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 | 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; hd0="""; hd1="""; hd2="""; useDelay=1; useDelayAfterWin=1; MinutesToDelay=180; | ||||
Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
Mismatched charts errors | 113 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -1624.22 | Gross profit | 3166.23 | Gross loss | -4790.45 |
Profit factor | 0.66 | Expected payoff | -24.99 | ||
Absolute drawdown | 3108.45 | Maximal drawdown | 3503.08 (33.70%) | Relative drawdown | 33.70% (3503.08) |
Total trades | 65 | Short positions (won %) | 41 (7.32%) | Long positions (won %) | 24 (4.17%) |
Profit trades (% of total) | 4 (6.15%) | Loss trades (% of total) | 61 (93.85%) | ||
Largest | profit trade | 2300.67 | loss trade | -81.29 | |
Average | profit trade | 791.56 | loss trade | -78.53 | |
Maximum | consecutive wins (profit in money) | 1 (2300.67) | consecutive losses (loss in money) | 26 (-2021.42) | |
Maximal | consecutive profit (count of wins) | 2300.67 (1) | consecutive loss (count of losses) | -2021.42 (26) | |
Average | consecutive wins | 1 | consecutive losses | 12 |
# | 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 02:00 | s/l | 1 | 1.00 | 90.403 | 90.403 | 92.473 | -77.43 | 9922.57 |
3 | 2009.11.03 06:00 | sell | 2 | 1.00 | 90.186 | 90.256 | 88.186 | ||
4 | 2009.11.03 06:08 | s/l | 2 | 1.00 | 90.256 | 90.256 | 88.186 | -77.56 | 9845.01 |
5 | 2009.11.03 09:08 | sell | 3 | 1.00 | 90.112 | 90.182 | 88.112 | ||
6 | 2009.11.03 11:42 | s/l | 3 | 1.00 | 90.182 | 90.182 | 88.112 | -77.62 | 9767.39 |
7 | 2009.11.03 14:47 | sell | 4 | 1.00 | 90.145 | 90.215 | 88.145 | ||
8 | 2009.11.03 14:52 | s/l | 4 | 1.00 | 90.215 | 90.215 | 88.145 | -77.59 | 9689.80 |
9 | 2009.11.03 17:57 | buy | 5 | 1.00 | 90.334 | 90.264 | 92.334 | ||
10 | 2009.11.03 18:26 | s/l | 5 | 1.00 | 90.264 | 90.264 | 92.334 | -77.55 | 9612.25 |
11 | 2009.11.03 21:31 | buy | 6 | 1.00 | 90.366 | 90.296 | 92.366 | ||
12 | 2009.11.03 22:35 | s/l | 6 | 1.00 | 90.296 | 90.296 | 92.366 | -77.52 | 9534.73 |
13 | 2009.11.04 03:00 | sell | 7 | 1.00 | 90.197 | 90.267 | 88.197 | ||
14 | 2009.11.04 03:58 | s/l | 7 | 1.00 | 90.267 | 90.267 | 88.197 | -77.55 | 9457.18 |
15 | 2009.11.04 08:00 | buy | 8 | 1.00 | 90.456 | 90.386 | 92.456 | ||
