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 | Lots=0.1; StopLoss=0; TrailingStop=0; TakeProfit=40; mafastperiod=5; mafastshift=-1; mafastmethod=0; mafastprice=0; maslowperiod=8; maslowshift=0; maslowmethod=0; maslowprice=1; | ||||
Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
Mismatched charts errors | 113 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 93.11 | Gross profit | 206.68 | Gross loss | -113.58 |
Profit factor | 1.82 | Expected payoff | 1.69 | ||
Absolute drawdown | 136.72 | Maximal drawdown | 211.28 (2.10%) | Relative drawdown | 2.10% (211.28) |
Total trades | 55 | Short positions (won %) | 22 (86.36%) | Long positions (won %) | 33 (84.85%) |
Profit trades (% of total) | 47 (85.45%) | Loss trades (% of total) | 8 (14.55%) | ||
Largest | profit trade | 4.65 | loss trade | -26.07 | |
Average | profit trade | 4.40 | loss trade | -14.20 | |
Maximum | consecutive wins (profit in money) | 12 (54.78) | consecutive losses (loss in money) | 2 (-32.81) | |
Maximal | consecutive profit (count of wins) | 54.78 (12) | consecutive loss (count of losses) | -32.81 (2) | |
Average | consecutive wins | 7 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 02:00 | buy | 1 | 0.10 | 90.473 | 0.000 | 90.513 | ||
2 | 2009.11.03 05:00 | close | 1 | 0.10 | 90.281 | 0.000 | 90.513 | -21.27 | 9978.73 |
3 | 2009.11.03 05:00 | sell | 2 | 0.10 | 90.281 | 0.000 | 90.241 | ||
4 | 2009.11.03 05:32 | t/p | 2 | 0.10 | 90.241 | 0.000 | 90.241 | 4.43 | 9983.16 |
5 | 2009.11.03 15:00 | buy | 3 | 0.10 | 90.197 | 0.000 | 90.237 | ||
6 | 2009.11.03 15:01 | t/p | 3 | 0.10 | 90.237 | 0.000 | 90.237 | 4.43 | 9987.59 |
7 | 2009.11.04 00:00 | sell | 4 | 0.10 | 90.328 | 0.000 | 90.288 | ||
8 | 2009.11.04 00:06 | t/p | 4 | 0.10 | 90.288 | 0.000 | 90.288 | 4.43 | 9992.02 |
9 | 2009.11.04 07:00 | buy | 5 | 0.10 | 90.380 | 0.000 | 90.420 | ||
10 | 2009.11.04 07:27 | t/p | 5 | 0.10 | 90.420 | 0.000 | 90.420 | 4.42 | 9996.44 |
11 | 2009.11.04 20:00 | buy | 6 | 0.10 | 90.890 | 0.000 | 90.930 | ||
12 | 2009.11.04 20:05 | t/p | 6 | 0.10 | 90.930 | 0.000 | 90.930 | 4.40 | 10000.84 |
13 | 2009.11.05 14:00 | buy | 7 | 0.10 | 90.467 | 0.000 | 90.507 | ||
14 | 2009.11.05 14:32 | t/p | 7 | 0.10 | 90.507 | 0.000 | 90.507 | 4.42 | 10005.26 |
15 | 2009.11.06 03:00 | sell | 8 | 0.10 | 90.646 | 0.000 | 90.606 | ||
16 | 2009.11.06 03:20 | t/p | 8 | 0.10 | 90.606 | 0.000 | 90.606 | 4.41 | 10009.67 |
17 | 2009.11.06 13:00 | buy | 9 | 0.10 | 90.691 | 0.000 | 90.731 | ||
