Strategy Tester Report
Synthetic_VIX EA
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)
ParametersS1="---------------- Entry Settings"; VIX_Period=22; VIX_BuyLevel=1; VIX_SellLevel=1; S2="---------------- Money Management"; Lots=0.1; RiskMM=false; RiskPercent=1; Martingale=false; Multiplier=2; MinLots=0.01; MaxLots=100; S3="---------------- Order Management"; StopLoss=0; TakeProfit=0; HideSL=false; HideTP=false; TrailingStop=0; TrailingStep=0; TrailingProfit=0; BreakEven=0; MaxOrders=100; Slippage=3; Magic=2009; S6="---------------- Extras"; Hedge=false; HedgeSL=0; HedgeTP=0; ReverseSystem=false;
Bars in test6211Ticks modelled152607Modelling qualityn/a
Mismatched charts errors70
Initial deposit10000.00
Total net profit-2465.70Gross profit7854.40Gross loss-10320.10
Profit factor0.76Expected payoff-6.21
Absolute drawdown2561.34Maximal drawdown3142.83 (29.70%)Relative drawdown29.70% (3142.83)
Total trades397Short positions (won %)198 (30.30%)Long positions (won %)199 (28.14%)
Profit trades (% of total)116 (29.22%)Loss trades (% of total)281 (70.78%)
Largestprofit trade322.07loss trade-163.10
Averageprofit trade67.71loss trade-36.73
Maximumconsecutive wins (profit in money)4 (309.36)consecutive losses (loss in money)17 (-535.39)
Maximalconsecutive profit (count of wins)355.93 (3)consecutive loss (count of losses)-535.39 (17)
Averageconsecutive wins1consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12009.01.07 08:00buy10.101.185390.000000.00000
22009.01.07 18:00sell20.101.184550.000000.00000
32009.01.07 18:00close10.101.184550.000000.00000-7.099992.91
42009.01.07 19:00buy30.101.188990.000000.00000
52009.01.07 19:00close20.101.188990.000000.00000-37.349955.57
62009.01.08 15:00sell40.101.193300.000000.00000
72009.01.08 15:00close30.101.193300.000000.0000035.849991.41
82009.01.09 13:00buy50.101.189070.000000.00000
92009.01.09 13:00close40.101.189070.000000.0000035.5310026.95
102009.01.12 00:00sell60.101.189850.000000.00000
112009.01.12 00:00close50.101.189850.000000.000006.4710033.41
122009.01.12 01:00buy70.101.191330.000000.00000
132009.01.12 01:00close60.101.191330.000000.00000-12.4210020.99
142009.01.14 03:00sell80.101.218400.000000.00000
152009.01.14 03:00close70.101.218400.000000.00000222.0010242.99
162009.01.14 11:00buy90.101.224290.000000.00000
172009.01.14 11:00close80.101.224290.000000.00000-48.1110194.88
182009.01.15 17:00sell100.101.265070.000000.00000
192009.01.15 17:00close90.101.265070.000000.00000322.0710516.95
202009.01.15 18:00buy110.101.263180.000000.00000
212009.01.15 18:00close100.101.263180.000000.0000014.9610531.91
222009.01.15 21:00sell120.101.250650.000000.00000
232009.01.15 21:00close110.101.250650.000000.00000-100.1910431.72
242009.01.16 18:00buy130.101.255180.000000.00000
252009.01.16 18:00close120.101.255180.000000.00000-36.1310395.59
262009.01.19 00:00sell140.101.238400.000000.00000
272009.01.19 00:00close130.101.238400.000000.00000-135.5910260.00
282009.01.19 14:00buy150.101.249690.000000.00000
292009.01.19 14:00close140.101.249690.000000.00000-90.3410169.66
302009.01.21 20:00sell160.101.264570.000000.00000
312009.01.21 20:00close150.101.264570.000000.00000117.4910287.15
322009.01.22 16:00buy170.101.264220.000000.00000
332009.01.22 16:00close160.101.264220.000000.000002.6610289.81
342009.01.22 19:00sell180.101.260350.000000.00000
352009.01.22 19:00close170.101.260350.000000.00000-30.7110259.10
362009.01.23 12:00buy190.101.263840.000000.00000
372009.01.23 12:00close180.101.263840.000000.00000-27.6510231.45
382009.01.23 13:00sell200.101.261490.000000.00000
