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 | TakeProfit=100; TakeProfit2=36; Stoploss=82; Lots=0.1; TrailingStop=30; per=18; per2=8; chas=2; totalt=1000; mm=0; risk=10; | ||||
Bars in test | 551 | Ticks modelled | 11401 | Modelling quality | n/a |
Mismatched charts errors | 4 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 81.85 | Gross profit | 150.60 | Gross loss | -68.75 |
Profit factor | 2.19 | Expected payoff | 2.21 | ||
Absolute drawdown | 10.63 | Maximal drawdown | 43.17 (0.43%) | Relative drawdown | 0.43% (43.17) |
Total trades | 37 | Short positions (won %) | 17 (82.35%) | Long positions (won %) | 20 (85.00%) |
Profit trades (% of total) | 31 (83.78%) | Loss trades (% of total) | 6 (16.22%) | ||
Largest | profit trade | 10.78 | loss trade | -11.68 | |
Average | profit trade | 4.86 | loss trade | -11.46 | |
Maximum | consecutive wins (profit in money) | 14 (71.80) | consecutive losses (loss in money) | 3 (-33.92) | |
Maximal | consecutive profit (count of wins) | 71.80 (14) | consecutive loss (count of losses) | -33.92 (3) | |
Average | consecutive wins | 8 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 21:00 | buy | 1 | 0.10 | 90.340 | 90.238 | 90.440 | ||
2 | 2009.11.03 21:02 | buy | 2 | 0.10 | 90.296 | 90.194 | 90.396 | ||
3 | 2009.11.03 21:20 | close | 2 | 0.10 | 90.340 | 90.194 | 90.396 | 4.87 | 10004.87 |
4 | 2009.11.04 00:40 | modify | 1 | 0.10 | 90.340 | 90.344 | 90.440 | ||
5 | 2009.11.04 00:45 | close | 1 | 0.10 | 90.402 | 90.344 | 90.440 | 6.93 | 10011.80 |
6 | 2009.11.04 21:00 | sell | 3 | 0.10 | 90.798 | 90.900 | 90.698 | ||
7 | 2009.11.04 21:02 | sell | 4 | 0.10 | 90.807 | 90.909 | 90.707 | ||
8 | 2009.11.04 21:15 | modify | 3 | 0.10 | 90.798 | 90.794 | 90.698 | ||
9 | 2009.11.04 21:17 | modify | 4 | 0.10 | 90.807 | 90.805 | 90.707 | ||
10 | 2009.11.04 21:20 | close | 3 | 0.10 | 90.722 | 90.794 | 90.698 | 8.38 | 10020.18 |
11 | 2009.11.04 21:22 | close | 4 | 0.10 | 90.743 | 90.805 | 90.707 | 7.05 | 10027.23 |
12 | 2009.11.05 21:00 | sell | 5 | 0.10 | 90.773 | 90.875 | 90.673 | ||
13 | 2009.11.05 21:02 | sell | 6 | 0.10 | 90.781 | 90.883 | 90.681 | ||
14 | 2009.11.05 21:20 | modify | 5 | 0.10 | 90.773 | 90.768 | 90.673 | ||
15 | 2009.11.05 21:22 | modify | 6 | 0.10 | 90.781 | 90.781 | 90.681 | ||
16 | 2009.11.05 21:25 | close | 6 | 0.10 | 90.744 | 90.781 | 90.681 | 4.08 | 10031.31 |
17 | 2009.11.05 21:27 | s/l | 5 | 0.10 | 90.768 | 90.768 | 90.673 | 0.55 | 10031.86 |
18 | 2009.11.06 21:00 | sell | 7 | 0.10 | 89.964 | 90.066 | 89.864 | ||
19 | 2009.11.06 21:02 | sell | 8 | 0.10 | 89.983 | 90.085 | 89.883 | ||
20 | 2009.11.06 21:15 | close | 8 | 0.10 | 89.940 | 90.085 | 89.883 | 4.78 | 10036.64 |
