Strategy Tester Report
AlpariUK-Demo (Build 225)

SymbolUSDJPY (US Dollar vs Japanese Yen)
Period1 Hour (H1) 2009.11.03 02:00 - 2009.11.30 00:00 (2009.11.01 - 2009.11.30)
ModelControl points (a very crude method, the results must not be considered)
ParametersTakeProfit=50; Lots=0.1; StopLoss=50; TralingStop=35; FirstStop=24; ten_sen=9; kij_sen=26; sen_span_b=52; mail_users="""; FreeMargin=500; MathLots=300;
Bars in test551Ticks modelled11401Modelling qualityn/a
Mismatched charts errors4
Initial deposit10000.00
Total net profit-3272.50Gross profit4983.75Gross loss-8256.25
Profit factor0.60Expected payoff-38.05
Absolute drawdown3394.73Maximal drawdown4543.44 (40.75%)Relative drawdown40.75% (4543.44)
Total trades86Short positions (won %)58 (29.31%)Long positions (won %)28 (35.71%)
Profit trades (% of total)27 (31.40%)Loss trades (% of total)59 (68.60%)
Largestprofit trade508.80loss trade-205.18
Averageprofit trade184.58loss trade-139.94
Maximumconsecutive wins (profit in money)2 (687.42)consecutive losses (loss in money)9 (-1222.34)
Maximalconsecutive profit (count of wins)687.42 (2)consecutive loss (count of losses)-1222.34 (9)
Averageconsecutive wins1consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12009.11.03 16:10sell13.3090.47990.52990.429
22009.11.03 16:15t/p13.3090.42990.52990.429182.4710182.47
32009.11.03 16:15sell23.4090.40690.45690.356
42009.11.03 16:20t/p23.4090.35690.45690.356188.2010370.67
52009.11.03 16:20sell33.5090.30990.35990.259
62009.11.03 16:22s/l33.5090.35990.35990.259-193.6310177.04
72009.11.03 16:22sell43.4090.35890.40890.308
82009.11.03 16:25modify43.4090.35890.38890.303
92009.11.03 16:27s/l43.4090.38890.38890.303-112.8010064.24
102009.11.03 16:27sell53.4090.40690.45690.356
112009.11.03 16:27t/p53.4090.35690.45690.356188.1610252.40
122009.11.03 16:27sell63.4090.32790.37790.277
132009.11.03 16:32s/l63.4090.37790.37790.277-187.9810064.42
142009.11.03 16:32sell73.4090.41290.46290.362
152009.11.03 16:35modify73.4090.41290.45790.372
162009.11.03 16:40modify73.4090.41290.43790.352
172009.11.03 16:45modify73.4090.41290.40890.323
182009.11.03 16:50modify73.4090.41290.36890.283
192009.11.03 16:57s/l73.4090.36890.36890.283165.5410229.96
202009.11.03 16:57sell83.4090.35390.40390.303
212009.11.03 16:59modify83.4090.35390.38190.296
222009.11.03 17:00modify83.4090.35390.38090.295
232009.11.03 17:05modify83.4090.35390.37390.288
242009.11.03 17:10modify83.4090.35390.34590.260
252009.11.03 17:15modify83.4090.35390.30390.218
262009.11.03 17:20t/p83.4090.21890.30390.218508.8010738.76
272009.11.04 07:50buy93.6090.51790.46790.567
282009.11.04 07:57s/l93.6090.46790.46790.567-199.0110539.75
292009.11.04 08:10buy103.5090.51490.46490.564
302009.11.04 08:15modify103.5090.51490.51190.596
312009.11.04 08:20t/p103.5090.59690.51190.596316.7810856.53
322009.11.04 08:20buy113.6090.61890.56890.668
332009.11.04 08:22s/l113.6090.56890.56890.668-198.7510657.78
342009.11.04 08:22buy123.6090.58390.53390.633
352009.11.04 08:25modify123.6090.58390.54690.631