392009.01.23 13:00close190.101.261490.000000.00000-18.6310212.82
402009.01.23 14:00buy210.101.258700.000000.00000
412009.01.23 14:00close200.101.258700.000000.0000022.1710234.99
422009.01.23 17:00sell220.101.249590.000000.00000
432009.01.23 17:00close210.101.249590.000000.00000-72.9010162.09
442009.01.27 08:00buy230.101.225390.000000.00000
452009.01.27 08:00close220.101.225390.000000.00000197.4210359.50
462009.01.28 11:00sell240.101.218650.000000.00000
472009.01.28 11:00close230.101.218650.000000.00000-55.4010304.10
482009.01.28 12:00buy250.101.223790.000000.00000
492009.01.28 12:00close240.101.223790.000000.00000-42.0010262.10
502009.01.28 15:00sell260.101.204150.000000.00000
512009.01.28 15:00close250.101.204150.000000.00000-163.1010099.00
522009.01.29 03:00buy270.101.217420.000000.00000
532009.01.29 03:00close260.101.217420.000000.00000-109.119989.89
542009.01.30 21:00sell280.101.228860.000000.00000
552009.01.30 21:00close270.101.228860.000000.0000093.0010082.89
562009.02.02 03:00buy290.101.232590.000000.00000
572009.02.02 03:00close280.101.232590.000000.00000-30.3010052.59
582009.02.03 16:00sell300.101.241480.000000.00000
592009.02.03 16:00close290.101.241480.000000.0000071.5210124.11
602009.02.04 10:00buy310.101.240460.000000.00000
612009.02.04 10:00close300.101.240460.000000.000008.1810132.29
622009.02.04 11:00sell320.101.236680.000000.00000
632009.02.04 11:00close310.101.236680.000000.00000-30.5710101.72
642009.02.04 13:00buy330.101.239050.000000.00000
652009.02.04 13:00close320.101.239050.000000.00000-19.1310082.59
662009.02.04 16:00sell340.101.228830.000000.00000
672009.02.04 16:00close330.101.228830.000000.00000-83.179999.42
682009.02.04 21:00buy350.101.232460.000000.00000
692009.02.04 21:00close340.101.232460.000000.00000-29.459969.97
702009.02.05 08:00sell360.101.232250.000000.00000
712009.02.05 08:00close350.101.232250.000000.00000-1.989967.99
722009.02.05 09:00buy370.101.237290.000000.00000
732009.02.05 09:00close360.101.237290.000000.00000-40.739927.26
742009.02.05 11:00sell380.101.228250.000000.00000
752009.02.05 11:00close370.101.228250.000000.00000-73.609853.66
762009.02.05 12:00buy390.101.228340.000000.00000
772009.02.05 12:00close380.101.228340.000000.00000-0.739852.93
782009.02.05 19:00sell400.101.224000.000000.00000
792009.02.05 19:00close390.101.224000.000000.00000-35.469817.47
802009.02.05 21:00buy410.101.228850.000000.00000
812009.02.05 21:00close400.101.228850.000000.00000-39.479778.00
822009.02.06 17:00sell420.101.243970.000000.00000
832009.02.06 17:00close410.101.243970.000000.00000121.469899.46
842009.02.09 21:00buy430.101.219740.000000.00000
852009.02.09 21:00close420.101.219740.000000.00000198.6110098.07
862009.02.09 22:00sell440.101.215780.000000.00000
872009.02.09 22:00close430.101.215780.000000.00000-32.5710065.50
882009.02.10 02:00buy450.101.226670.000000.00000
892009.02.10 02:00close440.101.226670.000000.00000-88.829976.69
902009.02.10 14:00sell460.101.223360.000000.00000
912009.02.10 14:00close450.101.223360.000000.00000-27.069949.63
922009.02.10 19:00buy470.101.232920.000000.00000
932009.02.10 19:00close460.101.232920.000000.00000-77.549872.09
942009.02.11 23:00sell480.101.238180.000000.00000
952009.02.11 23:00close470.101.238180.000000.0000042.399914.47
962009.02.12 01:00buy490.101.241790.000000.00000
972009.02.12 01:00close480.101.241790.000000.00000-29.189885.29
982009.02.13 05:00sell500.101.239000.000000.00000
992009.02.13 05:00close490.101.239000.000000.00000-22.619862.68
1002009.02.13 20:00buy510.101.239440.000000.00000
