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 | maxLoss=100; maxYield=0.1; lTakeProfit=300; sTakeProfit=300; takeProfit=300; pr=300; stopLoss=0; magicEA=124; lTrailingStop=15; sTrailingStop=15; clOpenBuy=Black; clCloseBuy=Black; clOpenSell=Black; clCloseSell=Black; clModiBuy=Black; clModiSell=Black; Slippage=3; nameEA=""FarhadCrab6.mq4""; | ||||
Bars in test | 551 | Ticks modelled | 11401 | Modelling quality | n/a |
Mismatched charts errors | 4 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -41.82 | Gross profit | 535.00 | Gross loss | -576.82 |
Profit factor | 0.93 | Expected payoff | -1.02 | ||
Absolute drawdown | 193.92 | Maximal drawdown | 194.80 (1.95%) | Relative drawdown | 1.95% (194.80) |
Total trades | 41 | Short positions (won %) | 40 (20.00%) | Long positions (won %) | 1 (0.00%) |
Profit trades (% of total) | 8 (19.51%) | Loss trades (% of total) | 33 (80.49%) | ||
Largest | profit trade | 69.96 | loss trade | -142.46 | |
Average | profit trade | 66.88 | loss trade | -17.48 | |
Maximum | consecutive wins (profit in money) | 2 (138.87) | consecutive losses (loss in money) | 12 (-165.83) | |
Maximal | consecutive profit (count of wins) | 138.87 (2) | consecutive loss (count of losses) | -165.83 (12) | |
Average | consecutive wins | 1 | consecutive losses | 5 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.25 17:40 | buy | 1 | 0.10 | 87.696 | 0.000 | 87.996 | ||
2 | 2009.11.26 07:02 | sell | 2 | 0.20 | 86.573 | 86.633 | 86.273 | ||
3 | 2009.11.26 07:10 | s/l | 2 | 0.20 | 86.633 | 86.633 | 86.273 | -13.84 | 9986.16 |
4 | 2009.11.26 07:10 | sell | 3 | 0.18 | 86.649 | 86.709 | 86.349 | ||
5 | 2009.11.26 07:15 | s/l | 3 | 0.18 | 86.709 | 86.709 | 86.349 | -12.45 | 9973.71 |
6 | 2009.11.26 07:42 | sell | 4 | 0.18 | 86.805 | 86.865 | 86.505 | ||
7 | 2009.11.26 07:45 | s/l | 4 | 0.18 | 86.865 | 86.865 | 86.505 | -12.42 | 9961.29 |
8 | 2009.11.26 07:57 | sell | 5 | 0.18 | 86.903 | 86.963 | 86.603 | ||
9 | 2009.11.26 07:59 | s/l | 5 | 0.18 | 86.963 | 86.963 | 86.603 | -12.42 | 9948.87 |
10 | 2009.11.26 08:00 | sell | 6 | 0.18 | 86.961 | 87.021 | 86.661 | ||
11 | 2009.11.26 08:02 | s/l | 6 | 0.18 | 87.021 | 87.021 | 86.661 | -12.40 | 9936.47 |
12 | 2009.11.26 08:07 | sell | 7 | 0.18 | 87.043 | 87.103 | 86.743 | ||
13 | 2009.11.26 08:46 | t/p | 7 | 0.18 | 86.743 | 87.103 | 86.743 | 62.26 | 9998.73 |
14 | 2009.11.26 09:05 | sell | 8 | 0.18 | 86.799 | 86.859 | 86.499 | ||
15 | 2009.11.26 09:10 | s/l | 8 | 0.18 | 86.859 | 86.859 | 86.499 | -12.43 | 9986.30 |
16 | 2009.11.26 09:10 | sell | 9 | 0.18 | 86.849 | 86.909 | 86.549 | ||
17 | 2009.11.26 09:15 | s/l | 9 | 0.18 | 86.909 | 86.909 | 86.549 | -12.43 | 9973.87 |
