Strategy Tester Report
TSD-v12-MT4-EF-MACD
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=1; TakeProfit=999; Stoploss=0; TrailingStop=10; Slippage=5; StopYear=2005; MM=0; Leverage=1; AcctSize=10000; WilliamsP=24; WilliamsL=-75; WilliamsH=-25;
Bars in test6211Ticks modelled152607Modelling qualityn/a
Mismatched charts errors70
Initial deposit10000.00
Total net profit-5160.38Gross profit13200.93Gross loss-18361.30
Profit factor0.72Expected payoff-74.79
Absolute drawdown5160.38Maximal drawdown6892.30 (58.75%)Relative drawdown58.75% (6892.30)
Total trades69Short positions (won %)69 (17.39%)Long positions (won %)0 (0.00%)
Profit trades (% of total)12 (17.39%)Loss trades (% of total)57 (82.61%)
Largestprofit trade2202.62loss trade-945.44
Averageprofit trade1100.08loss trade-322.13
Maximumconsecutive wins (profit in money)2 (2227.03)consecutive losses (loss in money)9 (-3019.34)
Maximalconsecutive profit (count of wins)2227.03 (2)consecutive loss (count of losses)-3019.34 (9)
Averageconsecutive wins1consecutive losses5
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12009.01.13 00:00sell stop11.001.214981.219911.20499
22009.01.13 01:00modify11.001.215291.218121.20499
32009.01.13 02:00modify11.001.216201.220181.20499
42009.01.13 05:00modify11.001.218261.219431.20499
52009.01.13 07:00modify11.001.218641.220961.20499
62009.01.13 08:00modify11.001.219991.221311.20499
72009.01.13 09:00modify11.001.220631.223631.20499
82009.01.13 09:15sell11.001.220631.223631.20499
92009.01.13 09:45s/l11.001.223631.223631.20499-245.179754.83
102009.01.13 10:00sell stop21.001.218991.223831.20900
112009.01.13 10:50sell21.001.218991.223831.20900
122009.01.13 11:50s/l21.001.223831.223831.20900-395.229359.61
132009.01.13 12:00sell stop31.001.218721.224131.20873
142009.01.13 13:00modify31.001.219371.224161.20873
152009.01.13 14:00modify31.001.222641.230601.20873
162009.01.13 15:00modify31.001.224941.231191.20873
172009.01.13 16:00modify31.001.225331.231101.20873
182009.01.13 16:15sell31.001.225331.231101.20873
192009.01.13 20:02s/l31.001.231101.231101.20873-467.558892.06
202009.01.13 21:00sell stop41.001.225041.234161.21505
212009.01.13 21:26sell41.001.225041.234161.21505
222009.01.14 04:02t/p41.001.215051.234161.21505821.689713.74
232009.01.14 05:00sell stop51.001.214091.217711.20410
242009.01.14 06:00modify51.001.215391.217311.20410
252009.01.14 06:16sell51.001.215391.217311.20410
262009.01.14 08:16s/l51.001.217311.217311.20410-157.679556.07
272009.01.14 09:00sell stop61.001.211291.217211.20130
282009.01.14 10:00modify61.001.211791.221211.20130
292009.01.14 11:00modify61.001.218991.223611.20130
302009.01.14 12:00modify61.001.219241.223911.20130
312009.01.14 12:20sell61.001.219241.223911.20130
322009.01.14 13:50s/l61.001.223911.223911.20130-381.209174.87
332009.01.14 14:00sell stop71.001.219821.224541.20983
342009.01.14 15:00modify71.001.222241.232711.20983
352009.01.14 16:00modify71.001.229041.236261.20983
362009.01.14 17:00modify71.001.234241.243811.20983
372009.01.14 20:00modify71.001.242521.249061.20983
382009.01.14 21:00modify71.001.242541.248511.20983
392009.01.14 22:00modify71.001.244841.249061.20983
