Strategy Tester Report
Lag-V1
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)
ParametersMaximumRisk=0.01; DecreaseFactor=3; OrderPeriod=300; StopL=1000; Ga=0.9; UpLine=0.95; MiddleLine=0.5; DownLine=0.05; prevbars=0;
Bars in test6211Ticks modelled152607Modelling qualityn/a
Mismatched charts errors70
Initial deposit10000.00
Total net profit-9013.59Gross profit5756.87Gross loss-14770.46
Profit factor0.39Expected payoff-65.79
Absolute drawdown9013.59Maximal drawdown14463.53 (93.62%)Relative drawdown93.62% (14463.53)
Total trades137Short positions (won %)85 (78.82%)Long positions (won %)52 (100.00%)
Profit trades (% of total)119 (86.86%)Loss trades (% of total)18 (13.14%)
Largestprofit trade326.40loss trade-837.40
Averageprofit trade48.38loss trade-820.58
Maximumconsecutive wins (profit in money)105 (5356.51)consecutive losses (loss in money)9 (-7407.72)
Maximalconsecutive profit (count of wins)5356.51 (105)consecutive loss (count of losses)-7407.72 (9)
Averageconsecutive wins40consecutive losses6
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12009.01.05 23:32buy11.001.192981.182980.00000
22009.01.05 23:37buy21.001.193121.183120.00000
32009.01.06 00:07buy31.001.191971.181970.00000
42009.01.06 01:32buy41.001.191861.181860.00000
52009.01.06 01:37buy51.001.191971.181970.00000
62009.01.06 02:00buy61.001.190941.180940.00000
72009.01.06 02:06buy71.001.191391.181390.00000
82009.01.06 02:10close61.001.190961.180940.000001.6810001.68
92009.01.06 02:13buy81.001.191741.181740.00000
102009.01.06 02:20buy91.001.191961.181960.00000
112009.01.06 02:26buy101.001.191741.181740.00000
122009.01.06 02:33buy111.001.191631.181630.00000
132009.01.06 02:40buy121.001.191571.181570.00000
142009.01.06 02:46buy131.001.191801.181800.00000
152009.01.06 02:53buy141.001.191961.181960.00000
162009.01.06 02:59buy151.001.192191.182190.00000
172009.01.06 03:02close71.001.191651.181390.0000021.8210023.50
182009.01.06 03:07close81.001.191751.181740.000000.8410024.34
192009.01.06 03:59close41.001.191931.181860.000005.8710030.21
202009.01.06 04:00close31.001.192081.181970.000009.2310039.44
212009.01.06 04:02close51.001.192601.181970.0000052.8310092.27
222009.01.06 04:05close91.001.192511.181960.0000046.1210138.39
232009.01.06 04:07close101.001.192701.181740.0000080.4910218.88
242009.01.06 04:10close111.001.192311.181630.0000057.0310275.91
252009.01.06 04:12close121.001.192411.181570.0000070.4510346.36
262009.01.06 04:15close131.001.192021.181800.0000018.4610364.82
272009.01.06 04:17close141.001.192121.181960.0000013.4210378.24
282009.01.06 05:40close11.001.193011.182980.000001.5910379.83
292009.01.06 05:42close151.001.192711.182190.0000043.6010423.43
302009.01.06 05:45close21.001.193891.183120.0000063.5810487.00
312009.01.06 10:10sell161.001.193901.203900.00000
322009.01.06 10:16close161.001.192991.203900.0000076.2810563.28
332009.01.06 10:20sell171.001.193001.203000.00000
342009.01.06 10:26sell181.001.193901.203900.00000
352009.01.06 10:26close181.001.193741.203900.0000013.4010576.68
362009.01.06 10:30sell191.001.192831.202830.00000
372009.01.06 10:35sell201.001.192511.202510.00000
382009.01.06 10:40close171.001.192611.203000.0000032.7010609.38
392009.01.06 10:42sell211.001.192111.202110.00000
402009.01.06 10:45close191.001.191421.202830.00000118.3510727.73
412009.01.06 10:47close201.001.191821.202510.0000057.8910785.62
