Strategy Tester Report
AlpariUK-Demo (Build 225)
Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
Period | 1 Hour (H1) 2009.11.03 02:00 - 2009.11.30 00:00 (2009.11.01 - 2009.11.30) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | whichmethod=2; Lots=0.1; MaximumRisk=0.4; DecreaseFactor=0.3; tp=200; sl=100; Leverage=100; | ||||
Bars in test | 551 | Ticks modelled | 11401 | Modelling quality | n/a |
Mismatched charts errors | 4 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -2351.03 | Gross profit | 5957.99 | Gross loss | -8309.02 |
Profit factor | 0.72 | Expected payoff | -36.17 | ||
Absolute drawdown | 2491.63 | Maximal drawdown | 6940.72 (48.04%) | Relative drawdown | 48.04% (6940.72) |
Total trades | 65 | Short positions (won %) | 35 (22.86%) | Long positions (won %) | 30 (23.33%) |
Profit trades (% of total) | 15 (23.08%) | Loss trades (% of total) | 50 (76.92%) | ||
Largest | profit trade | 2130.23 | loss trade | -558.51 | |
Average | profit trade | 397.20 | loss trade | -166.18 | |
Maximum | consecutive wins (profit in money) | 3 (2419.83) | consecutive losses (loss in money) | 15 (-1059.67) | |
Maximal | consecutive profit (count of wins) | 2419.83 (3) | consecutive loss (count of losses) | -1178.12 (9) | |
Average | consecutive wins | 2 | consecutive losses | 5 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 05:00 | sell | 1 | 4.00 | 90.281 | 90.381 | 0.000 | ||
2 | 2009.11.03 12:00 | close | 1 | 4.00 | 90.182 | 90.381 | 0.000 | 439.11 | 10439.11 |
3 | 2009.11.03 13:00 | buy | 2 | 4.20 | 90.078 | 89.978 | 0.000 | ||
4 | 2009.11.03 18:00 | close | 2 | 4.20 | 90.297 | 89.978 | 0.000 | 1018.64 | 11457.75 |
5 | 2009.11.03 21:00 | sell | 3 | 4.60 | 90.320 | 90.420 | 0.000 | ||
6 | 2009.11.04 00:45 | s/l | 3 | 4.60 | 90.420 | 90.420 | 0.000 | -510.75 | 10947.00 |
7 | 2009.11.04 13:00 | sell | 4 | 4.40 | 90.835 | 90.935 | 0.000 | ||
8 | 2009.11.04 13:45 | s/l | 4 | 4.40 | 90.935 | 90.935 | 0.000 | -483.82 | 10463.18 |
9 | 2009.11.04 14:00 | sell | 5 | 1.70 | 90.933 | 91.033 | 0.000 | ||
10 | 2009.11.04 18:00 | close | 5 | 1.70 | 90.978 | 91.033 | 0.000 | -84.09 | 10379.09 |
11 | 2009.11.04 20:00 | sell | 6 | 0.40 | 90.870 | 90.970 | 0.000 | ||
12 | 2009.11.04 20:10 | s/l | 6 | 0.40 | 90.970 | 90.970 | 0.000 | -43.95 | 10335.14 |
13 | 2009.11.05 12:00 | buy | 7 | 0.10 | 90.337 | 90.237 | 0.000 | ||
