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 | MMType=1; UseClose=false; UseAdd=true; LotExponent=1.667; slip=3; Lots=0.1; LotsDigits=2; TakeProfit=7; PipStep=17; MaxTrades=10; UseEquityStop=false; TotalEquityRisk=20; UseTrailingStop=false; UseTimeOut=false; MaxTradeOpenHours=0; | ||||
Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
Mismatched charts errors | 113 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 497.66 | Gross profit | 843.44 | Gross loss | -345.78 |
Profit factor | 2.44 | Expected payoff | 16.05 | ||
Absolute drawdown | 937.74 | Maximal drawdown | 937.74 (9.38%) | Relative drawdown | 9.38% (937.74) |
Total trades | 31 | Short positions (won %) | 15 (46.67%) | Long positions (won %) | 16 (43.75%) |
Profit trades (% of total) | 14 (45.16%) | Loss trades (% of total) | 17 (54.84%) | ||
Largest | profit trade | 440.51 | loss trade | -69.32 | |
Average | profit trade | 60.25 | loss trade | -20.34 | |
Maximum | consecutive wins (profit in money) | 3 (301.59) | consecutive losses (loss in money) | 5 (-263.12) | |
Maximal | consecutive profit (count of wins) | 446.16 (2) | consecutive loss (count of losses) | -263.12 (5) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 02:00 | buy | 1 | 0.10 | 90.473 | 0.000 | 0.000 | ||
2 | 2009.11.03 03:00 | buy | 2 | 0.10 | 90.386 | 0.000 | 0.000 | ||
3 | 2009.11.03 03:00 | modify | 2 | 0.10 | 90.386 | 0.000 | 90.437 | ||
4 | 2009.11.03 03:00 | modify | 1 | 0.10 | 90.473 | 0.000 | 90.437 | ||
5 | 2009.11.03 04:00 | buy | 3 | 0.17 | 90.345 | 0.000 | 0.000 | ||
6 | 2009.11.03 04:00 | modify | 3 | 0.17 | 90.345 | 0.000 | 90.398 | ||
7 | 2009.11.03 04:00 | modify | 2 | 0.10 | 90.386 | 0.000 | 90.398 | ||
8 | 2009.11.03 04:00 | modify | 1 | 0.10 | 90.473 | 0.000 | 90.398 | ||
9 | 2009.11.03 05:00 | buy | 4 | 0.28 | 90.301 | 0.000 | 0.000 | ||
10 | 2009.11.03 05:00 | modify | 4 | 0.28 | 90.301 | 0.000 | 90.359 | ||
11 | 2009.11.03 05:00 | modify | 3 | 0.17 | 90.345 | 0.000 | 90.359 | ||
12 | 2009.11.03 05:00 | modify | 2 | 0.10 | 90.386 | 0.000 | 90.359 | ||
13 | 2009.11.03 05:00 | modify | 1 | 0.10 | 90.473 | 0.000 | 90.359 | ||
14 | 2009.11.03 06:00 | buy | 5 | 0.46 | 90.206 | 0.000 | 0.000 | ||
15 | 2009.11.03 06:00 | modify | 5 | 0.46 | 90.206 | 0.000 | 90.299 | ||
16 | 2009.11.03 06:00 | modify | 4 | 0.28 | 90.301 | 0.000 | 90.299 | ||
17 | 2009.11.03 06:00 | modify | 3 | 0.17 | 90.345 | 0.000 | 90.299 | ||
18 | 2009.11.03 06:00 | modify | 2 | 0.10 | 90.386 | 0.000 | 90.299 | ||
19 | 2009.11.03 06:00 | modify | 1 | 0.10 | 90.473 | 0.000 | 90.299 | ||
20 | 2009.11.03 09:00 | buy | 6 | 0.77 | 90.077 | 0.000 | 0.000 | ||
