Strategy Tester Report
TSD_v11_MT4_JB_OsMA_Daily
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=100; Stoploss=0; TrailingStop=60; Slippage=5; StopYear=2005; MM=0; Leverage=1; AcctSize=10000;
Bars in test6211Ticks modelled152607Modelling qualityn/a
Mismatched charts errors70
Initial deposit10000.00
Total net profit-4701.84Gross profit18003.09Gross loss-22704.93
Profit factor0.79Expected payoff-120.56
Absolute drawdown8128.70Maximal drawdown13088.12 (87.49%)Relative drawdown87.49% (13088.12)
Total trades39Short positions (won %)13 (30.77%)Long positions (won %)26 (69.23%)
Profit trades (% of total)22 (56.41%)Loss trades (% of total)17 (43.59%)
Largestprofit trade3974.11loss trade-2074.63
Averageprofit trade818.32loss trade-1335.58
Maximumconsecutive wins (profit in money)9 (1988.90)consecutive losses (loss in money)5 (-6711.52)
Maximalconsecutive profit (count of wins)5952.31 (2)consecutive loss (count of losses)-6711.52 (5)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12009.01.08 00:00sell stop11.001.177391.199911.17639
22009.01.08 22:02sell11.001.177391.199911.17639
32009.01.12 12:20s/l11.001.199911.199911.17639-1876.698123.31
42009.01.12 13:00sell stop21.001.178961.196811.17796
52009.01.13 00:00modify21.001.188091.219911.17796
62009.01.14 00:00modify21.001.215291.234161.17796
72009.01.14 02:16sell21.001.215291.234161.17796
82009.01.14 15:50s/l21.001.234161.234161.17796-1527.756595.56
92009.01.14 16:00sell stop31.001.215291.234161.21429
102009.01.16 00:00modify31.001.241081.267371.21429
112009.01.16 08:45sell31.001.241081.267371.21429
122009.01.20 14:50s/l31.001.267371.267371.21429-2074.634520.94
132009.01.22 00:00buy stop41.001.276551.254081.27755
142009.01.23 00:00modify41.001.273911.251551.27755
152009.01.26 00:00modify41.001.265021.226441.27755
162009.01.27 00:00modify41.001.238831.213941.27755
172009.01.28 00:00modify41.001.233161.214931.27755
182009.01.29 00:00modify41.001.230301.202341.27755
192009.01.30 01:00modify41.001.226591.210351.27755
202009.01.30 01:15buy41.001.226591.210351.27755
212009.03.02 00:00t/p41.001.277551.210351.277553974.118495.05
222009.03.05 00:00buy stop51.001.296591.271011.29759
232009.03.06 00:00modify51.001.291211.272941.29759
242009.03.09 00:00modify51.001.289561.276341.29759
252009.03.09 09:40buy51.001.289561.276341.29759
262009.03.09 13:40t/p51.001.297591.276341.29759618.049113.09
272009.03.11 00:00buy stop61.001.300011.272441.30101
282009.03.12 00:00modify61.001.290161.274991.30101
292009.03.12 00:50buy61.001.290161.274991.30101
302009.03.13 10:20s/l61.001.274991.274991.30101-1190.607922.49
312009.03.13 11:00buy stop71.001.295601.276571.29660
322009.03.16 00:00modify71.001.284251.262441.29660
332009.03.17 00:00modify71.001.278181.263391.29660
342009.03.18 00:00modify71.001.276511.267341.29660
352009.03.19 00:00modify71.001.275071.242991.29660
362009.03.20 00:00modify71.001.250221.218771.29660
372009.03.23 00:00delete71.001.250221.218771.29660
382009.03.26 00:00sell stop81.001.221771.235411.22077
392009.03.27 00:00modify81.001.223821.233541.22077
402009.03.30 00:00modify81.001.226471.244411.22077
412009.03.31 00:00modify81.001.238231.264741.22077
