Strategy Tester Report
AlpariUK-Demo (Build 225)
Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
Period | 1 Hour (H1) 2009.11.03 02:00 - 2009.11.27 22:00 (2009.11.01 - 2009.11.30) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | expertId=1; TakeProfit1=50; TakeProfit2=150; _3bartrailpips=100; BreakEven=10; StopLoss=0; OrderPipsDiff=5; InsideBar=true; OutSideBar=true; KeyReversalBar=true; KeyReversalOpenDiff=10; TwoBarReversal=true; Open1Close2WithinPrevHLPips=10; Open2WithinPrevClosePips=5; BodyPips=10; PipsFromMid=10; CancelOrderBars=4; Lots=0.01; MaximumRisk=5; LotDigits=1; FixedLot=false; slippage=2; OrderTriesNumber=2; EAName="bblo"; | ||||
Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
Mismatched charts errors | 113 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -86.82 | Gross profit | 27.66 | Gross loss | -114.48 |
Profit factor | 0.24 | Expected payoff | -10.85 | ||
Absolute drawdown | 89.08 | Maximal drawdown | 192.61 (1.91%) | Relative drawdown | 1.91% (192.61) |
Total trades | 8 | Short positions (won %) | 2 (100.00%) | Long positions (won %) | 6 (33.33%) |
Profit trades (% of total) | 4 (50.00%) | Loss trades (% of total) | 4 (50.00%) | ||
Largest | profit trade | 27.66 | loss trade | -48.90 | |
Average | profit trade | 6.92 | loss trade | -28.62 | |
Maximum | consecutive wins (profit in money) | 2 (27.66) | consecutive losses (loss in money) | 2 (-97.80) | |
Maximal | consecutive profit (count of wins) | 27.66 (2) | consecutive loss (count of losses) | -97.80 (2) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 02:00 | sell stop | 1 | 0.50 | 90.420 | 0.000 | 90.370 | ||
2 | 2009.11.03 02:00 | sell stop | 2 | 0.50 | 90.420 | 0.000 | 90.270 | ||
3 | 2009.11.03 02:00 | sell | 1 | 0.50 | 90.420 | 0.000 | 90.370 | ||
4 | 2009.11.03 02:00 | sell | 2 | 0.50 | 90.420 | 0.000 | 90.270 | ||
5 | 2009.11.03 02:00 | modify | 1 | 0.50 | 90.420 | 90.586 | 90.370 | ||
6 | 2009.11.03 02:00 | modify | 2 | 0.50 | 90.420 | 90.586 | 90.270 | ||
7 | 2009.11.03 02:02 | modify | 1 | 0.50 | 90.420 | 90.420 | 90.370 | ||
8 | 2009.11.03 02:02 | modify | 2 | 0.50 | 90.420 | 90.420 | 90.270 | ||
9 | 2009.11.03 02:03 | t/p | 1 | 0.50 | 90.370 | 90.420 | 90.370 | 27.66 | 10027.66 |
10 | 2009.11.03 02:43 | s/l | 2 | 0.50 | 90.420 | 90.420 | 90.270 | 0.00 | 10027.66 |
11 | 2009.11.10 05:07 | buy stop | 3 | 0.50 | 89.973 | 0.000 | 90.023 | ||
12 | 2009.11.10 05:07 | buy stop | 4 | 0.50 | 89.973 | 0.000 | 90.123 | ||
13 | 2009.11.10 05:22 | buy | 3 | 0.50 | 89.973 | 0.000 | 90.023 | ||
14 | 2009.11.10 05:22 | buy | 4 | 0.50 | 89.973 | 0.000 | 90.123 | ||
15 | 2009.11.10 05:22 | modify | 3 | 0.50 | 89.973 | 89.749 | 90.023 | ||
16 | 2009.11.10 05:22 | modify | 4 | 0.50 | 89.973 | 89.749 | 90.123 | ||
17 | 2009.11.10 06:00 | close | 3 | 0.50 | 89.958 | 89.749 | 90.023 | -8.34 | 10019.32 |
18 | 2009.11.10 06:00 | close | 4 | 0.50 | 89.958 | 89.749 | 90.123 | -8.34 | 10010.98 |
19 | 2009.11.10 15:00 | buy stop | 5 | 0.50 | 89.869 | 0.000 | 89.919 | ||
20 | 2009.11.10 15:00 | buy stop | 6 | 0.50 | 89.869 | 0.000 | 90.019 | ||
21 | 2009.11.10 15:02 | delete | 5 | 0.50 | 89.869 | 0.000 | 89.919 | ||
22 | 2009.11.10 15:02 | delete | 6 | 0.50 | 89.869 | 0.000 | 90.019 | ||
23 | 2009.11.11 06:56 | buy stop | 7 | 0.50 | 89.577 | 0.000 | 89.627 | ||
24 | 2009.11.11 06:56 | buy stop | 8 | 0.50 | 89.577 | 0.000 | 89.727 | ||
25 | 2009.11.11 06:57 | buy | 7 | 0.50 | 89.577 | 0.000 | 89.627 | ||
26 | 2009.11.11 06:57 | buy | 8 | 0.50 | 89.577 | 0.000 | 89.727 | ||
27 | 2009.11.11 06:57 | modify | 7 | 0.50 | 89.577 | 89.214 | 89.627 | ||
28 | 2009.11.11 06:57 | modify | 8 | 0.50 | 89.577 | 89.214 | 89.727 | ||
29 | 2009.11.11 07:00 | close | 7 | 0.50 | 89.577 | 89.214 | 89.627 | 0.00 | 10010.98 |
30 | 2009.11.11 07:00 | close | 8 | 0.50 | 89.577 | 89.214 | 89.727 | 0.00 | 10010.98 |
31 | 2009.11.23 22:23 | buy stop | 9 | 0.50 | 89.040 | 0.000 | 89.090 | ||
32 | 2009.11.23 22:23 | buy stop | 10 | 0.50 | 89.040 | 0.000 | 89.190 | ||
33 | 2009.11.23 22:30 | buy | 9 | 0.50 | 89.040 | 0.000 | 89.090 | ||
34 | 2009.11.23 22:30 | buy | 10 | 0.50 | 89.040 | 0.000 | 89.190 | ||
35 | 2009.11.23 22:30 | modify | 9 | 0.50 | 89.040 | 88.833 | 89.090 | ||
36 | 2009.11.23 22:30 | modify | 10 | 0.50 | 89.040 | 88.833 | 89.190 | ||
37 | 2009.11.23 23:00 | modify | 9 | 0.50 | 89.040 | 88.844 | 89.090 | ||
38 | 2009.11.23 23:00 | modify | 10 | 0.50 | 89.040 | 88.844 | 89.190 | ||
39 | 2009.11.23 23:01 | close | 9 | 0.50 | 88.953 | 88.844 | 89.090 | -48.90 | 9962.08 |
40 | 2009.11.23 23:05 | close | 10 | 0.50 | 88.953 | 88.844 | 89.190 | -48.90 | 9913.18 |
41 | 2009.11.26 17:43 | buy stop | 11 | 0.50 | 86.680 | 0.000 | 86.730 | ||
42 | 2009.11.26 17:43 | buy stop | 12 | 0.50 | 86.680 | 0.000 | 86.830 | ||
43 | 2009.11.26 17:44 | delete | 11 | 0.50 | 86.680 | 0.000 | 86.730 | ||
44 | 2009.11.26 17:44 | delete | 12 | 0.50 | 86.680 | 0.000 | 86.830 |