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; Spread=4; ClsOnlUnprTX=1; AtMarketIfPendingImpossible=1; TrailingStop=0; TakeProfit=0; InitialStopLoss=0; | ||||
| Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
| Mismatched charts errors | 113 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -9934.58 | Gross profit | 4175.18 | Gross loss | -14109.76 |
| Profit factor | 0.30 | Expected payoff | -397.38 | ||
| Absolute drawdown | 9934.58 | Maximal drawdown | 11362.33 (99.43%) | Relative drawdown | 99.43% (11362.33) |
| Total trades | 25 | Short positions (won %) | 19 (100.00%) | Long positions (won %) | 6 (66.67%) |
| Profit trades (% of total) | 23 (92.00%) | Loss trades (% of total) | 2 (8.00%) | ||
| Largest | profit trade | 711.66 | loss trade | -7280.48 | |
| Average | profit trade | 181.53 | loss trade | -7054.88 | |
| Maximum | consecutive wins (profit in money) | 23 (4175.18) | consecutive losses (loss in money) | 2 (-14109.76) | |
| Maximal | consecutive profit (count of wins) | 4175.18 (23) | consecutive loss (count of losses) | -14109.76 (2) | |
| Average | consecutive wins | 23 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.03 10:00 | buy stop | 1 | 1.00 | 90.273 | 0.000 | 0.000 | ||
| 2 | 2009.11.03 10:00 | sell stop | 2 | 1.00 | 89.865 | 0.000 | 0.000 | ||
| 3 | 2009.11.03 13:32 | buy | 1 | 1.00 | 90.273 | 0.000 | 0.000 | ||
| 4 | 2009.11.03 14:00 | buy stop | 3 | 1.00 | 90.280 | 0.000 | 0.000 | ||
| 5 | 2009.11.03 14:00 | sell stop | 4 | 1.00 | 89.908 | 0.000 | 0.000 | ||
| 6 | 2009.11.03 14:02 | buy | 3 | 1.00 | 90.280 | 0.000 | 0.000 | ||
| 7 | 2009.11.03 23:59 | expiration | 2 | 1.00 | 89.865 | 0.000 | 0.000 | ||
| 8 | 2009.11.03 23:59 | expiration | 4 | 1.00 | 89.908 | 0.000 | 0.000 | ||
| 9 | 2009.11.04 00:00 | close | 3 | 1.00 | 90.328 | 0.000 | 0.000 | 53.47 | 10053.47 |
| 10 | 2009.11.04 00:00 | close | 1 | 1.00 | 90.328 | 0.000 | 0.000 | 61.22 | 10114.69 |
| 11 | 2009.11.04 10:00 | buy stop | 5 | 1.00 | 90.820 | 0.000 | 0.000 | ||
| 12 | 2009.11.04 10:00 | sell stop | 6 | 1.00 | 90.311 | 0.000 | 0.000 | ||
| 13 | 2009.11.04 10:41 | buy | 5 | 1.00 | 90.820 | 0.000 | 0.000 | ||
| 14 | 2009.11.04 14:00 | buy stop | 7 | 1.00 | 91.042 | 0.000 | 0.000 | ||
| 15 | 2009.11.04 14:00 | sell stop | 8 | 1.00 | 90.740 | 0.000 | 0.000 | ||
| 16 | 2009.11.04 15:08 | sell | 8 | 1.00 | 90.740 | 0.000 | 0.000 | ||
| 17 | 2009.11.04 20:15 | buy | 7 | 1.00 | 91.042 | 0.000 | 0.000 | ||
| 18 | 2009.11.04 23:59 | expiration | 6 | 1.00 | 90.311 | 0.000 | 0.000 | ||
| 19 | 2009.11.05 00:00 | close | 5 | 1.00 | 90.844 | 0.000 | 0.000 | 27.41 | 10142.10 |
| 20 | 2009.11.05 01:00 | close | 8 | 1.00 | 90.708 | 0.000 | 0.000 | 32.97 | 10175.07 |
| 21 | 2009.11.05 10:00 | buy stop | 9 | 1.00 | 90.493 | 0.000 | 0.000 | ||
| 22 | 2009.11.05 14:00 | sell stop | 10 | 1.00 | 90.114 | 0.000 | 0.000 | ||
| 23 | 2009.11.05 14:32 | buy | 9 | 1.00 | 90.493 | 0.000 | 0.000 | ||
| 24 | 2009.11.05 23:59 | expiration | 10 | 1.00 | 90.114 | 0.000 | 0.000 | ||
| 25 | 2009.11.06 00:00 | close | 9 | 1.00 | 90.747 | 0.000 | 0.000 | 280.23 | 10455.30 |