422009.04.01 00:00modify81.001.250051.265041.22077
432009.04.02 00:00modify81.001.257281.271341.22077
442009.04.02 02:40sell81.001.257281.271341.22077
452009.04.13 14:20t/p81.001.220771.271341.220772985.7410908.23
462009.04.17 00:00sell stop91.001.198061.214711.19706
472009.04.20 00:00modify91.001.207341.217681.19706
482009.04.21 00:00modify91.001.212141.239581.19706
492009.04.22 00:00modify91.001.232391.250461.19706
502009.04.23 00:00modify91.001.232611.247411.19706
512009.04.23 14:37sell91.001.232611.247411.19706
522009.04.30 04:50t/p91.001.197061.247411.197062966.5713874.80
532009.05.12 00:00sell stop101.001.147341.167291.14634
542009.05.13 00:00modify101.001.153921.169651.14634
552009.05.14 00:00modify101.001.155141.177551.14634
562009.05.15 00:00modify101.001.168271.178941.14634
572009.05.15 15:45sell101.001.168271.178941.14634
582009.05.15 19:45s/l101.001.178941.178941.14634-904.2812970.52
592009.05.15 20:00sell stop111.001.168271.178941.16727
602009.05.18 00:00delete111.001.168271.178941.16727
612009.05.19 00:00buy stop121.001.181381.160541.18238
622009.05.20 00:00modify121.001.166051.152121.18238
632009.05.21 00:00modify121.001.158341.136121.18238
642009.05.22 00:00modify121.001.148141.134611.18238
652009.05.25 00:00delete121.001.148141.134611.18238
662009.05.28 00:00sell stop131.001.109621.123591.10862
672009.05.29 00:00modify131.001.110531.125651.10862
682009.05.29 06:40sell131.001.110531.125651.10862
692009.05.29 07:50t/p131.001.108621.125651.10862172.3413142.86
702009.06.04 00:00sell stop141.001.079381.114371.07838
712009.06.05 00:00modify141.001.092661.115811.07838
722009.06.08 00:00delete141.001.092661.115811.07838
732009.06.10 00:00buy stop151.001.119401.097971.12040
742009.06.11 00:00modify151.001.116341.093941.12040
752009.06.12 00:00modify151.001.109131.094691.12040
762009.06.12 09:20buy151.001.109131.094691.12040
772009.06.12 13:15t/p151.001.120401.094691.120401005.6714148.53
782009.06.19 00:00buy stop161.001.136271.123111.13727
792009.06.19 16:20buy161.001.136271.123111.13727
802009.06.22 02:16t/p161.001.137271.123111.1372787.4114235.94
812009.06.29 00:00buy stop171.001.156281.144281.15728
822009.06.29 04:20buy171.001.156281.144281.15728
832009.06.29 04:50t/p171.001.157281.144281.1572886.3914322.33
842009.06.29 10:00buy stop181.001.156281.144281.15728
852009.06.29 10:20buy181.001.156281.144281.15728
862009.06.29 10:46t/p181.001.157281.144281.1572886.4114408.74
872009.06.29 12:00buy stop191.001.156281.144281.15728
882009.06.29 15:45buy191.001.156281.144281.15728
892009.06.29 15:50t/p191.001.157281.144281.1572886.3914495.13
902009.06.29 20:00buy stop201.001.156281.144281.15728
912009.06.29 20:10buy201.001.156281.144281.15728
922009.06.29 20:37t/p201.001.157281.144281.1572886.4014581.53
932009.07.02 00:00buy stop211.001.165361.143641.16636
942009.07.03 02:00modify211.001.163721.146971.16636
952009.07.03 17:50buy211.001.163721.146971.16636
962009.07.06 10:15t/p211.001.166361.146971.16636225.7414807.26
972009.07.07 00:00buy stop221.001.167991.158491.16899
982009.07.08 00:00modify221.001.167211.154151.16899
992009.07.08 01:45buy221.001.167211.154151.16899
