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 | TakeProfit=100; Lots=1; TrailingStop=35; ShortEma=10; LongEma=80; | ||||
Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
Mismatched charts errors | 113 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -86.86 | Gross profit | 291.03 | Gross loss | -377.89 |
Profit factor | 0.77 | Expected payoff | -6.20 | ||
Absolute drawdown | 1085.85 | Maximal drawdown | 1223.49 (12.07%) | Relative drawdown | 12.07% (1223.49) |
Total trades | 14 | Short positions (won %) | 10 (20.00%) | Long positions (won %) | 4 (75.00%) |
Profit trades (% of total) | 5 (35.71%) | Loss trades (% of total) | 9 (64.29%) | ||
Largest | profit trade | 110.54 | loss trade | -212.57 | |
Average | profit trade | 58.21 | loss trade | -41.99 | |
Maximum | consecutive wins (profit in money) | 3 (153.90) | consecutive losses (loss in money) | 8 (-165.32) | |
Maximal | consecutive profit (count of wins) | 153.90 (3) | consecutive loss (count of losses) | -212.57 (1) | |
Average | consecutive wins | 2 | consecutive losses | 5 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 02:00 | buy | 1 | 1.00 | 90.473 | 0.000 | 90.573 | ||
2 | 2009.11.03 16:02 | modify | 1 | 1.00 | 90.473 | 90.474 | 90.573 | ||
3 | 2009.11.03 16:02 | modify | 1 | 1.00 | 90.473 | 90.475 | 90.573 | ||
4 | 2009.11.03 16:02 | modify | 1 | 1.00 | 90.473 | 90.476 | 90.573 | ||
5 | 2009.11.03 16:02 | modify | 1 | 1.00 | 90.473 | 90.478 | 90.573 | ||
6 | 2009.11.03 16:02 | modify | 1 | 1.00 | 90.473 | 90.479 | 90.573 | ||
7 | 2009.11.03 16:02 | modify | 1 | 1.00 | 90.473 | 90.481 | 90.573 | ||
8 | 2009.11.03 16:02 | modify | 1 | 1.00 | 90.473 | 90.482 | 90.573 | ||
9 | 2009.11.03 16:02 | modify | 1 | 1.00 | 90.473 | 90.483 | 90.573 | ||
10 | 2009.11.03 16:02 | modify | 1 | 1.00 | 90.473 | 90.485 | 90.573 | ||
11 | 2009.11.03 16:02 | modify | 1 | 1.00 | 90.473 | 90.486 | 90.573 | ||
12 | 2009.11.03 16:02 | modify | 1 | 1.00 | 90.473 | 90.488 | 90.573 | ||
13 | 2009.11.03 16:02 | modify | 1 | 1.00 | 90.473 | 90.489 | 90.573 | ||
14 | 2009.11.03 16:02 | modify | 1 | 1.00 | 90.473 | 90.490 | 90.573 | ||
15 | 2009.11.03 16:02 | modify | 1 | 1.00 | 90.473 | 90.492 | 90.573 | ||
16 | 2009.11.03 16:02 | modify | 1 | 1.00 | 90.473 | 90.493 | 90.573 | ||
17 | 2009.11.03 16:02 | modify | 1 | 1.00 | 90.473 | 90.494 | 90.573 | ||
18 | 2009.11.03 16:02 | modify | 1 | 1.00 | 90.473 | 90.496 | 90.573 | ||
19 | 2009.11.03 16:02 | modify | 1 | 1.00 | 90.473 | 90.497 | 90.573 | ||