| 26 | 2009.11.06 10:00 | buy stop | 11 | 1.00 | 90.658 | 0.000 | 0.000 | ||
| 27 | 2009.11.06 10:00 | sell stop | 12 | 1.00 | 90.404 | 0.000 | 0.000 | ||
| 28 | 2009.11.06 12:17 | buy | 11 | 1.00 | 90.658 | 0.000 | 0.000 | ||
| 29 | 2009.11.06 14:00 | sell stop | 13 | 1.00 | 90.474 | 0.000 | 0.000 | ||
| 30 | 2009.11.06 14:28 | sell | 13 | 1.00 | 90.474 | 0.000 | 0.000 | ||
| 31 | 2009.11.06 14:28 | sell | 12 | 1.00 | 90.404 | 0.000 | 0.000 | ||
| 32 | 2009.11.09 00:00 | close | 13 | 1.00 | 89.834 | 0.000 | 0.000 | 711.66 | 11166.96 |
| 33 | 2009.11.09 00:00 | close | 12 | 1.00 | 89.834 | 0.000 | 0.000 | 633.73 | 11800.69 |
| 34 | 2009.11.09 10:00 | sell stop | 14 | 1.00 | 89.990 | 0.000 | 0.000 | ||
| 35 | 2009.11.09 11:00 | sell | 14 | 1.00 | 89.990 | 0.000 | 0.000 | ||
| 36 | 2009.11.09 14:00 | sell stop | 15 | 1.00 | 89.815 | 0.000 | 0.000 | ||
| 37 | 2009.11.09 14:32 | sell | 15 | 1.00 | 89.815 | 0.000 | 0.000 | ||
| 38 | 2009.11.10 00:00 | close | 14 | 1.00 | 89.984 | 0.000 | 0.000 | 5.90 | 11806.59 |
| 39 | 2009.11.10 07:00 | close | 15 | 1.00 | 89.786 | 0.000 | 0.000 | 31.53 | 11838.12 |
| 40 | 2009.11.10 10:00 | sell stop | 16 | 1.00 | 89.680 | 0.000 | 0.000 | ||
| 41 | 2009.11.10 14:00 | sell stop | 17 | 1.00 | 89.755 | 0.000 | 0.000 | ||
| 42 | 2009.11.10 14:52 | sell | 17 | 1.00 | 89.755 | 0.000 | 0.000 | ||
| 43 | 2009.11.10 23:59 | expiration | 16 | 1.00 | 89.680 | 0.000 | 0.000 | ||
| 44 | 2009.11.11 01:00 | close | 17 | 1.00 | 89.706 | 0.000 | 0.000 | 53.85 | 11891.97 |
| 45 | 2009.11.11 10:00 | sell stop | 18 | 1.00 | 89.550 | 0.000 | 0.000 | ||
| 46 | 2009.11.11 14:00 | sell stop | 19 | 1.00 | 89.811 | 0.000 | 0.000 | ||
| 47 | 2009.11.11 14:06 | sell | 19 | 1.00 | 89.811 | 0.000 | 0.000 | ||
| 48 | 2009.11.11 23:59 | expiration | 18 | 1.00 | 89.550 | 0.000 | 0.000 | ||
| 49 | 2009.11.12 03:00 | close | 19 | 1.00 | 89.735 | 0.000 | 0.000 | 82.38 | 11974.35 |
| 50 | 2009.11.12 10:00 | sell stop | 20 | 1.00 | 89.630 | 0.000 | 0.000 | ||
| 51 | 2009.11.12 14:00 | sell stop | 21 | 1.00 | 89.706 | 0.000 | 0.000 | ||
| 52 | 2009.11.12 23:59 | expiration | 20 | 1.00 | 89.630 | 0.000 | 0.000 | ||
| 53 | 2009.11.12 23:59 | expiration | 21 | 1.00 | 89.706 | 0.000 | 0.000 | ||
| 54 | 2009.11.13 10:00 | sell stop | 22 | 1.00 | 90.115 | 0.000 | 0.000 | ||
| 55 | 2009.11.13 10:02 | sell | 22 | 1.00 | 90.115 | 0.000 | 0.000 | ||
| 56 | 2009.11.13 14:00 | sell stop | 23 | 1.00 | 89.687 | 0.000 | 0.000 | ||
| 57 | 2009.11.13 14:30 | sell | 23 | 1.00 | 89.687 | 0.000 | 0.000 | ||
| 58 | 2009.11.16 00:00 | close | 23 | 1.00 | 89.576 | 0.000 | 0.000 | 123.15 | 12097.50 |
| 59 | 2009.11.16 00:00 | close | 22 | 1.00 | 89.576 | 0.000 | 0.000 | 600.95 | 12698.45 |
| 60 | 2009.11.16 10:00 | sell stop | 24 | 1.00 | 89.410 | 0.000 | 0.000 | ||
| 61 | 2009.11.16 11:01 | sell | 24 | 1.00 | 89.410 | 0.000 | 0.000 | ||
| 62 | 2009.11.16 14:00 | sell stop | 25 | 1.00 | 89.353 | 0.000 | 0.000 | ||
| 63 | 2009.11.16 16:13 | sell | 25 | 1.00 | 89.353 | 0.000 | 0.000 | ||
