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=60; Lots=0.01; InitialStop=0; TrailingStop=0.5; MaxTrades=8; Pips=5; SecureProfit=4; AccountProtection=1; OrderstoProtect=3; ReverseCondition=0; mm=0; risk=12; AccountisNormal=0; | ||||
Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
Mismatched charts errors | 113 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -9901.44 | Gross profit | 1008.76 | Gross loss | -10910.20 |
Profit factor | 0.09 | Expected payoff | -122.24 | ||
Absolute drawdown | 9901.44 | Maximal drawdown | 10950.23 (99.11%) | Relative drawdown | 99.11% (10950.23) |
Total trades | 81 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 81 (90.12%) |
Profit trades (% of total) | 73 (90.12%) | Loss trades (% of total) | 8 (9.88%) | ||
Largest | profit trade | 85.19 | loss trade | -5468.19 | |
Average | profit trade | 13.82 | loss trade | -1363.77 | |
Maximum | consecutive wins (profit in money) | 73 (1008.76) | consecutive losses (loss in money) | 8 (-10910.20) | |
Maximal | consecutive profit (count of wins) | 1008.76 (73) | consecutive loss (count of losses) | -10910.20 (8) | |
Average | consecutive wins | 73 | consecutive losses | 8 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 02:00 | buy | 1 | 0.01 | 90.473 | 0.000 | 90.533 | ||
2 | 2009.11.03 02:00 | buy | 2 | 0.02 | 90.468 | 0.000 | 90.528 | ||
3 | 2009.11.03 02:00 | buy | 3 | 0.04 | 90.461 | 0.000 | 90.521 | ||
4 | 2009.11.03 02:00 | buy | 4 | 0.08 | 90.454 | 0.000 | 90.514 | ||
5 | 2009.11.03 02:00 | buy | 5 | 0.16 | 90.448 | 0.000 | 90.508 | ||
6 | 2009.11.03 02:00 | buy | 6 | 0.32 | 90.441 | 0.000 | 90.501 | ||
7 | 2009.11.03 02:00 | buy | 7 | 0.64 | 90.436 | 0.000 | 90.496 | ||
8 | 2009.11.03 02:00 | buy | 8 | 1.28 | 90.429 | 0.000 | 90.489 | ||
9 | 2009.11.03 16:01 | t/p | 8 | 1.28 | 90.489 | 0.000 | 90.489 | 84.87 | 10084.87 |
10 | 2009.11.03 16:01 | close | 7 | 0.64 | 90.489 | 0.000 | 90.496 | 37.49 | 10122.36 |
11 | 2009.11.03 16:01 | close | 6 | 0.32 | 90.491 | 0.000 | 90.501 | 17.68 | 10140.04 |
12 | 2009.11.03 16:01 | close | 5 | 0.16 | 90.492 | 0.000 | 90.508 | 7.78 | 10147.82 |
13 | 2009.11.03 16:01 | close | 4 | 0.08 | 90.494 | 0.000 | 90.514 | 3.54 | 10151.36 |
14 | 2009.11.03 16:01 | close | 3 | 0.04 | 90.493 | 0.000 | 90.521 | 1.41 | 10152.77 |
15 | 2009.11.03 16:01 | close | 2 | 0.02 | 90.494 | 0.000 | 90.528 | 0.57 | 10153.34 |
