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 | Magic=5675; Orders=3; StopLoss=50; TakeProfit=50; ___=""Ïàðàìåòðû"; JawsPeriod=13; JawsShift=8; TeethPeriod=8; TeethShift=5; LipsPeriod=5; LipsShift=3; ____=""Ïàðàìåòðû"; UseTrailing=false; lMinProfit=40; lTrailingStop=50; lTrailingStep=5; sMinProfit=40; sTrailingStop=50; sTrailingStep=5; ______=""Ïàðàìåòðû"; Lots=0.1; MoneyManagement=true; MarginPercent=3; | ||||
Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
Mismatched charts errors | 113 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -234.03 | Gross profit | 100.36 | Gross loss | -334.39 |
Profit factor | 0.30 | Expected payoff | -9.00 | ||
Absolute drawdown | 234.03 | Maximal drawdown | 250.62 (2.50%) | Relative drawdown | 2.50% (250.62) |
Total trades | 26 | Short positions (won %) | 13 (30.77%) | Long positions (won %) | 13 (15.38%) |
Profit trades (% of total) | 6 (23.08%) | Loss trades (% of total) | 20 (76.92%) | ||
Largest | profit trade | 16.86 | loss trade | -17.29 | |
Average | profit trade | 16.73 | loss trade | -16.72 | |
Maximum | consecutive wins (profit in money) | 2 (33.51) | consecutive losses (loss in money) | 11 (-182.75) | |
Maximal | consecutive profit (count of wins) | 33.51 (2) | consecutive loss (count of losses) | -182.75 (11) | |
Average | consecutive wins | 2 | consecutive losses | 5 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 02:00 | sell | 1 | 0.30 | 90.453 | 0.000 | 0.000 | ||
2 | 2009.11.03 02:00 | modify | 1 | 0.30 | 90.453 | 90.503 | 90.403 | ||
3 | 2009.11.03 02:02 | t/p | 1 | 0.30 | 90.403 | 90.503 | 90.403 | 16.59 | 10016.59 |
4 | 2009.11.03 03:00 | buy | 2 | 0.30 | 90.386 | 0.000 | 0.000 | ||
5 | 2009.11.03 03:00 | modify | 2 | 0.30 | 90.386 | 90.336 | 90.436 | ||
6 | 2009.11.03 03:12 | s/l | 2 | 0.30 | 90.336 | 90.336 | 90.436 | -16.61 | 9999.98 |
7 | 2009.11.03 09:00 | sell | 3 | 0.30 | 90.057 | 0.000 | 0.000 | ||
8 | 2009.11.03 09:00 | modify | 3 | 0.30 | 90.057 | 90.107 | 90.007 | ||
9 | 2009.11.03 09:06 | s/l | 3 | 0.30 | 90.107 | 90.107 | 90.007 | -16.65 | 9983.33 |
10 | 2009.11.03 21:00 | buy | 4 | 0.30 | 90.340 | 0.000 | 0.000 | ||
11 | 2009.11.03 21:00 | modify | 4 | 0.30 | 90.340 | 90.290 | 90.390 | ||
12 | 2009.11.03 21:04 | s/l | 4 | 0.30 | 90.290 | 90.290 | 90.390 | -16.61 | 9966.72 |
13 | 2009.11.04 07:00 | sell | 5 | 0.30 | 90.360 | 0.000 | 0.000 | ||
14 | 2009.11.04 07:00 | modify | 5 | 0.30 | 90.360 | 90.410 | 90.310 | ||