1012009.02.13 20:00close500.101.239440.000000.00000-3.559859.13
1022009.02.16 00:00sell520.101.240100.000000.00000
1032009.02.16 00:00close510.101.240100.000000.000005.239864.36
1042009.02.16 01:00buy530.101.242890.000000.00000
1052009.02.16 01:00close520.101.242890.000000.00000-22.459841.91
1062009.02.19 11:00sell540.101.252260.000000.00000
1072009.02.19 11:00close530.101.252260.000000.0000074.369916.27
1082009.02.19 18:00buy550.101.259840.000000.00000
1092009.02.19 18:00close540.101.259840.000000.00000-60.179856.10
1102009.02.20 19:00sell560.101.254900.000000.00000
1112009.02.20 19:00close550.101.254900.000000.00000-39.469816.63
1122009.02.23 02:00buy570.101.255820.000000.00000
1132009.02.23 02:00close560.101.255820.000000.00000-7.379809.27
1142009.02.23 03:00sell580.101.246900.000000.00000
1152009.02.23 03:00close570.101.246900.000000.00000-71.549737.73
1162009.02.23 16:00buy590.101.251090.000000.00000
1172009.02.23 16:00close580.101.251090.000000.00000-33.499704.24
1182009.02.24 17:00sell600.101.245650.000000.00000
1192009.02.24 17:00close590.101.245650.000000.00000-43.769660.47
1202009.02.24 18:00buy610.101.247660.000000.00000
1212009.02.24 18:00close600.101.247660.000000.00000-16.119644.36
1222009.02.24 21:00sell620.101.241450.000000.00000
1232009.02.24 21:00close610.101.241450.000000.00000-50.029594.34
1242009.02.25 03:00buy630.101.243370.000000.00000
1252009.02.25 03:00close620.101.243370.000000.00000-15.489578.87
1262009.02.25 11:00sell640.101.243700.000000.00000
1272009.02.25 11:00close630.101.243700.000000.000002.659581.52
1282009.02.25 13:00buy650.101.247290.000000.00000
1292009.02.25 13:00close640.101.247290.000000.00000-28.789552.74
1302009.02.26 13:00sell660.101.252220.000000.00000
1312009.02.26 13:00close650.101.252220.000000.0000039.099591.83
1322009.02.26 20:00buy670.101.247020.000000.00000
1332009.02.26 20:00close660.101.247020.000000.0000041.709633.53
1342009.03.04 16:00sell680.101.282350.000000.00000
1352009.03.04 16:00close670.101.282350.000000.00000275.149908.67
1362009.03.05 12:00buy690.101.282340.000000.00000
1372009.03.05 12:00close680.101.282340.000000.00000-0.039908.64
1382009.03.06 15:00sell700.101.278800.000000.00000
1392009.03.06 15:00close690.101.278800.000000.00000-27.779880.87
1402009.03.06 17:00buy710.101.287310.000000.00000
1412009.03.06 17:00close700.101.287310.000000.00000-66.119814.76
1422009.03.10 07:00sell720.101.289860.000000.00000
1432009.03.10 07:00close710.101.289860.000000.0000019.599834.34
1442009.03.11 05:00buy730.101.285890.000000.00000
1452009.03.11 05:00close720.101.285890.000000.0000030.839865.17
1462009.03.11 15:00sell740.101.279530.000000.00000
1472009.03.11 15:00close730.101.279530.000000.00000-49.719815.46
1482009.03.11 16:00buy750.101.280340.000000.00000
1492009.03.11 16:00close740.101.280340.000000.00000-6.339809.13
1502009.03.12 20:00sell760.101.278650.000000.00000
1512009.03.12 20:00close750.101.278650.000000.00000-13.509795.64
1522009.03.13 18:00buy770.101.277420.000000.00000
1532009.03.13 18:00close760.101.277420.000000.000009.599805.23
1542009.03.16 00:00sell780.101.278150.000000.00000
1552009.03.16 00:00close770.101.278150.000000.000005.629810.85
1562009.03.16 01:00buy790.101.277450.000000.00000
1572009.03.16 01:00close780.101.277450.000000.000005.489816.33
1582009.03.16 09:00sell800.101.269150.000000.00000
1592009.03.16 09:00close790.101.269150.000000.00000-65.409750.93
1602009.03.16 13:00buy810.101.266710.000000.00000
1612009.03.16 13:00close800.101.266710.000000.0000019.269770.19
1622009.03.16 14:00sell820.101.267000.000000.00000
