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 | StopLoss=300; TrailingStop=200; magicnumber=143; choice=false; MaxOrders=1; Risk=15; 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 | -46.49 | Gross profit | 484.09 | Gross loss | -530.58 |
Profit factor | 0.91 | Expected payoff | -15.50 | ||
Absolute drawdown | 560.09 | Maximal drawdown | 849.68 (8.26%) | Relative drawdown | 8.26% (849.68) |
Total trades | 3 | Short positions (won %) | 1 (100.00%) | Long positions (won %) | 2 (50.00%) |
Profit trades (% of total) | 2 (66.67%) | Loss trades (% of total) | 1 (33.33%) | ||
Largest | profit trade | 326.86 | loss trade | -530.58 | |
Average | profit trade | 242.05 | loss trade | -530.58 | |
Maximum | consecutive wins (profit in money) | 2 (484.09) | consecutive losses (loss in money) | 1 (-530.58) | |
Maximal | consecutive profit (count of wins) | 484.09 (2) | consecutive loss (count of losses) | -530.58 (1) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.05 20:00 | buy | 1 | 1.50 | 90.676 | 90.356 | 0.000 | ||
2 | 2009.11.06 14:31 | s/l | 1 | 1.50 | 90.356 | 90.356 | 0.000 | -530.58 | 9469.42 |
3 | 2009.11.12 15:00 | buy | 2 | 1.40 | 90.165 | 89.845 | 0.000 | ||
4 | 2009.11.12 15:10 | modify | 2 | 1.40 | 90.165 | 90.166 | 0.000 | ||
5 | 2009.11.12 15:10 | modify | 2 | 1.40 | 90.165 | 90.169 | 0.000 | ||
6 | 2009.11.12 15:10 | modify | 2 | 1.40 | 90.165 | 90.172 | 0.000 | ||
7 | 2009.11.12 15:10 | modify | 2 | 1.40 | 90.165 | 90.175 | 0.000 | ||
8 | 2009.11.12 15:10 | modify | 2 | 1.40 | 90.165 | 90.178 | 0.000 | ||
9 | 2009.11.12 15:10 | modify | 2 | 1.40 | 90.165 | 90.182 | 0.000 | ||
10 | 2009.11.12 15:10 | modify | 2 | 1.40 | 90.165 | 90.185 | 0.000 | ||
11 | 2009.11.12 15:10 | modify | 2 | 1.40 | 90.165 | 90.188 | 0.000 | ||
12 | 2009.11.12 15:10 | modify | 2 | 1.40 | 90.165 | 90.191 | 0.000 | ||
13 | 2009.11.12 15:10 | modify | 2 | 1.40 | 90.165 | 90.194 | 0.000 | ||
14 | 2009.11.12 15:11 | modify | 2 | 1.40 | 90.165 | 90.195 | 0.000 | ||
15 | 2009.11.12 15:11 | modify | 2 | 1.40 | 90.165 | 90.196 | 0.000 | ||
16 | 2009.11.12 15:11 | modify | 2 | 1.40 | 90.165 | 90.197 | 0.000 | ||
17 | 2009.11.12 15:11 | modify | 2 | 1.40 | 90.165 | 90.198 | 0.000 | ||
18 | 2009.11.12 15:11 | modify | 2 | 1.40 | 90.165 | 90.199 | 0.000 | ||
19 | 2009.11.12 15:11 | modify | 2 | 1.40 | 90.165 | 90.200 | 0.000 | ||
20 | 2009.11.12 15:11 | modify | 2 | 1.40 | 90.165 | 90.201 | 0.000 | ||