362009.11.04 08:27s/l123.6090.54690.54690.631-147.1410510.64
372009.11.04 08:27buy133.5090.54990.49990.599
382009.11.04 08:27modify133.5090.54990.52490.609
392009.11.04 08:30modify133.5090.54990.52690.611
402009.11.04 08:32modify133.5090.54990.54190.626
412009.11.04 08:37modify133.5090.54990.54890.633
422009.11.04 08:45s/l133.5090.54890.54890.633-3.8710506.77
432009.11.04 08:45buy143.5090.55490.50490.604
442009.11.04 08:47modify143.5090.55490.50690.591
452009.11.04 08:50s/l143.5090.50690.50690.591-185.6210321.15
462009.11.04 08:50buy153.4090.52690.47690.576
472009.11.04 08:52modify153.4090.52690.48590.570
482009.11.04 08:57modify153.4090.52690.49990.584
492009.11.04 08:59modify153.4090.52690.52490.609
502009.11.04 09:00modify153.4090.52690.52590.610
512009.11.04 09:05modify153.4090.52690.53190.616
522009.11.04 09:10modify153.4090.52690.57390.658
532009.11.04 09:15modify153.4090.52690.61490.699
542009.11.04 09:20modify153.4090.52690.65690.741
552009.11.04 09:27s/l153.4090.65690.65690.741487.6710808.82
562009.11.05 09:40sell163.6090.19790.24790.147
572009.11.05 09:46t/p163.6090.14790.24790.147199.7511008.57
582009.11.05 09:46sell173.7090.09390.14390.043
592009.11.05 09:50s/l173.7090.14390.14390.043-205.1810803.39
602009.11.05 09:50sell183.6090.14590.19590.095
612009.11.05 09:53modify183.6090.14590.17490.089
622009.11.05 09:56s/l183.6090.17490.17490.089-115.7210687.67
632009.11.05 09:56sell193.6090.19790.24790.147
642009.11.05 09:59t/p193.6090.14790.24790.147199.7110887.38
652009.11.05 09:59sell203.6090.11490.16490.064
662009.11.05 10:02t/p203.6090.06490.16490.064199.9411087.32
672009.11.05 11:52sell213.7090.29990.34990.249
682009.11.05 11:57modify213.7090.29990.32290.237
692009.11.05 11:59s/l213.7090.32290.32290.237-94.2010993.12
702009.11.05 13:22sell223.7090.40390.45390.353
712009.11.05 13:27modify223.7090.40390.42190.336
722009.11.05 13:32modify223.7090.40390.41090.325
732009.11.05 13:37modify223.7090.40390.40090.315
742009.11.05 13:40s/l223.7090.40090.40090.31512.2711005.39
752009.11.05 13:40sell233.7090.39590.44590.345
762009.11.05 13:42modify233.7090.39590.44090.355
772009.11.05 13:45s/l233.7090.44090.44090.355-184.0810821.31
782009.11.05 13:47sell243.6090.41690.46690.366
792009.11.05 13:50s/l243.6090.46690.46690.366-198.9510622.36
802009.11.05 13:57sell253.5090.41690.46690.366
812009.11.05 13:59s/l253.5090.46690.46690.366-193.4310428.93
822009.11.05 14:10sell263.5090.39790.44790.347
832009.11.05 14:15modify263.5090.39790.41490.329
842009.11.05 14:20t/p263.5090.32990.41490.329263.4910692.42
852009.11.05 14:20sell273.6090.30790.35790.257
862009.11.05 14:27s/l273.6090.35790.35790.257-199.1610493.26
872009.11.05 14:27sell283.5090.35990.40990.309
882009.11.05 14:27s/l283.5090.40990.40990.309-193.5510299.71
892009.11.05 14:27sell293.4090.39790.44790.347
902009.11.05 14:37modify293.4090.39790.44790.362
912009.11.05 14:40s/l293.4090.44790.44790.362-187.8510111.86
922009.11.05 17:50sell303.4090.40590.45590.355
932009.11.05 17:57s/l303.4090.45590.45590.355-187.919923.95
