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 | Lots=0.1; Begin=10; Length=4; EOD=24; Pips=5; StopLoss=50; BreakEven=30; TakeProfit=80; | ||||
Bars in test | 551 | Ticks modelled | 11401 | Modelling quality | n/a |
Mismatched charts errors | 4 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 2.94 | Gross profit | 53.49 | Gross loss | -50.55 |
Profit factor | 1.06 | Expected payoff | 0.16 | ||
Absolute drawdown | 10.47 | Maximal drawdown | 26.88 (0.27%) | Relative drawdown | 0.27% (26.88) |
Total trades | 18 | Short positions (won %) | 8 (37.50%) | Long positions (won %) | 10 (60.00%) |
Profit trades (% of total) | 9 (50.00%) | Loss trades (% of total) | 9 (50.00%) | ||
Largest | profit trade | 9.04 | loss trade | -5.78 | |
Average | profit trade | 5.94 | loss trade | -5.62 | |
Maximum | consecutive wins (profit in money) | 3 (26.67) | consecutive losses (loss in money) | 2 (-11.56) | |
Maximal | consecutive profit (count of wins) | 26.67 (3) | consecutive loss (count of losses) | -11.56 (2) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 10:00 | buy stop | 1 | 0.10 | 90.293 | 90.243 | 90.373 | ||
2 | 2009.11.03 10:00 | sell stop | 2 | 0.10 | 89.865 | 89.915 | 89.785 | ||
3 | 2009.11.03 13:37 | buy | 1 | 0.10 | 90.293 | 90.243 | 90.373 | ||
4 | 2009.11.03 13:40 | s/l | 1 | 0.10 | 90.243 | 90.243 | 90.373 | -5.54 | 9994.46 |
5 | 2009.11.03 23:59 | delete | 2 | 0.10 | 89.865 | 89.915 | 89.785 | ||
6 | 2009.11.04 10:00 | buy stop | 3 | 0.10 | 90.840 | 90.790 | 90.920 | ||
7 | 2009.11.04 10:00 | sell stop | 4 | 0.10 | 90.311 | 90.361 | 90.231 | ||
8 | 2009.11.04 10:45 | buy | 3 | 0.10 | 90.840 | 90.790 | 90.920 | ||
9 | 2009.11.04 10:45 | modify | 3 | 0.10 | 90.840 | 90.840 | 90.920 | ||
10 | 2009.11.04 10:50 | t/p | 3 | 0.10 | 90.920 | 90.840 | 90.920 | 8.79 | 10003.25 |
11 | 2009.11.04 23:59 | delete | 4 | 0.10 | 90.311 | 90.361 | 90.231 | ||
12 | 2009.11.05 10:00 | buy stop | 5 | 0.10 | 90.513 | 90.463 | 90.593 | ||
13 | 2009.11.05 14:45 | buy | 5 | 0.10 | 90.513 | 90.463 | 90.593 | ||
14 | 2009.11.05 14:50 | modify | 5 | 0.10 | 90.513 | 90.513 | 90.593 | ||
15 | 2009.11.05 14:57 | s/l | 5 | 0.10 | 90.513 | 90.513 | 90.593 | 0.00 | 10003.25 |
16 | 2009.11.06 10:00 | buy stop | 6 | 0.10 | 90.678 | 90.628 | 90.758 | ||
17 | 2009.11.06 10:00 | sell stop | 7 | 0.10 | 90.404 | 90.454 | 90.324 | ||
18 | 2009.11.06 12:15 | buy | 6 | 0.10 | 90.678 | 90.628 | 90.758 | ||
19 | 2009.11.06 12:32 | s/l | 6 | 0.10 | 90.628 | 90.628 | 90.758 | -5.52 | 9997.73 |
20 | 2009.11.06 14:26 | sell | 7 | 0.10 | 90.404 | 90.454 | 90.324 | ||
21 | 2009.11.06 14:37 | s/l | 7 | 0.10 | 90.454 | 90.454 | 90.324 | -5.53 | 9992.20 |
22 | 2009.11.09 10:00 | buy stop | 8 | 0.10 | 90.281 | 90.231 | 90.361 | ||
23 | 2009.11.09 10:00 | sell stop | 9 | 0.10 | 89.990 | 90.040 | 89.910 | ||
