Strategy Tester Report
AlpariUK-Demo (Build 225)

SymbolUSDJPY (US Dollar vs Japanese Yen)
Period1 Hour (H1) 2009.11.03 02:00 - 2009.11.27 22:00 (2009.11.01 - 2009.11.30)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersMaxRisk=0.5; ntmax=5; MinProfit=160; MaxLoss=130; TakeProfit=0; StopLoss=180; TrailingStop=10; PastBars=200; ModelOrder=0.37; UseMOM=false; UseROC=false;
Bars in test551Ticks modelled541880Modelling qualityn/a
Mismatched charts errors113
Initial deposit10000.00
Total net profit-9961.04Gross profit13730.46Gross loss-23691.51
Profit factor0.58Expected payoff-48.35
Absolute drawdown9971.12Maximal drawdown21528.30 (99.87%)Relative drawdown99.87% (21528.30)
Total trades206Short positions (won %)89 (41.57%)Long positions (won %)117 (25.64%)
Profit trades (% of total)67 (32.52%)Loss trades (% of total)139 (67.48%)
Largestprofit trade1185.18loss trade-1166.91
Averageprofit trade204.93loss trade-170.44
Maximumconsecutive wins (profit in money)5 (5522.32)consecutive losses (loss in money)19 (-2658.25)
Maximalconsecutive profit (count of wins)5522.32 (5)consecutive loss (count of losses)-8848.37 (15)
Averageconsecutive wins2consecutive losses5
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12009.11.03 03:00sell15.0090.36690.5460.000
22009.11.03 04:00sell25.0690.32590.5050.000
32009.11.03 05:00sell35.3090.28190.4610.000
42009.11.03 06:00sell46.3790.18690.3660.000
52009.11.03 08:00sell55.9190.20390.3830.000
62009.11.03 12:00close55.9190.18290.3830.000137.6210137.62
72009.11.03 12:00close46.3790.18290.3660.00028.2510165.87
82009.11.03 12:00close35.3090.18290.4610.000581.8210747.69
92009.11.03 12:00close25.0690.18290.5050.000802.3611550.05
102009.11.03 12:00close15.0090.18290.5460.0001020.1612570.21
112009.11.03 12:00buy66.2890.18290.0020.000
122009.11.03 13:00close66.2890.05890.0020.000-864.6911705.52
132009.11.03 13:00sell75.8590.05890.2380.000
142009.11.03 13:27s/l75.8590.23890.2380.000-1166.9110538.61
152009.11.03 16:00buy85.2690.45390.2730.000
162009.11.03 17:00close85.2690.32590.2730.000-745.409793.21
172009.11.03 17:00sell94.8990.32590.5050.000
182009.11.03 18:00sell104.9290.29790.4770.000
192009.11.03 19:00sell114.8590.29790.4770.000
202009.11.03 21:00sell124.5190.32090.5000.000
212009.11.03 23:00sell134.3990.32290.5020.000
222009.11.04 07:00close134.3990.38090.5020.000-285.109508.11
232009.11.04 07:00close124.5190.38090.5000.000-302.879205.24
242009.11.04 07:00close114.8590.38090.4770.000-449.138756.10
252009.11.04 07:00close104.9290.38090.4770.000-455.628300.48
262009.11.04 07:00close94.8990.38090.5050.000-301.357999.14
272009.11.04 11:00buy143.9990.95490.7740.000
282009.11.04 12:42s/l143.9990.77490.7740.000-791.207207.94
292009.11.04 13:00sell153.6090.83591.0150.000
302009.11.04 15:00sell163.6390.79990.9790.000
312009.11.04 17:00sell173.5690.80490.9840.000
322009.11.04 17:18s/l163.6390.97990.9790.000-718.196489.75
332009.11.04 17:58s/l173.5690.98490.9840.000-704.305785.45
342009.11.04 18:00close153.6090.97891.0150.000-565.855219.60
