Hypothetical performance results have many inherent limitations. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. In fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particularly trading program. One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk. Variables such as the ability to adhere to a particular trading program in spite of trading losses as well as maintaining adequate liquidity are material points which can adversely affect actual real trading results. Strategy Tester: !e-MarketUniverse_GBPCHF_H1

Strategy Tester Report
!e-MarketUniverse_GBPCHF_H1
AlpariUS-Demo (Build 225)

SymbolGBPCHF (Great Britain Pound vs Swiss Franc)
Period1 Hour (H1) 2009.06.01 00:00 - 2010.05.31 23:00 (2009.06.01 - 2010.06.01)
ModelEvery tick (the most precise method based on all available least timeframes)
Parameters_tmp1_=" --- Trade params ---"; AccDigits=5; MarketExecution=false; Order1.Lots=0.5; Order1.StopLoss=150; Order1.TakeProfit=230; Order2.Lots=0.3; Order2.StopLoss=150; Order2.TakeProfit=0; Slippage=3; Magic=20100314; _tmp2_=" --- Time params ---"; GMT.TimeZone=1; NoTrade.h1=2; NoTrade.h2=7; NoTrade.h3=16; _tmp3_=" --- Trade days ---"; Monday.On=1; Tuesday.On=1; Wednesday.On=1; Thursday.On=1; Friday.On=0; Saturday.On=0; Sunday.On=0; _tmp4_=" --- Money management ---"; LotAsBalancePcnt=false; LotBalancePcnt=1; BalanceBasis=1000; MinLot=0.1; MaxLot=5; _tmp5_=" --- i-MÀCDU ---"; FMA.period=23; FMA.ma_shift=54; FMA.ma_method=3; FMA.applied_price=0; SMA.period=51; SMA.ma_shift=22; SMA.ma_method=0; SMA.applied_price=0; MACDU.SignalBar=1; _tmp6_=" --- Trailing ---"; TrailingOn=true; TrailingStart=200; TrailingSize=100; TrailingStep=10; _tmp7_=" --- Chart ---"; clBuy=Red; clSell=DodgerBlue; clModify=Silver; clClose=Gold;
Bars in test6565Ticks modelled15906855Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit29109.78Gross profit51417.42Gross loss-22307.64
Profit factor2.30Expected payoff163.54
Absolute drawdown83.62Maximal drawdown3894.84 (9.19%)Relative drawdown15.02% (1893.33)
Total trades178Short positions (won %)90 (57.78%)Long positions (won %)88 (63.64%)
Profit trades (% of total)108 (60.67%)Loss trades (% of total)70 (39.33%)
Largestprofit trade1455.72loss trade-654.88
Averageprofit trade476.09loss trade-318.68
Maximumconsecutive wins (profit in money)10 (6448.04)consecutive losses (loss in money)8 (-1247.12)
Maximalconsecutive profit (count of wins)6448.04 (10)consecutive loss (count of losses)-2087.86 (4)
Averageconsecutive wins5consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12009.06.01 01:00buy10.501.728631.713631.75163
22009.06.01 01:00buy20.301.728631.713630.00000
32009.06.01 14:32modify20.301.728631.738750.00000
42009.06.01 14:33modify20.301.728631.739860.00000
52009.06.01 16:16modify20.301.728631.740970.00000
62009.06.01 16:23t/p10.501.751631.713631.75163993.4510993.45
72009.06.01 16:24modify20.301.728631.742110.00000
82009.06.01 16:24modify20.301.728631.743250.00000
92009.06.01 16:25modify20.301.728631.744380.00000
102009.06.01 16:27modify20.301.728631.745500.00000
112009.06.01 16:46modify20.301.728631.746620.00000
122009.06.01 16:48modify20.301.728631.747730.00000
132009.06.01 16:50modify20.301.728631.748840.00000
142009.06.01 16:58modify20.301.728631.749960.00000
152009.06.01 22:48modify20.301.728631.751120.00000
