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 | MagicNumber=0; SignalMail=false; EachTickMode=false; Lots=1; Slippage=3; UseStopLoss=false; StopLoss=150; UseTakeProfit=false; TakeProfit=300; UseTrailingStop=false; TrailingStop=55; | ||||
Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
Mismatched charts errors | 113 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -3552.92 | Gross profit | 1599.02 | Gross loss | -5151.94 |
Profit factor | 0.31 | Expected payoff | -88.82 | ||
Absolute drawdown | 3725.91 | Maximal drawdown | 3725.91 (37.26%) | Relative drawdown | 37.26% (3725.91) |
Total trades | 40 | Short positions (won %) | 23 (30.43%) | Long positions (won %) | 17 (29.41%) |
Profit trades (% of total) | 12 (30.00%) | Loss trades (% of total) | 28 (70.00%) | ||
Largest | profit trade | 380.27 | loss trade | -775.91 | |
Average | profit trade | 133.25 | loss trade | -184.00 | |
Maximum | consecutive wins (profit in money) | 2 (666.66) | consecutive losses (loss in money) | 7 (-1024.50) | |
Maximal | consecutive profit (count of wins) | 666.66 (2) | consecutive loss (count of losses) | -1167.73 (3) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.04 02:00 | sell | 1 | 1.00 | 90.119 | 0.000 | 0.000 | ||
2 | 2009.11.04 05:00 | close | 1 | 1.00 | 90.268 | 0.000 | 0.000 | -165.06 | 9834.94 |
3 | 2009.11.04 06:00 | sell | 2 | 1.00 | 90.226 | 0.000 | 0.000 | ||
4 | 2009.11.04 07:00 | close | 2 | 1.00 | 90.380 | 0.000 | 0.000 | -170.39 | 9664.55 |
5 | 2009.11.04 22:00 | sell | 3 | 1.00 | 90.584 | 0.000 | 0.000 | ||
6 | 2009.11.05 03:00 | close | 3 | 1.00 | 90.526 | 0.000 | 0.000 | 61.76 | 9726.31 |
7 | 2009.11.05 05:00 | sell | 4 | 1.00 | 90.408 | 0.000 | 0.000 | ||
8 | 2009.11.05 07:00 | close | 4 | 1.00 | 90.470 | 0.000 | 0.000 | -68.53 | 9657.78 |
9 | 2009.11.05 11:00 | sell | 5 | 1.00 | 90.189 | 0.000 | 0.000 | ||
10 | 2009.11.05 13:00 | close | 5 | 1.00 | 90.262 | 0.000 | 0.000 | -80.88 | 9576.90 |
11 | 2009.11.05 22:00 | buy | 6 | 1.00 | 90.778 | 0.000 | 0.000 | ||
12 | 2009.11.06 01:00 | close | 6 | 1.00 | 90.790 | 0.000 | 0.000 | 13.66 | 9590.56 |
13 | 2009.11.06 08:00 | sell | 7 | 1.00 | 90.510 | 0.000 | 0.000 | ||
14 | 2009.11.06 13:00 | close | 7 | 1.00 | 90.691 | 0.000 | 0.000 | -199.58 | 9390.98 |
15 | 2009.11.06 15:00 | sell | 8 | 1.00 | 90.120 | 0.000 | 0.000 | ||
16 | 2009.11.06 20:00 | close | 8 | 1.00 | 89.854 | 0.000 | 0.000 | 296.04 | 9687.02 |
17 | 2009.11.09 17:00 | buy | 9 | 1.00 | 89.849 | 0.000 | 0.000 | ||
