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=1; MaxLots=100; StopLoss=0; TrailingStop=15; UseTrailingStop=false; TrailingStopType=2; FirstMove=20; TrailingStop1=20; SecondMove=30; TrailingStop2=20; ThirdMove=40; TrailingStop3=20; TakeProfit=20; MarginCutoff=300; Slippage=3; UseMACD=false; MACD_Price=1; UseMA_Cross=false; MA_SlowPeriod=21; MA_FastPeriod=2; MA_Shift=1; MA_Mode=2; MA_Price=5; UseMomentum=false; UsePSAR=false; MomentumPeriod=14; MomentumPrice=1; MomentumHigh=100; MomentumLow=100; UseStochLevel=false; Stoch_Mode=0; StochPrice=0; StochHigh=60; StochLow=35; UseStochCross=false; SignalCandle=0; SignalTimeFrame=0; | ||||
Bars in test | 551 | Ticks modelled | 11401 | Modelling quality | n/a |
Mismatched charts errors | 4 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -1770.73 | Gross profit | 1787.08 | Gross loss | -3557.81 |
Profit factor | 0.50 | Expected payoff | -21.59 | ||
Absolute drawdown | 3801.76 | Maximal drawdown | 5566.50 (47.32%) | Relative drawdown | 47.32% (5566.50) |
Total trades | 82 | Short positions (won %) | 41 (100.00%) | Long positions (won %) | 41 (97.56%) |
Profit trades (% of total) | 81 (98.78%) | Loss trades (% of total) | 1 (1.22%) | ||
Largest | profit trade | 23.03 | loss trade | -3557.81 | |
Average | profit trade | 22.06 | loss trade | -3557.81 | |
Maximum | consecutive wins (profit in money) | 81 (1787.08) | consecutive losses (loss in money) | 1 (-3557.81) | |
Maximal | consecutive profit (count of wins) | 1787.08 (81) | consecutive loss (count of losses) | -3557.81 (1) | |
Average | consecutive wins | 81 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 02:00 | buy | 1 | 1.00 | 90.473 | 0.000 | 90.493 | ||
2 | 2009.11.03 02:00 | sell | 2 | 1.00 | 90.453 | 0.000 | 90.433 | ||
3 | 2009.11.03 02:03 | t/p | 2 | 1.00 | 90.433 | 0.000 | 90.433 | 22.12 | 10022.12 |
4 | 2009.11.03 16:02 | t/p | 1 | 1.00 | 90.493 | 0.000 | 90.493 | 22.08 | 10044.20 |
5 | 2009.11.03 16:02 | buy | 3 | 1.00 | 90.572 | 0.000 | 90.592 | ||
6 | 2009.11.03 16:02 | sell | 4 | 1.00 | 90.552 | 0.000 | 90.532 | ||
7 | 2009.11.03 16:10 | t/p | 4 | 1.00 | 90.532 | 0.000 | 90.532 | 22.10 | 10066.30 |
8 | 2009.11.04 08:20 | t/p | 3 | 1.00 | 90.592 | 0.000 | 90.592 | 22.74 | 10089.04 |
9 | 2009.11.04 08:20 | buy | 5 | 1.00 | 90.618 | 0.000 | 90.638 | ||
10 | 2009.11.04 08:20 | sell | 6 | 1.00 | 90.598 | 0.000 | 90.578 | ||
11 | 2009.11.04 08:27 | t/p | 6 | 1.00 | 90.578 | 0.000 | 90.578 | 22.08 | 10111.12 |
