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)
ParametersLSMAPeriod=11; Lots=0.01; slope=2; ProfitMade=10; LossLimit=40; KillLogging=false;
Bars in test1515Ticks modelled13947Modelling qualityn/a
Mismatched charts errors2
Initial deposit10000.00
Total net profit-24.97Gross profit80.00Gross loss-104.97
Profit factor0.76Expected payoff-0.05
Absolute drawdown26.67Maximal drawdown26.67 (0.27%)Relative drawdown0.27% (26.67)
Total trades480Short positions (won %)247 (60.32%)Long positions (won %)233 (60.52%)
Profit trades (% of total)290 (60.42%)Loss trades (% of total)190 (39.58%)
Largestprofit trade0.60loss trade-0.90
Averageprofit trade0.28loss trade-0.55
Maximumconsecutive wins (profit in money)15 (6.51)consecutive losses (loss in money)5 (-2.73)
Maximalconsecutive profit (count of wins)6.51 (15)consecutive loss (count of losses)-2.73 (5)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12009.12.01 01:00sell10.011.003241.004141.00264
22009.12.01 01:15close10.011.003721.004141.00264-0.489999.52
32009.12.01 02:00sell20.011.004631.005531.00403
42009.12.01 02:07close20.011.005041.005531.00403-0.419999.11
52009.12.01 03:00sell30.011.004371.005271.00377
62009.12.01 03:10close30.011.004921.005271.00377-0.559998.56
72009.12.01 04:00sell40.011.004551.005451.00395
82009.12.01 04:02close40.011.005211.005451.00395-0.669997.90
92009.12.01 05:00sell50.011.004111.005011.00351
102009.12.01 05:10close50.011.004591.005011.00351-0.489997.42
112009.12.01 06:00buy60.011.004501.003601.00510
122009.12.01 06:02close60.011.004691.003601.005100.199997.61
132009.12.01 07:00buy70.011.005151.004251.00575
142009.12.01 07:15close70.011.005541.004251.005750.399998.00
152009.12.01 09:00sell80.011.003421.004321.00282
162009.12.01 09:03t/p80.011.002821.004321.002820.609998.60
172009.12.01 10:00sell90.011.000121.001020.99952
182009.12.01 10:02close90.011.000741.001020.99952-0.629997.98
192009.12.01 11:00sell100.011.000541.001440.99994
202009.12.01 11:10close100.011.000291.001440.999940.259998.23
212009.12.01 12:00sell110.011.000281.001180.99968
222009.12.01 12:07close110.011.000171.001180.999680.119998.34
232009.12.01 13:00sell120.011.000861.001761.00026
242009.12.01 13:10close120.011.000671.001761.000260.199998.53
252009.12.01 14:00sell130.011.001131.002031.00053
262009.12.01 14:02close130.011.000991.002031.000530.149998.67
272009.12.01 15:00sell140.011.000861.001761.00026
282009.12.01 15:07close140.011.001371.001761.00026-0.519998.16
292009.12.01 16:00sell150.010.999821.000720.99922
302009.12.01 16:02close150.011.000361.000720.99922-0.549997.62
312009.12.01 17:00sell160.010.998930.999830.99833
322009.12.01 17:05close160.010.998640.999830.998330.299997.91
332009.12.01 18:00sell170.010.998390.999290.99779
342009.12.01 18:07close170.010.998850.999290.99779-0.469997.45
352009.12.01 19:00sell180.010.998740.999640.99814
362009.12.01 19:05close180.010.998620.999640.998140.129997.57
372009.12.01 20:00sell190.010.997470.998370.99687
382009.12.01 20:15close190.010.997890.998370.99687-0.429997.15
392009.12.01 21:00sell200.010.998730.999630.99813
402009.12.01 21:07close200.010.998630.999630.998130.109997.25
412009.12.01 23:00buy210.010.999380.998480.99998
422009.12.01 23:45close210.010.999540.998480.999980.169997.41
432009.12.02 00:00buy220.010.999710.998811.00031