402009.01.14 23:00modify71.001.245741.249211.20983
412009.01.15 00:00modify71.001.246791.249711.20983
422009.01.15 00:07sell71.001.246791.249711.20983
432009.01.15 08:40s/l71.001.249711.249711.20983-233.588941.29
442009.01.15 09:00sell stop81.001.245491.250311.23550
452009.01.15 10:00modify81.001.246891.250111.23550
462009.01.15 10:35sell81.001.246891.250111.23550
472009.01.15 13:50s/l81.001.250111.250111.23550-257.398683.90
482009.01.15 14:00sell stop91.001.242541.250501.23255
492009.01.15 15:00modify91.001.244441.252101.23255
502009.01.15 16:00modify91.001.244741.255071.23255
512009.01.15 17:00modify91.001.252461.265261.23255
522009.01.15 18:00modify91.001.258921.267371.23255
532009.01.15 19:00modify91.001.259691.264311.23255
542009.01.15 19:40sell91.001.259691.264311.23255
552009.01.16 12:50t/p91.001.232551.264311.232552202.6210886.52
562009.01.16 13:00sell stop101.001.231291.240011.22130
572009.01.16 14:00modify101.001.233861.238881.22130
582009.01.16 15:00modify101.001.236491.242711.22130
592009.01.16 15:20sell101.001.236491.242711.22130
602009.01.16 16:15s/l101.001.242711.242711.22130-500.5210386.00
612009.01.16 17:00sell stop111.001.235941.248591.22595
622009.01.16 18:00modify111.001.245581.255491.22595
632009.01.16 19:00modify111.001.250951.257551.22595
642009.01.16 19:15sell111.001.250951.257551.22595
652009.01.19 16:20s/l111.001.257551.257551.22595-525.399860.62
662009.01.19 17:00sell stop121.001.254021.257101.24403
672009.01.19 17:45sell121.001.254021.257101.24403
682009.01.20 01:50s/l121.001.257101.257101.24403-245.449615.18
692009.01.20 02:00sell stop131.001.253091.257381.24310
702009.01.20 03:00modify131.001.256331.257381.24310
712009.01.20 03:50sell131.001.256331.257381.24310
722009.01.20 04:16s/l131.001.257381.257381.24310-83.499531.69
732009.01.20 05:00sell stop141.001.256091.257211.24610
742009.01.20 06:00modify141.001.256891.260511.24610
752009.01.20 06:50sell141.001.256891.260511.24610
762009.01.20 08:10s/l141.001.260511.260511.24610-286.879244.82
772009.01.20 09:00sell stop151.001.255991.263371.24600
782009.01.20 09:32sell151.001.255991.263371.24600
792009.01.20 12:15s/l151.001.263371.263371.24600-583.948660.88
802009.01.20 13:00sell stop161.001.259911.265761.24992
812009.01.20 14:00modify161.001.262441.265681.24992
822009.01.20 15:00modify161.001.262611.267411.24992
832009.01.20 15:20sell161.001.262611.267411.24992
842009.01.20 20:50s/l161.001.267411.267411.24992-378.648282.24
852009.01.20 21:00sell stop171.001.263181.267161.25319
862009.01.20 22:00modify171.001.263841.267461.25319
872009.01.20 23:00modify171.001.264781.268011.25319
882009.01.21 02:00modify171.001.265341.266361.25319
892009.01.21 02:33sell171.001.265341.266361.25319
902009.01.21 07:45s/l171.001.266361.266361.25319-80.548201.70
912009.01.21 08:00sell stop181.001.260051.267231.25006
922009.01.21 09:00modify181.001.264531.268781.25006
932009.01.21 09:50sell181.001.264531.268781.25006
942009.01.21 16:45s/l181.001.268781.268781.25006-334.517867.19
952009.01.21 17:00sell stop191.001.260551.272651.25056
962009.01.21 18:00modify191.001.268311.276551.25056
972009.01.21 18:45sell191.001.268311.276551.25056
