Strategy Tester Report
stranniy sovetnik
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)
ParametersmTimeFrame=3; mPeriod=9; cRisk=10; lTakeProfit=10; sTakeProfit=10; lTrailingStop=30; sTrailingStop=30; cFRI=6; cSL_P=21; ÄÎÕÎÄ_ÏÈÏÑ=2; iTF_ôðàêòàëû=30; iTF_EMA=0; Slippage=4; Lots=0.1;
Bars in test6211Ticks modelled152607Modelling qualityn/a
Mismatched charts errors70
Initial deposit10000.00
Total net profit-5556.27Gross profit1134.05Gross loss-6690.32
Profit factor0.17Expected payoff-34.30
Absolute drawdown6477.60Maximal drawdown7613.21 (68.37%)Relative drawdown68.37% (7613.21)
Total trades162Short positions (won %)0 (0.00%)Long positions (won %)162 (98.15%)
Profit trades (% of total)159 (98.15%)Loss trades (% of total)3 (1.85%)
Largestprofit trade36.29loss trade-2230.11
Averageprofit trade7.13loss trade-2230.11
Maximumconsecutive wins (profit in money)159 (1134.05)consecutive losses (loss in money)3 (-6690.32)
Maximalconsecutive profit (count of wins)1134.05 (159)consecutive loss (count of losses)-6690.32 (3)
Averageconsecutive wins159consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12009.01.05 17:00buy10.101.187740.000000.00000
22009.01.05 17:00buy20.101.187740.000000.00000
32009.01.05 17:00buy30.101.187740.000000.00000
42009.01.05 17:10close10.101.188960.000000.0000010.2610010.26
52009.01.05 17:10close30.101.188960.000000.0000010.2610020.52
62009.01.05 17:12close20.101.188490.000000.000006.3110026.83
72009.01.05 17:15buy40.101.190920.000000.00000
82009.01.05 17:15buy50.101.190920.000000.00000
92009.01.05 17:15buy60.101.190920.000000.00000
102009.01.05 17:20close40.101.191800.000000.000007.3810034.21
112009.01.05 17:20close60.101.191800.000000.000007.3810041.59
122009.01.05 17:25close50.101.191330.000000.000003.4410045.03
132009.01.05 17:27buy70.101.190450.000000.00000
142009.01.05 17:27buy80.101.190450.000000.00000
152009.01.05 17:27buy90.101.190450.000000.00000
162009.01.05 17:40close70.101.191100.000000.000005.4610050.49
172009.01.05 17:40close90.101.191100.000000.000005.4610055.95
182009.01.05 17:45close80.101.192600.000000.0000018.0310073.98
192009.01.05 17:47buy100.101.192640.000000.00000
202009.01.05 17:47buy110.101.192640.000000.00000
212009.01.05 17:47buy120.101.192640.000000.00000
222009.01.05 17:50close100.101.194100.000000.0000012.2310086.21
232009.01.05 17:50close120.101.194100.000000.0000012.2310098.44
242009.01.05 17:52close110.101.193100.000000.000003.8610102.30
252009.01.05 17:55buy130.101.194140.000000.00000
262009.01.05 17:55buy140.101.194140.000000.00000
272009.01.05 17:55buy150.101.194140.000000.00000
282009.01.06 05:50close130.101.194780.000000.000005.3110107.61
292009.01.06 05:50close150.101.194780.000000.000005.3110112.92
302009.01.06 05:55close140.101.194480.000000.000002.8010115.72
312009.01.06 05:57buy160.101.194140.000000.00000
322009.01.06 05:57buy170.101.194140.000000.00000
332009.01.06 05:57buy180.101.194140.000000.00000
342009.01.06 06:03close160.101.195200.000000.000008.8710124.59
352009.01.06 06:03close180.101.195200.000000.000008.8710133.46
362009.01.06 06:06close170.101.194980.000000.000007.0310140.49
372009.01.06 06:10buy190.101.196410.000000.00000
382009.01.06 06:10buy200.101.196410.000000.00000
392009.01.06 06:10buy210.101.196410.000000.00000
