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)
Parametersm1="Выбор лота стопа и профита"; TakeProfit1=300; TakeProfit=30; Stop=350; Step=35; Lot=0.1; m2="Параметры средних:"; FilterMA=3; m3="Параметры blue:"; period_blue=13; shift_blue=8; m4="Параметры red:"; period_red=8; shift_red=5; m5="Параметры lime:"; period_lime=5; shift_lime=3; m10="Параметры ишимоку:"; tenkan_sen=12; kijun_sen=20; senkou_span_b=40; m6="Параметры MACD:"; m7="MACD #1:"; a1=12; d1=26; f1=9; m8="MACD #2:"; a2=33; d2=68; f2=15; m9="MACD #3:"; a3=33; d3=68; f3=15;
Bars in test1515Ticks modelled13947Modelling qualityn/a
Mismatched charts errors2
Initial deposit10000.00
Total net profit-10034.04Gross profit722.79Gross loss-10756.83
Profit factor0.07Expected payoff-86.50
Absolute drawdown10034.04Maximal drawdown10763.83 (100.32%)Relative drawdown100.32% (10763.83)
Total trades116Short positions (won %)116 (72.41%)Long positions (won %)0 (0.00%)
Profit trades (% of total)84 (72.41%)Loss trades (% of total)32 (27.59%)
Largestprofit trade30.09loss trade-804.03
Averageprofit trade8.60loss trade-336.15
Maximumconsecutive wins (profit in money)79 (685.16)consecutive losses (loss in money)31 (-10655.24)
Maximalconsecutive profit (count of wins)685.16 (79)consecutive loss (count of losses)-10655.24 (31)
Averageconsecutive wins42consecutive losses16
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12009.12.01 01:00sell10.101.003240.000001.00024
22009.12.01 01:15sell20.201.003660.000001.00336
32009.12.01 01:40sell30.301.004061.007561.00376
42009.12.01 07:50t/p30.301.003761.007561.003768.9610008.96
52009.12.01 07:50sell40.101.003610.000001.00061
62009.12.01 07:52sell50.201.004020.000001.00372
72009.12.01 07:57sell60.301.004421.007921.00412
82009.12.01 07:59t/p60.301.004121.007921.004128.9610017.92
92009.12.01 08:03t/p50.201.003720.000001.003725.9810023.90
102009.12.01 08:03sell70.101.003320.000001.00032
112009.12.01 08:10t/p20.201.003360.000001.003365.9810029.88
122009.12.01 08:50sell80.201.004040.000001.00374
132009.12.01 08:57t/p80.201.003740.000001.003745.9810035.86
142009.12.01 09:50t/p10.101.000240.000001.0002429.9910065.85
152009.12.01 09:50t/p40.101.000610.000001.0006129.9910095.84
162009.12.01 09:50t/p70.101.000320.000001.0003229.9910125.83
172009.12.01 09:50sell90.101.000050.000000.99705
182009.12.01 09:52sell100.201.000470.000001.00017
192009.12.01 09:57sell110.301.000881.004381.00058
202009.12.01 09:59t/p110.301.000581.004381.000589.0010134.83
212009.12.01 09:59sell120.101.000130.000000.99713
222009.12.01 10:02sell130.201.000680.000001.00038
232009.12.01 10:15t/p100.201.000170.000001.000176.0010140.83
242009.12.01 10:15t/p130.201.000380.000001.000386.0010146.83
252009.12.01 10:45sell140.201.000700.000001.00040
262009.12.01 11:10t/p140.201.000400.000001.000406.0010152.83
272009.12.01 12:10sell150.201.000710.000001.00041
282009.12.01 12:15sell160.301.001081.004581.00078
292009.12.01 13:10t/p160.301.000781.004581.000788.9910161.82
302009.12.01 13:10sell170.101.000610.000000.99761
312009.12.01 13:20t/p150.201.000410.000001.000416.0010167.82
322009.12.01 13:45sell180.201.000970.000001.00067
332009.12.01 14:10t/p180.201.000670.000001.000676.0010173.82
342009.12.01 14:50sell190.201.001050.000001.00075
352009.12.01 14:57t/p190.201.000750.000001.000755.9910179.81
362009.12.01 15:02sell200.201.001090.000001.00079
372009.12.01 15:10t/p200.201.000790.000001.000795.9910185.80
382009.12.01 17:20t/p90.100.997050.000000.9970530.0910215.89
392009.12.01 17:20t/p120.100.997130.000000.9971330.0910245.98
402009.12.01 17:20t/p170.100.997610.000000.9976130.0910276.07
412009.12.01 17:20sell210.100.996920.000000.99392
422009.12.01 17:22sell220.200.997290.000000.99699