20 | 2009.11.03 16:02 | modify | 1 | 1.00 | 90.473 | 90.499 | 90.573 | ||
21 | 2009.11.03 16:02 | modify | 1 | 1.00 | 90.473 | 90.500 | 90.573 | ||
22 | 2009.11.03 16:02 | modify | 1 | 1.00 | 90.473 | 90.501 | 90.573 | ||
23 | 2009.11.03 16:02 | modify | 1 | 1.00 | 90.473 | 90.503 | 90.573 | ||
24 | 2009.11.03 16:02 | modify | 1 | 1.00 | 90.473 | 90.504 | 90.573 | ||
25 | 2009.11.03 16:02 | modify | 1 | 1.00 | 90.473 | 90.505 | 90.573 | ||
26 | 2009.11.03 16:02 | modify | 1 | 1.00 | 90.473 | 90.507 | 90.573 | ||
27 | 2009.11.03 16:02 | modify | 1 | 1.00 | 90.473 | 90.508 | 90.573 | ||
28 | 2009.11.03 16:02 | modify | 1 | 1.00 | 90.473 | 90.509 | 90.573 | ||
29 | 2009.11.03 16:02 | modify | 1 | 1.00 | 90.473 | 90.511 | 90.573 | ||
30 | 2009.11.03 16:02 | modify | 1 | 1.00 | 90.473 | 90.512 | 90.573 | ||
31 | 2009.11.03 16:02 | modify | 1 | 1.00 | 90.473 | 90.514 | 90.573 | ||
32 | 2009.11.03 16:02 | modify | 1 | 1.00 | 90.473 | 90.515 | 90.573 | ||
33 | 2009.11.03 16:02 | modify | 1 | 1.00 | 90.473 | 90.516 | 90.573 | ||
34 | 2009.11.03 16:02 | modify | 1 | 1.00 | 90.473 | 90.518 | 90.573 | ||
35 | 2009.11.03 16:02 | modify | 1 | 1.00 | 90.473 | 90.519 | 90.573 | ||
36 | 2009.11.03 16:02 | modify | 1 | 1.00 | 90.473 | 90.520 | 90.573 | ||
37 | 2009.11.03 16:02 | modify | 1 | 1.00 | 90.473 | 90.522 | 90.573 | ||
38 | 2009.11.03 16:02 | modify | 1 | 1.00 | 90.473 | 90.523 | 90.573 | ||
39 | 2009.11.03 16:02 | modify | 1 | 1.00 | 90.473 | 90.525 | 90.573 | ||
40 | 2009.11.03 16:02 | modify | 1 | 1.00 | 90.473 | 90.526 | 90.573 | ||
41 | 2009.11.03 16:02 | modify | 1 | 1.00 | 90.473 | 90.527 | 90.573 | ||
42 | 2009.11.03 16:02 | modify | 1 | 1.00 | 90.473 | 90.529 | 90.573 | ||
43 | 2009.11.03 16:02 | modify | 1 | 1.00 | 90.473 | 90.530 | 90.573 | ||
44 | 2009.11.03 16:02 | modify | 1 | 1.00 | 90.473 | 90.531 | 90.573 | ||
45 | 2009.11.03 16:02 | modify | 1 | 1.00 | 90.473 | 90.533 | 90.573 | ||
46 | 2009.11.03 16:02 | modify | 1 | 1.00 | 90.473 | 90.534 | 90.573 | ||
47 | 2009.11.03 16:02 | modify | 1 | 1.00 | 90.473 | 90.536 | 90.573 | ||
48 | 2009.11.03 16:02 | modify | 1 | 1.00 | 90.473 | 90.537 | 90.573 | ||
49 | 2009.11.03 16:02 | t/p | 1 | 1.00 | 90.573 | 90.537 | 90.573 | 110.41 | 10110.41 |
50 | 2009.11.04 10:08 | sell | 2 | 1.00 | 90.716 | 0.000 | 90.616 | ||
51 | 2009.11.04 10:08 | close | 2 | 1.00 | 90.735 | 0.000 | 90.616 | -20.94 | 10089.47 |
