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

SymbolEURCHF (Euro vs Swiss Franc)
Period5 Minutes (M5) 2005.01.03 00:05 - 2009.10.30 22:00 (2005.01.01 - 2009.11.01)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersProfitUSD=100; Lot=0.1; ContinueWorking=true;
Bars in test342885Ticks modelled16666811Modelling quality90.00%
Mismatched charts errors0
Initial deposit1000.00
Total net profit-917.24Gross profit2614.43Gross loss-3531.68
Profit factor0.74Expected payoff-6.00
Absolute drawdown917.24Maximal drawdown2565.34 (96.87%)Relative drawdown96.87% (2565.34)
Total trades153Short positions (won %)76 (76.32%)Long positions (won %)77 (66.23%)
Profit trades (% of total)109 (71.24%)Loss trades (% of total)44 (28.76%)
Largestprofit trade62.64loss trade-247.04
Averageprofit trade23.99loss trade-80.27
Maximumconsecutive wins (profit in money)19 (412.10)consecutive losses (loss in money)17 (-2858.68)
Maximalconsecutive profit (count of wins)412.10 (19)consecutive loss (count of losses)-2858.68 (17)
Averageconsecutive wins7consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12005.01.03 01:38sell10.101.545700.000000.00000
22005.01.03 04:45buy20.101.545640.000000.00000
32005.01.03 04:46sell30.101.547800.000000.00000
42005.01.03 07:40buy40.101.546540.000000.00000
52005.01.03 09:06close10.101.541640.000000.0000040.211040.21
62005.01.03 09:06close30.101.541640.000000.0000061.011101.22
72005.01.03 14:15sell50.101.544300.000000.00000
82005.01.03 14:22buy60.101.543340.000000.00000
92005.01.03 14:37sell70.101.544310.000000.00000
102005.01.04 01:00buy80.101.545340.000000.00000
112005.01.04 08:21sell90.101.544940.000000.00000
122005.01.04 08:46buy100.101.544240.000000.00000
132005.01.04 09:25sell110.101.545390.000000.00000
142005.01.04 10:59close20.101.547090.000000.0000014.281115.50
152005.01.04 10:59close60.101.547090.000000.0000037.061152.56
162005.01.04 10:59close80.101.547090.000000.0000017.341169.90
172005.01.04 10:59close100.101.547090.000000.0000028.241198.14
182005.01.04 10:59close40.101.547050.000000.000004.961203.10
192005.01.04 21:31buy120.101.551240.000000.00000
202005.01.04 23:40sell130.101.551000.000000.00000
212005.01.05 05:26buy140.101.550240.000000.00000
222005.01.05 08:16sell150.101.550700.000000.00000
232005.01.05 15:45buy160.101.551220.000000.00000
242005.01.06 07:42sell170.101.549200.000000.00000
252005.01.06 16:05buy180.101.548940.000000.00000
262005.01.06 21:43close50.101.545640.000000.00000-14.711188.40
272005.01.06 21:43close90.101.545640.000000.00000-8.081180.32
282005.01.06 21:43close130.101.545640.000000.0000051.931232.25
292005.01.06 21:43close150.101.545640.000000.0000049.251281.50
302005.01.06 21:43close170.101.545640.000000.0000035.261316.76
312005.01.06 21:43close70.101.546190.000000.00000-20.061296.70
322005.01.06 21:43close110.101.546730.000000.00000-14.421282.29
332005.01.06 21:59sell190.101.547500.000000.00000
342005.01.07 01:19buy200.101.547320.000000.00000
352005.01.07 08:19sell210.101.547300.000000.00000
362005.01.07 11:07buy220.101.546840.000000.00000
372005.01.07 12:25sell230.101.547720.000000.00000
382005.01.07 15:56buy240.101.548040.000000.00000
