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=3; StopLossMode=false; StopLoss=0; TakeProfitMode=false; TakeProfit=0; TrailingStopMode=false; TrailingStop=0; | ||||
| Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
| Mismatched charts errors | 113 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -2109.60 | Gross profit | 2558.28 | Gross loss | -4667.88 |
| Profit factor | 0.55 | Expected payoff | -51.45 | ||
| Absolute drawdown | 3466.57 | Maximal drawdown | 3862.73 (37.16%) | Relative drawdown | 37.16% (3862.73) |
| Total trades | 41 | Short positions (won %) | 31 (32.26%) | Long positions (won %) | 10 (20.00%) |
| Profit trades (% of total) | 12 (29.27%) | Loss trades (% of total) | 29 (70.73%) | ||
| Largest | profit trade | 821.17 | loss trade | -434.96 | |
| Average | profit trade | 213.19 | loss trade | -160.96 | |
| Maximum | consecutive wins (profit in money) | 4 (1112.33) | consecutive losses (loss in money) | 9 (-1488.76) | |
| Maximal | consecutive profit (count of wins) | 1112.33 (4) | consecutive loss (count of losses) | -1488.76 (9) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.03 09:00 | sell | 1 | 1.00 | 90.057 | 0.000 | 0.000 | ||
| 2 | 2009.11.03 12:00 | close | 1 | 1.00 | 90.182 | 0.000 | 0.000 | -138.61 | 9861.39 |
| 3 | 2009.11.03 17:00 | buy | 2 | 1.00 | 90.345 | 0.000 | 0.000 | ||
| 4 | 2009.11.03 18:00 | close | 2 | 1.00 | 90.297 | 0.000 | 0.000 | -53.16 | 9808.23 |
| 5 | 2009.11.03 21:00 | buy | 3 | 1.00 | 90.340 | 0.000 | 0.000 | ||
| 6 | 2009.11.04 02:00 | close | 3 | 1.00 | 90.119 | 0.000 | 0.000 | -244.79 | 9563.44 |
| 7 | 2009.11.04 07:00 | buy | 4 | 1.00 | 90.380 | 0.000 | 0.000 | ||
| 8 | 2009.11.04 17:00 | close | 4 | 1.00 | 90.804 | 0.000 | 0.000 | 466.94 | 10030.38 |
| 9 | 2009.11.04 18:00 | buy | 5 | 1.00 | 90.978 | 0.000 | 0.000 | ||
| 10 | 2009.11.04 22:00 | close | 5 | 1.00 | 90.584 | 0.000 | 0.000 | -434.96 | 9595.42 |
| 11 | 2009.11.05 00:00 | buy | 6 | 1.00 | 90.864 | 0.000 | 0.000 | ||
| 12 | 2009.11.05 01:00 | close | 6 | 1.00 | 90.688 | 0.000 | 0.000 | -194.07 | 9401.35 |
| 13 | 2009.11.05 10:00 | sell | 7 | 1.00 | 90.112 | 0.000 | 0.000 | ||
| 14 | 2009.11.05 13:00 | close | 7 | 1.00 | 90.262 | 0.000 | 0.000 | -166.18 | 9235.17 |
| 15 | 2009.11.05 21:00 | buy | 8 | 1.00 | 90.793 | 0.000 | 0.000 | ||
| 16 | 2009.11.06 03:00 | close | 8 | 1.00 | 90.646 | 0.000 | 0.000 | -161.73 | 9073.44 |
| 17 | 2009.11.06 09:00 | sell | 9 | 1.00 | 90.447 | 0.000 | 0.000 | ||
| 18 | 2009.11.06 10:00 | close | 9 | 1.00 | 90.584 | 0.000 | 0.000 | -151.24 | 8922.20 |
