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)
ParametersTrailingStop=40; TakeProfit=1000; Lots=1; Slippage=5; CurrentBar=1; UseClose=true; MaMode=1; ShortEma=6; LongEma=12;
Bars in test1515Ticks modelled13947Modelling qualityn/a
Mismatched charts errors2
Initial deposit10000.00
Total net profit371.03Gross profit4574.73Gross loss-4203.70
Profit factor1.09Expected payoff4.82
Absolute drawdown447.64Maximal drawdown1629.08 (14.57%)Relative drawdown14.57% (1629.08)
Total trades77Short positions (won %)38 (76.32%)Long positions (won %)39 (82.05%)
Profit trades (% of total)61 (79.22%)Loss trades (% of total)16 (20.78%)
Largestprofit trade229.94loss trade-614.38
Averageprofit trade75.00loss trade-262.73
Maximumconsecutive wins (profit in money)13 (1022.94)consecutive losses (loss in money)4 (-485.04)
Maximalconsecutive profit (count of wins)1142.08 (10)consecutive loss (count of losses)-1063.61 (2)
Averageconsecutive wins6consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12009.12.01 09:00sell11.001.003420.000000.99342
22009.12.01 09:03modify11.001.003421.003190.99342
32009.12.01 09:10modify11.001.003421.002570.99342
42009.12.01 09:16modify11.001.003421.001750.99342
52009.12.01 09:20s/l11.001.001751.001750.99342166.7110166.71
62009.12.01 09:20sell21.001.001570.000000.99157
72009.12.01 09:45modify21.001.001571.001470.99157
82009.12.01 09:50modify21.001.001571.000640.99157
92009.12.01 09:52s/l21.001.000641.000640.9915792.9410259.65
102009.12.01 09:52sell31.001.000470.000000.99047
112009.12.01 10:20modify31.001.000471.000140.99047
122009.12.01 10:27s/l31.001.000141.000140.9904732.9910292.64
132009.12.02 15:00buy41.000.999750.000001.00975
142009.12.02 15:02modify41.000.999751.000011.00975
152009.12.02 15:07modify41.000.999751.000151.00975
162009.12.02 15:10s/l41.001.000151.000151.0097540.0010332.64
172009.12.02 15:10buy51.001.000180.000001.01018
182009.12.02 17:10modify51.001.000181.000241.01018
192009.12.02 17:15modify51.001.000181.001071.01018
202009.12.02 17:20modify51.001.000181.001901.01018
212009.12.02 17:22s/l51.001.001901.001901.01018171.7010504.34
222009.12.03 03:00sell61.000.999810.000000.98981
232009.12.03 03:50modify61.000.999810.999560.98981
242009.12.03 04:20modify61.000.999810.999490.98981
252009.12.03 05:02modify61.000.999810.999380.98981
262009.12.03 05:07modify61.000.999810.999310.98981
272009.12.03 05:15s/l61.000.999310.999310.9898150.0310554.37
282009.12.03 18:00buy71.000.999710.000001.00971
292009.12.03 22:20modify71.000.999710.999771.00971
302009.12.03 22:35modify71.000.999710.999781.00971
312009.12.03 22:40modify71.000.999711.000211.00971
322009.12.03 22:45modify71.000.999711.000651.00971
332009.12.03 22:50modify71.000.999711.001081.00971
342009.12.03 22:57s/l71.001.001081.001081.00971136.8710691.24
352009.12.04 11:00sell81.000.999520.000000.98952
362009.12.04 13:20modify81.000.999520.999460.98952
372009.12.04 13:27s/l81.000.999460.999460.989526.0010697.24
382009.12.04 15:00buy91.001.008530.000001.01853
392009.12.04 15:10modify91.001.008531.008561.01853
402009.12.04 15:15modify91.001.008531.009681.01853
412009.12.04 15:20modify91.001.008531.010791.01853
422009.12.04 15:22s/l91.001.010791.010791.01853223.6610920.90
432009.12.04 15:22buy101.001.010640.000001.02064
442009.12.04 16:40modify101.001.010641.011331.02064
