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 | hidden_TakeProfit=60; hidden_StopLoss=30; Lots=0.2; target_tp1=20; target_tp2=35; target_tp3=50; pidem=0; pidemu=14; pisto=0; pistok=5; pistod=3; istslow=3; | ||||
Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
Mismatched charts errors | 113 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -229.57 | Gross profit | 54.89 | Gross loss | -284.46 |
Profit factor | 0.19 | Expected payoff | -5.22 | ||
Absolute drawdown | 229.57 | Maximal drawdown | 229.57 (2.30%) | Relative drawdown | 2.30% (229.57) |
Total trades | 44 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 44 (9.09%) |
Profit trades (% of total) | 4 (9.09%) | Loss trades (% of total) | 40 (90.91%) | ||
Largest | profit trade | 13.85 | loss trade | -9.38 | |
Average | profit trade | 13.72 | loss trade | -7.11 | |
Maximum | consecutive wins (profit in money) | 1 (13.85) | consecutive losses (loss in money) | 13 (-90.81) | |
Maximal | consecutive profit (count of wins) | 13.85 (1) | consecutive loss (count of losses) | -90.81 (13) | |
Average | consecutive wins | 1 | consecutive losses | 8 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.11 04:00 | buy | 1 | 0.20 | 89.617 | 0.000 | 0.000 | ||
2 | 2009.11.11 04:02 | close | 1 | 0.20 | 89.586 | 0.000 | 0.000 | -6.92 | 9993.08 |
3 | 2009.11.11 04:02 | buy | 2 | 0.20 | 89.605 | 0.000 | 0.000 | ||
4 | 2009.11.11 04:03 | close | 2 | 0.20 | 89.573 | 0.000 | 0.000 | -7.15 | 9985.93 |
5 | 2009.11.11 04:03 | buy | 3 | 0.20 | 89.592 | 0.000 | 0.000 | ||
6 | 2009.11.11 04:46 | close | 3 | 0.20 | 89.562 | 0.000 | 0.000 | -6.70 | 9979.23 |
7 | 2009.11.11 04:46 | buy | 4 | 0.20 | 89.581 | 0.000 | 0.000 | ||
8 | 2009.11.11 04:47 | close | 4 | 0.20 | 89.551 | 0.000 | 0.000 | -6.70 | 9972.53 |
9 | 2009.11.11 04:47 | buy | 5 | 0.20 | 89.570 | 0.000 | 0.000 | ||
10 | 2009.11.11 04:48 | close | 5 | 0.20 | 89.539 | 0.000 | 0.000 | -6.92 | 9965.61 |
11 | 2009.11.11 04:48 | buy | 6 | 0.20 | 89.557 | 0.000 | 0.000 | ||
12 | 2009.11.11 05:01 | close | 6 | 0.20 | 89.525 | 0.000 | 0.000 | -7.15 | 9958.46 |
13 | 2009.11.16 18:17 | buy | 7 | 0.20 | 89.550 | 0.000 | 0.000 | ||
14 | 2009.11.16 18:19 | close | 7 | 0.20 | 89.519 | 0.000 | 0.000 | -6.93 | 9951.53 |
15 | 2009.11.16 18:19 | buy | 8 | 0.20 | 89.534 | 0.000 | 0.000 | ||
16 | 2009.11.16 18:19 | close | 8 | 0.20 | 89.500 | 0.000 | 0.000 | -7.60 | 9943.93 |
17 | 2009.11.16 18:19 | buy | 9 | 0.20 | 89.516 | 0.000 | 0.000 | ||
18 | 2009.11.16 18:19 | close | 9 | 0.20 | 89.482 | 0.000 | 0.000 | -7.60 | 9936.33 |
19 | 2009.11.16 18:19 | buy | 10 | 0.20 | 89.505 | 0.000 | 0.000 | ||
20 | 2009.11.16 18:20 | close | 10 | 0.20 | 89.475 | 0.000 | 0.000 | -6.71 | 9929.62 |
21 | 2009.11.16 18:20 | buy | 11 | 0.20 | 89.493 | 0.000 | 0.000 | ||
22 | 2009.11.16 18:20 | close | 11 | 0.20 | 89.462 | 0.000 | 0.000 | -6.93 | 9922.69 |
23 | 2009.11.16 18:20 | buy | 12 | 0.20 | 89.479 | 0.000 | 0.000 | ||
24 | 2009.11.16 18:21 | close | 12 | 0.20 | 89.448 | 0.000 | 0.000 | -6.93 | 9915.76 |
