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 | Magic=5675; Orders=5; StopLoss=50; TakeProfit=100; ___=""Ïàðàìåòðû"; Tenkan=5; Kijun=10; Senkou=20; LipsPeriod=5; LipsShift=3; ____=""Ïàðàìåòðû"; UseTrailing=false; lMinProfit=40; lTrailingStop=50; lTrailingStep=5; sMinProfit=40; sTrailingStop=50; sTrailingStep=5; ______=""Ïàðàìåòðû"; Lots=0.01; MoneyManagement=true; MarginPercent=3; | ||||
Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
Mismatched charts errors | 113 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -50.42 | Gross profit | 167.79 | Gross loss | -218.21 |
Profit factor | 0.77 | Expected payoff | -2.80 | ||
Absolute drawdown | 58.39 | Maximal drawdown | 91.52 (0.91%) | Relative drawdown | 0.91% (91.52) |
Total trades | 18 | Short positions (won %) | 10 (40.00%) | Long positions (won %) | 8 (12.50%) |
Profit trades (% of total) | 5 (27.78%) | Loss trades (% of total) | 13 (72.22%) | ||
Largest | profit trade | 33.81 | loss trade | -17.32 | |
Average | profit trade | 33.56 | loss trade | -16.79 | |
Maximum | consecutive wins (profit in money) | 1 (33.81) | consecutive losses (loss in money) | 4 (-66.64) | |
Maximal | consecutive profit (count of wins) | 33.81 (1) | consecutive loss (count of losses) | -66.64 (4) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 16:00 | buy | 1 | 0.30 | 90.453 | 0.000 | 0.000 | ||
2 | 2009.11.03 16:00 | modify | 1 | 0.30 | 90.453 | 90.403 | 90.553 | ||
3 | 2009.11.03 16:02 | t/p | 1 | 0.30 | 90.553 | 90.403 | 90.553 | 33.13 | 10033.13 |
4 | 2009.11.04 07:00 | buy | 2 | 0.30 | 90.380 | 0.000 | 0.000 | ||
5 | 2009.11.04 07:00 | modify | 2 | 0.30 | 90.380 | 90.330 | 90.480 | ||
6 | 2009.11.04 07:07 | s/l | 2 | 0.30 | 90.330 | 90.330 | 90.480 | -16.61 | 10016.52 |
7 | 2009.11.10 06:00 | buy | 3 | 0.30 | 89.979 | 0.000 | 0.000 | ||
8 | 2009.11.10 06:00 | modify | 3 | 0.30 | 89.979 | 89.929 | 90.079 | ||
9 | 2009.11.10 06:05 | s/l | 3 | 0.30 | 89.929 | 89.929 | 90.079 | -16.68 | 9999.84 |
10 | 2009.11.10 07:00 | sell | 4 | 0.30 | 89.766 | 0.000 | 0.000 | ||
11 | 2009.11.10 07:00 | modify | 4 | 0.30 | 89.766 | 89.816 | 89.666 | ||
12 | 2009.11.10 07:08 | s/l | 4 | 0.30 | 89.816 | 89.816 | 89.666 | -16.70 | 9983.14 |
13 | 2009.11.10 12:00 | buy | 5 | 0.30 | 90.122 | 0.000 | 0.000 | ||
14 | 2009.11.10 12:00 | modify | 5 | 0.30 | 90.122 | 90.072 | 90.222 | ||
15 | 2009.11.10 12:03 | s/l | 5 | 0.30 | 90.072 | 90.072 | 90.222 | -16.65 | 9966.49 |
16 | 2009.11.11 05:00 | sell | 6 | 0.30 | 89.537 | 0.000 | 0.000 | ||
17 | 2009.11.11 05:00 | modify | 6 | 0.30 | 89.537 | 89.587 | 89.437 | ||
18 | 2009.11.11 05:06 | t/p | 6 | 0.30 | 89.437 | 89.587 | 89.437 | 33.54 | 10000.03 |
19 | 2009.11.12 01:00 | buy | 7 | 0.30 | 89.935 | 0.000 | 0.000 | ||
