Strategy Tester Report
AlpariUK-Demo (Build 225)

SymbolUSDCHF (US Dollar vs Swiss Franc)
Period1 Hour (H1) 2009.12.01 00:00 - 2009.12.31 18:00 (2009.12.01 - 2010.01.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersMA_length=10; MA_timeframe=0; MAtype=0; Percent=0.3; TradeOnFriday=1; slip=100; Lots=0.1; TakeProfit=120; Stoploss=200; PipStep=30; IncreasementType=0; MagicNumber=12345; UseTrailingStop=true; TrailingStop=15; UseHourTrade=false; FromHourTrade=8; ToHourTrade=18;
Bars in test1515Ticks modelled13947Modelling qualityn/a
Mismatched charts errors2
Initial deposit10000.00
Total net profit92.12Gross profit731.75Gross loss-639.63
Profit factor1.14Expected payoff0.82
Absolute drawdown91.47Maximal drawdown153.86 (1.53%)Relative drawdown1.53% (153.86)
Total trades112Short positions (won %)72 (54.17%)Long positions (won %)40 (60.00%)
Profit trades (% of total)63 (56.25%)Loss trades (% of total)49 (43.75%)
Largestprofit trade15.72loss trade-19.81
Averageprofit trade11.62loss trade-13.05
Maximumconsecutive wins (profit in money)11 (126.53)consecutive losses (loss in money)6 (-78.82)
Maximalconsecutive profit (count of wins)126.53 (11)consecutive loss (count of losses)-78.82 (6)
Averageconsecutive wins4consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12009.12.01 09:45buy10.101.001020.999021.00222
22009.12.01 09:50buy20.101.000190.998191.00139
32009.12.01 09:50modify10.101.001020.999611.00181
42009.12.01 09:50modify20.101.000190.999611.00181
52009.12.01 10:20s/l10.100.999610.999611.00181-14.119985.89
62009.12.01 10:20s/l20.100.999610.999611.00181-5.809980.09
72009.12.01 14:20buy30.100.998960.996961.00016
82009.12.01 14:45t/p30.101.000160.996961.0001611.999992.08
92009.12.01 17:15buy40.100.997800.995800.99900
102009.12.01 17:20buy50.100.997060.995060.99826
112009.12.01 17:20modify40.100.997800.996430.99863
122009.12.01 17:20modify50.100.997060.996430.99863
132009.12.01 17:50t/p40.100.998630.996430.998638.3110000.39
142009.12.01 17:50t/p50.100.998630.996430.9986315.7210016.11
152009.12.02 17:20sell60.101.002301.004301.00110
162009.12.02 17:45t/p60.101.001101.004301.0011011.9910028.10
172009.12.03 08:50buy70.100.996580.994580.99778
182009.12.03 09:15t/p70.100.997780.994580.9977812.0310040.13
192009.12.03 15:20sell80.101.001071.003070.99987
202009.12.03 15:45t/p80.100.999871.003070.9998712.0110052.14
212009.12.04 14:45sell90.101.006171.008171.00497
222009.12.04 14:50s/l90.101.008171.008171.00497-19.8110032.33
232009.12.04 16:50sell100.101.013281.015281.01208
242009.12.04 17:15sell110.101.013781.015781.01258
252009.12.04 17:15modify100.101.013281.014531.01233
262009.12.04 17:15modify110.101.013781.014531.01233
272009.12.04 17:20s/l100.101.014531.014531.01233-12.3210020.01
282009.12.04 17:20s/l110.101.014531.014531.01233-7.3910012.62
292009.12.04 19:20sell120.101.015461.017461.01426
302009.12.04 19:26sell130.101.016101.018101.01490
312009.12.04 19:26modify120.101.015461.016781.01458
322009.12.04 19:26modify130.101.016101.016781.01458
332009.12.04 19:35sell140.101.016461.018461.01526
342009.12.04 19:40s/l120.101.016781.016781.01458-12.989999.64
352009.12.04 19:40s/l130.101.016781.016781.01458-6.699992.95
362009.12.04 20:45s/l140.101.018461.018461.01526-19.639973.32
372009.12.04 22:45sell150.101.016341.018341.01514
382009.12.07 01:02t/p150.101.015141.018341.0151411.739985.05
392009.12.07 09:35sell160.101.020521.022521.01932
