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)
ParametersnPips=65; UseTrStopLevelAsTrailingStop=1; lots=0.01; StopLoss=0; Slippage=4; ATRmultiplier=0.45;
Bars in test1515Ticks modelled13947Modelling qualityn/a
Mismatched charts errors2
Initial deposit10000.00
Total net profit-114.18Gross profit12.85Gross loss-127.03
Profit factor0.10Expected payoff-1.14
Absolute drawdown117.74Maximal drawdown117.74 (1.18%)Relative drawdown1.18% (117.74)
Total trades100Short positions (won %)51 (11.76%)Long positions (won %)49 (12.24%)
Profit trades (% of total)12 (12.00%)Loss trades (% of total)88 (88.00%)
Largestprofit trade2.90loss trade-2.95
Averageprofit trade1.07loss trade-1.44
Maximumconsecutive wins (profit in money)2 (2.17)consecutive losses (loss in money)27 (-40.95)
Maximalconsecutive profit (count of wins)2.90 (1)consecutive loss (count of losses)-40.95 (27)
Averageconsecutive wins1consecutive losses8
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12009.12.01 01:00sell10.011.003241.004850.00000
22009.12.01 01:15s/l10.011.004851.004850.00000-1.609998.40
32009.12.01 02:02buy20.011.006071.003110.00000
42009.12.01 02:05modify20.011.006071.004030.00000
52009.12.01 02:20s/l20.011.004031.004030.00000-2.039996.37
62009.12.01 09:10sell30.011.001981.004850.00000
72009.12.01 09:16modify30.011.001981.002840.00000
82009.12.01 09:26s/l30.011.002841.002840.00000-0.869995.51
92009.12.01 11:10buy40.011.001420.999550.00000
102009.12.01 11:12modify40.011.001420.999870.00000
112009.12.01 11:15s/l40.010.999870.999870.00000-1.559993.96
122009.12.01 16:15sell50.010.999591.001290.00000
132009.12.01 17:15modify50.010.999590.999560.00000
142009.12.01 17:45s/l50.010.999560.999560.000000.039993.99
152009.12.01 19:22buy60.010.999110.997510.00000
162009.12.01 19:45s/l60.010.997510.997510.00000-1.609992.39
172009.12.03 12:22sell70.010.996620.998240.00000
182009.12.03 12:50s/l70.010.998240.998240.00000-1.629990.77
192009.12.03 13:25buy80.010.998980.996520.00000
202009.12.03 13:32modify80.010.998980.996870.00000
212009.12.03 13:35modify80.010.998980.997150.00000
222009.12.03 13:50s/l80.010.997150.997150.00000-1.849988.93
232009.12.04 08:40sell90.010.999211.001080.00000
242009.12.04 09:20s/l90.011.001081.001080.00000-1.879987.06
252009.12.04 10:00buy100.011.001300.998930.00000
262009.12.04 10:02modify100.011.001300.999470.00000
272009.12.04 10:22modify100.011.001301.000170.00000
282009.12.04 10:40s/l100.011.000171.000170.00000-1.139985.93
292009.12.04 22:00sell110.011.016821.018820.00000
302009.12.07 00:00modify110.011.016821.017110.00000
312009.12.07 00:20s/l110.011.017111.017110.00000-0.309985.63
322009.12.07 03:22buy120.011.015911.014060.00000
332009.12.07 04:00close120.011.014681.014060.00000-1.219984.42
342009.12.07 04:25sell130.011.014371.016670.00000
352009.12.07 06:22close130.011.015911.016670.00000-1.529982.90
362009.12.07 06:22buy140.011.015911.013910.00000
372009.12.07 06:25modify140.011.015911.014190.00000
382009.12.07 06:32s/l140.011.014191.014190.00000-1.709981.20
392009.12.07 11:00sell150.011.020981.022600.00000
402009.12.07 11:02s/l150.011.022601.022600.00000-1.599979.61
412009.12.07 12:02sell160.011.020601.022510.00000
