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 | separator1="---------------- EMA Settings"; ShortEma=2; LongEma=12; separator2="---------------- Lot Management"; Lots=0.1; RiskManagement=false; RiskPercent=10; Martingale=false; Multiplier=1.5; MinProfit=0; separator3="---------------- TP SL TS BE"; StopLoss=0; TakeProfit=0; TrailingStop=0; BreakEven=0; separator4="---------------- Extras"; Reverse=false; AddPositions=true; MaxOrders=100; MAFilter=false; MAPeriod=20; MAMethod=1; MAPrice=0; TimeFilter=false; StartHour=8; EndHour=21; Magic=0; | ||||
Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
Mismatched charts errors | 113 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -1.10 | Gross profit | 10343.51 | Gross loss | -10344.62 |
Profit factor | 1.00 | Expected payoff | -0.02 | ||
Absolute drawdown | 221.52 | Maximal drawdown | 265.02 (2.64%) | Relative drawdown | 2.64% (265.02) |
Total trades | 58 | Short positions (won %) | 29 (96.55%) | Long positions (won %) | 29 (6.90%) |
Profit trades (% of total) | 30 (51.72%) | Loss trades (% of total) | 28 (48.28%) | ||
Largest | profit trade | 484.65 | loss trade | -508.16 | |
Average | profit trade | 344.78 | loss trade | -369.45 | |
Maximum | consecutive wins (profit in money) | 2 (238.93) | consecutive losses (loss in money) | 1 (-508.16) | |
Maximal | consecutive profit (count of wins) | 484.65 (1) | consecutive loss (count of losses) | -508.16 (1) | |
Average | consecutive wins | 1 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 05:00 | sell | 1 | 0.10 | 90.281 | 0.000 | 0.000 | ||
2 | 2009.11.03 15:00 | buy | 2 | 0.10 | 90.197 | 0.000 | 0.000 | ||
3 | 2009.11.04 02:00 | sell | 3 | 0.10 | 90.119 | 0.000 | 0.000 | ||
4 | 2009.11.04 07:00 | buy | 4 | 0.10 | 90.380 | 0.000 | 0.000 | ||
5 | 2009.11.04 22:00 | sell | 5 | 0.10 | 90.584 | 0.000 | 0.000 | ||
6 | 2009.11.05 00:00 | buy | 6 | 0.10 | 90.864 | 0.000 | 0.000 | ||
7 | 2009.11.05 01:00 | sell | 7 | 0.10 | 90.688 | 0.000 | 0.000 | ||
8 | 2009.11.05 14:00 | buy | 8 | 0.10 | 90.467 | 0.000 | 0.000 | ||
9 | 2009.11.06 04:00 | sell | 9 | 0.10 | 90.603 | 0.000 | 0.000 | ||
10 | 2009.11.06 05:00 | buy | 10 | 0.10 | 90.708 | 0.000 | 0.000 | ||
11 | 2009.11.06 07:00 | sell | 11 | 0.10 | 90.648 | 0.000 | 0.000 | ||
12 | 2009.11.06 13:00 | buy | 12 | 0.10 | 90.691 | 0.000 | 0.000 | ||
13 | 2009.11.06 15:00 | sell | 13 | 0.10 | 90.120 | 0.000 | 0.000 | ||
14 | 2009.11.09 04:00 | buy | 14 | 0.10 | 90.212 | 0.000 | 0.000 | ||
15 | 2009.11.09 11:00 | sell | 15 | 0.10 | 90.014 | 0.000 | 0.000 | ||
16 | 2009.11.09 19:00 | buy | 16 | 0.10 | 90.019 | 0.000 | 0.000 | ||
17 | 2009.11.09 23:00 | sell | 17 | 0.10 | 89.908 | 0.000 | 0.000 | ||
18 | 2009.11.10 03:00 | buy | 18 | 0.10 | 90.027 | 0.000 | 0.000 | ||
19 | 2009.11.10 04:00 | sell | 19 | 0.10 | 89.918 | 0.000 | 0.000 | ||