402009.12.07 09:45sell170.101.022031.024031.02083
412009.12.07 09:59s/l160.101.022521.022521.01932-19.549965.51
422009.12.07 10:02s/l170.101.024031.024031.02083-19.529945.99
432009.12.07 12:05sell180.101.020681.022681.01948
442009.12.07 12:15sell190.101.021111.023111.01991
452009.12.07 12:15modify180.101.020681.021901.01970
462009.12.07 12:15modify190.101.021111.021901.01970
472009.12.07 12:40sell200.101.021431.023431.02023
482009.12.07 12:45s/l180.101.021901.021901.01970-11.949934.05
492009.12.07 12:45s/l190.101.021901.021901.01970-7.739926.32
502009.12.07 15:20sell210.101.022401.024401.02120
512009.12.07 15:45t/p210.101.021201.024401.0212011.759938.07
522009.12.07 15:50t/p200.101.020231.023431.0202311.779949.84
532009.12.07 18:45buy220.101.017441.015441.01864
542009.12.07 18:50s/l220.101.015441.015441.01864-19.709930.14
552009.12.08 09:03sell230.101.021821.023821.02062
562009.12.08 09:20t/p230.101.020621.023821.0206211.769941.90
572009.12.08 12:50sell240.101.021591.023591.02039
582009.12.08 13:02sell250.101.022371.024371.02117
592009.12.08 13:02modify240.101.021591.022981.02078
602009.12.08 13:02modify250.101.022371.022981.02078
612009.12.08 13:20t/p240.101.020781.022981.020787.949949.84
622009.12.08 13:20t/p250.101.020781.022981.0207815.589965.42
632009.12.08 15:22sell260.101.023071.025071.02187
642009.12.08 15:27sell270.101.023561.025561.02236
652009.12.08 15:27modify260.101.023071.024321.02212
662009.12.08 15:27modify270.101.023561.024321.02212
672009.12.08 15:32s/l260.101.024321.024321.02212-12.219953.21
682009.12.08 15:32s/l270.101.024321.024321.02212-7.429945.79
692009.12.08 17:32sell280.101.025131.027131.02393
702009.12.08 18:15sell290.101.025781.027781.02458
712009.12.08 18:15modify280.101.025131.026461.02426
722009.12.08 18:15modify290.101.025781.026461.02426
732009.12.08 18:20s/l280.101.026461.026461.02426-12.969932.83
742009.12.08 18:20s/l290.101.026461.026461.02426-6.629926.21
752009.12.08 20:20sell300.101.028221.030221.02702
762009.12.08 20:50sell310.101.028581.030581.02738
772009.12.08 20:50modify300.101.028221.029401.02720
782009.12.08 20:50modify310.101.028581.029401.02720
792009.12.08 21:50t/p300.101.027201.029401.027209.949936.15
802009.12.08 21:50t/p310.101.027201.029401.0272013.449949.59
812009.12.09 00:37sell320.101.029001.031001.02780
822009.12.09 00:45t/p320.101.027801.031001.0278011.689961.27
832009.12.09 11:32buy330.101.022051.020051.02325
842009.12.09 12:10t/p330.101.023251.020051.0232511.729972.99
852009.12.09 18:20sell340.101.028791.030791.02759
862009.12.09 18:37t/p340.101.027591.030791.0275911.689984.67
872009.12.10 09:37sell350.101.030101.032101.02890
882009.12.10 09:40t/p350.101.028901.032101.0289011.669996.33
892009.12.11 14:50sell360.101.028681.030681.02748
902009.12.11 14:57t/p360.101.027481.030681.0274811.6910008.02
912009.12.11 16:57sell370.101.035361.037361.03416
922009.12.11 17:15sell380.101.035991.037991.03479
932009.12.11 17:15modify370.101.035361.036681.03448
942009.12.11 17:15modify380.101.035991.036681.03448
952009.12.11 17:20s/l370.101.036681.036681.03448-12.739995.29
962009.12.11 17:20s/l380.101.036681.036681.03448-6.659988.64
972009.12.11 19:20sell390.101.034981.036981.03378
982009.12.11 20:37t/p390.101.033781.036981.0337811.6110000.25
992009.12.14 08:20buy400.101.029541.027541.03074
1002009.12.14 09:10t/p400.101.030741.027541.0307411.6310011.88