24 | 2009.11.09 11:10 | sell | 9 | 0.10 | 89.990 | 90.040 | 89.910 | ||
25 | 2009.11.09 11:15 | modify | 9 | 0.10 | 89.990 | 89.990 | 89.910 | ||
26 | 2009.11.09 11:20 | t/p | 9 | 0.10 | 89.910 | 89.990 | 89.910 | 8.90 | 10001.10 |
27 | 2009.11.09 23:59 | delete | 8 | 0.10 | 90.281 | 90.231 | 90.361 | ||
28 | 2009.11.10 10:00 | buy stop | 10 | 0.10 | 89.931 | 89.881 | 90.011 | ||
29 | 2009.11.10 10:00 | sell stop | 11 | 0.10 | 89.680 | 89.730 | 89.600 | ||
30 | 2009.11.10 11:15 | buy | 10 | 0.10 | 89.931 | 89.881 | 90.011 | ||
31 | 2009.11.10 11:20 | t/p | 10 | 0.10 | 90.011 | 89.881 | 90.011 | 8.89 | 10009.99 |
32 | 2009.11.10 23:59 | delete | 11 | 0.10 | 89.680 | 89.730 | 89.600 | ||
33 | 2009.11.11 10:00 | buy stop | 12 | 0.10 | 90.061 | 90.011 | 90.141 | ||
34 | 2009.11.11 10:00 | sell stop | 13 | 0.10 | 89.550 | 89.600 | 89.470 | ||
35 | 2009.11.11 23:59 | delete | 12 | 0.10 | 90.061 | 90.011 | 90.141 | ||
36 | 2009.11.12 00:00 | delete | 13 | 0.10 | 89.550 | 89.600 | 89.470 | ||
37 | 2009.11.12 10:00 | buy stop | 14 | 0.10 | 89.924 | 89.874 | 90.004 | ||
38 | 2009.11.12 10:00 | sell stop | 15 | 0.10 | 89.630 | 89.680 | 89.550 | ||
39 | 2009.11.12 13:40 | buy | 14 | 0.10 | 89.924 | 89.874 | 90.004 | ||
40 | 2009.11.12 13:50 | modify | 14 | 0.10 | 89.924 | 89.924 | 90.004 | ||
41 | 2009.11.12 14:10 | t/p | 14 | 0.10 | 90.004 | 89.924 | 90.004 | 8.88 | 10018.87 |
42 | 2009.11.12 23:59 | delete | 15 | 0.10 | 89.630 | 89.680 | 89.550 | ||
43 | 2009.11.13 10:00 | buy stop | 16 | 0.10 | 90.430 | 90.380 | 90.510 | ||
44 | 2009.11.13 10:00 | sell stop | 17 | 0.10 | 90.115 | 90.165 | 90.035 | ||
45 | 2009.11.13 10:05 | sell | 17 | 0.10 | 90.115 | 90.165 | 90.035 | ||
46 | 2009.11.13 10:07 | s/l | 17 | 0.10 | 90.165 | 90.165 | 90.035 | -5.54 | 10013.33 |
47 | 2009.11.13 22:55 | delete | 16 | 0.10 | 90.430 | 90.380 | 90.510 | ||
48 | 2009.11.16 10:00 | buy stop | 18 | 0.10 | 89.650 | 89.600 | 89.730 | ||
49 | 2009.11.16 10:00 | sell stop | 19 | 0.10 | 89.410 | 89.460 | 89.330 | ||
50 | 2009.11.16 11:02 | sell | 19 | 0.10 | 89.410 | 89.460 | 89.330 | ||
51 | 2009.11.16 11:07 | modify | 19 | 0.10 | 89.410 | 89.410 | 89.330 | ||
52 | 2009.11.16 11:10 | s/l | 19 | 0.10 | 89.410 | 89.410 | 89.330 | 0.00 | 10013.33 |
53 | 2009.11.16 23:59 | delete | 18 | 0.10 | 89.650 | 89.600 | 89.730 | ||
54 | 2009.11.17 10:00 | buy stop | 20 | 0.10 | 89.140 | 89.090 | 89.220 | ||
55 | 2009.11.17 10:00 | sell stop | 21 | 0.10 | 88.720 | 88.770 | 88.640 | ||
56 | 2009.11.17 11:20 | buy | 20 | 0.10 | 89.140 | 89.090 | 89.220 | ||
57 | 2009.11.17 11:27 | s/l | 20 | 0.10 | 89.090 | 89.090 | 89.220 | -5.62 | 10007.71 |
58 | 2009.11.17 23:59 | delete | 21 | 0.10 | 88.720 | 88.770 | 88.640 | ||
59 | 2009.11.18 10:00 | buy stop | 22 | 0.10 | 89.228 | 89.178 | 89.308 | ||
60 | 2009.11.18 10:00 | sell stop | 23 | 0.10 | 89.050 | 89.100 | 88.970 | ||