20 | 2009.11.10 06:00 | buy | 20 | 0.10 | 89.979 | 0.000 | 0.000 | ||
21 | 2009.11.10 07:00 | sell | 21 | 0.10 | 89.766 | 0.000 | 0.000 | ||
22 | 2009.11.10 12:00 | buy | 22 | 0.10 | 90.122 | 0.000 | 0.000 | ||
23 | 2009.11.10 14:00 | sell | 23 | 0.10 | 89.831 | 0.000 | 0.000 | ||
24 | 2009.11.11 08:00 | buy | 24 | 0.10 | 89.823 | 0.000 | 0.000 | ||
25 | 2009.11.11 21:00 | sell | 25 | 0.10 | 89.815 | 0.000 | 0.000 | ||
26 | 2009.11.12 00:00 | buy | 26 | 0.10 | 89.889 | 0.000 | 0.000 | ||
27 | 2009.11.12 03:00 | sell | 27 | 0.10 | 89.715 | 0.000 | 0.000 | ||
28 | 2009.11.12 08:00 | buy | 28 | 0.10 | 89.890 | 0.000 | 0.000 | ||
29 | 2009.11.12 09:00 | sell | 29 | 0.10 | 89.795 | 0.000 | 0.000 | ||
30 | 2009.11.12 14:00 | buy | 30 | 0.10 | 89.998 | 0.000 | 0.000 | ||
31 | 2009.11.13 03:00 | sell | 31 | 0.10 | 90.241 | 0.000 | 0.000 | ||
32 | 2009.11.13 08:00 | buy | 32 | 0.10 | 90.391 | 0.000 | 0.000 | ||
33 | 2009.11.13 10:00 | sell | 33 | 0.10 | 90.156 | 0.000 | 0.000 | ||
34 | 2009.11.16 13:00 | buy | 34 | 0.10 | 89.625 | 0.000 | 0.000 | ||
35 | 2009.11.16 14:00 | sell | 35 | 0.10 | 89.482 | 0.000 | 0.000 | ||
36 | 2009.11.17 13:00 | buy | 36 | 0.10 | 89.155 | 0.000 | 0.000 | ||
37 | 2009.11.18 02:00 | sell | 37 | 0.10 | 89.229 | 0.000 | 0.000 | ||
38 | 2009.11.18 03:00 | buy | 38 | 0.10 | 89.315 | 0.000 | 0.000 | ||
39 | 2009.11.18 05:00 | sell | 39 | 0.10 | 89.232 | 0.000 | 0.000 | ||
40 | 2009.11.18 15:00 | buy | 40 | 0.10 | 89.225 | 0.000 | 0.000 | ||
41 | 2009.11.19 03:00 | sell | 41 | 0.10 | 89.175 | 0.000 | 0.000 | ||
42 | 2009.11.19 21:00 | buy | 42 | 0.10 | 89.005 | 0.000 | 0.000 | ||
43 | 2009.11.20 01:00 | sell | 43 | 0.10 | 88.910 | 0.000 | 0.000 | ||
44 | 2009.11.20 02:00 | buy | 44 | 0.10 | 89.035 | 0.000 | 0.000 | ||
45 | 2009.11.20 04:00 | sell | 45 | 0.10 | 88.823 | 0.000 | 0.000 | ||
46 | 2009.11.20 14:00 | buy | 46 | 0.10 | 88.980 | 0.000 | 0.000 | ||
47 | 2009.11.23 00:00 | sell | 47 | 0.10 | 88.818 | 0.000 | 0.000 | ||
48 | 2009.11.23 10:00 | buy | 48 | 0.10 | 88.998 | 0.000 | 0.000 | ||
49 | 2009.11.23 12:00 | sell | 49 | 0.10 | 88.823 | 0.000 | 0.000 | ||
50 | 2009.11.23 16:00 | buy | 50 | 0.10 | 88.897 | 0.000 | 0.000 | ||
51 | 2009.11.23 23:00 | sell | 51 | 0.10 | 88.954 | 0.000 | 0.000 | ||
52 | 2009.11.24 00:00 | buy | 52 | 0.10 | 89.061 | 0.000 | 0.000 | ||
53 | 2009.11.24 01:00 | sell | 53 | 0.10 | 88.911 | 0.000 | 0.000 | ||
54 | 2009.11.25 01:00 | buy | 54 | 0.10 | 88.618 | 0.000 | 0.000 | ||
55 | 2009.11.25 02:00 | sell | 55 | 0.10 | 88.466 | 0.000 | 0.000 | ||
56 | 2009.11.27 06:00 | buy | 56 | 0.10 | 86.377 | 0.000 | 0.000 | ||
57 | 2009.11.27 07:00 | sell | 57 | 0.10 | 85.985 | 0.000 | 0.000 | ||
58 | 2009.11.27 10:00 | buy | 58 | 0.10 | 86.345 | 0.000 | 0.000 | ||