982009.01.23 16:26t/p191.001.250561.276551.250561418.119285.30
992009.01.23 17:00sell stop201.001.245461.257291.23547
1002009.01.23 17:10sell201.001.245461.257291.23547
1012009.01.23 19:43t/p201.001.235471.257291.23547808.9210094.22
1022009.01.23 21:00sell stop211.001.226441.234711.21645
1032009.01.26 01:00modify211.001.233391.238261.21645
1042009.01.26 02:00modify211.001.236841.238831.21645
1052009.01.26 02:20sell211.001.236841.238831.21645
1062009.01.26 02:50s/l211.001.238831.238831.21645-160.629933.60
1072009.01.26 03:00sell stop221.001.236791.238441.22680
1082009.01.26 03:45sell221.001.236791.238441.22680
1092009.01.26 09:45t/p221.001.226801.238441.22680814.4110748.01
1102009.01.26 10:00sell stop231.001.224831.237001.21484
1112009.01.26 10:10sell231.001.224831.237001.21484
1122009.01.26 16:20t/p231.001.214841.237001.21484822.5711570.58
1132009.01.26 17:00sell stop241.001.213941.219711.20395
1142009.01.26 18:00modify241.001.217241.222461.20395
1152009.01.26 19:00modify241.001.219431.225511.20395
1162009.01.26 20:00modify241.001.222951.226521.20395
1172009.01.26 21:15sell241.001.222951.226521.20395
1182009.01.27 02:37s/l241.001.226521.226521.20395-291.6411278.94
1192009.01.27 03:00sell stop251.001.222091.226041.21210
1202009.01.27 03:50sell251.001.222091.226041.21210
1212009.01.27 08:02s/l251.001.226041.226041.21210-322.1110956.83
1222009.01.27 09:00sell stop261.001.217111.226471.20712
1232009.01.27 09:32sell261.001.217111.226471.20712
1242009.01.27 12:20s/l261.001.226471.226471.20712-762.8610193.97
1252009.01.27 13:00sell stop271.001.219591.226961.20960
1262009.01.27 14:00modify271.001.224391.230681.20960
1272009.01.27 17:00modify271.001.226491.231721.20960
1282009.01.27 17:02sell271.001.226491.231721.20960
1292009.01.27 17:45s/l271.001.231721.231721.20960-424.359769.62
1302009.01.27 18:00sell stop281.001.225441.233161.21545
1312009.01.27 18:15sell281.001.225441.233161.21545
1322009.01.28 14:20t/p281.001.215451.233161.21545821.5010591.12
1332009.01.28 15:00sell stop291.001.202341.221161.19235
1342009.01.28 16:00modify291.001.203241.209561.19235
1352009.01.28 17:00modify291.001.205641.210261.19235
1362009.01.28 18:00modify291.001.207041.210061.19235
1372009.01.28 19:00modify291.001.207391.210161.19235
1382009.01.28 20:00modify291.001.208031.209711.19235
1392009.01.28 20:02sell291.001.208031.209711.19235
1402009.01.28 20:10s/l291.001.209711.209711.19235-138.6910452.43
1412009.01.28 21:00sell stop301.001.206941.218821.19695
1422009.01.28 22:00modify301.001.214141.221121.19695
1432009.01.28 22:20sell301.001.214141.221121.19695
1442009.01.29 08:20s/l301.001.221121.221121.19695-573.329879.11
1452009.01.29 09:00sell stop311.001.217911.220691.20792
1462009.01.29 10:00modify311.001.219021.222111.20792
1472009.01.29 11:00modify311.001.220191.222101.20792
1482009.01.29 11:15sell311.001.220191.222101.20792
1492009.01.29 18:59s/l311.001.222101.222101.20792-156.279722.84
1502009.01.29 19:00sell stop321.001.218001.221691.20801
1512009.01.29 20:00modify321.001.218141.222241.20801
1522009.01.29 21:00modify321.001.219041.224701.20801
1532009.01.29 22:00modify321.001.220641.224011.20801