16 | 2009.11.04 23:00 | close | 8 | 1.00 | 90.714 | 90.386 | 92.456 | 284.41 | 9741.59 |
17 | 2009.11.05 02:00 | sell | 9 | 1.00 | 90.563 | 90.633 | 88.563 | ||
18 | 2009.11.05 15:02 | s/l | 9 | 1.00 | 90.633 | 90.633 | 88.563 | -77.23 | 9664.36 |
19 | 2009.11.05 19:00 | buy | 10 | 1.00 | 90.599 | 90.529 | 92.599 | ||
20 | 2009.11.06 07:13 | s/l | 10 | 1.00 | 90.529 | 90.529 | 92.599 | -77.00 | 9587.36 |
21 | 2009.11.06 10:13 | sell | 11 | 1.00 | 90.488 | 90.558 | 88.488 | ||
22 | 2009.11.06 11:14 | s/l | 11 | 1.00 | 90.558 | 90.558 | 88.488 | -77.30 | 9510.06 |
23 | 2009.11.06 14:14 | buy | 12 | 1.00 | 90.698 | 90.628 | 92.698 | ||
24 | 2009.11.06 14:26 | s/l | 12 | 1.00 | 90.628 | 90.628 | 92.698 | -77.24 | 9432.82 |
25 | 2009.11.06 17:26 | sell | 13 | 1.00 | 89.774 | 89.844 | 87.774 | ||
26 | 2009.11.06 17:27 | s/l | 13 | 1.00 | 89.844 | 89.844 | 87.774 | -77.91 | 9354.91 |
27 | 2009.11.06 20:27 | sell | 14 | 1.00 | 89.832 | 89.902 | 87.832 | ||
28 | 2009.11.06 20:38 | s/l | 14 | 1.00 | 89.902 | 89.902 | 87.832 | -77.86 | 9277.05 |
29 | 2009.11.09 00:00 | sell | 15 | 1.00 | 89.814 | 89.884 | 87.814 | ||
30 | 2009.11.09 00:40 | s/l | 15 | 1.00 | 89.884 | 89.884 | 87.814 | -77.88 | 9199.17 |
31 | 2009.11.09 05:00 | buy | 16 | 1.00 | 90.194 | 90.124 | 92.194 | ||
32 | 2009.11.09 05:03 | s/l | 16 | 1.00 | 90.124 | 90.124 | 92.194 | -77.67 | 9121.50 |
33 | 2009.11.09 12:00 | sell | 17 | 1.00 | 89.877 | 89.947 | 87.877 | ||
34 | 2009.11.09 13:08 | s/l | 17 | 1.00 | 89.947 | 89.947 | 87.877 | -77.82 | 9043.68 |
35 | 2009.11.09 16:08 | sell | 18 | 1.00 | 89.846 | 89.916 | 87.846 | ||
36 | 2009.11.09 17:17 | s/l | 18 | 1.00 | 89.916 | 89.916 | 87.846 | -77.85 | 8965.83 |
37 | 2009.11.10 01:00 | sell | 19 | 1.00 | 89.852 | 89.922 | 87.852 | ||
38 | 2009.11.10 01:03 | s/l | 19 | 1.00 | 89.922 | 89.922 | 87.852 | -77.85 | 8887.98 |
39 | 2009.11.10 05:00 | sell | 20 | 1.00 | 89.899 | 89.969 | 87.899 | ||
40 | 2009.11.10 05:19 | s/l | 20 | 1.00 | 89.969 | 89.969 | 87.899 | -77.80 | 8810.18 |
41 | 2009.11.10 08:19 | sell | 21 | 1.00 | 89.862 | 89.932 | 87.862 | ||
42 | 2009.11.10 11:11 | s/l | 21 | 1.00 | 89.932 | 89.932 | 87.862 | -77.84 | 8732.34 |
43 | 2009.11.10 16:00 | sell | 22 | 1.00 | 89.830 | 89.900 | 87.830 | ||
44 | 2009.11.11 08:13 | s/l | 22 | 1.00 | 89.900 | 89.900 | 87.830 | -78.63 | 8653.71 |