422009.12.07 12:20s/l160.011.022511.022510.00000-1.879977.74
432009.12.07 13:05buy170.011.023101.020180.00000
442009.12.07 13:07modify170.011.023101.021190.00000
452009.12.07 13:17modify170.011.023101.021990.00000
462009.12.07 13:22modify170.011.023101.022350.00000
472009.12.07 13:45s/l170.011.022351.022350.00000-0.739977.01
482009.12.07 15:00sell180.011.021441.023110.00000
492009.12.07 15:15s/l180.011.023111.023110.00000-1.639975.38
502009.12.07 18:00buy190.011.021051.018270.00000
512009.12.07 18:02modify190.011.021051.019240.00000
522009.12.07 18:12modify190.011.021051.019920.00000
532009.12.07 18:17modify190.011.021051.020380.00000
542009.12.07 18:22modify190.011.021051.020540.00000
552009.12.07 18:32s/l190.011.020541.020540.00000-0.509974.88
562009.12.07 19:03sell200.011.016741.020000.00000
572009.12.07 19:10modify200.011.016741.017730.00000
582009.12.07 19:16modify200.011.016741.017430.00000
592009.12.07 19:45s/l200.011.017431.017430.00000-0.689974.20
602009.12.07 21:00buy210.011.020521.017230.00000
612009.12.07 21:10modify210.011.020521.018650.00000
622009.12.07 21:42modify210.011.020521.019360.00000
632009.12.07 21:47modify210.011.020521.019830.00000
642009.12.07 21:52modify210.011.020521.019950.00000
652009.12.07 22:00s/l210.011.019951.019950.00000-0.569973.64
662009.12.08 01:00sell220.011.018401.020100.00000
672009.12.08 01:03s/l220.011.020101.020100.00000-1.669971.98
682009.12.08 07:02sell230.011.017121.019170.00000
692009.12.08 07:10close230.011.019141.019170.00000-1.989970.00
702009.12.08 08:05buy240.011.019861.016910.00000
712009.12.08 08:07modify240.011.019861.017780.00000
722009.12.08 08:12modify240.011.019861.018550.00000
732009.12.08 08:17modify240.011.019861.019070.00000
742009.12.08 08:22modify240.011.019861.019080.00000
752009.12.08 09:00modify240.011.019861.020270.00000
762009.12.08 09:06modify240.011.019861.021170.00000
772009.12.08 09:13s/l240.011.021171.021170.000001.289971.28
782009.12.08 11:02sell250.011.016551.019190.00000
792009.12.08 11:33s/l250.011.019191.019190.00000-2.599968.69
802009.12.08 13:00buy260.011.022591.019780.00000
812009.12.08 13:02modify260.011.022591.020740.00000
822009.12.08 13:05modify260.011.022591.021720.00000
832009.12.08 13:15s/l260.011.021721.021720.00000-0.859967.84
842009.12.08 16:00sell270.011.022951.024780.00000
852009.12.08 16:15s/l270.011.024781.024780.00000-1.799966.05
862009.12.08 17:02buy280.011.026731.022900.00000
872009.12.08 17:05modify280.011.026731.024890.00000
882009.12.08 17:15s/l280.011.024891.024890.00000-1.799964.26
892009.12.08 22:00sell290.011.026891.028580.00000
902009.12.08 22:07s/l290.011.028581.028580.00000-1.649962.62
912009.12.09 00:05buy300.011.027351.025440.00000
922009.12.09 00:07close300.011.025711.025440.00000-1.609961.02
932009.12.09 01:15buy310.011.028301.025630.00000
942009.12.09 01:17modify310.011.028301.026800.00000
952009.12.09 01:20s/l310.011.026801.026800.00000-1.469959.56
962009.12.09 03:20sell320.011.025311.027880.00000
972009.12.09 06:00close320.011.027121.027880.00000-1.769957.80
982009.12.09 06:00buy330.011.027121.024980.00000
992009.12.09 06:02modify330.011.027121.025240.00000
1002009.12.09 06:20s/l330.011.025241.025240.00000-1.839955.97