18 | 2009.11.09 23:00 | close | 9 | 1.00 | 89.908 | 0.000 | 0.000 | 65.62 | 9752.64 |
19 | 2009.11.10 06:00 | buy | 10 | 1.00 | 89.979 | 0.000 | 0.000 | ||
20 | 2009.11.10 07:00 | close | 10 | 1.00 | 89.766 | 0.000 | 0.000 | -237.28 | 9515.36 |
21 | 2009.11.10 20:00 | buy | 11 | 1.00 | 89.772 | 0.000 | 0.000 | ||
22 | 2009.11.11 01:00 | close | 11 | 1.00 | 89.686 | 0.000 | 0.000 | -95.45 | 9419.91 |
23 | 2009.11.11 22:00 | sell | 12 | 1.00 | 89.805 | 0.000 | 0.000 | ||
24 | 2009.11.11 23:00 | close | 12 | 1.00 | 89.900 | 0.000 | 0.000 | -105.67 | 9314.24 |
25 | 2009.11.12 03:00 | sell | 13 | 1.00 | 89.715 | 0.000 | 0.000 | ||
26 | 2009.11.12 08:00 | close | 13 | 1.00 | 89.890 | 0.000 | 0.000 | -194.68 | 9119.56 |
27 | 2009.11.12 11:00 | sell | 14 | 1.00 | 89.730 | 0.000 | 0.000 | ||
28 | 2009.11.12 14:00 | close | 14 | 1.00 | 89.998 | 0.000 | 0.000 | -297.78 | 8821.78 |
29 | 2009.11.13 04:00 | sell | 15 | 1.00 | 90.209 | 0.000 | 0.000 | ||
30 | 2009.11.13 06:00 | close | 15 | 1.00 | 90.226 | 0.000 | 0.000 | -18.84 | 8802.94 |
31 | 2009.11.13 11:00 | sell | 16 | 1.00 | 89.782 | 0.000 | 0.000 | ||
32 | 2009.11.13 16:00 | close | 16 | 1.00 | 89.690 | 0.000 | 0.000 | 102.58 | 8905.52 |
33 | 2009.11.16 04:00 | buy | 17 | 1.00 | 89.680 | 0.000 | 0.000 | ||
34 | 2009.11.16 09:00 | close | 17 | 1.00 | 89.555 | 0.000 | 0.000 | -139.58 | 8765.94 |
35 | 2009.11.16 13:00 | buy | 18 | 1.00 | 89.625 | 0.000 | 0.000 | ||
36 | 2009.11.16 17:00 | close | 18 | 1.00 | 89.298 | 0.000 | 0.000 | -366.19 | 8399.75 |
37 | 2009.11.17 00:00 | sell | 19 | 1.00 | 89.122 | 0.000 | 0.000 | ||
38 | 2009.11.17 01:00 | close | 19 | 1.00 | 89.030 | 0.000 | 0.000 | 103.34 | 8503.09 |
39 | 2009.11.17 07:00 | buy | 20 | 1.00 | 89.100 | 0.000 | 0.000 | ||
40 | 2009.11.17 09:00 | close | 20 | 1.00 | 88.845 | 0.000 | 0.000 | -287.02 | 8216.07 |
41 | 2009.11.17 12:00 | buy | 21 | 1.00 | 89.070 | 0.000 | 0.000 | ||
42 | 2009.11.17 18:00 | close | 21 | 1.00 | 89.410 | 0.000 | 0.000 | 380.27 | 8596.34 |
43 | 2009.11.18 03:00 | sell | 22 | 1.00 | 89.295 | 0.000 | 0.000 | ||
44 | 2009.11.18 11:00 | close | 22 | 1.00 | 89.040 | 0.000 | 0.000 | 286.39 | 8882.73 |
45 | 2009.11.18 21:00 | buy | 23 | 1.00 | 89.485 | 0.000 | 0.000 | ||
46 | 2009.11.18 22:00 | close | 23 | 1.00 | 89.369 | 0.000 | 0.000 | -129.80 | 8752.93 |
47 | 2009.11.19 12:00 | sell | 24 | 1.00 | 88.939 | 0.000 | 0.000 | ||
48 | 2009.11.19 13:00 | close | 24 | 1.00 | 88.935 | 0.000 | 0.000 | 4.50 | 8757.43 |
49 | 2009.11.19 15:00 | sell | 25 | 1.00 | 88.730 | 0.000 | 0.000 | ||