162009.06.02 10:00close20.301.756931.751120.00000733.6611727.11
172009.06.02 10:00sell30.501.756931.771931.73393
182009.06.02 10:00sell40.301.756931.771930.00000
192009.06.04 06:16modify40.301.756931.746920.00000
202009.06.04 06:33modify40.301.756931.745800.00000
212009.06.04 06:36modify40.301.756931.744680.00000
222009.06.04 06:44t/p30.501.733931.771931.73393987.6612714.78
232009.06.04 06:46modify40.301.756931.743570.00000
242009.06.04 09:31s/l40.301.743571.743570.00000342.8213057.60
252009.06.09 11:00sell50.501.757541.772541.73454
262009.06.09 11:00sell60.301.757541.772540.00000
272009.06.11 10:26s/l50.501.772541.772541.73454-653.3212404.28
282009.06.11 10:26s/l60.301.772541.772540.00000-391.9912012.29
292009.06.16 02:00buy70.501.779351.764351.80235
302009.06.16 02:00buy80.301.779351.764350.00000
312009.06.16 11:00close80.301.782681.764350.0000086.3012098.59
322009.06.16 11:00close70.501.782681.764351.80235143.8312242.42
332009.06.16 11:00sell90.501.782681.797681.75968
342009.06.16 11:00sell100.301.782681.797680.00000
352009.06.18 10:30modify100.301.782681.772500.00000
362009.06.18 10:30modify100.301.782681.771300.00000
372009.06.18 10:30modify100.301.782681.770130.00000
382009.06.18 10:32t/p90.501.759681.797681.75968987.6513230.07
392009.06.18 10:32modify100.301.782681.768980.00000
402009.06.18 10:33modify100.301.782681.767820.00000
412009.06.18 10:45modify100.301.782681.766710.00000
422009.06.18 10:46modify100.301.782681.765570.00000
432009.06.18 10:46modify100.301.782681.764450.00000
442009.06.18 10:56modify100.301.782681.763310.00000
452009.06.18 10:56modify100.301.782681.762160.00000
462009.06.18 11:18modify100.301.782681.761030.00000
472009.06.18 11:22modify100.301.782681.759880.00000
482009.06.18 11:22modify100.301.782681.758760.00000
492009.06.18 11:25modify100.301.782681.757640.00000
502009.06.18 14:39s/l100.301.757641.757640.00000645.4513875.52
512009.06.18 20:00buy110.501.777141.762141.80014
522009.06.18 20:00buy120.301.777141.762140.00000
532009.06.22 13:00close120.301.788961.762140.00000306.8014182.32
542009.06.22 13:00close110.501.788961.762141.80014511.3214693.64
552009.06.22 13:00sell130.501.788961.803961.76596
562009.06.22 13:00sell140.301.788961.803960.00000
572009.06.23 05:07modify140.301.788961.778950.00000
582009.06.23 08:01modify140.301.788961.777840.00000
592009.06.23 08:13modify140.301.788961.776690.00000
602009.06.23 08:21t/p130.501.765961.803961.76596991.8315685.47
612009.06.23 08:21modify140.301.788961.775570.00000
622009.06.23 09:55modify140.301.788961.774460.00000
632009.06.23 09:55modify140.301.788961.773320.00000
642009.06.23 09:57modify140.301.788961.772210.00000
652009.06.23 10:01modify140.301.788961.771100.00000
662009.06.23 10:05modify140.301.788961.769960.00000
672009.06.23 10:06modify140.301.788961.768820.00000
682009.06.23 10:06modify140.301.788961.767660.00000
692009.06.23 10:07modify140.301.788961.766520.00000
702009.06.23 10:30modify140.301.788961.765410.00000
712009.06.23 11:50modify140.301.788961.764280.00000
722009.06.23 11:52modify140.301.788961.763170.00000
732009.06.23 12:31modify140.301.788961.762040.00000
742009.06.23 16:13modify140.301.788961.760930.00000
752009.06.23 16:20modify140.301.788961.759820.00000
762009.06.23 16:33modify140.301.788961.758710.00000
772009.06.23 17:10modify140.301.788961.757590.00000
