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 | StopLoss=100; TakeProfit=50; lots=0.1; Ext1=1; Ext2=1; AutoLotChanging=false; | ||||
Bars in test | 551 | Ticks modelled | 11401 | Modelling quality | n/a |
Mismatched charts errors | 4 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -195.85 | Gross profit | 193.07 | Gross loss | -388.92 |
Profit factor | 0.50 | Expected payoff | -2.65 | ||
Absolute drawdown | 214.26 | Maximal drawdown | 257.69 (2.57%) | Relative drawdown | 2.57% (257.69) |
Total trades | 74 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 74 (94.59%) |
Profit trades (% of total) | 70 (94.59%) | Loss trades (% of total) | 4 (5.41%) | ||
Largest | profit trade | 5.51 | loss trade | -112.43 | |
Average | profit trade | 2.76 | loss trade | -97.23 | |
Maximum | consecutive wins (profit in money) | 49 (130.66) | consecutive losses (loss in money) | 1 (-112.43) | |
Maximal | consecutive profit (count of wins) | 130.66 (49) | consecutive loss (count of losses) | -112.43 (1) | |
Average | consecutive wins | 18 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 08:50 | buy | 1 | 0.10 | 89.990 | 89.000 | 90.000 | ||
2 | 2009.11.03 08:52 | t/p | 1 | 0.10 | 90.000 | 89.000 | 90.000 | 1.11 | 10001.11 |
3 | 2009.11.03 09:40 | buy | 2 | 0.10 | 89.980 | 89.000 | 90.000 | ||
4 | 2009.11.03 09:45 | t/p | 2 | 0.10 | 90.000 | 89.000 | 90.000 | 2.23 | 10003.34 |
5 | 2009.11.03 10:15 | buy | 3 | 0.10 | 89.988 | 89.000 | 90.000 | ||
6 | 2009.11.03 10:30 | t/p | 3 | 0.10 | 90.000 | 89.000 | 90.000 | 1.33 | 10004.67 |
7 | 2009.11.03 10:45 | buy | 4 | 0.10 | 89.959 | 89.000 | 90.000 | ||
8 | 2009.11.03 11:15 | t/p | 4 | 0.10 | 90.000 | 89.000 | 90.000 | 4.55 | 10009.22 |
9 | 2009.11.04 10:50 | buy | 5 | 0.10 | 90.979 | 90.000 | 91.000 | ||
10 | 2009.11.04 11:32 | t/p | 5 | 0.10 | 91.000 | 90.000 | 91.000 | 2.30 | 10011.52 |
11 | 2009.11.04 11:47 | buy | 6 | 0.10 | 90.959 | 90.000 | 91.000 | ||
12 | 2009.11.04 20:10 | t/p | 6 | 0.10 | 91.000 | 90.000 | 91.000 | 4.50 | 10016.02 |
13 | 2009.11.04 20:12 | buy | 7 | 0.10 | 90.980 | 90.000 | 91.000 | ||
14 | 2009.11.04 20:15 | t/p | 7 | 0.10 | 91.000 | 90.000 | 91.000 | 2.19 | 10018.21 |
15 | 2009.11.04 20:30 | buy | 8 | 0.10 | 90.966 | 90.000 | 91.000 | ||
16 | 2009.11.04 20:32 | t/p | 8 | 0.10 | 91.000 | 90.000 | 91.000 | 3.73 | 10021.94 |
17 | 2009.11.04 20:40 | buy | 9 | 0.10 | 90.983 | 90.000 | 91.000 | ||
18 | 2009.11.05 10:07 | s/l | 9 | 0.10 | 90.000 | 90.000 | 91.000 | -109.17 | 9912.77 |
19 | 2009.11.06 15:15 | buy | 10 | 0.10 | 89.987 | 89.000 | 90.000 | ||