942009.11.06 03:27buy313.3090.61690.56690.666
952009.11.06 03:40modify313.3090.61690.58190.666
962009.11.06 03:45modify313.3090.61690.59990.684
972009.11.06 03:50modify313.3090.61690.61790.702
982009.11.06 03:59s/l313.3090.61790.61790.7023.649927.59
992009.11.06 03:59buy323.3090.62890.57890.678
1002009.11.06 04:07s/l323.3090.57890.57890.678-182.169745.43
1012009.11.06 04:10buy333.2090.62690.57690.676
1022009.11.06 04:15modify333.2090.62690.58790.672
1032009.11.06 04:20modify333.2090.62690.60490.689
1042009.11.06 04:40modify333.2090.62690.62190.706
1052009.11.06 04:45modify333.2090.62690.64990.734
1062009.11.06 04:50modify333.2090.62690.67790.762
1072009.11.06 04:57s/l333.2090.67790.67790.762179.999925.42
1082009.11.06 04:57buy343.3090.69590.64590.745
1092009.11.06 04:59modify343.3090.69590.65090.735
1102009.11.06 05:00modify343.3090.69590.65390.738
1112009.11.06 05:10modify343.3090.69590.66090.745
1122009.11.06 05:15modify343.3090.69590.68290.767
1132009.11.06 05:20modify343.3090.69590.70490.789
1142009.11.06 05:45s/l343.3090.70490.70490.78932.759958.17
1152009.11.06 11:50buy353.3090.61990.56990.669
1162009.11.06 11:57s/l353.3090.56990.56990.669-182.219775.96
1172009.11.06 12:10buy363.3090.64290.59290.692
1182009.11.06 12:15modify363.3090.64290.62790.712
1192009.11.06 12:20modify363.3090.64290.66690.751
1202009.11.06 12:27s/l363.3090.66690.66690.75187.379863.33
1212009.11.06 12:27buy373.3090.66990.61990.719
1222009.11.06 12:32s/l373.3090.61990.61990.719-182.109681.23
1232009.11.06 12:32buy383.2090.62990.57990.679
1242009.11.06 12:35modify383.2090.62990.58190.666
1252009.11.06 12:40modify383.2090.62990.60090.685
1262009.11.06 12:45modify383.2090.62990.61990.704
1272009.11.06 12:50modify383.2090.62990.63890.723
1282009.11.06 13:07modify383.2090.62990.64290.727
1292009.11.06 13:10s/l383.2090.64290.64290.72745.909727.13
1302009.11.06 13:27buy393.2090.61590.56590.665
1312009.11.06 13:27s/l393.2090.56590.56590.665-176.699550.44
1322009.11.06 13:43buy403.2090.62790.57790.677
1332009.11.06 13:50modify403.2090.62790.60790.692
1342009.11.06 13:59modify403.2090.62790.64390.728
1352009.11.06 14:03modify403.2090.62790.67590.760
1362009.11.06 14:10modify403.2090.62790.70890.793
1372009.11.06 14:13s/l403.2090.70890.70890.793286.069836.50
1382009.11.06 14:40sell413.3090.29390.34390.243
1392009.11.06 14:42s/l413.3090.34390.34390.243-182.619653.89
1402009.11.06 14:42sell423.2090.33890.38890.288
1412009.11.06 14:45t/p423.2090.28890.38890.288177.439831.32
1422009.11.06 14:45sell433.3090.15890.20890.108
1432009.11.06 14:47s/l433.3090.20890.20890.108-182.889648.44
1442009.11.06 14:47sell443.2090.20390.25390.153
1452009.11.06 14:50t/p443.2090.15390.25390.153177.789826.22
1462009.11.06 14:50sell453.3089.97790.02789.927
1472009.11.06 14:52s/l453.3090.02790.02789.927-183.159643.07
1482009.11.06 14:52sell463.2090.06790.11790.017
1492009.11.06 14:55modify463.2090.06790.07789.992
1502009.11.06 14:57s/l463.2090.07790.07789.992-35.499607.58