402009.01.06 08:45close190.101.196750.000000.000002.8410143.33
412009.01.06 08:45close210.101.196750.000000.000002.8410146.17
422009.01.06 08:50close200.101.197850.000000.0000012.0210158.19
432009.01.06 08:52buy220.101.197650.000000.00000
442009.01.06 08:52buy230.101.197650.000000.00000
452009.01.06 08:52buy240.101.197650.000000.00000
462009.01.06 09:15close220.101.198380.000000.000006.0910164.28
472009.01.06 09:15close240.101.198380.000000.000006.0910170.37
482009.01.06 09:17close230.101.197940.000000.000002.4210172.79
492009.01.06 09:20buy250.101.200220.000000.00000
502009.01.06 09:20buy260.101.200220.000000.00000
512009.01.06 09:20buy270.101.200220.000000.00000
522009.01.08 08:45close250.101.200960.000000.000005.9610178.75
532009.01.08 08:45close270.101.200960.000000.000005.9610184.71
542009.01.08 08:50close260.101.203100.000000.0000023.7410208.44
552009.01.09 06:00buy280.101.185140.000000.00000
562009.01.09 06:00buy290.101.185140.000000.00000
572009.01.09 06:00buy300.101.185140.000000.00000
582009.01.09 06:46close280.101.185790.000000.000005.4810213.92
592009.01.09 06:46close300.101.185790.000000.000005.4810219.40
602009.01.09 06:53close290.101.185550.000000.000003.4610222.86
612009.01.09 06:56buy310.101.185380.000000.00000
622009.01.09 06:56buy320.101.185380.000000.00000
632009.01.09 06:56buy330.101.185380.000000.00000
642009.01.09 07:00close310.101.185790.000000.000003.4610226.32
652009.01.09 07:00close330.101.185790.000000.000003.4610229.78
662009.01.09 07:02close320.101.185700.000000.000002.7010232.48
672009.01.09 07:05buy340.101.186100.000000.00000
682009.01.09 07:05buy350.101.186100.000000.00000
692009.01.09 07:05buy360.101.186100.000000.00000
702009.01.09 09:40close340.101.186360.000000.000002.1910234.67
712009.01.09 09:40close360.101.186360.000000.000002.1910236.86
722009.01.09 09:45close350.101.187590.000000.0000012.5510249.41
732009.01.09 09:47buy370.101.187720.000000.00000
742009.01.09 09:47buy380.101.187720.000000.00000
752009.01.09 09:47buy390.101.187720.000000.00000
762009.01.09 09:50close370.101.188830.000000.000009.3410258.75
772009.01.09 09:50close390.101.188830.000000.000009.3410268.09
782009.01.09 09:52close380.101.188010.000000.000002.4410270.53
792009.01.09 09:55buy400.101.188960.000000.00000
802009.01.09 09:55buy410.101.188960.000000.00000
812009.01.09 09:55buy420.101.188960.000000.00000
822009.01.09 14:45close400.101.190190.000000.0000010.3310280.86
832009.01.09 14:45close420.101.190190.000000.0000010.3310291.19
842009.01.09 14:50close410.101.193290.000000.0000036.2910327.48
852009.01.09 14:52buy430.101.191760.000000.00000
862009.01.09 14:52buy440.101.191760.000000.00000
872009.01.09 14:52buy450.101.191760.000000.00000
882009.01.09 14:55close430.101.192260.000000.000004.1910331.67
892009.01.09 14:55close450.101.192260.000000.000004.1910335.86
902009.01.09 15:32close440.101.192190.000000.000003.6110339.47
912009.01.09 15:35buy460.101.192430.000000.00000
922009.01.09 15:35buy470.101.192430.000000.00000
932009.01.09 15:35buy480.101.192430.000000.00000
942009.01.09 16:00close460.101.192900.000000.000003.9410343.41
952009.01.09 16:00close480.101.192900.000000.000003.9410347.35
962009.01.09 16:10close470.101.193400.000000.000008.1310355.48
972009.01.09 16:12buy490.101.193460.000000.00000
982009.01.09 16:12buy500.101.193460.000000.00000