52 | 2009.11.04 10:10 | sell | 3 | 1.00 | 90.716 | 0.000 | 90.616 | ||
53 | 2009.11.04 10:10 | close | 3 | 1.00 | 90.735 | 0.000 | 90.616 | -20.94 | 10068.53 |
54 | 2009.11.04 10:10 | sell | 4 | 1.00 | 90.716 | 0.000 | 90.616 | ||
55 | 2009.11.04 10:10 | close | 4 | 1.00 | 90.735 | 0.000 | 90.616 | -20.94 | 10047.59 |
56 | 2009.11.04 10:10 | sell | 5 | 1.00 | 90.716 | 0.000 | 90.616 | ||
57 | 2009.11.04 10:10 | close | 5 | 1.00 | 90.735 | 0.000 | 90.616 | -20.94 | 10026.65 |
58 | 2009.11.04 10:10 | sell | 6 | 1.00 | 90.716 | 0.000 | 90.616 | ||
59 | 2009.11.04 10:10 | close | 6 | 1.00 | 90.735 | 0.000 | 90.616 | -20.94 | 10005.71 |
60 | 2009.11.04 10:10 | sell | 7 | 1.00 | 90.716 | 0.000 | 90.616 | ||
61 | 2009.11.04 10:10 | close | 7 | 1.00 | 90.734 | 0.000 | 90.616 | -19.84 | 9985.87 |
62 | 2009.11.04 10:10 | sell | 8 | 1.00 | 90.716 | 0.000 | 90.616 | ||
63 | 2009.11.04 10:11 | close | 8 | 1.00 | 90.735 | 0.000 | 90.616 | -20.94 | 9964.93 |
64 | 2009.11.04 10:11 | sell | 9 | 1.00 | 90.717 | 0.000 | 90.617 | ||
65 | 2009.11.04 10:11 | close | 9 | 1.00 | 90.735 | 0.000 | 90.617 | -19.84 | 9945.09 |
66 | 2009.11.04 10:35 | sell | 10 | 1.00 | 90.716 | 0.000 | 90.616 | ||
67 | 2009.11.04 16:02 | modify | 10 | 1.00 | 90.716 | 90.715 | 90.616 | ||
68 | 2009.11.04 16:02 | modify | 10 | 1.00 | 90.716 | 90.714 | 90.616 | ||
69 | 2009.11.04 16:02 | modify | 10 | 1.00 | 90.716 | 90.713 | 90.616 | ||
70 | 2009.11.04 16:02 | modify | 10 | 1.00 | 90.716 | 90.711 | 90.616 | ||
71 | 2009.11.04 16:02 | modify | 10 | 1.00 | 90.716 | 90.710 | 90.616 | ||
72 | 2009.11.04 16:03 | s/l | 10 | 1.00 | 90.710 | 90.710 | 90.616 | 6.61 | 9951.70 |
73 | 2009.11.05 05:57 | buy | 11 | 1.00 | 90.361 | 0.000 | 90.461 | ||
74 | 2009.11.05 06:08 | modify | 11 | 1.00 | 90.361 | 90.361 | 90.461 | ||
75 | 2009.11.05 06:08 | modify | 11 | 1.00 | 90.361 | 90.363 | 90.461 | ||
76 | 2009.11.05 06:08 | modify | 11 | 1.00 | 90.361 | 90.364 | 90.461 | ||
77 | 2009.11.05 06:08 | modify | 11 | 1.00 | 90.361 | 90.366 | 90.461 | ||
78 | 2009.11.05 06:08 | modify | 11 | 1.00 | 90.361 | 90.368 | 90.461 | ||
79 | 2009.11.05 06:08 | modify | 11 | 1.00 | 90.361 | 90.369 | 90.461 | ||
80 | 2009.11.05 06:08 | modify | 11 | 1.00 | 90.361 | 90.371 | 90.461 | ||
81 | 2009.11.05 06:11 | modify | 11 | 1.00 | 90.361 | 90.372 | 90.461 | ||
82 | 2009.11.05 06:11 | modify | 11 | 1.00 | 90.361 | 90.373 | 90.461 | ||
83 | 2009.11.05 06:17 | modify | 11 | 1.00 | 90.361 | 90.375 | 90.461 | ||