21 | 2009.11.06 21:20 | close | 7 | 0.10 | 89.898 | 90.066 | 89.864 | 7.34 | 10043.98 |
22 | 2009.11.09 21:00 | buy | 9 | 0.10 | 89.996 | 89.894 | 90.096 | ||
23 | 2009.11.09 21:02 | buy | 10 | 0.10 | 89.999 | 89.897 | 90.099 | ||
24 | 2009.11.09 21:20 | close | 9 | 0.10 | 90.040 | 89.894 | 90.096 | 4.89 | 10048.87 |
25 | 2009.11.09 21:25 | modify | 10 | 0.10 | 89.999 | 90.004 | 90.099 | ||
26 | 2009.11.09 21:40 | s/l | 10 | 0.10 | 90.004 | 90.004 | 90.099 | 0.55 | 10049.42 |
27 | 2009.11.10 21:00 | buy | 11 | 0.10 | 89.768 | 89.666 | 89.868 | ||
28 | 2009.11.10 21:02 | buy | 12 | 0.10 | 89.775 | 89.673 | 89.875 | ||
29 | 2009.11.10 21:15 | close | 11 | 0.10 | 89.817 | 89.666 | 89.868 | 5.46 | 10054.88 |
30 | 2009.11.10 21:17 | modify | 12 | 0.10 | 89.775 | 89.778 | 89.875 | ||
31 | 2009.11.10 21:20 | close | 12 | 0.10 | 89.844 | 89.778 | 89.875 | 7.68 | 10062.56 |
32 | 2009.11.11 21:00 | buy | 13 | 0.10 | 89.835 | 89.733 | 89.935 | ||
33 | 2009.11.11 21:02 | buy | 14 | 0.10 | 89.842 | 89.740 | 89.942 | ||
34 | 2009.11.11 23:00 | close | 13 | 0.10 | 89.880 | 89.733 | 89.935 | 5.01 | 10067.57 |
35 | 2009.11.11 23:50 | close | 14 | 0.10 | 89.880 | 89.740 | 89.942 | 4.23 | 10071.80 |
36 | 2009.11.12 21:00 | sell | 15 | 0.10 | 90.326 | 90.428 | 90.226 | ||
37 | 2009.11.12 21:02 | sell | 16 | 0.10 | 90.311 | 90.413 | 90.211 | ||
38 | 2009.11.12 21:20 | s/l | 15 | 0.10 | 90.428 | 90.428 | 90.226 | -11.28 | 10060.52 |
39 | 2009.11.12 21:20 | s/l | 16 | 0.10 | 90.413 | 90.413 | 90.211 | -11.27 | 10049.25 |
40 | 2009.11.13 21:00 | sell | 17 | 0.10 | 89.655 | 89.757 | 89.555 | ||
41 | 2009.11.13 21:02 | sell | 18 | 0.10 | 89.622 | 89.724 | 89.522 | ||
42 | 2009.11.13 22:20 | s/l | 18 | 0.10 | 89.724 | 89.724 | 89.522 | -11.37 | 10037.88 |
43 | 2009.11.16 00:00 | close | 17 | 0.10 | 89.576 | 89.757 | 89.555 | 8.69 | 10046.56 |
44 | 2009.11.16 21:00 | buy | 19 | 0.10 | 88.975 | 88.873 | 89.075 | ||
45 | 2009.11.16 21:02 | buy | 20 | 0.10 | 88.970 | 88.868 | 89.070 | ||
46 | 2009.11.16 21:10 | close | 19 | 0.10 | 89.016 | 88.873 | 89.075 | 4.61 | 10051.17 |
47 | 2009.11.16 21:12 | modify | 20 | 0.10 | 88.970 | 88.970 | 89.070 | ||
48 | 2009.11.16 21:15 | close | 20 | 0.10 | 89.066 | 88.970 | 89.070 | 10.78 | 10061.95 |
49 | 2009.11.17 21:00 | sell | 21 | 0.10 | 89.280 | 89.382 | 89.180 | ||
50 | 2009.11.17 21:02 | sell | 22 | 0.10 | 89.314 | 89.416 | 89.214 | ||
51 | 2009.11.17 21:32 | close | 22 | 0.10 | 89.272 | 89.416 | 89.214 | 4.70 | 10066.65 |
52 | 2009.11.17 23:07 | close | 21 | 0.10 | 89.239 | 89.382 | 89.180 | 4.59 | 10071.24 |
53 | 2009.11.18 21:00 | sell | 23 | 0.10 | 89.465 | 89.567 | 89.365 | ||