| 19 | 2009.11.06 15:00 | sell | 10 | 1.00 | 90.120 | 0.000 | 0.000 | ||
| 20 | 2009.11.09 03:00 | close | 10 | 1.00 | 90.036 | 0.000 | 0.000 | 92.53 | 9014.73 |
| 21 | 2009.11.09 12:00 | sell | 11 | 1.00 | 89.877 | 0.000 | 0.000 | ||
| 22 | 2009.11.09 18:00 | close | 11 | 1.00 | 89.943 | 0.000 | 0.000 | -73.38 | 8941.35 |
| 23 | 2009.11.10 01:00 | sell | 12 | 1.00 | 89.852 | 0.000 | 0.000 | ||
| 24 | 2009.11.10 02:00 | close | 12 | 1.00 | 89.994 | 0.000 | 0.000 | -157.79 | 8783.56 |
| 25 | 2009.11.10 07:00 | sell | 13 | 1.00 | 89.766 | 0.000 | 0.000 | ||
| 26 | 2009.11.10 12:00 | close | 13 | 1.00 | 90.122 | 0.000 | 0.000 | -395.02 | 8388.54 |
| 27 | 2009.11.10 15:00 | sell | 14 | 1.00 | 89.788 | 0.000 | 0.000 | ||
| 28 | 2009.11.10 18:00 | close | 14 | 1.00 | 89.845 | 0.000 | 0.000 | -63.44 | 8325.10 |
| 29 | 2009.11.10 20:00 | sell | 15 | 1.00 | 89.752 | 0.000 | 0.000 | ||
| 30 | 2009.11.10 22:00 | close | 15 | 1.00 | 89.865 | 0.000 | 0.000 | -125.74 | 8199.36 |
| 31 | 2009.11.11 01:00 | sell | 16 | 1.00 | 89.686 | 0.000 | 0.000 | ||
| 32 | 2009.11.11 08:00 | close | 16 | 1.00 | 89.823 | 0.000 | 0.000 | -152.52 | 8046.84 |
| 33 | 2009.11.12 01:00 | buy | 17 | 1.00 | 89.935 | 0.000 | 0.000 | ||
| 34 | 2009.11.12 03:00 | close | 17 | 1.00 | 89.715 | 0.000 | 0.000 | -245.22 | 7801.62 |
| 35 | 2009.11.12 06:00 | sell | 18 | 1.00 | 89.800 | 0.000 | 0.000 | ||
| 36 | 2009.11.12 07:00 | close | 18 | 1.00 | 89.845 | 0.000 | 0.000 | -50.09 | 7751.53 |
| 37 | 2009.11.12 09:00 | sell | 19 | 1.00 | 89.795 | 0.000 | 0.000 | ||
| 38 | 2009.11.12 14:00 | close | 19 | 1.00 | 89.998 | 0.000 | 0.000 | -225.56 | 7525.97 |
| 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 | 7641.62 |
| 41 | 2009.11.13 08:00 | buy | 21 | 1.00 | 90.391 | 0.000 | 0.000 | ||
| 42 | 2009.11.13 10:00 | close | 21 | 1.00 | 90.156 | 0.000 | 0.000 | -260.66 | 7380.96 |
| 43 | 2009.11.13 11:00 | sell | 22 | 1.00 | 89.782 | 0.000 | 0.000 | ||
| 44 | 2009.11.16 00:00 | close | 22 | 1.00 | 89.576 | 0.000 | 0.000 | 229.20 | 7610.16 |
| 45 | 2009.11.16 01:00 | sell | 23 | 1.00 | 89.629 | 0.000 | 0.000 | ||
| 46 | 2009.11.16 04:00 | close | 23 | 1.00 | 89.680 | 0.000 | 0.000 | -56.87 | 7553.29 |
| 47 | 2009.11.16 08:00 | sell | 24 | 1.00 | 89.600 | 0.000 | 0.000 | ||
| 48 | 2009.11.16 13:00 | close | 24 | 1.00 | 89.625 | 0.000 | 0.000 | -27.89 | 7525.40 |
| 49 | 2009.11.16 15:00 | sell | 25 | 1.00 | 89.410 | 0.000 | 0.000 | ||
| 50 | 2009.11.16 19:00 | close | 25 | 1.00 | 89.310 | 0.000 | 0.000 | 111.97 | 7637.37 |
| 51 | 2009.11.16 21:00 | sell | 26 | 1.00 | 88.955 | 0.000 | 0.000 | ||