1002009.07.08 18:45t/p221.001.168991.154151.16899152.1614959.42
1012009.07.10 00:00buy stop231.001.167631.154571.16863
1022009.07.10 14:20buy231.001.167631.154571.16863
1032009.07.13 17:46s/l231.001.154571.154571.16863-1133.0813826.34
1042009.07.14 00:00buy stop241.001.167011.150251.16801
1052009.07.15 00:00modify241.001.152911.132021.16801
1062009.07.16 00:00modify241.001.134731.111511.16801
1072009.07.17 00:00modify241.001.122431.112221.16801
1082009.07.20 00:00delete241.001.122431.112221.16801
1092009.07.30 00:00sell stop251.001.079701.093311.07870
1102009.07.31 00:00modify251.001.080311.091251.07870
1112009.07.31 04:50sell251.001.080311.091251.07870
1122009.07.31 07:20t/p251.001.078701.091251.07870149.3713975.71
1132009.08.05 00:00sell stop261.001.063021.076451.06202
1142009.08.06 00:00modify261.001.067711.078271.06202
1152009.08.06 09:50sell261.001.067711.078271.06202
1162009.08.06 18:20s/l261.001.078271.078271.06202-979.3312996.38
1172009.08.07 00:00sell stop271.001.067521.079761.06652
1182009.08.10 00:00modify271.001.075411.086431.06652
1192009.08.11 00:00modify271.001.079411.092791.06652
1202009.08.12 00:00modify271.001.086361.104541.06652
1212009.08.12 18:15sell271.001.086361.104541.06652
1222009.08.17 03:15s/l271.001.104541.104541.06652-1648.8711347.51
1232009.08.19 00:00buy stop281.001.110591.100101.11159
1242009.08.19 14:15buy281.001.110591.100101.11159
1252009.08.19 16:32s/l281.001.100101.100101.11159-953.8910393.62
1262009.08.19 17:00buy stop291.001.110591.100101.11159
1272009.08.21 00:00modify291.001.099441.086211.11159
1282009.08.24 00:00delete291.001.099441.086211.11159
1292009.08.26 00:00sell stop301.001.071761.086951.07076
1302009.08.27 00:00modify301.001.082861.099891.07076
1312009.08.28 00:00modify301.001.082981.101981.07076
1322009.08.28 12:50sell301.001.082981.101981.07076
1332009.08.31 13:05s/l301.001.101981.101981.07076-1724.618669.01
1342009.09.04 00:00buy stop311.001.107351.096611.10835
1352009.09.07 00:00modify311.001.103561.082231.10835
1362009.09.08 00:00modify311.001.086501.073941.10835
1372009.09.09 00:00modify311.001.082131.067181.10835
1382009.09.09 09:32buy311.001.082131.067181.10835
1392009.09.16 11:15s/l311.001.067181.067181.10835-1404.827264.19
1402009.09.16 12:00buy stop321.001.086951.071021.08795
1412009.09.17 00:00modify321.001.073441.064331.08795
1422009.09.18 00:00modify321.001.067441.058951.08795
1432009.09.18 03:10buy321.001.067441.058951.08795
1442009.09.24 16:20t/p321.001.087951.058951.087951880.299144.48
1452009.09.29 00:00buy stop331.001.099111.083131.10011
1462009.09.30 00:00modify331.001.092281.079181.10011
1472009.10.01 00:00modify331.001.085111.066981.10011
1482009.10.02 00:00modify331.001.084541.067091.10011
1492009.10.02 01:20buy331.001.084541.067091.10011
1502009.10.06 07:15s/l331.001.067091.067091.10011-1636.457508.03
1512009.10.06 08:00buy stop341.001.082061.069041.08306
1522009.10.07 00:00modify341.001.071191.054511.08306
1532009.10.08 00:00modify341.001.064781.052671.08306
1542009.10.09 00:00modify341.001.063021.050411.08306
1552009.10.12 00:00delete341.001.063021.050411.08306
1562009.10.16 00:00sell stop351.001.020461.037041.01946