452009.12.04 16:45modify101.001.010641.012101.02064
462009.12.04 16:50modify101.001.010641.012881.02064
472009.12.04 16:52s/l101.001.012881.012881.02064221.1811142.08
482009.12.07 20:00sell111.001.016590.000001.00659
492009.12.07 21:00close111.001.019520.000001.00659-287.3910854.69
502009.12.07 21:02buy121.001.019060.000001.02906
512009.12.07 21:15modify121.001.019061.019141.02906
522009.12.07 21:20modify121.001.019061.019421.02906
532009.12.07 21:32s/l121.001.019421.019421.0290635.3110890.00
542009.12.07 21:32buy131.001.019580.000001.02958
552009.12.07 21:40modify131.001.019581.019611.02958
562009.12.07 21:45modify131.001.019581.020081.02958
572009.12.07 21:50modify131.001.019581.020551.02958
582009.12.07 21:57s/l131.001.020551.020551.0295895.0710985.07
592009.12.07 21:57buy141.001.020510.000001.03051
602009.12.08 02:00close141.001.017400.000001.03051-305.1910679.89
612009.12.08 02:02sell151.001.017990.000001.00799
622009.12.08 02:15modify151.001.017991.017891.00799
632009.12.08 02:20modify151.001.017991.017441.00799
642009.12.08 02:27s/l151.001.017441.017441.0079954.0510733.94
652009.12.08 02:27sell161.001.017300.000001.00730
662009.12.08 02:32modify161.001.017301.017021.00730
672009.12.08 02:37modify161.001.017301.016921.00730
682009.12.08 02:40s/l161.001.016921.016921.0073037.3710771.31
692009.12.08 02:40sell171.001.016810.000001.00681
702009.12.08 09:00close171.001.021100.000001.00681-420.1410351.17
712009.12.08 09:03buy181.001.022010.000001.03201
722009.12.08 13:07modify181.001.022011.022181.03201
732009.12.08 13:10s/l181.001.022181.022181.0320116.6310367.80
742009.12.09 11:00sell191.001.023830.000001.01383
752009.12.09 11:15modify191.001.023831.023721.01383
762009.12.09 11:20modify191.001.023831.023261.01383
772009.12.09 11:27s/l191.001.023261.023261.0138355.7010423.50
782009.12.09 11:27sell201.001.023130.000001.01313
792009.12.09 11:32modify201.001.023131.022501.01313
802009.12.09 11:37modify201.001.023131.022381.01313
812009.12.09 11:40s/l201.001.022381.022381.0131373.3410496.84
822009.12.09 11:40sell211.001.022370.000001.01237
832009.12.09 16:00close211.001.027140.000001.01237-464.4010032.44
842009.12.09 16:02buy221.001.027060.000001.03706
852009.12.09 16:37modify221.001.027061.027061.03706
862009.12.09 16:40s/l221.001.027061.027061.037060.0010032.44
872009.12.09 16:40buy231.001.026440.000001.03644
882009.12.09 17:32modify231.001.026441.026681.03644
892009.12.09 17:37modify231.001.026441.026801.03644
902009.12.09 17:40s/l231.001.026801.026801.0364435.0710067.51
912009.12.10 02:00sell241.001.025780.000001.01578
922009.12.10 02:20modify241.001.025781.025751.01578
932009.12.10 02:30s/l241.001.025751.025751.015782.9310070.44
942009.12.10 02:30sell251.001.025700.000001.01570
952009.12.10 05:00close251.001.026820.000001.01570-109.079961.37
962009.12.10 05:02buy261.001.026600.000001.03660
972009.12.10 05:15modify261.001.026601.026841.03660
982009.12.10 05:20modify261.001.026601.027201.03660
992009.12.10 05:27s/l261.001.027201.027201.0366058.4210019.79
1002009.12.10 05:27buy271.001.027310.000001.03731
1012009.12.10 05:40modify271.001.027311.027441.03731
1022009.12.10 05:45modify271.001.027311.027791.03731
1032009.12.10 05:50modify271.001.027311.028141.03731
1042009.12.10 05:57s/l271.001.028141.028141.0373180.7310100.52
1052009.12.10 05:57buy281.001.028260.000001.03826
