Strategy Tester Report
ytg_2MA_4Level
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)
Parameters_____1_____=""Òîðãîâûå"; _=130; _=1000; =1; _____2_____=""Íàñòðîéêè"; _=1; __=14; __=2; ___=4; __=180; __=2; ___=4; _____3_____=""Íàñòðîéêè"; _1=500; _2=250; _1=500; _2=250;
Bars in test6211Ticks modelled152607Modelling qualityn/a
Mismatched charts errors70
Initial deposit10000.00
Total net profit-10024.10Gross profit11989.73Gross loss-22013.83
Profit factor0.54Expected payoff-75.37
Absolute drawdown10024.10Maximal drawdown10024.10 (100.24%)Relative drawdown100.24% (10024.10)
Total trades133Short positions (won %)78 (83.33%)Long positions (won %)55 (78.18%)
Profit trades (% of total)108 (81.20%)Loss trades (% of total)25 (18.80%)
Largestprofit trade121.00loss trade-987.06
Averageprofit trade111.02loss trade-880.55
Maximumconsecutive wins (profit in money)22 (2562.69)consecutive losses (loss in money)2 (-1954.93)
Maximalconsecutive profit (count of wins)2562.69 (22)consecutive loss (count of losses)-1954.93 (2)
Averageconsecutive wins6consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12009.01.09 01:00sell11.001.181001.191541.17970
22009.01.09 14:50s/l11.001.191541.191541.17970-882.879117.13
32009.01.12 21:00buy21.001.215141.204601.21644
42009.01.12 21:16t/p21.001.216441.204601.21644106.859223.98
52009.01.12 21:16buy31.001.217241.206701.21854
62009.01.12 22:50t/p31.001.218541.206701.21854106.589330.56
72009.01.12 23:00buy41.001.218711.208171.22001
82009.01.13 01:50t/p41.001.220011.208171.22001106.059436.61
92009.01.13 01:50buy51.001.220711.210171.22201
102009.01.13 08:15t/p51.001.222011.210171.22201106.389542.99
112009.01.26 11:00sell61.001.222441.232981.22114
122009.01.26 11:40t/p61.001.221141.232981.22114106.489649.47
132009.01.26 11:40sell71.001.220381.230921.21908
142009.01.26 11:50t/p71.001.219081.230921.21908106.669756.13
152009.01.26 11:50sell81.001.218271.228811.21697
162009.01.26 15:32t/p81.001.216971.228811.21697106.879863.00
172009.01.26 16:00sell91.001.216861.227401.21556
182009.01.26 16:20t/p91.001.215561.227401.21556107.049970.04
192009.01.26 16:20sell101.001.213951.224491.21265
202009.01.26 18:45s/l101.001.224491.224491.21265-860.569109.48
212009.01.26 18:45sell111.001.224241.234781.22294
222009.01.26 21:20t/p111.001.222941.234781.22294106.439215.91
232009.01.26 23:00sell121.001.222651.233191.22135
242009.01.26 23:50t/p121.001.221351.233191.22135106.489322.39
252009.01.26 23:50sell131.001.220441.230981.21914
262009.01.27 08:50t/p131.001.219141.230981.21914106.189428.57
272009.01.30 14:00buy141.001.241801.231261.24310
282009.01.30 19:20s/l141.001.231261.231261.24310-856.128572.45
292009.02.02 08:00buy151.001.235021.224481.23632
302009.02.02 10:20t/p151.001.236321.224481.23632105.118677.56
312009.02.02 15:00buy161.001.243651.233111.24495
322009.02.02 19:20t/p161.001.244951.233111.24495104.288781.84
332009.02.02 21:00buy171.001.245221.234681.24652
342009.02.03 10:10t/p171.001.246521.234681.24652103.748885.57
352009.02.04 05:00sell181.001.231901.242441.23060
362009.02.04 06:20t/p181.001.230601.242441.23060105.658991.22
372009.02.04 18:00sell191.001.226421.236961.22512
382009.02.04 20:20s/l191.001.236961.236961.22512-851.998139.23
392009.02.05 13:00sell201.001.228901.239441.22760