782009.06.24 05:00close140.301.755121.757590.00000875.1316560.60
792009.06.24 05:00buy150.501.755121.740121.77812
802009.06.24 05:00buy160.301.755121.740120.00000
812009.06.24 12:44modify160.301.755121.765130.00000
822009.06.24 12:45modify160.301.755121.766250.00000
832009.06.24 12:51modify160.301.755121.767380.00000
842009.06.24 12:59t/p150.501.778121.740121.77812993.4517554.05
852009.06.24 12:59modify160.301.755121.768490.00000
862009.06.24 13:01modify160.301.755121.769610.00000
872009.06.24 13:05modify160.301.755121.770730.00000
882009.06.24 13:17modify160.301.755121.771850.00000
892009.06.24 13:20modify160.301.755121.772990.00000
902009.06.24 13:23modify160.301.755121.774120.00000
912009.06.24 13:25modify160.301.755121.775300.00000
922009.06.24 13:25modify160.301.755121.776440.00000
932009.06.24 13:25modify160.301.755121.777610.00000
942009.06.24 13:26modify160.301.755121.778760.00000
952009.06.24 13:26modify160.301.755121.779900.00000
962009.06.24 13:27modify160.301.755121.781010.00000
972009.06.24 13:27modify160.301.755121.782150.00000
982009.06.24 13:28modify160.301.755121.783320.00000
992009.06.24 13:28modify160.301.755121.784460.00000
1002009.06.24 13:28modify160.301.755121.785590.00000
1012009.06.24 13:28modify160.301.755121.786700.00000
1022009.06.24 13:28modify160.301.755121.787860.00000
1032009.06.24 13:32modify160.301.755121.788980.00000
1042009.06.24 13:32modify160.301.755121.790090.00000
1052009.06.24 14:12s/l160.301.790091.790090.00000906.2818460.33
1062009.06.25 20:00sell170.501.789381.804381.76638
1072009.06.25 20:00sell180.301.789381.804380.00000
1082009.06.29 09:00close180.301.790901.804380.00000-41.0518419.28
1092009.06.29 09:00close170.501.790901.804381.76638-68.4218350.85
1102009.06.29 09:00buy190.501.790901.775901.81390
1112009.06.29 09:00buy200.301.790901.775900.00000
1122009.06.30 12:00close200.301.792771.775900.0000048.6918399.55
1132009.06.30 12:00close190.501.792771.775901.8139081.1618480.71
1142009.06.30 12:00sell210.501.792771.807771.76977
1152009.06.30 12:00sell220.301.792771.807770.00000
1162009.07.01 17:59modify220.301.792771.782750.00000
1172009.07.01 18:00modify220.301.792771.781630.00000
1182009.07.01 18:01modify220.301.792771.780520.00000
1192009.07.01 18:16t/p210.501.769771.807771.76977991.8319472.54
1202009.07.01 18:35modify220.301.792771.779390.00000
1212009.07.01 20:00close220.301.771461.779390.00000551.3120023.85
1222009.07.01 20:00buy230.501.771461.756461.79446
1232009.07.01 20:00buy240.301.771461.756460.00000
1242009.07.07 12:00s/l230.501.756461.756461.79446-645.5519378.30
1252009.07.07 12:00s/l240.301.756461.756460.00000-387.3318990.97
1262009.07.14 09:00buy250.501.761351.746351.78435
1272009.07.14 09:00buy260.301.761351.746350.00000
1282009.07.15 14:00close260.301.769501.746350.00000211.4719202.45
1292009.07.15 14:00close250.501.769501.746351.78435352.4619554.91
1302009.07.15 14:00sell270.501.769501.784501.74650
1312009.07.15 14:00sell280.301.769501.784500.00000
1322009.07.21 15:33modify280.301.769501.759500.00000
1332009.07.22 07:56modify280.301.769501.758390.00000
1342009.07.22 08:11modify280.301.769501.757270.00000
1352009.07.22 08:20t/p270.501.746501.784501.74650983.7320538.63
1362009.07.22 08:55modify280.301.769501.756130.00000
1372009.07.22 18:00close280.301.752711.756130.00000429.2920967.93
