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 | 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 | 541880 | Modelling quality | n/a |
Mismatched charts errors | 113 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -2221.76 | Gross profit | 7895.65 | Gross loss | -10117.41 |
Profit factor | 0.78 | Expected payoff | -27.77 | ||
Absolute drawdown | 2680.39 | Maximal drawdown | 2680.39 (26.80%) | Relative drawdown | 26.80% (2680.39) |
Total trades | 80 | Short positions (won %) | 79 (16.46%) | Long positions (won %) | 1 (0.00%) |
Profit trades (% of total) | 13 (16.25%) | Loss trades (% of total) | 67 (83.75%) | ||
Largest | profit trade | 703.48 | loss trade | -1449.03 | |
Average | profit trade | 607.36 | loss trade | -151.01 | |
Maximum | consecutive wins (profit in money) | 2 (1320.56) | consecutive losses (loss in money) | 13 (-1753.27) | |
Maximal | consecutive profit (count of wins) | 1320.56 (2) | consecutive loss (count of losses) | -1753.27 (13) | |
Average | consecutive wins | 1 | consecutive losses | 6 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.25 17:37 | buy | 1 | 1.00 | 87.716 | 0.000 | 88.016 | ||
2 | 2009.11.26 00:21 | sell | 2 | 2.00 | 87.269 | 87.329 | 86.969 | ||
3 | 2009.11.26 00:37 | s/l | 2 | 2.00 | 87.329 | 87.329 | 86.969 | -137.41 | 9862.59 |
4 | 2009.11.26 04:50 | sell | 3 | 1.80 | 86.810 | 86.870 | 86.510 | ||
5 | 2009.11.26 05:50 | t/p | 3 | 1.80 | 86.510 | 86.870 | 86.510 | 624.22 | 10486.81 |
6 | 2009.11.26 06:12 | sell | 4 | 2.00 | 86.455 | 86.515 | 86.155 | ||
7 | 2009.11.26 06:15 | s/l | 4 | 2.00 | 86.515 | 86.515 | 86.155 | -138.70 | 10348.11 |
8 | 2009.11.26 06:19 | sell | 5 | 2.00 | 86.482 | 86.542 | 86.182 | ||
9 | 2009.11.26 06:20 | s/l | 5 | 2.00 | 86.542 | 86.542 | 86.182 | -138.66 | 10209.45 |
10 | 2009.11.26 06:20 | sell | 6 | 2.00 | 86.522 | 86.582 | 86.222 | ||
11 | 2009.11.26 06:26 | s/l | 6 | 2.00 | 86.582 | 86.582 | 86.222 | -138.60 | 10070.85 |
12 | 2009.11.26 06:29 | sell | 7 | 2.00 | 86.600 | 86.660 | 86.300 | ||
13 | 2009.11.26 07:06 | s/l | 7 | 2.00 | 86.660 | 86.660 | 86.300 | -138.47 | 9932.38 |
14 | 2009.11.26 07:06 | sell | 8 | 1.80 | 86.640 | 86.700 | 86.340 | ||
15 | 2009.11.26 07:06 | s/l | 8 | 1.80 | 86.700 | 86.700 | 86.340 | -124.56 | 9807.82 |
16 | 2009.11.26 07:08 | sell | 9 | 1.80 | 86.692 | 86.752 | 86.392 | ||
