (profit in money)7 (20.89)consecutive losses (loss in money)12 (-61.53)
Maximalconsecutive profit (count of wins)32.65 (3)consecutive loss (count of losses)-61.53 (12)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12009.01.06 11:00sell10.011.189400.000000.00000
22009.01.06 20:00close10.011.184540.000000.000004.1010004.10
32009.01.06 21:00buy20.011.180390.000000.00000
42009.01.07 09:00close20.011.182000.000000.000001.3510005.45
52009.01.07 10:00sell30.011.182800.000000.00000
62009.01.07 12:00close30.011.183990.000000.00000-1.0110004.44
72009.01.07 13:00buy40.011.184690.000000.00000
82009.01.07 18:00close40.011.184550.000000.00000-0.1210004.32
92009.01.07 19:00sell50.011.188100.000000.00000
102009.01.08 18:00close50.011.189790.000000.00000-1.4310002.89
112009.01.08 19:00buy60.011.186060.000000.00000
122009.01.09 11:00close60.011.184750.000000.00000-1.1210001.77
132009.01.09 12:00sell70.011.183000.000000.00000
142009.01.09 15:00close70.011.190030.000000.00000-5.919995.86
152009.01.09 16:00buy80.011.193790.000000.00000
162009.01.12 11:00close80.011.195440.000000.000001.379997.23
172009.01.12 12:00sell90.011.193920.000000.00000
182009.01.12 16:00close90.011.201240.000000.00000-6.099991.14
192009.01.12 17:00buy100.011.204840.000000.00000
202009.01.13 01:00close100.011.216670.000000.000009.7110000.85
212009.01.13 02:00sell110.011.220170.000000.00000
222009.01.13 12:00close110.011.224090.000000.00000-3.209997.65
232009.01.13 13:00buy120.011.225040.000000.00000
242009.01.13 18:00close120.011.225240.000000.000000.169997.81
252009.01.13 19:00sell130.011.226620.000000.00000
262009.01.14 09:00close130.011.215490.000000.000009.1610006.97
272009.01.14 10:00buy140.011.221690.000000.00000
282009.01.15 06:00close140.011.245900.000000.0000019.4010026.37
292009.01.15 07:00sell150.011.245150.000000.00000
302009.01.15 14:00close150.011.249050.000000.00000-3.1210023.25
312009.01.15 15:00buy160.011.247510.000000.00000
322009.01.15 20:00close160.011.256460.000000.000007.1210030.37
332009.01.15 21:00sell170.011.250650.000000.00000
342009.01.15 22:00close170.011.252190.000000.00000-1.2310029.14
352009.01.15 23:00buy180.011.253670.000000.00000
362009.01.19 00:00close180.011.238400.000000.00000-12.3510016.79
372009.01.19 01:00sell190.011.238500.000000.00000
382009.01.19 07:00close190.011.242990.000000.00000-3.6110013.18
392009.01.19 08:00buy200.011.242390.000000.00000
402009.01.19 12:00close200.011.239740.000000.00000-2.1410011.04
412009.01.19 13:00sell210.011.244250.000000.00000
422009.01.19 22:00close210.011.254890.000000.00000-8.4810002.56
432009.01.19 23:00buy220.011.254410.000000.00000
442009.01.20 16:00close220.011.262980.000000.000006.7810009.34
452009.01.20 17:00sell230.011.260350.000000.00000
462009.01.20 20:00close230.011.265180.000000.00000-3.8210005.52
472009.01.20 21:00buy240.011.265990.000000.00000
482009.01.21 01:00close240.011.265450.000000.00000-0.4410005.08
492009.01.21 02:00sell250.011.265900.000000.00000
502009.01.21 06:00close250.011.264860.000000.000000.8210005.90
512009.01.21 07:00buy260.011.261250.000000.00000
522009.01.21 10:00close260.011.264550.000000.000002.6110008.51
532009.01.21 11:00sell270.011.265150.000000.00000
542009.01.21 12:00close270.011.263470.000000.000001.3310009.84
552009.01.21 13:00buy280.011.261290.000000.00000
562009.01.21 19:00close280.011.266430.000000.000004.0610013.90