20 | 2009.11.06 15:17 | t/p | 10 | 0.10 | 90.000 | 89.000 | 90.000 | 1.44 | 9914.21 |
21 | 2009.11.06 15:27 | buy | 11 | 0.10 | 89.987 | 89.000 | 90.000 | ||
22 | 2009.11.06 15:45 | t/p | 11 | 0.10 | 90.000 | 89.000 | 90.000 | 1.44 | 9915.65 |
23 | 2009.11.06 16:10 | buy | 12 | 0.10 | 89.990 | 89.000 | 90.000 | ||
24 | 2009.11.06 16:12 | t/p | 12 | 0.10 | 90.000 | 89.000 | 90.000 | 1.11 | 9916.76 |
25 | 2009.11.06 17:50 | buy | 13 | 0.10 | 89.954 | 89.000 | 90.000 | ||
26 | 2009.11.09 02:20 | t/p | 13 | 0.10 | 90.000 | 89.000 | 90.000 | 5.13 | 9921.89 |
27 | 2009.11.09 11:17 | buy | 14 | 0.10 | 89.963 | 89.000 | 90.000 | ||
28 | 2009.11.09 14:02 | t/p | 14 | 0.10 | 90.000 | 89.000 | 90.000 | 4.11 | 9926.00 |
29 | 2009.11.09 14:10 | buy | 15 | 0.10 | 89.989 | 89.000 | 90.000 | ||
30 | 2009.11.09 18:50 | t/p | 15 | 0.10 | 90.000 | 89.000 | 90.000 | 1.22 | 9927.22 |
31 | 2009.11.09 19:15 | buy | 16 | 0.10 | 89.983 | 89.000 | 90.000 | ||
32 | 2009.11.09 20:10 | t/p | 16 | 0.10 | 90.000 | 89.000 | 90.000 | 1.89 | 9929.11 |
33 | 2009.11.09 20:50 | buy | 17 | 0.10 | 89.985 | 89.000 | 90.000 | ||
34 | 2009.11.09 21:10 | t/p | 17 | 0.10 | 90.000 | 89.000 | 90.000 | 1.67 | 9930.78 |
35 | 2009.11.09 22:50 | buy | 18 | 0.10 | 89.978 | 89.000 | 90.000 | ||
36 | 2009.11.09 23:16 | t/p | 18 | 0.10 | 90.000 | 89.000 | 90.000 | 2.44 | 9933.22 |
37 | 2009.11.09 23:26 | buy | 19 | 0.10 | 89.990 | 89.000 | 90.000 | ||
38 | 2009.11.10 01:45 | t/p | 19 | 0.10 | 90.000 | 89.000 | 90.000 | 1.13 | 9934.35 |
39 | 2009.11.10 01:59 | buy | 20 | 0.10 | 89.990 | 89.000 | 90.000 | ||
40 | 2009.11.10 02:02 | t/p | 20 | 0.10 | 90.000 | 89.000 | 90.000 | 1.11 | 9935.46 |
41 | 2009.11.10 02:15 | buy | 21 | 0.10 | 89.982 | 89.000 | 90.000 | ||
42 | 2009.11.10 02:45 | t/p | 21 | 0.10 | 90.000 | 89.000 | 90.000 | 2.00 | 9937.46 |
43 | 2009.11.10 03:40 | buy | 22 | 0.10 | 89.983 | 89.000 | 90.000 | ||
44 | 2009.11.10 11:20 | t/p | 22 | 0.10 | 90.000 | 89.000 | 90.000 | 1.89 | 9939.35 |
45 | 2009.11.10 11:27 | buy | 23 | 0.10 | 89.960 | 89.000 | 90.000 | ||
46 | 2009.11.10 11:40 | t/p | 23 | 0.10 | 90.000 | 89.000 | 90.000 | 4.44 | 9943.79 |
47 | 2009.11.10 13:47 | buy | 24 | 0.10 | 89.965 | 89.000 | 90.000 | ||
48 | 2009.11.11 08:50 | t/p | 24 | 0.10 | 90.000 | 89.000 | 90.000 | 3.91 | 9947.70 |
49 | 2009.11.11 08:57 | buy | 25 | 0.10 | 89.971 | 89.000 | 90.000 | ||
50 | 2009.11.11 08:59 | t/p | 25 | 0.10 | 90.000 | 89.000 | 90.000 | 3.22 | 9950.92 |
51 | 2009.11.11 09:10 | buy | 26 | 0.10 | 89.963 | 89.000 | 90.000 | ||
52 | 2009.11.12 14:10 | t/p | 26 | 0.10 | 90.000 | 89.000 | 90.000 | 4.18 | 9955.10 |