18 | 2009.11.06 14:26 | t/p | 9 | 0.10 | 90.731 | 0.000 | 90.731 | 4.41 | 10014.08 |
19 | 2009.11.09 01:00 | buy | 10 | 0.10 | 89.895 | 0.000 | 89.935 | ||
20 | 2009.11.09 01:44 | t/p | 10 | 0.10 | 89.935 | 0.000 | 89.935 | 4.45 | 10018.53 |
21 | 2009.11.09 19:00 | buy | 11 | 0.10 | 90.019 | 0.000 | 90.059 | ||
22 | 2009.11.09 20:22 | t/p | 11 | 0.10 | 90.059 | 0.000 | 90.059 | 4.44 | 10022.97 |
23 | 2009.11.10 01:00 | sell | 12 | 0.10 | 89.852 | 0.000 | 89.812 | ||
24 | 2009.11.10 03:00 | close | 12 | 0.10 | 90.027 | 0.000 | 89.812 | -19.44 | 10003.53 |
25 | 2009.11.10 03:00 | buy | 13 | 0.10 | 90.027 | 0.000 | 90.067 | ||
26 | 2009.11.10 11:35 | t/p | 13 | 0.10 | 90.067 | 0.000 | 90.067 | 4.44 | 10007.97 |
27 | 2009.11.10 16:00 | sell | 14 | 0.10 | 89.830 | 0.000 | 89.790 | ||
28 | 2009.11.10 16:22 | t/p | 14 | 0.10 | 89.790 | 0.000 | 89.790 | 4.45 | 10012.42 |
29 | 2009.11.10 22:00 | buy | 15 | 0.10 | 89.865 | 0.000 | 89.905 | ||
30 | 2009.11.11 00:00 | buy | 16 | 0.10 | 89.804 | 0.000 | 89.844 | ||
31 | 2009.11.11 07:52 | t/p | 16 | 0.10 | 89.844 | 0.000 | 89.844 | 4.45 | 10016.87 |
32 | 2009.11.11 08:00 | buy | 17 | 0.10 | 89.823 | 0.000 | 89.863 | ||
33 | 2009.11.11 08:12 | t/p | 17 | 0.10 | 89.863 | 0.000 | 89.863 | 4.45 | 10021.32 |
34 | 2009.11.11 08:13 | t/p | 15 | 0.10 | 89.905 | 0.000 | 89.905 | 4.49 | 10025.81 |
35 | 2009.11.11 16:00 | sell | 18 | 0.10 | 89.892 | 0.000 | 89.852 | ||
36 | 2009.11.11 16:08 | t/p | 18 | 0.10 | 89.852 | 0.000 | 89.852 | 4.45 | 10030.26 |
37 | 2009.11.12 01:00 | buy | 19 | 0.10 | 89.935 | 0.000 | 89.975 | ||
38 | 2009.11.12 04:00 | buy | 20 | 0.10 | 89.865 | 0.000 | 89.905 | ||
39 | 2009.11.12 08:00 | buy | 21 | 0.10 | 89.890 | 0.000 | 89.930 | ||
40 | 2009.11.12 13:32 | t/p | 20 | 0.10 | 89.905 | 0.000 | 89.905 | 4.45 | 10034.71 |
41 | 2009.11.12 13:33 | t/p | 21 | 0.10 | 89.930 | 0.000 | 89.930 | 4.45 | 10039.16 |
42 | 2009.11.12 13:57 | t/p | 19 | 0.10 | 89.975 | 0.000 | 89.975 | 4.45 | 10043.61 |
43 | 2009.11.13 00:00 | sell | 22 | 0.10 | 90.379 | 0.000 | 90.339 | ||
44 | 2009.11.13 00:32 | t/p | 22 | 0.10 | 90.339 | 0.000 | 90.339 | 4.43 | 10048.04 |
45 | 2009.11.13 08:00 | buy | 23 | 0.10 | 90.391 | 0.000 | 90.431 | ||
46 | 2009.11.13 10:00 | close | 23 | 0.10 | 90.156 | 0.000 | 90.431 | -26.07 | 10021.97 |
47 | 2009.11.13 10:00 | sell | 24 | 0.10 | 90.156 | 0.000 | 90.116 | ||
48 | 2009.11.13 10:03 | t/p | 24 | 0.10 | 90.116 | 0.000 | 90.116 | 4.44 | 10026.41 |