21 | 2009.11.12 15:23 | modify | 2 | 1.40 | 90.165 | 90.204 | 0.000 | ||
22 | 2009.11.12 15:23 | modify | 2 | 1.40 | 90.165 | 90.206 | 0.000 | ||
23 | 2009.11.12 15:23 | modify | 2 | 1.40 | 90.165 | 90.209 | 0.000 | ||
24 | 2009.11.12 15:23 | modify | 2 | 1.40 | 90.165 | 90.212 | 0.000 | ||
25 | 2009.11.12 15:23 | modify | 2 | 1.40 | 90.165 | 90.215 | 0.000 | ||
26 | 2009.11.12 15:23 | modify | 2 | 1.40 | 90.165 | 90.217 | 0.000 | ||
27 | 2009.11.12 15:23 | modify | 2 | 1.40 | 90.165 | 90.220 | 0.000 | ||
28 | 2009.11.12 15:26 | modify | 2 | 1.40 | 90.165 | 90.221 | 0.000 | ||
29 | 2009.11.12 15:26 | modify | 2 | 1.40 | 90.165 | 90.222 | 0.000 | ||
30 | 2009.11.12 15:26 | modify | 2 | 1.40 | 90.165 | 90.223 | 0.000 | ||
31 | 2009.11.12 15:26 | modify | 2 | 1.40 | 90.165 | 90.224 | 0.000 | ||
32 | 2009.11.12 16:26 | modify | 2 | 1.40 | 90.165 | 90.226 | 0.000 | ||
33 | 2009.11.12 16:26 | modify | 2 | 1.40 | 90.165 | 90.229 | 0.000 | ||
34 | 2009.11.12 16:26 | modify | 2 | 1.40 | 90.165 | 90.232 | 0.000 | ||
35 | 2009.11.12 16:26 | modify | 2 | 1.40 | 90.165 | 90.235 | 0.000 | ||
36 | 2009.11.12 16:27 | modify | 2 | 1.40 | 90.165 | 90.237 | 0.000 | ||
37 | 2009.11.12 16:27 | modify | 2 | 1.40 | 90.165 | 90.239 | 0.000 | ||
38 | 2009.11.12 16:27 | modify | 2 | 1.40 | 90.165 | 90.241 | 0.000 | ||
39 | 2009.11.12 16:27 | modify | 2 | 1.40 | 90.165 | 90.243 | 0.000 | ||
40 | 2009.11.12 16:27 | modify | 2 | 1.40 | 90.165 | 90.245 | 0.000 | ||
41 | 2009.11.12 16:27 | modify | 2 | 1.40 | 90.165 | 90.248 | 0.000 | ||
42 | 2009.11.12 16:27 | modify | 2 | 1.40 | 90.165 | 90.250 | 0.000 | ||
43 | 2009.11.12 16:27 | modify | 2 | 1.40 | 90.165 | 90.252 | 0.000 | ||
44 | 2009.11.12 16:27 | modify | 2 | 1.40 | 90.165 | 90.254 | 0.000 | ||
45 | 2009.11.12 16:28 | modify | 2 | 1.40 | 90.165 | 90.255 | 0.000 | ||
46 | 2009.11.12 16:28 | modify | 2 | 1.40 | 90.165 | 90.257 | 0.000 | ||
47 | 2009.11.12 16:28 | modify | 2 | 1.40 | 90.165 | 90.260 | 0.000 | ||
48 | 2009.11.12 16:28 | modify | 2 | 1.40 | 90.165 | 90.262 | 0.000 | ||
49 | 2009.11.12 16:28 | modify | 2 | 1.40 | 90.165 | 90.265 | 0.000 | ||
50 | 2009.11.12 16:28 | modify | 2 | 1.40 | 90.165 | 90.267 | 0.000 | ||
51 | 2009.11.12 16:28 | modify | 2 | 1.40 | 90.165 | 90.269 | 0.000 | ||
52 | 2009.11.12 16:28 | modify | 2 | 1.40 | 90.165 | 90.272 | 0.000 | ||
53 | 2009.11.12 16:28 | modify | 2 | 1.40 | 90.165 | 90.274 | 0.000 | ||
54 | 2009.11.12 16:31 | modify | 2 | 1.40 | 90.165 | 90.275 | 0.000 | ||