14 | 2009.11.05 12:50 | s/l | 7 | 0.10 | 90.237 | 90.237 | 0.000 | -11.08 | 10324.06 |
15 | 2009.11.06 12:00 | buy | 8 | 0.10 | 90.610 | 90.510 | 0.000 | ||
16 | 2009.11.06 14:26 | s/l | 8 | 0.10 | 90.510 | 90.510 | 0.000 | -11.07 | 10312.99 |
17 | 2009.11.06 21:00 | buy | 9 | 0.10 | 89.984 | 89.884 | 0.000 | ||
18 | 2009.11.06 21:20 | s/l | 9 | 0.10 | 89.884 | 89.884 | 0.000 | -11.12 | 10301.87 |
19 | 2009.11.09 00:00 | sell | 10 | 0.10 | 89.814 | 89.914 | 0.000 | ||
20 | 2009.11.09 00:45 | s/l | 10 | 0.10 | 89.914 | 89.914 | 0.000 | -11.12 | 10290.75 |
21 | 2009.11.09 01:00 | sell | 11 | 0.10 | 89.875 | 89.975 | 0.000 | ||
22 | 2009.11.09 01:50 | s/l | 11 | 0.10 | 89.975 | 89.975 | 0.000 | -11.12 | 10279.63 |
23 | 2009.11.09 02:00 | buy | 12 | 0.10 | 89.945 | 89.845 | 0.000 | ||
24 | 2009.11.09 06:00 | close | 12 | 0.10 | 90.102 | 89.845 | 0.000 | 17.42 | 10297.05 |
25 | 2009.11.09 08:00 | sell | 13 | 4.10 | 90.063 | 90.163 | 0.000 | ||
26 | 2009.11.09 08:20 | s/l | 13 | 4.10 | 90.163 | 90.163 | 0.000 | -454.62 | 9842.43 |
27 | 2009.11.09 09:00 | sell | 14 | 3.90 | 90.105 | 90.205 | 0.000 | ||
28 | 2009.11.09 14:00 | close | 14 | 3.90 | 89.944 | 90.205 | 0.000 | 698.10 | 10540.53 |
29 | 2009.11.09 18:00 | buy | 15 | 4.20 | 89.943 | 89.843 | 0.000 | ||
30 | 2009.11.10 00:00 | close | 15 | 4.20 | 89.964 | 89.843 | 0.000 | 98.96 | 10639.49 |
31 | 2009.11.10 01:00 | sell | 16 | 4.30 | 89.852 | 89.952 | 0.000 | ||
32 | 2009.11.10 01:20 | s/l | 16 | 4.30 | 89.952 | 89.952 | 0.000 | -477.91 | 10161.58 |
33 | 2009.11.10 02:00 | sell | 17 | 4.10 | 89.974 | 90.074 | 0.000 | ||
34 | 2009.11.10 06:00 | close | 17 | 4.10 | 89.979 | 90.074 | 0.000 | -22.78 | 10138.80 |
35 | 2009.11.10 14:00 | sell | 18 | 1.60 | 89.831 | 89.931 | 0.000 | ||
36 | 2009.11.10 16:00 | close | 18 | 1.60 | 89.850 | 89.931 | 0.000 | -33.83 | 10104.97 |
37 | 2009.11.10 22:00 | buy | 19 | 0.40 | 89.865 | 89.765 | 0.000 | ||
38 | 2009.11.11 00:00 | close | 19 | 0.40 | 89.784 | 89.765 | 0.000 | -36.00 | 10068.97 |
39 | 2009.11.11 04:00 | buy | 20 | 0.10 | 89.617 | 89.517 | 0.000 | ||
40 | 2009.11.11 05:05 | s/l | 20 | 0.10 | 89.517 | 89.517 | 0.000 | -11.17 | 10057.80 |
41 | 2009.11.11 06:00 | sell | 21 | 0.10 | 89.382 | 89.482 | 0.000 | ||
42 | 2009.11.11 06:40 | s/l | 21 | 0.10 | 89.482 | 89.482 | 0.000 | -11.18 | 10046.62 |
