Strategy Tester Report
AlpariUK-Demo (Build 225)
Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
Period | 1 Hour (H1) 2009.11.03 02:00 - 2009.11.30 00:00 (2009.11.01 - 2009.11.30) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | Lots=0.1; MaximumRisk=0.5; TakeProfit=2000; TrailingStop=0; Stoploss=70; risk=2; sm0="--Trading Hours Filter--"; sm1=" Times are Broker Chart times"; sm2="UseTradingHours - Enter 0 for false, 1 for true"; UseTradingHours=0; sm3="Trade Session 1 - Enter 0 for false, 1 for true"; TradeSession1=1; Session1Start=2200; Session1Stop=100; sm4="Trade Session 2 - Enter 0 for false, 1 for true"; TradeSession2=1; Session2Start=400; Session2Stop=600; sm5="Trade Session 3 - Enter 0 for false, 1 for true"; TradeSession3=0; Session3Start=700; Session3Stop=900; sm6="Trade Session 4 - Enter 0 for false, 1 for true"; TradeSession4=0; Session4Start=1330; Session4Stop=1500; sm7="Trade Session 5 - Enter 0 for false, 1 for true"; TradeSession5=0; Session5Start=1700; Session5Stop=1900; hd="""; useDelay=1; useDelayAfterWin=1; MinutesToDelay=180; | ||||
Bars in test | 551 | Ticks modelled | 11401 | Modelling quality | n/a |
Mismatched charts errors | 4 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -1276.96 | Gross profit | 3175.82 | Gross loss | -4452.78 |
Profit factor | 0.71 | Expected payoff | -20.93 | ||
Absolute drawdown | 3678.82 | Maximal drawdown | 3701.83 (36.93%) | Relative drawdown | 36.93% (3701.83) |
Total trades | 61 | Short positions (won %) | 34 (11.76%) | Long positions (won %) | 27 (0.00%) |
Profit trades (% of total) | 4 (6.56%) | Loss trades (% of total) | 57 (93.44%) | ||
Largest | profit trade | 2295.71 | loss trade | -80.93 | |
Average | profit trade | 793.96 | loss trade | -78.12 | |
Maximum | consecutive wins (profit in money) | 1 (2295.71) | consecutive losses (loss in money) | 36 (-2796.86) | |
Maximal | consecutive profit (count of wins) | 2295.71 (1) | consecutive loss (count of losses) | -2796.86 (36) | |
Average | consecutive wins | 1 | consecutive losses | 11 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 02:00 | buy | 1 | 1.00 | 90.473 | 90.403 | 92.473 | ||
2 | 2009.11.03 02:03 | s/l | 1 | 1.00 | 90.403 | 90.403 | 92.473 | -77.45 | 9922.55 |
3 | 2009.11.03 06:00 | sell | 2 | 1.00 | 90.186 | 90.256 | 88.186 | ||
4 | 2009.11.03 06:15 | s/l | 2 | 1.00 | 90.256 | 90.256 | 88.186 | -77.54 | 9845.01 |