59 | 2009.11.27 22:59 | close at stop | 58 | 0.10 | 86.462 | 0.000 | 0.000 | 13.53 | 10013.53 |
60 | 2009.11.27 22:59 | close at stop | 57 | 0.10 | 86.482 | 0.000 | 0.000 | -57.47 | 9956.06 |
61 | 2009.11.27 22:59 | close at stop | 56 | 0.10 | 86.462 | 0.000 | 0.000 | 9.83 | 9965.89 |
62 | 2009.11.27 22:59 | close at stop | 55 | 0.10 | 86.482 | 0.000 | 0.000 | 229.10 | 10194.99 |
63 | 2009.11.27 22:59 | close at stop | 54 | 0.10 | 86.462 | 0.000 | 0.000 | -249.18 | 9945.81 |
64 | 2009.11.27 22:59 | close at stop | 53 | 0.10 | 86.482 | 0.000 | 0.000 | 280.49 | 10226.29 |
65 | 2009.11.27 22:59 | close at stop | 52 | 0.10 | 86.462 | 0.000 | 0.000 | -300.37 | 9925.92 |
66 | 2009.11.27 22:59 | close at stop | 51 | 0.10 | 86.482 | 0.000 | 0.000 | 285.38 | 10211.30 |
67 | 2009.11.27 22:59 | close at stop | 50 | 0.10 | 86.462 | 0.000 | 0.000 | -281.37 | 9929.93 |
68 | 2009.11.27 22:59 | close at stop | 49 | 0.10 | 86.482 | 0.000 | 0.000 | 270.23 | 10200.16 |
69 | 2009.11.27 22:59 | close at stop | 48 | 0.10 | 86.462 | 0.000 | 0.000 | -293.05 | 9907.12 |
70 | 2009.11.27 22:59 | close at stop | 47 | 0.10 | 86.482 | 0.000 | 0.000 | 269.65 | 10176.77 |
71 | 2009.11.27 22:59 | close at stop | 46 | 0.10 | 86.462 | 0.000 | 0.000 | -290.92 | 9885.84 |
72 | 2009.11.27 22:59 | close at stop | 45 | 0.10 | 86.482 | 0.000 | 0.000 | 270.15 | 10155.99 |
73 | 2009.11.27 22:59 | close at stop | 44 | 0.10 | 86.462 | 0.000 | 0.000 | -297.28 | 9858.71 |
74 | 2009.11.27 22:59 | close at stop | 43 | 0.10 | 86.482 | 0.000 | 0.000 | 280.21 | 10138.92 |
75 | 2009.11.27 22:59 | close at stop | 42 | 0.10 | 86.462 | 0.000 | 0.000 | -293.77 | 9845.16 |
76 | 2009.11.27 22:59 | close at stop | 41 | 0.10 | 86.482 | 0.000 | 0.000 | 310.77 | 10155.93 |
77 | 2009.11.27 22:59 | close at stop | 40 | 0.10 | 86.462 | 0.000 | 0.000 | -319.08 | 9836.85 |
78 | 2009.11.27 22:59 | close at stop | 39 | 0.10 | 86.482 | 0.000 | 0.000 | 317.14 | 10154.00 |
79 | 2009.11.27 22:59 | close at stop | 38 | 0.10 | 86.462 | 0.000 | 0.000 | -329.49 | 9824.51 |
80 | 2009.11.27 22:59 | close at stop | 37 | 0.10 | 86.482 | 0.000 | 0.000 | 316.79 | 10141.30 |
81 | 2009.11.27 22:59 | close at stop | 36 | 0.10 | 86.462 | 0.000 | 0.000 | -310.94 | 9830.36 |
82 | 2009.11.27 22:59 | close at stop | 35 | 0.10 | 86.482 | 0.000 | 0.000 | 345.89 | 10176.25 |
83 | 2009.11.27 22:59 | close at stop | 34 | 0.10 | 86.462 | 0.000 | 0.000 | -365.26 | 9810.99 |
84 | 2009.11.27 22:59 | close at stop | 33 | 0.10 | 86.482 | 0.000 | 0.000 | 423.75 | 10234.74 |
85 | 2009.11.27 22:59 | close at stop | 32 | 0.10 | 86.462 | 0.000 | 0.000 | -453.80 | 9780.94 |
86 | 2009.11.27 22:59 | close at stop | 31 | 0.10 | 86.482 | 0.000 | 0.000 | 433.58 | 10214.52 |
87 | 2009.11.27 22:59 | close at stop | 30 | 0.10 | 86.462 | 0.000 | 0.000 | -408.31 | 9806.21 |
