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)
ParametersMagicNumber=7000; Name=""TDS-v1x-MT4-HDB-v10""; Lots=1; TakeProfit=100; Stoploss=0; TrailingStop=60; Slippage=5; StartYear=2005; MM=0; Leverage=1; AcctSize=10000; longPeriod=0; shortPeriod=0; breakoutPeriod=0; TSDLongMethod=1; TSDShortMethod=3; WilliamsH=-25; WilliamsL=-75; WilliamsP=24; ForceP=2; longP1=12; longP2=26; longP3=9; pipsFromCurrent=16;
Bars in test551Ticks modelled11401Modelling qualityn/a
Mismatched charts errors4
Initial deposit10000.00
Total net profit94.77Gross profit2919.01Gross loss-2824.24
Profit factor1.03Expected payoff1.50
Absolute drawdown634.86Maximal drawdown1388.12 (12.91%)Relative drawdown12.91% (1388.12)
Total trades63Short positions (won %)27 (77.78%)Long positions (won %)36 (61.11%)
Profit trades (% of total)43 (68.25%)Loss trades (% of total)20 (31.75%)
Largestprofit trade292.78loss trade-285.36
Averageprofit trade67.88loss trade-141.21
Maximumconsecutive wins (profit in money)12 (692.68)consecutive losses (loss in money)5 (-626.07)
Maximalconsecutive profit (count of wins)692.68 (12)consecutive loss (count of losses)-812.34 (4)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12009.11.03 02:00sell stop11.0090.36190.48790.261
22009.11.03 02:10sell11.0090.36190.48790.261
32009.11.03 02:16modify11.0090.36190.32390.163
42009.11.03 02:26s/l11.0090.32390.32390.16342.0610042.06
52009.11.03 02:50sell stop21.0090.36190.48790.261
62009.11.03 03:02sell21.0090.36190.48790.261
72009.11.03 03:20modify21.0090.36190.32790.167
82009.11.03 03:40s/l21.0090.32790.32790.16737.6310079.69
92009.11.03 07:00sell stop31.0090.17690.29090.076
102009.11.03 07:50sell31.0090.17690.29090.076
112009.11.03 08:20modify31.0090.17690.11789.957
122009.11.03 08:27s/l31.0090.11790.11789.95765.4610145.15
132009.11.03 13:00buy stop41.0090.16790.00690.267
142009.11.03 13:10buy41.0090.16790.00690.267
152009.11.03 13:16modify41.0090.16790.19690.356
162009.11.03 13:26s/l41.0090.19690.19690.35632.1710177.32
172009.11.03 13:50buy stop51.0090.16790.00690.267
182009.11.03 13:57buy51.0090.16790.00690.267
192009.11.03 14:10modify51.0090.16790.17690.336
202009.11.03 14:15modify51.0090.16790.20890.368
212009.11.03 14:20modify51.0090.16790.23990.399
222009.11.03 14:27s/l51.0090.23990.23990.39979.7910257.11
232009.11.03 17:00buy stop61.0090.57790.30890.677
242009.11.03 18:00modify61.0090.34790.19190.677
252009.11.03 18:50buy61.0090.34790.19190.677
262009.11.03 20:07modify61.0090.34790.34890.508
272009.11.03 20:10s/l61.0090.34890.34890.5081.1010258.21
282009.11.03 20:10sell stop71.0090.20290.37690.102
292009.11.03 21:00modify71.0090.21490.38990.102
302009.11.03 22:00modify71.0090.26990.36990.102
312009.11.03 22:37sell71.0090.26990.36990.102
322009.11.04 00:20s/l71.0090.36990.36990.102-111.9710146.24
332009.11.04 04:00sell stop81.0090.16290.26990.062
342009.11.04 05:00modify81.0090.21390.27990.062
352009.11.04 05:15sell81.0090.21390.27990.062
362009.11.04 06:15s/l81.0090.27990.27990.062-73.1010073.14
372009.11.04 14:00sell stop91.0090.79890.95990.698
382009.11.04 14:50sell91.0090.79890.95990.698
392009.11.04 15:02modify91.0090.79890.79490.634