1012009.12.15 09:03sell410.101.036961.038961.03576
1022009.12.15 09:10sell420.101.037971.039971.03677
1032009.12.15 09:16s/l410.101.038961.038961.03576-19.259992.63
1042009.12.15 10:20s/l420.101.039971.039971.03677-19.239973.40
1052009.12.15 12:20sell430.101.040651.042651.03945
1062009.12.15 12:45t/p430.101.039451.042651.0394511.549984.94
1072009.12.15 14:45sell440.101.040161.042161.03896
1082009.12.15 15:07sell450.101.040531.042531.03933
1092009.12.15 15:07modify440.101.040161.041351.03915
1102009.12.15 15:07modify450.101.040531.041351.03915
1112009.12.15 15:20t/p440.101.039151.041351.039159.729994.66
1122009.12.15 15:20t/p450.101.039151.041351.0391513.2910007.95
1132009.12.15 17:20sell460.101.041881.043881.04068
1142009.12.15 17:45sell470.101.042301.044301.04110
1152009.12.15 17:45modify460.101.041881.043091.04089
1162009.12.15 17:45modify470.101.042301.043091.04089
1172009.12.15 17:50sell480.101.042831.044831.04163
1182009.12.15 18:07t/p480.101.041631.044831.0416311.5210019.47
1192009.12.15 20:33t/p460.101.040891.043091.040899.5110028.98
1202009.12.15 20:33t/p470.101.040891.043091.0408913.5410042.52
1212009.12.16 13:20buy490.101.036851.034851.03805
1222009.12.16 13:45t/p490.101.038051.034851.0380511.5610054.08
1232009.12.16 15:50buy500.101.036191.034191.03739
1242009.12.16 15:57t/p500.101.037391.034191.0373911.5610065.64
1252009.12.16 17:59buy510.101.035621.033621.03682
1262009.12.16 18:40t/p510.101.036821.033621.0368211.5710077.21
1272009.12.17 02:33sell520.101.041191.043191.03999
1282009.12.17 02:40sell530.101.042201.044201.04100
1292009.12.17 02:46s/l520.101.043191.043191.03999-19.1710058.04
1302009.12.17 03:45s/l530.101.044201.044201.04100-19.1410038.90
1312009.12.17 05:45sell540.101.047401.049401.04620
1322009.12.17 05:50sell550.101.048131.050131.04693
1332009.12.17 05:50modify540.101.047401.048771.04657
1342009.12.17 05:50modify550.101.048131.048771.04657
1352009.12.17 06:10t/p540.101.046571.048771.046577.9310046.83
1362009.12.17 06:10t/p550.101.046571.048771.0465714.9110061.74
1372009.12.17 08:15sell560.101.045891.047891.04469
1382009.12.17 08:20sell570.101.046221.048221.04502
1392009.12.17 08:20modify560.101.045891.047061.04486
1402009.12.17 08:20modify570.101.046221.047061.04486
1412009.12.17 08:45sell580.101.046571.048571.04537
1422009.12.17 08:50s/l560.101.047061.047061.04486-11.1710050.57
1432009.12.17 08:50s/l570.101.047061.047061.04486-8.0210042.55
1442009.12.17 09:20t/p580.101.045371.048571.0453711.4910054.04
1452009.12.17 11:20sell590.101.049181.051181.04798
1462009.12.17 11:40sell600.101.049681.051681.04848
1472009.12.17 11:40modify590.101.049181.050431.04823
1482009.12.17 11:40modify600.101.049681.050431.04823
1492009.12.17 11:45sell610.101.050201.052201.04900
1502009.12.17 11:50s/l590.101.050431.050431.04823-11.9010042.14
1512009.12.17 11:50s/l600.101.050431.050431.04823-7.1410035.00
1522009.12.17 12:15t/p610.101.049001.052201.0490011.4510046.45
1532009.12.17 14:50sell620.101.050461.052461.04926
1542009.12.17 15:05t/p620.101.049261.052461.0492611.4310057.88
1552009.12.17 20:20buy630.101.044781.042781.04598
1562009.12.17 20:40t/p630.101.045981.042781.0459811.4710069.35
1572009.12.18 01:20buy640.101.043261.041261.04446
1582009.12.18 01:27t/p640.101.044461.041261.0444611.4910080.84
1592009.12.18 03:27buy650.101.039881.037881.04108
1602009.12.18 03:37buy660.101.039521.037521.04072