352009.11.04 19:00sell182.6090.90591.0850.000
362009.11.04 20:00sell192.6390.87091.0500.000
372009.11.04 20:15s/l192.6391.05091.0500.000-519.914699.69
382009.11.04 20:15s/l182.6091.08591.0850.000-513.794185.90
392009.11.04 21:00sell202.0990.79890.9780.000
402009.11.04 22:00sell212.3490.58490.7640.000
412009.11.04 22:46s/l212.3490.76490.7640.000-464.063721.84
422009.11.04 23:00close202.0990.73490.9780.000147.423869.26
432009.11.05 01:00sell221.9390.68890.8680.000
442009.11.05 02:00sell232.0590.56390.7430.000
452009.11.05 03:00sell242.1890.50690.6860.000
462009.11.05 04:00sell252.2590.48590.6650.000
472009.11.05 05:00sell262.8190.40890.5880.000
482009.11.05 14:00close262.8190.46790.5880.000-183.263686.00
492009.11.05 14:00close252.2590.46790.6650.00044.773730.77
502009.11.05 14:00close242.1890.46790.6860.00093.983824.75
512009.11.05 14:00close232.0590.46790.7430.000217.544042.29
522009.11.05 14:00close221.9390.46790.8680.000471.484513.77
532009.11.05 14:00buy272.2590.46790.2870.000
542009.11.05 17:00close272.2590.57590.2870.000268.294782.06
552009.11.05 17:00sell282.3990.57590.7550.000
562009.11.05 18:00sell292.5490.44990.6290.000
572009.11.05 19:10s/l292.5490.62990.6290.000-504.474277.59
582009.11.05 20:52s/l282.3990.75590.7550.000-474.023803.57
592009.11.05 22:00sell301.9090.75890.9380.000
602009.11.05 23:00sell311.9490.70190.8810.000
612009.11.06 02:00sell321.8890.71290.8920.000
622009.11.06 03:00sell332.1590.64690.8260.000
632009.11.06 04:00sell342.4290.60390.7830.000
642009.11.09 05:00close342.4290.19490.7830.0001095.534899.10
652009.11.09 05:00close332.1590.19490.8260.0001075.805974.90
662009.11.09 05:00close321.8890.19490.8920.0001078.277053.17
672009.11.09 05:00close311.9490.19490.8810.0001087.538140.70
682009.11.09 05:00close301.9090.19490.9380.0001185.189325.89
692009.11.09 05:00buy354.6690.19490.0140.000
702009.11.09 05:22s/l354.6690.01490.0140.000-931.868394.03
712009.11.09 07:00buy364.1990.14389.9630.000
722009.11.09 10:00buy374.1290.13489.9540.000
732009.11.09 11:12s/l364.1989.96389.9630.000-838.347555.69
742009.11.09 11:13s/l374.1289.95489.9540.000-824.436731.26
752009.11.09 14:00buy383.3689.94489.7640.000
762009.11.09 15:00close383.3689.85689.7640.000-329.066402.20
772009.11.09 16:00buy393.2089.86589.6850.000
782009.11.09 17:00close393.2089.82989.6850.000-128.246273.96
792009.11.09 17:00sell403.1389.82990.0090.000
802009.11.09 18:00close403.1389.94390.0090.000-396.725877.24
812009.11.09 18:00buy412.9389.94389.7630.000
822009.11.09 20:00buy422.9589.97389.7930.000
832009.11.09 22:00buy433.0990.01789.8370.000
842009.11.09 23:00close433.0989.90889.8370.000-374.625502.62
852009.11.09 23:00close422.9589.90889.7930.000-213.275289.35
862009.11.09 23:00close412.9389.90889.7630.000-114.065175.29
872009.11.10 00:00buy442.5889.98489.8040.000
882009.11.10 00:53s/l442.5889.80489.8040.000-517.134658.16
892009.11.10 04:00sell452.3289.91890.0980.000
902009.11.10 07:00sell462.5189.76689.9460.000
912009.11.10 09:00close462.5189.87489.9460.000-301.624356.54