1012009.12.09 17:00sell340.011.024761.026370.00000
1022009.12.09 17:10s/l340.011.026371.026370.00000-1.579954.40
1032009.12.09 18:02buy350.011.027561.024490.00000
1042009.12.09 18:05modify350.011.027561.025490.00000
1052009.12.09 18:12modify350.011.027561.026690.00000
1062009.12.09 18:17modify350.011.027561.026790.00000
1072009.12.09 19:00modify350.011.027561.027690.00000
1082009.12.09 19:17modify350.011.027561.028710.00000
1092009.12.09 19:22modify350.011.027561.028990.00000
1102009.12.09 19:27s/l350.011.028991.028990.000001.399955.79
1112009.12.09 21:00sell360.011.026811.028600.00000
1122009.12.09 21:32modify360.011.026811.027440.00000
1132009.12.09 21:45s/l360.011.027441.027440.00000-0.619955.18
1142009.12.09 23:13buy370.011.027311.025490.00000
1152009.12.10 00:00close370.011.025781.025490.00000-1.489953.71
1162009.12.10 02:52buy380.011.027301.024610.00000
1172009.12.10 02:55modify380.011.027301.025550.00000
1182009.12.10 03:10modify380.011.027301.025580.00000
1192009.12.10 03:52modify380.011.027301.025680.00000
1202009.12.10 04:20s/l380.011.025681.025680.00000-1.589952.13
1212009.12.10 20:20sell390.011.025581.028190.00000
1222009.12.10 21:22close390.011.027121.028190.00000-1.509950.63
1232009.12.10 22:26sell400.011.025721.027510.00000
1242009.12.10 22:40close400.011.026841.027510.00000-1.099949.54
1252009.12.11 00:22buy410.011.027241.025350.00000
1262009.12.11 00:25modify410.011.027241.025500.00000
1272009.12.11 00:52modify410.011.027241.025560.00000
1282009.12.11 01:43modify410.011.027241.025580.00000
1292009.12.11 02:13close410.011.026321.025580.00000-0.909948.64
1302009.12.11 03:15buy420.011.028251.025550.00000
1312009.12.11 03:17modify420.011.028251.026410.00000
1322009.12.11 03:22modify420.011.028251.026760.00000
1332009.12.11 03:45s/l420.011.026761.026760.00000-1.459947.19
1342009.12.11 19:00sell430.011.033881.035520.00000
1352009.12.11 19:10s/l430.011.035521.035520.00000-1.589945.61
1362009.12.14 00:12buy440.011.036161.033590.00000
1372009.12.14 00:15modify440.011.036161.033730.00000
1382009.12.14 00:17modify440.011.036161.033840.00000
1392009.12.14 00:27modify440.011.036161.033960.00000
1402009.12.14 00:36modify440.011.036161.034530.00000
1412009.12.14 00:59s/l440.011.034531.034530.00000-1.579944.04
1422009.12.14 02:20sell450.011.032261.035320.00000
1432009.12.14 04:26s/l450.011.035321.035320.00000-2.959941.09
1442009.12.14 05:00buy460.011.035641.032790.00000
1452009.12.14 05:02modify460.011.035641.033810.00000
1462009.12.14 05:15s/l460.011.033811.033810.00000-1.779939.32
1472009.12.14 06:05sell470.011.032111.033780.00000
1482009.12.14 08:12close470.011.032331.033780.00000-0.219939.11
1492009.12.14 10:17buy480.011.032241.030030.00000
1502009.12.14 10:32modify480.011.032241.030800.00000
1512009.12.14 10:50s/l480.011.030801.030800.00000-1.409937.71
1522009.12.14 14:17sell490.011.032581.034360.00000
1532009.12.14 14:40s/l490.011.034361.034360.00000-1.729935.99
1542009.12.14 18:00buy500.011.033251.031140.00000
1552009.12.14 18:02modify500.011.033251.031420.00000
1562009.12.14 18:20s/l500.011.031421.031420.00000-1.779934.22
1572009.12.15 20:22sell510.011.040981.042830.00000
