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=50; TakeProfit=999; TrailingStop=0; Slip=5; | ||||
Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
Mismatched charts errors | 113 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -18.22 | Gross profit | 256.43 | Gross loss | -274.65 |
Profit factor | 0.93 | Expected payoff | -0.31 | ||
Absolute drawdown | 99.09 | Maximal drawdown | 153.11 (1.52%) | Relative drawdown | 1.52% (153.11) |
Total trades | 59 | Short positions (won %) | 30 (23.33%) | Long positions (won %) | 29 (6.90%) |
Profit trades (% of total) | 9 (15.25%) | Loss trades (% of total) | 50 (84.75%) | ||
Largest | profit trade | 62.46 | loss trade | -5.80 | |
Average | profit trade | 28.49 | loss trade | -5.49 | |
Maximum | consecutive wins (profit in money) | 2 (56.89) | consecutive losses (loss in money) | 14 (-73.91) | |
Maximal | consecutive profit (count of wins) | 62.46 (1) | consecutive loss (count of losses) | -73.91 (14) | |
Average | consecutive wins | 1 | consecutive losses | 7 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 04:27 | sell | 1 | 0.10 | 90.260 | 90.310 | 89.261 | ||
2 | 2009.11.03 04:32 | s/l | 1 | 0.10 | 90.310 | 90.310 | 89.261 | -5.54 | 9994.46 |
3 | 2009.11.03 13:27 | buy | 2 | 0.10 | 90.250 | 90.200 | 91.249 | ||
4 | 2009.11.03 13:30 | s/l | 2 | 0.10 | 90.200 | 90.200 | 91.249 | -5.54 | 9988.92 |
5 | 2009.11.05 01:03 | sell | 3 | 0.10 | 90.587 | 90.637 | 89.588 | ||
6 | 2009.11.05 01:43 | s/l | 3 | 0.10 | 90.637 | 90.637 | 89.588 | -5.52 | 9983.40 |
7 | 2009.11.05 14:32 | buy | 4 | 0.10 | 90.478 | 90.428 | 91.477 | ||
8 | 2009.11.05 14:35 | s/l | 4 | 0.10 | 90.428 | 90.428 | 91.477 | -5.53 | 9977.87 |
9 | 2009.11.06 03:19 | sell | 5 | 0.10 | 90.587 | 90.637 | 89.588 | ||
10 | 2009.11.06 03:27 | s/l | 5 | 0.10 | 90.637 | 90.637 | 89.588 | -5.52 | 9972.35 |
11 | 2009.11.06 04:37 | buy | 6 | 0.10 | 90.683 | 90.633 | 91.682 | ||
12 | 2009.11.06 06:58 | s/l | 6 | 0.10 | 90.633 | 90.633 | 91.682 | -5.52 | 9966.83 |
13 | 2009.11.06 07:05 | sell | 7 | 0.10 | 90.624 | 90.674 | 89.625 | ||
14 | 2009.11.06 12:01 | close | 7 | 0.10 | 90.622 | 90.674 | 89.625 | 0.22 | 9967.05 |
15 | 2009.11.06 12:01 | buy | 8 | 0.10 | 90.622 | 90.572 | 91.621 | ||
16 | 2009.11.06 12:03 | s/l | 8 | 0.10 | 90.572 | 90.572 | 91.621 | -5.52 | 9961.53 |
17 | 2009.11.06 14:28 | sell | 9 | 0.10 | 90.457 | 90.507 | 89.458 | ||
18 | 2009.11.06 20:43 | close | 9 | 0.10 | 89.935 | 90.507 | 89.458 | 58.04 | 10019.57 |
19 | 2009.11.06 20:43 | buy | 10 | 0.10 | 89.935 | 89.885 | 90.934 | ||
20 | 2009.11.06 21:13 | s/l | 10 | 0.10 | 89.885 | 89.885 | 90.934 | -5.57 | 10014.00 |