53 | 2009.11.16 20:10 | buy | 27 | 0.10 | 88.951 | 88.000 | 89.000 | ||
54 | 2009.11.16 20:50 | t/p | 27 | 0.10 | 89.000 | 88.000 | 89.000 | 5.51 | 9960.61 |
55 | 2009.11.16 20:52 | buy | 28 | 0.10 | 88.985 | 88.000 | 89.000 | ||
56 | 2009.11.16 21:10 | t/p | 28 | 0.10 | 89.000 | 88.000 | 89.000 | 1.68 | 9962.29 |
57 | 2009.11.17 00:22 | buy | 29 | 0.10 | 88.971 | 88.000 | 89.000 | ||
58 | 2009.11.17 00:45 | t/p | 29 | 0.10 | 89.000 | 88.000 | 89.000 | 3.26 | 9965.55 |
59 | 2009.11.17 01:20 | buy | 30 | 0.10 | 88.985 | 88.000 | 89.000 | ||
60 | 2009.11.17 01:27 | t/p | 30 | 0.10 | 89.000 | 88.000 | 89.000 | 1.69 | 9967.24 |
61 | 2009.11.17 08:16 | buy | 31 | 0.10 | 88.975 | 88.000 | 89.000 | ||
62 | 2009.11.17 10:45 | t/p | 31 | 0.10 | 89.000 | 88.000 | 89.000 | 2.81 | 9970.05 |
63 | 2009.11.17 11:02 | buy | 32 | 0.10 | 88.973 | 88.000 | 89.000 | ||
64 | 2009.11.17 11:10 | t/p | 32 | 0.10 | 89.000 | 88.000 | 89.000 | 3.03 | 9973.08 |
65 | 2009.11.19 08:22 | buy | 33 | 0.10 | 88.964 | 88.000 | 89.000 | ||
66 | 2009.11.19 08:32 | t/p | 33 | 0.10 | 89.000 | 88.000 | 89.000 | 4.05 | 9977.13 |
67 | 2009.11.19 08:40 | buy | 34 | 0.10 | 88.978 | 88.000 | 89.000 | ||
68 | 2009.11.19 09:20 | t/p | 34 | 0.10 | 89.000 | 88.000 | 89.000 | 2.47 | 9979.60 |
69 | 2009.11.19 09:27 | buy | 35 | 0.10 | 88.972 | 88.000 | 89.000 | ||
70 | 2009.11.19 09:27 | t/p | 35 | 0.10 | 89.000 | 88.000 | 89.000 | 3.14 | 9982.74 |
71 | 2009.11.19 10:52 | buy | 36 | 0.10 | 88.972 | 88.000 | 89.000 | ||
72 | 2009.11.19 12:15 | t/p | 36 | 0.10 | 89.000 | 88.000 | 89.000 | 3.14 | 9985.88 |
73 | 2009.11.19 12:40 | buy | 37 | 0.10 | 88.988 | 88.000 | 89.000 | ||
74 | 2009.11.19 17:46 | t/p | 37 | 0.10 | 89.000 | 88.000 | 89.000 | 1.34 | 9987.22 |
75 | 2009.11.19 17:56 | buy | 38 | 0.10 | 88.983 | 88.000 | 89.000 | ||
76 | 2009.11.19 20:20 | t/p | 38 | 0.10 | 89.000 | 88.000 | 89.000 | 1.91 | 9989.13 |
77 | 2009.11.19 20:27 | buy | 39 | 0.10 | 88.986 | 88.000 | 89.000 | ||
78 | 2009.11.19 20:40 | t/p | 39 | 0.10 | 89.000 | 88.000 | 89.000 | 1.57 | 9990.70 |
79 | 2009.11.19 21:07 | buy | 40 | 0.10 | 88.985 | 88.000 | 89.000 | ||
80 | 2009.11.19 21:15 | t/p | 40 | 0.10 | 89.000 | 88.000 | 89.000 | 1.68 | 9992.38 |
81 | 2009.11.19 22:50 | buy | 41 | 0.10 | 88.974 | 88.000 | 89.000 | ||
82 | 2009.11.19 23:02 | t/p | 41 | 0.10 | 89.000 | 88.000 | 89.000 | 2.92 | 9995.30 |
83 | 2009.11.19 23:15 | buy | 42 | 0.10 | 88.986 | 88.000 | 89.000 | ||
84 | 2009.11.19 23:37 | t/p | 42 | 0.10 | 89.000 | 88.000 | 89.000 | 1.57 | 9996.87 |