16 | 2009.11.03 16:01 | close | 1 | 0.01 | 90.493 | 0.000 | 90.533 | 0.22 | 10153.56 |
17 | 2009.11.03 16:01 | buy | 9 | 0.01 | 90.512 | 0.000 | 90.572 | ||
18 | 2009.11.03 16:01 | buy | 10 | 0.02 | 90.507 | 0.000 | 90.567 | ||
19 | 2009.11.03 16:01 | buy | 11 | 0.04 | 90.501 | 0.000 | 90.561 | ||
20 | 2009.11.03 16:02 | t/p | 11 | 0.04 | 90.561 | 0.000 | 90.561 | 2.65 | 10156.21 |
21 | 2009.11.03 16:02 | close | 10 | 0.02 | 90.561 | 0.000 | 90.567 | 1.19 | 10157.40 |
22 | 2009.11.03 16:02 | close | 9 | 0.01 | 90.562 | 0.000 | 90.572 | 0.55 | 10157.95 |
23 | 2009.11.03 16:02 | buy | 12 | 0.01 | 90.584 | 0.000 | 90.644 | ||
24 | 2009.11.03 16:03 | buy | 13 | 0.02 | 90.578 | 0.000 | 90.638 | ||
25 | 2009.11.03 16:03 | buy | 14 | 0.04 | 90.573 | 0.000 | 90.633 | ||
26 | 2009.11.03 16:04 | buy | 15 | 0.08 | 90.567 | 0.000 | 90.627 | ||
27 | 2009.11.03 16:04 | buy | 16 | 0.16 | 90.561 | 0.000 | 90.621 | ||
28 | 2009.11.03 16:04 | buy | 17 | 0.32 | 90.555 | 0.000 | 90.615 | ||
29 | 2009.11.03 16:04 | buy | 18 | 0.64 | 90.549 | 0.000 | 90.609 | ||
30 | 2009.11.03 16:04 | buy | 19 | 1.28 | 90.543 | 0.000 | 90.603 | ||
31 | 2009.11.04 09:12 | t/p | 19 | 1.28 | 90.603 | 0.000 | 90.603 | 85.19 | 10243.14 |
32 | 2009.11.04 09:12 | close | 18 | 0.64 | 90.603 | 0.000 | 90.609 | 38.35 | 10281.49 |
33 | 2009.11.04 09:12 | close | 17 | 0.32 | 90.604 | 0.000 | 90.615 | 17.42 | 10298.91 |
34 | 2009.11.04 09:12 | close | 16 | 0.16 | 90.605 | 0.000 | 90.621 | 7.82 | 10306.73 |
35 | 2009.11.04 09:12 | close | 15 | 0.08 | 90.606 | 0.000 | 90.627 | 3.47 | 10310.20 |
36 | 2009.11.04 09:12 | close | 14 | 0.04 | 90.607 | 0.000 | 90.633 | 1.51 | 10311.71 |
37 | 2009.11.04 09:12 | close | 13 | 0.02 | 90.608 | 0.000 | 90.638 | 0.67 | 10312.38 |
38 | 2009.11.04 09:12 | close | 12 | 0.01 | 90.609 | 0.000 | 90.644 | 0.28 | 10312.66 |
39 | 2009.11.04 09:13 | buy | 20 | 0.01 | 90.630 | 0.000 | 90.690 | ||
40 | 2009.11.04 09:13 | buy | 21 | 0.02 | 90.624 | 0.000 | 90.684 | ||
41 | 2009.11.04 09:13 | buy | 22 | 0.04 | 90.618 | 0.000 | 90.678 | ||
42 | 2009.11.04 09:14 | buy | 23 | 0.08 | 90.612 | 0.000 | 90.672 | ||
43 | 2009.11.04 09:14 | buy | 24 | 0.16 | 90.606 | 0.000 | 90.666 | ||
44 | 2009.11.04 09:18 | t/p | 24 | 0.16 | 90.666 | 0.000 | 90.666 | 10.59 | 10323.25 |
45 | 2009.11.04 09:18 | close | 23 | 0.08 | 90.666 | 0.000 | 90.672 | 4.76 | 10328.01 |