1512009.11.06 14:57sell473.2090.15890.20890.108
1522009.11.06 14:59modify473.2090.15890.17790.092
1532009.11.06 15:00modify473.2090.15890.17590.090
1542009.11.06 15:02s/l473.2090.17590.17590.090-60.309547.28
1552009.11.12 00:16buy483.2089.99589.94590.045
1562009.11.12 00:26s/l483.2089.94589.94590.045-177.919369.37
1572009.11.12 03:50buy493.1089.88589.83589.935
1582009.11.12 03:57s/l493.1089.83589.83589.935-172.589196.79
1592009.11.12 08:27buy503.1089.81589.76589.865
1602009.11.12 08:27s/l503.1089.76589.76589.865-172.709024.09
1612009.11.12 08:50buy513.0089.83089.78089.880
1622009.11.12 08:52s/l513.0089.78089.78089.880-167.088857.01
1632009.11.12 08:52buy523.0089.79889.74889.848
1642009.11.12 08:55modify523.0089.79889.75989.844
1652009.11.12 08:57s/l523.0089.75989.75989.844-130.368726.65
1662009.11.12 08:59buy532.9089.81889.76889.868
1672009.11.12 09:02modify532.9089.81889.77389.858
1682009.11.12 09:07modify532.9089.81889.78089.865
1692009.11.12 09:15s/l532.9089.78089.78089.865-122.778603.88
1702009.11.12 09:20sell542.9089.73589.78589.685
1712009.11.12 09:32t/p542.9089.68589.78589.685161.708765.58
1722009.11.12 09:32sell552.9089.64989.69989.599
1732009.11.12 09:37modify552.9089.64989.69289.607
1742009.11.12 09:40s/l552.9089.69289.69289.607-138.998626.59
1752009.11.12 09:40sell562.9089.69589.74589.645
1762009.11.12 09:42modify562.9089.69589.73889.653
1772009.11.12 09:45s/l562.9089.73889.73889.653-138.958487.64
1782009.11.12 09:45sell572.8089.72989.77989.679
1792009.11.12 09:47modify572.8089.72989.77389.688
1802009.11.12 09:50s/l572.8089.77389.77389.688-137.228350.42
1812009.11.12 09:52sell582.8089.74189.79189.691
1822009.11.12 09:57modify582.8089.74189.77389.688
1832009.11.12 10:02s/l582.8089.77389.77389.688-99.758250.67
1842009.11.12 10:15sell592.8089.73489.78489.684
1852009.11.12 10:20modify592.8089.73489.74389.658
1862009.11.12 10:27s/l592.8089.74389.74389.658-28.078222.60
1872009.11.12 10:27sell602.7089.73489.78489.684
1882009.11.12 10:27modify602.7089.73489.77089.685
1892009.11.12 10:32t/p602.7089.68589.77089.685147.528370.12
1902009.11.12 10:32sell612.8089.66489.71489.614
1912009.11.12 10:37modify612.8089.66489.71089.625
1922009.11.12 10:40s/l612.8089.71089.71089.625-143.568226.56
1932009.11.12 10:40sell622.7089.70089.75089.650
1942009.11.12 10:42modify622.7089.70089.74689.661
1952009.11.12 10:45s/l622.7089.74689.74689.661-138.398088.17
1962009.11.12 10:45sell632.7089.72689.77689.676
1972009.11.12 10:47modify632.7089.72689.77289.687
1982009.11.12 10:50s/l632.7089.77289.77289.687-138.357949.82
1992009.11.12 10:52sell642.6089.73589.78589.685
2002009.11.12 10:57modify642.6089.73589.77289.687
2012009.11.12 11:07modify642.6089.73589.76689.681
2022009.11.12 11:10s/l642.6089.76689.76689.681-89.787860.04
2032009.11.12 11:27sell652.6089.74289.79289.692
2042009.11.12 11:32modify652.6089.74289.78289.697
2052009.11.12 11:37modify652.6089.74289.77489.689
2062009.11.12 11:40s/l652.6089.77489.77489.689-92.677767.37
2072009.11.12 12:50sell662.6089.72589.77589.675
