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 | MA_length=10; MA_timeframe=30; MAtype=0; Percent=0.3; TradeOnFriday=1; slip=100; Lots=1; TakeProfit=30; Stoploss=2000; PipStep=30; IncreasementType=0; MagicNumber=12345; | ||||
Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
Mismatched charts errors | 113 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -8228.80 | Gross profit | 33.36 | Gross loss | -8262.16 |
Profit factor | 0.00 | Expected payoff | -178.89 | ||
Absolute drawdown | 8228.80 | Maximal drawdown | 8525.43 (82.80%) | Relative drawdown | 82.80% (8525.43) |
Total trades | 46 | Short positions (won %) | 45 (0.00%) | Long positions (won %) | 1 (100.00%) |
Profit trades (% of total) | 1 (2.17%) | Loss trades (% of total) | 45 (97.83%) | ||
Largest | profit trade | 33.36 | loss trade | -188.78 | |
Average | profit trade | 33.36 | loss trade | -183.60 | |
Maximum | consecutive wins (profit in money) | 1 (33.36) | consecutive losses (loss in money) | 45 (-8262.16) | |
Maximal | consecutive profit (count of wins) | 33.36 (1) | consecutive loss (count of losses) | -8262.16 (45) | |
Average | consecutive wins | 1 | consecutive losses | 45 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 09:42 | buy | 1 | 1.00 | 89.907 | 87.907 | 89.937 | ||
2 | 2009.11.03 09:47 | t/p | 1 | 1.00 | 89.937 | 87.907 | 89.937 | 33.36 | 10033.36 |
3 | 2009.11.03 15:52 | sell | 2 | 1.00 | 90.411 | 92.411 | 90.381 | ||
4 | 2009.11.03 15:52 | sell | 3 | 1.00 | 90.412 | 92.412 | 90.382 | ||
5 | 2009.11.03 15:52 | sell | 4 | 1.00 | 90.413 | 92.413 | 90.383 | ||
6 | 2009.11.03 15:52 | sell | 5 | 1.00 | 90.414 | 92.414 | 90.384 | ||
7 | 2009.11.03 15:52 | sell | 6 | 1.00 | 90.415 | 92.415 | 90.385 | ||
8 | 2009.11.03 15:52 | sell | 7 | 1.00 | 90.416 | 92.416 | 90.386 | ||
9 | 2009.11.03 15:52 | sell | 8 | 1.00 | 90.417 | 92.417 | 90.387 | ||
10 | 2009.11.03 15:53 | sell | 9 | 1.00 | 90.418 | 92.418 | 90.388 | ||
11 | 2009.11.03 15:53 | sell | 10 | 1.00 | 90.417 | 92.417 | 90.387 | ||
12 | 2009.11.03 15:53 | sell | 11 | 1.00 | 90.418 | 92.418 | 90.388 | ||
13 | 2009.11.03 15:53 | sell | 12 | 1.00 | 90.416 | 92.416 | 90.386 | ||
14 | 2009.11.03 15:53 | sell | 13 | 1.00 | 90.417 | 92.417 | 90.387 | ||
15 | 2009.11.03 15:53 | sell | 14 | 1.00 | 90.415 | 92.415 | 90.385 | ||
16 | 2009.11.03 15:53 | sell | 15 | 1.00 | 90.416 | 92.416 | 90.386 | ||
17 | 2009.11.03 15:53 | sell | 16 | 1.00 | 90.414 | 92.414 | 90.384 | ||
18 | 2009.11.03 15:53 | sell | 17 | 1.00 | 90.415 | 92.415 | 90.385 | ||
19 | 2009.11.03 15:53 | sell | 18 | 1.00 | 90.413 | 92.413 | 90.383 | ||
20 | 2009.11.03 15:53 | sell | 19 | 1.00 | 90.414 | 92.414 | 90.384 | ||
21 | 2009.11.03 15:53 | sell | 20 | 1.00 | 90.412 | 92.412 | 90.382 | ||
22 | 2009.11.03 15:53 | sell | 21 | 1.00 | 90.413 | 92.413 | 90.383 | ||
23 | 2009.11.03 15:53 | sell | 22 | 1.00 | 90.411 | 92.411 | 90.381 | ||
24 | 2009.11.03 15:53 | sell | 23 | 1.00 | 90.412 | 92.412 | 90.382 | ||
25 | 2009.11.03 15:53 | sell | 24 | 1.00 | 90.411 | 92.411 | 90.381 | ||