402009.02.05 13:20t/p201.001.227601.239441.22760105.978245.20
412009.02.05 13:20sell211.001.226181.236721.22488
422009.02.05 18:16t/p211.001.224881.236721.22488106.148351.34
432009.02.06 08:00buy221.001.237391.226851.23869
442009.02.06 08:40t/p221.001.238691.226851.23869104.908456.24
452009.02.06 08:40buy231.001.239891.229351.24119
462009.02.06 10:37t/p231.001.241191.229351.24119104.738560.97
472009.02.06 14:00buy241.001.250991.240451.25229
482009.02.06 16:16s/l241.001.240451.240451.25229-850.007710.97
492009.02.06 17:00buy251.001.244511.233971.24581
502009.02.06 18:50s/l251.001.233971.233971.24581-854.316856.66
512009.02.06 20:00sell261.001.224501.235041.22320
522009.02.06 22:40t/p261.001.223201.235041.22320106.326962.98
532009.02.09 00:00sell271.001.219101.229641.21780
542009.02.09 01:40t/p271.001.217801.229641.21780106.767069.74
552009.02.09 02:00sell281.001.214901.225441.21360
562009.02.09 07:10s/l281.001.225441.225441.21360-859.916209.83
572009.02.09 18:00sell291.001.218891.229431.21759
582009.02.09 18:20t/p291.001.217591.229431.21759106.786316.61
592009.02.09 18:20sell301.001.216951.227491.21565
602009.02.09 22:20t/p301.001.215651.227491.21565106.976423.58
612009.02.10 21:00buy311.001.248941.238401.25024
622009.02.11 14:50t/p311.001.250241.238401.25024103.406526.98
632009.02.13 17:00sell321.001.239301.249841.23800
642009.02.13 19:50t/p321.001.238001.249841.23800105.016631.99
652009.02.13 22:00sell331.001.234701.245241.23340
662009.02.16 01:16s/l331.001.245241.245241.23340-846.745785.25
672009.02.16 04:00buy341.001.244041.233501.24534
682009.02.16 11:50t/p341.001.245341.233501.24534104.385889.63
692009.02.23 12:00sell351.001.244671.255211.24337
702009.02.23 12:45t/p351.001.243371.255211.24337104.595994.22
712009.02.23 12:45sell361.001.242471.253011.24117
722009.02.23 14:32s/l361.001.253011.253011.24117-840.465153.76
732009.02.24 22:00sell371.001.243151.253691.24185
742009.02.24 22:32t/p371.001.241851.253691.24185104.705258.46
752009.02.24 22:32sell381.001.241121.251661.23982
762009.02.25 16:03s/l381.001.251661.251661.23982-841.324417.14
772009.02.25 17:00buy391.001.259761.249221.26106
782009.02.26 12:02s/l391.001.249221.249221.26106-845.553571.59
792009.02.26 16:00sell401.001.244451.254991.24315
802009.02.26 17:03t/p401.001.243151.254991.24315104.663676.25
812009.02.27 08:00buy411.001.254771.244231.25607
822009.02.27 08:20t/p411.001.256071.244231.25607103.453779.70
832009.02.27 08:20buy421.001.257161.246621.25846
842009.02.27 09:50t/p421.001.258461.246621.25846103.293882.99
852009.03.13 15:00sell431.001.270251.280791.26895
862009.03.13 15:10t/p431.001.268951.280791.26895102.523985.51
872009.03.13 15:10sell441.001.267481.278021.26618
882009.03.13 15:15t/p441.001.266181.278021.26618102.704088.21
892009.03.13 15:15sell451.001.265321.275861.26402
902009.03.13 15:20t/p451.001.264021.275861.26402102.934191.14
912009.03.13 15:20sell461.001.262451.272991.26115
922009.03.13 16:20s/l461.001.272991.272991.26115-827.653363.49
932009.03.13 20:00sell471.001.274631.285171.27333
942009.03.13 20:46t/p471.001.273331.285171.27333102.143465.63
952009.03.13 20:46sell481.001.272121.282661.27082
962009.03.13 21:50t/p481.001.270821.282661.27082102.303567.93