1582009.12.15 21:22close510.011.041401.042830.00000-0.409933.82
1592009.12.15 21:25sell520.011.040151.042440.00000
1602009.12.15 21:52close520.011.041381.042440.00000-1.189932.64
1612009.12.16 02:20buy530.011.042771.039930.00000
1622009.12.16 02:25modify530.011.042771.040660.00000
1632009.12.16 02:27s/l530.011.040661.040660.00000-2.039930.61
1642009.12.16 12:15sell540.011.038171.040460.00000
1652009.12.16 12:17close540.011.039511.040460.00000-1.299929.32
1662009.12.16 13:20sell550.011.036711.039080.00000
1672009.12.16 13:45s/l550.011.039081.039080.00000-2.289927.04
1682009.12.16 14:57buy560.011.040671.037140.00000
1692009.12.16 14:59modify560.011.040671.038830.00000
1702009.12.16 15:02s/l560.011.038831.038830.00000-1.779925.27
1712009.12.16 22:00sell570.011.038451.040200.00000
1722009.12.17 00:50s/l570.011.040201.040200.00000-1.709923.57
1732009.12.17 00:52buy580.011.040071.037910.00000
1742009.12.17 00:55modify580.011.040071.038230.00000
1752009.12.17 00:57modify580.011.040071.038300.00000
1762009.12.17 01:00modify580.011.040071.038330.00000
1772009.12.17 01:05modify580.011.040071.038610.00000
1782009.12.17 01:20s/l580.011.038611.038610.00000-1.409922.17
1792009.12.17 08:00sell590.011.045481.047200.00000
1802009.12.17 08:20s/l590.011.047201.047200.00000-1.649920.53
1812009.12.17 09:05buy600.011.047471.045010.00000
1822009.12.17 09:07modify600.011.047471.045450.00000
1832009.12.17 09:20s/l600.011.045451.045450.00000-1.939918.60
1842009.12.17 13:00sell610.011.048641.050320.00000
1852009.12.17 13:50s/l610.011.050321.050320.00000-1.609917.00
1862009.12.17 14:12buy620.011.050841.047660.00000
1872009.12.17 14:17modify620.011.050841.048580.00000
1882009.12.17 14:32s/l620.011.048581.048580.00000-2.159914.85
1892009.12.17 16:00sell630.011.047911.049720.00000
1902009.12.17 16:45modify630.011.047911.048540.00000
1912009.12.17 16:50modify630.011.047911.047390.00000
1922009.12.17 16:57s/l630.011.047391.047390.000000.509915.35
1932009.12.17 18:00buy640.011.050281.047370.00000
1942009.12.17 18:02modify640.011.050281.048450.00000
1952009.12.17 18:05modify640.011.050281.049390.00000
1962009.12.17 18:15s/l640.011.049391.049390.00000-0.859914.50
1972009.12.17 20:05sell650.011.046281.048010.00000
1982009.12.17 20:15modify650.011.046281.047010.00000
1992009.12.17 20:40s/l650.011.047011.047010.00000-0.709913.80
2002009.12.17 22:10buy660.011.048071.045380.00000
2012009.12.17 22:12modify660.011.048071.046370.00000
2022009.12.17 23:00modify660.011.048071.046790.00000
2032009.12.17 23:05modify660.011.048071.046950.00000
2042009.12.17 23:10modify660.011.048071.047000.00000
2052009.12.17 23:45s/l660.011.047001.047000.00000-1.029912.78
2062009.12.18 02:00sell670.011.042871.044580.00000
2072009.12.18 02:37s/l670.011.044581.044580.00000-1.649911.14
2082009.12.18 06:15buy680.011.041961.038620.00000
2092009.12.18 06:17modify680.011.041961.040120.00000
2102009.12.18 06:22modify680.011.041961.040200.00000
2112009.12.18 07:00modify680.011.041961.040930.00000
2122009.12.18 07:22modify680.011.041961.041800.00000
2132009.12.18 07:27s/l680.011.041801.041800.00000-0.159910.99
2142009.12.18 09:12sell690.011.042021.043610.00000
2152009.12.18 11:17close690.011.042771.043610.00000-0.729910.27