432009.12.01 17:27sell230.300.997661.001160.99736
442009.12.01 19:50t/p230.300.997361.001160.997369.0210285.09
452009.12.01 19:50sell240.100.997110.000000.99411
462009.12.01 19:59sell250.200.997480.000000.99718
472009.12.01 20:20sell260.300.997991.001490.99769
482009.12.01 20:27t/p260.300.997691.001490.997699.0210294.11
492009.12.01 20:27sell270.100.997460.000000.99446
502009.12.01 20:40sell280.200.998080.000000.99778
512009.12.01 20:45sell290.300.998451.001950.99815
522009.12.02 04:20t/p290.300.998151.001950.998158.8110302.92
532009.12.02 04:20sell300.100.998010.000000.99501
542009.12.02 04:27sell310.200.998420.000000.99812
552009.12.02 04:32t/p310.200.998120.000000.998126.0110308.93
562009.12.02 04:45sell320.200.998540.000000.99824
572009.12.02 05:20sell330.300.998921.002420.99862
582009.12.02 06:20t/p330.300.998621.002420.998629.0210317.95
592009.12.02 06:20sell340.100.998390.000000.99539
602009.12.02 06:32t/p320.200.998240.000000.998246.0110323.96
612009.12.02 06:50sell350.200.998750.000000.99845
622009.12.02 07:02t/p350.200.998450.000000.998456.0110329.97
632009.12.02 07:15sell360.200.998870.000000.99857
642009.12.02 07:32t/p360.200.998570.000000.998576.0110335.98
652009.12.02 07:40sell370.200.998750.000000.99845
662009.12.02 07:50sell380.300.999211.002710.99891
672009.12.02 08:07t/p380.300.998911.002710.998919.0110344.99
682009.12.02 08:07sell390.100.998720.000000.99572
692009.12.02 08:10sell400.200.999540.000000.99924
702009.12.02 08:15sell410.301.000031.003530.99973
712009.12.02 08:50t/p400.200.999240.000000.999246.0110351.00
722009.12.02 08:50t/p410.300.999731.003530.999739.0110360.01
732009.12.02 09:20t/p370.200.998450.000000.998456.0110366.02
742009.12.02 09:20sell420.100.998190.000000.99519
752009.12.02 09:27sell430.200.998740.000000.99844
762009.12.02 09:27t/p430.200.998440.000000.998446.0110372.03
772009.12.02 09:45sell440.200.998730.000000.99843
782009.12.02 09:47sell450.200.998610.000000.99831
792009.12.02 09:50sell460.300.999091.002590.99879
802009.12.02 09:57t/p460.300.998791.002590.998799.0110381.04
812009.12.02 09:57sell470.100.998610.000000.99561
822009.12.02 10:15sell480.200.999180.000000.99888
832009.12.02 10:45t/p480.200.998880.000000.998886.0110387.05
842009.12.02 10:50t/p440.200.998430.000000.998436.0110393.06
852009.12.02 10:50t/p450.200.998310.000000.998316.0110399.07
862009.12.02 11:32sell490.200.999020.000000.99872
872009.12.02 11:45t/p490.200.998720.000000.998726.0110405.08
882009.12.02 12:15sell500.200.998990.000000.99869
892009.12.02 12:50sell510.300.999351.002850.99905
902009.12.02 13:02t/p510.300.999051.002850.999059.0110414.09
912009.12.02 13:02sell520.100.998670.000000.99567
922009.12.02 13:15sell530.200.999250.000000.99895
932009.12.02 13:50t/p530.200.998950.000000.998956.0110420.10
942009.12.02 13:57sell540.200.999020.000000.99872
952009.12.02 14:20t/p500.200.998690.000000.998696.0110426.11
962009.12.02 14:20t/p540.200.998720.000000.998726.0110432.12
972009.12.02 14:33sell550.200.999390.000000.99909
982009.12.02 14:40sell560.300.999811.003310.99951
992009.12.02 15:20t/p560.300.999511.003310.999519.0110441.13
1002009.12.02 15:32t/p550.200.999090.000000.999096.0110447.14
1012009.12.03 05:00sell570.100.998900.000000.99590
1022009.12.03 05:15sell580.200.999280.000000.99898
1032009.12.03 06:20sell590.300.999651.003150.99935
1042009.12.03 07:20t/p590.300.999351.003150.999359.0010456.14
1052009.12.03 07:35t/p580.200.998980.000000.998986.0110462.15
1062009.12.03 07:40sell600.100.998480.000000.99548
1072009.12.03 07:50t/p280.200.997780.000000.997785.4610467.61
1082009.12.03 08:20t/p220.200.996990.000000.996995.4710473.07
1092009.12.03 08:20t/p250.200.997180.000000.997185.4710478.54