12 | 2009.11.04 09:15 | t/p | 5 | 1.00 | 90.638 | 0.000 | 90.638 | 22.07 | 10133.19 |
13 | 2009.11.04 09:15 | buy | 7 | 1.00 | 90.669 | 0.000 | 90.689 | ||
14 | 2009.11.04 09:15 | sell | 8 | 1.00 | 90.649 | 0.000 | 90.629 | ||
15 | 2009.11.04 09:20 | t/p | 7 | 1.00 | 90.689 | 0.000 | 90.689 | 22.05 | 10155.24 |
16 | 2009.11.04 16:16 | t/p | 8 | 1.00 | 90.629 | 0.000 | 90.629 | 22.08 | 10177.32 |
17 | 2009.11.04 16:16 | buy | 9 | 1.00 | 90.599 | 0.000 | 90.619 | ||
18 | 2009.11.04 16:16 | sell | 10 | 1.00 | 90.579 | 0.000 | 90.559 | ||
19 | 2009.11.04 16:20 | t/p | 9 | 1.00 | 90.619 | 0.000 | 90.619 | 22.07 | 10199.39 |
20 | 2009.11.05 01:20 | t/p | 10 | 1.00 | 90.559 | 0.000 | 90.559 | 18.13 | 10217.52 |
21 | 2009.11.05 01:20 | buy | 11 | 1.00 | 90.514 | 0.000 | 90.534 | ||
22 | 2009.11.05 01:20 | sell | 12 | 1.00 | 90.494 | 0.000 | 90.474 | ||
23 | 2009.11.05 01:27 | t/p | 11 | 1.00 | 90.534 | 0.000 | 90.534 | 22.09 | 10239.61 |
24 | 2009.11.05 02:32 | t/p | 12 | 1.00 | 90.474 | 0.000 | 90.474 | 22.13 | 10261.74 |
25 | 2009.11.05 02:32 | buy | 13 | 1.00 | 90.412 | 0.000 | 90.432 | ||
26 | 2009.11.05 02:32 | sell | 14 | 1.00 | 90.392 | 0.000 | 90.372 | ||
27 | 2009.11.05 02:40 | t/p | 13 | 1.00 | 90.432 | 0.000 | 90.432 | 22.11 | 10283.85 |
28 | 2009.11.05 04:32 | t/p | 14 | 1.00 | 90.372 | 0.000 | 90.372 | 22.14 | 10305.99 |
29 | 2009.11.05 04:32 | buy | 15 | 1.00 | 90.337 | 0.000 | 90.357 | ||
30 | 2009.11.05 04:32 | sell | 16 | 1.00 | 90.317 | 0.000 | 90.297 | ||
31 | 2009.11.05 04:40 | t/p | 15 | 1.00 | 90.357 | 0.000 | 90.357 | 22.14 | 10328.13 |
32 | 2009.11.05 09:33 | t/p | 16 | 1.00 | 90.297 | 0.000 | 90.297 | 22.15 | 10350.28 |
33 | 2009.11.05 09:33 | buy | 17 | 1.00 | 90.295 | 0.000 | 90.315 | ||
34 | 2009.11.05 09:33 | sell | 18 | 1.00 | 90.275 | 0.000 | 90.255 | ||
35 | 2009.11.05 09:40 | t/p | 18 | 1.00 | 90.255 | 0.000 | 90.255 | 22.17 | 10372.45 |
36 | 2009.11.05 11:50 | t/p | 17 | 1.00 | 90.315 | 0.000 | 90.315 | 22.14 | 10394.59 |
37 | 2009.11.05 11:50 | buy | 19 | 1.00 | 90.350 | 0.000 | 90.370 | ||
38 | 2009.11.05 11:50 | sell | 20 | 1.00 | 90.330 | 0.000 | 90.310 | ||
39 | 2009.11.05 11:57 | t/p | 20 | 1.00 | 90.310 | 0.000 | 90.310 | 22.16 | 10416.75 |
40 | 2009.11.05 12:02 | t/p | 19 | 1.00 | 90.370 | 0.000 | 90.370 | 22.13 | 10438.88 |
41 | 2009.11.05 12:02 | buy | 21 | 1.00 | 90.390 | 0.000 | 90.410 | ||
42 | 2009.11.05 12:02 | sell | 22 | 1.00 | 90.370 | 0.000 | 90.350 | ||