17 | 2009.11.26 07:26 | s/l | 9 | 1.80 | 86.752 | 86.752 | 86.392 | -124.49 | 9683.33 |
18 | 2009.11.26 07:30 | sell | 10 | 1.80 | 86.742 | 86.802 | 86.442 | ||
19 | 2009.11.26 07:37 | s/l | 10 | 1.80 | 86.802 | 86.802 | 86.442 | -124.42 | 9558.91 |
20 | 2009.11.26 07:43 | sell | 11 | 1.80 | 86.786 | 86.846 | 86.486 | ||
21 | 2009.11.26 07:51 | s/l | 11 | 1.80 | 86.846 | 86.846 | 86.486 | -124.36 | 9434.55 |
22 | 2009.11.26 07:56 | sell | 12 | 1.80 | 86.898 | 86.958 | 86.598 | ||
23 | 2009.11.26 07:59 | s/l | 12 | 1.80 | 86.958 | 86.958 | 86.598 | -124.19 | 9310.36 |
24 | 2009.11.26 08:00 | sell | 13 | 1.80 | 86.961 | 87.021 | 86.661 | ||
25 | 2009.11.26 08:10 | s/l | 13 | 1.80 | 87.021 | 87.021 | 86.661 | -124.10 | 9186.26 |
26 | 2009.11.26 08:13 | sell | 14 | 1.80 | 87.003 | 87.063 | 86.703 | ||
27 | 2009.11.26 08:16 | s/l | 14 | 1.80 | 87.063 | 87.063 | 86.703 | -124.05 | 9062.21 |
28 | 2009.11.26 08:17 | sell | 15 | 1.80 | 86.998 | 87.058 | 86.698 | ||
29 | 2009.11.26 11:22 | t/p | 15 | 1.80 | 86.698 | 87.058 | 86.698 | 622.87 | 9685.08 |
30 | 2009.11.26 11:34 | sell | 16 | 1.80 | 86.634 | 86.694 | 86.334 | ||
31 | 2009.11.26 11:36 | s/l | 16 | 1.80 | 86.694 | 86.694 | 86.334 | -124.57 | 9560.51 |
32 | 2009.11.26 11:37 | sell | 17 | 1.80 | 86.637 | 86.697 | 86.337 | ||
33 | 2009.11.26 11:40 | s/l | 17 | 1.80 | 86.697 | 86.697 | 86.337 | -124.57 | 9435.94 |
34 | 2009.11.26 11:41 | sell | 18 | 1.80 | 86.685 | 86.745 | 86.385 | ||
35 | 2009.11.26 11:46 | s/l | 18 | 1.80 | 86.745 | 86.745 | 86.385 | -124.50 | 9311.44 |
36 | 2009.11.26 11:47 | sell | 19 | 1.80 | 86.717 | 86.777 | 86.417 | ||
37 | 2009.11.26 11:50 | s/l | 19 | 1.80 | 86.777 | 86.777 | 86.417 | -124.45 | 9186.99 |
38 | 2009.11.26 11:52 | sell | 20 | 1.80 | 86.760 | 86.820 | 86.460 | ||
39 | 2009.11.26 12:12 | s/l | 20 | 1.80 | 86.820 | 86.820 | 86.460 | -124.39 | 9062.60 |
40 | 2009.11.26 12:14 | sell | 21 | 1.80 | 86.793 | 86.853 | 86.493 | ||
41 | 2009.11.26 17:09 | t/p | 21 | 1.80 | 86.493 | 86.853 | 86.493 | 624.33 | 9686.93 |
42 | 2009.11.26 17:18 | sell | 22 | 1.80 | 86.541 | 86.601 | 86.241 | ||
43 | 2009.11.26 17:20 | s/l | 22 | 1.80 | 86.601 | 86.601 | 86.241 | -124.71 | 9562.22 |
44 | 2009.11.26 17:22 | sell | 23 | 1.80 | 86.620 | 86.680 | 86.320 | ||
45 | 2009.11.26 17:24 | s/l | 23 | 1.80 | 86.680 | 86.680 | 86.320 | -124.59 | 9437.63 |