1062009.12.10 09:20modify281.001.028261.028681.03826
1072009.12.10 09:22s/l281.001.028681.028681.0382640.8310141.35
1082009.12.10 12:00sell291.001.025070.000001.01507
1092009.12.10 15:15modify291.001.025071.024831.01507
1102009.12.10 15:20modify291.001.025071.024261.01507
1112009.12.10 15:27s/l291.001.024261.024261.0150779.0610220.41
1122009.12.10 19:00buy301.001.027020.000001.03702
1132009.12.10 19:10modify301.001.027021.027091.03702
1142009.12.10 19:15modify301.001.027021.027521.03702
1152009.12.10 19:20modify301.001.027021.027951.03702
1162009.12.10 19:27s/l301.001.027951.027951.0370290.4910310.90
1172009.12.10 19:27buy311.001.027970.000001.03797
1182009.12.10 23:00close311.001.025850.000001.03797-206.6610104.24
1192009.12.10 23:02sell321.001.025980.000001.01598
1202009.12.11 06:00close321.001.026550.000001.01598-56.2210048.01
1212009.12.11 06:02buy331.001.026530.000001.03653
1222009.12.11 07:00close331.001.025570.000001.03653-93.619954.40
1232009.12.11 07:02sell341.001.025550.000001.01555
1242009.12.11 08:00close341.001.026870.000001.01555-128.559825.85
1252009.12.11 08:02buy351.001.026600.000001.03660
1262009.12.11 08:20modify351.001.026601.026781.03660
1272009.12.11 08:27s/l351.001.026781.026781.0366017.539843.38
1282009.12.11 08:27buy361.001.026970.000001.03697
1292009.12.11 11:00close361.001.025030.000001.03697-189.269654.12
1302009.12.11 11:02sell371.001.025170.000001.01517
1312009.12.11 11:32modify371.001.025171.024631.01517
1322009.12.11 11:37modify371.001.025171.024531.01517
1332009.12.11 11:40s/l371.001.024531.024531.0151762.469716.58
1342009.12.11 11:40sell381.001.024440.000001.01444
1352009.12.11 13:20modify381.001.024441.024031.01444
1362009.12.11 13:27s/l381.001.024031.024031.0144440.039756.61
1372009.12.11 15:00buy391.001.028840.000001.03884
1382009.12.11 15:13modify391.001.028841.029021.03884
1392009.12.11 15:20modify391.001.028841.029971.03884
1402009.12.11 15:30modify391.001.028841.030931.03884
1412009.12.11 15:32modify391.001.028841.030961.03884
1422009.12.11 15:35modify391.001.028841.031171.03884
1432009.12.11 15:37s/l391.001.031171.031171.03884225.969982.57
1442009.12.11 15:37buy401.001.031350.000001.04135
1452009.12.11 15:40modify401.001.031351.031771.04135
1462009.12.11 15:45modify401.001.031351.032381.04135
1472009.12.11 15:50modify401.001.031351.032991.04135
1482009.12.11 15:52s/l401.001.032991.032991.04135158.7710141.34
1492009.12.11 15:52buy411.001.033170.000001.04317
1502009.12.11 16:15modify411.001.033171.034121.04317
1512009.12.11 16:20modify411.001.033171.035151.04317
1522009.12.11 16:22s/l411.001.035151.035151.04317191.3310332.67
1532009.12.14 08:00sell421.001.031720.000001.02172
1542009.12.14 08:10modify421.001.031721.031511.02172
1552009.12.14 08:15modify421.001.031721.030861.02172
1562009.12.14 08:20modify421.001.031721.029991.02172
1572009.12.14 08:22s/l421.001.029991.029991.02172167.9610500.63
1582009.12.14 08:22sell431.001.029830.000001.01983
1592009.12.14 13:00close431.001.033540.000001.01983-358.9610141.67
1602009.12.14 13:02buy441.001.033600.000001.04360
1612009.12.14 17:00close441.001.031450.000001.04360-208.449933.23
1622009.12.14 17:02sell451.001.031480.000001.02148
1632009.12.14 18:50modify451.001.031481.031431.02148
1642009.12.14 18:59s/l451.001.031431.031431.021484.859938.08
