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 | MagicNumber=0; SignalMail=false; EachTickMode=false; Lots=1; Slippage=2; StopLossMode=false; StopLoss=300; TakeProfitMode=false; TakeProfit=600; TrailingStopMode=false; TrailingStop=300; | ||||
Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
Mismatched charts errors | 113 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -971.49 | Gross profit | 3749.10 | Gross loss | -4720.59 |
Profit factor | 0.79 | Expected payoff | -28.57 | ||
Absolute drawdown | 3143.53 | Maximal drawdown | 3472.82 (33.62%) | Relative drawdown | 33.62% (3472.82) |
Total trades | 34 | Short positions (won %) | 22 (27.27%) | Long positions (won %) | 12 (16.67%) |
Profit trades (% of total) | 8 (23.53%) | Loss trades (% of total) | 26 (76.47%) | ||
Largest | profit trade | 2166.48 | loss trade | -395.02 | |
Average | profit trade | 468.64 | loss trade | -181.56 | |
Maximum | consecutive wins (profit in money) | 2 (2415.10) | consecutive losses (loss in money) | 14 (-2400.83) | |
Maximal | consecutive profit (count of wins) | 2415.10 (2) | consecutive loss (count of losses) | -2400.83 (14) | |
Average | consecutive wins | 2 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 06:00 | sell | 1 | 1.00 | 90.186 | 0.000 | 0.000 | ||
2 | 2009.11.03 16:00 | close | 1 | 1.00 | 90.453 | 0.000 | 0.000 | -295.18 | 9704.82 |
3 | 2009.11.03 17:00 | buy | 2 | 1.00 | 90.345 | 0.000 | 0.000 | ||
4 | 2009.11.04 02:00 | close | 2 | 1.00 | 90.119 | 0.000 | 0.000 | -250.34 | 9454.48 |
5 | 2009.11.04 03:00 | sell | 3 | 1.00 | 90.197 | 0.000 | 0.000 | ||
6 | 2009.11.04 07:00 | close | 3 | 1.00 | 90.380 | 0.000 | 0.000 | -202.48 | 9252.00 |
7 | 2009.11.04 08:00 | buy | 4 | 1.00 | 90.456 | 0.000 | 0.000 | ||
8 | 2009.11.04 21:00 | close | 4 | 1.00 | 90.798 | 0.000 | 0.000 | 376.66 | 9628.66 |
9 | 2009.11.05 02:00 | sell | 5 | 1.00 | 90.563 | 0.000 | 0.000 | ||
10 | 2009.11.05 14:00 | close | 5 | 1.00 | 90.467 | 0.000 | 0.000 | 106.12 | 9734.78 |
11 | 2009.11.05 16:00 | buy | 6 | 1.00 | 90.616 | 0.000 | 0.000 | ||
12 | 2009.11.06 04:00 | close | 6 | 1.00 | 90.603 | 0.000 | 0.000 | -13.91 | 9720.87 |
13 | 2009.11.06 08:00 | sell | 7 | 1.00 | 90.510 | 0.000 | 0.000 | ||
14 | 2009.11.06 13:00 | close | 7 | 1.00 | 90.691 | 0.000 | 0.000 | -199.58 | 9521.29 |
15 | 2009.11.06 15:00 | sell | 8 | 1.00 | 90.120 | 0.000 | 0.000 | ||
16 | 2009.11.09 04:00 | close | 8 | 1.00 | 90.212 | 0.000 | 0.000 | -102.75 | 9418.54 |
17 | 2009.11.09 12:00 | sell | 9 | 1.00 | 89.877 | 0.000 | 0.000 | ||
18 | 2009.11.09 19:00 | close | 9 | 1.00 | 90.019 | 0.000 | 0.000 | -157.74 | 9260.80 |
19 | 2009.11.10 01:00 | sell | 10 | 1.00 | 89.852 | 0.000 | 0.000 | ||
20 | 2009.11.10 02:00 | close | 10 | 1.00 | 89.994 | 0.000 | 0.000 | -157.79 | 9103.01 |
21 | 2009.11.10 07:00 | sell | 11 | 1.00 | 89.766 | 0.000 | 0.000 | ||
22 | 2009.11.10 12:00 | close | 11 | 1.00 | 90.122 | 0.000 | 0.000 | -395.02 | 8707.99 |
23 | 2009.11.10 13:00 | buy | 12 | 1.00 | 90.034 | 0.000 | 0.000 | ||
24 | 2009.11.10 14:00 | close | 12 | 1.00 | 89.831 | 0.000 | 0.000 | -225.98 | 8482.01 |
25 | 2009.11.10 15:00 | sell | 13 | 1.00 | 89.788 | 0.000 | 0.000 | ||
26 | 2009.11.10 22:00 | close | 13 | 1.00 | 89.865 | 0.000 | 0.000 | -85.68 | 8396.33 |
27 | 2009.11.11 01:00 | sell | 14 | 1.00 | 89.686 | 0.000 | 0.000 | ||