992009.01.09 16:12buy510.101.193460.000000.00000
1002009.01.09 16:15close490.101.194850.000000.0000011.6310367.11
1012009.01.09 16:15close510.101.194850.000000.0000011.6310378.74
1022009.01.09 16:17close500.101.194370.000000.000007.6210386.36
1032009.01.09 16:20buy520.101.196830.000000.00000
1042009.01.09 16:20buy530.101.196830.000000.00000
1052009.01.09 16:20buy540.101.196830.000000.00000
1062009.01.12 09:50close520.101.197600.000000.000006.3810392.74
1072009.01.12 09:50close540.101.197600.000000.000006.3810399.12
1082009.01.12 09:52close530.101.197220.000000.000003.2110402.33
1092009.01.19 02:00buy550.101.244510.000000.00000
1102009.01.19 02:00buy560.101.244510.000000.00000
1112009.01.19 02:00buy570.101.244510.000000.00000
1122009.01.19 08:10close550.101.245330.000000.000006.5810408.91
1132009.01.19 08:10close570.101.245330.000000.000006.5810415.49
1142009.01.19 08:13close560.101.244850.000000.000002.7310418.22
1152009.01.19 08:16buy580.101.247310.000000.00000
1162009.01.19 08:16buy590.101.247310.000000.00000
1172009.01.19 08:16buy600.101.247310.000000.00000
1182009.01.19 08:50close580.101.247750.000000.000003.5310421.75
1192009.01.19 08:50close600.101.247750.000000.000003.5310425.28
1202009.01.19 13:45close590.101.248390.000000.000008.6510433.93
1212009.01.19 13:47buy610.101.248570.000000.00000
1222009.01.19 13:47buy620.101.248570.000000.00000
1232009.01.19 13:47buy630.101.248570.000000.00000
1242009.01.19 13:50close610.101.249490.000000.000007.3610441.29
1252009.01.19 13:50close630.101.249490.000000.000007.3610448.65
1262009.01.19 13:55close620.101.249120.000000.000004.4010453.05
1272009.01.19 13:57buy640.101.248570.000000.00000
1282009.01.19 13:57buy650.101.248570.000000.00000
1292009.01.19 13:57buy660.101.248570.000000.00000
1302009.01.19 14:03close640.101.250340.000000.0000014.1610467.21
1312009.01.19 14:03close660.101.250340.000000.0000014.1610481.37
1322009.01.19 14:06close650.101.250030.000000.0000011.6810493.05
1332009.01.19 14:10buy670.101.251810.000000.00000
1342009.01.19 14:10buy680.101.251810.000000.00000
1352009.01.19 14:10buy690.101.251810.000000.00000
1362009.01.19 14:16close670.101.252190.000000.000003.0310496.08
1372009.01.19 14:16close690.101.252190.000000.000003.0310499.11
1382009.01.19 15:03close680.101.252670.000000.000006.8710505.98
1392009.01.19 15:06buy700.101.252600.000000.00000
1402009.01.19 15:06buy710.101.252600.000000.00000
1412009.01.19 15:06buy720.101.252600.000000.00000
1422009.01.19 15:10close700.101.254500.000000.0000015.1510521.13
1432009.01.19 15:10close720.101.254500.000000.0000015.1510536.28
1442009.01.19 15:13close710.101.253890.000000.0000010.2910546.57
1452009.01.19 15:16buy730.101.256860.000000.00000
1462009.01.19 15:16buy740.101.256860.000000.00000
1472009.01.19 15:16buy750.101.256860.000000.00000
1482009.01.20 01:50close730.101.257370.000000.000004.0110550.58
1492009.01.20 01:50close750.101.257370.000000.000004.0110554.59
1502009.01.20 02:00close740.101.257120.000000.000002.0210556.61
1512009.01.22 08:00buy760.101.258110.000000.00000
1522009.01.22 08:00buy770.101.258110.000000.00000
1532009.01.22 08:00buy780.101.258110.000000.00000
1542009.01.22 08:10close760.101.259520.000000.0000011.1910567.80
1552009.01.22 08:10close780.101.259520.000000.0000011.1910578.99