442009.12.02 00:15close220.010.999090.998811.00031-0.629996.79
452009.12.02 01:00buy230.010.998880.997980.99948
462009.12.02 01:10close230.010.999000.997980.999480.129996.91
472009.12.02 02:00buy240.010.998730.997830.99933
482009.12.02 02:10close240.010.998990.997830.999330.269997.17
492009.12.02 03:00buy250.010.999420.998521.00002
502009.12.02 03:15close250.010.998790.998521.00002-0.639996.54
512009.12.02 04:00buy260.010.999030.998130.99963
522009.12.02 04:15close260.010.998420.998130.99963-0.619995.93
532009.12.02 05:00sell270.010.998630.999530.99803
542009.12.02 05:07close270.010.998510.999530.998030.129996.05
552009.12.02 07:00sell280.010.998730.999630.99813
562009.12.02 07:02close280.010.998230.999630.998130.509996.55
572009.12.02 09:00buy290.010.999290.998390.99989
582009.12.02 09:02close290.010.999560.998390.999890.279996.82
592009.12.02 10:00sell300.010.998750.999650.99815
602009.12.02 10:07close300.010.998580.999650.998150.179996.99
612009.12.02 12:00sell310.010.998170.999070.99757
622009.12.02 12:10close310.010.998710.999070.99757-0.549996.45
632009.12.02 14:00buy320.010.998890.997990.99949
642009.12.02 14:02close320.010.999180.997990.999490.299996.74
652009.12.02 15:00buy330.010.999620.998721.00022
662009.12.02 15:02t/p330.011.000220.998721.000220.609997.34
672009.12.02 16:00buy340.011.000040.999141.00064
682009.12.02 16:10close340.010.999430.999141.00064-0.619996.73
692009.12.02 17:00buy350.010.999440.998541.00004
702009.12.02 17:05close350.010.999800.998541.000040.369997.09
712009.12.02 18:00buy360.011.000951.000051.00155
722009.12.02 18:02close360.011.000441.000051.00155-0.519996.58
732009.12.02 19:00buy370.011.001961.001061.00256
742009.12.02 19:02close370.011.002271.001061.002560.319996.89
752009.12.02 20:00buy380.011.001561.000661.00216
762009.12.02 20:10close380.011.001721.000661.002160.169997.05
772009.12.02 21:00buy390.011.002431.001531.00303
782009.12.02 21:20close390.011.001881.001531.00303-0.559996.50
792009.12.02 22:00buy400.011.001631.000731.00223
802009.12.02 22:20close400.011.001771.000731.002230.149996.64
812009.12.02 23:00buy410.011.001921.001021.00252
822009.12.02 23:20close410.011.001431.001021.00252-0.499996.15
832009.12.03 00:00buy420.011.001871.000971.00247
842009.12.03 00:10close420.011.001301.000971.00247-0.579995.58
852009.12.03 01:00sell430.011.000491.001390.99989
862009.12.03 01:10close430.011.000241.001390.999890.259995.83
872009.12.03 02:00sell440.010.999531.000430.99893
882009.12.03 02:20close440.010.999281.000430.998930.259996.08
892009.12.03 03:00sell450.010.999811.000710.99921
902009.12.03 03:15close450.010.999661.000710.999210.159996.23
912009.12.03 04:00sell460.010.999321.000220.99872
922009.12.03 04:15close460.010.999121.000220.998720.209996.43
932009.12.03 05:00sell470.010.998900.999800.99830
942009.12.03 05:07close470.010.998780.999800.998300.129996.55
952009.12.03 06:00sell480.010.999321.000220.99872
962009.12.03 06:45close480.010.999801.000220.99872-0.489996.07
972009.12.03 07:00sell490.010.999861.000760.99926
982009.12.03 07:10close490.010.999691.000760.999260.179996.24
992009.12.03 08:00sell500.010.997730.998630.99713
1002009.12.03 08:02close500.010.998310.998630.99713-0.589995.66
1012009.12.03 09:00sell510.010.997120.998020.99652