43 | 2009.11.11 18:00 | buy | 22 | 0.10 | 89.924 | 89.824 | 0.000 | ||
44 | 2009.11.11 18:37 | s/l | 22 | 0.10 | 89.824 | 89.824 | 0.000 | -11.14 | 10035.48 |
45 | 2009.11.11 22:00 | sell | 23 | 0.10 | 89.805 | 89.905 | 0.000 | ||
46 | 2009.11.12 00:03 | s/l | 23 | 0.10 | 89.905 | 89.905 | 0.000 | -11.25 | 10024.23 |
47 | 2009.11.12 07:00 | buy | 24 | 0.10 | 89.845 | 89.745 | 0.000 | ||
48 | 2009.11.12 08:20 | s/l | 24 | 0.10 | 89.745 | 89.745 | 0.000 | -11.15 | 10013.08 |
49 | 2009.11.12 10:00 | sell | 25 | 0.10 | 89.751 | 89.851 | 0.000 | ||
50 | 2009.11.12 13:15 | s/l | 25 | 0.10 | 89.851 | 89.851 | 0.000 | -11.13 | 10001.95 |
51 | 2009.11.12 14:00 | buy | 26 | 0.10 | 89.998 | 89.898 | 0.000 | ||
52 | 2009.11.12 16:00 | close | 26 | 0.10 | 90.295 | 89.898 | 0.000 | 32.89 | 10034.84 |
53 | 2009.11.12 20:00 | sell | 27 | 4.00 | 90.432 | 90.532 | 0.000 | ||
54 | 2009.11.12 23:00 | close | 27 | 4.00 | 90.374 | 90.532 | 0.000 | 256.71 | 10291.55 |
55 | 2009.11.13 10:00 | sell | 28 | 4.10 | 90.156 | 90.256 | 0.000 | ||
56 | 2009.11.13 16:00 | close | 28 | 4.10 | 89.690 | 90.256 | 0.000 | 2130.23 | 12421.78 |
57 | 2009.11.13 17:00 | buy | 29 | 5.00 | 89.673 | 89.573 | 0.000 | ||
58 | 2009.11.13 17:20 | s/l | 29 | 5.00 | 89.573 | 89.573 | 0.000 | -558.51 | 11863.27 |
59 | 2009.11.13 21:00 | buy | 30 | 4.70 | 89.675 | 89.575 | 0.000 | ||
60 | 2009.11.16 00:00 | s/l | 30 | 4.70 | 89.575 | 89.575 | 0.000 | -523.79 | 11339.48 |
61 | 2009.11.16 07:00 | sell | 31 | 1.80 | 89.560 | 89.660 | 0.000 | ||
62 | 2009.11.16 12:00 | close | 31 | 1.80 | 89.515 | 89.660 | 0.000 | 90.49 | 11429.97 |
63 | 2009.11.16 15:00 | sell | 32 | 4.60 | 89.410 | 89.510 | 0.000 | ||
64 | 2009.11.16 15:15 | s/l | 32 | 4.60 | 89.510 | 89.510 | 0.000 | -513.90 | 10916.07 |
65 | 2009.11.17 04:00 | sell | 33 | 4.40 | 89.061 | 89.161 | 0.000 | ||
66 | 2009.11.17 06:00 | close | 33 | 4.40 | 89.105 | 89.161 | 0.000 | -217.27 | 10698.80 |
67 | 2009.11.17 08:00 | sell | 34 | 1.70 | 89.043 | 89.143 | 0.000 | ||
68 | 2009.11.17 11:00 | close | 34 | 1.70 | 89.030 | 89.143 | 0.000 | 24.82 | 10723.62 |
69 | 2009.11.17 20:00 | sell | 35 | 4.30 | 89.214 | 89.314 | 0.000 | ||
70 | 2009.11.17 20:20 | s/l | 35 | 4.30 | 89.314 | 89.314 | 0.000 | -481.42 | 10242.20 |
71 | 2009.11.18 02:00 | sell | 36 | 4.10 | 89.229 | 89.329 | 0.000 | ||