85 | 2009.11.19 23:45 | buy | 43 | 0.10 | 88.969 | 88.000 | 89.000 | ||
86 | 2009.11.20 01:45 | t/p | 43 | 0.10 | 89.000 | 88.000 | 89.000 | 3.50 | 10000.37 |
87 | 2009.11.20 02:15 | buy | 44 | 0.10 | 88.988 | 88.000 | 89.000 | ||
88 | 2009.11.20 02:27 | t/p | 44 | 0.10 | 89.000 | 88.000 | 89.000 | 1.35 | 10001.72 |
89 | 2009.11.20 03:10 | buy | 45 | 0.10 | 88.974 | 88.000 | 89.000 | ||
90 | 2009.11.20 13:15 | t/p | 45 | 0.10 | 89.000 | 88.000 | 89.000 | 2.92 | 10004.64 |
91 | 2009.11.20 13:30 | buy | 46 | 0.10 | 88.990 | 88.000 | 89.000 | ||
92 | 2009.11.20 13:45 | t/p | 46 | 0.10 | 89.000 | 88.000 | 89.000 | 1.12 | 10005.76 |
93 | 2009.11.20 13:59 | buy | 47 | 0.10 | 88.990 | 88.000 | 89.000 | ||
94 | 2009.11.20 14:20 | t/p | 47 | 0.10 | 89.000 | 88.000 | 89.000 | 1.13 | 10006.89 |
95 | 2009.11.20 14:45 | buy | 48 | 0.10 | 88.977 | 88.000 | 89.000 | ||
96 | 2009.11.20 15:10 | t/p | 48 | 0.10 | 89.000 | 88.000 | 89.000 | 2.58 | 10009.47 |
97 | 2009.11.20 16:20 | buy | 49 | 0.10 | 88.985 | 88.000 | 89.000 | ||
98 | 2009.11.20 16:27 | t/p | 49 | 0.10 | 89.000 | 88.000 | 89.000 | 1.68 | 10011.15 |
99 | 2009.11.20 16:40 | buy | 50 | 0.10 | 88.989 | 88.000 | 89.000 | ||
100 | 2009.11.20 17:02 | t/p | 50 | 0.10 | 89.000 | 88.000 | 89.000 | 1.23 | 10012.38 |
101 | 2009.11.20 17:15 | buy | 51 | 0.10 | 88.980 | 88.000 | 89.000 | ||
102 | 2009.11.20 18:50 | t/p | 51 | 0.10 | 89.000 | 88.000 | 89.000 | 2.25 | 10014.63 |
103 | 2009.11.20 18:59 | buy | 52 | 0.10 | 88.955 | 88.000 | 89.000 | ||
104 | 2009.11.20 21:15 | t/p | 52 | 0.10 | 89.000 | 88.000 | 89.000 | 5.06 | 10019.69 |
105 | 2009.11.20 22:10 | buy | 53 | 0.10 | 88.958 | 88.000 | 89.000 | ||
106 | 2009.11.23 02:20 | t/p | 53 | 0.10 | 89.000 | 88.000 | 89.000 | 4.74 | 10024.43 |
107 | 2009.11.23 02:27 | buy | 54 | 0.10 | 88.967 | 88.000 | 89.000 | ||
108 | 2009.11.23 16:20 | t/p | 54 | 0.10 | 89.000 | 88.000 | 89.000 | 3.70 | 10028.13 |
109 | 2009.11.23 16:27 | buy | 55 | 0.10 | 88.961 | 88.000 | 89.000 | ||
110 | 2009.11.23 16:32 | t/p | 55 | 0.10 | 89.000 | 88.000 | 89.000 | 4.39 | 10032.52 |
111 | 2009.11.23 16:45 | buy | 56 | 0.10 | 88.957 | 88.000 | 89.000 | ||
112 | 2009.11.23 17:40 | t/p | 56 | 0.10 | 89.000 | 88.000 | 89.000 | 4.83 | 10037.35 |
113 | 2009.11.23 21:59 | buy | 57 | 0.10 | 88.975 | 88.000 | 89.000 | ||
114 | 2009.11.23 22:20 | t/p | 57 | 0.10 | 89.000 | 88.000 | 89.000 | 2.81 | 10040.16 |
115 | 2009.11.23 22:59 | buy | 58 | 0.10 | 88.971 | 88.000 | 89.000 | ||
116 | 2009.11.23 23:20 | t/p | 58 | 0.10 | 89.000 | 88.000 | 89.000 | 3.26 | 10043.42 |