392005.01.10 05:04sell250.101.548500.000000.00000
402005.01.10 07:53buy260.101.547640.000000.00000
412005.01.10 19:05sell270.101.547790.000000.00000
422005.01.11 01:08buy280.101.546140.000000.00000
432005.01.11 01:28close190.101.545690.000000.0000017.071299.35
442005.01.11 01:28close210.101.545690.000000.0000015.381314.73
452005.01.11 01:28close230.101.545690.000000.0000019.541334.27
462005.01.11 01:28close250.101.545690.000000.0000027.541361.81
472005.01.11 01:28close270.101.545690.000000.0000020.511382.32
482005.01.11 08:03sell290.101.546830.000000.00000
492005.01.11 10:09buy300.101.546540.000000.00000
502005.01.11 15:26sell310.101.547400.000000.00000
512005.01.11 17:41buy320.101.547140.000000.00000
522005.01.11 17:58sell330.101.547600.000000.00000
532005.01.11 18:06close120.101.549270.000000.00000-20.131362.19
542005.01.11 18:06close160.101.549270.000000.00000-19.841342.34
552005.01.11 18:06close200.101.549270.000000.0000019.141361.48
562005.01.11 18:06close240.101.549270.000000.0000012.011373.50
572005.01.11 18:06close280.101.549270.000000.0000031.011404.51
582005.01.11 18:06close300.101.549270.000000.0000027.051431.56
592005.01.11 18:06close320.101.549270.000000.0000021.101452.66
602005.01.11 18:06close140.101.549250.000000.00000-10.341442.31
612005.01.11 18:06close220.101.549250.000000.0000023.701466.01
622005.01.11 18:06close180.101.549300.000000.000003.291469.31
632005.01.11 18:06close260.101.549190.000000.0000015.261484.57
642005.01.12 00:02buy340.101.550140.000000.00000
652005.01.12 05:25sell350.101.550300.000000.00000
662005.01.12 07:06buy360.101.550140.000000.00000
672005.01.12 11:19sell370.101.549300.000000.00000
682005.01.12 11:29buy380.101.548640.000000.00000
692005.01.12 12:24sell390.101.549500.000000.00000
702005.01.12 13:33buy400.101.548440.000000.00000
712005.01.12 14:49close290.101.546780.000000.000000.201484.77
722005.01.12 14:49close330.101.546780.000000.000007.831492.60
732005.01.12 14:49close350.101.546780.000000.0000034.861527.46
742005.01.12 14:49close370.101.546780.000000.0000024.961552.42
752005.01.12 14:49close390.101.546780.000000.0000026.941579.36
762005.01.12 14:49close310.101.546800.000000.000005.651585.02
772005.01.12 20:59sell410.101.547870.000000.00000
782005.01.13 00:25buy420.101.548240.000000.00000
792005.01.13 06:44sell430.101.548000.000000.00000
802005.01.13 08:46buy440.101.547290.000000.00000
812005.01.13 13:00sell450.101.548400.000000.00000
822005.01.13 16:49buy460.101.547440.000000.00000
832005.01.13 19:30sell470.101.549500.000000.00000
842005.01.13 23:08buy480.101.548640.000000.00000
852005.01.14 03:50close340.101.549900.000000.00000-2.741582.28
862005.01.14 03:50close380.101.549900.000000.0000012.121594.40
872005.01.14 03:50close420.101.549900.000000.0000016.361610.76
882005.01.14 03:50close440.101.549900.000000.0000025.771636.54
892005.01.14 03:50close460.101.549900.000000.0000024.281660.82
902005.01.14 03:50close480.101.549900.000000.0000012.391673.21
912005.01.14 03:50close360.101.549790.000000.00000-3.831669.38
922005.01.14 03:50close400.101.549700.000000.0000012.131681.51
932005.01.14 08:22buy490.101.549440.000000.00000