54 | 2009.11.18 21:20 | close | 23 | 0.10 | 89.428 | 89.567 | 89.365 | 4.14 | 10075.38 |
55 | 2009.11.19 21:00 | buy | 24 | 0.10 | 89.005 | 88.903 | 89.105 | ||
56 | 2009.11.19 21:02 | buy | 25 | 0.10 | 88.991 | 88.889 | 89.091 | ||
57 | 2009.11.19 21:20 | close | 25 | 0.10 | 89.030 | 88.889 | 89.091 | 4.38 | 10079.76 |
58 | 2009.11.19 21:45 | close | 24 | 0.10 | 89.041 | 88.903 | 89.105 | 4.04 | 10083.80 |
59 | 2009.11.20 21:00 | sell | 26 | 0.10 | 88.950 | 89.052 | 88.850 | ||
60 | 2009.11.20 21:02 | sell | 27 | 0.10 | 88.948 | 89.050 | 88.848 | ||
61 | 2009.11.20 22:16 | modify | 26 | 0.10 | 88.950 | 88.945 | 88.850 | ||
62 | 2009.11.20 22:26 | s/l | 26 | 0.10 | 88.945 | 88.945 | 88.850 | 0.56 | 10084.36 |
63 | 2009.11.20 22:40 | close | 27 | 0.10 | 88.897 | 89.050 | 88.848 | 5.74 | 10090.10 |
64 | 2009.11.23 21:00 | buy | 28 | 0.10 | 89.011 | 88.909 | 89.111 | ||
65 | 2009.11.23 21:03 | buy | 29 | 0.10 | 89.032 | 88.930 | 89.132 | ||
66 | 2009.11.23 23:02 | s/l | 29 | 0.10 | 88.930 | 88.930 | 89.132 | -11.47 | 10078.63 |
67 | 2009.11.23 23:50 | close | 28 | 0.10 | 89.051 | 88.909 | 89.111 | 4.49 | 10083.12 |
68 | 2009.11.24 21:00 | buy | 30 | 0.10 | 88.538 | 88.436 | 88.638 | ||
69 | 2009.11.24 21:02 | buy | 31 | 0.10 | 88.535 | 88.433 | 88.635 | ||
70 | 2009.11.24 21:20 | close | 30 | 0.10 | 88.577 | 88.436 | 88.638 | 4.40 | 10087.52 |
71 | 2009.11.24 21:22 | modify | 31 | 0.10 | 88.535 | 88.535 | 88.635 | ||
72 | 2009.11.24 21:25 | close | 31 | 0.10 | 88.571 | 88.535 | 88.635 | 4.06 | 10091.58 |
73 | 2009.11.25 21:00 | buy | 32 | 0.10 | 87.420 | 87.318 | 87.520 | ||
74 | 2009.11.25 21:03 | buy | 33 | 0.10 | 87.425 | 87.323 | 87.525 | ||
75 | 2009.11.25 21:50 | s/l | 32 | 0.10 | 87.318 | 87.318 | 87.520 | -11.68 | 10079.90 |
76 | 2009.11.25 21:50 | s/l | 33 | 0.10 | 87.323 | 87.323 | 87.525 | -11.68 | 10068.22 |
77 | 2009.11.26 21:00 | buy | 34 | 0.10 | 86.500 | 86.398 | 86.600 | ||
78 | 2009.11.26 21:02 | buy | 35 | 0.10 | 86.482 | 86.380 | 86.582 | ||
79 | 2009.11.26 21:15 | modify | 35 | 0.10 | 86.482 | 86.485 | 86.582 | ||
80 | 2009.11.26 21:20 | close | 34 | 0.10 | 86.538 | 86.398 | 86.600 | 4.39 | 10072.61 |
81 | 2009.11.26 21:22 | close | 35 | 0.10 | 86.523 | 86.485 | 86.582 | 4.74 | 10077.35 |
82 | 2009.11.27 21:00 | sell | 36 | 0.10 | 86.718 | 86.820 | 86.618 | ||
83 | 2009.11.27 21:02 | sell | 37 | 0.10 | 86.719 | 86.821 | 86.619 | ||
84 | 2009.11.27 21:20 | close | 36 | 0.10 | 86.681 | 86.820 | 86.618 | 4.27 | 10081.62 |
85 | 2009.11.27 21:25 | modify | 37 | 0.10 | 86.719 | 86.717 | 86.619 | ||
86 | 2009.11.27 21:32 | s/l | 37 | 0.10 | 86.717 | 86.717 | 86.619 | 0.23 | 10081.85 |