922009.11.10 09:00close452.3289.87490.0980.000113.584470.12
932009.11.10 09:00buy472.2389.87489.6940.000
942009.11.10 09:10s/l472.2389.69489.6940.000-447.524022.60
952009.11.10 12:00buy482.0190.12289.9420.000
962009.11.10 13:00buy491.8790.03489.8540.000
972009.11.10 13:54s/l482.0189.94289.9420.000-402.263620.34
982009.11.10 13:57s/l491.8789.85489.8540.000-374.613245.73
992009.11.10 14:00sell501.6289.83190.0110.000
1002009.11.10 15:00sell511.6489.78889.9680.000
1012009.11.10 18:00close511.6489.84589.9680.000-104.053141.68
1022009.11.10 18:00close501.6289.84590.0110.000-25.243116.44
1032009.11.10 18:00buy521.5589.84589.6650.000
1042009.11.10 19:00buy531.4789.78089.6000.000
1052009.11.10 20:00close531.4789.75289.6000.000-45.863070.58
1062009.11.10 20:00close521.5589.75289.6650.000-160.612909.97
1072009.11.10 20:00sell541.4589.75289.9320.000
1082009.11.10 21:00sell551.4489.74889.9280.000
1092009.11.10 23:00close551.4489.81789.9280.000-110.622799.35
1102009.11.10 23:00close541.4589.81789.9320.000-104.942694.41
1112009.11.10 23:00buy561.3489.81789.6370.000
1122009.11.11 01:00buy571.2389.70689.5260.000
1132009.11.11 01:01s/l561.3489.63789.6370.000-268.502425.91
1142009.11.11 01:02s/l571.2389.52689.5260.000-247.302178.61
1152009.11.11 03:00buy581.0889.54589.3650.000
1162009.11.11 04:00close581.0889.59789.3650.00062.682241.29
1172009.11.11 06:00buy591.1289.40289.2220.000
1182009.11.11 07:00buy601.2489.59889.4180.000
1192009.11.11 08:00buy611.5989.82389.6430.000
1202009.11.11 09:00buy622.2190.02889.8480.000
1212009.11.11 09:13s/l622.2189.84889.8480.000-442.751798.54
1222009.11.11 10:00close611.5989.84489.6430.00037.161835.70
1232009.11.11 10:00close601.2489.84489.4180.000339.522175.22
1242009.11.11 10:00close591.1289.84489.2220.000551.002726.22
1252009.11.11 10:00sell631.3689.84490.0240.000
1262009.11.11 11:00sell641.2889.92090.1000.000
1272009.11.11 13:00close641.2889.98390.1000.000-89.622636.60
1282009.11.11 13:00close631.3689.98390.0240.000-210.082426.52
1292009.11.11 13:00buy651.2189.98389.8030.000
1302009.11.11 14:00buy661.1389.89389.7130.000
1312009.11.11 14:07s/l651.2189.80389.8030.000-242.532183.99
1322009.11.11 15:00buy671.0389.83989.6590.000
1332009.11.11 17:00close671.0389.82589.6590.000-16.052167.94
1342009.11.11 17:00close661.1389.82589.7130.000-85.542082.40
1352009.11.11 17:00sell681.0489.82590.0050.000
1362009.11.11 18:00close681.0489.92490.0050.000-114.501967.90
1372009.11.11 21:00buy690.9889.83589.6550.000
1382009.11.11 23:00close690.9889.88089.6550.00049.072016.97
1392009.11.12 02:00sell701.0089.84790.0270.000
1402009.11.12 04:00close701.0089.86590.0270.000-20.031996.94
1412009.11.12 04:00buy710.9989.86589.6850.000
1422009.11.12 05:00close710.9989.74089.6850.000-137.901859.04
1432009.11.12 05:00sell720.9289.74089.9200.000
1442009.11.12 07:00sell730.8789.82590.0050.000
1452009.11.12 09:00close730.8789.81590.0050.0009.691868.73
1462009.11.12 09:00close720.9289.81589.9200.000-76.821791.91
1472009.11.12 09:00buy740.8989.81589.6350.000