572009.01.21 20:00sell290.011.264570.000000.00000
582009.01.21 21:00close290.011.262040.000000.000002.0010015.90
592009.01.21 22:00buy300.011.256610.000000.00000
602009.01.22 16:00close300.011.263330.000000.000005.2910021.20
612009.01.22 17:00sell310.011.262950.000000.00000
622009.01.23 05:00close310.011.256940.000000.000004.7810025.97
632009.01.23 06:00buy320.011.257510.000000.00000
642009.01.23 08:00close320.011.255300.000000.00000-1.7610024.21
652009.01.23 09:00sell330.011.257100.000000.00000
662009.01.26 00:00close330.011.234440.000000.0000018.3610042.57
672009.01.26 01:00buy340.011.238290.000000.00000
682009.01.26 16:00close340.011.216860.000000.00000-17.6110024.96
692009.01.26 17:00sell350.011.218000.000000.00000
702009.01.27 02:00close350.011.225890.000000.00000-6.4410018.51
712009.01.27 03:00buy360.011.224620.000000.00000
722009.01.27 09:00close360.011.219290.000000.00000-4.3710014.14
732009.01.27 10:00sell370.011.218080.000000.00000
742009.01.28 08:00close370.011.228880.000000.00000-8.7910005.35
752009.01.28 09:00buy380.011.223490.000000.00000
762009.01.29 12:00close380.011.219780.000000.00000-3.0710002.28
772009.01.29 13:00sell390.011.214080.000000.00000
782009.01.29 16:00close390.011.219190.000000.00000-4.199998.09
792009.01.29 17:00buy400.011.216240.000000.00000
802009.01.30 01:00close400.011.224600.000000.000006.8210004.91
812009.01.30 02:00sell410.011.228250.000000.00000
822009.01.30 10:00close410.011.232290.000000.00000-3.2810001.63
832009.01.30 11:00sell420.011.231950.000000.00000
842009.01.30 12:00close420.011.230690.000000.000001.0210002.65
852009.01.30 13:00buy430.011.235940.000000.00000
862009.01.30 15:00close430.011.235900.000000.00000-0.0310002.62
872009.01.30 16:00sell440.011.236920.000000.00000
882009.02.02 02:00close440.011.230290.000000.000005.3910008.01
892009.02.02 03:00buy450.011.232590.000000.00000
902009.02.02 17:00close450.011.236900.000000.000003.4810011.49
912009.02.02 18:00sell460.011.240550.000000.00000
922009.02.02 20:00close460.011.245140.000000.00000-3.6910007.80
932009.02.02 21:00buy470.011.245570.000000.00000
942009.02.03 02:00close470.011.245000.000000.00000-0.4710007.33
952009.02.03 03:00sell480.011.243460.000000.00000
962009.02.03 10:00close480.011.246320.000000.00000-2.2910005.04
972009.02.03 11:00buy490.011.249670.000000.00000
982009.02.03 13:00close490.011.245710.000000.00000-3.1810001.86
992009.02.03 14:00sell500.011.248750.000000.00000
1002009.02.04 00:00close500.011.232320.000000.0000013.3310015.19
1012009.02.04 01:00sell510.011.232720.000000.00000
1022009.02.04 02:00close510.011.235450.000000.00000-2.2110012.98
1032009.02.04 03:00buy520.011.235340.000000.00000
1042009.02.04 15:00close520.011.231550.000000.00000-3.0810009.90
1052009.02.04 16:00sell530.011.228830.000000.00000
1062009.02.04 20:00close530.011.231940.000000.00000-2.5210007.38
1072009.02.04 21:00buy540.011.232460.000000.00000
1082009.02.05 10:00close540.011.234300.000000.000001.4610008.84
1092009.02.05 11:00sell550.011.228250.000000.00000
1102009.02.05 14:00close550.011.232750.000000.00000-3.6510005.19
1112009.02.05 15:00buy560.011.233700.000000.00000
1122009.02.05 19:00close560.011.224000.000000.00000-7.929997.27
1132009.02.05 20:00sell570.011.226250.000000.00000
1142009.02.06 08:00close570.011.237740.000000.00000-9.289987.99