402009.11.04 15:07modify91.0090.79890.78190.621
412009.11.04 15:10s/l91.0090.78190.78190.62118.7210091.86
422009.11.04 16:00sell stop101.0090.72090.86990.620
432009.11.04 16:10sell101.0090.72090.86990.620
442009.11.04 16:16t/p101.0090.62090.86990.620110.3810202.24
452009.11.04 16:45sell stop111.0090.72090.86990.620
462009.11.04 18:00modify111.0090.75690.96990.620
472009.11.04 19:00modify111.0090.83890.96690.620
482009.11.04 20:02sell111.0090.83890.96690.620
492009.11.04 20:07modify111.0090.83890.81990.659
502009.11.04 20:10s/l111.0090.81990.81990.65920.8710223.11
512009.11.04 23:00sell stop121.0090.57390.78590.473
522009.11.05 00:00delete121.0090.57390.78590.473
532009.11.05 08:00buy stop131.0090.48990.30290.589
542009.11.05 09:07buy131.0090.48990.30290.589
552009.11.05 09:33s/l131.0090.30290.30290.589-207.1410015.97
562009.11.05 11:00buy stop141.0090.25989.98690.359
572009.11.05 11:45buy141.0090.25989.98690.359
582009.11.05 11:50modify141.0090.25990.29090.450
592009.11.05 11:57s/l141.0090.29090.29090.45034.3410050.31
602009.11.05 13:00buy stop151.0090.38290.22690.482
612009.11.05 13:15buy151.0090.38290.22690.482
622009.11.05 13:20modify151.0090.38290.40090.560
632009.11.05 13:27s/l151.0090.40090.40090.56019.9110070.22
642009.11.06 00:00sell stop161.0090.69490.80490.594
652009.11.06 01:00modify161.0090.72190.85290.594
662009.11.06 01:15sell161.0090.72190.85290.594
672009.11.06 02:45modify161.0090.72190.71890.558
682009.11.06 02:50modify161.0090.72190.66690.506
692009.11.06 02:57s/l161.0090.66690.66690.50660.6510130.87
702009.11.06 05:00sell stop171.0090.57790.71390.477
712009.11.06 06:00modify171.0090.65790.74090.477
722009.11.06 06:45sell171.0090.65790.74090.477
732009.11.06 07:15modify171.0090.65790.62090.460
742009.11.06 07:20modify171.0090.65790.56790.407
752009.11.06 07:27s/l171.0090.56790.56790.40799.3610230.23
762009.11.06 11:00buy stop181.0090.57990.46790.679
772009.11.06 11:45buy181.0090.57990.46790.679
782009.11.06 12:10modify181.0090.57990.58290.742
792009.11.06 12:15modify181.0090.57990.62290.782
802009.11.06 12:20modify181.0090.57990.66190.821
812009.11.06 12:27s/l181.0090.66190.66190.82190.4610320.69
822009.11.06 20:20buy stop191.0089.85189.78289.951
832009.11.06 20:35buy191.0089.85189.78289.951
842009.11.06 20:45modify191.0089.85189.88790.047
852009.11.06 20:50modify191.0089.85189.92890.088
862009.11.06 20:57s/l191.0089.92889.92890.08885.6410406.33
872009.11.09 00:00buy stop201.0089.96389.83590.063
882009.11.09 01:00modify201.0089.94189.67990.063
892009.11.09 01:45buy201.0089.94189.67990.063
902009.11.09 02:15modify201.0089.94189.95190.111
912009.11.09 02:20modify201.0089.94189.98590.145
922009.11.09 02:27s/l201.0089.98589.98590.14548.9010455.23
932009.11.09 06:00buy stop211.0090.18489.99490.284
942009.11.09 06:02buy211.0090.18489.99490.284
952009.11.09 08:32modify211.0090.18490.20190.361
962009.11.09 08:37modify211.0090.18490.21690.376
972009.11.09 08:40s/l211.0090.21690.21690.37635.4810490.71
982009.11.09 09:00sell stop221.0090.03990.25789.939
992009.11.09 10:00modify221.0090.05790.16189.939
1002009.11.09 10:20sell221.0090.05790.16189.939
