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 | AccountIsMini=false; MoneyManagement=false; TradeSizePercent=5; Lots=3; MaxLots=100; FastMA_Mode=0; FastMA_Period=2; FastMA_Shift=0; FastMA_AppliedPrice=0; SlowMA_Mode=0; SlowMA_Period=5; SlowMA_Shift=0; SlowMA_AppliedPrice=0; BreakOutLevel=45; SignalCandle=1; StopLoss=250; UseTrailingStop=false; TrailingStopType=3; TrailingStop=40; TRStopLevel_1=20; TrailingStop1=20; TRStopLevel_2=30; TrailingStop2=20; TRStopLevel_3=50; TrailingStop3=20; TakeProfit=0; Margincutoff=800; Slippage=10; | ||||
Bars in test | 551 | Ticks modelled | 11401 | Modelling quality | n/a |
Mismatched charts errors | 4 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -4784.22 | Gross profit | 6437.51 | Gross loss | -11221.73 |
Profit factor | 0.57 | Expected payoff | -129.30 | ||
Absolute drawdown | 6073.32 | Maximal drawdown | 7573.72 (65.86%) | Relative drawdown | 65.86% (7573.72) |
Total trades | 37 | Short positions (won %) | 19 (36.84%) | Long positions (won %) | 18 (44.44%) |
Profit trades (% of total) | 15 (40.54%) | Loss trades (% of total) | 22 (59.46%) | ||
Largest | profit trade | 997.07 | loss trade | -869.05 | |
Average | profit trade | 429.17 | loss trade | -510.08 | |
Maximum | consecutive wins (profit in money) | 2 (1147.35) | consecutive losses (loss in money) | 6 (-2662.45) | |
Maximal | consecutive profit (count of wins) | 1147.35 (2) | consecutive loss (count of losses) | -2662.45 (6) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 11:00 | sell stop | 1 | 3.00 | 89.911 | 90.161 | 0.000 | ||
2 | 2009.11.03 13:00 | delete | 1 | 3.00 | 89.911 | 90.161 | 0.000 | ||
3 | 2009.11.03 13:00 | buy stop | 2 | 3.00 | 90.123 | 89.873 | 0.000 | ||
4 | 2009.11.03 13:03 | buy | 2 | 3.00 | 90.123 | 89.873 | 0.000 | ||
5 | 2009.11.03 19:00 | close | 2 | 3.00 | 90.297 | 89.873 | 0.000 | 578.09 | 10578.09 |
6 | 2009.11.04 11:00 | buy stop | 3 | 3.00 | 90.999 | 90.749 | 0.000 | ||
7 | 2009.11.04 11:32 | buy | 3 | 3.00 | 90.999 | 90.749 | 0.000 | ||
8 | 2009.11.04 12:50 | s/l | 3 | 3.00 | 90.749 | 90.749 | 0.000 | -826.50 | 9751.59 |
9 | 2009.11.04 12:50 | buy stop | 4 | 3.00 | 90.810 | 90.560 | 0.000 | ||
10 | 2009.11.04 12:59 | buy | 4 | 3.00 | 90.810 | 90.560 | 0.000 | ||
11 | 2009.11.04 15:00 | close | 4 | 3.00 | 90.799 | 90.560 | 0.000 | -36.34 | 9715.25 |
12 | 2009.11.04 15:00 | sell stop | 5 | 3.00 | 90.754 | 91.004 | 0.000 | ||
13 | 2009.11.04 15:02 | sell | 5 | 3.00 | 90.754 | 91.004 | 0.000 | ||
14 | 2009.11.04 18:00 | close | 5 | 3.00 | 90.978 | 91.004 | 0.000 | -738.64 | 8976.61 |
15 | 2009.11.05 11:00 | sell stop | 6 | 3.00 | 90.144 | 90.394 | 0.000 | ||
16 | 2009.11.05 11:20 | sell | 6 | 3.00 | 90.144 | 90.394 | 0.000 | ||
17 | 2009.11.05 12:07 | s/l | 6 | 3.00 | 90.394 | 90.394 | 0.000 | -829.64 | 8146.97 |
18 | 2009.11.05 12:07 | sell stop | 7 | 3.00 | 90.336 | 90.586 | 0.000 | ||