43 | 2009.11.05 12:15 | t/p | 22 | 1.00 | 90.350 | 0.000 | 90.350 | 22.15 | 10461.03 |
44 | 2009.11.05 13:20 | t/p | 21 | 1.00 | 90.410 | 0.000 | 90.410 | 22.12 | 10483.15 |
45 | 2009.11.05 13:20 | buy | 23 | 1.00 | 90.460 | 0.000 | 90.480 | ||
46 | 2009.11.05 13:20 | sell | 24 | 1.00 | 90.440 | 0.000 | 90.420 | ||
47 | 2009.11.05 13:27 | t/p | 24 | 1.00 | 90.420 | 0.000 | 90.420 | 22.12 | 10505.27 |
48 | 2009.11.05 14:45 | t/p | 23 | 1.00 | 90.480 | 0.000 | 90.480 | 22.09 | 10527.36 |
49 | 2009.11.05 14:45 | buy | 25 | 1.00 | 90.549 | 0.000 | 90.569 | ||
50 | 2009.11.05 14:45 | sell | 26 | 1.00 | 90.529 | 0.000 | 90.509 | ||
51 | 2009.11.05 14:50 | t/p | 25 | 1.00 | 90.569 | 0.000 | 90.569 | 22.08 | 10549.44 |
52 | 2009.11.05 15:32 | t/p | 26 | 1.00 | 90.509 | 0.000 | 90.509 | 22.11 | 10571.55 |
53 | 2009.11.05 15:32 | buy | 27 | 1.00 | 90.469 | 0.000 | 90.489 | ||
54 | 2009.11.05 15:32 | sell | 28 | 1.00 | 90.449 | 0.000 | 90.429 | ||
55 | 2009.11.05 15:40 | t/p | 27 | 1.00 | 90.489 | 0.000 | 90.489 | 22.10 | 10593.65 |
56 | 2009.11.05 17:50 | t/p | 28 | 1.00 | 90.429 | 0.000 | 90.429 | 22.12 | 10615.77 |
57 | 2009.11.05 17:50 | buy | 29 | 1.00 | 90.425 | 0.000 | 90.445 | ||
58 | 2009.11.05 17:50 | sell | 30 | 1.00 | 90.405 | 0.000 | 90.385 | ||
59 | 2009.11.05 17:57 | t/p | 29 | 1.00 | 90.445 | 0.000 | 90.445 | 22.11 | 10637.88 |
60 | 2009.11.06 14:40 | t/p | 30 | 1.00 | 90.385 | 0.000 | 90.385 | 20.83 | 10658.71 |
61 | 2009.11.06 14:40 | buy | 31 | 1.00 | 90.313 | 0.000 | 90.333 | ||
62 | 2009.11.06 14:40 | sell | 32 | 1.00 | 90.293 | 0.000 | 90.273 | ||
63 | 2009.11.06 14:42 | t/p | 31 | 1.00 | 90.333 | 0.000 | 90.333 | 22.14 | 10680.85 |
64 | 2009.11.06 14:45 | t/p | 32 | 1.00 | 90.273 | 0.000 | 90.273 | 22.18 | 10703.03 |
65 | 2009.11.06 14:45 | buy | 33 | 1.00 | 90.178 | 0.000 | 90.198 | ||
66 | 2009.11.06 14:45 | sell | 34 | 1.00 | 90.158 | 0.000 | 90.138 | ||
67 | 2009.11.06 14:47 | t/p | 33 | 1.00 | 90.198 | 0.000 | 90.198 | 22.18 | 10725.21 |
68 | 2009.11.06 14:50 | t/p | 34 | 1.00 | 90.138 | 0.000 | 90.138 | 22.22 | 10747.43 |
69 | 2009.11.06 14:50 | buy | 35 | 1.00 | 89.997 | 0.000 | 90.017 | ||
70 | 2009.11.06 14:50 | sell | 36 | 1.00 | 89.977 | 0.000 | 89.957 | ||
71 | 2009.11.06 14:52 | t/p | 35 | 1.00 | 90.017 | 0.000 | 90.017 | 22.21 | 10769.64 |
72 | 2009.11.06 15:20 | t/p | 36 | 1.00 | 89.957 | 0.000 | 89.957 | 22.26 | 10791.90 |