45 | 2009.11.11 11:13 | buy | 23 | 1.00 | 89.953 | 89.883 | 91.953 | ||
46 | 2009.11.11 11:32 | s/l | 23 | 1.00 | 89.883 | 89.883 | 91.953 | -77.88 | 8575.83 |
47 | 2009.11.11 15:48 | buy | 24 | 1.00 | 89.924 | 89.854 | 91.924 | ||
48 | 2009.11.11 16:07 | s/l | 24 | 1.00 | 89.854 | 89.854 | 91.924 | -77.90 | 8497.93 |
49 | 2009.11.11 22:00 | sell | 25 | 1.00 | 89.805 | 89.875 | 87.805 | ||
50 | 2009.11.11 22:23 | s/l | 25 | 1.00 | 89.875 | 89.875 | 87.805 | -77.89 | 8420.04 |
51 | 2009.11.12 01:24 | buy | 26 | 1.00 | 89.915 | 89.845 | 91.915 | ||
52 | 2009.11.12 01:33 | s/l | 26 | 1.00 | 89.845 | 89.845 | 91.915 | -77.91 | 8342.13 |
53 | 2009.11.12 05:00 | sell | 27 | 1.00 | 89.740 | 89.810 | 87.740 | ||
54 | 2009.11.12 05:37 | s/l | 27 | 1.00 | 89.810 | 89.810 | 87.740 | -77.94 | 8264.19 |
55 | 2009.11.12 09:00 | sell | 28 | 1.00 | 89.795 | 89.865 | 87.795 | ||
56 | 2009.11.12 13:27 | s/l | 28 | 1.00 | 89.865 | 89.865 | 87.795 | -77.89 | 8186.30 |
57 | 2009.11.12 16:27 | buy | 29 | 1.00 | 90.461 | 90.391 | 92.461 | ||
58 | 2009.11.12 17:28 | s/l | 29 | 1.00 | 90.391 | 90.391 | 92.461 | -77.44 | 8108.86 |
59 | 2009.11.12 20:28 | buy | 30 | 1.00 | 90.415 | 90.345 | 92.415 | ||
60 | 2009.11.12 20:56 | s/l | 30 | 1.00 | 90.345 | 90.345 | 92.415 | -77.48 | 8031.38 |
61 | 2009.11.12 23:56 | buy | 31 | 1.00 | 90.395 | 90.325 | 92.395 | ||
62 | 2009.11.13 00:32 | s/l | 31 | 1.00 | 90.325 | 90.325 | 92.395 | -77.17 | 7954.21 |
63 | 2009.11.13 11:00 | sell | 32 | 1.00 | 89.782 | 89.852 | 87.782 | ||
64 | 2009.11.13 11:47 | s/l | 32 | 1.00 | 89.852 | 89.852 | 87.782 | -77.91 | 7876.30 |
65 | 2009.11.13 14:47 | sell | 33 | 1.00 | 89.680 | 89.750 | 87.680 | ||
66 | 2009.11.13 15:03 | s/l | 33 | 1.00 | 89.750 | 89.750 | 87.680 | -78.00 | 7798.30 |
67 | 2009.11.13 18:03 | sell | 34 | 1.00 | 89.514 | 89.584 | 87.514 | ||
68 | 2009.11.13 18:32 | s/l | 34 | 1.00 | 89.584 | 89.584 | 87.514 | -78.13 | 7720.17 |
69 | 2009.11.13 21:32 | sell | 35 | 1.00 | 89.695 | 89.765 | 87.695 | ||
70 | 2009.11.17 14:00 | close | 35 | 1.00 | 89.285 | 89.765 | 87.695 | 457.66 | 8177.83 |
71 | 2009.11.17 17:00 | buy | 36 | 1.00 | 89.410 | 89.340 | 91.410 | ||
72 | 2009.11.17 17:26 | s/l | 36 | 1.00 | 89.340 | 89.340 | 91.410 | -78.35 | 8099.48 |
73 | 2009.11.17 22:17 | buy | 37 | 1.00 | 89.339 | 89.269 | 91.339 | ||
