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; ClassicFractal=1; MaxDistance=1000; FT2="------Настройки типа пробоя фрактала:----------"; indent=1; TypeEntry=2; RedContol=1; FT3="------Настройки аллигатора:----------"; jaw_period=13; jaw_shift=8; teeth_period=8; teeth_shift=5; lips_period=5; lips_shift=3; ma_method=0; applied_price=4; FT4="-------Настройки контроля тренда по аллигатору:----------"; TrendAligControl=0; jaw_teeth_distense=10; teeth_lips_distense=10; 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=50; TakeProfit=50; Lots=0.1; | ||||
Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
Mismatched charts errors | 113 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -52.69 | Gross profit | 84.34 | Gross loss | -137.03 |
Profit factor | 0.62 | Expected payoff | -1.55 | ||
Absolute drawdown | 74.51 | Maximal drawdown | 91.41 (0.91%) | Relative drawdown | 0.91% (91.41) |
Total trades | 34 | Short positions (won %) | 28 (42.86%) | Long positions (won %) | 6 (50.00%) |
Profit trades (% of total) | 15 (44.12%) | Loss trades (% of total) | 19 (55.88%) | ||
Largest | profit trade | 5.79 | loss trade | -35.87 | |
Average | profit trade | 5.62 | loss trade | -7.21 | |
Maximum | consecutive wins (profit in money) | 3 (17.32) | consecutive losses (loss in money) | 10 (-86.91) | |
Maximal | consecutive profit (count of wins) | 17.32 (3) | consecutive loss (count of losses) | -86.91 (10) | |
Average | consecutive wins | 3 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 09:00 | sell | 1 | 0.10 | 90.057 | 90.107 | 90.007 | ||
2 | 2009.11.03 09:06 | s/l | 1 | 0.10 | 90.107 | 90.107 | 90.007 | -5.55 | 9994.45 |
3 | 2009.11.04 01:00 | buy | 2 | 0.10 | 90.445 | 90.395 | 90.495 | ||
4 | 2009.11.04 01:03 | s/l | 2 | 0.10 | 90.395 | 90.395 | 90.495 | -5.53 | 9988.92 |
5 | 2009.11.05 03:00 | sell | 3 | 0.10 | 90.506 | 90.556 | 90.456 | ||
6 | 2009.11.05 03:03 | modify | 3 | 0.10 | 90.506 | 90.849 | 90.456 | ||
7 | 2009.11.05 04:00 | modify | 3 | 0.10 | 90.506 | 90.779 | 90.456 | ||
8 | 2009.11.05 04:12 | t/p | 3 | 0.10 | 90.456 | 90.779 | 90.456 | 5.53 | 9994.45 |
9 | 2009.11.05 10:00 | sell | 4 | 0.10 | 90.112 | 90.162 | 90.062 | ||
10 | 2009.11.05 10:01 | t/p | 4 | 0.10 | 90.062 | 90.162 | 90.062 | 5.55 | 10000.00 |
11 | 2009.11.05 20:00 | buy | 5 | 0.10 | 90.676 | 90.626 | 90.726 | ||
12 | 2009.11.05 20:52 | t/p | 5 | 0.10 | 90.726 | 90.626 | 90.726 | 5.51 | 10005.51 |