1022009.12.03 09:10close510.010.997550.998020.99652-0.439995.23
1032009.12.03 10:00sell520.010.997830.998730.99723
1042009.12.03 10:15close520.010.998310.998730.99723-0.489994.75
1052009.12.03 11:00sell530.010.997340.998240.99674
1062009.12.03 11:07close530.010.997760.998240.99674-0.429994.33
1072009.12.03 12:00sell540.010.997050.997950.99645
1082009.12.03 12:15close540.010.996820.997950.996450.239994.56
1092009.12.03 13:00sell550.010.997040.997940.99644
1102009.12.03 13:07close550.010.996940.997940.996440.109994.66
1112009.12.03 14:00sell560.010.997210.998110.99661
1122009.12.03 14:02close560.010.997060.998110.996610.159994.81
1132009.12.03 15:00buy570.010.999270.998370.99987
1142009.12.03 15:02s/l570.010.998370.998370.99987-0.909993.91
1152009.12.03 16:00buy580.010.999670.998771.00027
1162009.12.03 16:02t/p580.011.000270.998771.000270.609994.51
1172009.12.03 17:00buy590.010.998600.997700.99920
1182009.12.03 17:02close590.010.998720.997700.999200.129994.63
1192009.12.03 18:00buy600.010.999580.998681.00018
1202009.12.03 18:02close600.010.999680.998681.000180.109994.73
1212009.12.03 19:00buy610.010.998850.997950.99945
1222009.12.03 19:03close610.010.999210.997950.999450.369995.09
1232009.12.03 22:00buy620.010.999840.998941.00044
1242009.12.03 22:15close620.011.000020.998941.000440.189995.27
1252009.12.03 23:00buy630.011.001071.000171.00167
1262009.12.03 23:02t/p630.011.001671.000171.001670.609995.87
1272009.12.04 00:00buy640.011.000941.000041.00154
1282009.12.04 00:15close640.011.000251.000041.00154-0.699995.18
1292009.12.04 01:00sell650.010.999851.000750.99925
1302009.12.04 01:15close650.011.000501.000750.99925-0.659994.53
1312009.12.04 02:00buy660.011.000570.999671.00117
1322009.12.04 02:02close660.011.000770.999671.001170.209994.73
1332009.12.04 03:00buy670.011.000340.999441.00094
1342009.12.04 04:00close670.011.000030.999441.00094-0.319994.42
1352009.12.04 04:00sell680.011.000031.000930.99943
1362009.12.04 04:20close680.011.000491.000930.99943-0.469993.96
1372009.12.04 05:00buy690.011.000370.999471.00097
1382009.12.04 05:15close690.011.000580.999471.000970.219994.17
1392009.12.04 08:00sell700.010.999961.000860.99936
1402009.12.04 08:10close700.010.999651.000860.999360.319994.48
1412009.12.04 09:00sell710.010.999050.999950.99845
1422009.12.04 09:10close710.010.999540.999950.99845-0.499993.99
1432009.12.04 10:00buy720.011.000170.999271.00077
1442009.12.04 10:15close720.011.000540.999271.000770.379994.36
1452009.12.04 11:00sell730.010.999521.000420.99892
1462009.12.04 11:07close730.010.999411.000420.998920.119994.47
1472009.12.04 12:00sell740.011.000011.000910.99941
1482009.12.04 12:20close740.010.999871.000910.999410.149994.61
1492009.12.04 14:00sell750.010.999271.000170.99867
1502009.12.04 14:03close750.010.999981.000170.99867-0.719993.90
1512009.12.04 15:00buy760.011.008401.007501.00900
1522009.12.04 15:02s/l760.011.007501.007501.00900-0.899993.01
1532009.12.04 16:00buy770.011.008411.007511.00901
1542009.12.04 16:05close770.011.008651.007511.009010.249993.25
1552009.12.04 17:00buy780.011.012991.012091.01359
1562009.12.04 17:02close780.011.012201.012091.01359-0.789992.47
1572009.12.04 18:00buy790.011.013701.012801.01430
1582009.12.04 18:02close790.011.013251.012801.01430-0.449992.03
1592009.12.04 19:00buy800.011.013961.013061.01456