72 | 2009.11.18 02:16 | s/l | 36 | 4.10 | 89.329 | 89.329 | 0.000 | -458.97 | 9783.23 |
73 | 2009.11.18 05:00 | sell | 37 | 1.60 | 89.232 | 89.332 | 0.000 | ||
74 | 2009.11.18 09:00 | close | 37 | 1.60 | 89.180 | 89.332 | 0.000 | 93.29 | 9876.52 |
75 | 2009.11.18 14:00 | buy | 38 | 4.00 | 89.160 | 89.060 | 0.000 | ||
76 | 2009.11.18 15:20 | s/l | 38 | 4.00 | 89.060 | 89.060 | 0.000 | -449.16 | 9427.36 |
77 | 2009.11.18 23:00 | sell | 39 | 3.80 | 89.297 | 89.397 | 0.000 | ||
78 | 2009.11.19 00:20 | s/l | 39 | 3.80 | 89.397 | 89.397 | 0.000 | -430.08 | 8997.28 |
79 | 2009.11.19 01:00 | buy | 40 | 1.40 | 89.405 | 89.305 | 0.000 | ||
80 | 2009.11.19 01:20 | s/l | 40 | 1.40 | 89.305 | 89.305 | 0.000 | -156.78 | 8840.50 |
81 | 2009.11.19 02:00 | buy | 41 | 0.40 | 89.365 | 89.265 | 0.000 | ||
82 | 2009.11.19 02:16 | s/l | 41 | 0.40 | 89.265 | 89.265 | 0.000 | -44.83 | 8795.67 |
83 | 2009.11.19 10:00 | buy | 42 | 0.10 | 89.101 | 89.001 | 0.000 | ||
84 | 2009.11.19 10:45 | s/l | 42 | 0.10 | 89.001 | 89.001 | 0.000 | -11.24 | 8784.43 |
85 | 2009.11.19 12:00 | sell | 43 | 0.10 | 88.939 | 89.039 | 0.000 | ||
86 | 2009.11.19 12:20 | s/l | 43 | 0.10 | 89.039 | 89.039 | 0.000 | -11.23 | 8773.20 |
87 | 2009.11.19 17:00 | buy | 44 | 0.10 | 88.801 | 88.701 | 0.000 | ||
88 | 2009.11.19 20:00 | close | 44 | 0.10 | 88.919 | 88.701 | 0.000 | 13.27 | 8786.47 |
89 | 2009.11.20 00:00 | sell | 45 | 3.50 | 88.920 | 89.020 | 0.000 | ||
90 | 2009.11.20 01:45 | s/l | 45 | 3.50 | 89.020 | 89.020 | 0.000 | -393.12 | 8393.35 |
91 | 2009.11.20 02:00 | buy | 46 | 3.40 | 89.035 | 88.935 | 0.000 | ||
92 | 2009.11.20 02:20 | s/l | 46 | 3.40 | 88.935 | 88.935 | 0.000 | -382.30 | 8011.05 |
93 | 2009.11.20 03:00 | buy | 47 | 1.30 | 88.996 | 88.896 | 0.000 | ||
94 | 2009.11.20 03:20 | s/l | 47 | 1.30 | 88.896 | 88.896 | 0.000 | -146.27 | 7864.78 |
95 | 2009.11.20 07:00 | buy | 48 | 0.30 | 88.931 | 88.831 | 0.000 | ||
96 | 2009.11.20 07:15 | s/l | 48 | 0.30 | 88.831 | 88.831 | 0.000 | -33.78 | 7831.00 |
97 | 2009.11.20 10:00 | buy | 49 | 0.10 | 88.899 | 88.799 | 0.000 | ||
98 | 2009.11.20 12:00 | close | 49 | 0.10 | 88.830 | 88.799 | 0.000 | -7.77 | 7823.23 |
99 | 2009.11.20 18:00 | sell | 50 | 0.10 | 88.910 | 89.010 | 0.000 | ||
100 | 2009.11.20 18:50 | s/l | 50 | 0.10 | 89.010 | 89.010 | 0.000 | -11.24 | 7811.99 |
101 | 2009.11.23 21:00 | sell | 51 | 0.10 | 88.991 | 89.091 | 0.000 | ||