1012009.11.09 11:10modify221.0090.05790.03789.877
1022009.11.09 11:15modify221.0090.05789.98689.826
1032009.11.09 11:20modify221.0090.05789.91989.759
1042009.11.09 11:27s/l221.0089.91989.91989.759153.4310644.14
1052009.11.09 14:00sell stop231.0089.85789.95889.757
1062009.11.09 14:45sell231.0089.85789.95889.757
1072009.11.09 14:50modify231.0089.85789.85089.690
1082009.11.09 14:57s/l231.0089.85089.85089.6907.7910651.93
1092009.11.09 20:00buy stop241.0090.00789.93890.107
1102009.11.09 20:10buy241.0090.00789.93890.107
1112009.11.09 20:20modify241.0090.00790.03490.194
1122009.11.09 20:27s/l241.0090.03490.03490.19429.9910681.92
1132009.11.10 08:00sell stop251.0089.74789.86889.647
1142009.11.10 09:00modify251.0089.77589.90789.647
1152009.11.10 09:15sell251.0089.77589.90789.647
1162009.11.10 09:20modify251.0089.77589.75189.591
1172009.11.10 09:27s/l251.0089.75189.75189.59126.7310708.65
1182009.11.10 09:50sell stop261.0089.77589.90789.675
1192009.11.10 09:57sell261.0089.77589.90789.675
1202009.11.10 10:37s/l261.0089.90789.90789.675-146.8010561.85
1212009.11.10 13:00buy stop271.0090.16089.99990.260
1222009.11.10 14:00delete271.0090.16089.99990.260
1232009.11.10 16:00sell stop281.0089.71389.86889.613
1242009.11.10 17:00modify281.0089.71489.83789.613
1252009.11.10 18:00modify281.0089.73089.87789.613
1262009.11.10 19:10modify281.0089.75489.84889.613
1272009.11.10 19:50sell281.0089.75489.84889.613
1282009.11.10 21:20s/l281.0089.84889.84889.613-104.6110457.24
1292009.11.10 23:00buy stop291.0089.85889.79289.958
1302009.11.10 23:15buy291.0089.85889.79289.958
1312009.11.10 23:50s/l291.0089.79289.79289.958-73.5110383.73
1322009.11.10 23:50buy stop301.0089.85889.79289.958
1332009.11.11 01:00delete301.0089.85889.79289.958
1342009.11.11 10:00buy stop311.0090.03789.77890.137
1352009.11.11 11:02modify311.0089.95989.78890.137
1362009.11.11 11:15buy311.0089.95989.78890.137
1372009.11.11 14:20s/l311.0089.78889.78890.137-190.4510193.28
1382009.11.11 16:00sell stop321.0089.76089.90789.660
1392009.11.11 17:10modify321.0089.81489.96589.660
1402009.11.11 19:00modify321.0089.82089.91689.660
1412009.11.11 19:20sell321.0089.82089.91689.660
1422009.11.12 00:03s/l321.0089.91689.91689.660-110.7010082.58
1432009.11.12 12:00sell stop331.0089.71089.82589.610
1442009.11.12 13:00delete331.0089.71089.82589.610
1452009.11.12 13:02buy stop341.0089.82589.72489.925
1462009.11.12 13:10buy341.0089.82589.72489.925
1472009.11.12 13:20modify341.0089.82589.84490.004
1482009.11.12 13:27s/l341.0089.84489.84490.00421.1510103.73
1492009.11.12 20:02sell stop351.0090.41390.60190.313
1502009.11.12 20:15sell351.0090.41390.60190.313
1512009.11.12 20:45modify351.0090.41390.40990.249
1522009.11.12 20:50modify351.0090.41390.36790.207
1532009.11.12 20:57s/l351.0090.36790.36790.20750.9010154.63
1542009.11.12 22:00sell stop361.0090.29990.43190.199
1552009.11.12 23:32sell361.0090.29990.43190.199
1562009.11.13 01:15modify361.0090.29990.28190.121
1572009.11.13 01:20modify361.0090.29990.24590.085
1582009.11.13 01:27s/l361.0090.24590.24590.08558.5210213.15
1592009.11.13 06:00sell stop371.0090.16590.24690.065
1602009.11.13 07:00delete371.0090.16590.24690.065