5 | 2009.11.03 09:15 | sell | 3 | 1.00 | 90.050 | 90.120 | 88.050 | ||
6 | 2009.11.03 11:40 | s/l | 3 | 1.00 | 90.120 | 90.120 | 88.050 | -77.65 | 9767.36 |
7 | 2009.11.03 14:50 | sell | 4 | 1.00 | 90.143 | 90.213 | 88.143 | ||
8 | 2009.11.03 15:03 | s/l | 4 | 1.00 | 90.213 | 90.213 | 88.143 | -77.54 | 9689.82 |
9 | 2009.11.03 18:50 | buy | 5 | 1.00 | 90.358 | 90.288 | 92.358 | ||
10 | 2009.11.03 19:26 | s/l | 5 | 1.00 | 90.288 | 90.288 | 92.358 | -77.55 | 9612.27 |
11 | 2009.11.04 00:20 | buy | 6 | 1.00 | 90.379 | 90.309 | 92.379 | ||
12 | 2009.11.04 01:20 | s/l | 6 | 1.00 | 90.309 | 90.309 | 92.379 | -77.56 | 9534.71 |
13 | 2009.11.04 04:22 | sell | 7 | 1.00 | 90.255 | 90.325 | 88.255 | ||
14 | 2009.11.04 06:40 | s/l | 7 | 1.00 | 90.325 | 90.325 | 88.255 | -77.48 | 9457.23 |
15 | 2009.11.04 09:40 | buy | 8 | 1.00 | 90.792 | 90.722 | 92.792 | ||
16 | 2009.11.04 09:59 | s/l | 8 | 1.00 | 90.722 | 90.722 | 92.792 | -77.20 | 9380.03 |
17 | 2009.11.04 12:59 | buy | 9 | 1.00 | 90.854 | 90.784 | 92.854 | ||
18 | 2009.11.04 14:50 | s/l | 9 | 1.00 | 90.784 | 90.784 | 92.854 | -77.11 | 9302.92 |
19 | 2009.11.04 17:50 | buy | 10 | 1.00 | 90.988 | 90.918 | 92.988 | ||
20 | 2009.11.04 18:15 | s/l | 10 | 1.00 | 90.918 | 90.918 | 92.988 | -77.02 | 9225.90 |
21 | 2009.11.05 02:00 | sell | 11 | 1.00 | 90.563 | 90.633 | 88.563 | ||
22 | 2009.11.05 15:02 | s/l | 11 | 1.00 | 90.633 | 90.633 | 88.563 | -77.23 | 9148.67 |
23 | 2009.11.05 19:00 | buy | 12 | 1.00 | 90.599 | 90.529 | 92.599 | ||
24 | 2009.11.06 07:20 | s/l | 12 | 1.00 | 90.529 | 90.529 | 92.599 | -76.90 | 9071.77 |
25 | 2009.11.06 10:20 | sell | 13 | 1.00 | 90.477 | 90.547 | 88.477 | ||
26 | 2009.11.06 10:50 | s/l | 13 | 1.00 | 90.547 | 90.547 | 88.477 | -77.31 | 8994.46 |
27 | 2009.11.06 14:00 | buy | 14 | 1.00 | 90.693 | 90.623 | 92.693 | ||
28 | 2009.11.06 14:13 | s/l | 14 | 1.00 | 90.623 | 90.623 | 92.693 | -77.25 | 8917.21 |
29 | 2009.11.06 17:15 | sell | 15 | 1.00 | 89.767 | 89.837 | 87.767 | ||
30 | 2009.11.06 17:30 | s/l | 15 | 1.00 | 89.837 | 89.837 | 87.767 | -77.92 | 8839.29 |
31 | 2009.11.06 20:30 | sell | 16 | 1.00 | 89.821 | 89.891 | 87.821 | ||
32 | 2009.11.06 20:40 | s/l | 16 | 1.00 | 89.891 | 89.891 | 87.821 | -77.86 | 8761.43 |
33 | 2009.11.09 00:00 | sell | 17 | 1.00 | 89.814 | 89.884 | 87.814 | ||
34 | 2009.11.09 00:45 | s/l | 17 | 1.00 | 89.884 | 89.884 | 87.814 | -77.85 | 8683.58 |
