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 | Expert_Name=""----------"; MagicNumber=1234; StopLoss=100; TakeProfit=200; TrailingStop_Setting=""----------"; TrailingStopType=1; TrailingStop=40; Indicator_Setting=""----------"; FastMAPeriod=10; FastMAType=1; FastMAPrice=0; FastMAshift=0; SlowMAPeriod=80; SlowMAType=1; SlowMAPrice=0; SlowMAshift=0; CossDistance_Setting=""----------"; MinCrossDistance=0; MaxLookUp=0; Exit_Setting=""----------"; StopAndReverse=false; PureSAR=false; ExitOnCross=false; ThirdEMA_Setting=""----------"; UseThirdMA=false; UseCounterTrend=false; OnlyCounterTrend=false; ThirdMAPeriod=100; ThirdMAType=1; ThirdMAPrice=0; ThirdMAshift=0; CTStopLoss=0; CTTakeProfit=0; Pivot.Setting=""----------"; Use.Pivot.Filter=false; Order_Setting=""----------"; ReverseCondition=false; ConfirmedOnEntry=true; OneEntryPerBar=true; NumberOfTries=10; Slippage=5; OpenOrder_Setting=""----------"; MaxOpenTrade=1; MinPriceDistance=5; Time_Parameters=""----------"; UseHourTrade=false; StartHour=10; EndHour=11; MM_Parameters=""----------"; Lots=1; MM=false; AccountIsMicro=false; Risk=10; Alert_Setting=""----------"; EnableAlert=false; SoundFilename=""alert.wav""; Testing_Parameters=""----------"; PrintControl=false; Show_Settings=true; | ||||
Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
Mismatched charts errors | 113 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -87.38 | Gross profit | 134.03 | Gross loss | -221.41 |
Profit factor | 0.61 | Expected payoff | -14.56 | ||
Absolute drawdown | 219.26 | Maximal drawdown | 310.43 (3.08%) | Relative drawdown | 3.08% (310.43) |
Total trades | 6 | Short positions (won %) | 3 (33.33%) | Long positions (won %) | 3 (100.00%) |
Profit trades (% of total) | 4 (66.67%) | Loss trades (% of total) | 2 (33.33%) | ||
Largest | profit trade | 49.80 | loss trade | -110.84 | |
Average | profit trade | 33.51 | loss trade | -110.71 | |
Maximum | consecutive wins (profit in money) | 2 (66.51) | consecutive losses (loss in money) | 1 (-110.84) | |
Maximal | consecutive profit (count of wins) | 66.51 (2) | consecutive loss (count of losses) | -110.84 (1) | |
Average | consecutive wins | 1 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.04 11:00 | buy | 1 | 1.00 | 90.954 | 90.854 | 91.154 | ||
2 | 2009.11.04 11:30 | modify | 1 | 1.00 | 90.954 | 90.955 | 91.154 | ||
3 | 2009.11.04 11:30 | modify | 1 | 1.00 | 90.954 | 90.958 | 91.154 | ||
4 | 2009.11.04 11:30 | modify | 1 | 1.00 | 90.954 | 90.960 | 91.154 | ||
5 | 2009.11.04 11:30 | modify | 1 | 1.00 | 90.954 | 90.963 | 91.154 | ||