46 | 2009.11.26 17:24 | sell | 24 | 1.80 | 86.661 | 86.721 | 86.361 | ||
47 | 2009.11.26 23:42 | t/p | 24 | 1.80 | 86.361 | 86.721 | 86.361 | 625.30 | 10062.93 |
48 | 2009.11.26 23:54 | sell | 25 | 2.00 | 86.409 | 86.469 | 86.109 | ||
49 | 2009.11.27 00:15 | t/p | 25 | 2.00 | 86.109 | 86.469 | 86.109 | 695.26 | 10758.19 |
50 | 2009.11.27 01:02 | sell | 26 | 2.00 | 85.204 | 85.264 | 84.904 | ||
51 | 2009.11.27 01:02 | s/l | 26 | 2.00 | 85.264 | 85.264 | 84.904 | -140.73 | 10617.46 |
52 | 2009.11.27 01:02 | sell | 27 | 2.00 | 85.248 | 85.308 | 84.948 | ||
53 | 2009.11.27 01:02 | s/l | 27 | 2.00 | 85.308 | 85.308 | 84.948 | -140.66 | 10476.80 |
54 | 2009.11.27 01:02 | sell | 28 | 2.00 | 85.292 | 85.352 | 84.992 | ||
55 | 2009.11.27 01:02 | s/l | 28 | 2.00 | 85.352 | 85.352 | 84.992 | -140.60 | 10336.20 |
56 | 2009.11.27 01:02 | sell | 29 | 2.00 | 85.333 | 85.393 | 85.033 | ||
57 | 2009.11.27 01:03 | s/l | 29 | 2.00 | 85.393 | 85.393 | 85.033 | -140.52 | 10195.68 |
58 | 2009.11.27 01:04 | sell | 30 | 2.00 | 85.470 | 85.530 | 85.170 | ||
59 | 2009.11.27 01:04 | s/l | 30 | 2.00 | 85.530 | 85.530 | 85.170 | -140.29 | 10055.39 |
60 | 2009.11.27 01:06 | sell | 31 | 2.00 | 85.594 | 85.654 | 85.294 | ||
61 | 2009.11.27 01:08 | t/p | 31 | 2.00 | 85.294 | 85.654 | 85.294 | 703.48 | 10758.87 |
62 | 2009.11.27 01:18 | sell | 32 | 2.00 | 85.808 | 85.868 | 85.508 | ||
63 | 2009.11.27 01:18 | s/l | 32 | 2.00 | 85.868 | 85.868 | 85.508 | -139.74 | 10619.13 |
64 | 2009.11.27 01:18 | sell | 33 | 2.00 | 85.850 | 85.910 | 85.550 | ||
65 | 2009.11.27 01:29 | t/p | 33 | 2.00 | 85.550 | 85.910 | 85.550 | 701.36 | 11320.49 |
66 | 2009.11.27 01:42 | sell | 34 | 2.20 | 85.897 | 85.957 | 85.597 | ||
67 | 2009.11.27 01:46 | s/l | 34 | 2.20 | 85.957 | 85.957 | 85.597 | -153.57 | 11166.92 |
68 | 2009.11.27 01:48 | sell | 35 | 2.20 | 85.887 | 85.947 | 85.587 | ||
69 | 2009.11.27 01:48 | s/l | 35 | 2.20 | 85.947 | 85.947 | 85.587 | -153.58 | 11013.34 |
70 | 2009.11.27 01:48 | sell | 36 | 2.20 | 85.927 | 85.987 | 85.627 | ||
71 | 2009.11.27 01:49 | s/l | 36 | 2.20 | 85.987 | 85.987 | 85.627 | -153.50 | 10859.84 |
72 | 2009.11.27 01:49 | sell | 37 | 2.00 | 85.970 | 86.030 | 85.670 | ||
73 | 2009.11.27 01:53 | s/l | 37 | 2.00 | 86.030 | 86.030 | 85.670 | -139.48 | 10720.36 |
74 | 2009.11.27 01:54 | sell | 38 | 2.00 | 86.076 | 86.136 | 85.776 | ||