1652009.12.15 04:00buy461.001.032710.000001.04271
1662009.12.15 06:20modify461.001.032711.033031.04271
1672009.12.15 06:27s/l461.001.033031.033031.0427130.989969.06
1682009.12.16 11:00sell471.001.039480.000001.02948
1692009.12.16 11:15modify471.001.039481.039301.02948
1702009.12.16 11:20modify471.001.039481.038731.02948
1712009.12.16 11:27s/l471.001.038731.038731.0294872.1910041.25
1722009.12.16 11:27sell481.001.038710.000001.02871
1732009.12.16 12:20modify481.001.038711.038131.02871
1742009.12.16 12:27s/l481.001.038131.038131.0287155.8610097.11
1752009.12.17 01:00buy491.001.038990.000001.04899
1762009.12.17 02:10modify491.001.038991.039101.04899
1772009.12.17 02:15modify491.001.038991.039391.04899
1782009.12.17 02:20modify491.001.038991.039681.04899
1792009.12.17 02:27s/l491.001.039681.039681.0489966.3810163.49
1802009.12.18 01:00sell501.001.046250.000001.03625
1812009.12.18 01:15modify501.001.046251.045331.03625
1822009.12.18 01:17s/l501.001.045331.045331.0362588.0110251.50
1832009.12.18 01:17sell511.001.045140.000001.03514
1842009.12.18 01:20modify511.001.045141.043711.03514
1852009.12.18 01:22s/l511.001.043711.043711.03514136.9610388.46
1862009.12.18 01:22sell521.001.043930.000001.03393
1872009.12.18 01:27modify521.001.043931.043741.03393
1882009.12.18 01:30modify521.001.043931.043721.03393
1892009.12.18 01:32s/l521.001.043721.043721.0339320.1110408.57
1902009.12.18 01:32sell531.001.043800.000001.03380
1912009.12.18 01:40modify531.001.043801.043561.03380
1922009.12.18 01:45modify531.001.043801.042741.03380
1932009.12.18 01:50modify531.001.043801.041641.03380
1942009.12.18 01:52s/l531.001.041641.041641.03380207.3410615.91
1952009.12.18 01:52sell541.001.041600.000001.03160
1962009.12.18 03:10modify541.001.041601.041171.03160
1972009.12.18 03:15modify541.001.041601.040331.03160
1982009.12.18 03:20modify541.001.041601.039211.03160
1992009.12.18 03:22s/l541.001.039211.039211.03160229.9410845.85
2002009.12.18 15:00buy551.001.045020.000001.05502
2012009.12.18 16:45modify551.001.045021.045491.05502
2022009.12.18 16:47s/l551.001.045491.045491.0550244.9610890.81
2032009.12.21 00:00sell561.001.040670.000001.03067
2042009.12.21 00:20modify561.001.040671.040481.03067
2052009.12.21 00:37modify561.001.040671.040441.03067
2062009.12.21 00:40s/l561.001.040441.040441.0306722.1010912.91
2072009.12.21 00:40sell571.001.040260.000001.03026
2082009.12.21 01:02modify571.001.040261.039951.03026
2092009.12.21 01:07modify571.001.040261.039811.03026
2102009.12.21 01:10s/l571.001.039811.039811.0302643.2610956.17
2112009.12.21 10:00buy581.001.046470.000001.05647
2122009.12.21 14:00close581.001.040080.000001.05647-614.3810341.79
2132009.12.21 14:02sell591.001.039320.000001.02932
2142009.12.21 17:00close591.001.044010.000001.02932-449.239892.56
2152009.12.21 17:03buy601.001.044640.000001.05464
2162009.12.21 17:16modify601.001.044641.044801.05464
2172009.12.21 17:26s/l601.001.044801.044801.0546415.319907.87
2182009.12.21 17:26buy611.001.044890.000001.05489
2192009.12.21 17:32modify611.001.044891.045561.05489
2202009.12.21 17:37modify611.001.044891.045761.05489
2212009.12.21 17:40s/l611.001.045761.045761.0548983.229991.09
2222009.12.21 17:40buy621.001.045540.000001.05554
2232009.12.21 20:02modify621.001.045541.045751.05554
2242009.12.21 20:07modify621.001.045541.045881.05554
