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 | StopLoss$=10; MagicNumber=1913; | ||||
Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
Mismatched charts errors | 113 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -61.79 | Gross profit | 141.00 | Gross loss | -202.79 |
Profit factor | 0.70 | Expected payoff | -2.13 | ||
Absolute drawdown | 97.27 | Maximal drawdown | 107.84 (1.08%) | Relative drawdown | 1.08% (107.84) |
Total trades | 29 | Short positions (won %) | 10 (20.00%) | Long positions (won %) | 19 (36.84%) |
Profit trades (% of total) | 9 (31.03%) | Loss trades (% of total) | 20 (68.97%) | ||
Largest | profit trade | 29.22 | loss trade | -10.39 | |
Average | profit trade | 15.67 | loss trade | -10.14 | |
Maximum | consecutive wins (profit in money) | 3 (49.46) | consecutive losses (loss in money) | 6 (-60.76) | |
Maximal | consecutive profit (count of wins) | 49.46 (3) | consecutive loss (count of losses) | -60.76 (6) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 02:03 | buy | 1 | 0.10 | 90.367 | 0.000 | 0.000 | ||
2 | 2009.11.03 02:05 | close | 1 | 0.10 | 90.275 | 0.000 | 0.000 | -10.19 | 9989.81 |
3 | 2009.11.03 17:07 | buy | 2 | 0.10 | 90.263 | 0.000 | 0.000 | ||
4 | 2009.11.03 19:10 | close | 2 | 0.10 | 90.345 | 0.000 | 0.000 | 9.08 | 9998.89 |
5 | 2009.11.04 01:26 | buy | 3 | 0.10 | 90.292 | 0.000 | 0.000 | ||
6 | 2009.11.04 01:32 | close | 3 | 0.10 | 90.201 | 0.000 | 0.000 | -10.09 | 9988.80 |
7 | 2009.11.04 12:46 | buy | 4 | 0.10 | 90.767 | 0.000 | 0.000 | ||
8 | 2009.11.04 14:07 | close | 4 | 0.10 | 90.965 | 0.000 | 0.000 | 21.77 | 10010.57 |
9 | 2009.11.04 20:17 | buy | 5 | 0.10 | 90.873 | 0.000 | 0.000 | ||
10 | 2009.11.04 20:17 | close | 5 | 0.10 | 90.782 | 0.000 | 0.000 | -10.02 | 10000.55 |
11 | 2009.11.04 21:00 | buy | 6 | 0.10 | 90.818 | 0.000 | 0.000 | ||
12 | 2009.11.04 21:02 | close | 6 | 0.10 | 90.727 | 0.000 | 0.000 | -10.03 | 9990.52 |
13 | 2009.11.06 01:03 | buy | 7 | 0.10 | 90.728 | 0.000 | 0.000 | ||
14 | 2009.11.06 02:48 | close | 7 | 0.10 | 90.637 | 0.000 | 0.000 | -10.04 | 9980.48 |
15 | 2009.11.06 14:27 | buy | 8 | 0.10 | 90.571 | 0.000 | 0.000 | ||
16 | 2009.11.06 14:28 | close | 8 | 0.10 | 90.477 | 0.000 | 0.000 | -10.39 | 9970.09 |
17 | 2009.11.09 05:17 | buy | 9 | 0.10 | 90.082 | 0.000 | 0.000 | ||
18 | 2009.11.09 08:08 | close | 9 | 0.10 | 90.154 | 0.000 | 0.000 | 7.99 | 9978.08 |
19 | 2009.11.11 06:58 | sell | 10 | 0.10 | 89.587 | 0.000 | 0.000 | ||
20 | 2009.11.11 07:00 | sell | 11 | 0.10 | 89.578 | 0.000 | 0.000 | ||
21 | 2009.11.11 07:02 | close | 11 | 0.10 | 89.668 | 0.000 | 0.000 | -10.04 | 9968.04 |
22 | 2009.11.11 07:02 | close | 10 | 0.10 | 89.678 | 0.000 | 0.000 | -10.15 | 9957.89 |
23 | 2009.11.11 07:02 | sell | 12 | 0.10 | 89.659 | 0.000 | 0.000 | ||