1632009.03.16 14:00close810.101.267000.000000.000002.299772.48
1642009.03.16 15:00buy830.101.270570.000000.00000
1652009.03.16 15:00close820.101.270570.000000.00000-28.109744.38
1662009.03.16 19:00sell840.101.268050.000000.00000
1672009.03.16 19:00close830.101.268050.000000.00000-19.879724.51
1682009.03.16 20:00buy850.101.269540.000000.00000
1692009.03.16 20:00close840.101.269540.000000.00000-11.749712.77
1702009.03.18 20:00sell860.101.249600.000000.00000
1712009.03.18 20:00close850.101.249600.000000.00000-159.759553.01
1722009.03.19 21:00buy870.101.238290.000000.00000
1732009.03.19 21:00close860.101.238290.000000.0000091.239644.24
1742009.03.20 11:00sell880.101.231650.000000.00000
1752009.03.20 11:00close870.101.231650.000000.00000-54.009590.24
1762009.03.20 12:00buy890.101.241090.000000.00000
1772009.03.20 12:00close880.101.241090.000000.00000-76.069514.18
1782009.03.23 09:00sell900.101.231140.000000.00000
1792009.03.23 09:00close890.101.231140.000000.00000-80.919433.26
1802009.03.23 11:00buy910.101.237090.000000.00000
1812009.03.23 11:00close900.101.237090.000000.00000-48.109385.16
1822009.03.23 12:00sell920.101.233430.000000.00000
1832009.03.23 12:00close910.101.233430.000000.00000-29.679355.49
1842009.03.23 15:00buy930.101.235490.000000.00000
1852009.03.23 15:00close920.101.235490.000000.00000-16.679338.82
1862009.03.23 16:00sell940.101.231850.000000.00000
1872009.03.23 16:00close930.101.231850.000000.00000-29.559309.27
1882009.03.24 17:00buy950.101.227030.000000.00000
1892009.03.24 17:00close940.101.227030.000000.0000039.249348.52
1902009.03.25 16:00sell960.101.224550.000000.00000
1912009.03.25 16:00close950.101.224550.000000.00000-20.349328.18
1922009.03.25 18:00buy970.101.228060.000000.00000
1932009.03.25 18:00close960.101.228060.000000.00000-28.589299.60
1942009.03.31 11:00sell980.101.253640.000000.00000
1952009.03.31 11:00close970.101.253640.000000.00000203.509503.09
1962009.03.31 12:00buy990.101.254210.000000.00000
1972009.03.31 12:00close980.101.254210.000000.00000-4.549498.55
1982009.03.31 13:00sell1000.101.251000.000000.00000
1992009.03.31 13:00close990.101.251000.000000.00000-25.669472.89
2002009.03.31 16:00buy1010.101.258910.000000.00000
2012009.03.31 16:00close1000.101.258910.000000.00000-62.839410.06
2022009.04.01 21:00sell1020.101.258990.000000.00000
2032009.04.01 21:00close1010.101.258990.000000.000000.559410.61
2042009.04.01 23:00buy1030.101.260340.000000.00000
2052009.04.01 23:00close1020.101.260340.000000.00000-10.719399.90
2062009.04.02 03:00sell1040.101.256710.000000.00000
2072009.04.02 03:00close1030.101.256710.000000.00000-29.169370.74
2082009.04.03 13:00buy1050.101.239840.000000.00000
2092009.04.03 13:00close1040.101.239840.000000.00000136.039506.77
2102009.04.03 19:00sell1060.101.232970.000000.00000
2112009.04.03 19:00close1050.101.232970.000000.00000-55.729451.05
2122009.04.06 15:00buy1070.101.235940.000000.00000
2132009.04.06 15:00close1060.101.235940.000000.00000-24.079426.99
2142009.04.07 18:00sell1080.101.234010.000000.00000
2152009.04.07 18:00close1070.101.234010.000000.00000-15.739411.25
2162009.04.07 21:00buy1090.101.238140.000000.00000
2172009.04.07 21:00close1080.101.238140.000000.00000-33.369377.89
2182009.04.07 22:00sell1100.101.237600.000000.00000
2192009.04.07 22:00close1090.101.237600.000000.00000-4.369373.53
2202009.04.07 23:00buy1110.101.238080.000000.00000
2212009.04.07 23:00close1100.101.238080.000000.00000-3.889369.65
2222009.04.08 01:00sell1120.101.236210.000000.00000
2232009.04.08 01:00close1110.101.236210.000000.00000-15.229354.43