2252009.12.21 20:10s/l621.001.045881.045881.0555432.5110023.60
2262009.12.23 12:00sell631.001.046080.000001.03608
2272009.12.23 13:35modify631.001.046081.046041.03608
2282009.12.23 13:37s/l631.001.046041.046041.036083.8310027.43
2292009.12.28 00:00buy641.001.036360.000001.04636
2302009.12.28 00:15modify641.001.036361.036651.04636
2312009.12.28 00:20modify641.001.036361.037011.04636
2322009.12.28 00:27s/l641.001.037011.037011.0463662.6910090.12
2332009.12.28 00:27buy651.001.037120.000001.04712
2342009.12.28 01:15modify651.001.037121.037231.04712
2352009.12.28 01:20modify651.001.037121.037631.04712
2362009.12.28 01:27s/l651.001.037631.037631.0471249.1610139.28
2372009.12.28 03:00sell661.001.034430.000001.02443
2382009.12.28 12:45modify661.001.034431.034401.02443
2392009.12.28 12:50modify661.001.034431.033941.02443
2402009.12.28 12:57s/l661.001.033941.033941.0244347.3910186.67
2412009.12.29 00:00buy671.001.035480.000001.04548
2422009.12.29 01:32modify671.001.035481.035621.04548
2432009.12.29 01:37modify671.001.035481.035671.04548
2442009.12.29 01:50s/l671.001.035671.035671.0454818.3410205.01
2452009.12.29 09:00sell681.001.030980.000001.02098
2462009.12.29 09:15modify681.001.030981.030591.02098
2472009.12.29 09:20modify681.001.030981.029881.02098
2482009.12.29 09:27s/l681.001.029881.029881.02098106.7710311.78
2492009.12.29 09:27sell691.001.030000.000001.02000
2502009.12.29 09:50modify691.001.030001.029851.02000
2512009.12.29 10:10s/l691.001.029851.029851.0200014.5610326.34
2522009.12.29 18:00buy701.001.036680.000001.04668
2532009.12.29 18:40modify701.001.036681.036741.04668
2542009.12.29 18:45modify701.001.036681.037051.04668
2552009.12.29 18:50modify701.001.036681.037361.04668
2562009.12.29 18:57s/l701.001.037361.037361.0466865.5510391.89
2572009.12.29 18:57buy711.001.037540.000001.04754
2582009.12.29 20:32modify711.001.037541.037631.04754
2592009.12.29 20:37modify711.001.037541.037771.04754
2602009.12.29 20:40s/l711.001.037771.037771.0475422.1610414.05
2612009.12.30 12:00sell721.001.036490.000001.02649
2622009.12.30 13:00close721.001.038830.000001.02649-225.2510188.80
2632009.12.30 13:02buy731.001.038770.000001.04877
2642009.12.30 15:45modify731.001.038771.039021.04877
2652009.12.30 15:50modify731.001.038771.039401.04877
2662009.12.30 15:57s/l731.001.039401.039401.0487760.6110249.41
2672009.12.30 20:00sell741.001.036300.000001.02630
2682009.12.31 01:45modify741.001.036301.036201.02630
2692009.12.31 01:50modify741.001.036301.035871.02630
2702009.12.31 02:15modify741.001.036301.035761.02630
2712009.12.31 02:20modify741.001.036301.035531.02630
2722009.12.31 02:40modify741.001.036301.035361.02630
2732009.12.31 02:45modify741.001.036301.035041.02630
2742009.12.31 02:50modify741.001.036301.034611.02630
2752009.12.31 02:57s/l741.001.034611.034611.02630161.2610410.67
2762009.12.31 18:00buy751.001.035910.000001.04591
2772009.12.31 18:07modify751.001.035911.036041.04591
2782009.12.31 18:10s/l751.001.036041.036041.0459112.5510423.22
2792009.12.31 18:10buy761.001.035940.000001.04594
2802009.12.31 18:32modify761.001.035941.036071.04594
2812009.12.31 18:37modify761.001.035941.036301.04594
2822009.12.31 18:40s/l761.001.036301.036301.0459434.7610457.98
2832009.12.31 18:40buy771.001.035960.000001.04596
2842009.12.31 18:57close at stop771.001.035060.000001.04596-86.9510371.03