74 | 2009.11.17 22:33 | s/l | 37 | 1.00 | 89.269 | 89.269 | 91.339 | -78.41 | 8021.07 |
75 | 2009.11.18 06:00 | sell | 38 | 1.00 | 89.180 | 89.250 | 87.180 | ||
76 | 2009.11.18 14:33 | s/l | 38 | 1.00 | 89.250 | 89.250 | 87.180 | -78.43 | 7942.64 |
77 | 2009.11.18 17:33 | buy | 39 | 1.00 | 89.365 | 89.295 | 91.365 | ||
78 | 2009.11.18 22:57 | s/l | 39 | 1.00 | 89.295 | 89.295 | 91.365 | -78.39 | 7864.25 |
79 | 2009.11.19 04:00 | sell | 40 | 1.00 | 89.185 | 89.255 | 87.185 | ||
80 | 2009.11.19 22:00 | close | 40 | 1.00 | 89.075 | 89.255 | 87.185 | 123.49 | 7987.74 |
81 | 2009.11.20 02:00 | buy | 41 | 1.00 | 89.035 | 88.965 | 91.035 | ||
82 | 2009.11.20 02:02 | s/l | 41 | 1.00 | 88.965 | 88.965 | 91.035 | -78.68 | 7909.06 |
83 | 2009.11.20 05:02 | sell | 42 | 1.00 | 88.900 | 88.970 | 86.900 | ||
84 | 2009.11.20 05:35 | s/l | 42 | 1.00 | 88.970 | 88.970 | 86.900 | -78.68 | 7830.38 |
85 | 2009.11.20 08:35 | sell | 43 | 1.00 | 88.820 | 88.890 | 86.820 | ||
86 | 2009.11.20 09:41 | s/l | 43 | 1.00 | 88.890 | 88.890 | 86.820 | -78.75 | 7751.63 |
87 | 2009.11.20 12:41 | sell | 44 | 1.00 | 88.843 | 88.913 | 86.843 | ||
88 | 2009.11.20 12:58 | s/l | 44 | 1.00 | 88.913 | 88.913 | 86.843 | -78.73 | 7672.90 |
89 | 2009.11.20 15:58 | buy | 45 | 1.00 | 89.060 | 88.990 | 91.060 | ||
90 | 2009.11.20 16:13 | s/l | 45 | 1.00 | 88.990 | 88.990 | 91.060 | -78.66 | 7594.24 |
91 | 2009.11.20 21:13 | buy | 46 | 1.00 | 89.020 | 88.950 | 91.020 | ||
92 | 2009.11.20 22:10 | s/l | 46 | 1.00 | 88.950 | 88.950 | 91.020 | -78.70 | 7515.54 |
93 | 2009.11.23 01:00 | sell | 47 | 1.00 | 88.868 | 88.938 | 86.868 | ||
94 | 2009.11.23 01:03 | s/l | 47 | 1.00 | 88.938 | 88.938 | 86.868 | -78.71 | 7436.83 |
95 | 2009.11.23 04:03 | sell | 48 | 1.00 | 88.904 | 88.974 | 86.904 | ||
96 | 2009.11.23 04:11 | s/l | 48 | 1.00 | 88.974 | 88.974 | 86.904 | -78.68 | 7358.15 |
97 | 2009.11.23 07:11 | sell | 49 | 1.00 | 88.815 | 88.885 | 86.815 | ||
98 | 2009.11.23 09:23 | s/l | 49 | 1.00 | 88.885 | 88.885 | 86.815 | -78.75 | 7279.40 |
99 | 2009.11.23 12:23 | sell | 50 | 1.00 | 88.860 | 88.930 | 86.860 | ||
100 | 2009.11.23 16:00 | s/l | 50 | 1.00 | 88.930 | 88.930 | 86.860 | -78.72 | 7200.68 |
101 | 2009.11.23 19:00 | buy | 51 | 1.00 | 89.127 | 89.057 | 91.127 | ||
102 | 2009.11.23 19:28 | s/l | 51 | 1.00 | 89.057 | 89.057 | 91.127 | -78.61 | 7122.07 |