2162009.12.18 11:17buy700.011.042771.040560.00000
2172009.12.18 11:22modify700.011.042771.041390.00000
2182009.12.18 11:35modify700.011.042771.041410.00000
2192009.12.18 11:50s/l700.011.041411.041410.00000-1.309908.97
2202009.12.18 16:00sell710.011.042071.043710.00000
2212009.12.18 16:15s/l710.011.043711.043710.00000-1.579907.40
2222009.12.18 17:02buy720.011.048751.045310.00000
2232009.12.18 17:05modify720.011.048751.046470.00000
2242009.12.18 17:15s/l720.011.046471.046470.00000-2.189905.22
2252009.12.18 18:05sell730.011.044991.046980.00000
2262009.12.18 18:40modify730.011.044991.045830.00000
2272009.12.18 18:50modify730.011.044991.044530.00000
2282009.12.18 18:57s/l730.011.044531.044530.000000.449905.66
2292009.12.18 20:00buy740.011.045291.042660.00000
2302009.12.18 20:02modify740.011.045291.043500.00000
2312009.12.18 20:20s/l740.011.043501.043500.00000-1.719903.95
2322009.12.18 21:03sell750.011.042481.044600.00000
2332009.12.18 22:17close750.011.043501.044600.00000-0.989902.97
2342009.12.18 22:17buy760.011.043501.041820.00000
2352009.12.18 22:20s/l760.011.041821.041820.00000-1.619901.36
2362009.12.21 01:15sell770.011.040321.041990.00000
2372009.12.21 01:40s/l770.011.041991.041990.00000-1.609899.76
2382009.12.21 02:17buy780.011.042891.039960.00000
2392009.12.21 02:22modify780.011.042891.041030.00000
2402009.12.21 02:32s/l780.011.041031.041030.00000-1.789897.98
2412009.12.21 05:00sell790.011.041451.043130.00000
2422009.12.21 05:20s/l790.011.043131.043130.00000-1.619896.37
2432009.12.21 07:00buy800.011.043471.041040.00000
2442009.12.21 07:02modify800.011.043471.041530.00000
2452009.12.21 07:05modify800.011.043471.042210.00000
2462009.12.21 07:20s/l800.011.042211.042210.00000-1.219895.16
2472009.12.21 11:00sell810.011.044141.045740.00000
2482009.12.21 11:20modify810.011.044141.044780.00000
2492009.12.21 12:20modify810.011.044141.043250.00000
2502009.12.21 12:27s/l810.011.043251.043250.000000.859896.01
2512009.12.21 15:12buy820.011.042041.039180.00000
2522009.12.21 15:15modify820.011.042041.039900.00000
2532009.12.21 15:17modify820.011.042041.041120.00000
2542009.12.21 15:22modify820.011.042041.041200.00000
2552009.12.21 16:00modify820.011.042041.042120.00000
2562009.12.21 16:12modify820.011.042041.042930.00000
2572009.12.21 16:17modify820.011.042041.043420.00000
2582009.12.21 16:50s/l820.011.043421.043420.000001.329897.33
2592009.12.21 19:00sell830.011.043481.045190.00000
2602009.12.21 19:03s/l830.011.045191.045190.00000-1.649895.69
2612009.12.23 16:05sell840.011.042061.044240.00000
2622009.12.23 16:15modify840.011.042061.042370.00000
2632009.12.23 16:20modify840.011.042061.042100.00000
2642009.12.23 17:50modify840.011.042061.039410.00000
2652009.12.23 17:57s/l840.011.039411.039410.000002.549898.23
2662009.12.23 20:05buy850.011.039271.035920.00000
2672009.12.23 20:07modify850.011.039271.036990.00000
2682009.12.23 20:12modify850.011.039271.037300.00000
2692009.12.23 20:17modify850.011.039271.037370.00000
2702009.12.23 20:36modify850.011.039271.037700.00000
2712009.12.23 20:43modify850.011.039271.038200.00000
2722009.12.23 20:50modify850.011.039271.038290.00000
2732009.12.23 21:00modify850.011.039271.038680.00000