21 | 2009.11.03 09:00 | modify | 6 | 0.77 | 90.077 | 0.000 | 90.211 | ||
22 | 2009.11.03 09:00 | modify | 5 | 0.46 | 90.206 | 0.000 | 90.211 | ||
23 | 2009.11.03 09:00 | modify | 4 | 0.28 | 90.301 | 0.000 | 90.211 | ||
24 | 2009.11.03 09:00 | modify | 3 | 0.17 | 90.345 | 0.000 | 90.211 | ||
25 | 2009.11.03 09:00 | modify | 2 | 0.10 | 90.386 | 0.000 | 90.211 | ||
26 | 2009.11.03 09:00 | modify | 1 | 0.10 | 90.473 | 0.000 | 90.211 | ||
27 | 2009.11.03 10:00 | buy | 7 | 1.29 | 90.038 | 0.000 | 0.000 | ||
28 | 2009.11.03 10:00 | modify | 7 | 1.29 | 90.038 | 0.000 | 90.143 | ||
29 | 2009.11.03 10:00 | modify | 6 | 0.77 | 90.077 | 0.000 | 90.143 | ||
30 | 2009.11.03 10:00 | modify | 5 | 0.46 | 90.206 | 0.000 | 90.143 | ||
31 | 2009.11.03 10:00 | modify | 4 | 0.28 | 90.301 | 0.000 | 90.143 | ||
32 | 2009.11.03 10:00 | modify | 3 | 0.17 | 90.345 | 0.000 | 90.143 | ||
33 | 2009.11.03 10:00 | modify | 2 | 0.10 | 90.386 | 0.000 | 90.143 | ||
34 | 2009.11.03 10:00 | modify | 1 | 0.10 | 90.473 | 0.000 | 90.143 | ||
35 | 2009.11.03 11:00 | buy | 8 | 2.15 | 89.976 | 0.000 | 0.000 | ||
36 | 2009.11.03 11:00 | modify | 8 | 2.15 | 89.976 | 0.000 | 90.078 | ||
37 | 2009.11.03 11:00 | modify | 7 | 1.29 | 90.038 | 0.000 | 90.078 | ||
38 | 2009.11.03 11:00 | modify | 6 | 0.77 | 90.077 | 0.000 | 90.078 | ||
39 | 2009.11.03 11:00 | modify | 5 | 0.46 | 90.206 | 0.000 | 90.078 | ||
40 | 2009.11.03 11:00 | modify | 4 | 0.28 | 90.301 | 0.000 | 90.078 | ||
41 | 2009.11.03 11:00 | modify | 3 | 0.17 | 90.345 | 0.000 | 90.078 | ||
42 | 2009.11.03 11:00 | modify | 2 | 0.10 | 90.386 | 0.000 | 90.078 | ||
43 | 2009.11.03 11:00 | modify | 1 | 0.10 | 90.473 | 0.000 | 90.078 | ||
44 | 2009.11.03 11:23 | t/p | 1 | 0.10 | 90.078 | 0.000 | 90.078 | -43.85 | 9956.15 |
45 | 2009.11.03 11:23 | t/p | 2 | 0.10 | 90.078 | 0.000 | 90.078 | -34.19 | 9921.96 |
46 | 2009.11.03 11:23 | t/p | 3 | 0.17 | 90.078 | 0.000 | 90.078 | -50.39 | 9871.57 |
47 | 2009.11.03 11:23 | t/p | 4 | 0.28 | 90.078 | 0.000 | 90.078 | -69.32 | 9802.25 |
48 | 2009.11.03 11:23 | t/p | 5 | 0.46 | 90.078 | 0.000 | 90.078 | -65.37 | 9736.88 |
49 | 2009.11.03 11:23 | t/p | 6 | 0.77 | 90.078 | 0.000 | 90.078 | 0.85 | 9737.73 |
50 | 2009.11.03 11:23 | t/p | 7 | 1.29 | 90.078 | 0.000 | 90.078 | 57.28 | 9795.01 |
51 | 2009.11.03 11:23 | t/p | 8 | 2.15 | 90.078 | 0.000 | 90.078 | 243.46 | 10038.47 |
52 | 2009.11.03 12:00 | buy | 9 | 0.10 | 90.182 | 0.000 | 0.000 | ||
53 | 2009.11.03 13:00 | buy | 10 | 0.10 | 90.078 | 0.000 | 0.000 | ||
54 | 2009.11.03 13:00 | modify | 10 | 0.10 | 90.078 | 0.000 | 90.137 | ||
55 | 2009.11.03 13:00 | modify | 9 | 0.10 | 90.182 | 0.000 | 90.137 | ||