117 | 2009.11.24 00:45 | buy | 59 | 0.10 | 88.954 | 88.000 | 89.000 | ||
118 | 2009.11.25 10:10 | s/l | 59 | 0.10 | 88.000 | 88.000 | 89.000 | -108.45 | 9934.97 |
119 | 2009.11.25 10:10 | buy | 60 | 0.10 | 87.972 | 87.000 | 88.000 | ||
120 | 2009.11.25 10:12 | t/p | 60 | 0.10 | 88.000 | 87.000 | 88.000 | 3.18 | 9938.15 |
121 | 2009.11.26 07:45 | buy | 61 | 0.10 | 86.956 | 86.000 | 87.000 | ||
122 | 2009.11.26 07:50 | t/p | 61 | 0.10 | 87.000 | 86.000 | 87.000 | 5.05 | 9943.20 |
123 | 2009.11.26 07:52 | buy | 62 | 0.10 | 86.989 | 86.000 | 87.000 | ||
124 | 2009.11.26 07:55 | t/p | 62 | 0.10 | 87.000 | 86.000 | 87.000 | 1.27 | 9944.47 |
125 | 2009.11.26 07:59 | buy | 63 | 0.10 | 86.976 | 86.000 | 87.000 | ||
126 | 2009.11.26 08:02 | t/p | 63 | 0.10 | 87.000 | 86.000 | 87.000 | 2.76 | 9947.23 |
127 | 2009.11.26 08:17 | buy | 64 | 0.10 | 86.965 | 86.000 | 87.000 | ||
128 | 2009.11.27 00:15 | s/l | 64 | 0.10 | 86.000 | 86.000 | 87.000 | -112.43 | 9834.81 |
129 | 2009.11.27 02:25 | buy | 65 | 0.10 | 85.965 | 85.000 | 86.000 | ||
130 | 2009.11.27 02:27 | t/p | 65 | 0.10 | 86.000 | 85.000 | 86.000 | 4.07 | 9838.88 |
131 | 2009.11.27 02:27 | buy | 66 | 0.10 | 85.980 | 85.000 | 86.000 | ||
132 | 2009.11.27 02:40 | t/p | 66 | 0.10 | 86.000 | 85.000 | 86.000 | 2.32 | 9841.20 |
133 | 2009.11.27 03:15 | buy | 67 | 0.10 | 85.980 | 85.000 | 86.000 | ||
134 | 2009.11.27 03:50 | t/p | 67 | 0.10 | 86.000 | 85.000 | 86.000 | 2.32 | 9843.52 |
135 | 2009.11.27 03:57 | buy | 68 | 0.10 | 85.962 | 85.000 | 86.000 | ||
136 | 2009.11.27 03:59 | t/p | 68 | 0.10 | 86.000 | 85.000 | 86.000 | 4.42 | 9847.94 |
137 | 2009.11.27 04:02 | buy | 69 | 0.10 | 85.959 | 85.000 | 86.000 | ||
138 | 2009.11.27 04:10 | t/p | 69 | 0.10 | 86.000 | 85.000 | 86.000 | 4.77 | 9852.71 |
139 | 2009.11.27 07:07 | buy | 70 | 0.10 | 85.977 | 85.000 | 86.000 | ||
140 | 2009.11.27 07:10 | t/p | 70 | 0.10 | 86.000 | 85.000 | 86.000 | 2.67 | 9855.38 |
141 | 2009.11.27 07:45 | buy | 71 | 0.10 | 85.979 | 85.000 | 86.000 | ||
142 | 2009.11.27 08:20 | t/p | 71 | 0.10 | 86.000 | 85.000 | 86.000 | 2.44 | 9857.82 |
143 | 2009.11.27 08:30 | buy | 72 | 0.10 | 85.980 | 85.000 | 86.000 | ||
144 | 2009.11.27 08:40 | t/p | 72 | 0.10 | 86.000 | 85.000 | 86.000 | 2.32 | 9860.14 |
145 | 2009.11.27 15:50 | buy | 73 | 0.10 | 86.975 | 86.000 | 87.000 | ||
146 | 2009.11.27 16:07 | t/p | 73 | 0.10 | 87.000 | 86.000 | 87.000 | 2.88 | 9863.02 |
147 | 2009.11.27 17:50 | buy | 74 | 0.10 | 86.971 | 86.000 | 87.000 | ||
148 | 2009.11.27 22:59 | close at stop | 74 | 0.10 | 86.462 | 86.000 | 87.000 | -58.87 | 9804.15 |