942005.01.14 09:41sell500.101.550500.000000.00000
952005.01.14 12:33buy510.101.548840.000000.00000
962005.01.14 14:55sell520.101.549300.000000.00000
972005.01.14 19:48buy530.101.548040.000000.00000
982005.01.14 22:50close410.101.547170.000000.000005.781687.30
992005.01.14 22:50close450.101.547170.000000.0000011.891699.19
1002005.01.14 22:50close500.101.547170.000000.0000032.981732.17
1012005.01.14 22:50close520.101.547170.000000.0000021.101753.27
1022005.01.14 22:50close430.101.547190.000000.000007.731761.00
1032005.01.14 22:50close470.101.547140.000000.0000023.091784.09
1042005.01.17 04:28sell540.101.548330.000000.00000
1052005.01.17 04:32buy550.101.547540.000000.00000
1062005.01.17 16:09sell560.101.545100.000000.00000
1072005.01.17 23:48buy570.101.545540.000000.00000
1082005.01.17 23:57sell580.101.546100.000000.00000
1092005.01.18 00:09buy590.101.545040.000000.00000
1102005.01.18 01:19sell600.101.546100.000000.00000
1112005.01.18 07:59buy610.101.546140.000000.00000
1122005.01.18 09:39sell620.101.547600.000000.00000
1132005.01.18 09:59buy630.101.546140.000000.00000
1142005.01.18 11:23close540.101.544590.000000.0000036.751820.85
1152005.01.18 11:23close560.101.544590.000000.000004.761825.61
1162005.01.18 11:23close580.101.544590.000000.0000014.661840.27
1172005.01.18 11:23close600.101.544590.000000.0000014.951855.22
1182005.01.18 11:23close620.101.544590.000000.0000029.811885.03
1192005.01.19 06:41sell640.101.544200.000000.00000
1202005.01.19 07:01buy650.101.543740.000000.00000
1212005.01.19 18:58sell660.101.544000.000000.00000
1222005.01.19 20:40buy670.101.542540.000000.00000
1232005.01.20 12:10sell680.101.542100.000000.00000
1242005.01.20 23:18buy690.101.542140.000000.00000
1252005.01.21 00:21sell700.101.543800.000000.00000
1262005.01.21 08:14buy710.101.544240.000000.00000
1272005.01.21 08:43sell720.101.545500.000000.00000
1282005.01.21 09:19close490.101.546700.000000.00000-27.761857.27
1292005.01.21 09:19close530.101.546700.000000.00000-13.891843.38
1302005.01.21 09:19close570.101.546700.000000.0000010.961854.33
1312005.01.21 09:19close610.101.546700.000000.000005.101859.44
1322005.01.21 09:19close650.101.546700.000000.0000028.971888.41
1332005.01.21 09:19close670.101.546700.000000.0000040.851929.26
1342005.01.21 09:19close690.101.546700.000000.0000045.091974.35
1352005.01.21 09:19close710.101.546700.000000.0000024.371998.72
1362005.01.21 09:19close510.101.546600.000000.00000-22.811975.91
1372005.01.21 09:19close590.101.546600.000000.0000015.011990.92
1382005.01.21 09:19close550.101.546500.000000.00000-10.831980.09
1392005.01.21 09:19close630.101.546400.000000.000002.131982.22
1402005.01.21 17:39buy730.101.547140.000000.00000
1412005.01.24 00:00sell740.101.546700.000000.00000
1422005.01.24 07:46buy750.101.546140.000000.00000
1432005.01.24 10:51sell760.101.545900.000000.00000
1442005.01.24 11:09buy770.101.545040.000000.00000
1452005.01.24 15:13sell780.101.545000.000000.00000
1462005.01.24 23:08buy790.101.544840.000000.00000
1472005.01.25 02:53sell800.101.546100.000000.00000
1482005.01.25 07:41buy810.101.544640.000000.00000
1492005.01.25 13:38sell820.101.545310.000000.00000