1152009.02.06 09:00buy580.011.238890.000000.00000
1162009.02.06 16:00close580.011.246860.000000.000006.399994.38
1172009.02.06 17:00sell590.011.243970.000000.00000
1182009.02.09 01:00close590.011.222420.000000.0000017.6310012.00
1192009.02.09 02:00buy600.011.215790.000000.00000
1202009.02.09 11:00close600.011.226370.000000.000008.6310020.63
1212009.02.09 12:00sell610.011.227770.000000.00000
1222009.02.09 13:00close610.011.228400.000000.00000-0.5110020.12
1232009.02.09 14:00buy620.011.226900.000000.00000
1242009.02.10 03:00close620.011.224580.000000.00000-1.9010018.22
1252009.02.10 04:00sell630.011.221000.000000.00000
1262009.02.11 04:00close630.011.244890.000000.00000-19.199999.03
1272009.02.11 05:00buy640.011.244590.000000.00000
1282009.02.11 16:00close640.011.245800.000000.000000.9710000.00
1292009.02.11 17:00sell650.011.248490.000000.00000
1302009.02.11 22:00close650.011.243540.000000.000003.9810003.98
1312009.02.11 23:00buy660.011.239070.000000.00000
1322009.02.12 03:00close660.011.239850.000000.000000.6010004.58
1332009.02.12 04:00sell670.011.241480.000000.00000
1342009.02.12 12:00close670.011.246410.000000.00000-3.9610000.62
1352009.02.12 13:00buy680.011.245670.000000.00000
1362009.02.12 22:00close680.011.244600.000000.00000-0.869999.76
1372009.02.12 23:00sell690.011.244050.000000.00000
1382009.02.13 13:00close690.011.236890.000000.000005.7910005.55
1392009.02.13 14:00buy700.011.233840.000000.00000
1402009.02.13 20:00close700.011.238550.000000.000003.8010009.35
1412009.02.13 21:00sell710.011.235550.000000.00000
1422009.02.16 01:00close710.011.242890.000000.00000-5.9110003.43
1432009.02.16 02:00buy720.011.242090.000000.00000
1442009.02.16 14:00close720.011.246350.000000.000003.4210006.85
1452009.02.16 15:00sell730.011.247050.000000.00000
1462009.02.16 21:00close730.011.244930.000000.000001.7010008.55
1472009.02.16 22:00buy740.011.244770.000000.00000
1482009.02.17 14:00close740.011.261280.000000.0000013.0810021.63
1492009.02.17 15:00sell750.011.266400.000000.00000
1502009.02.18 10:00close750.011.264810.000000.000001.2610022.89
1512009.02.18 11:00buy760.011.264490.000000.00000
1522009.02.18 21:00close760.011.258100.000000.00000-5.0810017.81
1532009.02.18 22:00sell770.011.257810.000000.00000
1542009.02.19 13:00close770.011.252020.000000.000004.6110022.42
1552009.02.19 14:00buy780.011.248900.000000.00000
1562009.02.20 11:00close780.011.259250.000000.000008.2110030.63
1572009.02.20 12:00sell790.011.258850.000000.00000
1582009.02.20 13:00close790.011.262590.000000.00000-2.9610027.67
1592009.02.20 14:00buy800.011.261430.000000.00000
1602009.02.20 18:00close800.011.254150.000000.00000-5.8010021.87
1612009.02.20 19:00sell810.011.254900.000000.00000
1622009.02.23 00:00close810.011.251940.000000.000002.3610024.23
1632009.02.23 01:00buy820.011.253290.000000.00000
1642009.02.24 03:00close820.011.250150.000000.00000-2.5210021.71
1652009.02.24 04:00sell830.011.251040.000000.00000
1662009.02.24 08:00close830.011.251190.000000.00000-0.1210021.59
1672009.02.24 09:00buy840.011.250410.000000.00000
1682009.02.24 12:00close840.011.247110.000000.00000-2.6510018.94
1692009.02.24 13:00sell850.011.251010.000000.00000
1702009.02.25 02:00close850.011.243290.000000.000006.2110025.14
1712009.02.25 03:00buy860.011.243370.000000.00000
1722009.02.25 09:00close860.011.243050.000000.00000-0.2610024.88