19 | 2009.11.05 12:10 | sell | 7 | 3.00 | 90.336 | 90.586 | 0.000 | ||
20 | 2009.11.05 13:00 | close | 7 | 3.00 | 90.262 | 90.586 | 0.000 | 245.95 | 8392.92 |
21 | 2009.11.05 13:00 | buy stop | 8 | 3.00 | 90.307 | 90.057 | 0.000 | ||
22 | 2009.11.05 13:10 | buy | 8 | 3.00 | 90.307 | 90.057 | 0.000 | ||
23 | 2009.11.05 18:00 | close | 8 | 3.00 | 90.449 | 90.057 | 0.000 | 470.98 | 8863.90 |
24 | 2009.11.06 11:00 | buy stop | 9 | 3.00 | 90.582 | 90.332 | 0.000 | ||
25 | 2009.11.06 11:45 | buy | 9 | 3.00 | 90.582 | 90.332 | 0.000 | ||
26 | 2009.11.06 14:40 | s/l | 9 | 3.00 | 90.332 | 90.332 | 0.000 | -830.63 | 8033.27 |
27 | 2009.11.06 14:40 | buy stop | 10 | 3.00 | 90.358 | 90.108 | 0.000 | ||
28 | 2009.11.06 14:42 | buy | 10 | 3.00 | 90.358 | 90.108 | 0.000 | ||
29 | 2009.11.06 14:50 | s/l | 10 | 3.00 | 90.108 | 90.108 | 0.000 | -833.54 | 7199.73 |
30 | 2009.11.06 14:50 | buy stop | 11 | 3.00 | 90.042 | 89.792 | 0.000 | ||
31 | 2009.11.06 14:52 | buy | 11 | 3.00 | 90.042 | 89.792 | 0.000 | ||
32 | 2009.11.06 15:00 | close | 11 | 3.00 | 90.120 | 89.792 | 0.000 | 259.65 | 7459.38 |
33 | 2009.11.06 15:00 | sell stop | 12 | 3.00 | 90.075 | 90.325 | 0.000 | ||
34 | 2009.11.06 15:15 | sell | 12 | 3.00 | 90.075 | 90.325 | 0.000 | ||
35 | 2009.11.06 21:00 | close | 12 | 3.00 | 89.984 | 90.325 | 0.000 | 303.39 | 7762.77 |
36 | 2009.11.09 11:00 | sell stop | 13 | 3.00 | 89.969 | 90.219 | 0.000 | ||
37 | 2009.11.09 11:15 | sell | 13 | 3.00 | 89.969 | 90.219 | 0.000 | ||
38 | 2009.11.09 19:00 | close | 13 | 3.00 | 90.019 | 90.219 | 0.000 | -166.63 | 7596.14 |
39 | 2009.11.10 11:00 | sell stop | 14 | 3.00 | 89.800 | 90.050 | 0.000 | ||
40 | 2009.11.10 11:02 | sell | 14 | 3.00 | 89.800 | 90.050 | 0.000 | ||
41 | 2009.11.10 11:40 | s/l | 14 | 3.00 | 90.050 | 90.050 | 0.000 | -832.75 | 6763.39 |
42 | 2009.11.10 11:40 | sell stop | 15 | 3.00 | 89.998 | 90.248 | 0.000 | ||
43 | 2009.11.10 12:00 | delete | 15 | 3.00 | 89.998 | 90.248 | 0.000 | ||
44 | 2009.11.10 12:00 | buy stop | 16 | 3.00 | 90.167 | 89.917 | 0.000 | ||
45 | 2009.11.10 12:02 | buy | 16 | 3.00 | 90.167 | 89.917 | 0.000 | ||
46 | 2009.11.10 13:50 | s/l | 16 | 3.00 | 89.917 | 89.917 | 0.000 | -834.94 | 5928.45 |
47 | 2009.11.10 13:50 | buy stop | 17 | 3.00 | 89.892 | 89.642 | 0.000 | ||
48 | 2009.11.10 13:52 | buy | 17 | 3.00 | 89.892 | 89.642 | 0.000 | ||
49 | 2009.11.10 15:00 | close | 17 | 3.00 | 89.788 | 89.642 | 0.000 | -347.49 | 5580.96 |
50 | 2009.11.10 15:00 | sell stop | 18 | 3.00 | 89.743 | 89.993 | 0.000 | ||
51 | 2009.11.10 15:20 | sell | 18 | 3.00 | 89.743 | 89.993 | 0.000 | ||
52 | 2009.11.10 22:00 | close | 18 | 3.00 | 89.865 | 89.993 | 0.000 | -407.28 | 5173.68 |
53 | 2009.11.11 11:00 | buy stop | 19 | 3.00 | 89.985 | 89.735 | 0.000 | ||
54 | 2009.11.11 11:20 | buy | 19 | 3.00 | 89.985 | 89.735 | 0.000 | ||
55 | 2009.11.11 13:00 | close | 19 | 3.00 | 89.963 | 89.735 | 0.000 | -73.36 | 5100.32 |