1502005.01.25 16:10close730.101.547600.000000.000004.371986.60
1512005.01.25 16:10close750.101.547600.000000.0000014.372000.97
1522005.01.25 16:10close770.101.547600.000000.0000025.272026.24
1532005.01.25 16:10close790.101.547600.000000.0000027.252053.49
1542005.01.25 16:10close810.101.547600.000000.0000029.322082.81
1552005.01.26 02:29buy830.101.547440.000000.00000
1562005.01.26 04:09sell840.101.547800.000000.00000
1572005.01.26 04:18buy850.101.547410.000000.00000
1582005.01.26 05:23sell860.101.548000.000000.00000
1592005.01.26 17:00buy870.101.547440.000000.00000
1602005.01.26 19:54sell880.101.548600.000000.00000
1612005.01.27 01:10buy890.101.546540.000000.00000
1622005.01.27 07:11sell900.101.546300.000000.00000
1632005.01.27 08:50buy910.101.545540.000000.00000
1642005.01.27 09:25sell920.101.547400.000000.00000
1652005.01.27 11:02buy930.101.545540.000000.00000
1662005.01.27 14:59close640.101.545040.000000.00000-11.192071.62
1672005.01.27 14:59close680.101.545040.000000.00000-31.132040.49
1682005.01.27 14:59close720.101.545040.000000.000002.832043.32
1692005.01.27 14:59close760.101.545040.000000.000007.072050.39
1702005.01.27 14:59close800.101.545040.000000.000009.342059.73
1712005.01.27 14:59close840.101.545040.000000.0000026.472086.20
1722005.01.27 14:59close860.101.545040.000000.0000028.452114.65
1732005.01.27 14:59close880.101.545040.000000.0000034.392149.04
1742005.01.27 14:59close900.101.545040.000000.0000012.472161.51
1752005.01.27 14:59close920.101.545040.000000.0000023.372184.88
1762005.01.27 14:59close660.101.545440.000000.00000-17.132167.75
1772005.01.27 14:59close740.101.545440.000000.0000011.042178.79
1782005.01.27 14:59close820.101.545440.000000.00000-2.442176.35
1792005.01.27 14:59close700.101.545240.000000.00000-15.992160.36
1802005.01.27 15:00close780.101.545240.000000.00000-3.822156.54
1812005.01.28 00:31sell940.101.545900.000000.00000
1822005.01.28 01:07buy950.101.544440.000000.00000
1832005.01.28 08:52sell960.101.545900.000000.00000
1842005.01.28 14:11buy970.101.546140.000000.00000
1852005.01.28 14:27sell980.101.546900.000000.00000
1862005.01.28 15:26close830.101.547600.000000.000001.222157.77
1872005.01.28 15:26close870.101.547600.000000.000001.222158.99
1882005.01.28 15:26close910.101.547600.000000.0000020.312179.30
1892005.01.28 15:26close950.101.547600.000000.0000031.302210.60
1902005.01.28 15:26close970.101.547600.000000.0000014.462225.06
1912005.01.28 15:27close850.101.547500.000000.000000.532225.60
1922005.01.28 15:27close930.101.547500.000000.0000019.322244.92
1932005.01.28 15:27close890.101.547420.000000.000008.632253.55
1942005.01.28 20:02buy990.101.547370.000000.00000
1952005.01.28 22:57sell1000.101.547220.000000.00000
1962005.01.31 05:32buy1010.101.548240.000000.00000
1972005.01.31 07:55sell1020.101.548800.000000.00000
1982005.01.31 11:53buy1030.101.548420.000000.00000
1992005.01.31 16:33sell1040.101.548400.000000.00000
2002005.02.01 05:15close990.101.551500.000000.0000040.742294.29
2012005.02.01 05:15close1010.101.551500.000000.0000032.212326.50
2022005.02.01 05:15close1030.101.551500.000000.0000030.422356.92