6 | 2009.11.04 11:30 | modify | 1 | 1.00 | 90.954 | 90.966 | 91.154 | ||
7 | 2009.11.04 11:30 | modify | 1 | 1.00 | 90.954 | 90.968 | 91.154 | ||
8 | 2009.11.04 11:30 | modify | 1 | 1.00 | 90.954 | 90.971 | 91.154 | ||
9 | 2009.11.04 11:30 | modify | 1 | 1.00 | 90.954 | 90.974 | 91.154 | ||
10 | 2009.11.04 11:30 | modify | 1 | 1.00 | 90.954 | 90.976 | 91.154 | ||
11 | 2009.11.04 11:30 | modify | 1 | 1.00 | 90.954 | 90.979 | 91.154 | ||
12 | 2009.11.04 11:30 | modify | 1 | 1.00 | 90.954 | 90.982 | 91.154 | ||
13 | 2009.11.04 11:30 | modify | 1 | 1.00 | 90.954 | 90.984 | 91.154 | ||
14 | 2009.11.04 11:30 | modify | 1 | 1.00 | 90.954 | 90.987 | 91.154 | ||
15 | 2009.11.04 11:30 | modify | 1 | 1.00 | 90.954 | 90.988 | 91.154 | ||
16 | 2009.11.04 11:30 | modify | 1 | 1.00 | 90.954 | 90.989 | 91.154 | ||
17 | 2009.11.04 11:30 | modify | 1 | 1.00 | 90.954 | 90.990 | 91.154 | ||
18 | 2009.11.04 11:30 | modify | 1 | 1.00 | 90.954 | 90.991 | 91.154 | ||
19 | 2009.11.04 11:30 | modify | 1 | 1.00 | 90.954 | 90.992 | 91.154 | ||
20 | 2009.11.04 11:30 | modify | 1 | 1.00 | 90.954 | 90.993 | 91.154 | ||
21 | 2009.11.04 11:30 | modify | 1 | 1.00 | 90.954 | 90.994 | 91.154 | ||
22 | 2009.11.04 11:30 | modify | 1 | 1.00 | 90.954 | 90.995 | 91.154 | ||
23 | 2009.11.04 11:30 | modify | 1 | 1.00 | 90.954 | 90.996 | 91.154 | ||
24 | 2009.11.04 11:31 | modify | 1 | 1.00 | 90.954 | 90.997 | 91.154 | ||
25 | 2009.11.04 11:32 | s/l | 1 | 1.00 | 90.997 | 90.997 | 91.154 | 47.26 | 10047.26 |
26 | 2009.11.05 06:00 | sell | 2 | 1.00 | 90.340 | 90.440 | 90.140 | ||
27 | 2009.11.05 06:18 | s/l | 2 | 1.00 | 90.440 | 90.440 | 90.140 | -110.57 | 9936.69 |
28 | 2009.11.05 21:00 | buy | 3 | 1.00 | 90.793 | 90.693 | 90.993 | ||
29 | 2009.11.06 00:32 | modify | 3 | 1.00 | 90.793 | 90.793 | 90.993 | ||
30 | 2009.11.06 00:32 | modify | 3 | 1.00 | 90.793 | 90.794 | 90.993 | ||
31 | 2009.11.06 00:33 | modify | 3 | 1.00 | 90.793 | 90.795 | 90.993 | ||
32 | 2009.11.06 00:33 | modify | 3 | 1.00 | 90.793 | 90.797 | 90.993 | ||
33 | 2009.11.06 00:33 | modify | 3 | 1.00 | 90.793 | 90.798 | 90.993 | ||
34 | 2009.11.06 00:33 | modify | 3 | 1.00 | 90.793 | 90.800 | 90.993 | ||
35 | 2009.11.06 00:33 | modify | 3 | 1.00 | 90.793 | 90.801 | 90.993 | ||
36 | 2009.11.06 00:33 | modify | 3 | 1.00 | 90.793 | 90.802 | 90.993 | ||
37 | 2009.11.06 00:33 | modify | 3 | 1.00 | 90.793 | 90.804 | 90.993 | ||
38 | 2009.11.06 00:33 | modify | 3 | 1.00 | 90.793 | 90.805 | 90.993 | ||
39 | 2009.11.06 00:33 | modify | 3 | 1.00 | 90.793 | 90.807 | 90.993 | ||
40 | 2009.11.06 00:33 | modify | 3 | 1.00 | 90.793 | 90.808 | 90.993 | ||
