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 | FT1="------Настройки фрактала:----------"; CountBarsFractal=5; FT2="------Настройки сигнала на вход:----------"; indent=1; FT3="------Настройки аллигатора:----------"; jaw_period=13; teeth_period=8; lips_period=5; FT5="-------Настройки контроля закрытия сделки:----------"; CloseDropTeeth=2; CloseReversSignal=2; FT6="-------Настройки сопровождения StopLoss сделки:----------"; TrailingGragus=1; smaperugol=5; raznica=5; FT7="-------Настройки StopLoss и TakeProfit ибьема сделки:----------"; StopLoss=500; TakeProfit=500; Lots=0.1; shift=1; | ||||
Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
Mismatched charts errors | 113 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 4.82 | Gross profit | 180.83 | Gross loss | -176.01 |
Profit factor | 1.03 | Expected payoff | 0.40 | ||
Absolute drawdown | 144.08 | Maximal drawdown | 144.08 (1.44%) | Relative drawdown | 1.44% (144.08) |
Total trades | 12 | Short positions (won %) | 9 (44.44%) | Long positions (won %) | 3 (0.00%) |
Profit trades (% of total) | 4 (33.33%) | Loss trades (% of total) | 8 (66.67%) | ||
Largest | profit trade | 57.37 | loss trade | -36.17 | |
Average | profit trade | 45.21 | loss trade | -22.00 | |
Maximum | consecutive wins (profit in money) | 3 (124.52) | consecutive losses (loss in money) | 5 (-109.81) | |
Maximal | consecutive profit (count of wins) | 124.52 (3) | consecutive loss (count of losses) | -109.81 (5) | |
Average | consecutive wins | 2 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.04 01:00 | buy | 1 | 0.10 | 90.445 | 89.945 | 90.945 | ||
2 | 2009.11.04 02:00 | close | 1 | 0.10 | 90.119 | 89.945 | 90.945 | -36.17 | 9963.83 |
3 | 2009.11.09 14:32 | sell | 2 | 0.10 | 89.818 | 90.318 | 89.318 | ||
4 | 2009.11.09 14:32 | modify | 2 | 0.10 | 89.818 | 90.101 | 89.318 | ||
5 | 2009.11.09 15:15 | modify | 2 | 0.10 | 89.818 | 90.065 | 89.318 | ||
6 | 2009.11.09 16:17 | modify | 2 | 0.10 | 89.818 | 90.107 | 89.318 | ||
7 | 2009.11.09 17:03 | modify | 2 | 0.10 | 89.818 | 90.086 | 89.318 | ||
8 | 2009.11.09 20:23 | s/l | 2 | 0.10 | 90.086 | 90.086 | 89.318 | -29.75 | 9934.08 |
9 | 2009.11.11 01:00 | sell | 3 | 0.10 | 89.675 | 90.175 | 89.175 | ||
10 | 2009.11.11 01:01 | modify | 3 | 0.10 | 89.675 | 89.790 | 89.175 | ||
11 | 2009.11.11 04:00 | modify | 3 | 0.10 | 89.675 | 89.788 | 89.175 | ||
12 | 2009.11.11 05:00 | modify | 3 | 0.10 | 89.675 | 89.753 | 89.175 | ||
13 | 2009.11.11 06:00 | modify | 3 | 0.10 | 89.675 | 89.701 | 89.175 | ||
14 | 2009.11.11 07:00 | modify | 3 | 0.10 | 89.675 | 89.764 | 89.175 | ||
15 | 2009.11.11 07:07 | s/l | 3 | 0.10 | 89.764 | 89.764 | 89.175 | -9.91 | 9924.17 |
16 | 2009.11.12 01:53 | buy | 4 | 0.10 | 89.976 | 89.476 | 90.476 | ||
17 | 2009.11.12 03:00 | close | 4 | 0.10 | 89.715 | 89.476 | 90.476 | -29.09 | 9895.08 |
18 | 2009.11.12 08:00 | buy | 5 | 0.10 | 89.890 | 89.390 | 90.390 | ||