84 | 2009.11.05 06:17 | modify | 11 | 1.00 | 90.361 | 90.376 | 90.461 | ||
85 | 2009.11.05 06:17 | modify | 11 | 1.00 | 90.361 | 90.377 | 90.461 | ||
86 | 2009.11.05 06:17 | modify | 11 | 1.00 | 90.361 | 90.378 | 90.461 | ||
87 | 2009.11.05 06:18 | modify | 11 | 1.00 | 90.361 | 90.379 | 90.461 | ||
88 | 2009.11.05 06:18 | modify | 11 | 1.00 | 90.361 | 90.380 | 90.461 | ||
89 | 2009.11.05 06:18 | modify | 11 | 1.00 | 90.361 | 90.381 | 90.461 | ||
90 | 2009.11.05 06:18 | modify | 11 | 1.00 | 90.361 | 90.382 | 90.461 | ||
91 | 2009.11.05 06:18 | modify | 11 | 1.00 | 90.361 | 90.383 | 90.461 | ||
92 | 2009.11.05 06:18 | modify | 11 | 1.00 | 90.361 | 90.384 | 90.461 | ||
93 | 2009.11.05 06:18 | modify | 11 | 1.00 | 90.361 | 90.385 | 90.461 | ||
94 | 2009.11.05 06:18 | modify | 11 | 1.00 | 90.361 | 90.386 | 90.461 | ||
95 | 2009.11.05 06:18 | modify | 11 | 1.00 | 90.361 | 90.387 | 90.461 | ||
96 | 2009.11.05 06:18 | modify | 11 | 1.00 | 90.361 | 90.388 | 90.461 | ||
97 | 2009.11.05 06:18 | modify | 11 | 1.00 | 90.361 | 90.389 | 90.461 | ||
98 | 2009.11.05 06:19 | modify | 11 | 1.00 | 90.361 | 90.390 | 90.461 | ||
99 | 2009.11.05 06:19 | modify | 11 | 1.00 | 90.361 | 90.391 | 90.461 | ||
100 | 2009.11.05 06:19 | modify | 11 | 1.00 | 90.361 | 90.392 | 90.461 | ||
101 | 2009.11.05 06:19 | modify | 11 | 1.00 | 90.361 | 90.393 | 90.461 | ||
102 | 2009.11.05 06:19 | modify | 11 | 1.00 | 90.361 | 90.394 | 90.461 | ||
103 | 2009.11.05 06:19 | modify | 11 | 1.00 | 90.361 | 90.395 | 90.461 | ||
104 | 2009.11.05 06:19 | modify | 11 | 1.00 | 90.361 | 90.397 | 90.461 | ||
105 | 2009.11.05 06:19 | modify | 11 | 1.00 | 90.361 | 90.398 | 90.461 | ||
106 | 2009.11.05 06:19 | modify | 11 | 1.00 | 90.361 | 90.399 | 90.461 | ||
107 | 2009.11.05 06:19 | modify | 11 | 1.00 | 90.361 | 90.400 | 90.461 | ||
108 | 2009.11.05 06:19 | modify | 11 | 1.00 | 90.361 | 90.401 | 90.461 | ||
109 | 2009.11.05 06:19 | modify | 11 | 1.00 | 90.361 | 90.402 | 90.461 | ||
110 | 2009.11.05 06:33 | modify | 11 | 1.00 | 90.361 | 90.403 | 90.461 | ||
111 | 2009.11.05 06:33 | modify | 11 | 1.00 | 90.361 | 90.404 | 90.461 | ||
112 | 2009.11.05 06:33 | modify | 11 | 1.00 | 90.361 | 90.405 | 90.461 | ||
113 | 2009.11.05 06:33 | modify | 11 | 1.00 | 90.361 | 90.406 | 90.461 | ||
114 | 2009.11.05 06:33 | modify | 11 | 1.00 | 90.361 | 90.407 | 90.461 | ||
115 | 2009.11.05 06:33 | modify | 11 | 1.00 | 90.361 | 90.408 | 90.461 | ||
116 | 2009.11.05 06:36 | modify | 11 | 1.00 | 90.361 | 90.409 | 90.461 | ||