| 52 | 2009.11.16 23:00 | close | 26 | 1.00 | 89.057 | 0.000 | 0.000 | -114.53 | 7522.84 |
| 53 | 2009.11.17 00:00 | sell | 27 | 1.00 | 89.122 | 0.000 | 0.000 | ||
| 54 | 2009.11.17 06:00 | close | 27 | 1.00 | 89.105 | 0.000 | 0.000 | 19.08 | 7541.92 |
| 55 | 2009.11.17 09:00 | sell | 28 | 1.00 | 88.845 | 0.000 | 0.000 | ||
| 56 | 2009.11.17 11:00 | close | 28 | 1.00 | 89.030 | 0.000 | 0.000 | -207.80 | 7334.12 |
| 57 | 2009.11.18 10:00 | sell | 29 | 1.00 | 89.140 | 0.000 | 0.000 | ||
| 58 | 2009.11.18 15:00 | close | 29 | 1.00 | 89.225 | 0.000 | 0.000 | -95.26 | 7238.86 |
| 59 | 2009.11.18 18:00 | buy | 30 | 1.00 | 89.380 | 0.000 | 0.000 | ||
| 60 | 2009.11.18 23:00 | close | 30 | 1.00 | 89.297 | 0.000 | 0.000 | -92.95 | 7145.91 |
| 61 | 2009.11.19 05:00 | sell | 31 | 1.00 | 89.090 | 0.000 | 0.000 | ||
| 62 | 2009.11.19 18:00 | close | 31 | 1.00 | 88.970 | 0.000 | 0.000 | 134.88 | 7280.79 |
| 63 | 2009.11.20 08:00 | sell | 32 | 1.00 | 88.765 | 0.000 | 0.000 | ||
| 64 | 2009.11.20 14:00 | close | 32 | 1.00 | 88.980 | 0.000 | 0.000 | -241.63 | 7039.16 |
| 65 | 2009.11.23 07:00 | sell | 33 | 1.00 | 88.825 | 0.000 | 0.000 | ||
| 66 | 2009.11.23 10:00 | close | 33 | 1.00 | 88.998 | 0.000 | 0.000 | -194.39 | 6844.77 |
| 67 | 2009.11.23 12:00 | sell | 34 | 1.00 | 88.823 | 0.000 | 0.000 | ||
| 68 | 2009.11.23 17:00 | close | 34 | 1.00 | 88.974 | 0.000 | 0.000 | -169.71 | 6675.06 |
| 69 | 2009.11.24 02:00 | sell | 35 | 1.00 | 88.839 | 0.000 | 0.000 | ||
| 70 | 2009.11.24 04:00 | close | 35 | 1.00 | 88.910 | 0.000 | 0.000 | -79.86 | 6595.20 |
| 71 | 2009.11.24 06:00 | sell | 36 | 1.00 | 88.863 | 0.000 | 0.000 | ||
| 72 | 2009.11.25 01:00 | close | 36 | 1.00 | 88.618 | 0.000 | 0.000 | 275.70 | 6870.90 |
| 73 | 2009.11.25 03:00 | sell | 37 | 1.00 | 88.251 | 0.000 | 0.000 | ||
| 74 | 2009.11.25 08:00 | close | 37 | 1.00 | 88.333 | 0.000 | 0.000 | -92.83 | 6778.07 |
| 75 | 2009.11.25 10:00 | sell | 38 | 1.00 | 88.154 | 0.000 | 0.000 | ||
| 76 | 2009.11.26 03:00 | close | 38 | 1.00 | 87.434 | 0.000 | 0.000 | 821.17 | 7599.24 |
| 77 | 2009.11.26 04:00 | sell | 39 | 1.00 | 87.194 | 0.000 | 0.000 | ||
| 78 | 2009.11.26 08:00 | close | 39 | 1.00 | 86.981 | 0.000 | 0.000 | 244.88 | 7844.12 |
| 79 | 2009.11.26 19:00 | sell | 40 | 1.00 | 86.510 | 0.000 | 0.000 | ||
| 80 | 2009.11.26 20:00 | close | 40 | 1.00 | 86.492 | 0.000 | 0.000 | 20.81 | 7864.93 |
| 81 | 2009.11.27 00:00 | sell | 41 | 1.00 | 86.399 | 0.000 | 0.000 | ||
| 82 | 2009.11.27 06:00 | close | 41 | 1.00 | 86.377 | 0.000 | 0.000 | 25.47 | 7890.40 |