61 | 2009.11.18 10:50 | sell | 23 | 0.10 | 89.050 | 89.100 | 88.970 | ||
62 | 2009.11.18 11:15 | s/l | 23 | 0.10 | 89.100 | 89.100 | 88.970 | -5.61 | 10002.10 |
63 | 2009.11.18 14:50 | buy | 22 | 0.10 | 89.228 | 89.178 | 89.308 | ||
64 | 2009.11.18 15:02 | modify | 22 | 0.10 | 89.228 | 89.228 | 89.308 | ||
65 | 2009.11.18 15:10 | s/l | 22 | 0.10 | 89.228 | 89.228 | 89.308 | 0.00 | 10002.10 |
66 | 2009.11.19 10:00 | buy stop | 24 | 0.10 | 89.149 | 89.099 | 89.229 | ||
67 | 2009.11.19 10:00 | sell stop | 25 | 0.10 | 88.820 | 88.870 | 88.740 | ||
68 | 2009.11.19 13:20 | sell | 25 | 0.10 | 88.820 | 88.870 | 88.740 | ||
69 | 2009.11.19 13:32 | s/l | 25 | 0.10 | 88.870 | 88.870 | 88.740 | -5.63 | 9996.47 |
70 | 2009.11.19 23:59 | delete | 24 | 0.10 | 89.149 | 89.099 | 89.229 | ||
71 | 2009.11.20 10:00 | buy stop | 26 | 0.10 | 88.955 | 88.905 | 89.035 | ||
72 | 2009.11.20 10:00 | sell stop | 27 | 0.10 | 88.667 | 88.717 | 88.587 | ||
73 | 2009.11.20 13:10 | buy | 26 | 0.10 | 88.955 | 88.905 | 89.035 | ||
74 | 2009.11.20 13:15 | modify | 26 | 0.10 | 88.955 | 88.955 | 89.035 | ||
75 | 2009.11.20 13:20 | t/p | 26 | 0.10 | 89.035 | 88.955 | 89.035 | 8.99 | 10005.46 |
76 | 2009.11.20 22:56 | delete | 27 | 0.10 | 88.667 | 88.717 | 88.587 | ||
77 | 2009.11.23 10:00 | sell stop | 28 | 0.10 | 88.559 | 88.609 | 88.479 | ||
78 | 2009.11.23 23:59 | delete | 28 | 0.10 | 88.559 | 88.609 | 88.479 | ||
79 | 2009.11.24 10:00 | buy stop | 29 | 0.10 | 88.850 | 88.800 | 88.930 | ||
80 | 2009.11.24 10:00 | sell stop | 30 | 0.10 | 88.544 | 88.594 | 88.464 | ||
81 | 2009.11.24 14:15 | sell | 30 | 0.10 | 88.544 | 88.594 | 88.464 | ||
82 | 2009.11.24 14:40 | modify | 30 | 0.10 | 88.544 | 88.544 | 88.464 | ||
83 | 2009.11.24 14:45 | t/p | 30 | 0.10 | 88.464 | 88.544 | 88.464 | 9.04 | 10014.50 |
84 | 2009.11.24 23:59 | delete | 29 | 0.10 | 88.850 | 88.800 | 88.930 | ||
85 | 2009.11.25 10:00 | buy stop | 31 | 0.10 | 88.420 | 88.370 | 88.500 | ||
86 | 2009.11.25 23:59 | delete | 31 | 0.10 | 88.420 | 88.370 | 88.500 | ||
87 | 2009.11.26 10:00 | buy stop | 32 | 0.10 | 87.068 | 87.018 | 87.148 | ||
88 | 2009.11.26 10:00 | sell stop | 33 | 0.10 | 86.549 | 86.599 | 86.469 | ||
89 | 2009.11.26 16:50 | sell | 33 | 0.10 | 86.549 | 86.599 | 86.469 | ||
90 | 2009.11.26 16:57 | s/l | 33 | 0.10 | 86.599 | 86.599 | 86.469 | -5.78 | 10008.72 |
91 | 2009.11.26 23:59 | delete | 32 | 0.10 | 87.068 | 87.018 | 87.148 | ||
92 | 2009.11.27 10:00 | buy stop | 34 | 0.10 | 86.503 | 86.453 | 86.583 | ||
93 | 2009.11.27 10:00 | sell stop | 35 | 0.10 | 85.710 | 85.760 | 85.630 | ||
94 | 2009.11.27 10:50 | buy | 34 | 0.10 | 86.503 | 86.453 | 86.583 | ||
95 | 2009.11.27 10:57 | s/l | 34 | 0.10 | 86.453 | 86.453 | 86.583 | -5.78 | 10002.94 |
96 | 2009.11.27 22:56 | delete | 35 | 0.10 | 85.710 | 85.760 | 85.630 |