75 | 2009.11.27 01:54 | s/l | 38 | 2.00 | 86.136 | 86.136 | 85.776 | -139.31 | 10581.05 |
76 | 2009.11.27 01:54 | sell | 39 | 2.00 | 86.121 | 86.181 | 85.821 | ||
77 | 2009.11.27 01:54 | s/l | 39 | 2.00 | 86.181 | 86.181 | 85.821 | -139.24 | 10441.81 |
78 | 2009.11.27 01:55 | sell | 40 | 2.00 | 86.182 | 86.242 | 85.882 | ||
79 | 2009.11.27 01:55 | s/l | 40 | 2.00 | 86.242 | 86.242 | 85.882 | -139.14 | 10302.67 |
80 | 2009.11.27 01:55 | sell | 41 | 2.00 | 86.224 | 86.284 | 85.924 | ||
81 | 2009.11.27 03:20 | t/p | 41 | 2.00 | 85.924 | 86.284 | 85.924 | 698.30 | 11000.97 |
82 | 2009.11.27 03:30 | sell | 42 | 2.20 | 85.933 | 85.993 | 85.633 | ||
83 | 2009.11.27 03:52 | s/l | 42 | 2.20 | 85.993 | 85.993 | 85.633 | -153.50 | 10847.47 |
84 | 2009.11.27 03:59 | sell | 43 | 2.00 | 85.999 | 86.059 | 85.699 | ||
85 | 2009.11.27 04:15 | s/l | 43 | 2.00 | 86.059 | 86.059 | 85.699 | -139.44 | 10708.03 |
86 | 2009.11.27 04:17 | sell | 44 | 2.00 | 86.038 | 86.098 | 85.738 | ||
87 | 2009.11.27 04:31 | s/l | 44 | 2.00 | 86.098 | 86.098 | 85.738 | -139.38 | 10568.65 |
88 | 2009.11.27 04:51 | sell | 45 | 2.00 | 86.053 | 86.113 | 85.753 | ||
89 | 2009.11.27 05:06 | s/l | 45 | 2.00 | 86.113 | 86.113 | 85.753 | -139.35 | 10429.30 |
90 | 2009.11.27 05:09 | sell | 46 | 2.00 | 86.085 | 86.145 | 85.785 | ||
91 | 2009.11.27 05:13 | s/l | 46 | 2.00 | 86.145 | 86.145 | 85.785 | -139.30 | 10290.00 |
92 | 2009.11.27 05:13 | sell | 47 | 2.00 | 86.127 | 86.187 | 85.827 | ||
93 | 2009.11.27 05:19 | s/l | 47 | 2.00 | 86.187 | 86.187 | 85.827 | -139.23 | 10150.77 |
94 | 2009.11.27 05:20 | sell | 48 | 2.00 | 86.193 | 86.253 | 85.893 | ||
95 | 2009.11.27 05:26 | s/l | 48 | 2.00 | 86.253 | 86.253 | 85.893 | -139.12 | 10011.65 |
96 | 2009.11.27 05:26 | sell | 49 | 2.00 | 86.236 | 86.296 | 85.936 | ||
97 | 2009.11.27 05:30 | s/l | 49 | 2.00 | 86.296 | 86.296 | 85.936 | -139.05 | 9872.60 |
98 | 2009.11.27 05:32 | sell | 50 | 1.80 | 86.249 | 86.309 | 85.949 | ||
99 | 2009.11.27 05:34 | s/l | 50 | 1.80 | 86.309 | 86.309 | 85.949 | -125.13 | 9747.47 |
100 | 2009.11.27 05:36 | sell | 51 | 1.80 | 86.333 | 86.393 | 86.033 | ||
101 | 2009.11.27 05:37 | s/l | 51 | 1.80 | 86.393 | 86.393 | 86.033 | -125.01 | 9622.46 |
102 | 2009.11.27 05:39 | sell | 52 | 1.80 | 86.343 | 86.403 | 86.043 | ||
103 | 2009.11.27 05:42 | s/l | 52 | 1.80 | 86.403 | 86.403 | 86.043 | -124.99 | 9497.47 |
