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)
ParametersTakeProfit=150; TrailingStop=40; StopLoss=150; HedgeLevel=6; UseClose=true; UseMACD=true; Expiration=7200; ShortEma=4; LongEma=24; CurrentBar=1; Lots=0.1;
Bars in test1515Ticks modelled13947Modelling qualityn/a
Mismatched charts errors2
Initial deposit10000.00
Total net profit47.60Gross profit171.97Gross loss-124.37
Profit factor1.38Expected payoff1.40
Absolute drawdown11.40Maximal drawdown61.66 (0.61%)Relative drawdown0.61% (61.66)
Total trades34Short positions (won %)19 (68.42%)Long positions (won %)15 (73.33%)
Profit trades (% of total)24 (70.59%)Loss trades (% of total)10 (29.41%)
Largestprofit trade14.85loss trade-14.87
Averageprofit trade7.17loss trade-12.44
Maximumconsecutive wins (profit in money)5 (41.68)consecutive losses (loss in money)3 (-35.91)
Maximalconsecutive profit (count of wins)41.68 (5)consecutive loss (count of losses)-35.91 (3)
Averageconsecutive wins3consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12009.12.03 19:00sell10.100.998791.000290.99729
22009.12.03 20:32modify10.100.998790.998650.99729
32009.12.03 20:37modify10.100.998790.998580.99729
42009.12.03 20:45s/l10.100.998580.998580.997292.1010002.10
52009.12.04 15:00buy20.101.008471.006971.00997
62009.12.04 15:10modify20.101.008471.008561.00997
72009.12.04 15:15t/p20.101.009971.008561.0099714.8510016.95
82009.12.04 15:15buy30.101.010211.008711.01171
92009.12.04 15:20modify30.101.010211.010791.01171
102009.12.04 15:22s/l30.101.010791.010791.011715.7410022.69
112009.12.04 15:22buy40.101.010581.009081.01208
122009.12.04 15:27s/l40.101.009081.009081.01208-14.8710007.82
132009.12.04 15:27buy50.101.008691.007191.01019
142009.12.04 16:10modify50.101.008691.008911.01019
152009.12.04 16:15modify50.101.008691.009581.01019
162009.12.04 16:20t/p50.101.010191.009581.0101914.8410022.66
172009.12.09 14:00buy60.101.026161.024661.02766
182009.12.09 14:10s/l60.101.024661.024661.02766-14.6410008.02
192009.12.09 14:10buy70.101.024131.022631.02563
202009.12.09 14:26modify70.101.024131.024591.02563
212009.12.09 14:30modify70.101.024131.024611.02563
222009.12.09 14:32s/l70.101.024611.024611.025634.6910012.71
232009.12.09 14:32buy80.101.023951.022451.02545
242009.12.09 14:40modify80.101.023951.024261.02545
252009.12.09 14:45modify80.101.023951.024901.02545
262009.12.09 14:50t/p80.101.025451.024901.0254514.6210027.33
272009.12.09 14:50buy90.101.026061.024561.02756
282009.12.09 15:10modify90.101.026061.026161.02756
292009.12.09 15:15modify90.101.026061.026811.02756
302009.12.09 15:20t/p90.101.027561.026811.0275614.5910041.92
312009.12.10 18:00buy100.101.027071.025571.02857
322009.12.10 18:32modify100.101.027071.027461.02857
332009.12.10 18:37modify100.101.027071.027571.02857
342009.12.10 18:40s/l100.101.027571.027571.028574.8710046.79
352009.12.10 18:40buy110.101.027651.026151.02915
362009.12.10 19:20modify110.101.027651.027951.02915
372009.12.10 19:27s/l110.101.027951.027951.029152.9110049.70
382009.12.10 23:00sell120.101.025851.027351.02435
392009.12.11 03:20s/l120.101.027351.027351.02435-14.6710035.03
402009.12.11 06:00buy130.101.026491.024991.02799
412009.12.11 07:00close130.101.025571.024991.02799-8.9710026.06
422009.12.11 07:02sell140.101.025551.027051.02405
432009.12.11 08:00close140.101.026811.027051.02405-12.2710013.79
442009.12.11 11:00sell150.101.025031.026531.02353
452009.12.11 11:32modify150.101.025031.024571.02353
462009.12.11 11:37modify150.101.025031.024471.02353