25 | 2009.11.16 18:21 | buy | 13 | 0.20 | 89.466 | 0.000 | 0.000 | ||
26 | 2009.11.16 18:22 | modify | 13 | 0.20 | 89.466 | 89.480 | 89.597 | ||
27 | 2009.11.16 18:22 | modify | 13 | 0.20 | 89.466 | 89.484 | 89.601 | ||
28 | 2009.11.16 18:22 | modify | 13 | 0.20 | 89.466 | 89.488 | 89.605 | ||
29 | 2009.11.16 18:22 | close | 13 | 0.20 | 89.528 | 89.488 | 89.605 | 13.85 | 9929.61 |
30 | 2009.11.16 18:22 | buy | 14 | 0.20 | 89.552 | 0.000 | 0.000 | ||
31 | 2009.11.16 18:25 | close | 14 | 0.20 | 89.510 | 0.000 | 0.000 | -9.38 | 9920.23 |
32 | 2009.11.16 18:25 | buy | 15 | 0.20 | 89.524 | 0.000 | 0.000 | ||
33 | 2009.11.16 18:25 | close | 15 | 0.20 | 89.491 | 0.000 | 0.000 | -7.38 | 9912.85 |
34 | 2009.11.16 18:25 | buy | 16 | 0.20 | 89.504 | 0.000 | 0.000 | ||
35 | 2009.11.16 18:25 | close | 16 | 0.20 | 89.471 | 0.000 | 0.000 | -7.38 | 9905.47 |
36 | 2009.11.16 18:25 | buy | 17 | 0.20 | 89.485 | 0.000 | 0.000 | ||
37 | 2009.11.16 18:25 | close | 17 | 0.20 | 89.452 | 0.000 | 0.000 | -7.38 | 9898.09 |
38 | 2009.11.16 18:25 | buy | 18 | 0.20 | 89.465 | 0.000 | 0.000 | ||
39 | 2009.11.16 18:26 | close | 18 | 0.20 | 89.433 | 0.000 | 0.000 | -7.16 | 9890.93 |
40 | 2009.11.16 18:26 | buy | 19 | 0.20 | 89.452 | 0.000 | 0.000 | ||
41 | 2009.11.16 18:28 | modify | 19 | 0.20 | 89.452 | 89.466 | 89.583 | ||
42 | 2009.11.16 18:28 | modify | 19 | 0.20 | 89.452 | 89.465 | 89.582 | ||
43 | 2009.11.16 18:29 | modify | 19 | 0.20 | 89.452 | 89.467 | 89.584 | ||
44 | 2009.11.16 18:29 | modify | 19 | 0.20 | 89.452 | 89.470 | 89.587 | ||
45 | 2009.11.16 18:29 | modify | 19 | 0.20 | 89.452 | 89.473 | 89.590 | ||
46 | 2009.11.16 18:29 | close | 19 | 0.20 | 89.514 | 89.473 | 89.590 | 13.85 | 9904.78 |
47 | 2009.11.16 18:29 | buy | 20 | 0.20 | 89.537 | 0.000 | 0.000 | ||
48 | 2009.11.16 18:32 | close | 20 | 0.20 | 89.505 | 0.000 | 0.000 | -7.15 | 9897.63 |
49 | 2009.11.16 18:32 | buy | 21 | 0.20 | 89.524 | 0.000 | 0.000 | ||
50 | 2009.11.16 18:33 | close | 21 | 0.20 | 89.494 | 0.000 | 0.000 | -6.70 | 9890.93 |
51 | 2009.11.16 18:33 | buy | 22 | 0.20 | 89.511 | 0.000 | 0.000 | ||
52 | 2009.11.16 18:34 | close | 22 | 0.20 | 89.480 | 0.000 | 0.000 | -6.93 | 9884.00 |
53 | 2009.11.16 18:35 | buy | 23 | 0.20 | 89.505 | 0.000 | 0.000 | ||
54 | 2009.11.16 18:35 | close | 23 | 0.20 | 89.475 | 0.000 | 0.000 | -6.71 | 9877.29 |
55 | 2009.11.16 18:35 | buy | 24 | 0.20 | 89.493 | 0.000 | 0.000 | ||
56 | 2009.11.16 18:36 | close | 24 | 0.20 | 89.463 | 0.000 | 0.000 | -6.71 | 9870.58 |
57 | 2009.11.16 18:36 | buy | 25 | 0.20 | 89.478 | 0.000 | 0.000 | ||
58 | 2009.11.16 18:36 | close | 25 | 0.20 | 89.446 | 0.000 | 0.000 | -7.16 | 9863.42 |
59 | 2009.11.16 18:36 | buy | 26 | 0.20 | 89.467 | 0.000 | 0.000 | ||
60 | 2009.11.16 18:37 | close | 26 | 0.20 | 89.434 | 0.000 | 0.000 | -7.38 | 9856.04 |
61 | 2009.11.16 18:37 | buy | 27 | 0.20 | 89.448 | 0.000 | 0.000 | ||
62 | 2009.11.16 18:37 | close | 27 | 0.20 | 89.417 | 0.000 | 0.000 | -6.93 | 9849.11 |
63 | 2009.11.16 18:37 | buy | 28 | 0.20 | 89.431 | 0.000 | 0.000 | ||
64 | 2009.11.16 18:38 | close | 28 | 0.20 | 89.401 | 0.000 | 0.000 | -6.71 | 9842.40 |
