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 | BeginSession1=6; EndSession1=10; BeginSession2=10; EndSession2=14; TrailingStop=0; TakeProfit=0; InitialStopLoss=40; | ||||
Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
Mismatched charts errors | 113 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 80.80 | Gross profit | 104.40 | Gross loss | -23.60 |
Profit factor | 4.42 | Expected payoff | 11.54 | ||
Absolute drawdown | 9.76 | Maximal drawdown | 49.22 (0.49%) | Relative drawdown | 0.49% (49.22) |
Total trades | 7 | Short positions (won %) | 3 (33.33%) | Long positions (won %) | 4 (50.00%) |
Profit trades (% of total) | 3 (42.86%) | Loss trades (% of total) | 4 (57.14%) | ||
Largest | profit trade | 47.56 | loss trade | -9.99 | |
Average | profit trade | 34.80 | loss trade | -5.90 | |
Maximum | consecutive wins (profit in money) | 2 (58.34) | consecutive losses (loss in money) | 3 (-13.61) | |
Maximal | consecutive profit (count of wins) | 58.34 (2) | consecutive loss (count of losses) | -13.61 (3) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 10:00 | buy stop | 1 | 0.10 | 90.651 | 0.000 | 0.000 | ||
2 | 2009.11.03 14:00 | buy stop | 2 | 0.10 | 90.231 | 0.000 | 0.000 | ||
3 | 2009.11.03 14:01 | buy | 2 | 0.10 | 90.231 | 0.000 | 0.000 | ||
4 | 2009.11.03 16:00 | modify | 2 | 0.10 | 90.231 | 90.191 | 0.000 | ||
5 | 2009.11.03 23:59 | expiration | 1 | 0.10 | 90.651 | 0.000 | 0.000 | ||
6 | 2009.11.04 00:00 | close | 2 | 0.10 | 90.328 | 90.191 | 0.000 | 10.77 | 10010.77 |
7 | 2009.11.05 14:00 | sell stop | 3 | 0.10 | 90.138 | 0.000 | 0.000 | ||
8 | 2009.11.05 23:59 | expiration | 3 | 0.10 | 90.138 | 0.000 | 0.000 | ||
9 | 2009.11.06 14:00 | sell stop | 4 | 0.10 | 90.262 | 0.000 | 0.000 | ||
10 | 2009.11.06 14:32 | sell | 4 | 0.10 | 90.262 | 0.000 | 0.000 | ||
11 | 2009.11.06 15:00 | modify | 4 | 0.10 | 90.262 | 90.302 | 0.000 | ||
12 | 2009.11.09 00:00 | close | 4 | 0.10 | 89.834 | 90.302 | 0.000 | 47.56 | 10058.34 |
13 | 2009.11.09 14:00 | buy stop | 5 | 0.10 | 90.789 | 0.000 | 0.000 | ||
14 | 2009.11.09 23:59 | expiration | 5 | 0.10 | 90.789 | 0.000 | 0.000 | ||
15 | 2009.11.10 10:00 | buy stop | 6 | 0.10 | 90.606 | 0.000 | 0.000 | ||
16 | 2009.11.10 10:00 | sell stop | 7 | 0.10 | 89.715 | 0.000 | 0.000 | ||
17 | 2009.11.10 14:00 | buy stop | 8 | 0.10 | 90.140 | 0.000 | 0.000 | ||
18 | 2009.11.10 15:07 | sell | 7 | 0.10 | 89.715 | 0.000 | 0.000 | ||
19 | 2009.11.10 23:59 | expiration | 6 | 0.10 | 90.606 | 0.000 | 0.000 | ||
20 | 2009.11.10 23:59 | expiration | 8 | 0.10 | 90.140 | 0.000 | 0.000 | ||
21 | 2009.11.11 00:00 | close | 7 | 0.10 | 89.804 | 0.000 | 0.000 | -9.99 | 10048.35 |
22 | 2009.11.11 14:00 | buy stop | 9 | 0.10 | 90.124 | 0.000 | 0.000 | ||
23 | 2009.11.11 23:59 | expiration | 9 | 0.10 | 90.124 | 0.000 | 0.000 | ||
24 | 2009.11.12 10:00 | buy stop | 10 | 0.10 | 89.963 | 0.000 | 0.000 | ||
25 | 2009.11.12 13:37 | buy | 10 | 0.10 | 89.963 | 0.000 | 0.000 | ||
26 | 2009.11.12 14:00 | modify | 10 | 0.10 | 89.963 | 89.923 | 0.000 | ||
27 | 2009.11.12 14:00 | sell stop | 11 | 0.10 | 89.799 | 0.000 | 0.000 | ||
28 | 2009.11.12 23:59 | expiration | 11 | 0.10 | 89.799 | 0.000 | 0.000 | ||
29 | 2009.11.13 00:00 | close | 10 | 0.10 | 90.379 | 89.923 | 0.000 | 46.06 | 10094.41 |
30 | 2009.11.13 14:00 | buy stop | 12 | 0.10 | 90.164 | 0.000 | 0.000 | ||
31 | 2009.11.16 00:00 | expiration | 12 | 0.10 | 90.164 | 0.000 | 0.000 | ||