1542009.01.29 23:00modify321.001.223191.226591.20801
1552009.01.30 00:00modify321.001.225411.226591.20801
1562009.01.30 00:20sell321.001.225411.226591.20801
1572009.01.30 00:32s/l321.001.226591.226591.20801-96.199626.65
1582009.01.30 02:00sell stop331.001.224281.228241.21429
1592009.01.30 04:00modify331.001.225921.228711.21429
1602009.01.30 05:00modify331.001.227491.229191.21429
1612009.01.30 05:50sell331.001.227491.229191.21429
1622009.01.30 06:02s/l331.001.229191.229191.21429-138.299488.36
1632009.01.30 07:00sell stop341.001.225891.228911.21590
1642009.01.30 07:32sell341.001.225891.228911.21590
1652009.01.30 08:20s/l341.001.228911.228911.21590-245.699242.67
1662009.01.30 09:00sell stop351.001.221041.228621.21105
1672009.01.30 10:00modify351.001.222811.231741.21105
1682009.01.30 11:00modify351.001.228611.232611.21105
1692009.01.30 12:00modify351.001.229221.232461.21105
1702009.01.30 13:00modify351.001.229261.235411.21105
1712009.01.30 14:00modify351.001.234211.241261.21105
1722009.01.30 14:46sell351.001.234211.241261.21105
1732009.01.30 16:50s/l351.001.241261.241261.21105-567.608675.07
1742009.01.30 17:00sell stop361.001.235371.241541.22538
1752009.01.30 17:20sell361.001.235371.241541.22538
1762009.01.30 20:46t/p361.001.225381.241541.22538815.559490.62
1772009.01.30 21:00sell stop371.001.224391.236071.21440
1782009.01.30 21:50sell371.001.224391.236071.21440
1792009.02.02 09:59s/l371.001.236071.236071.21440-945.448545.18
1802009.02.02 10:00sell stop381.001.232681.235641.22269
1812009.02.02 11:00modify381.001.233321.237661.22269
1822009.02.02 12:00modify381.001.236931.240111.22269
1832009.02.02 12:07sell381.001.236931.240111.22269
1842009.02.02 12:20s/l381.001.240111.240111.22269-256.418288.77
1852009.02.02 13:00sell stop391.001.236011.239661.22602
1862009.02.02 14:00modify391.001.238141.242261.22602
1872009.02.02 15:00modify391.001.240221.244901.22602
1882009.02.02 16:00modify391.001.240421.243941.22602
1892009.02.02 16:15sell391.001.240421.243941.22602
1902009.02.02 19:15s/l391.001.243941.243941.22602-282.708006.07
1912009.02.02 20:00sell stop401.001.239271.246611.22928
1922009.02.02 21:00modify401.001.243141.246211.22928
1932009.02.02 21:50sell401.001.243141.246211.22928
1942009.02.03 00:25s/l401.001.246211.246211.22928-246.937759.14
1952009.02.03 01:00sell stop411.001.244931.245711.23494
1962009.02.03 01:15sell411.001.244931.245711.23494
1972009.02.03 01:50s/l411.001.245711.245711.23494-62.617696.53
1982009.02.03 02:00sell stop421.001.243961.245611.23397
1992009.02.03 02:05sell421.001.243961.245611.23397
2002009.02.03 07:02s/l421.001.245611.245611.23397-132.437564.10
2012009.02.03 08:00sell stop431.001.242441.245741.23245
2022009.02.03 08:45sell431.001.242441.245741.23245
2032009.02.03 09:50s/l431.001.245741.245741.23245-264.797299.31
2042009.02.03 10:00sell stop441.001.241401.245761.23141
2052009.02.03 11:00modify441.001.244771.251061.23141
2062009.02.03 12:00modify441.001.247911.252091.23141
2072009.02.03 12:15sell441.001.247911.252091.23141
2082009.02.03 21:33t/p441.001.231411.252091.231411340.388639.69
2092009.02.03 22:00sell stop451.001.229291.234611.21930
