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 | AccountIsMini=false; MoneyManagement=false; TradeSizePercent=5; Lots=1; MaxLots=100; StopLoss=0; TrailingStop=15; UseTrailingStop=false; TrailingStopType=2; FirstMove=20; TrailingStop1=20; SecondMove=30; TrailingStop2=20; ThirdMove=40; TrailingStop3=20; TakeProfit=20; MarginCutoff=300; Slippage=3; UseMACD=false; MACD_Price=1; UseMA_Cross=false; MA_SlowPeriod=21; MA_FastPeriod=2; MA_Shift=1; MA_Mode=2; MA_Price=5; UseMomentum=false; UsePSAR=false; MomentumPeriod=14; MomentumPrice=1; MomentumHigh=100; MomentumLow=100; UseStochLevel=false; Stoch_Mode=0; StochPrice=0; StochHigh=60; StochLow=35; UseStochCross=false; SignalCandle=0; SignalTimeFrame=0; | ||||
Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
Mismatched charts errors | 113 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -4184.61 | Gross profit | 770.18 | Gross loss | -4954.79 |
Profit factor | 0.16 | Expected payoff | -116.24 | ||
Absolute drawdown | 6243.07 | Maximal drawdown | 6991.20 (65.05%) | Relative drawdown | 65.05% (6991.20) |
Total trades | 36 | Short positions (won %) | 18 (100.00%) | Long positions (won %) | 18 (94.44%) |
Profit trades (% of total) | 35 (97.22%) | Loss trades (% of total) | 1 (2.78%) | ||
Largest | profit trade | 22.54 | loss trade | -4954.79 | |
Average | profit trade | 22.01 | loss trade | -4954.79 | |
Maximum | consecutive wins (profit in money) | 35 (770.18) | consecutive losses (loss in money) | 1 (-4954.79) | |
Maximal | consecutive profit (count of wins) | 770.18 (35) | consecutive loss (count of losses) | -4954.79 (1) | |
Average | consecutive wins | 35 | consecutive losses | 1 |
# | 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 | 90.493 | ||
2 | 2009.11.03 02:00 | sell | 2 | 1.00 | 90.453 | 0.000 | 90.433 | ||
3 | 2009.11.03 02:00 | t/p | 2 | 1.00 | 90.433 | 0.000 | 90.433 | 22.12 | 10022.12 |
4 | 2009.11.03 16:01 | t/p | 1 | 1.00 | 90.493 | 0.000 | 90.493 | 22.10 | 10044.22 |
5 | 2009.11.03 16:01 | buy | 3 | 1.00 | 90.514 | 0.000 | 90.534 | ||
6 | 2009.11.03 16:01 | sell | 4 | 1.00 | 90.494 | 0.000 | 90.474 | ||
7 | 2009.11.03 16:02 | t/p | 3 | 1.00 | 90.534 | 0.000 | 90.534 | 22.09 | 10066.31 |
8 | 2009.11.03 16:07 | t/p | 4 | 1.00 | 90.474 | 0.000 | 90.474 | 22.10 | 10088.41 |
9 | 2009.11.03 16:07 | buy | 5 | 1.00 | 90.473 | 0.000 | 90.493 | ||
10 | 2009.11.03 16:07 | sell | 6 | 1.00 | 90.453 | 0.000 | 90.433 | ||