1732009.02.25 10:00sell870.011.243130.000000.00000
1742009.02.25 13:00close870.011.247290.000000.00000-3.3410021.54
1752009.02.25 14:00buy880.011.244100.000000.00000
1762009.02.25 20:00close880.011.251650.000000.000006.0310027.57
1772009.02.25 21:00sell890.011.252100.000000.00000
1782009.02.26 07:00close890.011.256410.000000.00000-3.4410024.13
1792009.02.26 08:00buy900.011.257800.000000.00000
1802009.02.26 10:00close900.011.253470.000000.00000-3.4510020.68
1812009.02.26 11:00sell910.011.251500.000000.00000
1822009.02.26 18:00close910.011.246440.000000.000004.0610024.74
1832009.02.26 19:00buy920.011.247670.000000.00000
1842009.02.27 19:00close920.011.266620.000000.0000014.9510039.69
1852009.02.27 20:00sell930.011.269270.000000.00000
1862009.03.02 10:00close930.011.280090.000000.00000-8.4510031.24
1872009.03.02 11:00buy940.011.279220.000000.00000
1882009.03.02 15:00close940.011.281450.000000.000001.7410032.98
1892009.03.02 16:00sell950.011.285650.000000.00000
1902009.03.02 18:00close950.011.290040.000000.00000-3.4010029.58
1912009.03.02 19:00buy960.011.287240.000000.00000
1922009.03.03 14:00close960.011.288250.000000.000000.7710030.35
1932009.03.03 15:00sell970.011.283500.000000.00000
1942009.03.04 00:00close970.011.296290.000000.00000-9.8710020.48
1952009.03.04 01:00buy980.011.294830.000000.00000
1962009.03.04 04:00close980.011.294220.000000.00000-0.4710020.01
1972009.03.04 05:00sell990.011.294270.000000.00000
1982009.03.04 12:00close990.011.295000.000000.00000-0.5610019.45
1992009.03.04 13:00buy1000.011.290920.000000.00000
2002009.03.05 16:00close1000.011.283300.000000.00000-5.9710013.48
2012009.03.05 17:00sell1010.011.286040.000000.00000
2022009.03.06 10:00close1010.011.285120.000000.000000.7210014.20
2032009.03.06 11:00buy1020.011.286040.000000.00000
2042009.03.06 15:00close1020.011.278800.000000.00000-5.6610008.54
2052009.03.06 16:00sell1030.011.282100.000000.00000
2062009.03.09 05:00close1030.011.287690.000000.00000-4.3410004.19
2072009.03.09 06:00buy1040.011.287940.000000.00000
2082009.03.09 09:00close1040.011.284900.000000.00000-2.3710001.82
2092009.03.09 10:00sell1050.011.289780.000000.00000
2102009.03.10 08:00close1050.011.293150.000000.00000-2.619999.21
2112009.03.10 09:00buy1060.011.290620.000000.00000
2122009.03.11 11:00close1060.011.284310.000000.00000-4.929994.29
2132009.03.11 12:00sell1070.011.281350.000000.00000
2142009.03.11 17:00close1070.011.281690.000000.00000-0.279994.02
2152009.03.11 18:00buy1080.011.287450.000000.00000
2162009.03.11 21:00close1080.011.285620.000000.00000-1.429992.60
2172009.03.11 22:00sell1090.011.284970.000000.00000
2182009.03.12 15:00close1090.011.292040.000000.00000-5.489987.12
2192009.03.12 16:00buy1100.011.291920.000000.00000
2202009.03.12 18:00close1100.011.285020.000000.00000-5.379981.75
2212009.03.12 19:00sell1110.011.281130.000000.00000
2222009.03.13 00:00close1110.011.280630.000000.000000.399982.13
2232009.03.13 01:00buy1120.011.280050.000000.00000
2242009.03.13 14:00close1120.011.271200.000000.00000-6.969975.17
2252009.03.13 15:00sell1130.011.270250.000000.00000
2262009.03.13 17:00close1130.011.275800.000000.00000-4.359970.82
2272009.03.13 18:00buy1140.011.277420.000000.00000
2282009.03.16 09:00close1140.011.269150.000000.00000-6.539964.29
2292009.03.16 10:00sell1150.011.267070.000000.00000
2302009.03.16 15:00close1150.011.270570.000000.00000-2.759961.54
