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 | _Parameters_Trade=""-----"; Lots=0.1; StopLoss=37; TakeProfit=90; HourSetOrders=20; MinuteSetOrders=55; DeltaSetOrders=30; Slippage=3; _Parameters_Expert=""-----"; clOpenBuy=Black; clOpenSell=Black; clModifyBuy=Black; clModifySell=Black; clCloseBuy=Black; clCloseSell=Black; | ||||
Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
Mismatched charts errors | 113 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -20.83 | Gross profit | 0.00 | Gross loss | -20.83 |
Profit factor | 0.00 | Expected payoff | -4.17 | ||
Absolute drawdown | 20.83 | Maximal drawdown | 20.83 (0.21%) | Relative drawdown | 0.21% (20.83) |
Total trades | 5 | Short positions (won %) | 1 (0.00%) | Long positions (won %) | 4 (0.00%) |
Profit trades (% of total) | 0 (0.00%) | Loss trades (% of total) | 5 (100.00%) | ||
Largest | profit trade | 0.00 | loss trade | -4.27 | |
Average | profit trade | 0.00 | loss trade | -4.17 | |
Maximum | consecutive wins (profit in money) | 0 (0.00) | consecutive losses (loss in money) | 5 (-20.83) | |
Maximal | consecutive profit (count of wins) | 0.00 (0) | consecutive loss (count of losses) | -20.83 (5) | |
Average | consecutive wins | 0 | consecutive losses | 5 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.06 20:55 | buy stop | 1 | 0.10 | 89.973 | 89.936 | 90.063 | ||
2 | 2009.11.06 20:55 | sell stop | 2 | 0.10 | 89.894 | 89.931 | 89.804 | ||
3 | 2009.11.06 20:57 | buy | 1 | 0.10 | 89.973 | 89.936 | 90.063 | ||
4 | 2009.11.06 20:57 | delete | 2 | 0.10 | 89.894 | 89.931 | 89.804 | ||
5 | 2009.11.06 21:02 | s/l | 1 | 0.10 | 89.936 | 89.936 | 90.063 | -4.11 | 9995.89 |
6 | 2009.11.13 20:55 | buy stop | 3 | 0.10 | 89.686 | 89.649 | 89.776 | ||
7 | 2009.11.13 20:55 | sell stop | 4 | 0.10 | 89.609 | 89.646 | 89.519 | ||
8 | 2009.11.13 20:56 | buy | 3 | 0.10 | 89.686 | 89.649 | 89.776 | ||
9 | 2009.11.13 20:56 | delete | 4 | 0.10 | 89.609 | 89.646 | 89.519 | ||
10 | 2009.11.13 20:56 | sell stop | 5 | 0.10 | 89.638 | 89.675 | 89.548 | ||
11 | 2009.11.13 20:56 | delete | 5 | 0.10 | 89.638 | 89.675 | 89.548 | ||
12 | 2009.11.13 20:56 | sell stop | 6 | 0.10 | 89.640 | 89.677 | 89.550 | ||
13 | 2009.11.13 20:56 | delete | 6 | 0.10 | 89.640 | 89.677 | 89.550 | ||
14 | 2009.11.13 20:56 | sell stop | 7 | 0.10 | 89.642 | 89.679 | 89.552 | ||
15 | 2009.11.13 20:56 | delete | 7 | 0.10 | 89.642 | 89.679 | 89.552 | ||
16 | 2009.11.13 20:56 | sell stop | 8 | 0.10 | 89.644 | 89.681 | 89.554 | ||
17 | 2009.11.13 20:56 | delete | 8 | 0.10 | 89.644 | 89.681 | 89.554 | ||
18 | 2009.11.13 20:56 | sell stop | 9 | 0.10 | 89.646 | 89.683 | 89.556 | ||
19 | 2009.11.13 20:56 | delete | 9 | 0.10 | 89.646 | 89.683 | 89.556 | ||