11 | 2009.11.03 16:11 | t/p | 6 | 1.00 | 90.433 | 0.000 | 90.433 | 22.12 | 10110.53 |
12 | 2009.11.04 07:55 | t/p | 5 | 1.00 | 90.493 | 0.000 | 90.493 | 22.54 | 10133.07 |
13 | 2009.11.04 07:55 | buy | 7 | 1.00 | 90.513 | 0.000 | 90.533 | ||
14 | 2009.11.04 07:55 | sell | 8 | 1.00 | 90.493 | 0.000 | 90.473 | ||
15 | 2009.11.04 07:57 | t/p | 8 | 1.00 | 90.473 | 0.000 | 90.473 | 22.11 | 10155.18 |
16 | 2009.11.04 08:22 | t/p | 7 | 1.00 | 90.533 | 0.000 | 90.533 | 22.09 | 10177.27 |
17 | 2009.11.04 08:22 | buy | 9 | 1.00 | 90.553 | 0.000 | 90.573 | ||
18 | 2009.11.04 08:22 | sell | 10 | 1.00 | 90.533 | 0.000 | 90.513 | ||
19 | 2009.11.04 08:22 | t/p | 9 | 1.00 | 90.573 | 0.000 | 90.573 | 22.08 | 10199.35 |
20 | 2009.11.05 01:31 | t/p | 10 | 1.00 | 90.513 | 0.000 | 90.513 | 19.79 | 10219.14 |
21 | 2009.11.05 01:31 | buy | 11 | 1.00 | 90.513 | 0.000 | 90.533 | ||
22 | 2009.11.05 01:31 | sell | 12 | 1.00 | 90.493 | 0.000 | 90.473 | ||
23 | 2009.11.05 01:32 | t/p | 11 | 1.00 | 90.533 | 0.000 | 90.533 | 22.09 | 10241.23 |
24 | 2009.11.05 02:33 | t/p | 12 | 1.00 | 90.473 | 0.000 | 90.473 | 22.11 | 10263.34 |
25 | 2009.11.05 02:33 | buy | 13 | 1.00 | 90.473 | 0.000 | 90.493 | ||
26 | 2009.11.05 02:33 | sell | 14 | 1.00 | 90.453 | 0.000 | 90.433 | ||
27 | 2009.11.05 02:37 | t/p | 14 | 1.00 | 90.433 | 0.000 | 90.433 | 22.12 | 10285.46 |
28 | 2009.11.05 02:57 | t/p | 13 | 1.00 | 90.493 | 0.000 | 90.493 | 22.10 | 10307.56 |
29 | 2009.11.05 02:57 | buy | 15 | 1.00 | 90.513 | 0.000 | 90.533 | ||
30 | 2009.11.05 02:57 | sell | 16 | 1.00 | 90.493 | 0.000 | 90.473 | ||
31 | 2009.11.05 03:07 | t/p | 16 | 1.00 | 90.473 | 0.000 | 90.473 | 22.11 | 10329.67 |
32 | 2009.11.05 03:47 | t/p | 15 | 1.00 | 90.533 | 0.000 | 90.533 | 22.09 | 10351.76 |
33 | 2009.11.05 03:47 | buy | 17 | 1.00 | 90.553 | 0.000 | 90.573 | ||
34 | 2009.11.05 03:47 | sell | 18 | 1.00 | 90.533 | 0.000 | 90.513 | ||
35 | 2009.11.05 03:52 | t/p | 18 | 1.00 | 90.513 | 0.000 | 90.513 | 22.10 | 10373.86 |
36 | 2009.11.05 14:37 | t/p | 17 | 1.00 | 90.573 | 0.000 | 90.573 | 22.09 | 10395.95 |
37 | 2009.11.05 14:37 | buy | 19 | 1.00 | 90.594 | 0.000 | 90.614 | ||
38 | 2009.11.05 14:37 | sell | 20 | 1.00 | 90.574 | 0.000 | 90.554 | ||
39 | 2009.11.05 14:39 | t/p | 20 | 1.00 | 90.554 | 0.000 | 90.554 | 22.09 | 10418.04 |
40 | 2009.11.05 15:02 | t/p | 19 | 1.00 | 90.614 | 0.000 | 90.614 | 22.07 | 10440.11 |
41 | 2009.11.05 15:02 | buy | 21 | 1.00 | 90.634 | 0.000 | 90.654 | ||