104 | 2009.11.27 05:43 | sell | 53 | 1.80 | 86.399 | 86.459 | 86.099 | ||
105 | 2009.11.27 05:45 | s/l | 53 | 1.80 | 86.459 | 86.459 | 86.099 | -124.92 | 9372.55 |
106 | 2009.11.27 05:46 | sell | 54 | 1.80 | 86.445 | 86.505 | 86.145 | ||
107 | 2009.11.27 05:48 | s/l | 54 | 1.80 | 86.505 | 86.505 | 86.145 | -124.85 | 9247.70 |
108 | 2009.11.27 05:50 | sell | 55 | 1.80 | 86.472 | 86.532 | 86.172 | ||
109 | 2009.11.27 06:48 | t/p | 55 | 1.80 | 86.172 | 86.532 | 86.172 | 626.68 | 9874.38 |
110 | 2009.11.27 07:20 | sell | 56 | 1.80 | 86.177 | 86.237 | 85.877 | ||
111 | 2009.11.27 08:00 | t/p | 56 | 1.80 | 85.877 | 86.237 | 85.877 | 628.81 | 10503.19 |
112 | 2009.11.27 08:27 | sell | 57 | 2.00 | 86.029 | 86.089 | 85.729 | ||
113 | 2009.11.27 08:32 | s/l | 57 | 2.00 | 86.089 | 86.089 | 85.729 | -139.39 | 10363.80 |
114 | 2009.11.27 08:32 | sell | 58 | 2.00 | 86.069 | 86.129 | 85.769 | ||
115 | 2009.11.27 08:33 | s/l | 58 | 2.00 | 86.129 | 86.129 | 85.769 | -139.33 | 10224.47 |
116 | 2009.11.27 08:34 | sell | 59 | 2.00 | 86.084 | 86.144 | 85.784 | ||
117 | 2009.11.27 08:35 | s/l | 59 | 2.00 | 86.144 | 86.144 | 85.784 | -139.30 | 10085.17 |
118 | 2009.11.27 08:35 | sell | 60 | 2.00 | 86.124 | 86.184 | 85.824 | ||
119 | 2009.11.27 08:39 | s/l | 60 | 2.00 | 86.184 | 86.184 | 85.824 | -139.24 | 9945.93 |
120 | 2009.11.27 08:40 | sell | 61 | 1.80 | 86.180 | 86.240 | 85.880 | ||
121 | 2009.11.27 09:04 | s/l | 61 | 1.80 | 86.240 | 86.240 | 85.880 | -125.23 | 9820.70 |
122 | 2009.11.27 09:05 | sell | 62 | 1.80 | 86.250 | 86.310 | 85.950 | ||
123 | 2009.11.27 09:06 | s/l | 62 | 1.80 | 86.310 | 86.310 | 85.950 | -125.12 | 9695.58 |
124 | 2009.11.27 09:06 | sell | 63 | 1.80 | 86.293 | 86.353 | 85.993 | ||
125 | 2009.11.27 09:06 | s/l | 63 | 1.80 | 86.353 | 86.353 | 85.993 | -125.07 | 9570.51 |
126 | 2009.11.27 09:08 | sell | 64 | 1.80 | 86.357 | 86.417 | 86.057 | ||
127 | 2009.11.27 09:10 | s/l | 64 | 1.80 | 86.417 | 86.417 | 86.057 | -124.98 | 9445.53 |
128 | 2009.11.27 09:11 | sell | 65 | 1.80 | 86.450 | 86.510 | 86.150 | ||
129 | 2009.11.27 10:56 | s/l | 65 | 1.80 | 86.510 | 86.510 | 86.150 | -124.84 | 9320.69 |
130 | 2009.11.27 10:56 | sell | 66 | 1.80 | 86.492 | 86.552 | 86.192 | ||
131 | 2009.11.27 11:12 | s/l | 66 | 1.80 | 86.552 | 86.552 | 86.192 | -124.78 | 9195.91 |
132 | 2009.11.27 11:22 | sell | 67 | 1.80 | 86.793 | 86.853 | 86.493 | ||