1382009.07.22 18:00buy290.501.752711.737711.77571
1392009.07.22 18:00buy300.301.752711.737710.00000
1402009.07.23 22:12modify300.301.752711.762710.00000
1412009.07.24 09:23modify300.301.752711.763820.00000
1422009.07.24 10:47s/l300.301.763821.763820.00000288.9421256.87
1432009.07.29 15:07t/p290.501.775711.737711.77571996.4522253.32
1442009.08.04 01:00buy310.501.794341.779341.81734
1452009.08.04 01:00buy320.301.794341.779340.00000
1462009.08.05 01:00close320.301.796111.779340.0000046.1122299.43
1472009.08.05 01:00close310.501.796111.779341.8173476.8622376.29
1482009.08.05 01:00sell330.501.796111.811111.77311
1492009.08.05 01:00sell340.301.796111.811110.00000
1502009.08.12 05:00close340.301.783921.811110.00000310.0922686.39
1512009.08.12 05:00close330.501.783921.811111.77311516.8423203.22
1522009.08.12 05:00buy350.501.783921.768921.80692
1532009.08.12 05:00buy360.301.783921.768920.00000
1542009.08.14 09:30s/l350.501.768921.768921.80692-646.5622556.66
1552009.08.14 09:30s/l360.301.768921.768920.00000-387.9422168.72
1562009.08.17 12:00sell370.501.762881.777881.73988
1572009.08.17 12:00sell380.301.762881.777880.00000
1582009.08.17 15:00close380.301.764441.777880.00000-40.4322128.29
1592009.08.17 15:00close370.501.764441.777881.73988-67.3922060.90
1602009.08.17 15:00buy390.501.764441.749441.78744
1612009.08.17 15:00buy400.301.764441.749440.00000
1622009.08.19 20:00close400.301.760831.749440.00000-93.1221967.78
1632009.08.19 20:00close390.501.760831.749441.78744-155.2121812.57
1642009.08.19 20:00sell410.501.760831.775831.73783
1652009.08.19 20:00sell420.301.760831.775830.00000
1662009.08.24 17:39modify420.301.760831.750810.00000
1672009.08.24 18:40modify420.301.760831.749660.00000
1682009.08.25 08:51modify420.301.760831.748540.00000
1692009.08.25 08:52t/p410.501.737831.775831.73783985.2322797.80
1702009.08.25 08:53modify420.301.760831.747420.00000
1712009.08.25 12:54modify420.301.760831.746290.00000
1722009.08.25 13:27modify420.301.760831.745180.00000
1732009.08.25 13:29modify420.301.760831.744070.00000
1742009.08.25 17:32modify420.301.760831.742950.00000
1752009.08.25 19:02modify420.301.760831.741830.00000
1762009.08.26 09:59modify420.301.760831.740650.00000
1772009.08.26 10:06modify420.301.760831.739530.00000
1782009.08.26 10:26modify420.301.760831.738420.00000
1792009.08.26 15:23modify420.301.760831.737310.00000
1802009.08.26 15:24modify420.301.760831.736180.00000
1812009.08.26 17:29s/l420.301.736181.736180.00000633.0623430.86
1822009.08.31 00:00buy430.501.724581.709581.74758
1832009.08.31 00:00buy440.301.724581.709580.00000
1842009.09.02 18:00close440.301.728641.709580.00000105.7323536.59
1852009.09.02 18:00close430.501.728641.709581.74758176.2123712.81
1862009.09.02 18:00sell450.501.728641.743641.70564
1872009.09.02 18:00sell460.301.728641.743640.00000
1882009.09.03 00:00close460.301.726341.743640.0000057.1023769.91
1892009.09.03 00:00close450.501.726341.743641.7056495.1823865.10
1902009.09.03 00:00buy470.501.726341.711341.74934
1912009.09.03 00:00buy480.301.726341.711340.00000
1922009.09.03 18:00close480.301.732871.711340.00000169.2924034.39
1932009.09.03 18:00close470.501.732871.711341.74934282.1624316.55
1942009.09.03 18:00sell490.501.732871.747871.70987
1952009.09.03 18:00sell500.301.732871.747870.00000
1962009.09.08 22:00close500.301.726201.747870.00000170.3724486.92