32 | 2009.11.16 10:00 | buy stop | 13 | 0.10 | 89.963 | 0.000 | 0.000 | ||
33 | 2009.11.16 14:00 | buy stop | 14 | 0.10 | 89.982 | 0.000 | 0.000 | ||
34 | 2009.11.16 23:59 | expiration | 13 | 0.10 | 89.963 | 0.000 | 0.000 | ||
35 | 2009.11.16 23:59 | expiration | 14 | 0.10 | 89.982 | 0.000 | 0.000 | ||
36 | 2009.11.17 10:00 | buy stop | 15 | 0.10 | 90.306 | 0.000 | 0.000 | ||
37 | 2009.11.17 23:59 | expiration | 15 | 0.10 | 90.306 | 0.000 | 0.000 | ||
38 | 2009.11.18 10:00 | buy stop | 16 | 0.10 | 90.320 | 0.000 | 0.000 | ||
39 | 2009.11.18 14:00 | buy stop | 17 | 0.10 | 89.857 | 0.000 | 0.000 | ||
40 | 2009.11.18 14:00 | sell stop | 18 | 0.10 | 88.970 | 0.000 | 0.000 | ||
41 | 2009.11.18 23:59 | expiration | 16 | 0.10 | 90.320 | 0.000 | 0.000 | ||
42 | 2009.11.18 23:59 | expiration | 17 | 0.10 | 89.857 | 0.000 | 0.000 | ||
43 | 2009.11.18 23:59 | expiration | 18 | 0.10 | 88.970 | 0.000 | 0.000 | ||
44 | 2009.11.19 10:00 | buy stop | 19 | 0.10 | 89.680 | 0.000 | 0.000 | ||
45 | 2009.11.19 14:00 | buy stop | 20 | 0.10 | 89.350 | 0.000 | 0.000 | ||
46 | 2009.11.19 23:59 | expiration | 19 | 0.10 | 89.680 | 0.000 | 0.000 | ||
47 | 2009.11.19 23:59 | expiration | 20 | 0.10 | 89.350 | 0.000 | 0.000 | ||
48 | 2009.11.20 10:00 | buy stop | 21 | 0.10 | 89.160 | 0.000 | 0.000 | ||
49 | 2009.11.20 14:00 | sell stop | 22 | 0.10 | 88.820 | 0.000 | 0.000 | ||
50 | 2009.11.23 00:00 | expiration | 21 | 0.10 | 89.160 | 0.000 | 0.000 | ||
51 | 2009.11.23 00:00 | expiration | 22 | 0.10 | 88.820 | 0.000 | 0.000 | ||
52 | 2009.11.23 10:00 | sell stop | 23 | 0.10 | 88.925 | 0.000 | 0.000 | ||
53 | 2009.11.23 10:11 | sell | 23 | 0.10 | 88.925 | 0.000 | 0.000 | ||
54 | 2009.11.23 11:00 | modify | 23 | 0.10 | 88.925 | 88.965 | 0.000 | ||
55 | 2009.11.23 14:00 | buy stop | 24 | 0.10 | 89.080 | 0.000 | 0.000 | ||
56 | 2009.11.23 16:08 | s/l | 23 | 0.10 | 88.965 | 88.965 | 0.000 | -4.50 | 10089.91 |
57 | 2009.11.23 17:33 | buy | 24 | 0.10 | 89.080 | 0.000 | 0.000 | ||
58 | 2009.11.23 18:00 | modify | 24 | 0.10 | 89.080 | 89.040 | 0.000 | ||
59 | 2009.11.23 20:52 | s/l | 24 | 0.10 | 89.040 | 89.040 | 0.000 | -4.49 | 10085.42 |
60 | 2009.11.24 10:00 | buy stop | 25 | 0.10 | 89.160 | 0.000 | 0.000 | ||
61 | 2009.11.24 14:00 | buy stop | 26 | 0.10 | 89.150 | 0.000 | 0.000 | ||
62 | 2009.11.25 00:00 | expiration | 25 | 0.10 | 89.160 | 0.000 | 0.000 | ||
63 | 2009.11.25 00:00 | expiration | 26 | 0.10 | 89.150 | 0.000 | 0.000 | ||
64 | 2009.11.25 10:00 | buy stop | 27 | 0.10 | 89.056 | 0.000 | 0.000 | ||
65 | 2009.11.25 14:00 | buy stop | 28 | 0.10 | 88.965 | 0.000 | 0.000 | ||
66 | 2009.11.25 23:59 | expiration | 27 | 0.10 | 89.056 | 0.000 | 0.000 | ||
67 | 2009.11.25 23:59 | expiration | 28 | 0.10 | 88.965 | 0.000 | 0.000 | ||
68 | 2009.11.26 10:00 | buy stop | 29 | 0.10 | 88.967 | 0.000 | 0.000 | ||
69 | 2009.11.26 14:00 | buy stop | 30 | 0.10 | 89.186 | 0.000 | 0.000 | ||
70 | 2009.11.26 23:59 | expiration | 29 | 0.10 | 88.967 | 0.000 | 0.000 | ||
71 | 2009.11.26 23:59 | expiration | 30 | 0.10 | 89.186 | 0.000 | 0.000 | ||
72 | 2009.11.27 10:00 | buy stop | 31 | 0.10 | 88.400 | 0.000 | 0.000 | ||
73 | 2009.11.27 14:00 | buy stop | 32 | 0.10 | 86.617 | 0.000 | 0.000 | ||
74 | 2009.11.27 14:03 | buy | 32 | 0.10 | 86.617 | 0.000 | 0.000 | ||
75 | 2009.11.27 16:00 | modify | 32 | 0.10 | 86.617 | 86.577 | 0.000 | ||
76 | 2009.11.27 21:44 | s/l | 32 | 0.10 | 86.577 | 86.577 | 0.000 | -4.62 | 10080.80 |