56 | 2009.11.03 13:08 | t/p | 9 | 0.10 | 90.137 | 0.000 | 90.137 | -4.99 | 10033.48 |
57 | 2009.11.03 13:08 | t/p | 10 | 0.10 | 90.137 | 0.000 | 90.137 | 6.55 | 10040.03 |
58 | 2009.11.03 14:00 | buy | 11 | 0.10 | 90.190 | 0.000 | 0.000 | ||
59 | 2009.11.04 02:00 | buy | 12 | 0.10 | 90.139 | 0.000 | 0.000 | ||
60 | 2009.11.04 02:00 | modify | 12 | 0.10 | 90.139 | 0.000 | 90.172 | ||
61 | 2009.11.04 02:00 | modify | 11 | 0.10 | 90.190 | 0.000 | 90.172 | ||
62 | 2009.11.04 02:06 | t/p | 11 | 0.10 | 90.172 | 0.000 | 90.172 | -1.96 | 10038.07 |
63 | 2009.11.04 02:06 | t/p | 12 | 0.10 | 90.172 | 0.000 | 90.172 | 3.66 | 10041.73 |
64 | 2009.11.04 03:00 | buy | 13 | 0.10 | 90.217 | 0.000 | 0.000 | ||
65 | 2009.11.05 10:00 | buy | 14 | 0.10 | 90.132 | 0.000 | 0.000 | ||
66 | 2009.11.05 10:00 | modify | 14 | 0.10 | 90.132 | 0.000 | 90.182 | ||
67 | 2009.11.05 10:00 | modify | 13 | 0.10 | 90.217 | 0.000 | 90.182 | ||
68 | 2009.11.05 10:31 | t/p | 13 | 0.10 | 90.182 | 0.000 | 90.182 | -3.75 | 10037.99 |
69 | 2009.11.05 10:31 | t/p | 14 | 0.10 | 90.182 | 0.000 | 90.182 | 5.55 | 10043.54 |
70 | 2009.11.05 11:00 | buy | 15 | 0.10 | 90.209 | 0.000 | 0.000 | ||
71 | 2009.11.06 15:00 | buy | 16 | 0.10 | 90.140 | 0.000 | 0.000 | ||
72 | 2009.11.06 15:00 | modify | 16 | 0.10 | 90.140 | 0.000 | 90.182 | ||
73 | 2009.11.06 15:00 | modify | 15 | 0.10 | 90.209 | 0.000 | 90.182 | ||
74 | 2009.11.06 15:12 | t/p | 15 | 0.10 | 90.182 | 0.000 | 90.182 | -2.95 | 10040.59 |
75 | 2009.11.06 15:12 | t/p | 16 | 0.10 | 90.182 | 0.000 | 90.182 | 4.66 | 10045.25 |
76 | 2009.11.06 16:00 | sell | 17 | 0.10 | 90.038 | 0.000 | 0.000 | ||
77 | 2009.11.09 04:00 | sell | 18 | 0.10 | 90.192 | 0.000 | 0.000 | ||
78 | 2009.11.09 04:00 | modify | 18 | 0.10 | 90.192 | 0.000 | 90.108 | ||
79 | 2009.11.09 04:00 | modify | 17 | 0.10 | 90.038 | 0.000 | 90.108 | ||
80 | 2009.11.09 05:05 | t/p | 17 | 0.10 | 90.108 | 0.000 | 90.108 | -7.85 | 10037.40 |
81 | 2009.11.09 05:05 | t/p | 18 | 0.10 | 90.108 | 0.000 | 90.108 | 9.32 | 10046.72 |
82 | 2009.11.09 06:00 | sell | 19 | 0.10 | 90.102 | 0.000 | 0.000 | ||
83 | 2009.11.09 07:00 | sell | 20 | 0.10 | 90.123 | 0.000 | 0.000 | ||
84 | 2009.11.09 07:00 | modify | 20 | 0.10 | 90.123 | 0.000 | 90.106 | ||
85 | 2009.11.09 07:00 | modify | 19 | 0.10 | 90.102 | 0.000 | 90.106 | ||
86 | 2009.11.09 07:03 | t/p | 19 | 0.10 | 90.106 | 0.000 | 90.106 | -0.44 | 10046.28 |
87 | 2009.11.09 07:03 | t/p | 20 | 0.10 | 90.106 | 0.000 | 90.106 | 1.89 | 10048.17 |
88 | 2009.11.09 08:00 | sell | 21 | 0.10 | 90.063 | 0.000 | 0.000 | ||
89 | 2009.11.09 09:00 | sell | 22 | 0.10 | 90.105 | 0.000 | 0.000 | ||
90 | 2009.11.09 09:00 | modify | 22 | 0.10 | 90.105 | 0.000 | 90.077 | ||