1102009.12.03 14:45sell610.200.998850.000000.99855
1112009.12.03 14:50sell620.300.999991.003490.99969
1122009.12.03 14:52t/p620.300.999691.003490.999699.0010487.54
1132009.12.03 14:52sell630.100.999230.000000.99623
1142009.12.03 14:55sell640.200.999610.000000.99931
1152009.12.03 14:57t/p640.200.999310.000000.999316.0110493.55
1162009.12.03 15:02t/p610.200.998550.000000.998556.0110499.56
1172009.12.03 15:07sell650.100.997800.000000.99480
1182009.12.03 15:10sell660.200.999290.000000.99899
1192009.12.03 15:15sell670.301.000181.003680.99988
1202009.12.03 15:45t/p670.300.999881.003680.999889.0110508.57
1212009.12.03 15:50t/p660.200.998990.000000.998996.0010514.57
1222009.12.03 20:20sell680.100.998270.000000.99527
1232009.12.03 20:50sell690.200.998830.000000.99853
1242009.12.03 21:02t/p690.200.998530.000000.998536.0110520.58
1252009.12.03 21:20sell700.200.998670.000000.99837
1262009.12.03 21:40sell710.300.999141.002640.99884
1272009.12.04 08:50t/p710.300.998841.002640.998848.8010529.38
1282009.12.04 14:26t/p700.200.998370.000000.998375.8710535.25
1292009.12.04 14:30sell720.100.997540.000000.99454
1302009.12.04 14:32sell730.200.997980.000000.99768
1312009.12.04 14:35sell740.300.999151.002650.99885
1322009.12.04 14:37t/p730.200.997680.000000.997686.0110541.26
1332009.12.04 14:37t/p740.300.998851.002650.998859.0210550.28
1342009.12.04 14:37sell750.100.996810.000000.99381
1352009.12.04 14:40sell760.201.002660.000001.00236
1362009.12.04 14:42t/p760.201.002360.000001.002365.9910556.27
1372009.12.04 14:42sell770.201.001490.000001.00119
1382009.12.04 14:45sell780.201.006170.000001.00587
1392009.12.04 14:47t/p780.201.005870.000001.005875.9710562.24
1402009.12.04 14:47sell790.201.005000.000001.00470
1412009.12.04 14:50sell800.301.009681.013181.00938
1422009.12.04 14:52t/p800.301.009381.013181.009388.9310571.17
1432009.12.11 02:00sell810.101.025740.000001.02274
1442009.12.11 02:03sell820.201.026150.000001.02585
1452009.12.11 02:16sell830.301.026651.030151.02635
1462009.12.11 02:26t/p830.301.026351.030151.026358.7710579.94
1472009.12.11 06:20t/p820.201.025850.000001.025855.8510585.79
1482009.12.11 06:50sell840.101.025550.000001.02255
1492009.12.11 07:20sell850.201.025940.000001.02564
1502009.12.11 07:37t/p850.201.025640.000001.025645.8510591.64
1512009.12.11 07:40sell860.201.026070.000001.02577
1522009.12.11 07:50sell870.301.026761.030261.02646
1532009.12.11 07:57t/p870.301.026461.030261.026468.7710600.41
1542009.12.11 09:20t/p860.201.025770.000001.025775.8510606.26
1552009.12.11 09:20sell880.101.025110.000001.02211
1562009.12.11 09:22sell890.201.025460.000001.02516
1572009.12.11 09:27sell900.301.025811.029311.02551
1582009.12.11 09:50t/p890.201.025160.000001.025165.8510612.11
1592009.12.11 09:50t/p900.301.025511.029311.025518.7810620.89
1602009.12.11 09:50sell910.101.025010.000001.02201
1612009.12.11 09:57sell920.201.025450.000001.02515
1622009.12.11 09:59sell930.201.025910.000001.02561
1632009.12.11 10:10t/p930.201.025610.000001.025615.8510626.74
1642009.12.11 10:10sell940.201.025440.000001.02514
1652009.12.11 10:15t/p920.201.025150.000001.025155.8510632.59
1662009.12.11 10:20t/p940.201.025140.000001.025145.8510638.44
1672009.12.11 14:40sell950.201.025880.000001.02558
1682009.12.11 14:42t/p950.201.025580.000001.025585.8510644.29
1692009.12.11 14:42sell960.201.025420.000001.02512
1702009.12.11 14:45sell970.301.027281.030781.02698
1712009.12.11 14:47t/p970.301.026981.030781.026988.7610653.05
1722009.12.11 14:47sell980.101.026810.000001.02381
1732009.12.11 14:50sell990.201.028680.000001.02838
1742009.12.11 14:52t/p990.201.028380.000001.028385.8410658.89
1752009.12.11 14:52sell1000.201.027750.000001.02745
1762009.12.11 14:55sell1010.301.028211.031711.02791