2242009.04.08 02:00buy1130.101.237640.000000.00000
2252009.04.08 02:00close1120.101.237640.000000.00000-11.559342.88
2262009.04.08 15:00sell1140.101.231750.000000.00000
2272009.04.08 15:00close1130.101.231750.000000.00000-47.829295.06
2282009.04.08 17:00buy1150.101.239040.000000.00000
2292009.04.08 17:00close1140.101.239040.000000.00000-58.849236.22
2302009.04.09 15:00sell1160.101.224030.000000.00000
2312009.04.09 15:00close1150.101.224030.000000.00000-122.919113.31
2322009.04.10 03:00buy1170.101.226470.000000.00000
2332009.04.10 03:00close1160.101.226470.000000.00000-19.939093.39
2342009.04.10 08:00sell1180.101.224650.000000.00000
2352009.04.10 08:00close1170.101.224650.000000.00000-14.869078.53
2362009.04.10 09:00buy1190.101.225860.000000.00000
2372009.04.10 09:00close1180.101.225860.000000.00000-9.879068.66
2382009.04.13 21:00sell1200.101.219440.000000.00000
2392009.04.13 21:00close1190.101.219440.000000.00000-52.749015.92
2402009.04.14 00:00buy1210.101.220990.000000.00000
2412009.04.14 00:00close1200.101.220990.000000.00000-12.739003.19
2422009.04.14 13:00sell1220.101.217120.000000.00000
2432009.04.14 13:00close1210.101.217120.000000.00000-31.808971.39
2442009.04.14 16:00buy1230.101.215630.000000.00000
2452009.04.14 16:00close1220.101.215630.000000.0000012.268983.65
2462009.04.14 18:00sell1240.101.209210.000000.00000
2472009.04.14 18:00close1230.101.209210.000000.00000-53.098930.56
2482009.04.14 21:00buy1250.101.213740.000000.00000
2492009.04.14 21:00close1240.101.213740.000000.00000-37.328893.24
2502009.04.14 22:00sell1260.101.213580.000000.00000
2512009.04.14 22:00close1250.101.213580.000000.00000-1.328891.92
2522009.04.14 23:00buy1270.101.216010.000000.00000
2532009.04.14 23:00close1260.101.216010.000000.00000-19.988871.94
2542009.04.15 18:00sell1280.101.203810.000000.00000
2552009.04.15 18:00close1270.101.203810.000000.00000-101.438770.51
2562009.04.16 08:00buy1290.101.206280.000000.00000
2572009.04.16 08:00close1280.101.206280.000000.00000-20.598749.91
2582009.04.16 09:00sell1300.101.206710.000000.00000
2592009.04.16 09:00close1290.101.206710.000000.000003.568753.47
2602009.04.16 10:00buy1310.101.207170.000000.00000
2612009.04.16 10:00close1300.101.207170.000000.00000-3.818749.66
2622009.04.21 18:00sell1320.101.235920.000000.00000
2632009.04.21 18:00close1310.101.235920.000000.00000232.348982.01
2642009.04.22 04:00buy1330.101.239190.000000.00000
2652009.04.22 04:00close1320.101.239190.000000.00000-26.438955.58
2662009.04.22 05:00sell1340.101.236860.000000.00000
2672009.04.22 05:00close1330.101.236860.000000.00000-18.848936.74
2682009.04.22 10:00buy1350.101.241440.000000.00000
2692009.04.22 10:00close1340.101.241440.000000.00000-36.898899.85
2702009.04.22 17:00sell1360.101.235800.000000.00000
2712009.04.22 17:00close1350.101.235800.000000.00000-45.648854.21
2722009.04.22 18:00buy1370.101.236770.000000.00000
2732009.04.22 18:00close1360.101.236770.000000.00000-7.848846.37
2742009.04.23 17:00sell1380.101.227350.000000.00000
2752009.04.23 17:00close1370.101.227350.000000.00000-77.038769.34
2762009.04.27 04:00buy1390.101.215090.000000.00000
2772009.04.27 04:00close1380.101.215090.000000.00000100.838870.17
2782009.04.29 06:00sell1400.101.213320.000000.00000
2792009.04.29 06:00close1390.101.213320.000000.00000-14.778855.39
2802009.04.29 07:00buy1410.101.215320.000000.00000
2812009.04.29 07:00close1400.101.215320.000000.00000-16.468838.93
2822009.04.29 08:00sell1420.101.212920.000000.00000
2832009.04.29 08:00close1410.101.212920.000000.00000-19.798819.14
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