73 | 2009.11.06 15:20 | buy | 37 | 1.00 | 89.834 | 0.000 | 89.854 | ||
74 | 2009.11.06 15:20 | sell | 38 | 1.00 | 89.814 | 0.000 | 89.794 | ||
75 | 2009.11.06 15:22 | t/p | 37 | 1.00 | 89.854 | 0.000 | 89.854 | 22.25 | 10814.15 |
76 | 2009.11.06 16:20 | t/p | 38 | 1.00 | 89.794 | 0.000 | 89.794 | 22.30 | 10836.45 |
77 | 2009.11.06 16:20 | buy | 39 | 1.00 | 89.697 | 0.000 | 89.717 | ||
78 | 2009.11.06 16:20 | sell | 40 | 1.00 | 89.677 | 0.000 | 89.657 | ||
79 | 2009.11.06 16:22 | t/p | 39 | 1.00 | 89.717 | 0.000 | 89.717 | 22.28 | 10858.73 |
80 | 2009.11.06 16:32 | t/p | 40 | 1.00 | 89.657 | 0.000 | 89.657 | 22.31 | 10881.04 |
81 | 2009.11.06 16:32 | buy | 41 | 1.00 | 89.650 | 0.000 | 89.670 | ||
82 | 2009.11.06 16:32 | sell | 42 | 1.00 | 89.630 | 0.000 | 89.610 | ||
83 | 2009.11.06 16:40 | t/p | 41 | 1.00 | 89.670 | 0.000 | 89.670 | 22.29 | 10903.33 |
84 | 2009.11.11 01:15 | t/p | 42 | 1.00 | 89.610 | 0.000 | 89.610 | 18.37 | 10921.70 |
85 | 2009.11.11 01:15 | buy | 43 | 1.00 | 89.566 | 0.000 | 89.586 | ||
86 | 2009.11.11 01:15 | sell | 44 | 1.00 | 89.546 | 0.000 | 89.526 | ||
87 | 2009.11.11 01:20 | t/p | 44 | 1.00 | 89.526 | 0.000 | 89.526 | 22.35 | 10944.05 |
88 | 2009.11.11 01:32 | t/p | 43 | 1.00 | 89.586 | 0.000 | 89.586 | 22.32 | 10966.37 |
89 | 2009.11.11 01:32 | buy | 45 | 1.00 | 89.637 | 0.000 | 89.657 | ||
90 | 2009.11.11 01:32 | sell | 46 | 1.00 | 89.617 | 0.000 | 89.597 | ||
91 | 2009.11.11 01:45 | t/p | 46 | 1.00 | 89.597 | 0.000 | 89.597 | 22.33 | 10988.70 |
92 | 2009.11.11 03:16 | t/p | 45 | 1.00 | 89.657 | 0.000 | 89.657 | 22.31 | 11011.01 |
93 | 2009.11.11 03:16 | buy | 47 | 1.00 | 89.677 | 0.000 | 89.697 | ||
94 | 2009.11.11 03:16 | sell | 48 | 1.00 | 89.657 | 0.000 | 89.637 | ||
95 | 2009.11.11 03:26 | t/p | 48 | 1.00 | 89.637 | 0.000 | 89.637 | 22.31 | 11033.32 |
96 | 2009.11.11 07:15 | t/p | 47 | 1.00 | 89.697 | 0.000 | 89.697 | 22.29 | 11055.61 |
97 | 2009.11.11 07:15 | buy | 49 | 1.00 | 89.750 | 0.000 | 89.770 | ||
98 | 2009.11.11 07:15 | sell | 50 | 1.00 | 89.730 | 0.000 | 89.710 | ||
99 | 2009.11.11 07:20 | t/p | 49 | 1.00 | 89.770 | 0.000 | 89.770 | 22.27 | 11077.88 |
100 | 2009.11.11 07:37 | t/p | 50 | 1.00 | 89.710 | 0.000 | 89.710 | 22.29 | 11100.17 |
101 | 2009.11.11 07:37 | buy | 51 | 1.00 | 89.704 | 0.000 | 89.724 | ||
102 | 2009.11.11 07:37 | sell | 52 | 1.00 | 89.684 | 0.000 | 89.664 | ||
103 | 2009.11.11 07:40 | t/p | 51 | 1.00 | 89.724 | 0.000 | 89.724 | 22.28 | 11122.45 |