| 64 | 2009.11.17 00:00 | close | 25 | 1.00 | 89.142 | 0.000 | 0.000 | 235.93 | 12934.38 |
| 65 | 2009.11.17 00:00 | close | 24 | 1.00 | 89.142 | 0.000 | 0.000 | 299.87 | 13234.25 |
| 66 | 2009.11.17 10:00 | sell stop | 26 | 1.00 | 88.720 | 0.000 | 0.000 | ||
| 67 | 2009.11.17 14:00 | sell stop | 27 | 1.00 | 88.930 | 0.000 | 0.000 | ||
| 68 | 2009.11.17 23:59 | expiration | 26 | 1.00 | 88.720 | 0.000 | 0.000 | ||
| 69 | 2009.11.17 23:59 | expiration | 27 | 1.00 | 88.930 | 0.000 | 0.000 | ||
| 70 | 2009.11.18 10:00 | sell stop | 28 | 1.00 | 89.050 | 0.000 | 0.000 | ||
| 71 | 2009.11.18 10:53 | sell | 28 | 1.00 | 89.050 | 0.000 | 0.000 | ||
| 72 | 2009.11.18 14:00 | sell stop | 29 | 1.00 | 89.000 | 0.000 | 0.000 | ||
| 73 | 2009.11.18 23:59 | expiration | 29 | 1.00 | 89.000 | 0.000 | 0.000 | ||
| 74 | 2009.11.19 09:00 | close | 28 | 1.00 | 88.926 | 0.000 | 0.000 | 137.13 | 13371.38 |
| 75 | 2009.11.19 10:00 | sell stop | 30 | 1.00 | 88.820 | 0.000 | 0.000 | ||
| 76 | 2009.11.19 13:24 | sell | 30 | 1.00 | 88.820 | 0.000 | 0.000 | ||
| 77 | 2009.11.19 14:00 | sell stop | 31 | 1.00 | 88.780 | 0.000 | 0.000 | ||
| 78 | 2009.11.19 14:32 | sell | 31 | 1.00 | 88.780 | 0.000 | 0.000 | ||
| 79 | 2009.11.20 08:00 | close | 30 | 1.00 | 88.785 | 0.000 | 0.000 | 38.65 | 13410.03 |
| 80 | 2009.11.20 10:00 | sell stop | 32 | 1.00 | 88.667 | 0.000 | 0.000 | ||
| 81 | 2009.11.23 00:00 | expiration | 32 | 1.00 | 88.667 | 0.000 | 0.000 | ||
| 82 | 2009.11.23 09:00 | close | 31 | 1.00 | 88.717 | 0.000 | 0.000 | 69.47 | 13479.50 |
| 83 | 2009.11.23 10:00 | sell stop | 33 | 1.00 | 88.559 | 0.000 | 0.000 | ||
| 84 | 2009.11.23 14:00 | sell stop | 34 | 1.00 | 88.800 | 0.000 | 0.000 | ||
| 85 | 2009.11.23 14:37 | sell | 34 | 1.00 | 88.800 | 0.000 | 0.000 | ||
| 86 | 2009.11.23 23:59 | expiration | 33 | 1.00 | 88.559 | 0.000 | 0.000 | ||
| 87 | 2009.11.24 08:00 | close | 34 | 1.00 | 88.703 | 0.000 | 0.000 | 108.58 | 13588.08 |
| 88 | 2009.11.24 10:00 | sell stop | 35 | 1.00 | 88.544 | 0.000 | 0.000 | ||
| 89 | 2009.11.24 14:02 | sell | 35 | 1.00 | 88.544 | 0.000 | 0.000 | ||
| 90 | 2009.11.25 00:00 | close | 35 | 1.00 | 88.526 | 0.000 | 0.000 | 19.56 | 13607.64 |
| 91 | 2009.11.25 14:00 | sell stop | 36 | 1.00 | 87.550 | 0.000 | 0.000 | ||
| 92 | 2009.11.25 14:15 | sell | 36 | 1.00 | 87.550 | 0.000 | 0.000 | ||
| 93 | 2009.11.26 00:00 | close | 36 | 1.00 | 87.341 | 0.000 | 0.000 | 236.98 | 13844.62 |
| 94 | 2009.11.26 10:00 | sell stop | 37 | 1.00 | 86.549 | 0.000 | 0.000 | ||
| 95 | 2009.11.26 14:00 | sell stop | 38 | 1.00 | 86.576 | 0.000 | 0.000 | ||
| 96 | 2009.11.26 16:15 | sell | 38 | 1.00 | 86.576 | 0.000 | 0.000 | ||
| 97 | 2009.11.26 16:59 | sell | 37 | 1.00 | 86.549 | 0.000 | 0.000 | ||
| 98 | 2009.11.27 00:00 | close | 38 | 1.00 | 86.419 | 0.000 | 0.000 | 180.90 | 14025.52 |
| 99 | 2009.11.27 00:00 | close | 37 | 1.00 | 86.419 | 0.000 | 0.000 | 149.66 | 14175.18 |
| 100 | 2009.11.27 00:43 | close at stop | 11 | 1.00 | 84.857 | 0.000 | 0.000 | -6829.28 | 7345.90 |
| 101 | 2009.11.27 00:43 | close at stop | 7 | 1.00 | 84.857 | 0.000 | 0.000 | -7280.48 | 65.42 |