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 | Lots=0.1; TakeProfit=15; StopLoss=999; TrailingStop=0; ReversePoint=250; | ||||
Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
Mismatched charts errors | 113 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -169.55 | Gross profit | 106.33 | Gross loss | -275.88 |
Profit factor | 0.39 | Expected payoff | -2.29 | ||
Absolute drawdown | 194.13 | Maximal drawdown | 194.13 (1.94%) | Relative drawdown | 1.94% (194.13) |
Total trades | 74 | Short positions (won %) | 37 (91.89%) | Long positions (won %) | 37 (78.38%) |
Profit trades (% of total) | 63 (85.14%) | Loss trades (% of total) | 11 (14.86%) | ||
Largest | profit trade | 1.74 | loss trade | -36.62 | |
Average | profit trade | 1.69 | loss trade | -25.08 | |
Maximum | consecutive wins (profit in money) | 17 (28.32) | consecutive losses (loss in money) | 2 (-64.29) | |
Maximal | consecutive profit (count of wins) | 28.32 (17) | consecutive loss (count of losses) | -64.29 (2) | |
Average | consecutive wins | 6 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 02:00 | buy | 1 | 0.10 | 90.473 | 89.474 | 90.488 | ||
2 | 2009.11.03 05:00 | close | 1 | 0.10 | 90.281 | 89.474 | 90.488 | -21.27 | 9978.73 |
3 | 2009.11.03 05:00 | sell | 2 | 0.10 | 90.281 | 91.280 | 90.266 | ||
4 | 2009.11.03 05:17 | t/p | 2 | 0.10 | 90.266 | 91.280 | 90.266 | 1.66 | 9980.39 |
5 | 2009.11.03 12:00 | buy | 3 | 0.10 | 90.182 | 89.183 | 90.197 | ||
6 | 2009.11.03 13:13 | t/p | 3 | 0.10 | 90.197 | 89.183 | 90.197 | 1.66 | 9982.05 |
7 | 2009.11.03 18:00 | sell | 4 | 0.10 | 90.297 | 91.296 | 90.282 | ||
8 | 2009.11.03 18:26 | t/p | 4 | 0.10 | 90.282 | 91.296 | 90.282 | 1.66 | 9983.71 |
9 | 2009.11.04 07:00 | buy | 5 | 0.10 | 90.380 | 89.381 | 90.395 | ||
10 | 2009.11.04 07:26 | t/p | 5 | 0.10 | 90.395 | 89.381 | 90.395 | 1.66 | 9985.37 |
11 | 2009.11.04 13:00 | sell | 6 | 0.10 | 90.835 | 91.834 | 90.820 | ||
12 | 2009.11.04 14:47 | t/p | 6 | 0.10 | 90.820 | 91.834 | 90.820 | 1.65 | 9987.02 |
13 | 2009.11.04 18:00 | buy | 7 | 0.10 | 90.978 | 89.979 | 90.993 | ||
14 | 2009.11.04 20:12 | t/p | 7 | 0.10 | 90.993 | 89.979 | 90.993 | 1.65 | 9988.67 |
15 | 2009.11.04 22:00 | sell | 8 | 0.10 | 90.584 | 91.583 | 90.569 | ||
16 | 2009.11.05 00:00 | close | 8 | 0.10 | 90.864 | 91.583 | 90.569 | -31.05 | 9957.62 |
17 | 2009.11.05 00:00 | buy | 9 | 0.10 | 90.864 | 89.865 | 90.879 | ||
18 | 2009.11.05 02:00 | close | 9 | 0.10 | 90.563 | 89.865 | 90.879 | -33.24 | 9924.38 |
19 | 2009.11.05 02:00 | sell | 10 | 0.10 | 90.563 | 91.562 | 90.548 | ||