1972009.09.08 22:00close490.501.726201.747871.70987283.9624770.88
1982009.09.08 22:00buy510.501.726201.711201.74920
1992009.09.08 22:00buy520.301.726201.711200.00000
2002009.09.15 12:20s/l510.501.711201.711201.74920-645.3924125.49
2012009.09.15 12:20s/l520.301.711201.711200.00000-387.2423738.26
2022009.09.23 19:00buy530.501.681671.666671.70467
2032009.09.23 19:00buy540.301.681671.666670.00000
2042009.09.23 20:00close540.301.679241.666670.00000-63.0023675.26
2052009.09.23 20:00close530.501.679241.666671.70467-104.9923570.27
2062009.09.23 20:00sell550.501.679241.694241.65624
2072009.09.23 20:00sell560.301.679241.694240.00000
2082009.09.23 21:00close560.301.679661.694240.00000-10.8923559.38
2092009.09.23 21:00close550.501.679661.694241.65624-18.1423541.24
2102009.09.23 21:00buy570.501.679661.664661.70266
2112009.09.23 21:00buy580.301.679661.664660.00000
2122009.09.24 07:00close580.301.679381.664660.00000-6.5623534.68
2132009.09.24 07:00close570.501.679381.664661.70266-10.9223523.77
2142009.09.24 07:00sell590.501.679381.694381.65638
2152009.09.24 07:00sell600.301.679381.694380.00000
2162009.09.24 11:20modify600.301.679381.669380.00000
2172009.09.24 11:21modify600.301.679381.668250.00000
2182009.09.24 11:25modify600.301.679381.667120.00000
2192009.09.24 11:39t/p590.501.656381.694381.65638993.5424517.31
2202009.09.24 11:39modify600.301.679381.666010.00000
2212009.09.24 12:03modify600.301.679381.664870.00000
2222009.09.24 12:34modify600.301.679381.663760.00000
2232009.09.24 15:55modify600.301.679381.662610.00000
2242009.09.24 16:31modify600.301.679381.661490.00000
2252009.09.24 17:00modify600.301.679381.660360.00000
2262009.09.25 01:45modify600.301.679381.659180.00000
2272009.09.25 01:49modify600.301.679381.657980.00000
2282009.09.25 01:49modify600.301.679381.656870.00000
2292009.09.25 01:50modify600.301.679381.655700.00000
2302009.09.25 01:50modify600.301.679381.654580.00000
2312009.09.25 01:51modify600.301.679381.653430.00000
2322009.09.25 01:51modify600.301.679381.652140.00000
2332009.09.25 01:59modify600.301.679381.651010.00000
2342009.09.25 16:52modify600.301.679381.649690.00000
2352009.09.25 16:54modify600.301.679381.648570.00000
2362009.09.28 00:11modify600.301.679381.647440.00000
2372009.09.28 00:19modify600.301.679381.646310.00000
2382009.09.28 00:21modify600.301.679381.645180.00000
2392009.09.28 00:21modify600.301.679381.644010.00000
2402009.09.28 00:22modify600.301.679381.642870.00000
2412009.09.28 00:22modify600.301.679381.641730.00000
2422009.09.28 00:23modify600.301.679381.640540.00000
2432009.09.28 00:23modify600.301.679381.639430.00000
2442009.09.28 00:51modify600.301.679381.638290.00000
2452009.09.28 01:04modify600.301.679381.637150.00000
2462009.09.28 01:04modify600.301.679381.635920.00000
2472009.09.28 01:04modify600.301.679381.634600.00000
2482009.09.28 01:05modify600.301.679381.633460.00000
2492009.09.28 03:40s/l600.301.633461.633460.000001188.5425705.85
2502009.09.30 09:00sell610.501.659351.674351.63635
2512009.09.30 09:00sell620.301.659351.674350.00000
2522009.10.06 08:02modify620.301.659351.649340.00000
2532009.10.06 08:03modify620.301.659351.648200.00000
2542009.10.06 10:37modify620.301.659351.647090.00000
2552009.10.06 11:18t/p610.501.636351.674351.63635985.2226691.07
2562009.10.06 11:20modify620.301.659351.645980.00000