21 | 2009.11.06 22:58 | sell | 11 | 0.10 | 89.842 | 89.892 | 88.843 | ||
22 | 2009.11.09 00:41 | s/l | 11 | 0.10 | 89.892 | 89.892 | 88.843 | -5.64 | 10008.36 |
23 | 2009.11.09 02:16 | buy | 12 | 0.10 | 90.014 | 89.964 | 91.013 | ||
24 | 2009.11.09 02:20 | s/l | 12 | 0.10 | 89.964 | 89.964 | 91.013 | -5.56 | 10002.80 |
25 | 2009.11.09 07:07 | sell | 13 | 0.10 | 90.045 | 90.095 | 89.046 | ||
26 | 2009.11.09 08:03 | s/l | 13 | 0.10 | 90.095 | 90.095 | 89.046 | -5.55 | 9997.25 |
27 | 2009.11.09 08:32 | buy | 14 | 0.10 | 90.195 | 90.145 | 91.194 | ||
28 | 2009.11.09 08:56 | s/l | 14 | 0.10 | 90.145 | 90.145 | 91.194 | -5.55 | 9991.70 |
29 | 2009.11.09 10:13 | sell | 15 | 0.10 | 90.039 | 90.089 | 89.040 | ||
30 | 2009.11.09 10:16 | s/l | 15 | 0.10 | 90.089 | 90.089 | 89.040 | -5.55 | 9986.15 |
31 | 2009.11.09 14:08 | buy | 16 | 0.10 | 89.999 | 89.949 | 90.998 | ||
32 | 2009.11.09 14:13 | s/l | 16 | 0.10 | 89.949 | 89.949 | 90.998 | -5.56 | 9980.59 |
33 | 2009.11.09 18:10 | buy | 17 | 0.10 | 89.957 | 89.907 | 90.956 | ||
34 | 2009.11.09 18:18 | s/l | 17 | 0.10 | 89.907 | 89.907 | 90.956 | -5.56 | 9975.03 |
35 | 2009.11.09 23:00 | sell | 18 | 0.10 | 89.908 | 89.958 | 88.909 | ||
36 | 2009.11.09 23:01 | s/l | 18 | 0.10 | 89.958 | 89.958 | 88.909 | -5.56 | 9969.47 |
37 | 2009.11.10 00:17 | sell | 19 | 0.10 | 89.900 | 89.950 | 88.901 | ||
38 | 2009.11.10 00:25 | s/l | 19 | 0.10 | 89.950 | 89.950 | 88.901 | -5.56 | 9963.91 |
39 | 2009.11.10 11:42 | buy | 20 | 0.10 | 90.189 | 90.139 | 91.188 | ||
40 | 2009.11.10 11:46 | s/l | 20 | 0.10 | 90.139 | 90.139 | 91.188 | -5.55 | 9958.36 |
41 | 2009.11.10 13:51 | sell | 21 | 0.10 | 89.999 | 90.049 | 89.000 | ||
42 | 2009.11.10 21:20 | close | 21 | 0.10 | 89.846 | 90.049 | 89.000 | 17.03 | 9975.39 |
43 | 2009.11.10 21:20 | buy | 22 | 0.10 | 89.846 | 89.796 | 90.845 | ||
44 | 2009.11.10 22:59 | s/l | 22 | 0.10 | 89.796 | 89.796 | 90.845 | -5.57 | 9969.82 |
45 | 2009.11.10 23:58 | sell | 23 | 0.10 | 89.776 | 89.826 | 88.777 | ||
46 | 2009.11.11 07:52 | s/l | 23 | 0.10 | 89.826 | 89.826 | 88.777 | -5.65 | 9964.18 |
47 | 2009.11.11 08:13 | buy | 24 | 0.10 | 89.915 | 89.865 | 90.914 | ||
48 | 2009.11.11 08:14 | s/l | 24 | 0.10 | 89.865 | 89.865 | 90.914 | -5.57 | 9958.61 |
49 | 2009.11.11 14:00 | sell | 25 | 0.10 | 89.864 | 89.914 | 88.865 | ||
50 | 2009.11.11 14:26 | s/l | 25 | 0.10 | 89.914 | 89.914 | 88.865 | -5.56 | 9953.05 |
51 | 2009.11.11 16:43 | buy | 26 | 0.10 | 89.974 | 89.924 | 90.973 | ||
52 | 2009.11.11 16:47 | s/l | 26 | 0.10 | 89.924 | 89.924 | 90.973 | -5.56 | 9947.49 |
53 | 2009.11.11 17:00 | sell | 27 | 0.10 | 89.814 | 89.864 | 88.815 | ||