20 | 2009.11.05 02:01 | t/p | 10 | 0.10 | 90.548 | 91.562 | 90.548 | 1.66 | 9926.04 |
21 | 2009.11.05 12:00 | buy | 11 | 0.10 | 90.337 | 89.338 | 90.352 | ||
22 | 2009.11.05 12:02 | t/p | 11 | 0.10 | 90.352 | 89.338 | 90.352 | 1.66 | 9927.70 |
23 | 2009.11.06 04:00 | sell | 12 | 0.10 | 90.603 | 91.602 | 90.588 | ||
24 | 2009.11.06 07:09 | t/p | 12 | 0.10 | 90.588 | 91.602 | 90.588 | 1.66 | 9929.36 |
25 | 2009.11.06 13:00 | buy | 13 | 0.10 | 90.691 | 89.692 | 90.706 | ||
26 | 2009.11.06 14:25 | t/p | 13 | 0.10 | 90.706 | 89.692 | 90.706 | 1.65 | 9931.01 |
27 | 2009.11.06 16:00 | sell | 14 | 0.10 | 90.038 | 91.037 | 90.023 | ||
28 | 2009.11.06 16:06 | t/p | 14 | 0.10 | 90.023 | 91.037 | 90.023 | 1.67 | 9932.68 |
29 | 2009.11.06 18:00 | buy | 15 | 0.10 | 89.877 | 88.878 | 89.892 | ||
30 | 2009.11.06 18:07 | t/p | 15 | 0.10 | 89.892 | 88.878 | 89.892 | 1.67 | 9934.35 |
31 | 2009.11.09 01:00 | sell | 16 | 0.10 | 89.875 | 90.874 | 89.860 | ||
32 | 2009.11.09 01:07 | t/p | 16 | 0.10 | 89.860 | 90.874 | 89.860 | 1.67 | 9936.02 |
33 | 2009.11.09 02:00 | buy | 17 | 0.10 | 89.945 | 88.946 | 89.960 | ||
34 | 2009.11.09 02:12 | t/p | 17 | 0.10 | 89.960 | 88.946 | 89.960 | 1.67 | 9937.69 |
35 | 2009.11.09 12:00 | sell | 18 | 0.10 | 89.877 | 90.876 | 89.862 | ||
36 | 2009.11.09 14:32 | t/p | 18 | 0.10 | 89.862 | 90.876 | 89.862 | 1.67 | 9939.36 |
37 | 2009.11.09 19:00 | buy | 19 | 0.10 | 90.019 | 89.020 | 90.034 | ||
38 | 2009.11.09 20:16 | t/p | 19 | 0.10 | 90.034 | 89.020 | 90.034 | 1.67 | 9941.03 |
39 | 2009.11.10 01:00 | sell | 20 | 0.10 | 89.852 | 90.851 | 89.837 | ||
40 | 2009.11.10 06:37 | t/p | 20 | 0.10 | 89.837 | 90.851 | 89.837 | 1.67 | 9942.70 |
41 | 2009.11.10 12:00 | buy | 21 | 0.10 | 90.122 | 89.123 | 90.137 | ||
42 | 2009.11.10 12:12 | t/p | 21 | 0.10 | 90.137 | 89.123 | 90.137 | 1.66 | 9944.36 |
43 | 2009.11.10 14:00 | sell | 22 | 0.10 | 89.831 | 90.830 | 89.816 | ||
44 | 2009.11.10 14:00 | t/p | 22 | 0.10 | 89.816 | 90.830 | 89.816 | 1.67 | 9946.03 |
45 | 2009.11.11 08:00 | buy | 23 | 0.10 | 89.823 | 88.824 | 89.838 | ||
46 | 2009.11.11 08:12 | t/p | 23 | 0.10 | 89.838 | 88.824 | 89.838 | 1.67 | 9947.70 |
47 | 2009.11.11 16:00 | sell | 24 | 0.10 | 89.892 | 90.891 | 89.877 | ||
48 | 2009.11.11 16:03 | t/p | 24 | 0.10 | 89.877 | 90.891 | 89.877 | 1.67 | 9949.37 |
49 | 2009.11.12 14:00 | buy | 25 | 0.10 | 89.998 | 88.999 | 90.013 | ||
50 | 2009.11.12 14:01 | t/p | 25 | 0.10 | 90.013 | 88.999 | 90.013 | 1.67 | 9951.04 |
51 | 2009.11.12 21:00 | sell | 26 | 0.10 | 90.326 | 91.325 | 90.311 | ||
52 | 2009.11.12 23:31 | t/p | 26 | 0.10 | 90.311 | 91.325 | 90.311 | 1.66 | 9952.70 |