35 | 2009.11.09 05:00 | buy | 18 | 1.00 | 90.194 | 90.124 | 92.194 | ||
36 | 2009.11.09 05:10 | s/l | 18 | 1.00 | 90.124 | 90.124 | 92.194 | -77.68 | 8605.90 |
37 | 2009.11.09 12:00 | sell | 19 | 1.00 | 89.877 | 89.947 | 87.877 | ||
38 | 2009.11.09 13:15 | s/l | 19 | 1.00 | 89.947 | 89.947 | 87.877 | -77.82 | 8528.08 |
39 | 2009.11.09 16:15 | sell | 20 | 1.00 | 89.788 | 89.858 | 87.788 | ||
40 | 2009.11.09 16:50 | s/l | 20 | 1.00 | 89.858 | 89.858 | 87.788 | -77.89 | 8450.19 |
41 | 2009.11.10 01:00 | sell | 21 | 1.00 | 89.852 | 89.922 | 87.852 | ||
42 | 2009.11.10 01:15 | s/l | 21 | 1.00 | 89.922 | 89.922 | 87.852 | -77.83 | 8372.36 |
43 | 2009.11.10 05:00 | sell | 22 | 1.00 | 89.899 | 89.969 | 87.899 | ||
44 | 2009.11.10 05:20 | s/l | 22 | 1.00 | 89.969 | 89.969 | 87.899 | -77.80 | 8294.56 |
45 | 2009.11.10 08:20 | sell | 23 | 1.00 | 89.901 | 89.971 | 87.901 | ||
46 | 2009.11.10 11:20 | s/l | 23 | 1.00 | 89.971 | 89.971 | 87.901 | -77.75 | 8216.81 |
47 | 2009.11.10 16:00 | sell | 24 | 1.00 | 89.830 | 89.900 | 87.830 | ||
48 | 2009.11.11 08:15 | s/l | 24 | 1.00 | 89.900 | 89.900 | 87.830 | -80.18 | 8136.63 |
49 | 2009.11.11 11:15 | buy | 25 | 1.00 | 89.972 | 89.902 | 91.972 | ||
50 | 2009.11.11 11:45 | s/l | 25 | 1.00 | 89.902 | 89.902 | 91.972 | -77.88 | 8058.75 |
51 | 2009.11.11 15:50 | buy | 26 | 1.00 | 89.926 | 89.856 | 91.926 | ||
52 | 2009.11.11 16:15 | s/l | 26 | 1.00 | 89.856 | 89.856 | 91.926 | -77.91 | 7980.84 |
53 | 2009.11.11 22:00 | sell | 27 | 1.00 | 89.805 | 89.875 | 87.805 | ||
54 | 2009.11.11 22:20 | s/l | 27 | 1.00 | 89.875 | 89.875 | 87.805 | -77.89 | 7902.95 |
55 | 2009.11.12 01:27 | buy | 28 | 1.00 | 89.915 | 89.845 | 91.915 | ||
56 | 2009.11.12 01:50 | s/l | 28 | 1.00 | 89.845 | 89.845 | 91.915 | -77.92 | 7825.03 |
57 | 2009.11.12 05:00 | sell | 29 | 1.00 | 89.740 | 89.810 | 87.740 | ||
58 | 2009.11.12 05:45 | s/l | 29 | 1.00 | 89.810 | 89.810 | 87.740 | -77.94 | 7747.09 |
59 | 2009.11.12 09:00 | sell | 30 | 1.00 | 89.795 | 89.865 | 87.795 | ||
60 | 2009.11.12 13:15 | s/l | 30 | 1.00 | 89.865 | 89.865 | 87.795 | -77.89 | 7669.20 |
61 | 2009.11.12 16:15 | buy | 31 | 1.00 | 90.435 | 90.365 | 92.435 | ||
62 | 2009.11.12 17:26 | s/l | 31 | 1.00 | 90.365 | 90.365 | 92.435 | -77.47 | 7591.73 |
63 | 2009.11.12 20:27 | buy | 32 | 1.00 | 90.430 | 90.360 | 92.430 | ||