18 | 2009.11.26 10:10 | sell | 10 | 0.18 | 86.906 | 86.966 | 86.606 | ||
19 | 2009.11.26 11:20 | t/p | 10 | 0.18 | 86.606 | 86.966 | 86.606 | 62.35 | 10036.22 |
20 | 2009.11.26 11:47 | sell | 11 | 0.20 | 86.713 | 86.773 | 86.413 | ||
21 | 2009.11.26 11:50 | s/l | 11 | 0.20 | 86.773 | 86.773 | 86.413 | -13.82 | 10022.40 |
22 | 2009.11.26 11:52 | sell | 12 | 0.20 | 86.739 | 86.799 | 86.439 | ||
23 | 2009.11.26 12:02 | s/l | 12 | 0.20 | 86.799 | 86.799 | 86.439 | -13.82 | 10008.58 |
24 | 2009.11.26 12:10 | sell | 13 | 0.20 | 86.788 | 86.848 | 86.488 | ||
25 | 2009.11.26 17:07 | t/p | 13 | 0.20 | 86.488 | 86.848 | 86.488 | 69.37 | 10077.95 |
26 | 2009.11.26 17:22 | sell | 14 | 0.20 | 86.637 | 86.697 | 86.337 | ||
27 | 2009.11.26 23:50 | t/p | 14 | 0.20 | 86.337 | 86.697 | 86.337 | 69.50 | 10147.45 |
28 | 2009.11.27 00:59 | sell | 15 | 0.20 | 85.149 | 85.209 | 84.849 | ||
29 | 2009.11.27 01:05 | s/l | 15 | 0.20 | 85.209 | 85.209 | 84.849 | -14.07 | 10133.38 |
30 | 2009.11.27 01:17 | sell | 16 | 0.20 | 85.568 | 85.628 | 85.268 | ||
31 | 2009.11.27 01:20 | s/l | 16 | 0.20 | 85.628 | 85.628 | 85.268 | -13.98 | 10119.40 |
32 | 2009.11.27 01:22 | sell | 17 | 0.20 | 85.709 | 85.769 | 85.409 | ||
33 | 2009.11.27 01:25 | s/l | 17 | 0.20 | 85.769 | 85.769 | 85.409 | -13.98 | 10105.42 |
34 | 2009.11.27 01:47 | sell | 18 | 0.20 | 85.924 | 85.984 | 85.624 | ||
35 | 2009.11.27 01:50 | s/l | 18 | 0.20 | 85.984 | 85.984 | 85.624 | -13.91 | 10091.51 |
36 | 2009.11.27 01:55 | sell | 19 | 0.20 | 86.173 | 86.233 | 85.873 | ||
37 | 2009.11.27 02:07 | s/l | 19 | 0.20 | 86.233 | 86.233 | 85.873 | -13.91 | 10077.60 |
38 | 2009.11.27 02:45 | sell | 20 | 0.20 | 86.081 | 86.141 | 85.781 | ||
39 | 2009.11.27 02:50 | s/l | 20 | 0.20 | 86.141 | 86.141 | 85.781 | -13.93 | 10063.67 |
40 | 2009.11.27 03:47 | sell | 21 | 0.20 | 85.942 | 86.002 | 85.642 | ||
41 | 2009.11.27 03:50 | s/l | 21 | 0.20 | 86.002 | 86.002 | 85.642 | -13.95 | 10049.72 |
42 | 2009.11.27 03:59 | sell | 22 | 0.20 | 86.007 | 86.067 | 85.707 | ||
43 | 2009.11.27 04:15 | s/l | 22 | 0.20 | 86.067 | 86.067 | 85.707 | -13.94 | 10035.78 |
44 | 2009.11.27 05:12 | sell | 23 | 0.20 | 86.100 | 86.160 | 85.800 | ||
45 | 2009.11.27 05:15 | s/l | 23 | 0.20 | 86.160 | 86.160 | 85.800 | -13.91 | 10021.87 |
46 | 2009.11.27 05:27 | sell | 24 | 0.20 | 86.252 | 86.312 | 85.952 | ||
47 | 2009.11.27 05:40 | s/l | 24 | 0.20 | 86.312 | 86.312 | 85.952 | -13.89 | 10007.98 |
48 | 2009.11.27 05:40 | sell | 25 | 0.20 | 86.362 | 86.422 | 86.062 | ||
49 | 2009.11.27 05:45 | s/l | 25 | 0.20 | 86.422 | 86.422 | 86.062 | -13.88 | 9994.10 |
