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 | Lots=0.3; Slippage=3; Order_Comment=""EL"; Order_Arrow_Color=Black; PercentMargin=0.005; NOGOVolatility=200; SMALLGOVolatility=100; SSP=34; SSK=29; | ||||
Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
Mismatched charts errors | 113 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 474.37 | Gross profit | 1023.01 | Gross loss | -548.65 |
Profit factor | 1.86 | Expected payoff | 13.95 | ||
Absolute drawdown | 405.81 | Maximal drawdown | 629.32 (5.70%) | Relative drawdown | 5.70% (629.32) |
Total trades | 34 | Short positions (won %) | 19 (52.63%) | Long positions (won %) | 15 (13.33%) |
Profit trades (% of total) | 12 (35.29%) | Loss trades (% of total) | 22 (64.71%) | ||
Largest | profit trade | 862.26 | loss trade | -56.25 | |
Average | profit trade | 85.25 | loss trade | -24.94 | |
Maximum | consecutive wins (profit in money) | 2 (48.55) | consecutive losses (loss in money) | 4 (-94.86) | |
Maximal | consecutive profit (count of wins) | 862.26 (1) | consecutive loss (count of losses) | -107.23 (3) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 03:00 | sell | 1 | 0.30 | 90.366 | 0.000 | 0.000 | ||
2 | 2009.11.03 04:00 | close | 1 | 0.30 | 90.345 | 0.000 | 0.000 | 6.97 | 10006.97 |
3 | 2009.11.03 16:00 | buy | 2 | 0.30 | 90.453 | 0.000 | 0.000 | ||
4 | 2009.11.03 17:00 | close | 2 | 0.30 | 90.325 | 0.000 | 0.000 | -42.51 | 9964.46 |
5 | 2009.11.03 17:00 | sell | 3 | 0.30 | 90.325 | 0.000 | 0.000 | ||
6 | 2009.11.03 18:00 | close | 3 | 0.30 | 90.317 | 0.000 | 0.000 | 2.66 | 9967.12 |
7 | 2009.11.04 22:00 | sell | 4 | 0.30 | 90.584 | 0.000 | 0.000 | ||
8 | 2009.11.04 23:00 | close | 4 | 0.30 | 90.734 | 0.000 | 0.000 | -49.60 | 9917.52 |
9 | 2009.11.04 23:00 | buy | 5 | 0.30 | 90.734 | 0.000 | 0.000 | ||
10 | 2009.11.05 02:00 | close | 5 | 0.30 | 90.563 | 0.000 | 0.000 | -56.25 | 9861.27 |
11 | 2009.11.05 02:00 | sell | 6 | 0.30 | 90.563 | 0.000 | 0.000 | ||
12 | 2009.11.05 03:00 | close | 6 | 0.30 | 90.526 | 0.000 | 0.000 | 12.26 | 9873.53 |
13 | 2009.11.05 20:00 | buy | 7 | 0.30 | 90.676 | 0.000 | 0.000 | ||
14 | 2009.11.06 03:00 | close | 7 | 0.30 | 90.646 | 0.000 | 0.000 | -9.80 | 9863.73 |
15 | 2009.11.06 03:00 | sell | 8 | 0.30 | 90.646 | 0.000 | 0.000 | ||
16 | 2009.11.06 05:00 | close | 8 | 0.30 | 90.708 | 0.000 | 0.000 | -20.51 | 9843.22 |
17 | 2009.11.06 05:00 | buy | 9 | 0.30 | 90.708 | 0.000 | 0.000 | ||
18 | 2009.11.06 07:00 | close | 9 | 0.30 | 90.648 | 0.000 | 0.000 | -19.86 | 9823.36 |
19 | 2009.11.06 07:00 | sell | 10 | 0.30 | 90.648 | 0.000 | 0.000 | ||
20 | 2009.11.06 08:00 | close | 10 | 0.30 | 90.530 | 0.000 | 0.000 | 39.10 | 9862.46 |
21 | 2009.11.06 13:00 | buy | 11 | 0.30 | 90.691 | 0.000 | 0.000 | ||
22 | 2009.11.06 14:00 | close | 11 | 0.30 | 90.673 | 0.000 | 0.000 | -5.96 | 9856.50 |
23 | 2009.11.06 15:00 | sell | 12 | 0.30 | 90.120 | 0.000 | 0.000 | ||
24 | 2009.11.10 02:00 | close | 12 | 0.30 | 89.994 | 0.000 | 0.000 | 41.54 | 9898.04 |
25 | 2009.11.11 08:00 | buy | 13 | 0.30 | 89.823 | 0.000 | 0.000 | ||
26 | 2009.11.11 10:00 | close | 13 | 0.30 | 89.844 | 0.000 | 0.000 | 7.01 | 9905.05 |
27 | 2009.11.12 03:00 | sell | 14 | 0.30 | 89.715 | 0.000 | 0.000 | ||
