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)
ParametersSystemWideParms=""**"; LotSize=0.1; LotsIncreaseBy=2; UseMoneyMgmt=true; EquityProtectionLevel=0.55; MaxLossPerOrder=0; TargetEquityToCloseAndReset=2; TargetEquityByPct=true; RiskPercent=2; VolatilityBasedSizing=false; VolatilityBasedPipSpacing=true; VolatilityBasedTakeProfitFactor=true; LotFactor=1; RSX_Period=7; RSX_Timeframe=60; LongTradeParms=""**"; LongTakeProfit=10; LongInitialStop=0; LongTrailingStop=0; LongMaxTrades=4; LongPips=5; LongSecureProfit=0; LongAccountProtection=false; LongOrderstoProtect=0; ShortTradeParms=""**"; ShortTakeProfit=10; ShortInitialStop=0; ShortTrailingStop=0; ShortMaxTrades=4; ShortPips=5; ShortSecureProfit=0; ShortAccountProtection=false; ShortOrderstoProtect=0;
Bars in test1515Ticks modelled13947Modelling qualityn/a
Mismatched charts errors2
Initial deposit10000.00
Total net profit-6762.76Gross profit2569.57Gross loss-9332.33
Profit factor0.28Expected payoff-54.54
Absolute drawdown7809.12Maximal drawdown8553.11 (79.61%)Relative drawdown79.61% (8553.11)
Total trades124Short positions (won %)51 (58.82%)Long positions (won %)73 (61.64%)
Profit trades (% of total)75 (60.48%)Loss trades (% of total)49 (39.52%)
Largestprofit trade194.77loss trade-2508.18
Averageprofit trade34.26loss trade-190.46
Maximumconsecutive wins (profit in money)8 (320.23)consecutive losses (loss in money)4 (-5516.16)
Maximalconsecutive profit (count of wins)342.53 (4)consecutive loss (count of losses)-5516.16 (4)
Averageconsecutive wins3consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12009.12.07 02:15sell11.001.014900.000001.01464
22009.12.07 02:20t/p11.001.014640.000001.0146425.6210025.62
32009.12.07 02:20sell21.001.014400.000001.01414
42009.12.07 02:22sell32.001.014650.000001.01439
52009.12.07 02:27sell43.921.015070.000001.01481
62009.12.07 02:40sell57.601.015420.000001.01516
72009.12.07 03:20t/p43.921.014810.000001.01481100.4610126.08
82009.12.07 03:20t/p57.601.015160.000001.01516194.7710320.85
92009.12.07 03:20close32.001.014540.000001.0143921.6810342.53
102009.12.07 03:20close21.001.014540.000001.01414-13.8010328.73
112009.12.07 03:22sell61.031.014720.000001.01446
122009.12.07 03:27sell72.061.015040.000001.01478
132009.12.07 03:30t/p72.061.014780.000001.0147852.7910381.52
142009.12.07 03:32t/p61.031.014460.000001.0144626.4010407.92
152009.12.07 03:32sell81.041.014260.000001.01400
162009.12.07 03:45sell92.081.014570.000001.01431
172009.12.07 04:37sell104.121.014840.000001.01458
182009.12.07 04:50t/p104.121.014580.000001.01458105.6010513.52
192009.12.07 04:50close92.081.014360.000001.0143143.0610556.58
202009.12.07 04:50close81.041.014360.000001.01400-10.2510546.33
212009.12.07 04:52sell111.051.014330.000001.01407
222009.12.07 05:37t/p111.051.014070.000001.0140726.9210573.25
232009.12.07 05:37sell121.061.013910.000001.01365
242009.12.07 05:40sell132.101.014260.000001.01400
252009.12.07 05:50sell144.161.014690.000001.01443
262009.12.07 06:02t/p144.161.014430.000001.01443106.6210679.87
272009.12.07 06:02close132.101.014380.000001.01400-24.8410655.03
282009.12.07 06:05close121.061.014440.000001.01365-55.3810599.65