422009.01.06 10:50close211.001.189841.202110.00000190.7810976.40
432009.01.06 10:52sell221.001.189741.199740.00000
442009.01.06 10:57sell231.001.190531.200530.00000
452009.01.06 10:59close231.001.190491.200530.000003.3610979.76
462009.01.06 11:10close221.001.188991.199740.0000063.0811042.84
472009.01.06 15:00buy241.001.185911.175910.00000
482009.01.06 15:05buy251.001.185051.175050.00000
492009.01.06 15:07close251.001.185351.175050.0000025.3111068.15
502009.01.06 15:10buy261.001.183871.173870.00000
512009.01.06 16:00buy271.001.176921.166920.00000
522009.01.06 16:03close271.001.178271.166920.00000114.5711182.72
532009.01.06 16:06buy281.001.178711.168710.00000
542009.01.06 16:10close281.001.179611.168710.0000076.3011259.02
552009.01.06 16:13buy291.001.180051.170050.00000
562009.01.06 16:16close291.001.180951.170050.0000076.2111335.23
572009.01.06 16:20buy301.001.180951.170950.00000
582009.01.06 16:26buy311.001.180051.170050.00000
592009.01.06 16:26close311.001.180181.170050.0000011.0211346.25
602009.01.06 16:30buy321.001.181091.171090.00000
612009.01.06 16:32close261.001.184321.173870.0000038.0011384.25
622009.01.06 16:35close301.001.183701.170950.00000232.3211616.57
632009.01.06 16:37close321.001.184951.171090.00000325.7511942.32
642009.01.06 16:40buy331.001.183331.173330.00000
652009.01.06 16:45buy341.001.181451.171450.00000
662009.01.06 16:50buy351.001.178941.168940.00000
672009.01.06 16:52close351.001.179301.168940.0000030.5311972.85
682009.01.06 16:55buy361.001.179571.169570.00000
692009.01.06 16:57close361.001.180561.169570.0000083.8612056.71
702009.01.06 16:59buy371.001.179471.169470.00000
712009.01.06 17:05close371.001.180051.169470.0000049.1512105.86
722009.01.06 17:10close341.001.182241.171450.0000066.8212172.68
732009.01.06 17:15close331.001.184421.173330.0000092.0312264.71
742009.01.06 17:20close241.001.186601.175910.0000058.1512322.86
752009.01.06 19:15buy381.001.184031.174030.00000
762009.01.06 19:20close381.001.184401.174030.0000031.2412354.10
772009.01.06 19:22buy391.001.184451.174450.00000
782009.01.06 19:32buy401.001.184651.174650.00000
792009.01.06 19:37buy411.001.184841.174840.00000
802009.01.06 19:42buy421.001.184271.174270.00000
812009.01.06 20:00buy431.001.184541.174540.00000
822009.01.06 20:06buy441.001.183741.173740.00000
832009.01.06 20:33buy451.001.184381.174380.00000
842009.01.06 20:40close441.001.183901.173740.0000013.5112367.61
852009.01.06 20:43buy461.001.183151.173150.00000
862009.01.06 21:20close461.001.183301.173150.0000012.6812380.29
872009.01.06 21:22buy471.001.183371.173370.00000
882009.01.06 21:27buy481.001.183691.173690.00000
892009.01.06 21:35buy491.001.183951.173950.00000
902009.01.06 21:37close471.001.183501.173370.0000010.9812391.27
912009.01.06 21:40buy501.001.183521.173520.00000
922009.01.06 21:47buy511.001.183081.173080.00000
932009.01.06 21:59buy521.001.183491.173490.00000
942009.01.06 22:10close511.001.183461.173080.0000032.1112423.38
952009.01.06 22:15close421.001.184281.174270.000000.8412424.22
962009.01.06 22:17close481.001.184011.173690.0000027.0312451.25
972009.01.06 22:20close391.001.185101.174450.0000054.8512506.10
982009.01.06 22:22close431.001.184551.174540.000000.8412506.94
992009.01.06 22:25close401.001.184831.174650.0000015.1912522.13
1002009.01.06 22:27close491.001.184011.173950.000005.0712527.20
1012009.01.06 22:27close501.001.184101.173520.0000048.9812576.18