56 | 2009.11.11 13:00 | sell stop | 20 | 3.00 | 89.918 | 90.168 | 0.000 | ||
57 | 2009.11.11 13:20 | sell | 20 | 3.00 | 89.918 | 90.168 | 0.000 | ||
58 | 2009.11.11 14:00 | close | 20 | 3.00 | 89.893 | 90.168 | 0.000 | 83.43 | 5183.75 |
59 | 2009.11.11 14:00 | buy stop | 21 | 3.00 | 89.938 | 89.688 | 0.000 | ||
60 | 2009.11.11 14:07 | buy | 21 | 3.00 | 89.938 | 89.688 | 0.000 | ||
61 | 2009.11.11 15:00 | close | 21 | 3.00 | 89.819 | 89.688 | 0.000 | -397.47 | 4786.28 |
62 | 2009.11.11 15:00 | sell stop | 22 | 3.00 | 89.774 | 90.024 | 0.000 | ||
63 | 2009.11.11 15:03 | sell | 22 | 3.00 | 89.774 | 90.024 | 0.000 | ||
64 | 2009.11.11 18:00 | close | 22 | 3.00 | 89.924 | 90.024 | 0.000 | -500.42 | 4285.86 |
65 | 2009.11.12 11:00 | sell stop | 23 | 3.00 | 89.685 | 89.935 | 0.000 | ||
66 | 2009.11.12 14:00 | delete | 23 | 3.00 | 89.685 | 89.935 | 0.000 | ||
67 | 2009.11.12 14:00 | buy stop | 24 | 3.00 | 90.043 | 89.793 | 0.000 | ||
68 | 2009.11.12 14:10 | buy | 24 | 3.00 | 90.043 | 89.793 | 0.000 | ||
69 | 2009.11.12 21:00 | close | 24 | 3.00 | 90.326 | 89.793 | 0.000 | 939.93 | 5225.79 |
70 | 2009.11.13 11:00 | sell stop | 25 | 3.00 | 89.737 | 89.987 | 0.000 | ||
71 | 2009.11.13 11:02 | sell | 25 | 3.00 | 89.737 | 89.987 | 0.000 | ||
72 | 2009.11.13 21:00 | close | 25 | 3.00 | 89.675 | 89.987 | 0.000 | 207.42 | 5433.21 |
73 | 2009.11.16 11:00 | sell stop | 26 | 3.00 | 89.405 | 89.655 | 0.000 | ||
74 | 2009.11.16 11:02 | sell | 26 | 3.00 | 89.405 | 89.655 | 0.000 | ||
75 | 2009.11.16 13:00 | close | 26 | 3.00 | 89.625 | 89.655 | 0.000 | -736.40 | 4696.81 |
76 | 2009.11.16 13:00 | buy stop | 27 | 3.00 | 89.670 | 89.420 | 0.000 | ||
77 | 2009.11.16 15:00 | delete | 27 | 3.00 | 89.670 | 89.420 | 0.000 | ||
78 | 2009.11.16 15:00 | sell stop | 28 | 3.00 | 89.365 | 89.615 | 0.000 | ||
79 | 2009.11.16 16:20 | sell | 28 | 3.00 | 89.365 | 89.615 | 0.000 | ||
80 | 2009.11.17 00:00 | close | 28 | 3.00 | 89.142 | 89.615 | 0.000 | 743.56 | 5440.37 |
81 | 2009.11.17 11:00 | sell stop | 29 | 3.00 | 88.965 | 89.215 | 0.000 | ||
82 | 2009.11.17 11:02 | sell | 29 | 3.00 | 88.965 | 89.215 | 0.000 | ||
83 | 2009.11.17 12:00 | close | 29 | 3.00 | 89.070 | 89.215 | 0.000 | -353.65 | 5086.72 |
84 | 2009.11.17 12:00 | buy stop | 30 | 3.00 | 89.115 | 88.865 | 0.000 | ||
85 | 2009.11.17 12:20 | buy | 30 | 3.00 | 89.115 | 88.865 | 0.000 | ||
86 | 2009.11.17 20:00 | close | 30 | 3.00 | 89.214 | 88.865 | 0.000 | 332.91 | 5419.63 |
87 | 2009.11.18 11:00 | sell stop | 31 | 3.00 | 88.975 | 89.225 | 0.000 | ||
88 | 2009.11.18 14:00 | delete | 31 | 3.00 | 88.975 | 89.225 | 0.000 | ||
89 | 2009.11.18 14:00 | buy stop | 32 | 3.00 | 89.205 | 88.955 | 0.000 | ||
90 | 2009.11.18 14:20 | buy | 32 | 3.00 | 89.205 | 88.955 | 0.000 | ||
91 | 2009.11.18 23:00 | close | 32 | 3.00 | 89.297 | 88.955 | 0.000 | 309.08 | 5728.71 |
92 | 2009.11.19 11:00 | sell stop | 33 | 3.00 | 88.900 | 89.150 | 0.000 | ||