54 | 2009.11.11 17:02 | s/l | 27 | 0.10 | 89.864 | 89.864 | 88.815 | -5.56 | 9941.93 |
55 | 2009.11.11 22:02 | buy | 28 | 0.10 | 89.870 | 89.820 | 90.869 | ||
56 | 2009.11.11 22:08 | s/l | 28 | 0.10 | 89.820 | 89.820 | 90.869 | -5.57 | 9936.36 |
57 | 2009.11.12 05:08 | sell | 29 | 0.10 | 89.730 | 89.780 | 88.731 | ||
58 | 2009.11.12 05:17 | s/l | 29 | 0.10 | 89.780 | 89.780 | 88.731 | -5.56 | 9930.80 |
59 | 2009.11.12 06:59 | buy | 30 | 0.10 | 89.850 | 89.800 | 90.849 | ||
60 | 2009.11.12 07:13 | s/l | 30 | 0.10 | 89.800 | 89.800 | 90.849 | -5.57 | 9925.23 |
61 | 2009.11.12 08:48 | sell | 31 | 0.10 | 89.690 | 89.740 | 88.691 | ||
62 | 2009.11.12 08:52 | s/l | 31 | 0.10 | 89.740 | 89.740 | 88.691 | -5.57 | 9919.66 |
63 | 2009.11.12 11:18 | buy | 32 | 0.10 | 89.844 | 89.794 | 90.843 | ||
64 | 2009.11.12 11:22 | s/l | 32 | 0.10 | 89.794 | 89.794 | 90.843 | -5.57 | 9914.09 |
65 | 2009.11.13 01:02 | sell | 33 | 0.10 | 90.264 | 90.314 | 89.265 | ||
66 | 2009.11.13 01:40 | s/l | 33 | 0.10 | 90.314 | 90.314 | 89.265 | -5.54 | 9908.55 |
67 | 2009.11.13 07:46 | buy | 34 | 0.10 | 90.344 | 90.294 | 91.343 | ||
68 | 2009.11.13 08:06 | s/l | 34 | 0.10 | 90.294 | 90.294 | 91.343 | -5.54 | 9903.01 |
69 | 2009.11.13 09:03 | sell | 35 | 0.10 | 90.261 | 90.311 | 89.262 | ||
70 | 2009.11.16 04:07 | close | 35 | 0.10 | 89.700 | 90.311 | 89.262 | 62.46 | 9965.47 |
71 | 2009.11.16 04:07 | buy | 36 | 0.10 | 89.700 | 89.650 | 90.699 | ||
72 | 2009.11.16 04:16 | s/l | 36 | 0.10 | 89.650 | 89.650 | 90.699 | -5.58 | 9959.89 |
73 | 2009.11.16 05:03 | sell | 37 | 0.10 | 89.602 | 89.652 | 88.603 | ||
74 | 2009.11.17 13:00 | close | 37 | 0.10 | 89.166 | 89.652 | 88.603 | 48.82 | 10008.71 |
75 | 2009.11.17 13:00 | buy | 38 | 0.10 | 89.166 | 89.116 | 90.165 | ||
76 | 2009.11.17 23:00 | close | 38 | 0.10 | 89.238 | 89.116 | 90.165 | 8.07 | 10016.78 |
77 | 2009.11.17 23:00 | sell | 39 | 0.10 | 89.238 | 89.288 | 88.239 | ||
78 | 2009.11.17 23:03 | s/l | 39 | 0.10 | 89.288 | 89.288 | 88.239 | -5.60 | 10011.18 |
79 | 2009.11.18 04:30 | sell | 40 | 0.10 | 89.241 | 89.291 | 88.242 | ||
80 | 2009.11.18 14:33 | close | 40 | 0.10 | 89.249 | 89.291 | 88.242 | -0.90 | 10010.28 |
81 | 2009.11.18 14:33 | buy | 41 | 0.10 | 89.249 | 89.199 | 90.248 | ||
82 | 2009.11.18 14:34 | s/l | 41 | 0.10 | 89.199 | 89.199 | 90.248 | -5.61 | 10004.67 |
83 | 2009.11.18 22:56 | sell | 42 | 0.10 | 89.306 | 89.356 | 88.307 | ||
84 | 2009.11.18 23:03 | s/l | 42 | 0.10 | 89.356 | 89.356 | 88.307 | -5.60 | 9999.07 |
85 | 2009.11.19 00:25 | buy | 43 | 0.10 | 89.396 | 89.346 | 90.395 | ||