13 | 2009.11.06 15:00 | sell | 6 | 0.10 | 90.120 | 90.170 | 90.070 | ||
14 | 2009.11.06 15:00 | s/l | 6 | 0.10 | 90.170 | 90.170 | 90.070 | -5.55 | 9999.96 |
15 | 2009.11.10 12:00 | buy | 7 | 0.10 | 90.122 | 90.072 | 90.172 | ||
16 | 2009.11.10 12:03 | s/l | 7 | 0.10 | 90.072 | 90.072 | 90.172 | -5.55 | 9994.41 |
17 | 2009.11.11 01:00 | sell | 8 | 0.10 | 89.686 | 89.736 | 89.636 | ||
18 | 2009.11.11 01:02 | t/p | 8 | 0.10 | 89.636 | 89.736 | 89.636 | 5.58 | 9999.99 |
19 | 2009.11.11 06:00 | sell | 9 | 0.10 | 89.382 | 89.432 | 89.332 | ||
20 | 2009.11.11 06:11 | t/p | 9 | 0.10 | 89.332 | 89.432 | 89.332 | 5.60 | 10005.59 |
21 | 2009.11.12 03:00 | sell | 10 | 0.10 | 89.715 | 89.765 | 89.665 | ||
22 | 2009.11.12 03:01 | s/l | 10 | 0.10 | 89.765 | 89.765 | 89.665 | -5.57 | 10000.02 |
23 | 2009.11.12 14:00 | buy | 11 | 0.10 | 89.998 | 89.948 | 90.048 | ||
24 | 2009.11.12 14:03 | t/p | 11 | 0.10 | 90.048 | 89.948 | 90.048 | 5.55 | 10005.57 |
25 | 2009.11.13 11:00 | sell | 12 | 0.10 | 89.782 | 89.832 | 89.732 | ||
26 | 2009.11.13 11:12 | t/p | 12 | 0.10 | 89.732 | 89.832 | 89.732 | 5.57 | 10011.14 |
27 | 2009.11.13 15:00 | sell | 13 | 0.10 | 89.579 | 89.629 | 89.529 | ||
28 | 2009.11.13 15:01 | s/l | 13 | 0.10 | 89.629 | 89.629 | 89.529 | -5.57 | 10005.57 |
29 | 2009.11.16 02:00 | sell | 14 | 0.10 | 89.390 | 89.440 | 89.340 | ||
30 | 2009.11.16 02:00 | s/l | 14 | 0.10 | 89.440 | 89.440 | 89.340 | -5.59 | 9999.98 |
31 | 2009.11.16 17:00 | sell | 15 | 0.10 | 89.298 | 89.348 | 89.248 | ||
32 | 2009.11.16 17:10 | s/l | 15 | 0.10 | 89.348 | 89.348 | 89.248 | -5.60 | 9994.38 |
33 | 2009.11.16 20:00 | sell | 16 | 0.10 | 89.031 | 89.081 | 88.981 | ||
34 | 2009.11.16 20:02 | t/p | 16 | 0.10 | 88.981 | 89.081 | 88.981 | 5.62 | 10000.00 |
35 | 2009.11.17 09:00 | sell | 17 | 0.10 | 88.845 | 88.895 | 88.795 | ||
36 | 2009.11.17 09:11 | t/p | 17 | 0.10 | 88.795 | 88.895 | 88.795 | 5.63 | 10005.63 |
37 | 2009.11.18 06:00 | sell | 18 | 0.10 | 89.180 | 89.230 | 89.130 | ||
38 | 2009.11.18 06:15 | t/p | 18 | 0.10 | 89.130 | 89.230 | 89.130 | 5.62 | 10011.25 |
39 | 2009.11.18 11:00 | sell | 19 | 0.10 | 89.020 | 89.070 | 88.970 | ||
40 | 2009.11.18 11:08 | s/l | 19 | 0.10 | 89.070 | 89.070 | 88.970 | -5.61 | 10005.64 |
41 | 2009.11.19 08:00 | sell | 20 | 0.10 | 89.050 | 89.100 | 89.000 | ||
42 | 2009.11.19 08:00 | modify | 20 | 0.10 | 89.050 | 89.353 | 89.000 | ||
43 | 2009.11.19 08:12 | t/p | 20 | 0.10 | 89.000 | 89.353 | 89.000 | 5.62 | 10011.26 |