2102009.02.03 22:59sell451.001.229291.234611.21930
2112009.02.04 01:45s/l451.001.234611.234611.21930-431.158208.54
2122009.02.04 02:00sell stop461.001.231121.236511.22113
2132009.02.04 03:00modify461.001.232391.235071.22113
2142009.02.04 03:16sell461.001.232391.235071.22113
2152009.02.04 08:15s/l461.001.235071.235071.22113-216.837991.71
2162009.02.04 09:00sell stop471.001.230981.241331.22099
2172009.02.04 10:00modify471.001.236721.240241.22099
2182009.02.04 10:50sell471.001.236721.240241.22099
2192009.02.04 12:45s/l471.001.240241.240241.22099-283.737707.98
2202009.02.04 13:00sell stop481.001.236121.241111.22613
2212009.02.04 14:00modify481.001.237371.242161.22613
2222009.02.04 14:40sell481.001.237371.242161.22613
2232009.02.04 16:15t/p481.001.226131.242161.22613917.218625.19
2242009.02.04 17:00sell stop491.001.222411.229311.21242
2252009.02.04 18:00modify491.001.225671.229231.21242
2262009.02.04 18:07sell491.001.225671.229231.21242
2272009.02.04 19:45s/l491.001.229231.229231.21242-289.368335.83
2282009.02.04 20:00sell stop501.001.226121.231161.21613
2292009.02.04 21:00modify501.001.230261.236571.21613
2302009.02.04 22:00modify501.001.230511.233731.21613
2312009.02.04 23:00modify501.001.231491.232691.21613
2322009.02.04 23:20sell501.001.231491.232691.21613
2332009.02.04 23:30s/l501.001.232691.232691.21613-97.358238.48
2342009.02.05 00:00sell stop511.001.231361.232611.22137
2352009.02.05 00:46sell511.001.231361.232611.22137
2362009.02.05 01:10s/l511.001.232611.232611.22137-101.378137.11
2372009.02.05 02:00sell stop521.001.230781.234621.22079
2382009.02.05 03:00modify521.001.231671.233511.22079
2392009.02.05 04:00modify521.001.232191.234111.22079
2402009.02.05 05:00modify521.001.232581.234311.22079
2412009.02.05 05:15sell521.001.232581.234311.22079
2422009.02.05 08:10s/l521.001.234311.234311.22079-140.127996.99
2432009.02.05 09:00sell stop531.001.231991.236561.22200
2442009.02.05 10:00modify531.001.232741.238111.22200
2452009.02.05 10:05sell531.001.232741.238111.22200
2462009.02.06 08:33s/l531.001.238111.238111.22200-434.087562.91
2472009.02.06 09:00sell stop541.001.235541.240491.22555
2482009.02.06 09:16sell541.001.235541.240491.22555
2492009.02.06 10:15s/l541.001.240491.240491.22555-399.027163.89
2502009.02.06 11:00sell stop551.001.237201.241291.22721
2512009.02.06 12:00modify551.001.239891.241581.22721
2522009.02.06 12:33sell551.001.239891.241581.22721
2532009.02.06 12:50s/l551.001.241581.241581.22721-136.007027.89
2542009.02.06 13:00sell stop561.001.239031.244211.22904
2552009.02.06 14:00modify561.001.244041.254061.22904
2562009.02.06 15:00modify561.001.247491.252261.22904
2572009.02.06 15:15sell561.001.247491.252261.22904
2582009.02.06 19:16t/p561.001.229041.252261.229041505.028532.91
2592009.02.06 20:00sell stop571.001.222981.234771.21299
2602009.02.06 21:00modify571.001.224391.227961.21299
2612009.02.06 22:15sell571.001.224391.227961.21299
2622009.02.09 08:50s/l571.001.227961.227961.21299-291.318241.61
2632009.02.09 09:00sell stop581.001.223591.227481.21360
2642009.02.09 10:00modify581.001.226711.229781.21360
2652009.02.09 10:50sell581.001.226711.229781.21360