28 | 2009.11.12 04:00 | close | 14 | 0.30 | 89.865 | 0.000 | 0.000 | -50.08 | 9854.97 |
29 | 2009.11.12 04:00 | buy | 15 | 0.30 | 89.865 | 0.000 | 0.000 | ||
30 | 2009.11.12 05:00 | close | 15 | 0.30 | 89.740 | 0.000 | 0.000 | -41.79 | 9813.18 |
31 | 2009.11.13 11:00 | sell | 16 | 0.30 | 89.782 | 0.000 | 0.000 | ||
32 | 2009.11.13 12:00 | close | 16 | 0.30 | 89.828 | 0.000 | 0.000 | -15.36 | 9797.82 |
33 | 2009.11.17 19:00 | sell | 17 | 0.30 | 89.260 | 0.000 | 0.000 | ||
34 | 2009.11.17 20:00 | close | 17 | 0.30 | 89.234 | 0.000 | 0.000 | 8.74 | 9806.56 |
35 | 2009.11.17 21:00 | buy | 18 | 0.30 | 89.300 | 0.000 | 0.000 | ||
36 | 2009.11.17 22:00 | close | 18 | 0.30 | 89.294 | 0.000 | 0.000 | -2.02 | 9804.54 |
37 | 2009.11.18 06:00 | sell | 19 | 0.30 | 89.180 | 0.000 | 0.000 | ||
38 | 2009.11.18 07:00 | close | 19 | 0.30 | 89.180 | 0.000 | 0.000 | 0.00 | 9804.54 |
39 | 2009.11.18 15:00 | buy | 20 | 0.30 | 89.225 | 0.000 | 0.000 | ||
40 | 2009.11.19 03:00 | close | 20 | 0.30 | 89.175 | 0.000 | 0.000 | -16.42 | 9788.11 |
41 | 2009.11.19 05:00 | sell | 21 | 0.30 | 89.090 | 0.000 | 0.000 | ||
42 | 2009.11.19 06:00 | close | 21 | 0.30 | 89.155 | 0.000 | 0.000 | -21.87 | 9766.24 |
43 | 2009.11.19 06:00 | buy | 22 | 0.30 | 89.155 | 0.000 | 0.000 | ||
44 | 2009.11.19 07:00 | close | 22 | 0.30 | 89.124 | 0.000 | 0.000 | -10.43 | 9755.81 |
45 | 2009.11.19 07:00 | sell | 23 | 0.30 | 89.124 | 0.000 | 0.000 | ||
46 | 2009.11.19 22:00 | close | 23 | 0.30 | 89.075 | 0.000 | 0.000 | 16.50 | 9772.31 |
47 | 2009.11.19 23:00 | sell | 24 | 0.30 | 88.958 | 0.000 | 0.000 | ||
48 | 2009.11.20 14:00 | close | 24 | 0.30 | 88.980 | 0.000 | 0.000 | -7.65 | 9764.66 |
49 | 2009.11.20 16:00 | buy | 25 | 0.30 | 89.080 | 0.000 | 0.000 | ||
50 | 2009.11.20 17:00 | close | 25 | 0.30 | 88.950 | 0.000 | 0.000 | -43.84 | 9720.82 |
51 | 2009.11.20 17:00 | sell | 26 | 0.30 | 88.950 | 0.000 | 0.000 | ||
52 | 2009.11.20 18:00 | close | 26 | 0.30 | 88.930 | 0.000 | 0.000 | 6.75 | 9727.57 |
53 | 2009.11.23 10:00 | buy | 27 | 0.30 | 88.998 | 0.000 | 0.000 | ||
54 | 2009.11.23 11:00 | close | 27 | 0.30 | 88.865 | 0.000 | 0.000 | -44.90 | 9682.67 |
55 | 2009.11.23 11:00 | sell | 28 | 0.30 | 88.865 | 0.000 | 0.000 | ||
56 | 2009.11.23 14:00 | close | 28 | 0.30 | 88.884 | 0.000 | 0.000 | -6.41 | 9676.26 |
57 | 2009.11.23 14:00 | buy | 29 | 0.30 | 88.884 | 0.000 | 0.000 | ||
58 | 2009.11.23 15:00 | close | 29 | 0.30 | 88.826 | 0.000 | 0.000 | -19.59 | 9656.67 |
59 | 2009.11.23 15:00 | sell | 30 | 0.30 | 88.826 | 0.000 | 0.000 | ||
60 | 2009.11.23 16:00 | close | 30 | 0.30 | 88.897 | 0.000 | 0.000 | -23.96 | 9632.71 |
61 | 2009.11.23 16:00 | buy | 31 | 0.30 | 88.897 | 0.000 | 0.000 | ||
62 | 2009.11.23 17:00 | close | 31 | 0.30 | 88.954 | 0.000 | 0.000 | 19.22 | 9651.93 |
63 | 2009.11.24 02:00 | sell | 32 | 0.30 | 88.839 | 0.000 | 0.000 | ||
64 | 2009.11.24 04:00 | close | 32 | 0.30 | 88.910 | 0.000 | 0.000 | -23.96 | 9627.97 |
65 | 2009.11.24 04:00 | buy | 33 | 0.30 | 88.910 | 0.000 | 0.000 | ||
66 | 2009.11.24 06:00 | close | 33 | 0.30 | 88.863 | 0.000 | 0.000 | -15.87 | 9612.10 |
67 | 2009.11.24 06:00 | sell | 34 | 0.30 | 88.863 | 0.000 | 0.000 | ||
68 | 2009.11.27 06:00 | close | 34 | 0.30 | 86.377 | 0.000 | 0.000 | 862.26 | 10474.37 |