972009.03.16 11:00sell491.001.269881.280421.26858
982009.03.16 11:10t/p491.001.268581.280421.26858102.483670.41
992009.03.16 11:10sell501.001.268031.278571.26673
1002009.03.16 11:20t/p501.001.266731.278571.26673102.773773.18
1012009.03.16 11:20sell511.001.264401.274941.26310
1022009.03.17 13:10s/l511.001.274941.274941.26310-827.192945.99
1032009.03.17 16:00buy521.001.273761.263221.27506
1042009.03.18 13:50s/l521.001.263221.263221.27506-835.932110.06
1052009.03.18 21:00sell531.001.246451.256991.24515
1062009.03.18 21:20t/p531.001.245151.256991.24515104.552214.61
1072009.03.18 21:20sell541.001.242851.253391.24155
1082009.03.19 09:37t/p541.001.241551.253391.24155102.962317.57
1092009.03.30 16:00buy551.001.254661.244121.25596
1102009.03.30 16:46t/p551.001.255961.244121.25596103.492421.06
1112009.03.30 16:46buy561.001.256641.246101.25794
1122009.03.30 17:50t/p561.001.257941.246101.25794103.252524.31
1132009.03.30 19:00buy571.001.261211.250671.26251
1142009.03.30 19:45t/p571.001.262511.250671.26251102.932627.24
1152009.03.30 19:45buy581.001.263581.253041.26488
1162009.03.31 09:50s/l581.001.253041.253041.26488-841.931785.30
1172009.03.31 15:00sell591.001.252801.263341.25150
1182009.03.31 19:15s/l591.001.263341.263341.25150-833.98951.32
1192009.04.02 16:00sell601.001.245351.255891.24405
1202009.04.02 16:45t/p601.001.244051.255891.24405104.531055.85
1212009.04.02 16:45sell611.001.243101.253641.24180
1222009.04.02 16:50t/p611.001.241801.253641.24180104.711160.56
1232009.04.02 16:50sell621.001.240951.251491.23965
1242009.04.02 17:20t/p621.001.239651.251491.23965104.961265.52
1252009.04.02 19:00sell631.001.237651.248191.23635
1262009.04.03 01:46t/p631.001.236351.248191.23635104.571370.09
1272009.04.03 04:00sell641.001.239601.250141.23830
1282009.04.03 08:20t/p641.001.238301.250141.23830105.041475.13
1292009.04.20 20:00buy651.001.235791.225251.23709
1302009.04.20 20:59t/p651.001.237091.225251.23709105.031580.16
1312009.04.20 20:59buy661.001.238191.227651.23949
1322009.04.20 22:50t/p661.001.239491.227651.23949104.881685.04
1332009.04.20 23:00buy671.001.239491.228951.24079
1342009.04.21 02:10t/p671.001.240791.228951.24079104.241789.28
1352009.04.21 02:10buy681.001.241701.231161.24300
1362009.04.21 15:05t/p681.001.243001.231161.24300104.531893.81
1372009.04.23 20:00sell691.001.225301.235841.22400
1382009.04.23 20:20t/p691.001.224001.235841.22400106.212000.02
1392009.04.23 20:20sell701.001.223421.233961.22212
1402009.04.24 08:50t/p701.001.222121.233961.22212105.862105.88
1412009.04.24 11:00sell711.001.222751.233291.22145
1422009.04.24 11:15t/p711.001.221451.233291.22145106.492212.37
1432009.04.24 11:15sell721.001.220211.230751.21891
1442009.04.24 12:20t/p721.001.218911.230751.21891106.732319.10
1452009.04.24 16:00sell731.001.213101.223641.21180
1462009.04.24 16:45t/p731.001.211801.223641.21180107.302426.40
1472009.04.24 16:45sell741.001.211121.221661.20982
1482009.04.24 17:20t/p741.001.209821.221661.20982107.492533.89
1492009.06.08 12:00buy751.001.129141.118601.13044
1502009.06.08 15:20s/l751.001.118601.118601.13044-943.201590.69
1512009.06.08 18:00buy761.001.123191.112651.12449
1522009.06.09 08:45s/l761.001.112651.112651.12449-947.80642.89
1532009.06.09 10:00sell771.001.111491.122031.11019