2032005.02.01 12:11buy1050.101.551640.000000.00000
2042005.02.01 15:03sell1060.101.552040.000000.00000
2052005.02.01 22:05buy1070.101.552640.000000.00000
2062005.02.01 23:21sell1080.101.553700.000000.00000
2072005.02.02 08:49buy1090.101.553710.000000.00000
2082005.02.02 13:47sell1100.101.553510.000000.00000
2092005.02.02 15:05buy1110.101.552040.000000.00000
2102005.02.02 16:58sell1120.101.553700.000000.00000
2112005.02.02 17:43close1050.101.555200.000000.0000035.182392.10
2122005.02.02 17:43close1070.101.555200.000000.0000025.272417.37
2132005.02.02 17:43close1090.101.555200.000000.0000014.762432.13
2142005.02.02 17:43close1110.101.555200.000000.0000031.302463.43
2152005.02.04 08:23buy1130.101.559140.000000.00000
2162005.02.04 11:05sell1140.101.559300.000000.00000
2172005.02.04 12:44buy1150.101.558140.000000.00000
2182005.02.04 13:28sell1160.101.559300.000000.00000
2192005.02.07 01:18buy1170.101.557840.000000.00000
2202005.02.07 04:40sell1180.101.558650.000000.00000
2212005.02.07 08:18buy1190.101.557440.000000.00000
2222005.02.07 10:18sell1200.101.558300.000000.00000
2232005.02.07 15:48close1130.101.560800.000000.0000016.352479.78
2242005.02.07 15:48close1150.101.560800.000000.0000026.262506.05
2252005.02.07 15:48close1170.101.560800.000000.0000029.322535.37
2262005.02.07 15:48close1190.101.560800.000000.0000033.282568.65
2272005.02.08 10:01buy1210.101.560440.000000.00000
2282005.02.08 11:50sell1220.101.559800.000000.00000
2292005.02.08 14:11buy1230.101.559140.000000.00000
2302005.02.08 16:40sell1240.101.559500.000000.00000
2312005.02.09 07:50buy1250.101.558540.000000.00000
2322005.02.09 15:45sell1260.101.558100.000000.00000
2332005.02.09 19:19buy1270.101.556640.000000.00000
2342005.02.09 20:56sell1280.101.557700.000000.00000
2352005.02.10 07:46buy1290.101.556280.000000.00000
2362005.02.10 12:50sell1300.101.557400.000000.00000
2372005.02.10 17:10buy1310.101.555640.000000.00000
2382005.02.11 02:15close940.101.553330.000000.00000-77.612491.04
2392005.02.11 02:15close980.101.553330.000000.00000-67.702423.34
2402005.02.11 02:15close1020.101.553330.000000.00000-48.592374.74
2412005.02.11 02:15close1060.101.553330.000000.00000-16.222358.53
2422005.02.11 02:15close1100.101.553330.000000.00000-1.382357.15
2432005.02.11 02:15close1140.101.553330.000000.0000057.122414.27
2442005.02.11 02:15close1180.101.553330.000000.0000050.972465.24
2452005.02.11 02:15close1220.101.553330.000000.0000062.642527.88
2462005.02.11 02:15close1240.101.553330.000000.0000059.672587.56
2472005.02.11 02:15close1260.101.553330.000000.0000046.092633.65
2482005.02.11 02:15close1280.101.553330.000000.0000042.132675.78
2492005.02.11 02:15close1300.101.553330.000000.0000040.022715.80
2502005.02.11 02:15close960.101.553170.000000.00000-76.032639.77
2512005.02.11 02:15close1040.101.553170.000000.00000-50.982588.79
2522005.02.11 02:15close1120.101.553170.000000.000002.092590.88
2532005.02.11 02:15close1200.101.553170.000000.0000049.092639.97
2542005.02.11 02:15close1000.101.553210.000000.00000-63.342576.63
2552005.02.11 02:15close1160.101.553210.000000.0000058.312634.94
2562005.02.11 02:15close1080.101.553250.000000.000001.012635.96