50 | 2009.11.19 17:00 | close | 25 | 1.00 | 88.801 | 0.000 | 0.000 | -79.95 | 8677.48 |
51 | 2009.11.20 06:00 | buy | 26 | 1.00 | 88.930 | 0.000 | 0.000 | ||
52 | 2009.11.20 08:00 | close | 26 | 1.00 | 88.765 | 0.000 | 0.000 | -185.88 | 8491.60 |
53 | 2009.11.20 10:00 | buy | 27 | 1.00 | 88.899 | 0.000 | 0.000 | ||
54 | 2009.11.20 18:00 | close | 27 | 1.00 | 88.910 | 0.000 | 0.000 | 12.37 | 8503.97 |
55 | 2009.11.23 01:00 | sell | 28 | 1.00 | 88.868 | 0.000 | 0.000 | ||
56 | 2009.11.23 03:00 | close | 28 | 1.00 | 88.943 | 0.000 | 0.000 | -84.32 | 8419.65 |
57 | 2009.11.23 04:00 | sell | 29 | 1.00 | 88.913 | 0.000 | 0.000 | ||
58 | 2009.11.23 05:00 | close | 29 | 1.00 | 88.915 | 0.000 | 0.000 | -2.25 | 8417.40 |
59 | 2009.11.23 07:00 | sell | 30 | 1.00 | 88.825 | 0.000 | 0.000 | ||
60 | 2009.11.23 10:00 | close | 30 | 1.00 | 88.998 | 0.000 | 0.000 | -194.39 | 8223.01 |
61 | 2009.11.23 15:00 | sell | 31 | 1.00 | 88.826 | 0.000 | 0.000 | ||
62 | 2009.11.23 17:00 | close | 31 | 1.00 | 88.974 | 0.000 | 0.000 | -166.34 | 8056.67 |
63 | 2009.11.24 09:00 | sell | 32 | 1.00 | 88.644 | 0.000 | 0.000 | ||
64 | 2009.11.24 12:00 | close | 32 | 1.00 | 88.698 | 0.000 | 0.000 | -60.88 | 7995.79 |
65 | 2009.11.24 16:00 | sell | 33 | 1.00 | 88.505 | 0.000 | 0.000 | ||
66 | 2009.11.24 18:00 | close | 33 | 1.00 | 88.594 | 0.000 | 0.000 | -100.46 | 7895.33 |
67 | 2009.11.25 01:00 | buy | 34 | 1.00 | 88.618 | 0.000 | 0.000 | ||
68 | 2009.11.25 03:00 | close | 34 | 1.00 | 88.251 | 0.000 | 0.000 | -415.86 | 7479.47 |
69 | 2009.11.25 11:00 | sell | 35 | 1.00 | 87.641 | 0.000 | 0.000 | ||
70 | 2009.11.25 16:00 | close | 35 | 1.00 | 87.538 | 0.000 | 0.000 | 117.66 | 7597.13 |
71 | 2009.11.26 02:00 | buy | 36 | 1.00 | 87.410 | 0.000 | 0.000 | ||
72 | 2009.11.26 05:00 | close | 36 | 1.00 | 86.737 | 0.000 | 0.000 | -775.91 | 6821.22 |
73 | 2009.11.26 17:00 | buy | 37 | 1.00 | 86.577 | 0.000 | 0.000 | ||
74 | 2009.11.26 21:00 | close | 37 | 1.00 | 86.480 | 0.000 | 0.000 | -112.16 | 6709.06 |
75 | 2009.11.26 22:00 | buy | 38 | 1.00 | 86.641 | 0.000 | 0.000 | ||
76 | 2009.11.27 00:00 | close | 38 | 1.00 | 86.399 | 0.000 | 0.000 | -279.66 | 6429.40 |
77 | 2009.11.27 12:00 | buy | 39 | 1.00 | 86.411 | 0.000 | 0.000 | ||
78 | 2009.11.27 15:00 | close | 39 | 1.00 | 86.545 | 0.000 | 0.000 | 154.83 | 6584.23 |
79 | 2009.11.27 18:00 | buy | 40 | 1.00 | 86.888 | 0.000 | 0.000 | ||
80 | 2009.11.27 19:00 | close | 40 | 1.00 | 86.769 | 0.000 | 0.000 | -137.15 | 6447.08 |