20 | 2009.11.13 20:56 | sell stop | 10 | 0.10 | 89.649 | 89.686 | 89.559 | ||
21 | 2009.11.13 20:56 | delete | 10 | 0.10 | 89.649 | 89.686 | 89.559 | ||
22 | 2009.11.13 20:56 | sell stop | 11 | 0.10 | 89.651 | 89.688 | 89.561 | ||
23 | 2009.11.13 20:56 | delete | 11 | 0.10 | 89.651 | 89.688 | 89.561 | ||
24 | 2009.11.13 20:56 | sell stop | 12 | 0.10 | 89.653 | 89.690 | 89.563 | ||
25 | 2009.11.13 20:56 | delete | 12 | 0.10 | 89.653 | 89.690 | 89.563 | ||
26 | 2009.11.13 20:56 | sell stop | 13 | 0.10 | 89.652 | 89.689 | 89.562 | ||
27 | 2009.11.13 20:56 | delete | 13 | 0.10 | 89.652 | 89.689 | 89.562 | ||
28 | 2009.11.13 20:56 | sell stop | 14 | 0.10 | 89.651 | 89.688 | 89.561 | ||
29 | 2009.11.13 20:56 | delete | 14 | 0.10 | 89.651 | 89.688 | 89.561 | ||
30 | 2009.11.13 20:56 | sell stop | 15 | 0.10 | 89.650 | 89.687 | 89.560 | ||
31 | 2009.11.13 20:56 | delete | 15 | 0.10 | 89.650 | 89.687 | 89.560 | ||
32 | 2009.11.13 20:57 | sell stop | 16 | 0.10 | 89.649 | 89.686 | 89.559 | ||
33 | 2009.11.13 20:57 | delete | 16 | 0.10 | 89.649 | 89.686 | 89.559 | ||
34 | 2009.11.13 20:57 | sell stop | 17 | 0.10 | 89.648 | 89.685 | 89.558 | ||
35 | 2009.11.13 20:57 | delete | 17 | 0.10 | 89.648 | 89.685 | 89.558 | ||
36 | 2009.11.13 20:57 | sell stop | 18 | 0.10 | 89.647 | 89.684 | 89.557 | ||
37 | 2009.11.13 20:57 | delete | 18 | 0.10 | 89.647 | 89.684 | 89.557 | ||
38 | 2009.11.13 20:57 | sell stop | 19 | 0.10 | 89.649 | 89.686 | 89.559 | ||
39 | 2009.11.13 20:57 | delete | 19 | 0.10 | 89.649 | 89.686 | 89.559 | ||
40 | 2009.11.13 20:57 | sell stop | 20 | 0.10 | 89.651 | 89.688 | 89.561 | ||
41 | 2009.11.13 20:57 | delete | 20 | 0.10 | 89.651 | 89.688 | 89.561 | ||
42 | 2009.11.13 20:57 | sell stop | 21 | 0.10 | 89.653 | 89.690 | 89.563 | ||
43 | 2009.11.13 20:57 | delete | 21 | 0.10 | 89.653 | 89.690 | 89.563 | ||
44 | 2009.11.13 20:57 | sell stop | 22 | 0.10 | 89.655 | 89.692 | 89.565 | ||
45 | 2009.11.13 20:57 | delete | 22 | 0.10 | 89.655 | 89.692 | 89.565 | ||
46 | 2009.11.13 20:57 | sell stop | 23 | 0.10 | 89.657 | 89.694 | 89.567 | ||
47 | 2009.11.13 20:57 | delete | 23 | 0.10 | 89.657 | 89.694 | 89.567 | ||
48 | 2009.11.13 20:57 | sell stop | 24 | 0.10 | 89.660 | 89.697 | 89.570 | ||
49 | 2009.11.13 20:57 | delete | 24 | 0.10 | 89.660 | 89.697 | 89.570 | ||
50 | 2009.11.13 20:57 | sell stop | 25 | 0.10 | 89.664 | 89.701 | 89.574 | ||
51 | 2009.11.13 20:57 | delete | 25 | 0.10 | 89.664 | 89.701 | 89.574 | ||
52 | 2009.11.13 20:57 | sell stop | 26 | 0.10 | 89.666 | 89.703 | 89.576 | ||
53 | 2009.11.13 20:57 | delete | 26 | 0.10 | 89.666 | 89.703 | 89.576 | ||
54 | 2009.11.13 20:57 | sell stop | 27 | 0.10 | 89.670 | 89.707 | 89.580 | ||