1612009.12.18 03:37modify650.101.039881.038701.04090
1622009.12.18 03:37modify660.101.039521.038701.04090
1632009.12.18 04:15t/p650.101.040901.038701.040909.8010090.64
1642009.12.18 04:15t/p660.101.040901.038701.0409013.2510103.89
1652009.12.18 14:50sell670.101.044891.046891.04369
1662009.12.18 15:15t/p670.101.043691.046891.0436911.5010115.39
1672009.12.18 17:15sell680.101.046011.048011.04481
1682009.12.18 18:15t/p680.101.044811.048011.0448111.4810126.87
1692009.12.21 00:15buy690.101.040361.038361.04156
1702009.12.21 00:20buy700.101.040031.038031.04123
1712009.12.21 00:20modify690.101.040361.039201.04140
1722009.12.21 00:20modify700.101.040031.039201.04140
1732009.12.21 01:02buy710.101.039501.037501.04070
1742009.12.21 01:20t/p710.101.040701.037501.0407011.5310138.40
1752009.12.21 01:50t/p690.101.041401.039201.041409.9810148.38
1762009.12.21 01:50t/p700.101.041401.039201.0414013.1510161.53
1772009.12.21 09:40sell720.101.044621.046621.04342
1782009.12.21 09:45sell730.101.046371.048371.04517
1792009.12.21 09:50s/l720.101.046621.046621.04342-19.0810142.45
1802009.12.21 10:45t/p730.101.045171.048371.0451711.4810153.93
1812009.12.21 17:32sell740.101.045961.047961.04476
1822009.12.21 17:50t/p740.101.044761.047961.0447611.5010165.43
1832009.12.21 20:02sell750.101.046151.048151.04495
1842009.12.21 21:15sell760.101.046651.048651.04545
1852009.12.21 21:15modify750.101.046151.047401.04520
1862009.12.21 21:15modify760.101.046651.047401.04520
1872009.12.21 21:20sell770.101.047131.049131.04593
1882009.12.21 21:50t/p770.101.045931.049131.0459311.4710176.90
1892009.12.22 00:50t/p750.101.045201.047401.045209.0010185.90
1902009.12.22 00:50t/p760.101.045201.047401.0452013.7810199.68
1912009.12.22 13:45sell780.101.049321.051321.04812
1922009.12.22 13:50sell790.101.049721.051721.04852
1932009.12.22 13:50modify780.101.049321.050521.04832
1942009.12.22 13:50modify790.101.049721.050521.04832
1952009.12.22 14:02sell800.101.050181.052181.04898
1962009.12.22 14:07s/l780.101.050521.050521.04832-11.4210188.26
1972009.12.22 14:07s/l790.101.050521.050521.04832-7.6210180.64
1982009.12.22 14:20t/p800.101.048981.052181.0489811.4510192.09
1992009.12.22 16:50sell810.101.049971.051971.04877
2002009.12.22 17:59t/p810.101.048771.051971.0487711.4410203.53
2012009.12.23 13:40buy820.101.044871.042871.04607
2022009.12.23 13:45buy830.101.043801.041801.04500
2032009.12.23 13:50s/l820.101.042871.042871.04607-19.1910184.34
2042009.12.23 14:02s/l830.101.041801.041801.04500-19.2110165.13
2052009.12.23 16:05buy840.101.042201.040201.04340
2062009.12.23 16:10buy850.101.041511.039511.04271
2072009.12.23 16:10modify840.101.042201.040861.04306
2082009.12.23 16:10modify850.101.041511.040861.04306
2092009.12.23 16:15s/l840.101.040861.040861.04306-12.8810152.25
2102009.12.23 16:15s/l850.101.040861.040861.04306-6.2510146.00
2112009.12.23 18:15buy860.101.037041.035041.03824
2122009.12.23 18:20buy870.101.036251.034251.03745
2132009.12.23 18:20modify860.101.037041.035651.03785
2142009.12.23 18:20modify870.101.036251.035651.03785
2152009.12.23 19:20t/p860.101.037851.035651.037857.8010153.80
2162009.12.23 19:20t/p870.101.037851.035651.0378515.4110169.21
2172009.12.24 10:50buy880.101.035231.033231.03643
2182009.12.24 11:15buy890.101.034891.032891.03609
2192009.12.24 11:15modify880.101.035231.034061.03626
2202009.12.24 11:15modify890.101.034891.034061.03626
2212009.12.24 11:20buy900.101.034391.032391.03559