64 | 2009.11.12 20:45 | s/l | 32 | 1.00 | 90.360 | 90.360 | 92.430 | -77.47 | 7514.26 |
65 | 2009.11.12 23:45 | buy | 33 | 1.00 | 90.387 | 90.317 | 92.387 | ||
66 | 2009.11.13 00:40 | s/l | 33 | 1.00 | 90.317 | 90.317 | 92.387 | -77.07 | 7437.19 |
67 | 2009.11.13 11:00 | sell | 34 | 1.00 | 89.782 | 89.852 | 87.782 | ||
68 | 2009.11.13 11:32 | s/l | 34 | 1.00 | 89.852 | 89.852 | 87.782 | -77.88 | 7359.31 |
69 | 2009.11.13 14:33 | sell | 35 | 1.00 | 89.627 | 89.697 | 87.627 | ||
70 | 2009.11.13 15:15 | s/l | 35 | 1.00 | 89.697 | 89.697 | 87.627 | -78.02 | 7281.29 |
71 | 2009.11.13 18:15 | sell | 36 | 1.00 | 89.502 | 89.572 | 87.502 | ||
72 | 2009.11.13 18:33 | s/l | 36 | 1.00 | 89.572 | 89.572 | 87.502 | -78.15 | 7203.14 |
73 | 2009.11.13 21:35 | sell | 37 | 1.00 | 89.684 | 89.754 | 87.684 | ||
74 | 2009.11.17 14:00 | close | 37 | 1.00 | 89.285 | 89.754 | 87.684 | 442.26 | 7645.40 |
75 | 2009.11.17 17:00 | buy | 38 | 1.00 | 89.410 | 89.340 | 91.410 | ||
76 | 2009.11.17 17:07 | s/l | 38 | 1.00 | 89.340 | 89.340 | 91.410 | -78.35 | 7567.05 |
77 | 2009.11.17 22:15 | buy | 39 | 1.00 | 89.345 | 89.275 | 91.345 | ||
78 | 2009.11.17 22:45 | s/l | 39 | 1.00 | 89.275 | 89.275 | 91.345 | -78.42 | 7488.63 |
79 | 2009.11.18 06:00 | sell | 40 | 1.00 | 89.180 | 89.250 | 87.180 | ||
80 | 2009.11.18 14:50 | s/l | 40 | 1.00 | 89.250 | 89.250 | 87.180 | -78.42 | 7410.21 |
81 | 2009.11.18 17:50 | buy | 41 | 1.00 | 89.445 | 89.375 | 91.445 | ||
82 | 2009.11.18 17:57 | s/l | 41 | 1.00 | 89.375 | 89.375 | 91.445 | -78.32 | 7331.89 |
83 | 2009.11.18 20:59 | buy | 42 | 1.00 | 89.480 | 89.410 | 91.480 | ||
84 | 2009.11.18 21:20 | s/l | 42 | 1.00 | 89.410 | 89.410 | 91.480 | -78.29 | 7253.60 |
85 | 2009.11.19 00:20 | buy | 43 | 1.00 | 89.400 | 89.330 | 91.400 | ||
86 | 2009.11.19 00:30 | s/l | 43 | 1.00 | 89.330 | 89.330 | 91.400 | -78.36 | 7175.24 |
87 | 2009.11.19 04:00 | sell | 44 | 1.00 | 89.185 | 89.255 | 87.185 | ||
88 | 2009.11.19 22:00 | close | 44 | 1.00 | 89.075 | 89.255 | 87.185 | 123.49 | 7298.73 |
89 | 2009.11.20 02:00 | buy | 45 | 1.00 | 89.035 | 88.965 | 91.035 | ||
90 | 2009.11.20 02:20 | s/l | 45 | 1.00 | 88.965 | 88.965 | 91.035 | -78.71 | 7220.02 |
91 | 2009.11.20 05:20 | sell | 46 | 1.00 | 88.860 | 88.930 | 86.860 | ||
92 | 2009.11.20 05:27 | s/l | 46 | 1.00 | 88.930 | 88.930 | 86.860 | -78.71 | 7141.31 |
93 | 2009.11.20 08:27 | sell | 47 | 1.00 | 88.865 | 88.935 | 86.865 | ||