53 | 2009.11.13 08:00 | buy | 27 | 0.10 | 90.391 | 89.392 | 90.406 | ||
54 | 2009.11.13 10:00 | close | 27 | 0.10 | 90.156 | 89.392 | 90.406 | -26.07 | 9926.63 |
55 | 2009.11.13 10:00 | sell | 28 | 0.10 | 90.156 | 91.155 | 90.141 | ||
56 | 2009.11.13 10:02 | t/p | 28 | 0.10 | 90.141 | 91.155 | 90.141 | 1.66 | 9928.29 |
57 | 2009.11.13 16:00 | buy | 29 | 0.10 | 89.690 | 88.691 | 89.705 | ||
58 | 2009.11.13 18:00 | close | 29 | 0.10 | 89.552 | 88.691 | 89.705 | -15.41 | 9912.88 |
59 | 2009.11.13 18:00 | sell | 30 | 0.10 | 89.552 | 90.551 | 89.537 | ||
60 | 2009.11.13 18:03 | t/p | 30 | 0.10 | 89.537 | 90.551 | 89.537 | 1.67 | 9914.55 |
61 | 2009.11.16 00:00 | buy | 31 | 0.10 | 89.576 | 88.577 | 89.591 | ||
62 | 2009.11.16 00:17 | t/p | 31 | 0.10 | 89.591 | 88.577 | 89.591 | 1.67 | 9916.22 |
63 | 2009.11.16 02:00 | sell | 32 | 0.10 | 89.390 | 90.389 | 89.375 | ||
64 | 2009.11.16 04:00 | close | 32 | 0.10 | 89.680 | 90.389 | 89.375 | -32.34 | 9883.88 |
65 | 2009.11.16 04:00 | buy | 33 | 0.10 | 89.680 | 88.681 | 89.695 | ||
66 | 2009.11.16 04:08 | t/p | 33 | 0.10 | 89.695 | 88.681 | 89.695 | 1.67 | 9885.55 |
67 | 2009.11.16 10:00 | sell | 34 | 0.10 | 89.455 | 90.454 | 89.440 | ||
68 | 2009.11.16 11:00 | t/p | 34 | 0.10 | 89.440 | 90.454 | 89.440 | 1.68 | 9887.23 |
69 | 2009.11.16 13:00 | buy | 35 | 0.10 | 89.625 | 88.626 | 89.640 | ||
70 | 2009.11.16 17:00 | close | 35 | 0.10 | 89.298 | 88.626 | 89.640 | -36.62 | 9850.61 |
71 | 2009.11.16 17:00 | sell | 36 | 0.10 | 89.298 | 90.297 | 89.283 | ||
72 | 2009.11.16 18:57 | t/p | 36 | 0.10 | 89.283 | 90.297 | 89.283 | 1.68 | 9852.29 |
73 | 2009.11.16 19:00 | buy | 37 | 0.10 | 89.310 | 88.311 | 89.325 | ||
74 | 2009.11.16 19:00 | t/p | 37 | 0.10 | 89.325 | 88.311 | 89.325 | 1.68 | 9853.97 |
75 | 2009.11.16 20:00 | sell | 38 | 0.10 | 89.031 | 90.030 | 89.016 | ||
76 | 2009.11.16 20:01 | t/p | 38 | 0.10 | 89.016 | 90.030 | 89.016 | 1.68 | 9855.65 |
77 | 2009.11.16 22:00 | buy | 39 | 0.10 | 89.121 | 88.122 | 89.136 | ||
78 | 2009.11.16 22:25 | t/p | 39 | 0.10 | 89.136 | 88.122 | 89.136 | 1.68 | 9857.33 |
79 | 2009.11.17 09:00 | sell | 40 | 0.10 | 88.845 | 89.844 | 88.830 | ||
80 | 2009.11.17 09:10 | t/p | 40 | 0.10 | 88.830 | 89.844 | 88.830 | 1.69 | 9859.02 |
81 | 2009.11.17 11:00 | buy | 41 | 0.10 | 89.030 | 88.031 | 89.045 | ||
82 | 2009.11.17 11:20 | t/p | 41 | 0.10 | 89.045 | 88.031 | 89.045 | 1.69 | 9860.71 |
83 | 2009.11.17 19:00 | sell | 42 | 0.10 | 89.260 | 90.259 | 89.245 | ||
84 | 2009.11.17 19:49 | t/p | 42 | 0.10 | 89.245 | 90.259 | 89.245 | 1.68 | 9862.39 |