1602009.12.04 19:06close800.011.014181.013061.014560.229992.25
1612009.12.04 20:00buy810.011.017831.016931.01843
1622009.12.04 20:02close810.011.018191.016931.018430.359992.60
1632009.12.04 21:00buy820.011.018651.017751.01925
1642009.12.04 21:05close820.011.018191.017751.01925-0.459992.15
1652009.12.04 22:00buy830.011.016881.015981.01748
1662009.12.04 22:15close830.011.016311.015981.01748-0.569991.59
1672009.12.07 00:00sell840.011.015351.016251.01475
1682009.12.07 00:15close840.011.015781.016251.01475-0.429991.17
1692009.12.07 01:00sell850.011.015701.016601.01510
1702009.12.07 01:02t/p850.011.015101.016601.015100.599991.76
1712009.12.07 02:00sell860.011.015711.016611.01511
1722009.12.07 02:05close860.011.015591.016611.015110.129991.88
1732009.12.07 03:00sell870.011.015881.016781.01528
1742009.12.07 03:10close870.011.015581.016781.015280.309992.18
1752009.12.07 04:00sell880.011.014681.015581.01408
1762009.12.07 04:15close880.011.014541.015581.014080.149992.32
1772009.12.07 05:00sell890.011.014421.015321.01382
1782009.12.07 05:32close890.011.014041.015321.013820.379992.69
1792009.12.07 06:00sell900.011.014661.015561.01406
1802009.12.07 06:02close900.011.014301.015561.014060.359993.04
1812009.12.07 07:00sell910.011.015141.016041.01454
1822009.12.07 07:05close910.011.014981.016041.014540.169993.20
1832009.12.07 08:00sell920.011.014631.015531.01403
1842009.12.07 08:02close920.011.014421.015531.014030.219993.41
1852009.12.07 09:00buy930.011.015881.014981.01648
1862009.12.07 09:03t/p930.011.016481.014981.016480.599994.00
1872009.12.07 10:00buy940.011.023461.022561.02406
1882009.12.07 10:02t/p940.011.024061.022561.024060.589994.58
1892009.12.07 11:00buy950.011.021041.020141.02164
1902009.12.07 11:02t/p950.011.021641.020141.021640.599995.17
1912009.12.07 12:00buy960.011.020891.019991.02149
1922009.12.07 12:15close960.011.021111.019991.021490.229995.39
1932009.12.07 13:00buy970.011.021921.021021.02252
1942009.12.07 13:10close970.011.022271.021021.022520.349995.73
1952009.12.07 14:00buy980.011.022511.021611.02311
1962009.12.07 14:02close980.011.022771.021611.023110.259995.98
1972009.12.07 15:00buy990.011.021501.020601.02210
1982009.12.07 15:02close990.011.021021.020601.02210-0.479995.51
1992009.12.07 16:00sell1000.011.020631.021531.02003
2002009.12.07 16:03s/l1000.011.021531.021531.02003-0.889994.63
2012009.12.07 17:00sell1010.011.019201.020101.01860
2022009.12.07 17:03close1010.011.019801.020101.01860-0.599994.04
2032009.12.07 18:00sell1020.011.019861.020761.01926
2042009.12.07 18:10close1020.011.020631.020761.01926-0.759993.29
2052009.12.07 19:00sell1030.011.018101.019001.01750
2062009.12.07 19:03t/p1030.011.017501.019001.017500.599993.88
2072009.12.07 20:00sell1040.011.016591.017491.01599
2082009.12.07 20:03s/l1040.011.017491.017491.01599-0.889993.00
2092009.12.07 21:00buy1050.011.019391.018491.01999
2102009.12.07 21:02close1050.011.018871.018491.01999-0.519992.49
2112009.12.07 22:00buy1060.011.019891.018991.02049
2122009.12.07 22:02close1060.011.020061.018991.020490.179992.66
2132009.12.08 00:00buy1070.011.019481.018581.02008
2142009.12.08 00:15close1070.011.019051.018581.02008-0.429992.24
2152009.12.08 01:00buy1080.011.018461.017561.01906
2162009.12.08 01:03close1080.011.019051.017561.019060.589992.82