26 | 2009.11.03 15:56 | sell | 25 | 1.00 | 90.411 | 92.411 | 90.381 | ||
27 | 2009.11.03 15:56 | sell | 26 | 1.00 | 90.412 | 92.412 | 90.382 | ||
28 | 2009.11.03 15:56 | sell | 27 | 1.00 | 90.413 | 92.413 | 90.383 | ||
29 | 2009.11.03 15:56 | sell | 28 | 1.00 | 90.414 | 92.414 | 90.384 | ||
30 | 2009.11.03 15:56 | sell | 29 | 1.00 | 90.415 | 92.415 | 90.385 | ||
31 | 2009.11.03 15:56 | sell | 30 | 1.00 | 90.416 | 92.416 | 90.386 | ||
32 | 2009.11.03 15:56 | sell | 31 | 1.00 | 90.417 | 92.417 | 90.387 | ||
33 | 2009.11.03 15:56 | sell | 32 | 1.00 | 90.418 | 92.418 | 90.388 | ||
34 | 2009.11.03 15:56 | sell | 33 | 1.00 | 90.419 | 92.419 | 90.389 | ||
35 | 2009.11.03 15:56 | sell | 34 | 1.00 | 90.420 | 92.420 | 90.390 | ||
36 | 2009.11.03 15:56 | sell | 35 | 1.00 | 90.419 | 92.419 | 90.389 | ||
37 | 2009.11.03 15:56 | sell | 36 | 1.00 | 90.420 | 92.420 | 90.390 | ||
38 | 2009.11.03 15:56 | sell | 37 | 1.00 | 90.419 | 92.419 | 90.389 | ||
39 | 2009.11.03 15:56 | sell | 38 | 1.00 | 90.420 | 92.420 | 90.390 | ||
40 | 2009.11.03 15:56 | sell | 39 | 1.00 | 90.419 | 92.419 | 90.389 | ||
41 | 2009.11.03 15:56 | sell | 40 | 1.00 | 90.418 | 92.418 | 90.388 | ||
42 | 2009.11.03 15:56 | sell | 41 | 1.00 | 90.419 | 92.419 | 90.389 | ||
43 | 2009.11.03 15:56 | sell | 42 | 1.00 | 90.418 | 92.418 | 90.388 | ||
44 | 2009.11.03 15:56 | sell | 43 | 1.00 | 90.419 | 92.419 | 90.389 | ||
45 | 2009.11.03 15:56 | sell | 44 | 1.00 | 90.417 | 92.417 | 90.387 | ||
46 | 2009.11.03 15:56 | sell | 45 | 1.00 | 90.418 | 92.418 | 90.388 | ||
47 | 2009.11.03 15:56 | sell | 46 | 1.00 | 90.415 | 92.415 | 90.385 | ||
48 | 2009.11.03 16:02 | close at stop | 46 | 1.00 | 90.582 | 92.415 | 90.385 | -184.36 | 9849.00 |
49 | 2009.11.03 16:02 | close at stop | 45 | 1.00 | 90.582 | 92.418 | 90.388 | -181.05 | 9667.95 |
50 | 2009.11.03 16:02 | close at stop | 44 | 1.00 | 90.582 | 92.417 | 90.387 | -182.16 | 9485.79 |
51 | 2009.11.03 16:02 | close at stop | 43 | 1.00 | 90.582 | 92.419 | 90.389 | -179.95 | 9305.84 |
52 | 2009.11.03 16:02 | close at stop | 42 | 1.00 | 90.582 | 92.418 | 90.388 | -181.05 | 9124.79 |
53 | 2009.11.03 16:02 | close at stop | 41 | 1.00 | 90.582 | 92.419 | 90.389 | -179.95 | 8944.84 |
54 | 2009.11.03 16:02 | close at stop | 40 | 1.00 | 90.582 | 92.418 | 90.388 | -181.05 | 8763.79 |
55 | 2009.11.03 16:02 | close at stop | 39 | 1.00 | 90.582 | 92.419 | 90.389 | -179.95 | 8583.84 |
56 | 2009.11.03 16:02 | close at stop | 38 | 1.00 | 90.582 | 92.420 | 90.390 | -178.84 | 8405.00 |
57 | 2009.11.03 16:02 | close at stop | 37 | 1.00 | 90.582 | 92.419 | 90.389 | -179.95 | 8225.05 |
58 | 2009.11.03 16:02 | close at stop | 36 | 1.00 | 90.582 | 92.420 | 90.390 | -178.84 | 8046.21 |
59 | 2009.11.03 16:02 | close at stop | 35 | 1.00 | 90.582 | 92.419 | 90.389 | -179.95 | 7866.26 |
60 | 2009.11.03 16:02 | close at stop | 34 | 1.00 | 90.582 | 92.420 | 90.390 | -178.84 | 7687.42 |
61 | 2009.11.03 16:02 | close at stop | 33 | 1.00 | 90.582 | 92.419 | 90.389 | -179.95 | 7507.47 |