44 | 2009.11.19 15:00 | sell | 21 | 0.10 | 88.730 | 88.780 | 88.680 | ||
45 | 2009.11.19 15:07 | t/p | 21 | 0.10 | 88.680 | 88.780 | 88.680 | 5.64 | 10016.90 |
46 | 2009.11.20 08:00 | sell | 22 | 0.10 | 88.765 | 88.815 | 88.715 | ||
47 | 2009.11.20 08:03 | s/l | 22 | 0.10 | 88.815 | 88.815 | 88.715 | -5.63 | 10011.27 |
48 | 2009.11.23 09:00 | sell | 23 | 0.10 | 88.697 | 88.747 | 88.647 | ||
49 | 2009.11.23 09:02 | s/l | 23 | 0.10 | 88.747 | 88.747 | 88.647 | -5.63 | 10005.64 |
50 | 2009.11.23 18:00 | buy | 24 | 0.10 | 89.154 | 89.104 | 89.204 | ||
51 | 2009.11.23 18:02 | modify | 24 | 0.10 | 89.154 | 88.835 | 89.204 | ||
52 | 2009.11.24 01:58 | s/l | 24 | 0.10 | 88.835 | 88.835 | 89.204 | -35.87 | 9969.77 |
53 | 2009.11.24 08:00 | sell | 25 | 0.10 | 88.683 | 88.733 | 88.633 | ||
54 | 2009.11.24 08:01 | s/l | 25 | 0.10 | 88.733 | 88.733 | 88.633 | -5.63 | 9964.14 |
55 | 2009.11.24 15:00 | sell | 26 | 0.10 | 88.410 | 88.460 | 88.360 | ||
56 | 2009.11.24 15:07 | s/l | 26 | 0.10 | 88.460 | 88.460 | 88.360 | -5.65 | 9958.49 |
57 | 2009.11.25 03:00 | sell | 27 | 0.10 | 88.251 | 88.301 | 88.201 | ||
58 | 2009.11.25 03:28 | s/l | 27 | 0.10 | 88.301 | 88.301 | 88.201 | -5.66 | 9952.83 |
59 | 2009.11.25 10:00 | sell | 28 | 0.10 | 88.154 | 88.204 | 88.104 | ||
60 | 2009.11.25 10:01 | s/l | 28 | 0.10 | 88.204 | 88.204 | 88.104 | -5.67 | 9947.16 |
61 | 2009.11.25 15:00 | sell | 29 | 0.10 | 87.523 | 87.573 | 87.473 | ||
62 | 2009.11.25 15:02 | s/l | 29 | 0.10 | 87.573 | 87.573 | 87.473 | -5.71 | 9941.45 |
63 | 2009.11.25 22:00 | sell | 30 | 0.10 | 87.314 | 87.364 | 87.264 | ||
64 | 2009.11.25 22:32 | s/l | 30 | 0.10 | 87.364 | 87.364 | 87.264 | -5.72 | 9935.73 |
65 | 2009.11.26 04:00 | sell | 31 | 0.10 | 87.194 | 87.244 | 87.144 | ||
66 | 2009.11.26 04:01 | s/l | 31 | 0.10 | 87.244 | 87.244 | 87.144 | -5.74 | 9929.99 |
67 | 2009.11.26 17:00 | sell | 32 | 0.10 | 86.557 | 86.607 | 86.507 | ||
68 | 2009.11.26 17:08 | t/p | 32 | 0.10 | 86.507 | 86.607 | 86.507 | 5.78 | 9935.77 |
69 | 2009.11.27 00:00 | sell | 33 | 0.10 | 86.399 | 86.449 | 86.349 | ||
70 | 2009.11.27 00:02 | modify | 33 | 0.10 | 86.399 | 86.645 | 86.349 | ||
71 | 2009.11.27 00:10 | t/p | 33 | 0.10 | 86.349 | 86.645 | 86.349 | 5.79 | 9941.56 |
72 | 2009.11.27 16:00 | buy | 34 | 0.10 | 86.896 | 86.846 | 86.946 | ||
73 | 2009.11.27 16:00 | modify | 34 | 0.10 | 86.896 | 86.133 | 86.946 | ||
74 | 2009.11.27 16:00 | t/p | 34 | 0.10 | 86.946 | 86.133 | 86.946 | 5.75 | 9947.31 |