2082009.11.12 12:57s/l662.6089.77589.77589.675-144.797622.58
2092009.11.13 10:20sell672.5089.69289.74289.642
2102009.11.13 10:22s/l672.5089.74289.74289.642-139.207483.38
2112009.11.13 11:07sell682.5089.69289.74289.642
2122009.11.13 11:10s/l682.5089.74289.74289.642-139.237344.15
2132009.11.13 14:33sell692.4089.62789.67789.577
2142009.11.13 14:40t/p692.4089.57789.67789.577133.967478.11
2152009.11.13 14:40sell702.5089.55589.60589.505
2162009.11.13 14:46t/p702.5089.50589.60589.505139.707617.81
2172009.11.13 14:46sell712.5089.45989.50989.409
2182009.11.13 14:50s/l712.5089.50989.50989.409-139.637478.18
2192009.11.13 14:50sell722.5089.50789.55789.457
2202009.11.13 14:53modify722.5089.50789.53889.453
2212009.11.13 14:56s/l722.5089.53889.53889.453-86.527391.66
2222009.11.13 14:56sell732.5089.55589.60589.505
2232009.11.13 14:59s/l732.5089.60589.60589.505-139.487252.18
2242009.11.13 14:59sell742.4089.59489.64489.544
2252009.11.13 15:00modify742.4089.59489.63489.549
2262009.11.13 15:07modify742.4089.59489.63389.548
2272009.11.13 15:10s/l742.4089.63389.63389.548-104.377147.81
2282009.11.13 15:27sell752.4089.68889.73889.638
2292009.11.13 15:27s/l752.4089.73889.73889.638-133.697014.12
2302009.11.13 15:40sell762.3089.68289.73289.632
2312009.11.13 15:45modify762.3089.68289.68189.596
2322009.11.13 15:50t/p762.3089.59689.68189.596220.847234.96
2332009.11.13 15:50sell772.4089.55089.60089.500
2342009.11.13 15:52s/l772.4089.60089.60089.500-133.917101.05
2352009.11.13 15:52sell782.4089.58889.63889.538
2362009.11.13 15:55modify782.4089.58889.62489.539
2372009.11.13 15:57s/l782.4089.62489.62489.539-96.387004.67
2382009.11.13 15:57sell792.3089.62689.67689.576
2392009.11.13 15:59s/l792.3089.67689.67689.576-128.226876.45
2402009.11.13 15:59sell802.3089.67389.72389.623
2412009.11.13 16:15modify802.3089.67389.71389.628
2422009.11.13 16:20modify802.3089.67389.69089.605
2432009.11.13 16:37s/l802.3089.69089.69089.605-43.606832.85
2442009.11.18 17:27sell812.3089.26989.31989.219
2452009.11.18 17:35s/l812.3089.31989.31989.219-128.746704.11
2462009.11.23 17:40buy822.2089.07789.02789.127
2472009.11.23 17:45modify822.2089.07789.08489.169
2482009.11.23 17:50t/p822.2089.16989.08489.169226.966931.07
2492009.11.23 17:50buy832.3089.20189.15189.251
2502009.11.23 17:52s/l832.3089.15189.15189.251-129.016802.06
2512009.11.23 17:52buy842.3089.16089.11089.210
2522009.11.23 17:55modify842.3089.16089.12589.210
2532009.11.23 17:57s/l842.3089.12589.12589.210-90.356711.71
2542009.11.23 17:57buy852.2089.11889.06889.168
2552009.11.23 17:59modify852.2089.11889.10089.185
2562009.11.23 18:10modify852.2089.11889.11189.196
2572009.11.23 18:15modify852.2089.11889.12489.209
2582009.11.23 18:20modify852.2089.11889.13889.223
2592009.11.23 18:45s/l852.2089.13889.13889.22349.376761.08
2602009.11.23 19:22buy862.3089.08489.03489.134
2612009.11.23 19:27modify862.3089.08489.04389.128
2622009.11.23 19:45modify862.3089.08489.05689.141
2632009.11.23 19:50modify862.3089.08489.07189.156
2642009.11.23 20:02s/l862.3089.07189.07189.156-33.586727.50