65 | 2009.11.16 18:38 | buy | 29 | 0.20 | 89.414 | 0.000 | 0.000 | ||
66 | 2009.11.16 18:38 | close | 29 | 0.20 | 89.380 | 0.000 | 0.000 | -7.61 | 9834.79 |
67 | 2009.11.16 18:38 | buy | 30 | 0.20 | 89.392 | 0.000 | 0.000 | ||
68 | 2009.11.16 18:43 | close | 30 | 0.20 | 89.361 | 0.000 | 0.000 | -6.94 | 9827.85 |
69 | 2009.11.16 18:43 | buy | 31 | 0.20 | 89.377 | 0.000 | 0.000 | ||
70 | 2009.11.16 18:45 | close | 31 | 0.20 | 89.345 | 0.000 | 0.000 | -7.16 | 9820.69 |
71 | 2009.11.16 18:46 | buy | 32 | 0.20 | 89.363 | 0.000 | 0.000 | ||
72 | 2009.11.16 18:54 | close | 32 | 0.20 | 89.333 | 0.000 | 0.000 | -6.72 | 9813.97 |
73 | 2009.11.17 10:11 | buy | 33 | 0.20 | 88.919 | 0.000 | 0.000 | ||
74 | 2009.11.17 10:31 | modify | 33 | 0.20 | 88.919 | 88.936 | 89.053 | ||
75 | 2009.11.17 10:31 | modify | 33 | 0.20 | 88.919 | 88.935 | 89.052 | ||
76 | 2009.11.17 10:31 | modify | 33 | 0.20 | 88.919 | 88.934 | 89.051 | ||
77 | 2009.11.17 10:31 | modify | 33 | 0.20 | 88.919 | 88.933 | 89.050 | ||
78 | 2009.11.17 10:32 | modify | 33 | 0.20 | 88.919 | 88.938 | 89.055 | ||
79 | 2009.11.17 10:32 | close | 33 | 0.20 | 88.980 | 88.938 | 89.055 | 13.71 | 9827.68 |
80 | 2009.11.17 10:32 | buy | 34 | 0.20 | 89.004 | 0.000 | 0.000 | ||
81 | 2009.11.17 10:42 | close | 34 | 0.20 | 88.970 | 0.000 | 0.000 | -7.64 | 9820.04 |
82 | 2009.11.17 10:42 | buy | 35 | 0.20 | 88.984 | 0.000 | 0.000 | ||
83 | 2009.11.17 10:43 | close | 35 | 0.20 | 88.953 | 0.000 | 0.000 | -6.97 | 9813.07 |
84 | 2009.11.17 10:43 | buy | 36 | 0.20 | 88.964 | 0.000 | 0.000 | ||
85 | 2009.11.17 10:48 | close | 36 | 0.20 | 88.934 | 0.000 | 0.000 | -6.75 | 9806.32 |
86 | 2009.11.17 10:48 | buy | 37 | 0.20 | 88.950 | 0.000 | 0.000 | ||
87 | 2009.11.17 10:53 | modify | 37 | 0.20 | 88.950 | 88.964 | 89.081 | ||
88 | 2009.11.17 10:53 | modify | 37 | 0.20 | 88.950 | 88.969 | 89.086 | ||
89 | 2009.11.17 10:53 | close | 37 | 0.20 | 89.010 | 88.969 | 89.086 | 13.48 | 9819.80 |
90 | 2009.11.17 10:53 | buy | 38 | 0.20 | 89.035 | 0.000 | 0.000 | ||
91 | 2009.11.17 10:53 | close | 38 | 0.20 | 89.005 | 0.000 | 0.000 | -6.74 | 9813.06 |
92 | 2009.11.17 10:53 | buy | 39 | 0.20 | 89.023 | 0.000 | 0.000 | ||
93 | 2009.11.17 10:54 | close | 39 | 0.20 | 88.993 | 0.000 | 0.000 | -6.74 | 9806.32 |
94 | 2009.11.17 10:54 | buy | 40 | 0.20 | 89.009 | 0.000 | 0.000 | ||
95 | 2009.11.17 11:02 | close | 40 | 0.20 | 88.978 | 0.000 | 0.000 | -6.97 | 9799.35 |
96 | 2009.11.25 04:00 | buy | 41 | 0.20 | 88.334 | 0.000 | 0.000 | ||
97 | 2009.11.25 04:03 | close | 41 | 0.20 | 88.302 | 0.000 | 0.000 | -7.25 | 9792.10 |
98 | 2009.11.25 04:03 | buy | 42 | 0.20 | 88.321 | 0.000 | 0.000 | ||
99 | 2009.11.25 04:07 | close | 42 | 0.20 | 88.289 | 0.000 | 0.000 | -7.25 | 9784.85 |
100 | 2009.11.25 04:10 | buy | 43 | 0.20 | 88.318 | 0.000 | 0.000 | ||
101 | 2009.11.25 04:18 | close | 43 | 0.20 | 88.288 | 0.000 | 0.000 | -6.80 | 9778.05 |
102 | 2009.11.26 18:27 | buy | 44 | 0.20 | 86.613 | 0.000 | 0.000 | ||
103 | 2009.11.26 18:28 | close | 44 | 0.20 | 86.580 | 0.000 | 0.000 | -7.62 | 9770.43 |