15 | 2009.11.04 07:26 | s/l | 5 | 0.30 | 90.410 | 90.410 | 90.310 | -16.59 | 9950.13 |
16 | 2009.11.04 10:00 | buy | 6 | 0.30 | 90.689 | 0.000 | 0.000 | ||
17 | 2009.11.04 10:00 | modify | 6 | 0.30 | 90.689 | 90.639 | 90.739 | ||
18 | 2009.11.04 10:23 | s/l | 6 | 0.30 | 90.639 | 90.639 | 90.739 | -16.55 | 9933.58 |
19 | 2009.11.05 07:00 | sell | 7 | 0.30 | 90.450 | 0.000 | 0.000 | ||
20 | 2009.11.05 07:00 | modify | 7 | 0.30 | 90.450 | 90.500 | 90.400 | ||
21 | 2009.11.05 07:32 | s/l | 7 | 0.30 | 90.500 | 90.500 | 90.400 | -16.57 | 9917.01 |
22 | 2009.11.05 22:00 | buy | 8 | 0.30 | 90.778 | 0.000 | 0.000 | ||
23 | 2009.11.05 22:00 | modify | 8 | 0.30 | 90.778 | 90.728 | 90.828 | ||
24 | 2009.11.05 22:25 | s/l | 8 | 0.30 | 90.728 | 90.728 | 90.828 | -16.53 | 9900.48 |
25 | 2009.11.06 12:00 | sell | 9 | 0.30 | 90.590 | 0.000 | 0.000 | ||
26 | 2009.11.06 12:00 | modify | 9 | 0.30 | 90.590 | 90.640 | 90.540 | ||
27 | 2009.11.06 12:16 | s/l | 9 | 0.30 | 90.640 | 90.640 | 90.540 | -16.55 | 9883.93 |
28 | 2009.11.06 17:00 | buy | 10 | 0.30 | 89.861 | 0.000 | 0.000 | ||
29 | 2009.11.06 17:00 | modify | 10 | 0.30 | 89.861 | 89.811 | 89.911 | ||
30 | 2009.11.06 17:02 | s/l | 10 | 0.30 | 89.811 | 89.811 | 89.911 | -16.70 | 9867.23 |
31 | 2009.11.06 18:00 | sell | 11 | 0.30 | 89.857 | 0.000 | 0.000 | ||
32 | 2009.11.06 18:00 | modify | 11 | 0.30 | 89.857 | 89.907 | 89.807 | ||
33 | 2009.11.06 18:07 | s/l | 11 | 0.30 | 89.907 | 89.907 | 89.807 | -16.69 | 9850.54 |
34 | 2009.11.11 14:00 | buy | 12 | 0.30 | 89.893 | 0.000 | 0.000 | ||
35 | 2009.11.11 14:00 | modify | 12 | 0.30 | 89.893 | 89.843 | 89.943 | ||
36 | 2009.11.11 14:01 | s/l | 12 | 0.30 | 89.843 | 89.843 | 89.943 | -16.70 | 9833.84 |
37 | 2009.11.12 08:00 | sell | 13 | 0.30 | 89.870 | 0.000 | 0.000 | ||
38 | 2009.11.12 08:00 | modify | 13 | 0.30 | 89.870 | 89.920 | 89.820 | ||
39 | 2009.11.12 08:08 | t/p | 13 | 0.30 | 89.820 | 89.920 | 89.820 | 16.70 | 9850.54 |
40 | 2009.11.12 11:00 | buy | 14 | 0.30 | 89.750 | 0.000 | 0.000 | ||
41 | 2009.11.12 11:00 | modify | 14 | 0.30 | 89.750 | 89.700 | 89.800 | ||
42 | 2009.11.12 11:17 | t/p | 14 | 0.30 | 89.800 | 89.700 | 89.800 | 16.70 | 9867.24 |
43 | 2009.11.12 12:00 | sell | 15 | 0.30 | 89.756 | 0.000 | 0.000 | ||
44 | 2009.11.12 12:00 | modify | 15 | 0.30 | 89.756 | 89.806 | 89.706 | ||
45 | 2009.11.12 12:12 | s/l | 15 | 0.30 | 89.806 | 89.806 | 89.706 | -16.70 | 9850.54 |
46 | 2009.11.12 18:00 | buy | 16 | 0.30 | 90.438 | 0.000 | 0.000 | ||