1482009.11.12 10:00buy750.8689.77189.5910.000
1492009.11.12 12:00buy760.8589.77689.5960.000
1502009.11.12 14:00buy771.3089.99889.8180.000
1512009.11.12 16:00close771.3090.29589.8180.000427.602219.51
1522009.11.12 16:00close760.8590.29589.5960.000488.572708.08
1532009.11.12 16:00close750.8690.29589.5910.000499.083207.16
1542009.11.12 16:00close740.8990.29589.6350.000473.123680.28
1552009.11.12 16:00sell781.8490.29590.4750.000
1562009.11.12 16:28s/l781.8490.47590.4750.000-366.073314.21
1572009.11.12 17:00buy791.6590.50090.3200.000
1582009.11.12 18:00close791.6590.41890.3200.000-149.643164.57
1592009.11.12 18:00sell801.5890.41890.5980.000
1602009.11.12 19:03s/l801.5890.59890.5980.000-313.912850.66
1612009.11.12 20:00buy811.4290.45290.2720.000
1622009.11.12 21:00close811.4290.32690.2720.000-198.082652.58
1632009.11.12 21:00sell821.3290.32690.5060.000
1642009.11.12 23:00sell831.2890.35490.5340.000
1652009.11.13 01:00sell841.3990.28290.4620.000
1662009.11.13 02:00sell851.4290.26990.4490.000
1672009.11.13 04:00close851.4290.22990.4490.00062.952715.53
1682009.11.13 04:00close841.3990.22990.4620.00081.652797.18
1692009.11.13 04:00close831.2890.22990.5340.000176.342973.52
1702009.11.13 04:00close821.3290.22990.5060.000140.893114.42
1712009.11.13 04:00buy861.5590.22990.0490.000
1722009.11.13 09:00close861.5590.30190.0490.000123.593238.01
1732009.11.13 11:00sell871.6189.78289.9620.000
1742009.11.13 12:00close871.6189.82889.9620.000-82.453155.56
1752009.11.13 12:00buy881.5789.82889.6480.000
1762009.11.13 14:30s/l881.5789.64889.6480.000-315.242840.32
1772009.11.13 16:00buy891.4289.69089.5100.000
1782009.11.13 17:00buy901.3889.67389.4930.000
1792009.11.13 17:32s/l891.4289.51089.5100.000-285.552554.77
1802009.11.13 17:33s/l901.3889.49389.4930.000-277.572277.20
1812009.11.13 18:00sell911.1389.55289.7320.000
1822009.11.13 19:00close911.1389.57889.7320.000-32.802244.40
1832009.11.13 19:00buy921.1289.57889.3980.000
1842009.11.13 20:00buy931.1289.59589.4150.000
1852009.11.13 21:00buy941.2289.67589.4950.000
1862009.11.13 22:00buy951.2289.68089.5000.000
1872009.11.16 00:08s/l951.2289.50089.5000.000-244.821999.57
1882009.11.16 01:00buy960.9689.64989.4690.000
1892009.11.16 01:08s/l941.2289.49589.4950.000-244.841754.73
1902009.11.16 01:31s/l960.9689.46989.4690.000-193.141561.59
1912009.11.16 01:33s/l931.1289.41589.4150.000-224.981336.61
1922009.11.16 01:35s/l921.1289.39889.3980.000-225.021111.60
1932009.11.16 02:00sell970.5589.39089.5700.000
1942009.11.16 02:33s/l970.5589.57089.5700.000-110.521001.08
1952009.11.16 03:00buy980.5089.58089.4000.000
1962009.11.16 04:00buy990.5289.68089.5000.000
1972009.11.16 05:00buy1000.5089.65589.4750.000
1982009.11.16 06:00close1000.5089.57089.4750.000-47.45953.63
1992009.11.16 06:00close990.5289.57089.5000.000-63.86889.77
2002009.11.16 06:00close980.5089.57089.4000.000-5.58884.19
2012009.11.16 06:00sell1010.4489.57089.7500.000
2022009.11.16 08:00close1010.4489.62089.7500.000-24.55859.64
2032009.11.16 08:00buy1020.4289.62089.4400.000