102 | 2009.11.24 00:00 | close | 51 | 0.10 | 89.061 | 89.091 | 0.000 | -7.90 | 7804.09 |
103 | 2009.11.24 13:00 | buy | 52 | 0.10 | 88.678 | 88.578 | 0.000 | ||
104 | 2009.11.24 13:50 | s/l | 52 | 0.10 | 88.578 | 88.578 | 0.000 | -11.30 | 7792.79 |
105 | 2009.11.24 16:00 | buy | 53 | 0.10 | 88.525 | 88.425 | 0.000 | ||
106 | 2009.11.24 16:37 | s/l | 53 | 0.10 | 88.425 | 88.425 | 0.000 | -11.31 | 7781.48 |
107 | 2009.11.24 20:00 | sell | 54 | 0.10 | 88.446 | 88.546 | 0.000 | ||
108 | 2009.11.24 20:45 | s/l | 54 | 0.10 | 88.546 | 88.546 | 0.000 | -11.29 | 7770.19 |
109 | 2009.11.24 21:00 | sell | 55 | 0.10 | 88.518 | 88.618 | 0.000 | ||
110 | 2009.11.24 22:00 | close | 55 | 0.10 | 88.539 | 88.618 | 0.000 | -2.37 | 7767.82 |
111 | 2009.11.25 07:00 | buy | 56 | 0.10 | 88.365 | 88.265 | 0.000 | ||
112 | 2009.11.25 07:50 | s/l | 56 | 0.10 | 88.265 | 88.265 | 0.000 | -11.33 | 7756.49 |
113 | 2009.11.25 12:00 | buy | 57 | 0.10 | 87.785 | 87.685 | 0.000 | ||
114 | 2009.11.25 12:32 | s/l | 57 | 0.10 | 87.685 | 87.685 | 0.000 | -11.42 | 7745.07 |
115 | 2009.11.25 13:00 | buy | 58 | 0.10 | 87.736 | 87.636 | 0.000 | ||
116 | 2009.11.25 13:45 | s/l | 58 | 0.10 | 87.636 | 87.636 | 0.000 | -11.41 | 7733.66 |
117 | 2009.11.25 16:00 | buy | 59 | 0.10 | 87.538 | 87.438 | 0.000 | ||
118 | 2009.11.25 20:00 | close | 59 | 0.10 | 87.478 | 87.438 | 0.000 | -6.86 | 7726.80 |
119 | 2009.11.26 07:00 | buy | 60 | 0.10 | 86.583 | 86.483 | 0.000 | ||
120 | 2009.11.26 10:00 | close | 60 | 0.10 | 86.884 | 86.483 | 0.000 | 34.64 | 7761.44 |
121 | 2009.11.26 13:00 | sell | 61 | 3.10 | 86.765 | 86.865 | 0.000 | ||
122 | 2009.11.26 16:00 | close | 61 | 3.10 | 86.614 | 86.865 | 0.000 | 540.44 | 8301.88 |
123 | 2009.11.27 00:00 | sell | 62 | 3.30 | 86.399 | 86.499 | 0.000 | ||
124 | 2009.11.27 05:50 | s/l | 62 | 3.30 | 86.499 | 86.499 | 0.000 | -381.27 | 7920.61 |
125 | 2009.11.27 08:00 | sell | 63 | 3.20 | 85.898 | 85.998 | 0.000 | ||
126 | 2009.11.27 08:20 | s/l | 63 | 3.20 | 85.998 | 85.998 | 0.000 | -371.83 | 7548.78 |
127 | 2009.11.27 09:00 | buy | 64 | 1.20 | 86.148 | 86.048 | 0.000 | ||
128 | 2009.11.27 13:00 | close | 64 | 1.20 | 86.486 | 86.048 | 0.000 | 468.98 | 8017.76 |
129 | 2009.11.27 20:00 | sell | 65 | 3.20 | 86.654 | 86.754 | 0.000 | ||
130 | 2009.11.27 20:16 | s/l | 65 | 3.20 | 86.754 | 86.754 | 0.000 | -368.79 | 7648.97 |