46 | 2009.11.04 09:18 | close | 22 | 0.04 | 90.668 | 0.000 | 90.678 | 2.21 | 10330.22 |
47 | 2009.11.04 09:18 | close | 21 | 0.02 | 90.670 | 0.000 | 90.684 | 1.01 | 10331.23 |
48 | 2009.11.04 09:18 | close | 20 | 0.01 | 90.671 | 0.000 | 90.690 | 0.45 | 10331.68 |
49 | 2009.11.04 09:18 | buy | 25 | 0.01 | 90.693 | 0.000 | 90.753 | ||
50 | 2009.11.04 09:19 | buy | 26 | 0.02 | 90.687 | 0.000 | 90.747 | ||
51 | 2009.11.04 09:19 | buy | 27 | 0.04 | 90.681 | 0.000 | 90.741 | ||
52 | 2009.11.04 09:19 | buy | 28 | 0.08 | 90.674 | 0.000 | 90.734 | ||
53 | 2009.11.04 09:19 | buy | 29 | 0.16 | 90.639 | 0.000 | 90.699 | ||
54 | 2009.11.04 09:30 | t/p | 29 | 0.16 | 90.699 | 0.000 | 90.699 | 10.58 | 10342.26 |
55 | 2009.11.04 09:30 | close | 28 | 0.08 | 90.700 | 0.000 | 90.734 | 2.29 | 10344.55 |
56 | 2009.11.04 09:30 | close | 27 | 0.04 | 90.701 | 0.000 | 90.741 | 0.88 | 10345.43 |
57 | 2009.11.04 09:30 | close | 26 | 0.02 | 90.702 | 0.000 | 90.747 | 0.33 | 10345.76 |
58 | 2009.11.04 09:30 | close | 25 | 0.01 | 90.703 | 0.000 | 90.753 | 0.11 | 10345.87 |
59 | 2009.11.04 09:30 | buy | 30 | 0.01 | 90.722 | 0.000 | 90.782 | ||
60 | 2009.11.04 09:30 | buy | 31 | 0.02 | 90.716 | 0.000 | 90.776 | ||
61 | 2009.11.04 09:37 | t/p | 31 | 0.02 | 90.776 | 0.000 | 90.776 | 1.32 | 10347.19 |
62 | 2009.11.04 09:37 | close | 30 | 0.01 | 90.776 | 0.000 | 90.782 | 0.59 | 10347.78 |
63 | 2009.11.04 09:37 | buy | 32 | 0.01 | 90.798 | 0.000 | 90.858 | ||
64 | 2009.11.04 09:39 | buy | 33 | 0.02 | 90.793 | 0.000 | 90.853 | ||
65 | 2009.11.04 09:41 | buy | 34 | 0.04 | 90.787 | 0.000 | 90.847 | ||
66 | 2009.11.04 09:41 | buy | 35 | 0.08 | 90.781 | 0.000 | 90.841 | ||
67 | 2009.11.04 09:42 | buy | 36 | 0.16 | 90.775 | 0.000 | 90.835 | ||
68 | 2009.11.04 09:42 | buy | 37 | 0.32 | 90.769 | 0.000 | 90.829 | ||
69 | 2009.11.04 09:42 | buy | 38 | 0.64 | 90.763 | 0.000 | 90.823 | ||
70 | 2009.11.04 09:42 | buy | 39 | 1.28 | 90.757 | 0.000 | 90.817 | ||
71 | 2009.11.04 10:41 | t/p | 39 | 1.28 | 90.817 | 0.000 | 90.817 | 84.57 | 10432.35 |
72 | 2009.11.04 10:41 | close | 38 | 0.64 | 90.817 | 0.000 | 90.823 | 38.05 | 10470.40 |
73 | 2009.11.04 10:41 | close | 37 | 0.32 | 90.819 | 0.000 | 90.829 | 17.62 | 10488.02 |
74 | 2009.11.04 10:41 | close | 36 | 0.16 | 90.820 | 0.000 | 90.835 | 7.93 | 10495.95 |
75 | 2009.11.04 10:41 | close | 35 | 0.08 | 90.822 | 0.000 | 90.841 | 3.61 | 10499.56 |