2042009.11.16 09:00buy1030.4189.57589.3950.000
2052009.11.16 09:38s/l1020.4289.44089.4400.000-84.53775.11
2062009.11.16 11:01s/l1030.4189.39589.3950.000-82.55692.56
2072009.11.16 16:00sell1040.3489.44489.6240.000
2082009.11.16 17:00sell1050.3789.29889.4780.000
2092009.11.16 18:16s/l1050.3789.47889.4780.000-74.43618.13
2102009.11.16 20:00sell1060.3889.03189.2110.000
2112009.11.16 22:00close1060.3889.12189.2110.000-38.37579.76
2122009.11.16 22:00close1040.3489.12189.6240.000123.23702.99
2132009.11.16 22:00buy1070.3589.12188.9410.000
2142009.11.17 00:00buy1080.3589.14288.9620.000
2152009.11.17 00:17s/l1080.3588.96288.9620.000-70.82632.17
2162009.11.17 00:17s/l1070.3588.94188.9410.000-70.68561.49
2172009.11.17 01:00buy1090.2889.03088.8500.000
2182009.11.17 02:00buy1100.2989.13088.9500.000
2192009.11.17 03:00close1100.2989.05388.9500.000-25.07536.42
2202009.11.17 03:00close1090.2889.05388.8500.0007.23543.65
2212009.11.17 03:00sell1110.2789.05389.2330.000
2222009.11.17 04:00sell1120.2689.06189.2410.000
2232009.11.17 05:00sell1130.2789.04589.2250.000
2242009.11.17 10:00close1130.2788.84589.2250.00060.78604.43
2252009.11.17 10:00close1120.2688.84589.2410.00063.21667.64
2262009.11.17 10:00close1110.2788.84589.2330.00063.21730.85
2272009.11.17 10:00buy1140.3688.84588.6650.000
2282009.11.17 11:00buy1150.4089.03088.8500.000
2292009.11.17 13:00buy1160.4689.15588.9750.000
2302009.11.17 15:00buy1170.5889.28589.1050.000
2312009.11.17 16:00buy1180.5989.29589.1150.000
2322009.11.17 19:00close1180.5989.26089.1150.000-23.13707.72
2332009.11.17 19:00close1170.5889.26089.1050.000-16.24691.48
2342009.11.17 19:00close1160.4689.26088.9750.00054.11745.59
2352009.11.17 19:00close1150.4089.26088.8500.000103.07848.66
2362009.11.17 19:00close1140.3689.26088.6650.000167.381016.04
2372009.11.17 19:00sell1190.5089.26089.4400.000
2382009.11.17 21:00sell1200.4989.28089.4600.000
2392009.11.17 23:00sell1210.5189.24489.4240.000
2402009.11.18 00:00close1210.5189.35089.4240.000-60.89955.15
2412009.11.18 00:00close1200.4989.35089.4600.000-38.77916.38
2422009.11.18 00:00close1190.5089.35089.4400.000-50.74865.63
2432009.11.18 00:00buy1220.4389.35089.1700.000
2442009.11.18 01:00buy1230.4089.26089.0800.000
2452009.11.18 03:00buy1240.4389.31589.1350.000
2462009.11.18 05:10s/l1220.4389.17089.1700.000-86.80778.83
2472009.11.18 06:00buy1250.3189.20089.0200.000
2482009.11.18 06:07s/l1240.4389.13589.1350.000-86.83692.00
2492009.11.18 06:16s/l1230.4089.08089.0800.000-80.83611.17
2502009.11.18 10:58s/l1250.3189.02089.0200.000-62.68548.49
2512009.11.18 12:00buy1260.2789.13088.9500.000
2522009.11.18 15:00buy1270.2889.22589.0450.000
2532009.11.18 16:00buy1280.2989.25589.0750.000
2542009.11.18 17:00buy1290.2989.26589.0850.000
2552009.11.18 18:00buy1300.4189.38089.2000.000
2562009.11.19 02:50s/l1300.4189.20089.2000.000-82.20466.30
2572009.11.19 03:00close1290.2989.17589.0850.000-28.89437.41
2582009.11.19 03:00close1280.2989.17589.0750.000-25.64411.77
2592009.11.19 03:00close1270.2889.17589.0450.000-15.33396.44