472009.12.11 11:40s/l150.101.024471.024471.023535.4710019.26
482009.12.11 11:40sell160.101.024441.025941.02294
492009.12.11 13:15modify160.101.024441.024391.02294
502009.12.11 13:20modify160.101.024441.023971.02294
512009.12.11 13:27s/l160.101.023971.023971.022944.5910023.85
522009.12.14 12:00buy170.101.033781.032281.03528
532009.12.14 12:32modify170.101.033781.033831.03528
542009.12.14 12:37modify170.101.033781.033961.03528
552009.12.14 12:40s/l170.101.033961.033961.035281.7410025.59
562009.12.14 12:40buy180.101.033951.032451.03545
572009.12.14 13:20s/l180.101.032451.032451.03545-14.5310011.06
582009.12.15 03:00buy190.101.032251.030751.03375
592009.12.15 03:15modify190.101.032251.032381.03375
602009.12.15 03:20modify190.101.032251.032631.03375
612009.12.15 03:27s/l190.101.032631.032631.033753.6810014.74
622009.12.15 03:27buy200.101.032741.031241.03424
632009.12.15 06:20modify200.101.032741.033031.03424
642009.12.15 06:27s/l200.101.033031.033031.034242.8110017.55
652009.12.18 16:00sell210.101.042071.043571.04057
662009.12.18 16:02modify210.101.042071.041941.04057
672009.12.18 16:07modify210.101.042071.041751.04057
682009.12.18 16:10s/l210.101.041751.041751.040573.0710020.62
692009.12.18 16:10sell220.101.042181.043681.04068
702009.12.18 16:40s/l220.101.043681.043681.04068-14.3510006.27
712009.12.18 16:40sell230.101.044611.046111.04311
722009.12.18 16:50s/l230.101.046111.046111.04311-14.339991.94
732009.12.18 16:50sell240.101.047171.048671.04567
742009.12.18 16:52modify240.101.047171.046851.04567
752009.12.18 16:55s/l240.101.046851.046851.045673.069995.00
762009.12.18 16:55sell250.101.046741.048241.04524
772009.12.18 16:57modify250.101.046741.045991.04524
782009.12.18 16:59s/l250.101.045991.045991.045247.1610002.16
792009.12.18 16:59sell260.101.047121.048621.04562
802009.12.18 17:00close260.101.047261.048621.04562-1.3410000.82
812009.12.18 22:00sell270.101.042841.044341.04134
822009.12.18 22:15modify270.101.042841.042731.04134
832009.12.18 22:20modify270.101.042841.042301.04134
842009.12.18 22:27s/l270.101.042301.042301.041345.1810006.00
852009.12.18 22:27sell280.101.042201.043701.04070
862009.12.18 22:37modify280.101.042201.042191.04070
872009.12.18 22:40s/l280.101.042191.042191.040700.1010006.10
882009.12.18 22:40sell290.101.042171.043671.04067
892009.12.21 00:00modify290.101.042171.041201.04067
902009.12.21 00:05modify290.101.042171.041171.04067
912009.12.21 00:10t/p290.101.040671.041171.0406714.3410020.44
922009.12.21 14:00sell300.101.040081.041581.03858
932009.12.21 14:02modify300.101.040081.039851.03858
942009.12.21 14:07modify300.101.040081.039711.03858
952009.12.21 14:10s/l300.101.039711.039711.038583.5610024.00
962009.12.21 14:10sell310.101.039891.041391.03839
972009.12.21 15:15s/l310.101.041391.041391.03839-14.4010009.60
982009.12.29 08:00sell320.101.034641.036141.03314
992009.12.29 08:13modify320.101.034641.034441.03314
1002009.12.29 08:20modify320.101.034641.033891.03314
1012009.12.29 08:26t/p320.101.033141.033891.0331414.5210024.12
1022009.12.29 08:26sell330.101.032621.034121.03112
1032009.12.29 08:40modify330.101.032621.032571.03112
1042009.12.29 08:45modify330.101.032621.032021.03112
1052009.12.29 08:50t/p330.101.031121.032021.0311214.5510038.67
1062009.12.29 08:50sell340.101.030741.032241.02924
1072009.12.29 09:15modify340.101.030741.030531.02924
1082009.12.29 09:20modify340.101.030741.029821.02924
1092009.12.29 09:27s/l340.101.029821.029821.029248.9310047.60