2172009.12.08 02:00sell1090.011.017401.018301.01680
2182009.12.08 02:02close1090.011.018051.018301.01680-0.649992.18
2192009.12.08 03:00sell1100.011.017261.018161.01666
2202009.12.08 03:03close1100.011.017861.018161.01666-0.599991.59
2212009.12.08 04:00buy1110.011.018441.017541.01904
2222009.12.08 04:02t/p1110.011.019041.017541.019040.599992.18
2232009.12.08 05:00buy1120.011.018181.017281.01878
2242009.12.08 05:15close1120.011.018371.017281.018780.199992.37
2252009.12.08 06:00sell1130.011.018051.018951.01745
2262009.12.08 06:02close1130.011.017561.018951.017450.489992.85
2272009.12.08 07:00sell1140.011.017711.018611.01711
2282009.12.08 07:02close1140.011.017181.018611.017110.529993.37
2292009.12.08 08:00buy1150.011.018481.017581.01908
2302009.12.08 08:05close1150.011.018671.017581.019080.199993.56
2312009.12.08 09:00buy1160.011.020971.020071.02157
2322009.12.08 09:03t/p1160.011.021571.020071.021570.599994.15
2332009.12.08 10:00buy1170.011.019321.018421.01992
2342009.12.08 10:02close1170.011.019581.018421.019920.269994.41
2352009.12.08 11:00sell1180.011.017661.018561.01706
2362009.12.08 11:02t/p1180.011.017061.018561.017060.599995.00
2372009.12.08 12:00buy1190.011.018741.017841.01934
2382009.12.08 12:03t/p1190.011.019341.017841.019340.599995.59
2392009.12.08 13:00buy1200.011.021461.020561.02206
2402009.12.08 13:02t/p1200.011.022061.020561.022060.599996.18
2412009.12.08 14:00buy1210.011.021971.021071.02257
2422009.12.08 14:05close1210.011.022441.021071.022570.469996.64
2432009.12.08 15:00buy1220.011.024201.023301.02480
2442009.12.08 15:02t/p1220.011.024801.023301.024800.599997.23
2452009.12.08 16:00buy1230.011.023011.022111.02361
2462009.12.08 16:05close1230.011.023121.022111.023610.119997.34
2472009.12.08 17:00buy1240.011.024801.023901.02540
2482009.12.08 17:02t/p1240.011.025401.023901.025400.589997.92
2492009.12.08 18:00buy1250.011.024531.023631.02513
2502009.12.08 18:05close1250.011.024711.023631.025130.189998.10
2512009.12.08 19:00buy1260.011.026131.025231.02673
2522009.12.08 19:07close1260.011.025711.025231.02673-0.419997.69
2532009.12.08 20:00buy1270.011.027721.026821.02832
2542009.12.08 20:02s/l1270.011.026821.026821.02832-0.889996.81
2552009.12.08 21:00buy1280.011.028361.027461.02896
2562009.12.08 21:03close1280.011.027891.027461.02896-0.469996.35
2572009.12.08 23:00sell1290.011.026851.027751.02625
2582009.12.08 23:20close1290.011.026511.027751.026250.339996.68
2592009.12.09 00:00sell1300.011.026741.027641.02614
2602009.12.09 00:02t/p1300.011.026141.027641.026140.589997.26
2612009.12.09 02:00sell1310.011.026601.027501.02600
2622009.12.09 02:03s/l1310.011.027501.027501.02600-0.889996.38
2632009.12.09 03:00sell1320.011.026151.027051.02555
2642009.12.09 03:10close1320.011.025941.027051.025550.209996.58
2652009.12.09 04:00sell1330.011.025291.026191.02469
2662009.12.09 04:02close1330.011.025701.026191.02469-0.409996.18
2672009.12.09 05:00sell1340.011.025231.026131.02463
2682009.12.09 05:15close1340.011.025761.026131.02463-0.529995.66
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8242009.12.28 19:15close4120.011.033931.033531.03503-0.489981.57
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8312009.12.28 23:00buy4160.011.034671.033771.03527
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