47 | 2009.11.12 18:00 | modify | 16 | 0.30 | 90.438 | 90.388 | 90.488 | ||
48 | 2009.11.12 18:07 | s/l | 16 | 0.30 | 90.388 | 90.388 | 90.488 | -16.60 | 9833.94 |
49 | 2009.11.13 14:00 | sell | 17 | 0.30 | 89.800 | 0.000 | 0.000 | ||
50 | 2009.11.13 14:00 | modify | 17 | 0.30 | 89.800 | 89.850 | 89.750 | ||
51 | 2009.11.13 14:28 | t/p | 17 | 0.30 | 89.750 | 89.850 | 89.750 | 16.71 | 9850.65 |
52 | 2009.11.17 20:00 | buy | 18 | 0.30 | 89.234 | 0.000 | 0.000 | ||
53 | 2009.11.17 20:00 | modify | 18 | 0.30 | 89.234 | 89.184 | 89.284 | ||
54 | 2009.11.17 20:17 | t/p | 18 | 0.30 | 89.284 | 89.184 | 89.284 | 16.80 | 9867.45 |
55 | 2009.11.18 10:00 | sell | 19 | 0.30 | 89.140 | 0.000 | 0.000 | ||
56 | 2009.11.18 10:00 | modify | 19 | 0.30 | 89.140 | 89.190 | 89.090 | ||
57 | 2009.11.18 10:07 | s/l | 19 | 0.30 | 89.190 | 89.190 | 89.090 | -16.82 | 9850.63 |
58 | 2009.11.18 21:00 | buy | 20 | 0.30 | 89.485 | 0.000 | 0.000 | ||
59 | 2009.11.18 21:00 | modify | 20 | 0.30 | 89.485 | 89.435 | 89.535 | ||
60 | 2009.11.18 21:17 | s/l | 20 | 0.30 | 89.435 | 89.435 | 89.535 | -16.77 | 9833.86 |
61 | 2009.11.19 08:00 | sell | 21 | 0.30 | 89.050 | 0.000 | 0.000 | ||
62 | 2009.11.19 08:00 | modify | 21 | 0.30 | 89.050 | 89.100 | 89.000 | ||
63 | 2009.11.19 08:12 | t/p | 21 | 0.30 | 89.000 | 89.100 | 89.000 | 16.86 | 9850.72 |
64 | 2009.11.20 19:00 | buy | 22 | 0.30 | 88.950 | 0.000 | 0.000 | ||
65 | 2009.11.20 19:00 | modify | 22 | 0.30 | 88.950 | 88.900 | 89.000 | ||
66 | 2009.11.20 19:53 | s/l | 22 | 0.30 | 88.900 | 88.900 | 89.000 | -16.87 | 9833.85 |
67 | 2009.11.23 03:00 | sell | 23 | 0.30 | 88.923 | 0.000 | 0.000 | ||
68 | 2009.11.23 03:00 | modify | 23 | 0.30 | 88.923 | 88.973 | 88.873 | ||
69 | 2009.11.23 03:27 | s/l | 23 | 0.30 | 88.973 | 88.973 | 88.873 | -16.86 | 9816.99 |
70 | 2009.11.23 21:00 | buy | 24 | 0.30 | 89.011 | 0.000 | 0.000 | ||
71 | 2009.11.23 21:00 | modify | 24 | 0.30 | 89.011 | 88.961 | 89.061 | ||
72 | 2009.11.23 21:59 | s/l | 24 | 0.30 | 88.961 | 88.961 | 89.061 | -16.86 | 9800.13 |
73 | 2009.11.24 06:00 | sell | 25 | 0.30 | 88.863 | 0.000 | 0.000 | ||
74 | 2009.11.24 06:00 | modify | 25 | 0.30 | 88.863 | 88.913 | 88.813 | ||
75 | 2009.11.24 06:06 | s/l | 25 | 0.30 | 88.913 | 88.913 | 88.813 | -16.87 | 9783.26 |
76 | 2009.11.27 19:00 | buy | 26 | 0.30 | 86.789 | 0.000 | 0.000 | ||
77 | 2009.11.27 19:00 | modify | 26 | 0.30 | 86.789 | 86.739 | 86.839 | ||
78 | 2009.11.27 19:16 | s/l | 26 | 0.30 | 86.739 | 86.739 | 86.839 | -17.29 | 9765.97 |