292009.12.07 06:50sell151.061.015250.000001.01499
302009.12.07 06:57t/p151.061.014990.000001.0149927.1610626.81
312009.12.07 06:57sell161.061.014650.000001.01439
322009.12.07 06:59sell172.121.015160.000001.01490
332009.12.07 07:10t/p172.121.014900.000001.0149054.3210681.13
342009.12.07 07:10close161.061.014830.000001.01439-18.8010662.33
352009.12.07 08:15sell181.071.015730.000001.01547
362009.12.07 08:20sell192.121.016320.000001.01606
372009.12.07 08:27t/p192.121.016060.000001.0160654.2710716.60
382009.12.07 08:27close181.071.015670.000001.015476.3210722.92
392009.12.07 08:27sell201.071.015760.000001.01550
402009.12.07 08:45buy211.071.016110.000001.01637
412009.12.07 08:50sell222.141.016170.000001.01591
422009.12.07 09:03t/p211.071.016370.000001.0163727.3610750.28
432009.12.07 09:03buy231.041.016990.000001.01725
442009.12.07 09:03sell244.161.016850.000001.01659
452009.12.07 09:10t/p231.041.017250.000001.0172526.5710776.85
462009.12.07 09:10buy251.001.017600.000001.01786
472009.12.07 09:10sell268.001.017460.000001.01720
482009.12.07 09:16t/p251.001.017860.000001.0178625.5410802.39
492009.12.07 09:16buy270.901.018220.000001.01849
502009.12.07 09:20buy281.901.017810.000001.01808
512009.12.07 09:26buy294.001.017400.000001.01767
522009.12.07 09:26t/p294.001.017670.000001.01767106.0910908.48
532009.12.07 09:35t/p270.901.018490.000001.0184923.8110932.29
542009.12.07 09:35t/p281.901.018080.000001.0180850.2710982.56
552009.12.07 09:35close268.001.020660.000001.01720-2508.188474.38
562009.12.07 09:35close244.161.020660.000001.01659-1552.886921.50
572009.12.07 09:35close222.141.020660.000001.01591-941.415980.09
582009.12.07 09:35close201.071.020660.000001.01550-513.695466.40
592009.12.07 09:40buy300.551.020160.000001.02044
602009.12.07 09:45t/p300.551.020440.000001.0204415.065481.46
612009.12.07 09:45buy310.551.022170.000001.02246
622009.12.07 09:50buy321.081.021670.000001.02196
632009.12.07 09:59t/p310.551.022460.000001.0224615.595497.05
642009.12.07 09:59t/p321.081.021960.000001.0219630.605527.65
652009.12.07 09:59buy330.551.023680.000001.02397
662009.12.07 10:02t/p330.551.023970.000001.0239715.575543.22
672009.12.07 10:02buy340.551.024260.000001.02455
682009.12.07 10:10buy351.101.023460.000001.02376
692009.12.07 10:15buy362.121.022650.000001.02295
702009.12.07 10:20buy373.921.021580.000001.02188
712009.12.07 10:22t/p373.921.021880.000001.02188115.075658.29
722009.12.07 10:22buy384.161.022120.000001.02242
732009.12.07 10:27t/p384.161.022420.000001.02242122.055780.34
742009.12.07 10:27close362.121.022510.000001.02295-29.035751.31
752009.12.07 10:27close351.101.021550.000001.02376-205.675545.64
762009.12.07 10:30close340.551.021560.000001.02455-145.375400.27
772009.12.07 10:32buy390.541.021910.000001.02221
782009.12.07 10:45buy401.081.021300.000001.02161
792009.12.07 10:50buy412.121.020900.000001.02121
802009.12.07 11:02t/p401.081.021610.000001.0216132.775433.04
812009.12.07 11:02t/p412.121.021210.000001.0212164.335497.37
822009.12.07 11:02close390.541.021700.000001.02221-11.105486.27
832009.12.07 11:33buy420.551.019370.000001.01963