28 | 2009.11.11 08:00 | close | 14 | 1.00 | 89.823 | 0.000 | 0.000 | -152.52 | 8243.81 |
29 | 2009.11.11 09:00 | buy | 15 | 1.00 | 90.028 | 0.000 | 0.000 | ||
30 | 2009.11.11 20:00 | close | 15 | 1.00 | 89.845 | 0.000 | 0.000 | -203.68 | 8040.13 |
31 | 2009.11.12 01:00 | buy | 16 | 1.00 | 89.935 | 0.000 | 0.000 | ||
32 | 2009.11.12 02:00 | close | 16 | 1.00 | 89.847 | 0.000 | 0.000 | -97.94 | 7942.19 |
33 | 2009.11.12 03:00 | sell | 17 | 1.00 | 89.715 | 0.000 | 0.000 | ||
34 | 2009.11.12 04:00 | close | 17 | 1.00 | 89.865 | 0.000 | 0.000 | -166.92 | 7775.27 |
35 | 2009.11.12 05:00 | sell | 18 | 1.00 | 89.740 | 0.000 | 0.000 | ||
36 | 2009.11.12 08:00 | close | 18 | 1.00 | 89.890 | 0.000 | 0.000 | -166.87 | 7608.40 |
37 | 2009.11.12 10:00 | sell | 19 | 1.00 | 89.751 | 0.000 | 0.000 | ||
38 | 2009.11.12 14:00 | close | 19 | 1.00 | 89.998 | 0.000 | 0.000 | -274.45 | 7333.95 |
39 | 2009.11.12 15:00 | buy | 20 | 1.00 | 90.165 | 0.000 | 0.000 | ||
40 | 2009.11.13 02:00 | close | 20 | 1.00 | 90.269 | 0.000 | 0.000 | 115.65 | 7449.60 |
41 | 2009.11.13 11:00 | sell | 21 | 1.00 | 89.782 | 0.000 | 0.000 | ||
42 | 2009.11.16 04:00 | close | 21 | 1.00 | 89.680 | 0.000 | 0.000 | 112.97 | 7562.57 |
43 | 2009.11.16 10:00 | sell | 22 | 1.00 | 89.455 | 0.000 | 0.000 | ||
44 | 2009.11.16 13:00 | close | 22 | 1.00 | 89.625 | 0.000 | 0.000 | -189.68 | 7372.89 |
45 | 2009.11.16 15:00 | sell | 23 | 1.00 | 89.410 | 0.000 | 0.000 | ||
46 | 2009.11.17 12:00 | close | 23 | 1.00 | 89.070 | 0.000 | 0.000 | 380.95 | 7753.84 |
47 | 2009.11.17 17:00 | buy | 24 | 1.00 | 89.410 | 0.000 | 0.000 | ||
48 | 2009.11.18 01:00 | close | 24 | 1.00 | 89.240 | 0.000 | 0.000 | -190.06 | 7563.78 |
49 | 2009.11.18 06:00 | sell | 25 | 1.00 | 89.180 | 0.000 | 0.000 | ||
50 | 2009.11.18 15:00 | close | 25 | 1.00 | 89.225 | 0.000 | 0.000 | -50.43 | 7513.35 |
51 | 2009.11.18 16:00 | buy | 26 | 1.00 | 89.255 | 0.000 | 0.000 | ||
52 | 2009.11.19 03:00 | close | 26 | 1.00 | 89.175 | 0.000 | 0.000 | -88.39 | 7424.96 |
53 | 2009.11.19 04:00 | sell | 27 | 1.00 | 89.185 | 0.000 | 0.000 | ||
54 | 2009.11.19 18:00 | close | 27 | 1.00 | 88.970 | 0.000 | 0.000 | 241.65 | 7666.61 |
55 | 2009.11.20 08:00 | sell | 28 | 1.00 | 88.765 | 0.000 | 0.000 | ||
56 | 2009.11.20 13:00 | close | 28 | 1.00 | 88.905 | 0.000 | 0.000 | -157.47 | 7509.14 |
57 | 2009.11.20 16:00 | buy | 29 | 1.00 | 89.080 | 0.000 | 0.000 | ||
58 | 2009.11.23 00:00 | close | 29 | 1.00 | 88.818 | 0.000 | 0.000 | -294.55 | 7214.59 |
59 | 2009.11.23 01:00 | sell | 30 | 1.00 | 88.868 | 0.000 | 0.000 | ||
60 | 2009.11.23 10:00 | close | 30 | 1.00 | 88.998 | 0.000 | 0.000 | -146.07 | 7068.52 |
61 | 2009.11.23 17:00 | buy | 31 | 1.00 | 88.974 | 0.000 | 0.000 | ||
62 | 2009.11.24 01:00 | close | 31 | 1.00 | 88.911 | 0.000 | 0.000 | -70.42 | 6998.10 |
63 | 2009.11.24 02:00 | sell | 32 | 1.00 | 88.839 | 0.000 | 0.000 | ||
64 | 2009.11.25 01:00 | close | 32 | 1.00 | 88.618 | 0.000 | 0.000 | 248.62 | 7246.72 |
65 | 2009.11.25 03:00 | sell | 33 | 1.00 | 88.251 | 0.000 | 0.000 | ||
66 | 2009.11.27 06:00 | close | 33 | 1.00 | 86.377 | 0.000 | 0.000 | 2166.48 | 9413.20 |
67 | 2009.11.27 16:00 | buy | 34 | 1.00 | 86.896 | 0.000 | 0.000 | ||
68 | 2009.11.27 22:00 | close | 34 | 1.00 | 86.563 | 0.000 | 0.000 | -384.69 | 9028.51 |