103 | 2009.11.23 23:30 | buy | 52 | 1.00 | 89.058 | 88.988 | 91.058 | ||
104 | 2009.11.23 23:40 | s/l | 52 | 1.00 | 88.988 | 88.988 | 91.058 | -78.67 | 7043.40 |
105 | 2009.11.24 02:40 | sell | 53 | 1.00 | 88.855 | 88.925 | 86.855 | ||
106 | 2009.11.24 03:37 | s/l | 53 | 1.00 | 88.925 | 88.925 | 86.855 | -78.72 | 6964.68 |
107 | 2009.11.24 06:37 | sell | 54 | 1.00 | 88.816 | 88.886 | 86.816 | ||
108 | 2009.11.26 04:31 | t/p | 54 | 1.00 | 86.816 | 88.886 | 86.816 | 2300.67 | 9265.35 |
109 | 2009.11.26 07:31 | sell | 55 | 1.00 | 86.724 | 86.794 | 84.724 | ||
110 | 2009.11.26 07:37 | s/l | 55 | 1.00 | 86.794 | 86.794 | 84.724 | -80.65 | 9184.70 |
111 | 2009.11.26 10:37 | sell | 56 | 1.00 | 86.765 | 86.835 | 84.765 | ||
112 | 2009.11.26 10:38 | s/l | 56 | 1.00 | 86.835 | 86.835 | 84.765 | -80.61 | 9104.09 |
113 | 2009.11.26 13:38 | sell | 57 | 1.00 | 86.666 | 86.736 | 84.666 | ||
114 | 2009.11.26 13:44 | s/l | 57 | 1.00 | 86.736 | 86.736 | 84.666 | -80.70 | 9023.39 |
115 | 2009.11.26 16:44 | sell | 58 | 1.00 | 86.595 | 86.665 | 84.595 | ||
116 | 2009.11.26 16:47 | s/l | 58 | 1.00 | 86.665 | 86.665 | 84.595 | -80.77 | 8942.62 |
117 | 2009.11.26 19:47 | sell | 59 | 1.00 | 86.471 | 86.541 | 84.471 | ||
118 | 2009.11.26 20:44 | s/l | 59 | 1.00 | 86.541 | 86.541 | 84.471 | -80.89 | 8861.73 |
119 | 2009.11.26 23:44 | sell | 60 | 1.00 | 86.321 | 86.391 | 84.321 | ||
120 | 2009.11.26 23:48 | s/l | 60 | 1.00 | 86.391 | 86.391 | 84.321 | -81.02 | 8780.71 |
121 | 2009.11.27 02:48 | sell | 61 | 1.00 | 86.044 | 86.114 | 84.044 | ||
122 | 2009.11.27 04:16 | s/l | 61 | 1.00 | 86.114 | 86.114 | 84.044 | -81.29 | 8699.42 |
123 | 2009.11.27 07:16 | sell | 62 | 1.00 | 86.149 | 86.219 | 84.149 | ||
124 | 2009.11.27 07:20 | s/l | 62 | 1.00 | 86.219 | 86.219 | 84.149 | -81.19 | 8618.23 |
125 | 2009.11.27 11:00 | buy | 63 | 1.00 | 86.525 | 86.455 | 88.525 | ||
126 | 2009.11.27 11:04 | s/l | 63 | 1.00 | 86.455 | 86.455 | 88.525 | -80.96 | 8537.27 |
127 | 2009.11.27 14:04 | buy | 64 | 1.00 | 86.561 | 86.491 | 88.561 | ||
128 | 2009.11.27 14:51 | s/l | 64 | 1.00 | 86.491 | 86.491 | 88.561 | -80.93 | 8456.34 |
129 | 2009.11.27 17:51 | buy | 65 | 1.00 | 86.964 | 86.894 | 88.964 | ||
130 | 2009.11.27 17:55 | s/l | 65 | 1.00 | 86.894 | 86.894 | 88.964 | -80.56 | 8375.78 |