104 | 2009.11.12 08:37 | t/p | 52 | 1.00 | 89.664 | 0.000 | 89.664 | 18.35 | 11140.80 |
105 | 2009.11.12 08:37 | buy | 53 | 1.00 | 89.655 | 0.000 | 89.675 | ||
106 | 2009.11.12 08:37 | sell | 54 | 1.00 | 89.635 | 0.000 | 89.615 | ||
107 | 2009.11.12 08:40 | t/p | 53 | 1.00 | 89.675 | 0.000 | 89.675 | 22.29 | 11163.09 |
108 | 2009.11.13 14:40 | t/p | 54 | 1.00 | 89.615 | 0.000 | 89.615 | 21.00 | 11184.09 |
109 | 2009.11.13 14:40 | buy | 55 | 1.00 | 89.575 | 0.000 | 89.595 | ||
110 | 2009.11.13 14:40 | sell | 56 | 1.00 | 89.555 | 0.000 | 89.535 | ||
111 | 2009.11.13 14:46 | t/p | 56 | 1.00 | 89.535 | 0.000 | 89.535 | 22.36 | 11206.45 |
112 | 2009.11.13 15:05 | t/p | 55 | 1.00 | 89.595 | 0.000 | 89.595 | 22.32 | 11228.77 |
113 | 2009.11.13 15:05 | buy | 57 | 1.00 | 89.629 | 0.000 | 89.649 | ||
114 | 2009.11.13 15:05 | sell | 58 | 1.00 | 89.609 | 0.000 | 89.589 | ||
115 | 2009.11.13 15:10 | t/p | 57 | 1.00 | 89.649 | 0.000 | 89.649 | 22.31 | 11251.08 |
116 | 2009.11.13 15:50 | t/p | 58 | 1.00 | 89.589 | 0.000 | 89.589 | 22.33 | 11273.41 |
117 | 2009.11.13 15:50 | buy | 59 | 1.00 | 89.570 | 0.000 | 89.590 | ||
118 | 2009.11.13 15:50 | sell | 60 | 1.00 | 89.550 | 0.000 | 89.530 | ||
119 | 2009.11.13 15:57 | t/p | 59 | 1.00 | 89.590 | 0.000 | 89.590 | 22.31 | 11295.72 |
120 | 2009.11.13 17:32 | t/p | 60 | 1.00 | 89.530 | 0.000 | 89.530 | 22.34 | 11318.06 |
121 | 2009.11.13 17:32 | buy | 61 | 1.00 | 89.512 | 0.000 | 89.532 | ||
122 | 2009.11.13 17:32 | sell | 62 | 1.00 | 89.492 | 0.000 | 89.472 | ||
123 | 2009.11.13 17:45 | t/p | 61 | 1.00 | 89.532 | 0.000 | 89.532 | 22.34 | 11340.40 |
124 | 2009.11.16 01:40 | t/p | 62 | 1.00 | 89.472 | 0.000 | 89.472 | 21.04 | 11361.44 |
125 | 2009.11.16 01:40 | buy | 63 | 1.00 | 89.449 | 0.000 | 89.469 | ||
126 | 2009.11.16 01:40 | sell | 64 | 1.00 | 89.429 | 0.000 | 89.409 | ||
127 | 2009.11.16 01:46 | t/p | 64 | 1.00 | 89.409 | 0.000 | 89.409 | 22.37 | 11383.81 |
128 | 2009.11.16 02:10 | t/p | 63 | 1.00 | 89.469 | 0.000 | 89.469 | 22.35 | 11406.16 |
129 | 2009.11.16 02:10 | buy | 65 | 1.00 | 89.494 | 0.000 | 89.514 | ||
130 | 2009.11.16 02:10 | sell | 66 | 1.00 | 89.474 | 0.000 | 89.454 | ||
131 | 2009.11.16 02:40 | t/p | 65 | 1.00 | 89.514 | 0.000 | 89.514 | 22.34 | 11428.50 |
132 | 2009.11.16 09:50 | t/p | 66 | 1.00 | 89.454 | 0.000 | 89.454 | 22.37 | 11450.87 |
133 | 2009.11.16 09:50 | buy | 67 | 1.00 | 89.435 | 0.000 | 89.455 | ||
134 | 2009.11.16 09:50 | sell | 68 | 1.00 | 89.415 | 0.000 | 89.395 | ||