85 | 2009.11.18 16:00 | buy | 43 | 0.10 | 89.255 | 88.256 | 89.270 | ||
86 | 2009.11.18 16:03 | t/p | 43 | 0.10 | 89.270 | 88.256 | 89.270 | 1.68 | 9864.07 |
87 | 2009.11.19 03:00 | sell | 44 | 0.10 | 89.175 | 90.174 | 89.160 | ||
88 | 2009.11.19 03:22 | t/p | 44 | 0.10 | 89.160 | 90.174 | 89.160 | 1.68 | 9865.75 |
89 | 2009.11.19 11:00 | buy | 45 | 0.10 | 88.965 | 87.966 | 88.980 | ||
90 | 2009.11.19 11:05 | t/p | 45 | 0.10 | 88.980 | 87.966 | 88.980 | 1.69 | 9867.44 |
91 | 2009.11.19 14:00 | sell | 46 | 0.10 | 88.890 | 89.889 | 88.875 | ||
92 | 2009.11.19 14:13 | t/p | 46 | 0.10 | 88.875 | 89.889 | 88.875 | 1.69 | 9869.13 |
93 | 2009.11.19 18:00 | buy | 47 | 0.10 | 88.970 | 87.971 | 88.985 | ||
94 | 2009.11.19 20:26 | t/p | 47 | 0.10 | 88.985 | 87.971 | 88.985 | 1.69 | 9870.82 |
95 | 2009.11.20 05:00 | sell | 48 | 0.10 | 88.909 | 89.908 | 88.894 | ||
96 | 2009.11.20 05:15 | t/p | 48 | 0.10 | 88.894 | 89.908 | 88.894 | 1.69 | 9872.51 |
97 | 2009.11.20 10:00 | buy | 49 | 0.10 | 88.899 | 87.900 | 88.914 | ||
98 | 2009.11.20 10:51 | t/p | 49 | 0.10 | 88.914 | 87.900 | 88.914 | 1.69 | 9874.20 |
99 | 2009.11.20 19:00 | sell | 50 | 0.10 | 88.930 | 89.929 | 88.915 | ||
100 | 2009.11.20 22:12 | t/p | 50 | 0.10 | 88.915 | 89.929 | 88.915 | 1.69 | 9875.89 |
101 | 2009.11.23 10:00 | buy | 51 | 0.10 | 88.998 | 87.999 | 89.013 | ||
102 | 2009.11.23 15:00 | close | 51 | 0.10 | 88.826 | 87.999 | 89.013 | -19.36 | 9856.53 |
103 | 2009.11.23 15:00 | sell | 52 | 0.10 | 88.826 | 89.825 | 88.811 | ||
104 | 2009.11.23 15:11 | t/p | 52 | 0.10 | 88.811 | 89.825 | 88.811 | 1.69 | 9858.22 |
105 | 2009.11.23 17:00 | buy | 53 | 0.10 | 88.974 | 87.975 | 88.989 | ||
106 | 2009.11.23 17:15 | t/p | 53 | 0.10 | 88.989 | 87.975 | 88.989 | 1.69 | 9859.91 |
107 | 2009.11.24 00:00 | sell | 54 | 0.10 | 89.041 | 90.040 | 89.026 | ||
108 | 2009.11.24 00:28 | t/p | 54 | 0.10 | 89.026 | 90.040 | 89.026 | 1.69 | 9861.60 |
109 | 2009.11.24 18:00 | buy | 55 | 0.10 | 88.594 | 87.595 | 88.609 | ||
110 | 2009.11.25 00:41 | t/p | 55 | 0.10 | 88.609 | 87.595 | 88.609 | 1.72 | 9863.32 |
111 | 2009.11.25 03:00 | sell | 56 | 0.10 | 88.251 | 89.250 | 88.236 | ||
112 | 2009.11.25 03:04 | t/p | 56 | 0.10 | 88.236 | 89.250 | 88.236 | 1.70 | 9865.02 |
113 | 2009.11.25 12:00 | buy | 57 | 0.10 | 87.785 | 86.786 | 87.800 | ||
114 | 2009.11.25 13:00 | close | 57 | 0.10 | 87.716 | 86.786 | 87.800 | -7.87 | 9857.15 |
115 | 2009.11.25 13:00 | sell | 58 | 0.10 | 87.716 | 88.715 | 87.701 | ||
116 | 2009.11.25 13:28 | t/p | 58 | 0.10 | 87.701 | 88.715 | 87.701 | 1.71 | 9858.86 |