41 | 2009.11.06 00:33 | modify | 3 | 1.00 | 90.793 | 90.810 | 90.993 | ||
42 | 2009.11.06 00:33 | modify | 3 | 1.00 | 90.793 | 90.811 | 90.993 | ||
43 | 2009.11.06 00:37 | s/l | 3 | 1.00 | 90.811 | 90.811 | 90.993 | 20.26 | 9956.95 |
44 | 2009.11.06 15:00 | sell | 4 | 1.00 | 90.120 | 90.220 | 89.920 | ||
45 | 2009.11.06 15:12 | s/l | 4 | 1.00 | 90.220 | 90.220 | 89.920 | -110.84 | 9846.11 |
46 | 2009.11.12 16:00 | buy | 5 | 1.00 | 90.315 | 90.215 | 90.515 | ||
47 | 2009.11.12 16:08 | modify | 5 | 1.00 | 90.315 | 90.316 | 90.515 | ||
48 | 2009.11.12 16:11 | modify | 5 | 1.00 | 90.315 | 90.317 | 90.515 | ||
49 | 2009.11.12 16:11 | modify | 5 | 1.00 | 90.315 | 90.320 | 90.515 | ||
50 | 2009.11.12 16:11 | modify | 5 | 1.00 | 90.315 | 90.322 | 90.515 | ||
51 | 2009.11.12 16:11 | modify | 5 | 1.00 | 90.315 | 90.325 | 90.515 | ||
52 | 2009.11.12 16:12 | modify | 5 | 1.00 | 90.315 | 90.327 | 90.515 | ||
53 | 2009.11.12 16:12 | modify | 5 | 1.00 | 90.315 | 90.329 | 90.515 | ||
54 | 2009.11.12 16:12 | modify | 5 | 1.00 | 90.315 | 90.331 | 90.515 | ||
55 | 2009.11.12 16:12 | modify | 5 | 1.00 | 90.315 | 90.333 | 90.515 | ||
56 | 2009.11.12 16:12 | modify | 5 | 1.00 | 90.315 | 90.335 | 90.515 | ||
57 | 2009.11.12 16:12 | modify | 5 | 1.00 | 90.315 | 90.337 | 90.515 | ||
58 | 2009.11.12 16:12 | modify | 5 | 1.00 | 90.315 | 90.339 | 90.515 | ||
59 | 2009.11.12 16:12 | modify | 5 | 1.00 | 90.315 | 90.341 | 90.515 | ||
60 | 2009.11.12 16:12 | modify | 5 | 1.00 | 90.315 | 90.343 | 90.515 | ||
61 | 2009.11.12 16:13 | modify | 5 | 1.00 | 90.315 | 90.345 | 90.515 | ||
62 | 2009.11.12 16:13 | modify | 5 | 1.00 | 90.315 | 90.347 | 90.515 | ||
63 | 2009.11.12 16:13 | modify | 5 | 1.00 | 90.315 | 90.350 | 90.515 | ||
64 | 2009.11.12 16:13 | modify | 5 | 1.00 | 90.315 | 90.352 | 90.515 | ||
65 | 2009.11.12 16:13 | modify | 5 | 1.00 | 90.315 | 90.354 | 90.515 | ||
66 | 2009.11.12 16:13 | modify | 5 | 1.00 | 90.315 | 90.356 | 90.515 | ||
67 | 2009.11.12 16:13 | modify | 5 | 1.00 | 90.315 | 90.358 | 90.515 | ||
68 | 2009.11.12 16:13 | modify | 5 | 1.00 | 90.315 | 90.360 | 90.515 | ||
69 | 2009.11.12 16:14 | s/l | 5 | 1.00 | 90.360 | 90.360 | 90.515 | 49.80 | 9895.91 |
70 | 2009.11.13 14:00 | sell | 6 | 1.00 | 89.800 | 89.900 | 89.600 | ||
71 | 2009.11.13 14:28 | modify | 6 | 1.00 | 89.800 | 89.796 | 89.600 | ||
72 | 2009.11.13 14:28 | modify | 6 | 1.00 | 89.800 | 89.790 | 89.600 | ||
73 | 2009.11.13 14:28 | modify | 6 | 1.00 | 89.800 | 89.785 | 89.600 | ||
74 | 2009.11.13 14:29 | s/l | 6 | 1.00 | 89.785 | 89.785 | 89.600 | 16.71 | 9912.62 |