1572009.10.19 00:00modify351.001.028691.043381.01946
1582009.10.19 19:20sell351.001.028691.043381.01946
1592009.10.20 16:10s/l351.001.043381.043381.01946-1407.116100.92
1602009.10.21 00:00sell stop361.001.026441.052541.02544
1612009.10.22 00:00modify361.001.037681.058221.02544
1622009.10.23 00:00modify361.001.041521.054341.02544
1632009.10.26 00:00delete361.001.041521.054341.02544
1642009.10.30 00:00buy stop371.001.082011.065351.08301
1652009.10.30 16:10buy371.001.082011.065351.08301
1662009.10.30 16:16t/p371.001.083011.065351.0830192.276193.19
1672009.10.30 17:00buy stop381.001.082011.065351.08301
1682009.10.30 18:20buy381.001.082011.065351.08301
1692009.10.30 21:15t/p381.001.083011.065351.0830192.286285.47
1702009.11.03 00:00buy stop391.001.085091.071691.08609
1712009.11.03 12:50buy391.001.085091.071691.08609
1722009.11.03 16:45s/l391.001.071691.071691.08609-1250.475035.00
1732009.11.03 17:00buy stop401.001.085091.071691.08609
1742009.11.05 00:00modify401.001.068371.059331.08609
1752009.11.05 08:07buy401.001.068371.059331.08609
1762009.11.09 15:05s/l401.001.059331.059331.08609-854.564180.44
1772009.11.10 00:00buy stop411.001.074601.054081.07560
1782009.11.11 00:00modify411.001.060621.048191.07560
1792009.11.12 00:00modify411.001.050231.043111.07560
1802009.11.12 13:10buy411.001.050231.043111.07560
1812009.11.16 16:20s/l411.001.043111.043111.07560-683.993496.46
1822009.11.18 00:00sell stop421.001.046341.061761.04534
1832009.11.18 12:20sell421.001.046341.061761.04534
1842009.11.19 09:10s/l421.001.061761.061761.04534-1453.812042.64
1852009.11.19 10:00sell stop431.001.044841.058151.04384
1862009.11.20 00:00modify431.001.054291.068791.04384
1872009.11.23 00:00delete431.001.054291.068791.04384
1882009.11.24 00:00buy stop441.001.070451.053811.07145
1892009.11.25 00:00modify441.001.064211.055801.07145
1902009.11.26 00:00modify441.001.058211.044611.07145
1912009.11.26 15:46buy441.001.058211.044611.07145
1922009.11.27 08:50t/p441.001.071451.044611.071451234.003276.64
1932009.12.01 00:00buy stop451.001.061181.053161.06218
1942009.12.02 00:00modify451.001.057741.040531.06218
1952009.12.03 01:00modify451.001.051411.043121.06218
1962009.12.03 06:59buy451.001.051411.043121.06218
1972009.12.07 09:40t/p451.001.062181.043121.062181012.484289.12
1982009.12.08 00:00buy stop461.001.064871.048121.06587
1992009.12.08 19:20buy461.001.064871.048121.06587
2002009.12.08 20:45t/p461.001.065871.048121.0658793.804382.92
2012009.12.08 22:00buy stop471.001.064871.048121.06587
2022009.12.09 00:15buy471.001.064871.048121.06587
2032009.12.09 00:37t/p471.001.065871.048121.0658793.814476.73
2042009.12.10 00:00buy stop481.001.065991.051371.06699
2052009.12.11 00:00modify481.001.058191.047761.06699
2062009.12.11 17:15buy481.001.058191.047761.06699
2072009.12.17 04:20t/p481.001.066991.047761.06699821.435298.16
2082009.12.21 00:00buy stop491.001.072421.062701.07342
2092009.12.22 00:00modify491.001.069731.053481.07342
2102009.12.23 00:00modify491.001.063311.054021.07342
2112009.12.24 00:00modify491.001.057651.046901.07342
2122009.12.28 00:00delete491.001.057651.046901.07342
2132009.12.31 00:00sell stop501.001.043401.057661.04240