1542009.06.09 10:50t/p771.001.110191.122031.11019117.10759.99
1552009.06.09 10:50sell781.001.109641.120181.10834
1562009.06.09 11:20t/p781.001.108341.120181.10834117.31877.30
1572009.06.09 15:00sell791.001.099261.109801.09796
1582009.06.10 10:10t/p791.001.097961.109801.09796117.84995.14
1592009.06.12 17:00buy801.001.118131.107591.11943
1602009.06.12 18:40t/p801.001.119431.107591.11943116.101111.24
1612009.06.12 21:00buy811.001.118871.108331.12017
1622009.06.15 00:15t/p811.001.120171.108331.12017115.551226.79
1632009.06.15 04:00buy821.001.121241.110701.12254
1642009.06.15 05:20t/p821.001.122541.110701.12254115.791342.58
1652009.06.15 09:00buy831.001.126071.115531.12737
1662009.06.15 09:40t/p831.001.127371.115531.12737115.211457.79
1672009.06.15 09:40buy841.001.128891.118351.13019
1682009.06.15 09:50t/p841.001.130191.118351.13019114.851572.64
1692009.06.15 09:50buy851.001.132431.121891.13373
1702009.06.15 14:02t/p851.001.133731.121891.13373114.631687.27
1712009.07.13 23:00sell861.001.150311.160851.14901
1722009.07.14 09:50t/p861.001.149011.160851.14901112.571799.84
1732009.07.14 11:00sell871.001.148351.158891.14705
1742009.07.14 11:20t/p871.001.147051.158891.14705113.371913.21
1752009.07.14 11:20sell881.001.146121.156661.14482
1762009.07.14 13:20t/p881.001.144821.156661.14482113.602026.81
1772009.07.14 16:00sell891.001.140291.150831.13899
1782009.07.14 17:10t/p891.001.138991.150831.13899114.192141.00
1792009.07.14 19:00sell901.001.137471.148011.13617
1802009.07.14 20:50t/p901.001.136171.148011.13617114.472255.47
1812009.08.10 21:00buy911.001.090221.079681.09152
1822009.08.11 10:45t/p911.001.091521.079681.09152118.572374.03
1832009.08.11 14:00buy921.001.095921.085381.09722
1842009.08.11 14:45t/p921.001.097221.085381.09722118.452492.48
1852009.08.11 14:45buy931.001.098001.087461.09930
1862009.08.11 15:10t/p931.001.099301.087461.09930118.212610.69
1872009.08.11 18:00buy941.001.099091.088551.10039
1882009.08.11 18:45t/p941.001.100391.088551.10039118.132728.82
1892009.08.11 18:45buy951.001.101011.090471.10231
1902009.08.12 07:50t/p951.001.102311.090471.10231117.422846.24
1912009.08.13 01:00sell961.001.088981.099521.08768
1922009.08.13 08:10t/p961.001.087681.099521.08768119.542965.78
1932009.08.13 09:00sell971.001.087711.098251.08641
1942009.08.13 10:45t/p971.001.086411.098251.08641119.673085.45
1952009.08.13 15:00sell981.001.083621.094161.08232
1962009.08.13 15:07t/p981.001.082321.094161.08232120.133205.58
1972009.08.13 15:07sell991.001.081631.092171.08033
1982009.08.14 16:50s/l991.001.092171.092171.08033-964.372241.21
1992009.08.14 21:00buy1001.001.101841.091301.10314
2002009.08.17 02:50t/p1001.001.103141.091301.10314117.342358.55
2012009.08.17 02:50buy1011.001.103691.093151.10499
2022009.08.17 07:10t/p1011.001.104991.093151.10499117.602476.15
2032009.08.20 06:00sell1021.001.096341.106881.09504
2042009.08.20 10:15t/p1021.001.095041.106881.09504118.742594.89
2052009.08.20 19:00sell1031.001.088031.098571.08673
2062009.08.21 09:20t/p1031.001.086731.098571.08673119.092713.98
2072009.08.21 11:00sell1041.001.085461.096001.08416
2082009.08.21 11:45t/p1041.001.084161.096001.08416119.952833.93
2092009.08.21 11:45sell1051.001.083301.093841.08200
2102009.08.21 15:20t/p1051.001.082001.093841.08200120.172954.10