94 | 2009.11.20 09:46 | s/l | 47 | 1.00 | 88.935 | 88.935 | 86.865 | -78.70 | 7062.61 |
95 | 2009.11.20 12:47 | sell | 48 | 1.00 | 88.872 | 88.942 | 86.872 | ||
96 | 2009.11.20 13:10 | s/l | 48 | 1.00 | 88.942 | 88.942 | 86.872 | -78.68 | 6983.93 |
97 | 2009.11.20 16:10 | buy | 49 | 1.00 | 89.068 | 88.998 | 91.068 | ||
98 | 2009.11.20 16:20 | s/l | 49 | 1.00 | 88.998 | 88.998 | 91.068 | -78.69 | 6905.24 |
99 | 2009.11.20 21:15 | buy | 50 | 1.00 | 89.025 | 88.955 | 91.025 | ||
100 | 2009.11.20 22:10 | s/l | 50 | 1.00 | 88.955 | 88.955 | 91.025 | -78.71 | 6826.53 |
101 | 2009.11.23 01:00 | sell | 51 | 1.00 | 88.868 | 88.938 | 86.868 | ||
102 | 2009.11.23 01:02 | s/l | 51 | 1.00 | 88.938 | 88.938 | 86.868 | -78.69 | 6747.84 |
103 | 2009.11.23 04:15 | sell | 52 | 1.00 | 88.913 | 88.983 | 86.913 | ||
104 | 2009.11.23 09:50 | s/l | 52 | 1.00 | 88.983 | 88.983 | 86.913 | -78.64 | 6669.20 |
105 | 2009.11.23 12:50 | sell | 53 | 1.00 | 88.846 | 88.916 | 86.846 | ||
106 | 2009.11.23 16:10 | s/l | 53 | 1.00 | 88.916 | 88.916 | 86.846 | -78.72 | 6590.48 |
107 | 2009.11.23 19:10 | buy | 54 | 1.00 | 89.118 | 89.048 | 91.118 | ||
108 | 2009.11.23 20:45 | s/l | 54 | 1.00 | 89.048 | 89.048 | 91.118 | -78.63 | 6511.85 |
109 | 2009.11.23 23:50 | buy | 55 | 1.00 | 89.071 | 89.001 | 91.071 | ||
110 | 2009.11.24 00:35 | s/l | 55 | 1.00 | 89.001 | 89.001 | 91.071 | -78.22 | 6433.63 |
111 | 2009.11.24 03:36 | sell | 56 | 1.00 | 88.881 | 88.951 | 86.881 | ||
112 | 2009.11.24 03:46 | s/l | 56 | 1.00 | 88.951 | 88.951 | 86.881 | -78.68 | 6354.95 |
113 | 2009.11.24 06:47 | sell | 57 | 1.00 | 88.815 | 88.885 | 86.815 | ||
114 | 2009.11.26 04:40 | t/p | 57 | 1.00 | 86.815 | 88.885 | 86.815 | 2295.71 | 8650.66 |
115 | 2009.11.26 07:40 | sell | 58 | 1.00 | 86.838 | 86.908 | 84.838 | ||
116 | 2009.11.26 07:45 | s/l | 58 | 1.00 | 86.908 | 86.908 | 84.838 | -80.50 | 8570.16 |
117 | 2009.11.26 10:45 | sell | 59 | 1.00 | 86.799 | 86.869 | 84.799 | ||
118 | 2009.11.27 11:00 | close | 59 | 1.00 | 86.525 | 86.869 | 84.799 | 314.36 | 8884.52 |
119 | 2009.11.27 14:10 | buy | 60 | 1.00 | 86.584 | 86.514 | 88.584 | ||
120 | 2009.11.27 14:50 | s/l | 60 | 1.00 | 86.514 | 86.514 | 88.584 | -80.93 | 8803.59 |
121 | 2009.11.27 17:50 | buy | 61 | 1.00 | 86.971 | 86.901 | 88.971 | ||
122 | 2009.11.27 17:57 | s/l | 61 | 1.00 | 86.901 | 86.901 | 88.971 | -80.55 | 8723.04 |