55 | 2009.11.12 16:37 | modify | 2 | 1.40 | 90.165 | 90.277 | 0.000 | ||
56 | 2009.11.12 16:37 | modify | 2 | 1.40 | 90.165 | 90.279 | 0.000 | ||
57 | 2009.11.12 16:37 | modify | 2 | 1.40 | 90.165 | 90.282 | 0.000 | ||
58 | 2009.11.12 16:38 | modify | 2 | 1.40 | 90.165 | 90.283 | 0.000 | ||
59 | 2009.11.12 16:38 | modify | 2 | 1.40 | 90.165 | 90.286 | 0.000 | ||
60 | 2009.11.12 16:38 | modify | 2 | 1.40 | 90.165 | 90.288 | 0.000 | ||
61 | 2009.11.12 16:38 | modify | 2 | 1.40 | 90.165 | 90.290 | 0.000 | ||
62 | 2009.11.12 16:38 | modify | 2 | 1.40 | 90.165 | 90.293 | 0.000 | ||
63 | 2009.11.12 16:38 | modify | 2 | 1.40 | 90.165 | 90.295 | 0.000 | ||
64 | 2009.11.12 16:38 | modify | 2 | 1.40 | 90.165 | 90.298 | 0.000 | ||
65 | 2009.11.12 16:38 | modify | 2 | 1.40 | 90.165 | 90.300 | 0.000 | ||
66 | 2009.11.12 16:40 | modify | 2 | 1.40 | 90.165 | 90.301 | 0.000 | ||
67 | 2009.11.12 16:40 | modify | 2 | 1.40 | 90.165 | 90.302 | 0.000 | ||
68 | 2009.11.12 16:40 | modify | 2 | 1.40 | 90.165 | 90.303 | 0.000 | ||
69 | 2009.11.12 16:40 | modify | 2 | 1.40 | 90.165 | 90.304 | 0.000 | ||
70 | 2009.11.12 16:40 | modify | 2 | 1.40 | 90.165 | 90.305 | 0.000 | ||
71 | 2009.11.12 16:40 | modify | 2 | 1.40 | 90.165 | 90.306 | 0.000 | ||
72 | 2009.11.12 16:41 | modify | 2 | 1.40 | 90.165 | 90.310 | 0.000 | ||
73 | 2009.11.12 16:41 | modify | 2 | 1.40 | 90.165 | 90.313 | 0.000 | ||
74 | 2009.11.12 16:41 | modify | 2 | 1.40 | 90.165 | 90.316 | 0.000 | ||
75 | 2009.11.12 16:41 | modify | 2 | 1.40 | 90.165 | 90.319 | 0.000 | ||
76 | 2009.11.12 16:41 | modify | 2 | 1.40 | 90.165 | 90.323 | 0.000 | ||
77 | 2009.11.12 16:41 | modify | 2 | 1.40 | 90.165 | 90.326 | 0.000 | ||
78 | 2009.11.12 16:41 | modify | 2 | 1.40 | 90.165 | 90.329 | 0.000 | ||
79 | 2009.11.12 16:42 | modify | 2 | 1.40 | 90.165 | 90.331 | 0.000 | ||
80 | 2009.11.12 16:42 | modify | 2 | 1.40 | 90.165 | 90.333 | 0.000 | ||
81 | 2009.11.12 16:42 | modify | 2 | 1.40 | 90.165 | 90.336 | 0.000 | ||
82 | 2009.11.12 16:42 | modify | 2 | 1.40 | 90.165 | 90.338 | 0.000 | ||
83 | 2009.11.12 16:42 | modify | 2 | 1.40 | 90.165 | 90.341 | 0.000 | ||
84 | 2009.11.12 16:42 | modify | 2 | 1.40 | 90.165 | 90.343 | 0.000 | ||
85 | 2009.11.12 16:42 | modify | 2 | 1.40 | 90.165 | 90.346 | 0.000 | ||
86 | 2009.11.12 16:42 | modify | 2 | 1.40 | 90.165 | 90.348 | 0.000 | ||
87 | 2009.11.12 16:42 | modify | 2 | 1.40 | 90.165 | 90.351 | 0.000 | ||