1612009.11.13 09:00buy stop381.0090.37590.26490.475
1622009.11.13 10:00delete381.0090.37590.26490.475
1632009.11.13 14:00sell stop391.0089.72689.85389.626
1642009.11.13 14:20sell391.0089.72689.85389.626
1652009.11.13 14:33modify391.0089.72689.68789.527
1662009.11.13 14:40modify391.0089.72689.61589.455
1672009.11.13 14:46modify391.0089.72689.51989.359
1682009.11.13 14:50s/l391.0089.51989.51989.359231.2210444.37
1692009.11.13 17:10buy stop401.0089.69889.58889.798
1702009.11.13 18:00modify401.0089.69589.48489.798
1712009.11.13 19:00modify401.0089.60989.46589.798
1722009.11.13 19:02buy401.0089.60989.46589.798
1732009.11.13 20:45modify401.0089.60989.62589.785
1742009.11.13 20:50modify401.0089.60989.66089.820
1752009.11.13 20:57s/l401.0089.66089.66089.82056.8910501.26
1762009.11.16 00:00buy stop411.0089.71989.60689.819
1772009.11.16 01:03modify411.0089.67389.49989.819
1782009.11.16 02:00delete411.0089.67389.49989.819
1792009.11.16 06:00buy stop421.0089.64189.54989.741
1802009.11.16 07:00delete421.0089.64189.54989.741
1812009.11.16 12:00sell stop431.0089.35789.53689.257
1822009.11.16 13:00delete431.0089.35789.53689.257
1832009.11.16 23:00buy stop441.0089.14189.02789.241
1842009.11.16 23:20buy441.0089.14189.02789.241
1852009.11.17 00:15s/l441.0089.02789.02789.241-127.4510373.81
1862009.11.17 01:00buy stop451.0089.13188.91089.231
1872009.11.17 01:45buy451.0089.13188.91089.231
1882009.11.17 08:45s/l451.0088.91088.91089.231-248.6510125.16
1892009.11.17 08:45buy stop461.0089.11689.04489.216
1902009.11.17 09:00delete461.0089.11689.04489.216
1912009.11.17 21:00sell stop471.0089.19289.30189.092
1922009.11.17 22:00modify471.0089.24589.31989.092
1932009.11.17 22:50sell471.0089.24589.31989.092
1942009.11.17 23:15s/l471.0089.31989.31989.092-82.8310042.33
1952009.11.18 00:00sell stop481.0089.21889.36289.118
1962009.11.18 00:50sell481.0089.21889.36289.118
1972009.11.18 05:20modify481.0089.21889.20089.040
1982009.11.18 05:45s/l481.0089.20089.20089.04020.1710062.50
1992009.11.18 08:00sell stop491.0089.11489.20189.014
2002009.11.18 09:15sell491.0089.11489.20189.014
2012009.11.18 10:50modify491.0089.11489.07588.915
2022009.11.18 10:57s/l491.0089.07589.07588.91543.7810106.28
2032009.11.18 13:37buy stop501.0089.12689.05489.226
2042009.11.18 13:40buy501.0089.12689.05489.226
2052009.11.18 14:15modify501.0089.12689.13389.293
2062009.11.18 14:20modify501.0089.12689.15589.315
2072009.11.18 14:27s/l501.0089.15589.15589.31532.5310138.81
2082009.11.19 01:00sell stop511.0089.29489.40689.194
2092009.11.19 01:32sell511.0089.29489.40689.194
2102009.11.19 02:16modify511.0089.29489.28589.125
2112009.11.19 02:26s/l511.0089.28589.28589.12510.0810148.89
2122009.11.19 06:00sell stop521.0089.05989.15688.959
2132009.11.19 07:00modify521.0089.08389.14688.959
2142009.11.19 07:10sell521.0089.08389.14688.959
2152009.11.19 08:10modify521.0089.08389.07788.917
2162009.11.19 08:15modify521.0089.08389.03388.873
2172009.11.19 08:20modify521.0089.08388.97588.815
2182009.11.19 08:27s/l521.0088.97588.97588.815121.3610270.25
2192009.11.19 12:00buy stop531.0088.99688.87489.096
2202009.11.19 12:10buy531.0088.99688.87489.096