842009.12.07 11:43t/p420.551.019630.000001.0196314.025500.29
852009.12.07 11:43buy430.551.020030.000001.02029
862009.12.07 11:50t/p430.551.020290.000001.0202914.015514.30
872009.12.07 11:50buy440.551.020530.000001.02079
882009.12.07 11:59t/p440.551.020790.000001.0207914.015528.31
892009.12.07 11:59buy450.551.021020.000001.02128
902009.12.07 12:20t/p450.551.021280.000001.0212814.005542.31
912009.12.07 19:16sell460.551.014370.000001.01411
922009.12.07 19:20sell471.101.015050.000001.01479
932009.12.07 19:26sell482.161.015730.000001.01547
942009.12.07 19:26t/p482.161.015470.000001.0154755.345597.65
952009.12.07 19:40sell492.161.015740.000001.01548
962009.12.07 19:45sell504.161.016330.000001.01607
972009.12.07 20:33close504.161.019250.000001.01607-1191.784405.87
982009.12.07 20:33close492.161.019250.000001.01548-743.843662.03
992009.12.07 20:33close471.101.019250.000001.01479-453.273208.76
1002009.12.07 20:33close460.551.019250.000001.01411-263.332945.43
1012009.12.07 20:36sell510.291.018930.000001.01867
1022009.12.07 20:40sell520.581.019630.000001.01936
1032009.12.07 20:46sell531.161.020150.000001.01988
1042009.12.07 20:56t/p531.161.019880.000001.0198830.712976.14
1052009.12.07 20:56close520.581.019600.000001.019361.712977.85
1062009.12.07 20:59close510.291.019440.000001.01867-14.512963.34
1072009.12.07 21:02sell540.301.018870.000001.01861
1082009.12.07 21:10sell550.581.019250.000001.01899
1092009.12.07 21:15sell561.161.019540.000001.01928
1102009.12.07 21:20sell572.241.019820.000001.01956
1112009.12.07 21:32t/p572.241.019560.000001.0195657.133020.47
1122009.12.07 21:32close561.161.019530.000001.019281.143021.61
1132009.12.07 21:35close550.581.019680.000001.01899-24.462997.15
1142009.12.07 21:37close540.301.019370.000001.01861-14.712982.44
1152009.12.07 21:40sell580.301.020010.000001.01975
1162009.12.07 21:45sell590.601.020480.000001.02022
1172009.12.07 21:50sell601.161.020950.000001.02069
1182009.12.07 21:57t/p601.161.020690.000001.0206929.553011.99
1192009.12.07 21:57close590.601.020460.000001.020221.183013.17
1202009.12.07 21:59close580.301.020130.000001.01975-3.533009.64
1212009.12.07 22:30buy610.301.019820.000001.02008
1222009.12.07 22:50buy620.601.019550.000001.01981
1232009.12.07 23:32t/p620.601.019810.000001.0198115.293024.93
1242009.12.07 23:32close610.301.019940.000001.020083.533028.46
1252009.12.08 00:20buy630.301.018930.000001.01919
1262009.12.08 00:40buy640.601.018450.000001.01871
1272009.12.08 00:46buy651.201.018140.000001.01840
1282009.12.08 00:59t/p651.201.018400.000001.0184030.633059.09
1292009.12.08 00:59close640.601.018410.000001.01871-2.363056.73
1302009.12.08 01:00close630.301.018400.000001.01919-15.613041.12
1312009.12.08 01:03buy660.301.019190.000001.01945
1322009.12.08 01:10t/p660.301.019450.000001.019457.653048.77
1332009.12.08 01:10buy670.301.019590.000001.01985
1342009.12.08 01:26buy680.601.018810.000001.01907
1352009.12.08 01:40buy691.201.018450.000001.01871
1362009.12.08 01:45buy702.321.017930.000001.01820
1372009.12.08 02:00sell710.271.017400.000001.01714
1382009.12.08 02:02sell720.581.017990.000001.01773
1392009.12.08 02:15t/p720.581.017730.000001.0177314.823063.59