1772009.12.11 14:57t/p1000.201.027450.000001.027455.8510664.74
1782009.12.11 14:57t/p1010.301.027911.031711.027918.7610673.50
1792009.12.11 14:57sell1020.101.026810.000001.02381
1802009.12.11 14:59sell1030.201.028610.000001.02831
1812009.12.11 15:00sell1040.201.028650.000001.02835
1822009.12.11 15:03t/p1030.201.028310.000001.028315.8310679.33
1832009.12.11 15:03t/p1040.201.028350.000001.028355.8310685.16
1842009.12.11 15:03sell1050.201.028140.000001.02784
1852009.12.11 15:13sell1060.301.029421.032921.02912
1862009.12.11 15:50s/l1060.301.032921.032921.02912-101.5910583.57
1872009.12.16 17:15sell1070.101.034960.000001.03196
1882009.12.16 17:27sell1080.201.035540.000001.03524
1892009.12.16 17:32sell1090.301.035961.039461.03566
1902009.12.16 17:50t/p1090.301.035661.039461.035668.7010592.27
1912009.12.16 17:50sell1100.101.035320.000001.03232
1922009.12.16 18:10sell1110.201.035900.000001.03560
1932009.12.16 18:15sell1120.301.036341.039841.03604
1942009.12.16 20:02t/p1120.301.036041.039841.036048.6910600.96
1952009.12.16 20:07t/p1110.201.035600.000001.035605.8010606.76
1962009.12.16 20:07sell1130.101.035120.000001.03212
1972009.12.16 20:10sell1140.201.037430.000001.03713
1982009.12.16 20:12t/p1140.201.037130.000001.037135.7810612.54
1992009.12.16 20:12sell1150.201.036970.000001.03667
2002009.12.16 20:15sell1160.301.038821.042321.03852
2012009.12.16 20:17t/p1160.301.038521.042321.038528.6610621.20
2022009.12.17 02:46close at stop1150.201.043340.000001.03667-122.5310498.68
2032009.12.17 02:46close at stop1130.101.043340.000001.03212-79.0010419.68
2042009.12.17 02:46close at stop1100.101.043340.000001.03232-77.0810342.60
2052009.12.17 02:46close at stop1080.201.043340.000001.03524-149.9410192.67
2062009.12.17 02:46close at stop1070.101.043340.000001.03196-80.5310112.14
2072009.12.17 02:46close at stop1050.201.043340.000001.02784-292.209819.94
2082009.12.17 02:46close at stop1020.101.043340.000001.02381-158.859661.09
2092009.12.17 02:46close at stop980.101.043340.000001.02381-158.859502.24
2102009.12.17 02:46close at stop960.201.043340.000001.02512-344.349157.90
2112009.12.17 02:46close at stop910.101.043340.000001.02201-176.118981.80
2122009.12.17 02:46close at stop880.101.043340.000001.02211-175.158806.65
2132009.12.17 02:46close at stop840.101.043340.000001.02255-170.938635.72
2142009.12.17 02:46close at stop810.101.043340.000001.02274-169.118466.62
2152009.12.17 02:46close at stop790.201.043340.000001.00470-736.757729.87
2162009.12.17 02:46close at stop770.201.043340.000001.00119-804.036925.84
2172009.12.17 02:46close at stop750.101.043340.000000.99381-446.876478.96
2182009.12.17 02:46close at stop720.101.043340.000000.99454-439.876039.09
2192009.12.17 02:46close at stop680.101.043340.000000.99527-432.955606.14
2202009.12.17 02:46close at stop650.101.043340.000000.99480-437.455168.69
2212009.12.17 02:46close at stop630.101.043340.000000.99623-423.754744.94
2222009.12.17 02:46close at stop600.101.043340.000000.99548-430.944314.00
2232009.12.17 02:46close at stop570.101.043340.000000.99590-426.913887.09
2242009.12.17 02:46close at stop520.101.043340.000000.99567-429.323457.77
2252009.12.17 02:46close at stop470.101.043340.000000.99561-429.903027.88
2262009.12.17 02:46close at stop420.101.043340.000000.99519-433.922593.96
2272009.12.17 02:46close at stop390.101.043340.000000.99572-428.842165.12
2282009.12.17 02:46close at stop340.101.043340.000000.99539-432.011733.11
2292009.12.17 02:46close at stop300.101.043340.000000.99501-435.651297.46
2302009.12.17 02:46close at stop270.101.043340.000000.99446-440.99856.48
2312009.12.17 02:46close at stop240.101.043340.000000.99411-444.35412.13
2322009.12.17 02:46close at stop210.101.043340.000000.99392-446.17-34.04