2212009.11.19 13:15s/l531.0088.87488.87489.096-137.3110132.94
2222009.11.19 13:15buy stop541.0089.03688.88489.136
2232009.11.19 14:00modify541.0088.95688.78489.136
2242009.11.19 15:00delete541.0088.95688.78489.136
2252009.11.19 19:00buy stop551.0088.95688.84489.056
2262009.11.19 20:10buy551.0088.95688.84489.056
2272009.11.19 20:20modify551.0088.95688.97089.130
2282009.11.19 20:27s/l551.0088.97088.97089.13015.7410148.68
2292009.11.19 23:00buy stop561.0089.06088.95389.160
2302009.11.20 00:00delete561.0089.06088.95389.160
2312009.11.20 05:00sell stop571.0088.82288.92188.722
2322009.11.20 06:00modify571.0088.85288.95688.722
2332009.11.20 07:07modify571.0088.88488.95788.722
2342009.11.20 07:10sell571.0088.88488.95788.722
2352009.11.20 07:15modify571.0088.88488.86688.706
2362009.11.20 07:20modify571.0088.88488.79588.635
2372009.11.20 07:27s/l571.0088.79588.79588.635100.2010248.88
2382009.11.20 12:00buy stop581.0088.90188.80489.001
2392009.11.20 12:20buy581.0088.90188.80489.001
2402009.11.20 13:10modify581.0088.90188.90989.069
2412009.11.20 13:15modify581.0088.90188.96089.120
2422009.11.20 13:20modify581.0088.90189.01089.170
2432009.11.20 13:27s/l581.0089.01089.01089.170122.4910371.37
2442009.11.20 19:00sell stop591.0088.85489.00688.754
2452009.11.20 20:00modify591.0088.89988.96188.754
2462009.11.20 21:00modify591.0088.91488.98188.754
2472009.11.20 22:00delete591.0088.91488.98188.754
2482009.11.23 11:00buy stop601.0088.99388.84489.093
2492009.11.23 12:00delete601.0088.99388.84489.093
2502009.11.23 13:20buy stop611.0088.86588.80488.965
2512009.11.23 13:40buy611.0088.86588.80488.965
2522009.11.23 14:45s/l611.0088.80488.80488.965-68.7110302.66
2532009.11.23 15:00buy stop621.0088.88588.72688.985
2542009.11.23 15:59buy621.0088.88588.72688.985
2552009.11.23 16:15modify621.0088.88588.92089.080
2562009.11.23 16:20modify621.0088.88588.97689.136
2572009.11.23 16:27s/l621.0088.97688.97689.136102.3110404.97
2582009.11.23 20:02buy stop631.0089.12689.04989.226
2592009.11.23 20:37buy631.0089.12689.04989.226
2602009.11.23 20:45s/l631.0089.04989.04989.226-86.4910318.48
2612009.11.23 20:45buy stop641.0089.12689.04989.226
2622009.11.23 21:00delete641.0089.12689.04989.226
2632009.11.24 00:00sell stop651.0088.91089.05288.810
2642009.11.24 00:50sell651.0088.91089.05288.810
2652009.11.24 01:20modify651.0088.91088.90588.745
2662009.11.24 01:32s/l651.0088.90588.90588.7455.6210324.10
2672009.11.24 04:00sell stop661.0088.82388.94688.723
2682009.11.24 05:00delete661.0088.82388.94688.723
2692009.11.24 06:15buy stop671.0088.90988.80989.009
2702009.11.24 07:00delete671.0088.90988.80989.009
2712009.11.24 13:15buy stop681.0088.69488.61288.794
2722009.11.24 13:37buy681.0088.69488.61288.794
2732009.11.24 13:45s/l681.0088.61288.61288.794-92.5510231.55
2742009.11.24 13:45buy stop691.0088.69488.61288.794
2752009.11.24 14:00modify691.0088.69288.54588.794
2762009.11.24 15:00delete691.0088.69288.54588.794
2772009.11.24 19:05buy stop701.0088.57588.49288.675
2782009.11.24 20:00modify701.0088.54188.42488.675
2792009.11.24 20:45buy701.0088.54188.42488.675
2802009.11.25 00:45modify701.0088.54188.54988.709
2812009.11.25 00:50modify701.0088.54188.57288.732