1402009.12.08 02:15close710.271.017440.000001.01714-1.063062.53
1412009.12.08 02:17sell730.271.017420.000001.01716
1422009.12.08 02:20t/p730.271.017160.000001.017166.913069.44
1432009.12.08 02:20sell740.241.016850.000001.01658
1442009.12.08 02:27sell750.521.017300.000001.01703
1452009.12.08 02:27t/p750.521.017030.000001.0170313.813083.25
1462009.12.08 02:32t/p740.241.016580.000001.016586.373089.62
1472009.12.08 02:32sell760.231.016430.000001.01616
1482009.12.08 02:40sell770.481.016810.000001.01654
1492009.12.08 02:45sell781.001.017100.000001.01683
1502009.12.08 02:50sell792.081.017390.000001.01712
1512009.12.08 03:16t/p702.321.018200.000001.0182061.513151.13
1522009.12.08 03:16close691.201.018440.000001.01871-1.183149.95
1532009.12.08 03:20close680.601.018230.000001.01907-34.183115.77
1542009.12.08 03:23close670.301.018330.000001.01985-37.123078.65
1552009.12.08 04:00buy800.261.018520.000001.01878
1562009.12.08 04:02t/p800.261.018780.000001.018786.643085.29
1572009.12.08 04:02buy810.231.019200.000001.01947
1582009.12.08 04:10buy820.481.018880.000001.01915
1592009.12.08 04:15buy831.001.018550.000001.01882
1602009.12.08 04:20buy842.081.018120.000001.01839
1612009.12.08 04:27t/p842.081.018390.000001.0183955.153140.44
1622009.12.08 04:27close831.001.018410.000001.01882-13.753126.69
1632009.12.08 04:27close820.481.018200.000001.01915-32.063094.63
1642009.12.08 04:30close810.231.018280.000001.01947-20.783073.85
1652009.12.08 04:32buy850.251.018710.000001.01898
1662009.12.08 04:45buy860.521.018300.000001.01857
1672009.12.08 04:50buy871.081.018030.000001.01830
1682009.12.08 05:15t/p871.081.018300.000001.0183028.643102.49
1692009.12.08 05:15close860.521.018370.000001.018573.573106.06
1702009.12.08 05:17close850.251.018310.000001.01898-9.823096.24
1712009.12.08 06:50t/p792.081.017120.000001.0171255.223151.46
1722009.12.08 06:50close781.001.017100.000001.016830.003151.46
1732009.12.08 06:52close770.481.017420.000001.01654-28.783122.68
1742009.12.08 06:55close760.231.017260.000001.01616-18.773103.91
1752009.12.09 01:20buy880.311.026590.000001.02685
1762009.12.09 01:27t/p880.311.026850.000001.026857.843111.75
1772009.12.09 01:27buy890.311.027250.000001.02751
1782009.12.09 01:27buy900.621.026790.000001.02705
1792009.12.09 01:37t/p900.621.027050.000001.0270515.693127.44
1802009.12.09 01:37close890.311.027120.000001.02751-3.923123.52
1812009.12.09 01:40buy910.311.026910.000001.02717
1822009.12.09 01:50buy920.621.026310.000001.02657
1832009.12.09 01:59t/p920.621.026570.000001.0265715.703139.22
1842009.12.09 01:59close910.311.026590.000001.02717-9.663129.56
1852009.12.09 02:20buy930.311.026380.000001.02664
1862009.12.09 02:26buy940.621.025440.000001.02570
1872009.12.09 02:40t/p940.621.025700.000001.0257015.723145.28
1882009.12.09 02:40close930.311.025730.000001.02664-19.643125.64
1892009.12.09 02:45sell950.311.026070.000001.02581
1902009.12.09 02:50sell960.621.026410.000001.02615
1912009.12.09 02:57t/p960.621.026150.000001.0261515.713141.35
1922009.12.09 02:57close950.311.026100.000001.02581-0.913140.44
1932009.12.09 02:59sell970.311.026090.000001.02583
1942009.12.09 03:15t/p970.311.025830.000001.025837.863148.30