19 | 2009.11.12 08:00 | modify | 5 | 0.10 | 89.890 | 89.846 | 90.390 | ||
20 | 2009.11.12 08:03 | s/l | 5 | 0.10 | 89.846 | 89.846 | 90.390 | -4.89 | 9890.19 |
21 | 2009.11.16 18:00 | sell | 6 | 0.10 | 89.288 | 89.788 | 88.788 | ||
22 | 2009.11.16 18:57 | modify | 6 | 0.10 | 89.288 | 89.498 | 88.788 | ||
23 | 2009.11.16 19:05 | modify | 6 | 0.10 | 89.288 | 89.495 | 88.788 | ||
24 | 2009.11.16 20:00 | modify | 6 | 0.10 | 89.288 | 89.474 | 88.788 | ||
25 | 2009.11.16 20:08 | t/p | 6 | 0.10 | 88.788 | 89.474 | 88.788 | 56.31 | 9946.50 |
26 | 2009.11.17 09:09 | sell | 7 | 0.10 | 88.820 | 89.320 | 88.320 | ||
27 | 2009.11.17 09:10 | modify | 7 | 0.10 | 88.820 | 89.060 | 88.320 | ||
28 | 2009.11.17 11:18 | s/l | 7 | 0.10 | 89.060 | 89.060 | 88.320 | -26.95 | 9919.55 |
29 | 2009.11.20 04:00 | sell | 8 | 0.10 | 88.823 | 89.323 | 88.323 | ||
30 | 2009.11.20 05:00 | close | 8 | 0.10 | 88.929 | 89.323 | 88.323 | -11.92 | 9907.63 |
31 | 2009.11.23 08:03 | sell | 9 | 0.10 | 88.670 | 89.170 | 88.170 | ||
32 | 2009.11.23 08:12 | modify | 9 | 0.10 | 88.670 | 88.913 | 88.170 | ||
33 | 2009.11.23 09:27 | s/l | 9 | 0.10 | 88.913 | 88.913 | 88.170 | -27.33 | 9880.30 |
34 | 2009.11.24 07:33 | sell | 10 | 0.10 | 88.726 | 89.226 | 88.226 | ||
35 | 2009.11.24 07:38 | modify | 10 | 0.10 | 88.726 | 89.010 | 88.226 | ||
36 | 2009.11.24 08:00 | modify | 10 | 0.10 | 88.726 | 88.894 | 88.226 | ||
37 | 2009.11.24 09:00 | modify | 10 | 0.10 | 88.726 | 88.873 | 88.226 | ||
38 | 2009.11.24 10:00 | modify | 10 | 0.10 | 88.726 | 88.864 | 88.226 | ||
39 | 2009.11.24 11:00 | modify | 10 | 0.10 | 88.726 | 88.843 | 88.226 | ||
40 | 2009.11.24 12:00 | modify | 10 | 0.10 | 88.726 | 88.893 | 88.226 | ||
41 | 2009.11.24 13:00 | modify | 10 | 0.10 | 88.726 | 88.864 | 88.226 | ||
42 | 2009.11.24 14:00 | modify | 10 | 0.10 | 88.726 | 88.829 | 88.226 | ||
43 | 2009.11.24 15:00 | modify | 10 | 0.10 | 88.726 | 88.668 | 88.226 | ||
44 | 2009.11.24 16:00 | modify | 10 | 0.10 | 88.726 | 88.650 | 88.226 | ||
45 | 2009.11.24 17:00 | modify | 10 | 0.10 | 88.726 | 88.636 | 88.226 | ||
46 | 2009.11.24 17:57 | s/l | 10 | 0.10 | 88.636 | 88.636 | 88.226 | 10.15 | 9890.45 |
47 | 2009.11.25 03:04 | sell | 11 | 0.10 | 88.213 | 88.713 | 87.713 | ||
48 | 2009.11.25 09:40 | modify | 11 | 0.10 | 88.213 | 88.466 | 87.713 | ||
49 | 2009.11.25 10:00 | modify | 11 | 0.10 | 88.213 | 88.440 | 87.713 | ||
50 | 2009.11.25 10:17 | t/p | 11 | 0.10 | 87.713 | 88.440 | 87.713 | 57.00 | 9947.45 |
51 | 2009.11.25 22:07 | sell | 12 | 0.10 | 87.308 | 87.808 | 86.808 | ||
52 | 2009.11.26 00:08 | modify | 12 | 0.10 | 87.308 | 87.565 | 86.808 | ||
53 | 2009.11.26 01:10 | modify | 12 | 0.10 | 87.308 | 87.609 | 86.808 | ||
54 | 2009.11.26 03:48 | modify | 12 | 0.10 | 87.308 | 87.529 | 86.808 | ||
55 | 2009.11.26 04:00 | modify | 12 | 0.10 | 87.308 | 87.508 | 86.808 | ||
56 | 2009.11.26 04:31 | t/p | 12 | 0.10 | 86.808 | 87.508 | 86.808 | 57.37 | 10004.82 |