1562009.01.22 08:12close770.101.259050.000000.000007.4710586.46
1572009.01.22 09:00buy790.101.260270.000000.00000
1582009.01.22 09:00buy800.101.260270.000000.00000
1592009.01.22 09:00buy810.101.260270.000000.00000
1602009.01.22 09:15close790.101.260680.000000.000003.2510589.71
1612009.01.22 09:15close810.101.260680.000000.000003.2510592.96
1622009.01.22 09:20close800.101.261980.000000.0000013.5510606.51
1632009.01.22 09:22buy820.101.261650.000000.00000
1642009.01.22 09:22buy830.101.261650.000000.00000
1652009.01.22 09:22buy840.101.261650.000000.00000
1662009.01.22 14:10close820.101.264050.000000.0000018.9910625.50
1672009.01.22 14:10close840.101.264050.000000.0000018.9910644.49
1682009.01.22 14:12close830.101.263280.000000.0000012.9010657.39
1692009.01.22 14:15buy850.101.266890.000000.00000
1702009.01.22 14:15buy860.101.266890.000000.00000
1712009.01.22 14:15buy870.101.266890.000000.00000
1722009.01.22 14:20close850.101.268660.000000.0000013.9510671.34
1732009.01.22 14:20close870.101.268660.000000.0000013.9510685.29
1742009.01.22 14:25close860.101.267890.000000.000007.8910693.18
1752009.01.22 14:27buy880.101.266120.000000.00000
1762009.01.22 14:27buy890.101.266120.000000.00000
1772009.01.22 14:27buy900.101.266120.000000.00000
1782009.01.22 14:27close880.101.268300.000000.0000017.1910710.37
1792009.01.22 14:27close900.101.268300.000000.0000017.1910727.56
1802009.01.22 14:30close890.101.268310.000000.0000017.2710744.83
1812009.01.22 14:32buy910.101.268280.000000.00000
1822009.01.22 14:32buy920.101.268280.000000.00000
1832009.01.22 14:32buy930.101.268280.000000.00000
1842009.01.22 14:40close910.101.269680.000000.0000011.0310755.86
1852009.01.22 14:40close930.101.269680.000000.0000011.0310766.89
1862009.01.22 14:42close920.101.269200.000000.000007.2510774.14
1872009.01.22 14:45buy940.101.271680.000000.00000
1882009.01.22 14:45buy950.101.271680.000000.00000
1892009.01.22 14:45buy960.101.271680.000000.00000
1902009.01.22 14:50close940.101.272590.000000.000007.1510781.29
1912009.01.22 14:50close960.101.272590.000000.000007.1510788.44
1922009.01.22 14:55close950.101.272110.000000.000003.3810791.82
1932009.01.22 14:57buy970.101.271190.000000.00000
1942009.01.22 14:57buy980.101.271190.000000.00000
1952009.01.22 14:57buy990.101.271190.000000.00000
1962009.01.22 15:15close970.101.272620.000000.0000011.2410803.06
1972009.01.22 15:15close990.101.272620.000000.0000011.2410814.30
1982009.01.22 15:17close980.101.272190.000000.000007.8610822.16
1992009.01.22 15:20buy1000.101.274440.000000.00000
2002009.01.22 15:20buy1010.101.274440.000000.00000
2012009.01.22 15:20buy1020.101.274440.000000.00000
2022009.02.27 22:50close1000.101.275020.000000.000002.7410824.90
2032009.02.27 22:50close1020.101.275020.000000.000002.7410827.63
2042009.02.27 22:53close1010.101.274730.000000.000000.4610828.09
2052009.03.05 05:00buy1030.101.278130.000000.00000
2062009.03.05 05:00buy1040.101.278130.000000.00000
2072009.03.05 05:00buy1050.101.278130.000000.00000
2082009.03.05 08:07close1030.101.278410.000000.000002.1910830.28
2092009.03.05 08:07close1050.101.278410.000000.000002.1910832.47
2102009.03.05 10:15close1040.101.278660.000000.000004.1410836.61
2112009.03.05 10:17buy1060.101.279040.000000.00000
2122009.03.05 10:17buy1070.101.279040.000000.00000