117 | 2009.11.05 06:37 | modify | 11 | 1.00 | 90.361 | 90.410 | 90.461 | ||
118 | 2009.11.05 06:37 | modify | 11 | 1.00 | 90.361 | 90.411 | 90.461 | ||
119 | 2009.11.05 06:37 | modify | 11 | 1.00 | 90.361 | 90.412 | 90.461 | ||
120 | 2009.11.05 06:37 | modify | 11 | 1.00 | 90.361 | 90.413 | 90.461 | ||
121 | 2009.11.05 06:37 | modify | 11 | 1.00 | 90.361 | 90.414 | 90.461 | ||
122 | 2009.11.05 06:37 | modify | 11 | 1.00 | 90.361 | 90.415 | 90.461 | ||
123 | 2009.11.05 06:37 | modify | 11 | 1.00 | 90.361 | 90.416 | 90.461 | ||
124 | 2009.11.05 06:37 | modify | 11 | 1.00 | 90.361 | 90.417 | 90.461 | ||
125 | 2009.11.05 06:37 | modify | 11 | 1.00 | 90.361 | 90.418 | 90.461 | ||
126 | 2009.11.05 06:37 | modify | 11 | 1.00 | 90.361 | 90.419 | 90.461 | ||
127 | 2009.11.05 06:38 | modify | 11 | 1.00 | 90.361 | 90.420 | 90.461 | ||
128 | 2009.11.05 06:38 | modify | 11 | 1.00 | 90.361 | 90.421 | 90.461 | ||
129 | 2009.11.05 06:38 | modify | 11 | 1.00 | 90.361 | 90.422 | 90.461 | ||
130 | 2009.11.05 06:38 | modify | 11 | 1.00 | 90.361 | 90.423 | 90.461 | ||
131 | 2009.11.05 06:38 | modify | 11 | 1.00 | 90.361 | 90.424 | 90.461 | ||
132 | 2009.11.05 06:38 | modify | 11 | 1.00 | 90.361 | 90.425 | 90.461 | ||
133 | 2009.11.05 06:38 | t/p | 11 | 1.00 | 90.461 | 90.425 | 90.461 | 110.54 | 10062.24 |
134 | 2009.11.05 20:00 | sell | 12 | 1.00 | 90.656 | 0.000 | 90.556 | ||
135 | 2009.11.06 03:19 | modify | 12 | 1.00 | 90.656 | 90.656 | 90.556 | ||
136 | 2009.11.06 03:19 | modify | 12 | 1.00 | 90.656 | 90.654 | 90.556 | ||
137 | 2009.11.06 03:19 | modify | 12 | 1.00 | 90.656 | 90.653 | 90.556 | ||
138 | 2009.11.06 03:19 | modify | 12 | 1.00 | 90.656 | 90.651 | 90.556 | ||
139 | 2009.11.06 03:19 | modify | 12 | 1.00 | 90.656 | 90.649 | 90.556 | ||
140 | 2009.11.06 03:19 | modify | 12 | 1.00 | 90.656 | 90.647 | 90.556 | ||
141 | 2009.11.06 03:19 | modify | 12 | 1.00 | 90.656 | 90.646 | 90.556 | ||
142 | 2009.11.06 03:19 | modify | 12 | 1.00 | 90.656 | 90.644 | 90.556 | ||
143 | 2009.11.06 03:19 | modify | 12 | 1.00 | 90.656 | 90.642 | 90.556 | ||
144 | 2009.11.06 03:20 | modify | 12 | 1.00 | 90.656 | 90.641 | 90.556 | ||
145 | 2009.11.06 03:21 | modify | 12 | 1.00 | 90.656 | 90.640 | 90.556 | ||
146 | 2009.11.06 03:21 | modify | 12 | 1.00 | 90.656 | 90.639 | 90.556 | ||
147 | 2009.11.06 03:21 | modify | 12 | 1.00 | 90.656 | 90.638 | 90.556 | ||
148 | 2009.11.06 03:21 | modify | 12 | 1.00 | 90.656 | 90.637 | 90.556 | ||