55 | 2009.11.13 20:57 | delete | 27 | 0.10 | 89.670 | 89.707 | 89.580 | ||
56 | 2009.11.13 20:57 | sell stop | 28 | 0.10 | 89.669 | 89.706 | 89.579 | ||
57 | 2009.11.13 20:57 | delete | 28 | 0.10 | 89.669 | 89.706 | 89.579 | ||
58 | 2009.11.13 20:57 | sell stop | 29 | 0.10 | 89.667 | 89.704 | 89.577 | ||
59 | 2009.11.13 20:57 | delete | 29 | 0.10 | 89.667 | 89.704 | 89.577 | ||
60 | 2009.11.13 20:57 | sell stop | 30 | 0.10 | 89.666 | 89.703 | 89.576 | ||
61 | 2009.11.13 20:57 | delete | 30 | 0.10 | 89.666 | 89.703 | 89.576 | ||
62 | 2009.11.13 21:00 | s/l | 3 | 0.10 | 89.649 | 89.649 | 89.776 | -4.13 | 9991.76 |
63 | 2009.11.20 20:55 | buy stop | 31 | 0.10 | 89.000 | 88.963 | 89.090 | ||
64 | 2009.11.20 20:55 | sell stop | 32 | 0.10 | 88.934 | 88.971 | 88.844 | ||
65 | 2009.11.20 20:56 | buy | 31 | 0.10 | 89.000 | 88.963 | 89.090 | ||
66 | 2009.11.20 20:56 | delete | 32 | 0.10 | 88.934 | 88.971 | 88.844 | ||
67 | 2009.11.20 20:56 | sell stop | 33 | 0.10 | 88.944 | 88.981 | 88.854 | ||
68 | 2009.11.20 20:56 | delete | 33 | 0.10 | 88.944 | 88.981 | 88.854 | ||
69 | 2009.11.20 20:56 | sell stop | 34 | 0.10 | 88.937 | 88.974 | 88.847 | ||
70 | 2009.11.20 20:56 | delete | 34 | 0.10 | 88.937 | 88.974 | 88.847 | ||
71 | 2009.11.20 20:56 | sell stop | 35 | 0.10 | 88.938 | 88.975 | 88.848 | ||
72 | 2009.11.20 20:56 | delete | 35 | 0.10 | 88.938 | 88.975 | 88.848 | ||
73 | 2009.11.20 20:56 | sell stop | 36 | 0.10 | 88.939 | 88.976 | 88.849 | ||
74 | 2009.11.20 20:56 | delete | 36 | 0.10 | 88.939 | 88.976 | 88.849 | ||
75 | 2009.11.20 20:57 | sell stop | 37 | 0.10 | 88.940 | 88.977 | 88.850 | ||
76 | 2009.11.20 20:57 | delete | 37 | 0.10 | 88.940 | 88.977 | 88.850 | ||
77 | 2009.11.20 20:57 | sell stop | 38 | 0.10 | 88.934 | 88.971 | 88.844 | ||
78 | 2009.11.20 20:57 | delete | 38 | 0.10 | 88.934 | 88.971 | 88.844 | ||
79 | 2009.11.20 20:57 | s/l | 31 | 0.10 | 88.963 | 88.963 | 89.090 | -4.16 | 9987.60 |
80 | 2009.11.20 20:57 | buy stop | 39 | 0.10 | 89.008 | 88.971 | 89.098 | ||
81 | 2009.11.20 20:57 | sell stop | 40 | 0.10 | 88.931 | 88.968 | 88.841 | ||
82 | 2009.11.20 21:11 | buy | 39 | 0.10 | 89.008 | 88.971 | 89.098 | ||
83 | 2009.11.20 21:11 | delete | 40 | 0.10 | 88.931 | 88.968 | 88.841 | ||
84 | 2009.11.20 21:52 | s/l | 39 | 0.10 | 88.971 | 88.971 | 89.098 | -4.16 | 9983.44 |
85 | 2009.11.27 20:55 | buy stop | 41 | 0.10 | 86.771 | 86.734 | 86.861 | ||
86 | 2009.11.27 20:55 | sell stop | 42 | 0.10 | 86.694 | 86.731 | 86.604 | ||
87 | 2009.11.27 21:01 | sell | 42 | 0.10 | 86.694 | 86.731 | 86.604 | ||
88 | 2009.11.27 21:01 | delete | 41 | 0.10 | 86.771 | 86.734 | 86.861 | ||
89 | 2009.11.27 21:03 | s/l | 42 | 0.10 | 86.731 | 86.731 | 86.604 | -4.27 | 9979.17 |