2742009.12.23 22:00modify850.011.039271.038750.00000
2752009.12.23 22:02modify850.011.039271.038800.00000
2762009.12.23 22:12modify850.011.039271.038840.00000
2772009.12.23 22:20s/l850.011.038841.038840.00000-0.419897.82
2782009.12.24 08:16sell860.011.037591.039380.00000
2792009.12.24 09:45s/l860.011.039381.039380.00000-1.729896.10
2802009.12.24 15:00buy870.011.035631.033130.00000
2812009.12.24 15:02modify870.011.035631.033780.00000
2822009.12.24 15:12modify870.011.035631.034720.00000
2832009.12.24 15:17modify870.011.035631.035080.00000
2842009.12.24 16:00modify870.011.035631.037150.00000
2852009.12.24 16:10s/l870.011.037151.037150.000001.479897.57
2862009.12.28 03:00sell880.011.034431.036120.00000
2872009.12.28 03:15s/l880.011.036121.036120.00000-1.639895.94
2882009.12.28 04:12buy890.011.036241.034180.00000
2892009.12.28 04:15modify890.011.036241.034330.00000
2902009.12.28 04:52modify890.011.036241.035180.00000
2912009.12.28 05:17modify890.011.036241.035970.00000
2922009.12.28 05:22modify890.011.036241.036320.00000
2932009.12.28 06:15s/l890.011.036321.036320.000000.079896.01
2942009.12.28 07:00sell900.011.035321.036970.00000
2952009.12.28 07:20s/l900.011.036971.036970.00000-1.599894.42
2962009.12.28 08:12buy910.011.037211.035170.00000
2972009.12.28 08:17modify910.011.037211.035930.00000
2982009.12.28 08:22modify910.011.037211.036170.00000
2992009.12.28 09:00modify910.011.037211.036390.00000
3002009.12.28 09:50s/l910.011.036391.036390.00000-0.809893.62
3012009.12.28 10:00sell920.011.035631.037280.00000
3022009.12.28 12:25close920.011.035571.037280.000000.069893.68
3032009.12.28 15:45buy930.011.034951.032790.00000
3042009.12.28 15:47close930.011.033661.032790.00000-1.259892.43
3052009.12.28 18:00buy940.011.035251.032950.00000
3062009.12.28 18:10modify940.011.035251.033520.00000
3072009.12.28 18:17modify940.011.035251.033630.00000
3082009.12.28 18:22modify940.011.035251.033820.00000
3092009.12.28 19:12modify940.011.035251.033850.00000
3102009.12.28 19:20s/l940.011.033851.033850.00000-1.369891.07
3112009.12.29 20:00sell950.011.036791.038470.00000
3122009.12.29 20:15s/l950.011.038471.038470.00000-1.629889.45
3132009.12.29 22:17buy960.011.037991.035820.00000
3142009.12.29 22:20modify960.011.037991.036190.00000
3152009.12.29 22:22modify960.011.037991.036320.00000
3162009.12.29 22:42modify960.011.037991.036360.00000
3172009.12.29 22:50s/l960.011.036361.036360.00000-1.579887.88
3182009.12.30 19:02sell970.011.035671.037920.00000
3192009.12.30 19:20s/l970.011.037921.037920.00000-2.179885.71
3202009.12.30 21:00buy980.011.038051.035250.00000
3212009.12.30 21:03modify980.011.038051.036240.00000
3222009.12.30 21:20modify980.011.038051.036970.00000
3232009.12.30 21:40s/l980.011.036971.036970.00000-1.049884.67
3242009.12.31 14:05sell990.011.029091.030900.00000
3252009.12.31 14:15s/l990.011.030901.030900.00000-1.759882.92
3262009.12.31 15:07buy1000.011.030721.028980.00000
3272009.12.31 15:15modify1000.011.030721.029850.00000
3282009.12.31 15:42modify1000.011.030721.031150.00000
3292009.12.31 16:00modify1000.011.030721.032420.00000
3302009.12.31 16:12modify1000.011.030721.033720.00000
3312009.12.31 16:50s/l1000.011.033721.033720.000002.909885.82