2112009.08.21 16:00sell1061.001.082841.093381.08154
2122009.08.21 16:03t/p1061.001.081541.093381.08154120.263074.36
2132009.08.21 16:03sell1071.001.080401.090941.07910
2142009.08.21 16:16t/p1071.001.079101.090941.07910120.743195.10
2152009.08.21 16:16sell1081.001.076141.086681.07484
2162009.08.24 14:46t/p1081.001.074841.086681.07484120.373315.47
2172009.08.26 14:00buy1091.001.089961.079421.09126
2182009.08.26 14:50t/p1091.001.091261.079421.09126119.063434.53
2192009.08.26 14:50buy1101.001.092411.081871.09371
2202009.08.26 15:40t/p1101.001.093711.081871.09371118.753553.28
2212009.08.26 18:00buy1111.001.099361.088821.10066
2222009.08.27 17:02t/p1111.001.100661.088821.10066116.503669.78
2232009.08.28 00:00sell1121.001.087241.097781.08594
2242009.08.28 10:20t/p1121.001.085941.097781.08594119.753789.53
2252009.08.28 10:20sell1131.001.085101.095641.08380
2262009.08.28 12:45t/p1131.001.083801.095641.08380119.973909.50
2272009.08.28 16:00sell1141.001.083491.094031.08219
2282009.08.28 16:50t/p1141.001.082191.094031.08219120.214029.71
2292009.08.28 16:50sell1151.001.080921.091461.07962
2302009.08.28 20:40s/l1151.001.091461.091461.07962-965.353064.36
2312009.08.28 21:00buy1161.001.093511.082971.09481
2322009.08.31 00:50t/p1161.001.094811.082971.09481118.193182.55
2332009.08.31 08:00buy1171.001.095031.084491.09633
2342009.08.31 08:45t/p1171.001.096331.084491.09633118.573301.12
2352009.08.31 08:45buy1181.001.096951.086411.09825
2362009.08.31 09:15t/p1181.001.098251.086411.09825118.333419.45
2372009.08.31 14:00buy1191.001.105061.094521.10636
2382009.08.31 14:15t/p1191.001.106361.094521.10636117.393536.84
2392009.08.31 14:15buy1201.001.107931.097391.10923
2402009.08.31 17:50s/l1201.001.097391.097391.10923-961.382575.46
2412009.08.31 17:50buy1211.001.096881.086341.09818
2422009.09.01 15:15t/p1211.001.098181.086341.09818117.852693.30
2432009.09.01 22:00buy1221.001.104171.093631.10547
2442009.09.02 09:50t/p1221.001.105471.093631.10547117.072810.37
2452009.09.04 17:00sell1231.001.090631.101171.08933
2462009.09.04 18:03t/p1231.001.089331.101171.08933119.562929.93
2472009.09.04 20:00sell1241.001.085681.096221.08438
2482009.09.07 01:15t/p1241.001.084381.096221.08438119.303049.23
2492009.09.07 01:15sell1251.001.083791.094331.08249
2502009.09.07 09:15t/p1251.001.082491.094331.08249120.123169.35
2512009.09.07 11:00sell1261.001.078181.088721.07688
2522009.09.07 12:50t/p1261.001.076881.088721.07688120.733290.08
2532009.09.14 13:00buy1271.001.089711.079171.09101
2542009.09.14 13:15t/p1271.001.091011.079171.09101119.113409.19
2552009.09.14 13:15buy1281.001.091931.081391.09323
2562009.09.15 02:20s/l1281.001.081391.081391.09323-975.222433.97
2572009.09.15 14:00buy1291.001.086571.076031.08787
2582009.09.15 17:50s/l1291.001.076031.076031.08787-979.711454.26
2592009.09.15 17:50sell1301.001.075831.086371.07453
2602009.09.15 19:16t/p1301.001.074531.086371.07453121.001575.26
2612009.09.15 22:00sell1311.001.071381.081921.07008
2622009.09.16 09:20t/p1311.001.070081.081921.07008120.921696.18
2632009.09.21 20:00buy1321.001.079131.068591.08043
2642009.09.22 09:33s/l1321.001.068591.068591.08043-987.06709.11
2652009.09.22 13:00sell1331.001.067691.078231.06639
2662009.09.23 16:50close at stop1331.001.075571.078231.06639-733.22-24.10