88 | 2009.11.12 16:42 | modify | 2 | 1.40 | 90.165 | 90.353 | 0.000 | ||
89 | 2009.11.12 16:43 | modify | 2 | 1.40 | 90.165 | 90.355 | 0.000 | ||
90 | 2009.11.12 16:43 | modify | 2 | 1.40 | 90.165 | 90.358 | 0.000 | ||
91 | 2009.11.12 16:43 | modify | 2 | 1.40 | 90.165 | 90.361 | 0.000 | ||
92 | 2009.11.12 16:43 | modify | 2 | 1.40 | 90.165 | 90.363 | 0.000 | ||
93 | 2009.11.12 16:43 | modify | 2 | 1.40 | 90.165 | 90.366 | 0.000 | ||
94 | 2009.11.12 16:43 | modify | 2 | 1.40 | 90.165 | 90.368 | 0.000 | ||
95 | 2009.11.12 16:43 | modify | 2 | 1.40 | 90.165 | 90.371 | 0.000 | ||
96 | 2009.11.12 16:43 | modify | 2 | 1.40 | 90.165 | 90.373 | 0.000 | ||
97 | 2009.11.12 16:43 | modify | 2 | 1.40 | 90.165 | 90.376 | 0.000 | ||
98 | 2009.11.12 17:29 | s/l | 2 | 1.40 | 90.376 | 90.376 | 0.000 | 326.86 | 9796.28 |
99 | 2009.11.13 13:00 | sell | 3 | 1.50 | 89.773 | 90.093 | 0.000 | ||
100 | 2009.11.13 14:32 | modify | 3 | 1.50 | 89.773 | 89.772 | 0.000 | ||
101 | 2009.11.13 14:32 | modify | 3 | 1.50 | 89.773 | 89.767 | 0.000 | ||
102 | 2009.11.13 14:32 | modify | 3 | 1.50 | 89.773 | 89.762 | 0.000 | ||
103 | 2009.11.13 14:32 | modify | 3 | 1.50 | 89.773 | 89.757 | 0.000 | ||
104 | 2009.11.13 14:32 | modify | 3 | 1.50 | 89.773 | 89.752 | 0.000 | ||
105 | 2009.11.13 14:32 | modify | 3 | 1.50 | 89.773 | 89.747 | 0.000 | ||
106 | 2009.11.13 14:32 | modify | 3 | 1.50 | 89.773 | 89.742 | 0.000 | ||
107 | 2009.11.13 14:32 | modify | 3 | 1.50 | 89.773 | 89.737 | 0.000 | ||
108 | 2009.11.13 14:32 | modify | 3 | 1.50 | 89.773 | 89.732 | 0.000 | ||
109 | 2009.11.13 14:32 | modify | 3 | 1.50 | 89.773 | 89.727 | 0.000 | ||
110 | 2009.11.13 14:32 | modify | 3 | 1.50 | 89.773 | 89.722 | 0.000 | ||
111 | 2009.11.13 14:32 | modify | 3 | 1.50 | 89.773 | 89.717 | 0.000 | ||
112 | 2009.11.13 14:32 | modify | 3 | 1.50 | 89.773 | 89.711 | 0.000 | ||
113 | 2009.11.13 14:32 | modify | 3 | 1.50 | 89.773 | 89.706 | 0.000 | ||
114 | 2009.11.13 14:32 | modify | 3 | 1.50 | 89.773 | 89.701 | 0.000 | ||
115 | 2009.11.13 14:32 | modify | 3 | 1.50 | 89.773 | 89.696 | 0.000 | ||
116 | 2009.11.13 14:32 | modify | 3 | 1.50 | 89.773 | 89.691 | 0.000 | ||
117 | 2009.11.13 14:32 | modify | 3 | 1.50 | 89.773 | 89.686 | 0.000 | ||
118 | 2009.11.13 14:38 | modify | 3 | 1.50 | 89.773 | 89.684 | 0.000 | ||
119 | 2009.11.13 14:38 | modify | 3 | 1.50 | 89.773 | 89.679 | 0.000 | ||
120 | 2009.11.13 14:43 | s/l | 3 | 1.50 | 89.679 | 89.679 | 0.000 | 157.23 | 9953.51 |