1022009.01.06 22:30close521.001.184201.173490.0000059.9612636.14
1032009.01.06 22:32close411.001.185651.174840.0000068.3212704.46
1042009.01.06 22:35close451.001.185391.174380.0000085.2012789.66
1052009.01.07 04:15sell531.001.183701.193700.00000
1062009.01.07 04:20close531.001.183391.193700.0000026.2012815.86
1072009.01.07 04:22sell541.001.183101.193100.00000
1082009.01.07 04:27sell551.001.183701.193700.00000
1092009.01.07 04:32sell561.001.183021.193020.00000
1102009.01.07 04:37close551.001.183691.193700.000000.8412816.70
1112009.01.07 04:40sell571.001.183891.193890.00000
1122009.01.07 04:59sell581.001.183401.193400.00000
1132009.01.07 05:15close571.001.183791.193890.000008.4512825.15
1142009.01.07 05:20close581.001.183391.193400.000000.8512826.00
1152009.01.07 08:45close541.001.183011.193100.000007.6112833.61
1162009.01.07 08:50close561.001.181991.193020.0000087.1412920.75
1172009.01.07 21:02sell591.001.196091.206090.00000
1182009.01.07 21:07sell601.001.195701.205700.00000
1192009.01.07 21:45sell611.001.195681.205680.00000
1202009.01.07 21:50close591.001.195591.206090.0000041.8212962.57
1212009.01.07 21:52sell621.001.195191.205190.00000
1222009.01.07 21:57sell631.001.195681.205680.00000
1232009.01.07 22:10close601.001.195421.205700.0000023.4212985.99
1242009.01.07 22:15close611.001.193861.205680.00000152.4513138.44
1252009.01.07 22:17close621.001.194381.205190.0000067.8213206.26
1262009.01.07 22:20close631.001.191791.205680.00000326.4013532.66
1272009.01.08 05:15sell641.001.196381.206380.00000
1282009.01.08 05:20close641.001.196341.206380.000003.3413536.00
1292009.01.08 05:22sell651.001.195911.205910.00000
1302009.01.08 05:27sell661.001.196381.206380.00000
1312009.01.08 05:45sell671.001.196121.206120.00000
1322009.01.08 05:50close661.001.196161.206380.0000018.3913554.39
1332009.01.08 05:52sell681.001.195691.205690.00000
1342009.01.08 05:57sell691.001.196121.206120.00000
1352009.01.08 06:02close651.001.194901.205910.0000084.5313638.92
1362009.01.08 06:05close671.001.195181.206120.0000078.6513717.57
1372009.01.08 06:07close681.001.194621.205690.0000089.5713807.14
1382009.01.08 06:10close691.001.196021.206120.000008.3613815.50
1392009.01.08 12:50sell701.001.200221.210220.00000
1402009.01.08 13:15sell711.001.200831.210830.00000
1412009.01.08 13:20close701.001.200021.210220.0000016.6713832.17
1422009.01.08 13:22sell721.001.199981.209980.00000
1432009.01.08 13:25close711.001.200441.210830.0000032.4913864.66
1442009.01.08 13:27sell731.001.200831.210830.00000
1452009.01.08 13:27close731.001.200441.210830.0000032.4913897.15
1462009.01.08 13:30sell741.001.199371.209370.00000
1472009.01.08 13:35sell751.001.199511.209510.00000
1482009.01.08 13:40close721.001.199501.209980.0000040.0213937.17
1492009.01.08 13:42sell761.001.199061.209060.00000
1502009.01.08 13:45close741.001.198161.209370.00000100.9914038.16
1512009.01.08 13:47close751.001.198611.209510.0000075.0914113.25
1522009.01.08 13:50close761.001.196371.209060.00000224.8514338.10
1532009.01.08 13:52sell771.001.196371.206370.00000
1542009.01.08 13:57sell781.001.197271.207270.00000
1552009.01.08 14:20close781.001.197101.207270.0000014.2014352.30
1562009.01.08 14:45close771.001.195641.206370.0000061.0614413.36
1572009.01.09 00:50buy791.001.183311.173310.00000
1582009.01.09 01:10buy801.001.182521.172520.00000
1592009.01.09 01:15buy811.001.183011.173010.00000