2822009.11.25 01:02modify701.0088.54188.57488.734
2832009.11.25 01:07modify701.0088.54188.58388.743
2842009.11.25 01:15s/l701.0088.58388.58388.74348.0810279.63
2852009.11.25 08:00buy stop711.0088.39688.26488.496
2862009.11.25 08:37buy711.0088.39688.26488.496
2872009.11.25 09:20s/l711.0088.26488.26488.496-149.6310130.00
2882009.11.25 16:00buy stop721.0087.57887.47687.678
2892009.11.25 16:03buy721.0087.57887.47687.678
2902009.11.25 16:10modify721.0087.57887.63187.791
2912009.11.25 16:16modify721.0087.57887.68887.848
2922009.11.25 16:26s/l721.0087.68887.68887.848125.4910255.49
2932009.11.25 20:00buy stop731.0087.67787.46087.777
2942009.11.25 21:00modify731.0087.49787.20387.777
2952009.11.25 22:00delete731.0087.49787.20387.777
2962009.11.25 23:00buy stop741.0087.41087.29687.510
2972009.11.25 23:20buy741.0087.41087.29687.510
2982009.11.26 00:10s/l741.0087.29687.29687.510-128.6310126.86
2992009.11.26 07:00sell stop751.0086.28286.61386.182
3002009.11.26 08:00delete751.0086.28286.61386.182
3012009.11.26 09:00buy stop761.0087.04486.71587.144
3022009.11.26 10:00modify761.0086.95086.76587.144
3032009.11.26 10:02buy761.0086.95086.76587.144
3042009.11.26 10:50s/l761.0086.76586.76587.144-213.249913.62
3052009.11.26 11:00buy stop771.0086.95386.75787.053
3062009.11.26 12:00modify771.0086.82786.58087.053
3072009.11.26 12:02buy771.0086.82786.58087.053
3082009.11.26 16:20s/l771.0086.58086.58087.053-285.369628.26
3092009.11.26 19:00buy stop781.0086.60486.44486.704
3102009.11.26 19:02buy781.0086.60486.44486.704
3112009.11.26 19:20s/l781.0086.44486.44486.704-185.119443.15
3122009.11.26 19:20buy stop791.0086.60486.44486.704
3132009.11.26 21:00modify791.0086.56986.47186.704
3142009.11.26 21:40buy791.0086.56986.47186.704
3152009.11.26 21:50modify791.0086.56986.57586.735
3162009.11.26 22:00modify791.0086.56986.58186.741
3172009.11.26 22:03s/l791.0086.58186.58186.74113.869457.01
3182009.11.27 04:00buy stop801.0086.07285.79786.172
3192009.11.27 04:15buy801.0086.07285.79786.172
3202009.11.27 05:10modify801.0086.07286.08386.243
3212009.11.27 05:15modify801.0086.07286.15386.313
3222009.11.27 05:20modify801.0086.07286.22386.383
3232009.11.27 05:22s/l801.0086.22386.22386.383175.149632.15
3242009.11.27 07:00buy stop811.0086.41285.88186.512
3252009.11.27 08:00modify811.0086.21285.88386.512
3262009.11.27 09:00modify811.0086.18585.71486.512
3272009.11.27 09:05buy811.0086.18585.71486.512
3282009.11.27 09:10modify811.0086.18586.24286.402
3292009.11.27 09:15modify811.0086.18586.34086.500
3302009.11.27 09:20modify811.0086.18586.43886.598
3312009.11.27 09:22s/l811.0086.43886.43886.598292.789924.93
3322009.11.27 12:00buy stop821.0086.81986.32386.919
3332009.11.27 13:00modify821.0086.54186.27686.919
3342009.11.27 13:10buy821.0086.54186.27686.919
3352009.11.27 13:20modify821.0086.54186.58886.748
3362009.11.27 13:27s/l821.0086.58886.58886.74854.309979.23
3372009.11.27 14:00sell stop831.0086.41186.62986.311
3382009.11.27 15:00delete831.0086.41186.62986.311
3392009.11.27 21:00sell stop841.0086.65386.75286.553
3402009.11.27 21:40sell841.0086.65386.75286.553
3412009.11.27 21:50t/p841.0086.55386.75286.553115.5410094.77