86 | 2009.11.19 00:29 | s/l | 43 | 0.10 | 89.346 | 89.346 | 90.395 | -5.59 | 9993.48 |
87 | 2009.11.19 01:53 | sell | 44 | 0.10 | 89.268 | 89.318 | 88.269 | ||
88 | 2009.11.19 01:56 | s/l | 44 | 0.10 | 89.318 | 89.318 | 88.269 | -5.60 | 9987.88 |
89 | 2009.11.19 20:02 | buy | 45 | 0.10 | 88.959 | 88.909 | 89.958 | ||
90 | 2009.11.19 20:08 | s/l | 45 | 0.10 | 88.909 | 88.909 | 89.958 | -5.62 | 9982.26 |
91 | 2009.11.19 23:01 | sell | 46 | 0.10 | 88.950 | 89.000 | 87.951 | ||
92 | 2009.11.19 23:01 | s/l | 46 | 0.10 | 89.000 | 89.000 | 87.951 | -5.62 | 9976.64 |
93 | 2009.11.20 13:05 | buy | 47 | 0.10 | 88.937 | 88.887 | 89.936 | ||
94 | 2009.11.20 18:02 | s/l | 47 | 0.10 | 88.887 | 88.887 | 89.936 | -5.63 | 9971.01 |
95 | 2009.11.20 18:02 | sell | 48 | 0.10 | 88.877 | 88.927 | 87.878 | ||
96 | 2009.11.20 18:12 | s/l | 48 | 0.10 | 88.927 | 88.927 | 87.878 | -5.62 | 9965.39 |
97 | 2009.11.23 00:00 | sell | 49 | 0.10 | 88.818 | 88.868 | 87.819 | ||
98 | 2009.11.23 00:05 | s/l | 49 | 0.10 | 88.868 | 88.868 | 87.819 | -5.63 | 9959.76 |
99 | 2009.11.23 01:05 | buy | 50 | 0.10 | 88.962 | 88.912 | 89.961 | ||
100 | 2009.11.23 01:07 | s/l | 50 | 0.10 | 88.912 | 88.912 | 89.961 | -5.63 | 9954.13 |
101 | 2009.11.23 03:40 | sell | 51 | 0.10 | 88.858 | 88.908 | 87.859 | ||
102 | 2009.11.23 03:43 | s/l | 51 | 0.10 | 88.908 | 88.908 | 87.859 | -5.63 | 9948.50 |
103 | 2009.11.23 05:12 | sell | 52 | 0.10 | 88.873 | 88.923 | 87.874 | ||
104 | 2009.11.23 05:16 | s/l | 52 | 0.10 | 88.923 | 88.923 | 87.874 | -5.63 | 9942.87 |
105 | 2009.11.23 17:33 | buy | 53 | 0.10 | 89.073 | 89.023 | 90.072 | ||
106 | 2009.11.23 19:07 | close | 53 | 0.10 | 89.086 | 89.023 | 90.072 | 1.46 | 9944.33 |
107 | 2009.11.23 19:07 | sell | 54 | 0.10 | 89.086 | 89.136 | 88.087 | ||
108 | 2009.11.25 01:00 | close | 54 | 0.10 | 88.636 | 89.136 | 88.087 | 50.62 | 9994.95 |
109 | 2009.11.25 01:00 | buy | 55 | 0.10 | 88.636 | 88.586 | 89.635 | ||
110 | 2009.11.25 01:03 | s/l | 55 | 0.10 | 88.586 | 88.586 | 89.635 | -5.65 | 9989.30 |
111 | 2009.11.25 07:00 | buy | 56 | 0.10 | 88.374 | 88.324 | 89.373 | ||
112 | 2009.11.25 07:17 | s/l | 56 | 0.10 | 88.324 | 88.324 | 89.373 | -5.66 | 9983.64 |
113 | 2009.11.26 22:00 | buy | 57 | 0.10 | 86.641 | 86.591 | 87.640 | ||
114 | 2009.11.26 22:00 | s/l | 57 | 0.10 | 86.591 | 86.591 | 87.640 | -5.77 | 9977.87 |
115 | 2009.11.27 09:05 | buy | 58 | 0.10 | 86.296 | 86.246 | 87.295 | ||
116 | 2009.11.27 09:20 | s/l | 58 | 0.10 | 86.246 | 86.246 | 87.295 | -5.80 | 9972.07 |
117 | 2009.11.27 21:44 | sell | 59 | 0.10 | 86.566 | 86.616 | 85.567 | ||
118 | 2009.11.27 22:59 | close at stop | 59 | 0.10 | 86.482 | 86.616 | 85.567 | 9.71 | 9981.78 |