1602009.01.09 01:20close801.001.182621.172520.000008.4614421.82
1612009.01.09 01:22buy821.001.183181.173180.00000
1622009.01.09 01:27buy831.001.182851.172850.00000
1632009.01.09 01:32buy841.001.183351.173350.00000
1642009.01.09 01:37buy851.001.183191.173190.00000
1652009.01.09 01:40close811.001.183081.173010.000005.9214427.74
1662009.01.09 01:42close831.001.182931.172850.000006.7614434.50
1672009.01.09 01:45close791.001.183551.173310.0000020.2814454.78
1682009.01.09 01:47close821.001.183391.173180.0000017.7514472.53
1692009.01.09 01:50close841.001.184021.173350.0000056.5914529.12
1702009.01.09 01:52close851.001.183711.173190.0000043.9314573.05
1712009.01.09 01:55buy861.001.184751.174750.00000
1722009.01.09 02:50close861.001.184921.174750.0000014.3514587.40
1732009.01.09 08:20sell871.001.183741.193740.00000
1742009.01.09 08:25sell881.001.183921.193920.00000
1752009.01.09 08:30sell891.001.184051.194050.00000
1762009.01.09 08:36sell901.001.183401.193400.00000
1772009.01.09 08:40close881.001.183891.193920.000002.5314589.93
1782009.01.09 08:43sell911.001.184001.194000.00000
1792009.01.09 09:10sell921.001.184481.194480.00000
1802009.01.09 09:15sell931.001.183861.193860.00000
1812009.01.09 09:20close891.001.183941.194050.000009.2914599.22
1822009.01.09 09:22close921.001.184351.194480.0000010.9814610.20
1832009.01.09 09:25sell941.001.183251.193250.00000
1842009.01.09 09:37sell951.001.184301.194300.00000
1852009.01.09 10:16sell961.001.183781.193780.00000
1862009.01.09 10:23sell971.001.184201.194200.00000
1872009.01.09 10:30sell981.001.184761.194760.00000
1882009.01.09 10:32close911.001.183801.194000.0000016.8914627.09
1892009.01.09 10:35close951.001.184241.194300.000005.0714632.16
1902009.01.09 10:37close871.001.183361.193740.0000032.1114664.27
1912009.01.09 10:40sell991.001.184671.194670.00000
1922009.01.09 11:00sell1001.001.184751.194750.00000
1932009.01.09 11:05sell1011.001.184171.194170.00000
1942009.01.09 11:10close981.001.184431.194760.0000027.8614692.13
1952009.01.09 11:12close1001.001.184741.194750.000000.8414692.97
1962009.01.09 11:15close931.001.183481.193860.0000032.1114725.08
1972009.01.09 11:17close971.001.183801.194200.0000033.7914758.87
1982009.01.09 11:20close901.001.182221.193400.0000099.8114858.68
1992009.01.09 11:22close941.001.182851.193250.0000033.8214892.50
2002009.01.09 11:25close961.001.182541.193780.00000104.8614997.36
2012009.01.09 11:27close991.001.183481.194670.00000100.5515097.91
2022009.01.09 11:27close1011.001.182731.194170.00000121.7515219.66
2032009.01.09 11:30sell1021.001.181971.191970.00000
2042009.01.09 11:35sell1031.001.182341.192340.00000
2052009.01.09 11:40sell1041.001.183211.193210.00000
2062009.01.09 11:45sell1051.001.184081.194080.00000
2072009.01.09 11:50sell1061.001.184951.194950.00000
2082009.01.09 11:55sell1071.001.184661.194660.00000
2092009.01.09 11:57close1061.001.184681.194950.0000022.7915242.45
2102009.01.09 11:59close1051.001.183911.194080.0000014.3615256.81
2112009.01.09 12:00close1071.001.183891.194660.0000065.0415321.85
2122009.01.09 14:37close1041.001.182801.193210.0000034.6615356.51
2132009.01.09 14:50s/l1021.001.191971.191970.00000-837.4014519.11
2142009.01.09 14:50s/l1031.001.192341.192340.00000-837.4013681.71
2152009.01.12 10:10sell1081.001.196651.206650.00000
2162009.01.12 10:15sell1091.001.195901.205900.00000
2172009.01.12 10:20close1081.001.195791.206650.0000071.9213753.63