2602009.11.19 03:00close1260.2789.17588.9500.00013.98410.42
2612009.11.19 05:00buy1310.2089.11088.9300.000
2622009.11.19 07:00close1310.2089.12488.9300.0003.14413.56
2632009.11.19 07:00sell1320.2089.12489.3040.000
2642009.11.19 09:00sell1330.2388.90689.0860.000
2652009.11.19 09:45s/l1330.2389.08689.0860.000-46.47367.09
2662009.11.19 10:00close1320.2089.10189.3040.0005.16372.25
2672009.11.19 11:00sell1340.1888.94589.1250.000
2682009.11.19 12:00sell1350.1888.93989.1190.000
2692009.11.19 13:00sell1360.1888.91589.0950.000
2702009.11.19 18:00close1360.1888.97089.0950.000-11.13361.12
2712009.11.19 18:00close1350.1888.97089.1190.000-6.27354.85
2722009.11.19 18:00close1340.1888.97089.1250.000-5.06349.79
2732009.11.19 18:00buy1370.1788.97088.7900.000
2742009.11.19 19:00buy1380.1688.88588.7050.000
2752009.11.19 21:00buy1390.1989.00588.8250.000
2762009.11.19 22:00buy1400.2189.07588.8950.000
2772009.11.20 00:00buy1410.1288.94088.7600.000
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2802009.11.20 04:00close1410.1288.82388.7600.000-15.81253.12
2812009.11.20 04:00close1380.1688.82388.7050.000-11.10242.02
2822009.11.20 04:00close1370.1788.82388.7900.000-28.06213.97
2832009.11.20 04:00sell1420.1088.82389.0030.000
2842009.11.20 05:00close1420.1088.92989.0030.000-11.92202.05
2852009.11.20 05:00buy1430.1088.92988.7490.000
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2912009.11.20 19:00buy1460.0788.95088.7700.000
2922009.11.20 21:00buy1470.0788.97088.7900.000
2932009.11.20 22:00buy1480.0789.03488.8540.000
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2962009.11.23 00:00close1460.0788.81888.7700.000-10.37108.79
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3022009.11.23 09:23s/l1510.0488.87788.8770.000-8.1090.22
3032009.11.23 10:00buy1520.0488.99888.8180.000
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3102009.11.23 21:00close1530.0488.99188.6730.0006.2093.88
3112009.11.23 21:00sell1560.0488.99189.1710.000
3122009.11.23 23:00close1560.0488.97489.1710.0000.7694.64
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3312009.11.24 22:00close1660.0488.51988.3690.000-1.3679.47
3322009.11.24 22:00close1650.0488.51988.3450.000-0.2779.20
3332009.11.24 22:00close1640.0488.51988.3450.000-0.2778.93
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3612009.11.26 03:00close1790.0387.41487.1540.0002.7977.14
3622009.11.26 03:00close1780.0387.41487.1540.0002.7979.93
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3812009.11.26 20:00sell1910.0286.47286.6520.000
3822009.11.26 22:00sell1920.0286.62186.8010.000
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3912009.11.27 03:00sell1960.0286.03686.2160.000
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4022009.11.27 18:00close2020.0186.86886.2990.0004.4835.70
4032009.11.27 18:00close2010.0186.86886.2310.0005.2640.96
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4102009.11.27 22:00buy2060.0286.58386.4030.000
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