1952009.12.18 16:50buy980.311.047310.000001.04757
1962009.12.18 16:52buy990.621.046460.000001.04672
1972009.12.18 16:55t/p990.621.046720.000001.0467215.403163.70
1982009.12.18 16:55buy1000.621.046880.000001.04714
1992009.12.18 16:57buy1011.201.045600.000001.04586
2002009.12.18 16:59t/p1011.201.045860.000001.0458629.793193.49
2012009.12.18 17:02t/p1000.621.047140.000001.0471415.393208.88
2022009.12.18 17:02close980.311.047560.000001.047577.403216.28
2032009.12.18 17:10buy1020.321.046930.000001.04719
2042009.12.18 17:15buy1030.641.046150.000001.04641
2052009.12.18 17:20buy1041.241.045120.000001.04538
2062009.12.18 17:22t/p1041.241.045380.000001.0453830.843247.12
2072009.12.18 17:22buy1051.281.045640.000001.04590
2082009.12.18 17:25buy1062.481.045380.000001.04564
2092009.12.18 17:27t/p1051.281.045900.000001.0459031.823278.94
2102009.12.18 17:27t/p1062.481.045640.000001.0456461.653340.59
2112009.12.18 17:27close1030.641.046010.000001.04641-8.573332.02
2122009.12.18 17:27close1020.321.045250.000001.04719-51.433280.59
2132009.12.18 17:30buy1070.331.045400.000001.04566
2142009.12.18 17:32t/p1070.331.045660.000001.045668.203288.79
2152009.12.18 17:32buy1080.331.046160.000001.04642
2162009.12.18 17:40buy1090.661.045830.000001.04609
2172009.12.18 17:45buy1101.281.045500.000001.04576
2182009.12.18 17:50buy1112.481.045060.000001.04533
2192009.12.18 17:57t/p1112.481.045330.000001.0453364.053352.84
2202009.12.18 17:57close1101.281.045360.000001.04576-17.143335.70
2212009.12.18 17:59close1090.661.045180.000001.04609-41.053294.65
2222009.12.18 18:00close1080.331.045190.000001.04642-30.633264.02
2232009.12.18 18:02buy1120.331.045260.000001.04552
2242009.12.18 18:10buy1130.641.044860.000001.04512
2252009.12.18 18:15buy1141.281.044470.000001.04473
2262009.12.18 18:20buy1152.481.043940.000001.04421
2272009.12.18 18:27t/p1152.481.044210.000001.0442164.113328.13
2282009.12.18 18:27close1141.281.044330.000001.04473-17.163310.97
2292009.12.18 18:27close1130.641.044250.000001.04512-37.393273.58
2302009.12.18 18:30close1120.331.044280.000001.04552-30.973242.61
2312009.12.18 18:32buy1160.321.044740.000001.04501
2322009.12.18 18:40buy1170.641.044160.000001.04443
2332009.12.18 18:45buy1181.281.043570.000001.04384
2342009.12.18 18:50buy1192.401.042800.000001.04307
2352009.12.18 18:57t/p1192.401.043070.000001.0430762.113304.72
2362009.12.18 18:57close1181.281.043430.000001.04384-17.173287.55
2372009.12.18 18:59close1170.641.043390.000001.04443-47.233240.32
2382009.12.18 19:00close1160.321.043380.000001.04501-41.713198.61
2392009.12.18 19:02buy1200.321.043350.000001.04362
2402009.12.18 19:15t/p1200.321.043620.000001.043628.273206.88
2412009.12.18 19:15buy1210.321.044000.000001.04427
2422009.12.18 19:32buy1220.641.043490.000001.04376
2432009.12.18 19:45t/p1220.641.043760.000001.0437616.553223.43
2442009.12.18 19:45close1210.321.043920.000001.04427-2.453220.98
2452009.12.18 19:47buy1230.321.043980.000001.04425
2462009.12.18 20:02t/p1230.321.044250.000001.044258.283229.26
2472009.12.18 20:45sell1240.321.042920.000001.04266
2482009.12.18 21:03t/p1240.321.042660.000001.042667.983237.24