117 | 2009.11.25 17:00 | buy | 59 | 0.10 | 87.677 | 86.678 | 87.692 | ||
118 | 2009.11.25 17:03 | t/p | 59 | 0.10 | 87.692 | 86.678 | 87.692 | 1.71 | 9860.57 |
119 | 2009.11.25 20:00 | sell | 60 | 0.10 | 87.478 | 88.477 | 87.463 | ||
120 | 2009.11.25 20:07 | t/p | 60 | 0.10 | 87.463 | 88.477 | 87.463 | 1.72 | 9862.29 |
121 | 2009.11.26 03:00 | buy | 61 | 0.10 | 87.434 | 86.435 | 87.449 | ||
122 | 2009.11.26 04:00 | close | 61 | 0.10 | 87.194 | 86.435 | 87.449 | -27.52 | 9834.77 |
123 | 2009.11.26 04:00 | sell | 62 | 0.10 | 87.194 | 88.193 | 87.179 | ||
124 | 2009.11.26 04:18 | t/p | 62 | 0.10 | 87.179 | 88.193 | 87.179 | 1.73 | 9836.50 |
125 | 2009.11.26 08:00 | buy | 63 | 0.10 | 86.981 | 85.982 | 86.996 | ||
126 | 2009.11.26 08:07 | t/p | 63 | 0.10 | 86.996 | 85.982 | 86.996 | 1.72 | 9838.22 |
127 | 2009.11.26 10:00 | sell | 64 | 0.10 | 86.884 | 87.883 | 86.869 | ||
128 | 2009.11.26 10:23 | t/p | 64 | 0.10 | 86.869 | 87.883 | 86.869 | 1.73 | 9839.95 |
129 | 2009.11.27 02:00 | buy | 65 | 0.10 | 86.176 | 85.177 | 86.191 | ||
130 | 2009.11.27 02:00 | t/p | 65 | 0.10 | 86.191 | 85.177 | 86.191 | 1.74 | 9841.69 |
131 | 2009.11.27 03:00 | sell | 66 | 0.10 | 86.036 | 87.035 | 86.021 | ||
132 | 2009.11.27 03:05 | t/p | 66 | 0.10 | 86.021 | 87.035 | 86.021 | 1.74 | 9843.43 |
133 | 2009.11.27 05:00 | buy | 67 | 0.10 | 86.060 | 85.061 | 86.075 | ||
134 | 2009.11.27 05:06 | t/p | 67 | 0.10 | 86.075 | 85.061 | 86.075 | 1.74 | 9845.17 |
135 | 2009.11.27 07:00 | sell | 68 | 0.10 | 85.985 | 86.984 | 85.970 | ||
136 | 2009.11.27 07:36 | t/p | 68 | 0.10 | 85.970 | 86.984 | 85.970 | 1.74 | 9846.91 |
137 | 2009.11.27 08:00 | buy | 69 | 0.10 | 85.918 | 84.919 | 85.933 | ||
138 | 2009.11.27 08:08 | t/p | 69 | 0.10 | 85.933 | 84.919 | 85.933 | 1.74 | 9848.65 |
139 | 2009.11.27 09:00 | sell | 70 | 0.10 | 86.128 | 87.127 | 86.113 | ||
140 | 2009.11.27 10:00 | close | 70 | 0.10 | 86.345 | 87.127 | 86.113 | -25.13 | 9823.52 |
141 | 2009.11.27 10:00 | buy | 71 | 0.10 | 86.345 | 85.346 | 86.360 | ||
142 | 2009.11.27 10:04 | t/p | 71 | 0.10 | 86.360 | 85.346 | 86.360 | 1.74 | 9825.26 |
143 | 2009.11.27 13:00 | sell | 72 | 0.10 | 86.486 | 87.485 | 86.471 | ||
144 | 2009.11.27 13:03 | t/p | 72 | 0.10 | 86.471 | 87.485 | 86.471 | 1.73 | 9826.99 |
145 | 2009.11.27 14:00 | buy | 73 | 0.10 | 86.479 | 85.480 | 86.494 | ||
146 | 2009.11.27 14:02 | t/p | 73 | 0.10 | 86.494 | 85.480 | 86.494 | 1.74 | 9828.73 |
147 | 2009.11.27 18:00 | sell | 74 | 0.10 | 86.868 | 87.867 | 86.853 | ||
148 | 2009.11.27 18:02 | t/p | 74 | 0.10 | 86.853 | 87.867 | 86.853 | 1.72 | 9830.45 |