50 | 2009.11.27 05:47 | sell | 26 | 0.18 | 86.419 | 86.479 | 86.119 | ||
51 | 2009.11.27 05:50 | s/l | 26 | 0.18 | 86.479 | 86.479 | 86.119 | -12.48 | 9981.62 |
52 | 2009.11.27 05:50 | sell | 27 | 0.18 | 86.532 | 86.592 | 86.232 | ||
53 | 2009.11.27 06:20 | t/p | 27 | 0.18 | 86.232 | 86.592 | 86.232 | 62.65 | 10044.27 |
54 | 2009.11.27 07:22 | sell | 28 | 0.20 | 86.165 | 86.225 | 85.865 | ||
55 | 2009.11.27 08:02 | t/p | 28 | 0.20 | 85.865 | 86.225 | 85.865 | 69.96 | 10114.23 |
56 | 2009.11.27 08:30 | sell | 29 | 0.20 | 85.960 | 86.020 | 85.660 | ||
57 | 2009.11.27 08:40 | s/l | 29 | 0.20 | 86.020 | 86.020 | 85.660 | -13.94 | 10100.29 |
58 | 2009.11.27 09:05 | sell | 30 | 0.20 | 86.184 | 86.244 | 85.884 | ||
59 | 2009.11.27 09:10 | s/l | 30 | 0.20 | 86.244 | 86.244 | 85.884 | -13.91 | 10086.38 |
60 | 2009.11.27 09:10 | sell | 31 | 0.20 | 86.282 | 86.342 | 85.982 | ||
61 | 2009.11.27 09:15 | s/l | 31 | 0.20 | 86.342 | 86.342 | 85.982 | -13.88 | 10072.50 |
62 | 2009.11.27 09:15 | sell | 32 | 0.20 | 86.380 | 86.440 | 86.080 | ||
63 | 2009.11.27 09:20 | s/l | 32 | 0.20 | 86.440 | 86.440 | 86.080 | -13.87 | 10058.63 |
64 | 2009.11.27 09:47 | sell | 33 | 0.20 | 86.306 | 86.366 | 86.006 | ||
65 | 2009.11.27 09:50 | s/l | 33 | 0.20 | 86.366 | 86.366 | 86.006 | -13.90 | 10044.73 |
66 | 2009.11.27 09:50 | sell | 34 | 0.20 | 86.355 | 86.415 | 86.055 | ||
67 | 2009.11.27 10:40 | s/l | 34 | 0.20 | 86.415 | 86.415 | 86.055 | -13.89 | 10030.84 |
68 | 2009.11.27 11:22 | sell | 35 | 0.20 | 86.750 | 86.810 | 86.450 | ||
69 | 2009.11.27 11:50 | t/p | 35 | 0.20 | 86.450 | 86.810 | 86.450 | 69.49 | 10100.33 |
70 | 2009.11.27 13:25 | sell | 36 | 0.20 | 86.611 | 86.671 | 86.311 | ||
71 | 2009.11.27 14:20 | s/l | 36 | 0.20 | 86.671 | 86.671 | 86.311 | -13.83 | 10086.50 |
72 | 2009.11.27 14:59 | sell | 37 | 0.20 | 86.545 | 86.605 | 86.245 | ||
73 | 2009.11.27 15:05 | s/l | 37 | 0.20 | 86.605 | 86.605 | 86.245 | -13.85 | 10072.65 |
74 | 2009.11.27 15:22 | sell | 38 | 0.20 | 86.778 | 86.838 | 86.478 | ||
75 | 2009.11.27 15:30 | s/l | 38 | 0.20 | 86.838 | 86.838 | 86.478 | -13.82 | 10058.83 |
76 | 2009.11.27 17:32 | sell | 39 | 0.20 | 86.826 | 86.886 | 86.526 | ||
77 | 2009.11.27 17:40 | s/l | 39 | 0.20 | 86.886 | 86.886 | 86.526 | -13.81 | 10045.02 |
78 | 2009.11.27 17:47 | sell | 40 | 0.20 | 86.901 | 86.961 | 86.601 | ||
79 | 2009.11.27 17:50 | s/l | 40 | 0.20 | 86.961 | 86.961 | 86.601 | -13.80 | 10031.22 |
80 | 2009.11.27 19:27 | sell | 41 | 0.20 | 86.762 | 86.822 | 86.462 | ||
81 | 2009.11.27 22:20 | t/p | 41 | 0.20 | 86.462 | 86.822 | 86.462 | 69.42 | 10100.64 |
82 | 2009.11.27 22:59 | close at stop | 1 | 0.10 | 86.462 | 0.000 | 87.996 | -142.46 | 9958.18 |