2312009.03.16 16:00buy1160.011.270970.000000.00000
2322009.03.16 18:00close1160.011.266730.000000.00000-3.359958.19
2332009.03.16 19:00sell1170.011.268050.000000.00000
2342009.03.17 05:00close1170.011.270230.000000.00000-1.729956.47
2352009.03.17 06:00buy1180.011.270040.000000.00000
2362009.03.17 12:00close1180.011.269720.000000.00000-0.259956.22
2372009.03.17 13:00sell1190.011.273880.000000.00000
2382009.03.17 19:00close1190.011.272530.000000.000001.069957.28
2392009.03.17 20:00buy1200.011.271190.000000.00000
2402009.03.18 11:00close1200.011.266680.000000.00000-3.579953.71
2412009.03.18 12:00sell1210.011.269200.000000.00000
2422009.03.18 16:00close1210.011.267990.000000.000000.959954.66
2432009.03.18 17:00buy1220.011.272360.000000.00000
2442009.03.18 20:00close1220.011.249600.000000.00000-18.219936.45
2452009.03.18 21:00sell1230.011.246450.000000.00000
2462009.03.19 01:00close1230.011.248210.000000.00000-1.429935.03
2472009.03.19 02:00buy1240.011.249670.000000.00000
2482009.03.20 04:00close1240.011.241450.000000.00000-6.639928.40
2492009.03.20 05:00sell1250.011.240500.000000.00000
2502009.03.20 10:00close1250.011.235100.000000.000004.379932.77
2512009.03.20 11:00buy1260.011.232540.000000.00000
2522009.03.23 03:00close1260.011.235310.000000.000002.239935.00
2532009.03.23 04:00sell1270.011.233220.000000.00000
2542009.03.23 05:00close1270.011.233620.000000.00000-0.329934.68
2552009.03.23 06:00buy1280.011.235790.000000.00000
2562009.03.23 12:00close1280.011.233430.000000.00000-1.919932.77
2572009.03.23 13:00sell1290.011.231050.000000.00000
2582009.03.23 18:00close1290.011.233910.000000.00000-2.329930.45
2592009.03.23 19:00buy1300.011.229890.000000.00000
2602009.03.24 11:00close1300.011.221060.000000.00000-7.249923.21
2612009.03.24 12:00sell1310.011.225500.000000.00000
2622009.03.24 21:00close1310.011.232490.000000.00000-5.679917.54
2632009.03.24 22:00buy1320.011.232770.000000.00000
2642009.03.25 11:00close1320.011.232200.000000.00000-0.479917.07
2652009.03.25 12:00sell1330.011.232150.000000.00000
2662009.03.25 18:00close1330.011.228060.000000.000003.339920.40
2672009.03.25 19:00buy1340.011.231320.000000.00000
2682009.03.26 00:00close1340.011.230370.000000.00000-0.809919.61
2692009.03.26 01:00sell1350.011.229670.000000.00000
2702009.03.26 11:00close1350.011.232270.000000.00000-2.119917.50
2712009.03.26 12:00buy1360.011.229210.000000.00000
2722009.03.26 21:00close1360.011.228850.000000.00000-0.299917.21
2732009.03.26 22:00sell1370.011.230330.000000.00000
2742009.03.27 01:00close1370.011.230740.000000.00000-0.339916.87
2752009.03.27 02:00buy1380.011.227910.000000.00000
2762009.03.27 14:00close1380.011.235140.000000.000005.859922.72
2772009.03.27 15:00sell1390.011.236490.000000.00000
2782009.03.30 05:00close1390.011.242540.000000.00000-4.879917.85
2792009.03.30 06:00buy1400.011.243820.000000.00000
2802009.03.30 11:00close1400.011.250830.000000.000005.609923.45
2812009.03.30 12:00sell1410.011.249350.000000.00000
2822009.03.31 05:00close1410.011.258790.000000.00000-7.509915.94
2832009.03.31 06:00buy1420.011.257620.000000.00000
2842009.03.31 21:00close1420.011.260230.000000.000002.079918.01
2852009.03.31 22:00sell1430.011.260880.000000.00000
2862009.04.01 00:00close1430.011.263590.000000.00000-2.149915.87
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