149 | 2009.11.06 03:22 | modify | 12 | 1.00 | 90.656 | 90.636 | 90.556 | ||
150 | 2009.11.06 03:22 | modify | 12 | 1.00 | 90.656 | 90.635 | 90.556 | ||
151 | 2009.11.06 03:22 | modify | 12 | 1.00 | 90.656 | 90.634 | 90.556 | ||
152 | 2009.11.06 03:22 | modify | 12 | 1.00 | 90.656 | 90.633 | 90.556 | ||
153 | 2009.11.06 03:22 | modify | 12 | 1.00 | 90.656 | 90.632 | 90.556 | ||
154 | 2009.11.06 03:22 | modify | 12 | 1.00 | 90.656 | 90.631 | 90.556 | ||
155 | 2009.11.06 03:22 | modify | 12 | 1.00 | 90.656 | 90.630 | 90.556 | ||
156 | 2009.11.06 03:23 | modify | 12 | 1.00 | 90.656 | 90.629 | 90.556 | ||
157 | 2009.11.06 03:23 | modify | 12 | 1.00 | 90.656 | 90.628 | 90.556 | ||
158 | 2009.11.06 03:23 | modify | 12 | 1.00 | 90.656 | 90.627 | 90.556 | ||
159 | 2009.11.06 03:23 | modify | 12 | 1.00 | 90.656 | 90.626 | 90.556 | ||
160 | 2009.11.06 03:23 | modify | 12 | 1.00 | 90.656 | 90.625 | 90.556 | ||
161 | 2009.11.06 03:23 | modify | 12 | 1.00 | 90.656 | 90.624 | 90.556 | ||
162 | 2009.11.06 03:23 | modify | 12 | 1.00 | 90.656 | 90.623 | 90.556 | ||
163 | 2009.11.06 03:23 | modify | 12 | 1.00 | 90.656 | 90.622 | 90.556 | ||
164 | 2009.11.06 03:26 | s/l | 12 | 1.00 | 90.622 | 90.622 | 90.556 | 36.75 | 10098.99 |
165 | 2009.11.06 14:32 | buy | 13 | 1.00 | 90.339 | 0.000 | 90.439 | ||
166 | 2009.11.12 15:00 | close | 13 | 1.00 | 90.145 | 0.000 | 90.439 | -212.57 | 9886.42 |
167 | 2009.11.13 13:00 | buy | 14 | 1.00 | 89.793 | 0.000 | 89.893 | ||
168 | 2009.11.13 13:55 | modify | 14 | 1.00 | 89.793 | 89.793 | 89.893 | ||
169 | 2009.11.13 13:55 | modify | 14 | 1.00 | 89.793 | 89.796 | 89.893 | ||
170 | 2009.11.13 13:55 | modify | 14 | 1.00 | 89.793 | 89.799 | 89.893 | ||
171 | 2009.11.13 13:55 | modify | 14 | 1.00 | 89.793 | 89.802 | 89.893 | ||
172 | 2009.11.13 13:55 | modify | 14 | 1.00 | 89.793 | 89.806 | 89.893 | ||
173 | 2009.11.13 13:55 | modify | 14 | 1.00 | 89.793 | 89.809 | 89.893 | ||
174 | 2009.11.13 13:55 | modify | 14 | 1.00 | 89.793 | 89.812 | 89.893 | ||
175 | 2009.11.13 13:56 | modify | 14 | 1.00 | 89.793 | 89.813 | 89.893 | ||
176 | 2009.11.13 13:56 | modify | 14 | 1.00 | 89.793 | 89.814 | 89.893 | ||
177 | 2009.11.13 13:56 | modify | 14 | 1.00 | 89.793 | 89.815 | 89.893 | ||
178 | 2009.11.13 13:56 | modify | 14 | 1.00 | 89.793 | 89.816 | 89.893 | ||
179 | 2009.11.13 13:56 | modify | 14 | 1.00 | 89.793 | 89.817 | 89.893 | ||
180 | 2009.11.13 13:58 | s/l | 14 | 1.00 | 89.817 | 89.817 | 89.893 | 26.72 | 9913.14 |