93 | 2009.11.19 11:02 | sell | 33 | 3.00 | 88.900 | 89.150 | 0.000 | ||
94 | 2009.11.19 18:00 | close | 33 | 3.00 | 88.970 | 89.150 | 0.000 | -236.03 | 5492.68 |
95 | 2009.11.20 11:00 | buy stop | 34 | 3.00 | 88.935 | 88.685 | 0.000 | ||
96 | 2009.11.20 13:10 | buy | 34 | 3.00 | 88.935 | 88.685 | 0.000 | ||
97 | 2009.11.20 18:00 | close | 34 | 3.00 | 88.910 | 88.685 | 0.000 | -84.35 | 5408.33 |
98 | 2009.11.23 11:00 | buy stop | 35 | 3.00 | 88.930 | 88.680 | 0.000 | ||
99 | 2009.11.23 13:00 | delete | 35 | 3.00 | 88.930 | 88.680 | 0.000 | ||
100 | 2009.11.23 13:00 | sell stop | 36 | 3.00 | 88.788 | 89.038 | 0.000 | ||
101 | 2009.11.23 14:45 | sell | 36 | 3.00 | 88.788 | 89.038 | 0.000 | ||
102 | 2009.11.23 15:00 | close | 36 | 3.00 | 88.846 | 89.038 | 0.000 | -195.84 | 5212.49 |
103 | 2009.11.23 15:00 | buy stop | 37 | 3.00 | 88.891 | 88.641 | 0.000 | ||
104 | 2009.11.23 15:59 | buy | 37 | 3.00 | 88.891 | 88.641 | 0.000 | ||
105 | 2009.11.23 21:00 | close | 37 | 3.00 | 88.991 | 88.641 | 0.000 | 337.11 | 5549.60 |
106 | 2009.11.24 11:00 | sell stop | 38 | 3.00 | 88.563 | 88.813 | 0.000 | ||
107 | 2009.11.24 13:00 | delete | 38 | 3.00 | 88.563 | 88.813 | 0.000 | ||
108 | 2009.11.24 13:00 | buy stop | 39 | 3.00 | 88.723 | 88.473 | 0.000 | ||
109 | 2009.11.24 14:00 | delete | 39 | 3.00 | 88.723 | 88.473 | 0.000 | ||
110 | 2009.11.24 14:00 | sell stop | 40 | 3.00 | 88.524 | 88.774 | 0.000 | ||
111 | 2009.11.24 14:20 | sell | 40 | 3.00 | 88.524 | 88.774 | 0.000 | ||
112 | 2009.11.24 18:00 | close | 40 | 3.00 | 88.594 | 88.774 | 0.000 | -237.04 | 5312.56 |
113 | 2009.11.25 11:00 | sell stop | 41 | 3.00 | 87.596 | 87.846 | 0.000 | ||
114 | 2009.11.25 11:02 | sell | 41 | 3.00 | 87.596 | 87.846 | 0.000 | ||
115 | 2009.11.25 11:20 | s/l | 41 | 3.00 | 87.846 | 87.846 | 0.000 | -853.74 | 4458.82 |
116 | 2009.11.25 11:20 | sell stop | 42 | 3.00 | 87.784 | 88.034 | 0.000 | ||
117 | 2009.11.25 11:22 | sell | 42 | 3.00 | 87.784 | 88.034 | 0.000 | ||
118 | 2009.11.25 18:00 | close | 42 | 3.00 | 87.668 | 88.034 | 0.000 | 396.95 | 4855.77 |
119 | 2009.11.26 11:00 | buy stop | 43 | 3.00 | 86.880 | 86.630 | 0.000 | ||
120 | 2009.11.26 12:00 | delete | 43 | 3.00 | 86.880 | 86.630 | 0.000 | ||
121 | 2009.11.26 12:00 | sell stop | 44 | 3.00 | 86.708 | 86.958 | 0.000 | ||
122 | 2009.11.26 12:32 | sell | 44 | 3.00 | 86.708 | 86.958 | 0.000 | ||
123 | 2009.11.26 22:00 | close | 44 | 3.00 | 86.641 | 86.958 | 0.000 | 231.99 | 5087.76 |
124 | 2009.11.27 11:00 | buy stop | 45 | 3.00 | 86.570 | 86.320 | 0.000 | ||
125 | 2009.11.27 11:10 | buy | 45 | 3.00 | 86.570 | 86.320 | 0.000 | ||
126 | 2009.11.27 12:02 | s/l | 45 | 3.00 | 86.320 | 86.320 | 0.000 | -869.05 | 4218.71 |
127 | 2009.11.27 12:02 | buy stop | 46 | 3.00 | 86.366 | 86.116 | 0.000 | ||
128 | 2009.11.27 12:10 | buy | 46 | 3.00 | 86.366 | 86.116 | 0.000 | ||
129 | 2009.11.27 20:00 | close | 46 | 3.00 | 86.654 | 86.116 | 0.000 | 997.07 | 5215.78 |