133 | 2009.11.27 11:50 | t/p | 67 | 1.80 | 86.493 | 86.853 | 86.493 | 624.34 | 9820.25 |
134 | 2009.11.27 12:12 | sell | 68 | 1.80 | 86.449 | 86.509 | 86.149 | ||
135 | 2009.11.27 12:13 | s/l | 68 | 1.80 | 86.509 | 86.509 | 86.149 | -124.84 | 9695.41 |
136 | 2009.11.27 12:17 | sell | 69 | 1.80 | 86.524 | 86.584 | 86.224 | ||
137 | 2009.11.27 13:21 | s/l | 69 | 1.80 | 86.584 | 86.584 | 86.224 | -124.73 | 9570.68 |
138 | 2009.11.27 13:22 | sell | 70 | 1.80 | 86.585 | 86.645 | 86.285 | ||
139 | 2009.11.27 14:18 | s/l | 70 | 1.80 | 86.645 | 86.645 | 86.285 | -124.65 | 9446.03 |
140 | 2009.11.27 14:23 | sell | 71 | 1.80 | 86.679 | 86.739 | 86.379 | ||
141 | 2009.11.27 15:03 | s/l | 71 | 1.80 | 86.739 | 86.739 | 86.379 | -124.51 | 9321.52 |
142 | 2009.11.27 15:03 | sell | 72 | 1.80 | 86.720 | 86.780 | 86.420 | ||
143 | 2009.11.27 15:04 | s/l | 72 | 1.80 | 86.780 | 86.780 | 86.420 | -124.45 | 9197.07 |
144 | 2009.11.27 15:05 | sell | 73 | 1.80 | 86.768 | 86.828 | 86.468 | ||
145 | 2009.11.27 15:19 | s/l | 73 | 1.80 | 86.828 | 86.828 | 86.468 | -124.38 | 9072.69 |
146 | 2009.11.27 15:23 | sell | 74 | 1.80 | 86.772 | 86.832 | 86.472 | ||
147 | 2009.11.27 15:27 | s/l | 74 | 1.80 | 86.832 | 86.832 | 86.472 | -124.38 | 8948.31 |
148 | 2009.11.27 15:27 | sell | 75 | 1.60 | 86.813 | 86.873 | 86.513 | ||
149 | 2009.11.27 15:35 | s/l | 75 | 1.60 | 86.873 | 86.873 | 86.513 | -110.51 | 8837.80 |
150 | 2009.11.27 15:36 | sell | 76 | 1.60 | 86.900 | 86.960 | 86.600 | ||
151 | 2009.11.27 15:41 | s/l | 76 | 1.60 | 86.960 | 86.960 | 86.600 | -110.39 | 8727.41 |
152 | 2009.11.27 15:43 | sell | 77 | 1.60 | 86.921 | 86.981 | 86.621 | ||
153 | 2009.11.27 16:01 | s/l | 77 | 1.60 | 86.981 | 86.981 | 86.621 | -110.37 | 8617.04 |
154 | 2009.11.27 16:38 | sell | 78 | 1.60 | 86.842 | 86.902 | 86.542 | ||
155 | 2009.11.27 17:14 | s/l | 78 | 1.60 | 86.902 | 86.902 | 86.542 | -110.47 | 8506.57 |
156 | 2009.11.27 17:15 | sell | 79 | 1.60 | 86.913 | 86.973 | 86.613 | ||
157 | 2009.11.27 21:44 | t/p | 79 | 1.60 | 86.613 | 86.973 | 86.613 | 554.19 | 9060.76 |
158 | 2009.11.27 22:04 | sell | 80 | 1.80 | 86.562 | 86.622 | 86.262 | ||
159 | 2009.11.27 22:59 | close at stop | 80 | 1.80 | 86.482 | 86.622 | 86.262 | 166.51 | 9227.27 |
160 | 2009.11.27 22:59 | close at stop | 1 | 1.00 | 86.462 | 0.000 | 88.016 | -1449.03 | 7778.24 |