2222009.12.24 11:32s/l880.101.034061.034061.03626-11.3210157.89
2232009.12.24 11:32s/l890.101.034061.034061.03626-8.0310149.86
2242009.12.24 13:32buy910.101.034051.032051.03525
2252009.12.24 13:32modify900.101.034391.033221.03542
2262009.12.24 13:32modify910.101.034051.033221.03542
2272009.12.24 13:40buy920.101.033471.031471.03467
2282009.12.24 13:45s/l900.101.033221.033221.03542-11.3310138.53
2292009.12.24 13:45s/l910.101.033221.033221.03542-8.0310130.50
2302009.12.24 14:50t/p920.101.034671.031471.0346711.5910142.09
2312009.12.29 08:40buy930.101.032181.030181.03338
2322009.12.29 08:45buy940.101.031631.029631.03283
2332009.12.29 08:45modify930.101.032181.030911.03311
2342009.12.29 08:45modify940.101.031631.030911.03311
2352009.12.29 08:50s/l930.101.030911.030911.03311-12.3210129.77
2362009.12.29 08:50s/l940.101.030911.030911.03311-6.9810122.79
2372009.12.29 10:50buy950.101.030451.028451.03165
2382009.12.29 10:59buy960.101.029991.027991.03119
2392009.12.29 10:59modify950.101.030451.029221.03142
2402009.12.29 10:59modify960.101.029991.029221.03142
2412009.12.29 11:40t/p950.101.031421.029221.031429.4010132.19
2422009.12.29 11:40t/p960.101.031421.029221.0314213.8610146.05
2432009.12.29 13:40buy970.101.028931.026931.03013
2442009.12.29 14:10t/p970.101.030131.026931.0301311.6510157.70
2452009.12.29 17:10sell980.101.034671.036671.03347
2462009.12.29 17:15sell990.101.036151.038151.03495
2472009.12.29 17:20s/l980.101.036671.036671.03347-19.2710138.43
2482009.12.29 17:32s/l990.101.038151.038151.03495-19.2610119.17
2492009.12.29 19:32sell1000.101.036561.038561.03536
2502009.12.29 19:40sell1010.101.036941.038941.03574
2512009.12.29 19:40modify1000.101.036561.037751.03555
2522009.12.29 19:40modify1010.101.036941.037751.03555
2532009.12.29 19:50sell1020.101.037511.039511.03631
2542009.12.29 20:20s/l1000.101.037751.037751.03555-11.4610107.71
2552009.12.29 20:20s/l1010.101.037751.037751.03555-7.8010099.91
2562009.12.29 21:20t/p1020.101.036311.039511.0363111.5810111.49
2572009.12.30 16:45sell1030.101.041131.043131.03993
2582009.12.30 16:50sell1040.101.042111.044111.04091
2592009.12.30 16:59t/p1040.101.040911.044111.0409111.5310123.02
2602009.12.30 17:07t/p1030.101.039931.043131.0399311.5410134.56
2612009.12.31 07:40buy1050.101.031291.029291.03249
2622009.12.31 07:46s/l1050.101.029291.029291.03249-19.4410115.12
2632009.12.31 09:47buy1060.101.030951.028951.03215
2642009.12.31 09:50buy1070.101.030131.028131.03133
2652009.12.31 09:50modify1060.101.030951.029541.03174
2662009.12.31 09:50modify1070.101.030131.029541.03174
2672009.12.31 10:15s/l1060.101.029541.029541.03174-13.6910101.43
2682009.12.31 10:15s/l1070.101.029541.029541.03174-5.7310095.70
2692009.12.31 12:20buy1080.101.028941.026941.03014
2702009.12.31 12:37buy1090.101.028611.026611.02981
2712009.12.31 12:37modify1080.101.028941.027781.02998
2722009.12.31 12:37modify1090.101.028611.027781.02998
2732009.12.31 12:50t/p1080.101.029981.027781.0299810.0910105.79
2742009.12.31 12:50t/p1090.101.029981.027781.0299813.2910119.08
2752009.12.31 16:10sell1100.101.034621.036621.03342
2762009.12.31 16:15sell1110.101.035591.037591.03439
2772009.12.31 16:20s/l1100.101.036621.036621.03342-19.2910099.79
2782009.12.31 16:32s/l1110.101.037591.037591.03439-19.2610080.53
2792009.12.31 18:32sell1120.101.036471.038471.03527
2802009.12.31 18:45t/p1120.101.035271.038471.0352711.5910092.12