135 | 2009.11.16 09:57 | t/p | 67 | 1.00 | 89.455 | 0.000 | 89.455 | 22.35 | 11473.22 |
136 | 2009.11.16 11:02 | t/p | 68 | 1.00 | 89.395 | 0.000 | 89.395 | 22.38 | 11495.60 |
137 | 2009.11.16 11:02 | buy | 69 | 1.00 | 89.390 | 0.000 | 89.410 | ||
138 | 2009.11.16 11:02 | sell | 70 | 1.00 | 89.370 | 0.000 | 89.350 | ||
139 | 2009.11.16 11:10 | t/p | 69 | 1.00 | 89.410 | 0.000 | 89.410 | 22.37 | 11517.97 |
140 | 2009.11.16 16:40 | t/p | 70 | 1.00 | 89.350 | 0.000 | 89.350 | 22.38 | 11540.35 |
141 | 2009.11.16 16:40 | buy | 71 | 1.00 | 89.350 | 0.000 | 89.370 | ||
142 | 2009.11.16 16:40 | sell | 72 | 1.00 | 89.330 | 0.000 | 89.310 | ||
143 | 2009.11.16 16:45 | t/p | 72 | 1.00 | 89.310 | 0.000 | 89.310 | 22.39 | 11562.74 |
144 | 2009.11.16 17:15 | t/p | 71 | 1.00 | 89.370 | 0.000 | 89.370 | 22.38 | 11585.12 |
145 | 2009.11.16 17:15 | buy | 73 | 1.00 | 89.390 | 0.000 | 89.410 | ||
146 | 2009.11.16 17:15 | sell | 74 | 1.00 | 89.370 | 0.000 | 89.350 | ||
147 | 2009.11.16 17:45 | t/p | 74 | 1.00 | 89.350 | 0.000 | 89.350 | 22.39 | 11607.51 |
148 | 2009.11.16 18:10 | t/p | 73 | 1.00 | 89.410 | 0.000 | 89.410 | 22.37 | 11629.88 |
149 | 2009.11.16 18:10 | buy | 75 | 1.00 | 89.437 | 0.000 | 89.457 | ||
150 | 2009.11.16 18:10 | sell | 76 | 1.00 | 89.417 | 0.000 | 89.397 | ||
151 | 2009.11.16 18:15 | t/p | 75 | 1.00 | 89.457 | 0.000 | 89.457 | 22.34 | 11652.22 |
152 | 2009.11.16 18:40 | t/p | 76 | 1.00 | 89.397 | 0.000 | 89.397 | 22.38 | 11674.60 |
153 | 2009.11.16 18:40 | buy | 77 | 1.00 | 89.370 | 0.000 | 89.390 | ||
154 | 2009.11.16 18:40 | sell | 78 | 1.00 | 89.350 | 0.000 | 89.330 | ||
155 | 2009.11.16 18:46 | t/p | 78 | 1.00 | 89.330 | 0.000 | 89.330 | 22.40 | 11697.00 |
156 | 2009.11.17 13:20 | t/p | 77 | 1.00 | 89.390 | 0.000 | 89.390 | 23.03 | 11720.03 |
157 | 2009.11.17 13:20 | buy | 79 | 1.00 | 89.435 | 0.000 | 89.455 | ||
158 | 2009.11.17 13:20 | sell | 80 | 1.00 | 89.415 | 0.000 | 89.395 | ||
159 | 2009.11.17 13:22 | t/p | 80 | 1.00 | 89.395 | 0.000 | 89.395 | 22.37 | 11742.40 |
160 | 2009.11.17 16:50 | t/p | 79 | 1.00 | 89.455 | 0.000 | 89.455 | 22.34 | 11764.74 |
161 | 2009.11.17 16:50 | buy | 81 | 1.00 | 89.545 | 0.000 | 89.565 | ||
162 | 2009.11.17 16:50 | sell | 82 | 1.00 | 89.525 | 0.000 | 89.505 | ||
163 | 2009.11.17 16:52 | t/p | 82 | 1.00 | 89.505 | 0.000 | 89.505 | 22.34 | 11787.08 |
164 | 2009.11.27 22:59 | close at stop | 81 | 1.00 | 86.462 | 0.000 | 89.565 | -3557.81 | 8229.27 |