62 | 2009.11.03 16:02 | close at stop | 32 | 1.00 | 90.582 | 92.418 | 90.388 | -181.05 | 7326.42 |
63 | 2009.11.03 16:02 | close at stop | 31 | 1.00 | 90.582 | 92.417 | 90.387 | -182.16 | 7144.26 |
64 | 2009.11.03 16:02 | close at stop | 30 | 1.00 | 90.582 | 92.416 | 90.386 | -183.26 | 6961.00 |
65 | 2009.11.03 16:02 | close at stop | 29 | 1.00 | 90.582 | 92.415 | 90.385 | -184.36 | 6776.64 |
66 | 2009.11.03 16:02 | close at stop | 28 | 1.00 | 90.582 | 92.414 | 90.384 | -185.47 | 6591.17 |
67 | 2009.11.03 16:02 | close at stop | 27 | 1.00 | 90.582 | 92.413 | 90.383 | -186.57 | 6404.60 |
68 | 2009.11.03 16:02 | close at stop | 26 | 1.00 | 90.582 | 92.412 | 90.382 | -187.68 | 6216.92 |
69 | 2009.11.03 16:02 | close at stop | 25 | 1.00 | 90.582 | 92.411 | 90.381 | -188.78 | 6028.14 |
70 | 2009.11.03 16:02 | close at stop | 24 | 1.00 | 90.582 | 92.411 | 90.381 | -188.78 | 5839.36 |
71 | 2009.11.03 16:02 | close at stop | 23 | 1.00 | 90.582 | 92.412 | 90.382 | -187.68 | 5651.68 |
72 | 2009.11.03 16:02 | close at stop | 22 | 1.00 | 90.582 | 92.411 | 90.381 | -188.78 | 5462.90 |
73 | 2009.11.03 16:02 | close at stop | 21 | 1.00 | 90.582 | 92.413 | 90.383 | -186.57 | 5276.33 |
74 | 2009.11.03 16:02 | close at stop | 20 | 1.00 | 90.582 | 92.412 | 90.382 | -187.68 | 5088.65 |
75 | 2009.11.03 16:02 | close at stop | 19 | 1.00 | 90.582 | 92.414 | 90.384 | -185.47 | 4903.18 |
76 | 2009.11.03 16:02 | close at stop | 18 | 1.00 | 90.582 | 92.413 | 90.383 | -186.57 | 4716.61 |
77 | 2009.11.03 16:02 | close at stop | 17 | 1.00 | 90.582 | 92.415 | 90.385 | -184.36 | 4532.25 |
78 | 2009.11.03 16:02 | close at stop | 16 | 1.00 | 90.582 | 92.414 | 90.384 | -185.47 | 4346.78 |
79 | 2009.11.03 16:02 | close at stop | 15 | 1.00 | 90.582 | 92.416 | 90.386 | -183.26 | 4163.52 |
80 | 2009.11.03 16:02 | close at stop | 14 | 1.00 | 90.582 | 92.415 | 90.385 | -184.36 | 3979.16 |
81 | 2009.11.03 16:02 | close at stop | 13 | 1.00 | 90.582 | 92.417 | 90.387 | -182.16 | 3797.00 |
82 | 2009.11.03 16:02 | close at stop | 12 | 1.00 | 90.582 | 92.416 | 90.386 | -183.26 | 3613.74 |
83 | 2009.11.03 16:02 | close at stop | 11 | 1.00 | 90.582 | 92.418 | 90.388 | -181.05 | 3432.69 |
84 | 2009.11.03 16:02 | close at stop | 10 | 1.00 | 90.582 | 92.417 | 90.387 | -182.16 | 3250.53 |
85 | 2009.11.03 16:02 | close at stop | 9 | 1.00 | 90.582 | 92.418 | 90.388 | -181.05 | 3069.48 |
86 | 2009.11.03 16:02 | close at stop | 8 | 1.00 | 90.582 | 92.417 | 90.387 | -182.16 | 2887.32 |
87 | 2009.11.03 16:02 | close at stop | 7 | 1.00 | 90.582 | 92.416 | 90.386 | -183.26 | 2704.06 |
88 | 2009.11.03 16:02 | close at stop | 6 | 1.00 | 90.582 | 92.415 | 90.385 | -184.36 | 2519.70 |
89 | 2009.11.03 16:02 | close at stop | 5 | 1.00 | 90.582 | 92.414 | 90.384 | -185.47 | 2334.23 |
90 | 2009.11.03 16:02 | close at stop | 4 | 1.00 | 90.582 | 92.413 | 90.383 | -186.57 | 2147.66 |
91 | 2009.11.03 16:02 | close at stop | 3 | 1.00 | 90.582 | 92.412 | 90.382 | -187.68 | 1959.98 |
92 | 2009.11.03 16:02 | close at stop | 2 | 1.00 | 90.582 | 92.411 | 90.381 | -188.78 | 1771.20 |