2572005.02.11 09:05sell1320.101.555200.000000.00000
2582005.02.11 11:19buy1330.101.555140.000000.00000
2592005.02.11 18:05sell1340.101.556000.000000.00000
2602005.02.14 01:08buy1350.101.557040.000000.00000
2612005.02.14 13:06sell1360.101.554900.000000.00000
2622005.02.14 17:22buy1370.101.553840.000000.00000
2632005.02.15 09:56close1320.101.551840.000000.0000032.712668.66
2642005.02.15 09:56close1340.101.551840.000000.0000040.642709.30
2652005.02.15 09:56close1360.101.551840.000000.0000030.022739.32
2662005.02.16 04:10sell1380.101.550100.000000.00000
2672005.02.16 06:18buy1390.101.549940.000000.00000
2682005.02.17 04:51sell1400.101.548000.000000.00000
2692005.02.17 08:24buy1410.101.547320.000000.00000
2702005.02.17 10:36sell1420.101.548200.000000.00000
2712005.02.17 16:29buy1430.101.547840.000000.00000
2722005.02.18 05:15sell1440.101.548000.000000.00000
2732005.02.18 08:12buy1450.101.547740.000000.00000
2742005.02.18 08:15sell1460.101.548000.000000.00000
2752005.02.18 08:43buy1470.101.547440.000000.00000
2762005.02.18 08:59close1380.101.546340.000000.0000036.092775.41
2772005.02.18 08:59close1400.101.546340.000000.0000016.152791.57
2782005.02.18 08:59close1420.101.546340.000000.0000018.132809.70
2792005.02.18 08:59close1440.101.546340.000000.0000016.442826.14
2802005.02.18 08:59close1460.101.546340.000000.0000016.442842.58
2812005.02.18 12:09sell1480.101.548000.000000.00000
2822005.02.18 13:45buy1490.101.547840.000000.00000
2832005.02.18 14:41sell1500.101.548600.000000.00000
2842005.02.18 15:04buy1510.101.547540.000000.00000
2852005.02.22 03:30sell1520.101.546100.000000.00000
2862005.02.22 03:58buy1530.101.544840.000000.00000
2872005.02.22 04:02close1480.101.544200.000000.0000037.062879.63
2882005.02.22 04:02close1500.101.544200.000000.0000043.002922.63
2892005.02.22 04:02close1520.101.544200.000000.0000018.812941.44
2902005.02.22 14:25close at stop1530.101.535630.000000.00000-91.242850.20
2912005.02.22 14:25close at stop1510.101.535630.000000.00000-118.172732.03
2922005.02.22 14:25close at stop1490.101.535630.000000.00000-121.142610.89
2932005.02.22 14:25close at stop1470.101.535630.000000.00000-117.182493.72
2942005.02.22 14:25close at stop1450.101.535630.000000.00000-120.152373.57
2952005.02.22 14:25close at stop1430.101.535630.000000.00000-121.232252.34
2962005.02.22 14:25close at stop1410.101.535630.000000.00000-116.082136.26
2972005.02.22 14:25close at stop1390.101.535630.000000.00000-142.301993.96
2982005.02.22 14:25close at stop1370.101.535630.000000.00000-181.111812.85
2992005.02.22 14:25close at stop1350.101.535630.000000.00000-212.811600.03
3002005.02.22 14:25close at stop1330.101.535630.000000.00000-194.081405.95
3012005.02.22 14:25close at stop1310.101.535630.000000.00000-199.121206.83
3022005.02.22 14:25close at stop1290.101.535630.000000.00000-205.461001.37
3032005.02.22 14:25close at stop1270.101.535630.000000.00000-209.30792.07
3042005.02.22 14:25close at stop1250.101.535630.000000.00000-228.12563.95
3052005.02.22 14:25close at stop1230.101.535630.000000.00000-234.16329.80
3062005.02.22 14:25close at stop1210.101.535630.000000.00000-247.0482.76