88 | 2009.11.27 22:59 | close at stop | 29 | 0.10 | 86.482 | 0.000 | 0.000 | 381.94 | 10188.15 |
89 | 2009.11.27 22:59 | close at stop | 28 | 0.10 | 86.462 | 0.000 | 0.000 | -395.81 | 9792.34 |
90 | 2009.11.27 22:59 | close at stop | 27 | 0.10 | 86.482 | 0.000 | 0.000 | 372.69 | 10165.02 |
91 | 2009.11.27 22:59 | close at stop | 26 | 0.10 | 86.462 | 0.000 | 0.000 | -395.70 | 9769.32 |
92 | 2009.11.27 22:59 | close at stop | 25 | 0.10 | 86.482 | 0.000 | 0.000 | 384.01 | 10153.34 |
93 | 2009.11.27 22:59 | close at stop | 24 | 0.10 | 86.462 | 0.000 | 0.000 | -387.94 | 9765.40 |
94 | 2009.11.27 22:59 | close at stop | 23 | 0.10 | 86.482 | 0.000 | 0.000 | 385.79 | 10151.19 |
95 | 2009.11.27 22:59 | close at stop | 22 | 0.10 | 86.462 | 0.000 | 0.000 | -422.47 | 9728.71 |
96 | 2009.11.27 22:59 | close at stop | 21 | 0.10 | 86.482 | 0.000 | 0.000 | 378.27 | 10106.98 |
97 | 2009.11.27 22:59 | close at stop | 20 | 0.10 | 86.462 | 0.000 | 0.000 | -405.93 | 9701.04 |
98 | 2009.11.27 22:59 | close at stop | 19 | 0.10 | 86.482 | 0.000 | 0.000 | 395.85 | 10096.89 |
99 | 2009.11.27 22:59 | close at stop | 18 | 0.10 | 86.462 | 0.000 | 0.000 | -411.48 | 9685.41 |
100 | 2009.11.27 22:59 | close at stop | 17 | 0.10 | 86.482 | 0.000 | 0.000 | 394.61 | 10080.02 |
101 | 2009.11.27 22:59 | close at stop | 16 | 0.10 | 86.462 | 0.000 | 0.000 | -410.51 | 9669.51 |
102 | 2009.11.27 22:59 | close at stop | 15 | 0.10 | 86.482 | 0.000 | 0.000 | 406.87 | 10076.38 |
103 | 2009.11.27 22:59 | close at stop | 14 | 0.10 | 86.462 | 0.000 | 0.000 | -432.84 | 9643.54 |
104 | 2009.11.27 22:59 | close at stop | 13 | 0.10 | 86.482 | 0.000 | 0.000 | 419.05 | 10062.59 |
105 | 2009.11.27 22:59 | close at stop | 12 | 0.10 | 86.462 | 0.000 | 0.000 | -488.20 | 9574.39 |
106 | 2009.11.27 22:59 | close at stop | 11 | 0.10 | 86.482 | 0.000 | 0.000 | 480.10 | 10054.50 |
107 | 2009.11.27 22:59 | close at stop | 10 | 0.10 | 86.462 | 0.000 | 0.000 | -490.16 | 9564.34 |
108 | 2009.11.27 22:59 | close at stop | 9 | 0.10 | 86.482 | 0.000 | 0.000 | 474.90 | 10039.24 |
109 | 2009.11.27 22:59 | close at stop | 8 | 0.10 | 86.462 | 0.000 | 0.000 | -462.24 | 9577.00 |
110 | 2009.11.27 22:59 | close at stop | 7 | 0.10 | 86.482 | 0.000 | 0.000 | 484.65 | 10061.65 |
111 | 2009.11.27 22:59 | close at stop | 6 | 0.10 | 86.462 | 0.000 | 0.000 | -508.16 | 9553.49 |
112 | 2009.11.27 22:59 | close at stop | 5 | 0.10 | 86.482 | 0.000 | 0.000 | 472.39 | 10025.88 |
113 | 2009.11.27 22:59 | close at stop | 4 | 0.10 | 86.462 | 0.000 | 0.000 | -452.05 | 9573.83 |
114 | 2009.11.27 22:59 | close at stop | 3 | 0.10 | 86.482 | 0.000 | 0.000 | 418.63 | 9992.46 |
115 | 2009.11.27 22:59 | close at stop | 2 | 0.10 | 86.462 | 0.000 | 0.000 | -430.84 | 9561.62 |
116 | 2009.11.27 22:59 | close at stop | 1 | 0.10 | 86.482 | 0.000 | 0.000 | 437.28 | 9998.90 |