2182009.01.12 10:22sell1101.001.195401.205400.00000
2192009.01.12 10:27sell1111.001.195901.205900.00000
2202009.01.12 10:30close1091.001.195841.205900.000005.0213758.65
2212009.01.12 10:32sell1121.001.195011.205010.00000
2222009.01.12 10:37close1111.001.195681.205900.0000018.4013777.05
2232009.01.12 10:40sell1131.001.195871.205870.00000
2242009.01.12 10:45sell1141.001.196521.206520.00000
2252009.01.12 10:52sell1151.001.196741.206740.00000
2262009.01.12 10:57sell1161.001.196301.206300.00000
2272009.01.12 10:59close1141.001.196511.206520.000000.8413777.89
2282009.01.12 11:00close1151.001.196331.206740.0000034.2713812.16
2292009.01.12 11:02close1161.001.195991.206300.0000025.9213838.08
2302009.01.12 11:07close1131.001.195781.205870.000007.5313845.61
2312009.01.12 11:45close1101.001.194311.205400.0000091.2713936.88
2322009.01.12 11:47close1121.001.194971.205010.000003.3513940.23
2332009.01.12 12:00sell1171.001.193921.203920.00000
2342009.01.12 12:07close1171.001.193911.203920.000000.8413941.07
2352009.01.12 14:50sell1181.001.193501.203500.00000
2362009.01.12 14:55sell1191.001.193941.203940.00000
2372009.01.12 16:15s/l1181.001.203501.203500.00000-830.1913110.88
2382009.01.12 16:15s/l1191.001.203941.203940.00000-830.1912280.69
2392009.01.12 17:00sell1201.001.203951.213950.00000
2402009.01.12 17:05sell1211.001.204641.214640.00000
2412009.01.12 17:10sell1221.001.205961.215960.00000
2422009.01.12 18:00sell1231.001.207611.217610.00000
2432009.01.12 18:05sell1241.001.208231.218230.00000
2442009.01.12 18:10sell1251.001.209401.219400.00000
2452009.01.12 18:50sell1261.001.209451.219450.00000
2462009.01.12 19:15s/l1201.001.213951.213950.00000-822.9211457.77
2472009.01.12 19:15s/l1211.001.214641.214640.00000-822.9210634.85
2482009.01.12 19:20s/l1221.001.215961.215960.00000-821.869812.99
2492009.01.12 20:50s/l1231.001.217611.217610.00000-821.038991.96
2502009.01.12 22:45s/l1241.001.218231.218230.00000-820.138171.83
2512009.01.12 22:50s/l1251.001.219401.219400.00000-819.247352.59
2522009.01.12 22:50s/l1261.001.219451.219450.00000-819.246533.35
2532009.01.13 09:20sell1271.001.219001.229000.00000
2542009.01.13 09:25sell1281.001.219401.229400.00000
2552009.01.13 10:20sell1291.001.219971.229970.00000
2562009.01.13 10:45sell1301.001.220251.230250.00000
2572009.01.13 10:50close1291.001.219631.229970.0000027.886561.23
2582009.01.13 10:52sell1311.001.219491.229490.00000
2592009.01.13 10:55close1301.001.220011.230250.0000019.676580.90
2602009.01.13 10:57sell1321.001.220251.230250.00000
2612009.01.13 11:20close1321.001.219621.230250.0000051.666632.56
2622009.01.13 12:15sell1331.001.220781.230780.00000
2632009.01.13 12:20close1331.001.220271.230780.0000041.796674.35
2642009.01.13 12:22sell1341.001.220081.230080.00000
2652009.01.13 12:27sell1351.001.220781.230780.00000
2662009.01.13 12:32sell1361.001.221011.231010.00000
2672009.01.13 12:37sell1371.001.220701.230700.00000
2682009.01.13 13:40s/l1271.001.229001.229000.00000-813.275861.08
2692009.01.13 13:40s/l1281.001.229401.229400.00000-813.275047.81
2702009.01.13 13:40s/l1311.001.229491.229490.00000-813.274234.54
2712009.01.13 13:46s/l1341.001.230081.230080.00000-812.043422.50
2722009.01.13 13:46s/l1351.001.230781.230780.00000-812.032610.47
2732009.01.13 13:46s/l1361.001.231011.231010.00000-812.031798.44
2742009.01.13 13:46s/l1371.001.230701.230700.00000-812.03986.41