24 | 2009.11.11 07:07 | close | 12 | 0.10 | 89.750 | 0.000 | 0.000 | -10.14 | 9947.75 |
25 | 2009.11.12 01:33 | buy | 13 | 0.10 | 89.858 | 0.000 | 0.000 | ||
26 | 2009.11.12 01:48 | close | 13 | 0.10 | 89.929 | 0.000 | 0.000 | 7.90 | 9955.65 |
27 | 2009.11.12 20:13 | buy | 14 | 0.10 | 90.404 | 0.000 | 0.000 | ||
28 | 2009.11.12 20:58 | close | 14 | 0.10 | 90.311 | 0.000 | 0.000 | -10.30 | 9945.35 |
29 | 2009.11.16 12:12 | sell | 15 | 0.10 | 89.535 | 0.000 | 0.000 | ||
30 | 2009.11.16 12:26 | close | 15 | 0.10 | 89.625 | 0.000 | 0.000 | -10.04 | 9935.31 |
31 | 2009.11.17 10:31 | sell | 16 | 0.10 | 88.961 | 0.000 | 0.000 | ||
32 | 2009.11.17 10:57 | close | 16 | 0.10 | 89.052 | 0.000 | 0.000 | -10.22 | 9925.09 |
33 | 2009.11.18 15:17 | buy | 17 | 0.10 | 89.093 | 0.000 | 0.000 | ||
34 | 2009.11.18 15:50 | close | 17 | 0.10 | 89.232 | 0.000 | 0.000 | 15.58 | 9940.67 |
35 | 2009.11.18 21:47 | buy | 18 | 0.10 | 89.384 | 0.000 | 0.000 | ||
36 | 2009.11.18 22:00 | buy | 19 | 0.10 | 89.389 | 0.000 | 0.000 | ||
37 | 2009.11.18 22:57 | close | 19 | 0.10 | 89.299 | 0.000 | 0.000 | -10.08 | 9930.59 |
38 | 2009.11.18 22:57 | close | 18 | 0.10 | 89.292 | 0.000 | 0.000 | -10.30 | 9920.29 |
39 | 2009.11.18 22:57 | buy | 20 | 0.10 | 89.313 | 0.000 | 0.000 | ||
40 | 2009.11.19 00:25 | close | 20 | 0.10 | 89.376 | 0.000 | 0.000 | 7.28 | 9927.57 |
41 | 2009.11.19 09:58 | sell | 21 | 0.10 | 89.100 | 0.000 | 0.000 | ||
42 | 2009.11.19 10:01 | sell | 22 | 0.10 | 89.090 | 0.000 | 0.000 | ||
43 | 2009.11.19 11:18 | close | 21 | 0.10 | 88.895 | 0.000 | 0.000 | 23.06 | 9950.63 |
44 | 2009.11.19 12:52 | close | 22 | 0.10 | 88.920 | 0.000 | 0.000 | 19.12 | 9969.75 |
45 | 2009.11.19 16:10 | sell | 23 | 0.10 | 88.855 | 0.000 | 0.000 | ||
46 | 2009.11.19 17:31 | close | 23 | 0.10 | 88.947 | 0.000 | 0.000 | -10.34 | 9959.41 |
47 | 2009.11.20 16:43 | buy | 24 | 0.10 | 88.951 | 0.000 | 0.000 | ||
48 | 2009.11.20 18:03 | close | 24 | 0.10 | 88.862 | 0.000 | 0.000 | -10.02 | 9949.39 |
49 | 2009.11.23 09:22 | sell | 25 | 0.10 | 88.831 | 0.000 | 0.000 | ||
50 | 2009.11.23 09:28 | close | 25 | 0.10 | 88.920 | 0.000 | 0.000 | -10.01 | 9939.38 |
51 | 2009.11.25 01:37 | buy | 26 | 0.10 | 88.489 | 0.000 | 0.000 | ||
52 | 2009.11.25 02:00 | buy | 27 | 0.10 | 88.476 | 0.000 | 0.000 | ||
53 | 2009.11.25 02:02 | close | 26 | 0.10 | 88.398 | 0.000 | 0.000 | -10.29 | 9929.09 |
54 | 2009.11.25 02:03 | close | 27 | 0.10 | 88.387 | 0.000 | 0.000 | -10.07 | 9919.02 |
55 | 2009.11.26 07:06 | sell | 28 | 0.10 | 86.677 | 0.000 | 0.000 | ||
56 | 2009.11.26 07:28 | close | 28 | 0.10 | 86.764 | 0.000 | 0.000 | -10.03 | 9908.99 |
57 | 2009.11.27 12:02 | buy | 29 | 0.10 | 86.331 | 0.000 | 0.000 | ||
58 | 2009.11.27 14:03 | close | 29 | 0.10 | 86.584 | 0.000 | 0.000 | 29.22 | 9938.21 |