2132009.03.05 10:17buy1080.101.279040.000000.00000
2142009.03.05 10:40close1060.101.279540.000000.000003.9110840.52
2152009.03.05 10:40close1080.101.279540.000000.000003.9110844.43
2162009.03.05 10:45close1070.101.280350.000000.0000010.2310854.66
2172009.03.05 10:47buy1090.101.280620.000000.00000
2182009.03.05 10:47buy1100.101.280620.000000.00000
2192009.03.05 10:47buy1110.101.280620.000000.00000
2202009.03.05 10:50close1090.101.281150.000000.000004.1410858.80
2212009.03.05 10:50close1110.101.281150.000000.000004.1410862.94
2222009.03.05 10:55close1100.101.280880.000000.000002.0310864.97
2232009.03.05 10:57buy1120.101.280620.000000.00000
2242009.03.05 10:57buy1130.101.280620.000000.00000
2252009.03.05 10:57buy1140.101.280620.000000.00000
2262009.03.05 10:59close1120.101.280950.000000.000002.5810867.55
2272009.03.05 10:59close1140.101.280950.000000.000002.5810870.13
2282009.03.05 11:00close1130.101.281000.000000.000002.9710873.10
2292009.03.05 11:02buy1150.101.281470.000000.00000
2302009.03.05 11:02buy1160.101.281470.000000.00000
2312009.03.05 11:02buy1170.101.281470.000000.00000
2322009.03.05 12:05close1150.101.281880.000000.000003.2010876.30
2332009.03.05 12:05close1170.101.281880.000000.000003.2010879.50
2342009.03.05 12:10close1160.101.282610.000000.000008.8910888.39
2352009.03.05 14:00buy1180.101.283810.000000.00000
2362009.03.05 14:00buy1190.101.283810.000000.00000
2372009.03.05 14:00buy1200.101.283810.000000.00000
2382009.03.05 14:10close1180.101.284650.000000.000006.5410894.93
2392009.03.05 14:10close1200.101.284650.000000.000006.5410901.47
2402009.03.05 14:12close1190.101.284360.000000.000004.2810905.75
2412009.03.05 14:15buy1210.101.286080.000000.00000
2422009.03.05 14:15buy1220.101.286080.000000.00000
2432009.03.05 14:15buy1230.101.286080.000000.00000
2442009.03.05 14:20close1210.101.286430.000000.000002.7210908.47
2452009.03.05 14:20close1230.101.286430.000000.000002.7210911.19
2462009.03.05 14:40close1220.101.286870.000000.000006.1410917.33
2472009.03.05 14:42buy1240.101.287130.000000.00000
2482009.03.05 14:42buy1250.101.287130.000000.00000
2492009.03.05 14:42buy1260.101.287130.000000.00000
2502009.03.05 14:45close1240.101.287730.000000.000004.6610921.99
2512009.03.05 14:45close1260.101.287730.000000.000004.6610926.65
2522009.03.05 14:47close1250.101.287440.000000.000002.4110929.06
2532009.03.05 14:50buy1270.101.289120.000000.00000
2542009.03.05 14:50buy1280.101.289120.000000.00000
2552009.03.05 14:50buy1290.101.289120.000000.00000
2562009.03.05 17:20close1270.101.289700.000000.000004.5010933.56
2572009.03.05 17:20close1290.101.289700.000000.000004.5010938.06
2582009.03.05 17:32close1280.101.289480.000000.000002.7910940.85
2592009.03.05 17:35buy1300.101.289730.000000.00000
2602009.03.05 17:35buy1310.101.289730.000000.00000
2612009.03.05 17:35buy1320.101.289730.000000.00000
2622009.03.05 20:20close1300.101.291060.000000.0000010.3010951.15
2632009.03.05 20:20close1320.101.291060.000000.0000010.3010961.45
2642009.03.05 20:22close1310.101.290270.000000.000004.1910965.64
2652009.03.05 20:25buy1330.101.291200.000000.00000
2662009.03.05 20:25buy1340.101.291200.000000.00000
2672009.03.05 20:25buy1350.101.291200.000000.00000
2682009.03.09 10:20close1330.101.291650.000000.000003.3810969.02