2662009.02.10 10:15s/l581.001.229781.229781.21360-249.957991.66
2672009.02.10 11:00sell stop591.001.223341.233311.21335
2682009.02.10 12:00modify591.001.224571.232111.21335
2692009.02.10 12:50sell591.001.224571.232111.21335
2702009.02.10 17:45s/l591.001.232111.232111.21335-610.687380.98
2712009.02.10 18:00sell stop601.001.217851.237081.20786
2722009.02.10 19:00modify601.001.230761.235721.20786
2732009.02.10 20:00modify601.001.231311.239431.20786
2742009.02.10 21:00modify601.001.238121.249161.20786
2752009.02.10 22:00modify601.001.244981.248561.20786
2762009.02.10 22:20sell601.001.244981.248561.20786
2772009.02.11 13:50s/l601.001.248561.248561.20786-287.247093.74
2782009.02.11 14:00sell stop611.001.243491.248391.23350
2792009.02.11 15:00modify611.001.244511.251211.23350
2802009.02.11 15:50sell611.001.244511.251211.23350
2812009.02.11 16:20s/l611.001.251211.251211.23350-535.096558.65
2822009.02.11 17:00sell stop621.001.244521.253141.23453
2832009.02.11 17:15sell621.001.244521.253141.23453
2842009.02.12 19:45s/l621.001.253141.253141.23453-689.315869.34
2852009.02.12 20:00sell stop631.001.249151.254571.23916
2862009.02.12 21:00modify631.001.250481.253791.23916
2872009.02.12 21:20sell631.001.250481.253791.23916
2882009.02.13 08:20t/p631.001.239161.253791.23916912.956782.29
2892009.02.13 10:00sell stop641.001.232891.242411.22290
2902009.02.13 10:40sell641.001.232891.242411.22290
2912009.02.13 17:10s/l641.001.242411.242411.22290-766.176016.12
2922009.02.13 18:00sell stop651.001.238291.246461.22830
2932009.02.13 19:00modify651.001.239441.243761.22830
2942009.02.13 19:20sell651.001.239441.243761.22830
2952009.02.16 01:03s/l651.001.243761.243761.22830-347.875668.25
2962009.02.16 03:00sell stop661.001.241191.242411.23120
2972009.02.16 04:00modify661.001.242591.244211.23120
2982009.02.16 06:00modify661.001.243021.244111.23120
2992009.02.16 06:13sell661.001.243021.244111.23120
3002009.02.16 07:20s/l661.001.244111.244111.23120-87.575580.68
3012009.02.16 08:00sell stop671.001.241291.244411.23130
3022009.02.16 10:00modify671.001.242021.244211.23130
3032009.02.16 10:15sell671.001.242021.244211.23130
3042009.02.16 11:40s/l671.001.244211.244211.23130-175.975404.71
3052009.02.16 12:00sell stop681.001.241471.245411.23148
3062009.02.16 13:00modify681.001.242591.247011.23148
3072009.02.16 14:00modify681.001.245191.247241.23148
3082009.02.16 15:00modify681.001.245341.248591.23148
3092009.02.16 15:16sell681.001.245341.248591.23148
3102009.02.17 03:03s/l681.001.248591.248591.23148-260.875143.84
3112009.02.17 04:00sell stop691.001.247091.249341.23710
3122009.02.17 05:00modify691.001.248491.249461.23710
3132009.02.17 06:00modify691.001.248871.249681.23710
3142009.02.17 07:00modify691.001.249011.250161.23710
3152009.02.17 08:00modify691.001.249341.251441.23710
3162009.02.17 09:00modify691.001.250591.255611.23710
3172009.02.17 10:00modify691.001.253591.257531.23710
3182009.02.17 11:00modify691.001.255291.260261.23710
3192009.02.17 12:00modify691.001.255771.265291.23710
3202009.02.17 13:00modify691.001.261211.265061.23710
3212009.02.17 13:50sell691.001.261211.265061.23710
3222009.02.17 14:20s/l691.001.265061.265061.23710-304.224839.62