76 | 2009.11.04 10:41 | close | 34 | 0.04 | 90.824 | 0.000 | 90.847 | 1.63 | 10501.19 |
77 | 2009.11.04 10:41 | close | 33 | 0.02 | 90.823 | 0.000 | 90.853 | 0.66 | 10501.85 |
78 | 2009.11.04 10:41 | close | 32 | 0.01 | 90.824 | 0.000 | 90.858 | 0.29 | 10502.14 |
79 | 2009.11.04 10:41 | buy | 40 | 0.01 | 90.842 | 0.000 | 90.902 | ||
80 | 2009.11.04 10:41 | buy | 41 | 0.02 | 90.837 | 0.000 | 90.897 | ||
81 | 2009.11.04 10:51 | t/p | 41 | 0.02 | 90.897 | 0.000 | 90.897 | 1.32 | 10503.46 |
82 | 2009.11.04 10:51 | close | 40 | 0.01 | 90.897 | 0.000 | 90.902 | 0.61 | 10504.07 |
83 | 2009.11.04 10:51 | buy | 42 | 0.01 | 90.916 | 0.000 | 90.976 | ||
84 | 2009.11.04 10:51 | buy | 43 | 0.02 | 90.910 | 0.000 | 90.970 | ||
85 | 2009.11.04 11:02 | buy | 44 | 0.04 | 90.904 | 0.000 | 90.964 | ||
86 | 2009.11.04 11:02 | buy | 45 | 0.08 | 90.898 | 0.000 | 90.958 | ||
87 | 2009.11.04 11:02 | buy | 46 | 0.16 | 90.891 | 0.000 | 90.951 | ||
88 | 2009.11.04 11:02 | buy | 47 | 0.32 | 90.885 | 0.000 | 90.945 | ||
89 | 2009.11.04 11:29 | t/p | 47 | 0.32 | 90.945 | 0.000 | 90.945 | 21.11 | 10525.18 |
90 | 2009.11.04 11:29 | close | 46 | 0.16 | 90.945 | 0.000 | 90.951 | 9.50 | 10534.68 |
91 | 2009.11.04 11:29 | close | 45 | 0.08 | 90.946 | 0.000 | 90.958 | 4.22 | 10538.90 |
92 | 2009.11.04 11:29 | close | 44 | 0.04 | 90.947 | 0.000 | 90.964 | 1.89 | 10540.79 |
93 | 2009.11.04 11:29 | close | 43 | 0.02 | 90.948 | 0.000 | 90.970 | 0.84 | 10541.63 |
94 | 2009.11.04 11:29 | close | 42 | 0.01 | 90.949 | 0.000 | 90.976 | 0.36 | 10541.99 |
95 | 2009.11.04 11:29 | buy | 48 | 0.01 | 90.970 | 0.000 | 91.030 | ||
96 | 2009.11.04 11:30 | t/p | 48 | 0.01 | 91.030 | 0.000 | 91.030 | 0.66 | 10542.65 |
97 | 2009.11.04 11:30 | buy | 49 | 0.01 | 91.050 | 0.000 | 91.110 | ||
98 | 2009.11.04 11:31 | buy | 50 | 0.02 | 91.044 | 0.000 | 91.104 | ||
99 | 2009.11.04 11:31 | buy | 51 | 0.04 | 91.038 | 0.000 | 91.098 | ||
100 | 2009.11.04 11:31 | buy | 52 | 0.08 | 91.032 | 0.000 | 91.092 | ||
101 | 2009.11.04 11:31 | buy | 53 | 0.16 | 91.026 | 0.000 | 91.086 | ||
102 | 2009.11.04 11:31 | buy | 54 | 0.32 | 91.020 | 0.000 | 91.080 | ||
103 | 2009.11.04 11:32 | buy | 55 | 0.64 | 91.013 | 0.000 | 91.073 | ||
104 | 2009.11.04 11:32 | buy | 56 | 1.28 | 91.007 | 0.000 | 91.067 | ||
105 | 2009.11.04 20:15 | t/p | 56 | 1.28 | 91.067 | 0.000 | 91.067 | 84.33 | 10626.98 |