49 | 2009.11.16 00:00 | buy | 25 | 0.10 | 89.576 | 0.000 | 89.616 | ||
50 | 2009.11.16 00:25 | t/p | 25 | 0.10 | 89.616 | 0.000 | 89.616 | 4.46 | 10030.87 |
51 | 2009.11.16 05:00 | sell | 26 | 0.10 | 89.635 | 0.000 | 89.595 | ||
52 | 2009.11.16 05:13 | t/p | 26 | 0.10 | 89.595 | 0.000 | 89.595 | 4.46 | 10035.33 |
53 | 2009.11.16 06:00 | buy | 27 | 0.10 | 89.590 | 0.000 | 89.630 | ||
54 | 2009.11.16 09:00 | close | 27 | 0.10 | 89.555 | 0.000 | 89.630 | -3.91 | 10031.42 |
55 | 2009.11.16 09:00 | sell | 28 | 0.10 | 89.555 | 0.000 | 89.515 | ||
56 | 2009.11.16 09:33 | t/p | 28 | 0.10 | 89.515 | 0.000 | 89.515 | 4.47 | 10035.89 |
57 | 2009.11.17 04:00 | buy | 29 | 0.10 | 89.081 | 0.000 | 89.121 | ||
58 | 2009.11.17 06:00 | close | 29 | 0.10 | 89.085 | 0.000 | 89.121 | 0.45 | 10036.34 |
59 | 2009.11.17 06:00 | sell | 30 | 0.10 | 89.085 | 0.000 | 89.045 | ||
60 | 2009.11.17 07:00 | close | 30 | 0.10 | 89.100 | 0.000 | 89.045 | -1.68 | 10034.66 |
61 | 2009.11.17 07:00 | buy | 31 | 0.10 | 89.100 | 0.000 | 89.140 | ||
62 | 2009.11.17 11:33 | t/p | 31 | 0.10 | 89.140 | 0.000 | 89.140 | 4.49 | 10039.15 |
63 | 2009.11.17 13:00 | buy | 32 | 0.10 | 89.155 | 0.000 | 89.195 | ||
64 | 2009.11.17 13:03 | t/p | 32 | 0.10 | 89.195 | 0.000 | 89.195 | 4.49 | 10043.64 |
65 | 2009.11.17 22:00 | sell | 33 | 0.10 | 89.294 | 0.000 | 89.254 | ||
66 | 2009.11.17 23:00 | t/p | 33 | 0.10 | 89.254 | 0.000 | 89.254 | 4.49 | 10048.13 |
67 | 2009.11.18 00:00 | buy | 34 | 0.10 | 89.350 | 0.000 | 89.390 | ||
68 | 2009.11.18 03:00 | buy | 35 | 0.10 | 89.315 | 0.000 | 89.355 | ||
69 | 2009.11.18 04:00 | close | 34 | 0.10 | 89.275 | 0.000 | 89.390 | -8.40 | 10039.73 |
70 | 2009.11.18 04:00 | sell | 36 | 0.10 | 89.275 | 0.000 | 89.235 | ||
71 | 2009.11.18 05:02 | t/p | 36 | 0.10 | 89.235 | 0.000 | 89.235 | 4.48 | 10044.21 |
72 | 2009.11.18 15:00 | buy | 37 | 0.10 | 89.225 | 0.000 | 89.265 | ||
73 | 2009.11.18 15:02 | t/p | 37 | 0.10 | 89.265 | 0.000 | 89.265 | 4.48 | 10048.69 |
74 | 2009.11.18 17:34 | t/p | 35 | 0.10 | 89.355 | 0.000 | 89.355 | 4.48 | 10053.17 |
75 | 2009.11.19 00:00 | sell | 38 | 0.10 | 89.302 | 0.000 | 89.262 | ||
76 | 2009.11.19 01:00 | sell | 39 | 0.10 | 89.385 | 0.000 | 89.345 | ||
77 | 2009.11.19 01:15 | t/p | 39 | 0.10 | 89.345 | 0.000 | 89.345 | 4.48 | 10057.65 |
78 | 2009.11.19 02:17 | t/p | 38 | 0.10 | 89.262 | 0.000 | 89.262 | 4.48 | 10062.13 |
79 | 2009.11.19 20:00 | buy | 40 | 0.10 | 88.939 | 0.000 | 88.979 | ||