91 | 2009.11.09 09:00 | modify | 21 | 0.10 | 90.063 | 0.000 | 90.077 | ||
92 | 2009.11.09 10:08 | t/p | 21 | 0.10 | 90.077 | 0.000 | 90.077 | -1.55 | 10046.62 |
93 | 2009.11.09 10:08 | t/p | 22 | 0.10 | 90.077 | 0.000 | 90.077 | 3.11 | 10049.73 |
94 | 2009.11.09 11:00 | sell | 23 | 0.10 | 90.014 | 0.000 | 0.000 | ||
95 | 2009.11.10 12:00 | sell | 24 | 0.10 | 90.102 | 0.000 | 0.000 | ||
96 | 2009.11.10 12:00 | modify | 24 | 0.10 | 90.102 | 0.000 | 90.051 | ||
97 | 2009.11.10 12:00 | modify | 23 | 0.10 | 90.014 | 0.000 | 90.051 | ||
98 | 2009.11.10 12:28 | t/p | 23 | 0.10 | 90.051 | 0.000 | 90.051 | -4.19 | 10045.55 |
99 | 2009.11.10 12:28 | t/p | 24 | 0.10 | 90.051 | 0.000 | 90.051 | 5.66 | 10051.21 |
100 | 2009.11.10 13:00 | sell | 25 | 0.10 | 90.014 | 0.000 | 0.000 | ||
101 | 2009.11.12 15:00 | sell | 26 | 0.10 | 90.145 | 0.000 | 0.000 | ||
102 | 2009.11.12 15:00 | modify | 26 | 0.10 | 90.145 | 0.000 | 90.073 | ||
103 | 2009.11.12 15:00 | modify | 25 | 0.10 | 90.014 | 0.000 | 90.073 | ||
104 | 2009.11.12 16:00 | sell | 27 | 0.17 | 90.295 | 0.000 | 0.000 | ||
105 | 2009.11.12 16:00 | modify | 27 | 0.17 | 90.295 | 0.000 | 90.172 | ||
106 | 2009.11.12 16:00 | modify | 26 | 0.10 | 90.145 | 0.000 | 90.172 | ||
107 | 2009.11.12 16:00 | modify | 25 | 0.10 | 90.014 | 0.000 | 90.172 | ||
108 | 2009.11.12 17:00 | sell | 28 | 0.28 | 90.480 | 0.000 | 0.000 | ||
109 | 2009.11.12 17:00 | modify | 28 | 0.28 | 90.480 | 0.000 | 90.301 | ||
110 | 2009.11.12 17:00 | modify | 27 | 0.17 | 90.295 | 0.000 | 90.301 | ||
111 | 2009.11.12 17:00 | modify | 26 | 0.10 | 90.145 | 0.000 | 90.301 | ||
112 | 2009.11.12 17:00 | modify | 25 | 0.10 | 90.014 | 0.000 | 90.301 | ||
113 | 2009.11.13 00:47 | t/p | 25 | 0.10 | 90.301 | 0.000 | 90.301 | -32.16 | 10019.04 |
114 | 2009.11.13 00:47 | t/p | 26 | 0.10 | 90.301 | 0.000 | 90.301 | -17.36 | 10001.68 |
115 | 2009.11.13 00:47 | t/p | 27 | 0.17 | 90.301 | 0.000 | 90.301 | -1.26 | 10000.42 |
116 | 2009.11.13 00:47 | t/p | 28 | 0.28 | 90.301 | 0.000 | 90.301 | 55.28 | 10055.71 |
117 | 2009.11.13 01:00 | sell | 29 | 0.10 | 90.282 | 0.000 | 0.000 | ||
118 | 2009.11.13 08:00 | sell | 30 | 0.10 | 90.371 | 0.000 | 0.000 | ||
119 | 2009.11.13 08:00 | modify | 30 | 0.10 | 90.371 | 0.000 | 90.320 | ||
120 | 2009.11.13 08:00 | modify | 29 | 0.10 | 90.282 | 0.000 | 90.320 | ||
121 | 2009.11.13 08:05 | t/p | 29 | 0.10 | 90.320 | 0.000 | 90.320 | -4.21 | 10051.50 |
122 | 2009.11.13 08:05 | t/p | 30 | 0.10 | 90.320 | 0.000 | 90.320 | 5.65 | 10057.15 |
123 | 2009.11.13 09:00 | sell | 31 | 0.10 | 90.301 | 0.000 | 0.000 | ||
124 | 2009.11.27 22:59 | close at stop | 31 | 0.10 | 86.482 | 0.000 | 0.000 | 440.51 | 10497.66 |