106 | 2009.11.04 20:15 | close | 55 | 0.64 | 91.067 | 0.000 | 91.073 | 37.95 | 10664.93 |
107 | 2009.11.04 20:15 | close | 54 | 0.32 | 91.072 | 0.000 | 91.080 | 18.27 | 10683.20 |
108 | 2009.11.04 20:15 | close | 53 | 0.16 | 91.076 | 0.000 | 91.086 | 8.78 | 10691.98 |
109 | 2009.11.04 20:15 | close | 52 | 0.08 | 91.081 | 0.000 | 91.092 | 4.30 | 10696.28 |
110 | 2009.11.04 20:15 | close | 51 | 0.04 | 91.086 | 0.000 | 91.098 | 2.11 | 10698.39 |
111 | 2009.11.04 20:15 | close | 50 | 0.02 | 91.091 | 0.000 | 91.104 | 1.03 | 10699.42 |
112 | 2009.11.04 20:15 | close | 49 | 0.01 | 91.096 | 0.000 | 91.110 | 0.50 | 10699.92 |
113 | 2009.11.04 20:15 | buy | 57 | 0.01 | 91.120 | 0.000 | 91.180 | ||
114 | 2009.11.04 20:15 | t/p | 57 | 0.01 | 91.180 | 0.000 | 91.180 | 0.66 | 10700.58 |
115 | 2009.11.04 20:15 | buy | 58 | 0.01 | 91.202 | 0.000 | 91.262 | ||
116 | 2009.11.04 20:15 | buy | 59 | 0.02 | 91.196 | 0.000 | 91.256 | ||
117 | 2009.11.04 20:15 | buy | 60 | 0.04 | 91.190 | 0.000 | 91.250 | ||
118 | 2009.11.04 20:15 | buy | 61 | 0.08 | 91.184 | 0.000 | 91.244 | ||
119 | 2009.11.04 20:15 | buy | 62 | 0.16 | 91.178 | 0.000 | 91.238 | ||
120 | 2009.11.04 20:15 | buy | 63 | 0.32 | 91.172 | 0.000 | 91.232 | ||
121 | 2009.11.04 20:15 | buy | 64 | 0.64 | 91.166 | 0.000 | 91.226 | ||
122 | 2009.11.04 20:15 | buy | 65 | 1.28 | 91.160 | 0.000 | 91.220 | ||
123 | 2009.11.04 20:15 | t/p | 65 | 1.28 | 91.220 | 0.000 | 91.220 | 84.19 | 10784.77 |
124 | 2009.11.04 20:15 | close | 64 | 0.64 | 91.221 | 0.000 | 91.226 | 38.59 | 10823.36 |
125 | 2009.11.04 20:15 | close | 63 | 0.32 | 91.222 | 0.000 | 91.232 | 17.54 | 10840.90 |
126 | 2009.11.04 20:16 | close | 62 | 0.16 | 91.224 | 0.000 | 91.238 | 8.07 | 10848.97 |
127 | 2009.11.04 20:16 | close | 61 | 0.08 | 91.221 | 0.000 | 91.244 | 3.24 | 10852.21 |
128 | 2009.11.04 20:16 | close | 60 | 0.04 | 91.218 | 0.000 | 91.250 | 1.23 | 10853.44 |
129 | 2009.11.04 20:16 | close | 59 | 0.02 | 91.215 | 0.000 | 91.256 | 0.42 | 10853.86 |
130 | 2009.11.04 20:16 | close | 58 | 0.01 | 91.212 | 0.000 | 91.262 | 0.11 | 10853.97 |
131 | 2009.11.04 20:16 | buy | 66 | 0.01 | 91.229 | 0.000 | 91.289 | ||
132 | 2009.11.04 20:16 | buy | 67 | 0.02 | 91.223 | 0.000 | 91.283 | ||
133 | 2009.11.04 20:16 | buy | 68 | 0.04 | 91.217 | 0.000 | 91.277 | ||
134 | 2009.11.04 20:16 | buy | 69 | 0.08 | 91.211 | 0.000 | 91.271 | ||