20 | 2009.11.12 01:00 | modify | 7 | 0.30 | 89.935 | 89.885 | 90.035 | ||
21 | 2009.11.12 01:02 | s/l | 7 | 0.30 | 89.885 | 89.885 | 90.035 | -16.69 | 9983.34 |
22 | 2009.11.12 14:00 | buy | 8 | 0.30 | 89.998 | 0.000 | 0.000 | ||
23 | 2009.11.12 14:00 | modify | 8 | 0.30 | 89.998 | 89.948 | 90.098 | ||
24 | 2009.11.12 14:19 | s/l | 8 | 0.30 | 89.948 | 89.948 | 90.098 | -16.67 | 9966.67 |
25 | 2009.11.13 13:00 | sell | 9 | 0.30 | 89.773 | 0.000 | 0.000 | ||
26 | 2009.11.13 13:00 | modify | 9 | 0.30 | 89.773 | 89.823 | 89.673 | ||
27 | 2009.11.13 13:52 | s/l | 9 | 0.30 | 89.823 | 89.823 | 89.673 | -16.70 | 9949.97 |
28 | 2009.11.16 05:00 | sell | 10 | 0.30 | 89.635 | 0.000 | 0.000 | ||
29 | 2009.11.16 05:00 | modify | 10 | 0.30 | 89.635 | 89.685 | 89.535 | ||
30 | 2009.11.16 07:03 | t/p | 10 | 0.30 | 89.535 | 89.685 | 89.535 | 33.51 | 9983.48 |
31 | 2009.11.16 10:00 | sell | 11 | 0.30 | 89.455 | 0.000 | 0.000 | ||
32 | 2009.11.16 10:00 | modify | 11 | 0.30 | 89.455 | 89.505 | 89.355 | ||
33 | 2009.11.16 10:00 | s/l | 11 | 0.30 | 89.505 | 89.505 | 89.355 | -16.75 | 9966.73 |
34 | 2009.11.17 09:00 | sell | 12 | 0.30 | 88.845 | 0.000 | 0.000 | ||
35 | 2009.11.17 09:00 | modify | 12 | 0.30 | 88.845 | 88.895 | 88.745 | ||
36 | 2009.11.17 09:26 | t/p | 12 | 0.30 | 88.745 | 88.895 | 88.745 | 33.80 | 10000.53 |
37 | 2009.11.17 15:00 | buy | 13 | 0.30 | 89.285 | 0.000 | 0.000 | ||
38 | 2009.11.17 15:00 | modify | 13 | 0.30 | 89.285 | 89.235 | 89.385 | ||
39 | 2009.11.17 15:10 | s/l | 13 | 0.30 | 89.235 | 89.235 | 89.385 | -16.81 | 9983.72 |
40 | 2009.11.18 17:00 | buy | 14 | 0.30 | 89.265 | 0.000 | 0.000 | ||
41 | 2009.11.18 17:00 | modify | 14 | 0.30 | 89.265 | 89.215 | 89.365 | ||
42 | 2009.11.18 17:02 | s/l | 14 | 0.30 | 89.215 | 89.215 | 89.365 | -16.81 | 9966.91 |
43 | 2009.11.20 04:00 | sell | 15 | 0.30 | 88.823 | 0.000 | 0.000 | ||
44 | 2009.11.20 04:00 | modify | 15 | 0.30 | 88.823 | 88.873 | 88.723 | ||
45 | 2009.11.20 04:04 | s/l | 15 | 0.30 | 88.873 | 88.873 | 88.723 | -16.88 | 9950.03 |
46 | 2009.11.23 08:00 | sell | 16 | 0.30 | 88.813 | 0.000 | 0.000 | ||
47 | 2009.11.23 08:00 | modify | 16 | 0.30 | 88.813 | 88.863 | 88.713 | ||
48 | 2009.11.23 08:03 | t/p | 16 | 0.30 | 88.713 | 88.863 | 88.713 | 33.81 | 9983.84 |
49 | 2009.11.24 23:00 | sell | 17 | 0.30 | 88.494 | 0.000 | 0.000 | ||
50 | 2009.11.24 23:00 | modify | 17 | 0.30 | 88.494 | 88.544 | 88.394 | ||
51 | 2009.11.24 23:17 | s/l | 17 | 0.30 | 88.544 | 88.544 | 88.394 | -16.94 | 9966.90 |
52 | 2009.11.26 17:00 | sell | 18 | 0.30 | 86.557 | 0.000 | 0.000 | ||
53 | 2009.11.26 17:00 | modify | 18 | 0.30 | 86.557 | 86.607 | 86.457 | ||
54 | 2009.11.26 17:17 | s/l | 18 | 0.30 | 86.607 | 86.607 | 86.457 | -17.32 | 9949.58 |