2692009.03.09 10:20close1350.101.291650.000000.000003.3810972.40
2702009.03.09 11:20close1340.101.291550.000000.000002.6110975.01
2712009.03.10 21:00buy1360.101.285570.000000.00000
2722009.03.10 21:00buy1370.101.285570.000000.00000
2732009.03.10 21:00buy1380.101.285570.000000.00000
2742009.03.11 05:15close1360.101.286360.000000.000006.0910981.10
2752009.03.11 05:15close1380.101.286360.000000.000006.0910987.19
2762009.03.11 05:17close1370.101.286140.000000.000004.3810991.56
2772009.03.11 05:20buy1390.101.287570.000000.00000
2782009.03.11 05:20buy1400.101.287570.000000.00000
2792009.03.11 05:20buy1410.101.287570.000000.00000
2802009.03.11 18:15close1390.101.288420.000000.000006.6010998.16
2812009.03.11 18:15close1410.101.288420.000000.000006.6011004.76
2822009.03.11 18:17close1400.101.288060.000000.000003.8011008.56
2832009.03.11 18:20buy1420.101.290060.000000.00000
2842009.03.11 18:20buy1430.101.290060.000000.00000
2852009.03.11 18:20buy1440.101.290060.000000.00000
2862009.03.12 07:20close1420.101.291110.000000.000007.9811016.54
2872009.03.12 07:20close1440.101.291110.000000.000007.9811024.52
2882009.03.12 07:22close1430.101.290530.000000.000003.4911028.01
2892009.03.13 09:00buy1450.101.280340.000000.00000
2902009.03.13 09:00buy1460.101.280340.000000.00000
2912009.03.13 09:00buy1470.101.280340.000000.00000
2922009.03.13 12:15close1450.101.281220.000000.000006.8711034.88
2932009.03.13 12:15close1470.101.281220.000000.000006.8711041.75
2942009.03.13 12:17close1460.101.280820.000000.000003.7511045.50
2952009.03.13 13:30buy1480.101.276040.000000.00000
2962009.03.13 13:30buy1490.101.276040.000000.00000
2972009.03.13 13:30buy1500.101.276040.000000.00000
2982009.03.13 17:50close1480.101.276630.000000.000004.6211050.12
2992009.03.13 17:50close1500.101.276630.000000.000004.6211054.74
3002009.03.13 17:59close1490.101.276430.000000.000003.0611057.80
3012009.03.13 19:00buy1510.101.274090.000000.00000
3022009.03.13 19:00buy1520.101.274090.000000.00000
3032009.03.13 19:00buy1530.101.274090.000000.00000
3042009.03.13 19:15close1510.101.274720.000000.000004.9411062.74
3052009.03.13 19:15close1530.101.274720.000000.000004.9411067.68
3062009.03.13 19:20close1520.101.275860.000000.0000013.8711081.55
3072009.03.13 19:22buy1540.101.275640.000000.00000
3082009.03.13 19:22buy1550.101.275640.000000.00000
3092009.03.13 19:22buy1560.101.275640.000000.00000
3102009.03.13 19:37close1540.101.276100.000000.000003.6011085.15
3112009.03.13 19:37close1560.101.276100.000000.000003.6011088.75
3122009.03.13 20:02close1550.101.275920.000000.000002.1911090.94
3132009.03.13 20:05buy1570.101.276240.000000.00000
3142009.03.13 20:05buy1580.101.276240.000000.00000
3152009.03.13 20:05buy1590.101.276240.000000.00000
3162009.03.16 00:00close1570.101.278150.000000.0000014.8911105.83
3172009.03.16 00:00close1590.101.278150.000000.0000014.8911120.72
3182009.03.16 00:02close1580.101.277950.000000.0000013.3311134.05
3192009.03.16 00:05buy1600.101.278280.000000.00000
3202009.03.16 00:05buy1610.101.278280.000000.00000
3212009.03.16 00:05buy1620.101.278280.000000.00000
3222009.12.31 18:57close at stop1620.101.046450.000000.00000-2230.118903.94
3232009.12.31 18:57close at stop1610.101.046450.000000.00000-2230.116673.84
3242009.12.31 18:57close at stop1600.101.046450.000000.00000-2230.114443.73