2572009.10.06 12:37modify620.301.659351.644820.00000
2582009.10.06 12:45modify620.301.659351.643690.00000
2592009.10.06 13:01modify620.301.659351.642580.00000
2602009.10.06 13:08modify620.301.659351.641430.00000
2612009.10.06 13:13modify620.301.659351.640300.00000
2622009.10.07 13:05s/l620.301.640301.640300.00000487.9127178.98
2632009.10.08 23:00sell630.501.648231.663231.62523
2642009.10.08 23:00sell640.301.648231.663230.00000
2652009.10.12 10:47modify640.301.648231.638180.00000
2662009.10.12 11:32modify640.301.648231.637070.00000
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5502010.03.30 17:02modify1560.301.586681.601150.00000
5512010.03.30 23:00close1560.301.606821.601150.00000522.6041445.13
5522010.03.30 23:00sell1570.501.606821.621821.58382
5532010.03.30 23:00sell1580.301.606821.621820.00000
5542010.04.01 17:54s/l1570.501.621821.621821.58382-653.8540791.28
5552010.04.01 17:54s/l1580.301.621821.621820.00000-392.3140398.97
5562010.04.05 02:00sell1590.501.619421.634421.59642
5572010.04.05 02:00sell1600.301.619421.634420.00000
5582010.04.07 07:57s/l1590.501.634421.634421.59642-651.0639747.91
5592010.04.07 07:57s/l1600.301.634421.634420.00000-390.6439357.27
5602010.04.13 13:00buy1610.501.630651.615651.65365
5612010.04.13 13:00buy1620.301.630651.615650.00000
5622010.04.21 13:00close1620.301.645851.615650.00000396.1339753.40
5632010.04.21 13:00close1610.501.645851.615651.65365660.2140413.61
5642010.04.21 13:00sell1630.501.645851.660851.62285
5652010.04.21 13:00sell1640.301.645851.660850.00000
5662010.04.22 23:36s/l1630.501.660851.660851.62285-652.5039761.11
5672010.04.22 23:36s/l1640.301.660851.660850.00000-391.5039369.62
5682010.04.27 09:00buy1650.501.656031.641031.67903
5692010.04.27 09:00buy1660.301.656031.641030.00000
5702010.04.27 23:00close1660.301.660161.641030.00000107.1339476.75
5712010.04.27 23:00close1650.501.660161.641031.67903178.5539655.30
5722010.04.27 23:00sell1670.501.660161.675161.63716
5732010.04.27 23:00sell1680.301.660161.675160.00000
5742010.04.28 19:00close1680.301.653781.675160.00000164.6139819.91
5752010.04.28 19:00close1670.501.653781.675161.63716274.3640094.27
5762010.04.28 19:00buy1690.501.653781.638781.67678
5772010.04.28 19:00buy1700.301.653781.638780.00000
5782010.05.03 02:00close1700.301.647351.638780.00000-165.6239928.65
5792010.05.03 02:00close1690.501.647351.638781.67678-276.0239652.63
5802010.05.03 02:00sell1710.501.647351.662351.62435
5812010.05.03 02:00sell1720.301.647351.662350.00000
5822010.05.04 05:00close1720.301.655821.662350.00000-220.5039432.14
5832010.05.04 05:00close1710.501.655821.662351.62435-367.4839064.65
5842010.05.04 05:00buy1730.501.655821.640821.67882
5852010.05.04 05:00buy1740.301.655821.640820.00000
5862010.05.05 04:00close1740.301.672261.640820.00000426.6739491.33
5872010.05.05 04:00close1730.501.672261.640821.67882711.1240202.45
5882010.05.05 04:00sell1750.501.672261.687261.64926
5892010.05.05 04:00sell1760.301.672261.687260.00000
5902010.05.05 20:46s/l1750.501.687261.687261.64926-648.3339554.12
5912010.05.05 20:46s/l1760.301.687261.687260.00000-389.0039165.12
5922010.05.31 21:07buy1770.501.679741.664741.70274
5932010.05.31 21:07buy1780.301.679741.664740.00000
5942010.05.31 23:59close at stop1780.301.678941.664740.00000-20.7539144.37
5952010.05.31 23:59close at stop1770.501.678941.664741.70274-34.5939109.78