Strategy Tester Report
FX-MAFIX
Alpari-Demo (Build 225)

SymbolEURCHF (Euro vs Swiss Franc)
Period5 Minutes (M5) 2008.01.02 10:00 - 2009.10.30 22:00 (2008.01.01 - 2009.11.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersProfitUSD=100; Lot=0.1; ContinueWorking=true;
Bars in test135931Ticks modelled13063478Modelling quality90.00%
Mismatched charts errors0
Initial deposit1000.00
Total net profit-932.36Gross profit525.26Gross loss-1457.62
Profit factor0.36Expected payoff-37.29
Absolute drawdown932.36Maximal drawdown1014.80 (93.75%)Relative drawdown93.75% (1014.80)
Total trades25Short positions (won %)12 (83.33%)Long positions (won %)13 (0.00%)
Profit trades (% of total)10 (40.00%)Loss trades (% of total)15 (60.00%)
Largestprofit trade77.87loss trade-204.20
Averageprofit trade52.53loss trade-97.17
Maximumconsecutive wins (profit in money)6 (306.35)consecutive losses (loss in money)13 (-1443.78)
Maximalconsecutive profit (count of wins)306.35 (6)consecutive loss (count of losses)-1443.78 (13)
Averageconsecutive wins5consecutive losses8
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12008.01.02 10:00buy10.101.652720.000000.00000
22008.01.02 11:00sell20.101.654870.000000.00000
32008.01.02 11:33buy30.101.652400.000000.00000
42008.01.02 13:46sell40.101.653500.000000.00000
52008.01.02 15:13buy50.101.651820.000000.00000
62008.01.02 16:16close20.101.648960.000000.0000058.551058.55
72008.01.02 16:16close40.101.648960.000000.0000044.981103.53
82008.01.02 21:58sell60.101.646900.000000.00000
92008.01.03 01:31buy70.101.647020.000000.00000
102008.01.03 07:15sell80.101.646500.000000.00000
112008.01.03 08:34buy90.101.645420.000000.00000
122008.01.03 11:29close60.101.641520.000000.0000052.441155.97
132008.01.03 11:29close80.101.641520.000000.0000049.331205.30
142008.01.03 14:22sell100.101.644250.000000.00000
152008.01.03 15:55buy110.101.642220.000000.00000
162008.01.04 11:19sell120.101.638700.000000.00000
172008.01.04 14:30buy130.101.639090.000000.00000
182008.01.04 14:30close100.101.636360.000000.0000077.871283.17
192008.01.04 14:30close120.101.636360.000000.0000023.181306.35
202008.01.07 03:51sell140.101.634700.000000.00000
212008.01.07 07:41buy150.101.633820.000000.00000
222008.01.07 08:02sell160.101.635200.000000.00000
232008.01.07 13:36buy170.101.639020.000000.00000
242008.01.07 17:30sell180.101.641000.000000.00000
252008.01.07 20:56buy190.101.640420.000000.00000
262008.01.08 02:05sell200.101.642300.000000.00000
272008.01.08 08:32buy210.101.643120.000000.00000
282008.01.08 22:20close140.101.635620.000000.00000-9.401296.95
292008.01.08 22:20close160.101.635620.000000.00000-4.451292.51
302008.01.08 22:20close180.101.635620.000000.0000053.011345.52
312008.01.08 22:20close200.101.635620.000000.0000066.181411.70
322008.01.09 07:23sell220.101.639700.000000.00000
332008.01.09 08:50buy230.101.639120.000000.00000
342008.01.09 22:48sell240.101.636940.000000.00000
352008.01.10 05:00buy250.101.637420.000000.00000
362008.01.10 10:52close220.101.633200.000000.0000063.531475.23
372008.01.10 10:52close240.101.633200.000000.0000036.191511.42
382008.01.10 11:07close at stop250.101.632200.000000.00000-51.721459.70
392008.01.10 11:07close at stop230.101.632200.000000.00000-68.831390.87
402008.01.10 11:07close at stop210.101.632200.000000.00000-108.551282.32
412008.01.10 11:07close at stop190.101.632200.000000.00000-81.891200.44
422008.01.10 11:07close at stop170.101.632200.000000.00000-68.021132.42
432008.01.10 11:07close at stop150.101.632200.000000.00000-16.501115.93
442008.01.10 11:07close at stop130.101.632200.000000.00000-68.791047.13
452008.01.10 11:07close at stop110.101.632200.000000.00000-99.90947.23
462008.01.10 11:07close at stop90.101.632200.000000.00000-131.60815.63
472008.01.10 11:07close at stop70.101.632200.000000.00000-147.46668.16
482008.01.10 11:07close at stop50.101.632200.000000.00000-195.29472.87
492008.01.10 11:07close at stop30.101.632200.000000.00000-201.03271.84
502008.01.10 11:07close at stop10.101.632200.000000.00000-204.2067.64