42 | 2009.11.05 15:02 | sell | 22 | 1.00 | 90.614 | 0.000 | 90.594 | ||
43 | 2009.11.05 15:17 | t/p | 22 | 1.00 | 90.594 | 0.000 | 90.594 | 22.08 | 10462.19 |
44 | 2009.11.05 19:12 | t/p | 21 | 1.00 | 90.654 | 0.000 | 90.654 | 22.06 | 10484.25 |
45 | 2009.11.05 19:12 | buy | 23 | 1.00 | 90.674 | 0.000 | 90.694 | ||
46 | 2009.11.05 19:12 | sell | 24 | 1.00 | 90.654 | 0.000 | 90.634 | ||
47 | 2009.11.05 19:14 | t/p | 24 | 1.00 | 90.634 | 0.000 | 90.634 | 22.06 | 10506.31 |
48 | 2009.11.05 20:51 | t/p | 23 | 1.00 | 90.694 | 0.000 | 90.694 | 22.05 | 10528.36 |
49 | 2009.11.05 20:51 | buy | 25 | 1.00 | 90.715 | 0.000 | 90.735 | ||
50 | 2009.11.05 20:51 | sell | 26 | 1.00 | 90.695 | 0.000 | 90.675 | ||
51 | 2009.11.05 20:52 | t/p | 25 | 1.00 | 90.735 | 0.000 | 90.735 | 22.04 | 10550.40 |
52 | 2009.11.06 02:38 | t/p | 26 | 1.00 | 90.675 | 0.000 | 90.675 | 21.29 | 10571.69 |
53 | 2009.11.06 02:38 | buy | 27 | 1.00 | 90.675 | 0.000 | 90.695 | ||
54 | 2009.11.06 02:38 | sell | 28 | 1.00 | 90.655 | 0.000 | 90.635 | ||
55 | 2009.11.06 02:50 | t/p | 28 | 1.00 | 90.635 | 0.000 | 90.635 | 22.07 | 10593.76 |
56 | 2009.11.06 04:40 | t/p | 27 | 1.00 | 90.695 | 0.000 | 90.695 | 22.05 | 10615.81 |
57 | 2009.11.06 04:40 | buy | 29 | 1.00 | 90.715 | 0.000 | 90.735 | ||
58 | 2009.11.06 04:40 | sell | 30 | 1.00 | 90.695 | 0.000 | 90.675 | ||
59 | 2009.11.06 05:28 | t/p | 29 | 1.00 | 90.735 | 0.000 | 90.735 | 22.04 | 10637.85 |
60 | 2009.11.06 06:56 | t/p | 30 | 1.00 | 90.675 | 0.000 | 90.675 | 22.06 | 10659.91 |
61 | 2009.11.06 06:56 | buy | 31 | 1.00 | 90.674 | 0.000 | 90.694 | ||
62 | 2009.11.06 06:56 | sell | 32 | 1.00 | 90.654 | 0.000 | 90.634 | ||
63 | 2009.11.06 07:07 | t/p | 32 | 1.00 | 90.634 | 0.000 | 90.634 | 22.07 | 10681.98 |
64 | 2009.11.06 12:20 | t/p | 31 | 1.00 | 90.694 | 0.000 | 90.694 | 22.05 | 10704.03 |
65 | 2009.11.06 12:20 | buy | 33 | 1.00 | 90.714 | 0.000 | 90.734 | ||
66 | 2009.11.06 12:20 | sell | 34 | 1.00 | 90.694 | 0.000 | 90.674 | ||
67 | 2009.11.06 12:23 | t/p | 34 | 1.00 | 90.674 | 0.000 | 90.674 | 22.06 | 10726.09 |
68 | 2009.11.06 14:26 | t/p | 33 | 1.00 | 90.734 | 0.000 | 90.734 | 22.04 | 10748.13 |
69 | 2009.11.06 14:26 | buy | 35 | 1.00 | 90.754 | 0.000 | 90.774 | ||
70 | 2009.11.06 14:26 | sell | 36 | 1.00 | 90.734 | 0.000 | 90.714 | ||
71 | 2009.11.06 14:26 | t/p | 36 | 1.00 | 90.714 | 0.000 | 90.714 | 22.05 | 10770.18 |
72 | 2009.11.27 22:59 | close at stop | 35 | 1.00 | 86.462 | 0.000 | 90.774 | -4954.79 | 5815.39 |