135 | 2009.11.04 20:16 | buy | 70 | 0.16 | 91.205 | 0.000 | 91.265 | ||
136 | 2009.11.04 20:16 | buy | 71 | 0.32 | 91.199 | 0.000 | 91.259 | ||
137 | 2009.11.04 20:16 | buy | 72 | 0.64 | 91.193 | 0.000 | 91.253 | ||
138 | 2009.11.04 20:16 | buy | 73 | 1.28 | 91.187 | 0.000 | 91.247 | ||
139 | 2009.11.04 20:22 | t/p | 73 | 1.28 | 91.247 | 0.000 | 91.247 | 84.17 | 10938.14 |
140 | 2009.11.04 20:22 | close | 72 | 0.64 | 91.247 | 0.000 | 91.253 | 37.88 | 10976.02 |
141 | 2009.11.04 20:22 | close | 71 | 0.32 | 91.250 | 0.000 | 91.259 | 17.88 | 10993.90 |
142 | 2009.11.04 20:22 | close | 70 | 0.16 | 91.252 | 0.000 | 91.265 | 8.24 | 11002.14 |
143 | 2009.11.04 20:22 | close | 69 | 0.08 | 91.254 | 0.000 | 91.271 | 3.77 | 11005.91 |
144 | 2009.11.04 20:22 | close | 68 | 0.04 | 91.256 | 0.000 | 91.277 | 1.71 | 11007.62 |
145 | 2009.11.04 20:22 | close | 67 | 0.02 | 91.259 | 0.000 | 91.283 | 0.79 | 11008.41 |
146 | 2009.11.04 20:22 | close | 66 | 0.01 | 91.261 | 0.000 | 91.289 | 0.35 | 11008.76 |
147 | 2009.11.04 20:22 | buy | 74 | 0.01 | 91.283 | 0.000 | 91.343 | ||
148 | 2009.11.04 20:22 | buy | 75 | 0.02 | 91.277 | 0.000 | 91.337 | ||
149 | 2009.11.04 20:22 | buy | 76 | 0.04 | 91.272 | 0.000 | 91.332 | ||
150 | 2009.11.04 20:22 | buy | 77 | 0.08 | 91.266 | 0.000 | 91.326 | ||
151 | 2009.11.04 20:22 | buy | 78 | 0.16 | 91.260 | 0.000 | 91.320 | ||
152 | 2009.11.04 20:22 | buy | 79 | 0.32 | 91.253 | 0.000 | 91.313 | ||
153 | 2009.11.04 20:22 | buy | 80 | 0.64 | 91.248 | 0.000 | 91.308 | ||
154 | 2009.11.04 20:22 | buy | 81 | 1.28 | 91.242 | 0.000 | 91.302 | ||
155 | 2009.11.25 14:17 | close at stop | 81 | 1.28 | 87.498 | 0.000 | 91.302 | -5468.19 | 5540.57 |
156 | 2009.11.25 14:17 | close at stop | 80 | 0.64 | 87.498 | 0.000 | 91.308 | -2738.48 | 2802.09 |
157 | 2009.11.25 14:17 | close at stop | 79 | 0.32 | 87.498 | 0.000 | 91.313 | -1371.07 | 1431.01 |
158 | 2009.11.25 14:17 | close at stop | 78 | 0.16 | 87.498 | 0.000 | 91.320 | -686.81 | 744.20 |
159 | 2009.11.25 14:17 | close at stop | 77 | 0.08 | 87.498 | 0.000 | 91.326 | -343.96 | 400.25 |
160 | 2009.11.25 14:17 | close at stop | 76 | 0.04 | 87.498 | 0.000 | 91.332 | -172.25 | 228.00 |
161 | 2009.11.25 14:17 | close at stop | 75 | 0.02 | 87.498 | 0.000 | 91.337 | -86.24 | 141.75 |
162 | 2009.11.25 14:17 | close at stop | 74 | 0.01 | 87.498 | 0.000 | 91.343 | -43.19 | 98.56 |