80 | 2009.11.19 20:25 | t/p | 40 | 0.10 | 88.979 | 0.000 | 88.979 | 4.50 | 10066.63 |
81 | 2009.11.20 13:00 | buy | 41 | 0.10 | 88.905 | 0.000 | 88.945 | ||
82 | 2009.11.20 13:06 | t/p | 41 | 0.10 | 88.945 | 0.000 | 88.945 | 4.50 | 10071.13 |
83 | 2009.11.20 21:00 | sell | 42 | 0.10 | 88.950 | 0.000 | 88.910 | ||
84 | 2009.11.20 22:00 | close | 42 | 0.10 | 89.034 | 0.000 | 88.910 | -9.43 | 10061.70 |
85 | 2009.11.20 22:00 | buy | 43 | 0.10 | 89.034 | 0.000 | 89.074 | ||
86 | 2009.11.23 13:00 | buy | 44 | 0.10 | 88.853 | 0.000 | 88.893 | ||
87 | 2009.11.23 15:00 | close | 43 | 0.10 | 88.826 | 0.000 | 89.074 | -23.38 | 10038.33 |
88 | 2009.11.23 15:00 | sell | 45 | 0.10 | 88.826 | 0.000 | 88.786 | ||
89 | 2009.11.23 15:13 | t/p | 45 | 0.10 | 88.786 | 0.000 | 88.786 | 4.51 | 10042.84 |
90 | 2009.11.23 16:00 | t/p | 44 | 0.10 | 88.893 | 0.000 | 88.893 | 4.50 | 10047.34 |
91 | 2009.11.23 23:00 | sell | 46 | 0.10 | 88.954 | 0.000 | 88.914 | ||
92 | 2009.11.24 00:00 | sell | 47 | 0.10 | 89.041 | 0.000 | 89.001 | ||
93 | 2009.11.24 00:37 | t/p | 47 | 0.10 | 89.001 | 0.000 | 89.001 | 4.50 | 10051.84 |
94 | 2009.11.24 00:58 | t/p | 46 | 0.10 | 88.914 | 0.000 | 88.914 | 4.42 | 10056.26 |
95 | 2009.11.24 22:00 | buy | 48 | 0.10 | 88.539 | 0.000 | 88.579 | ||
96 | 2009.11.25 00:40 | t/p | 48 | 0.10 | 88.579 | 0.000 | 88.579 | 4.56 | 10060.83 |
97 | 2009.11.25 02:00 | sell | 49 | 0.10 | 88.466 | 0.000 | 88.426 | ||
98 | 2009.11.25 02:02 | t/p | 49 | 0.10 | 88.426 | 0.000 | 88.426 | 4.52 | 10065.35 |
99 | 2009.11.26 12:00 | buy | 50 | 0.10 | 86.773 | 0.000 | 86.813 | ||
100 | 2009.11.26 12:13 | t/p | 50 | 0.10 | 86.813 | 0.000 | 86.813 | 4.60 | 10069.95 |
101 | 2009.11.26 14:00 | sell | 51 | 0.10 | 86.668 | 0.000 | 86.628 | ||
102 | 2009.11.26 14:51 | t/p | 51 | 0.10 | 86.628 | 0.000 | 86.628 | 4.61 | 10074.56 |
103 | 2009.11.26 23:00 | buy | 52 | 0.10 | 86.591 | 0.000 | 86.631 | ||
104 | 2009.11.27 06:00 | buy | 53 | 0.10 | 86.377 | 0.000 | 86.417 | ||
105 | 2009.11.27 08:00 | buy | 54 | 0.10 | 85.918 | 0.000 | 85.958 | ||
106 | 2009.11.27 08:09 | t/p | 54 | 0.10 | 85.958 | 0.000 | 85.958 | 4.65 | 10079.21 |
107 | 2009.11.27 09:10 | t/p | 53 | 0.10 | 86.417 | 0.000 | 86.417 | 4.63 | 10083.84 |
108 | 2009.11.27 11:15 | t/p | 52 | 0.10 | 86.631 | 0.000 | 86.631 | 4.65 | 10088.49 |
109 | 2009.11.27 22:00 | sell | 55 | 0.10 | 86.563 | 0.000 | 86.523 | ||
110 | 2009.11.27 22:17 | t/p | 55 | 0.10 | 86.523 | 0.000 | 86.523 | 4.62 | 10093.11 |