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 | a="KEY PARAMETERS OF THE ADVISER"; TimeFrame=30; b="Maximum quantity of warrants=20"; MaxOrd_1=50; c="Stoploss, for a scalping mode =0"; StopLoss=0; d="TakeProfit, for a scalping mode=0"; TakeProfit=0; e="StartLots of EA =0,01"; StartLots=0.01; f="Lot increment value=0,01"; LotsIncrementValue=0.01; g="The permission to lot auto detection"; AutoLot=true; h="the percentage of risk as% of deposit amount"; Risk=10; j="Profit at which the pack of warrants will be closed=0"; MInProfit=5; k="Pause between opening of warrants in minutes=10"; MinTradePause=10; per=9; l="Traling step for single order=5"; TralStep=5; m="Equity traling step=5"; EqvTralStep=5; TradeOfTime=true; StartTradeHour=20; EndTradeHour=8; ShowComment=true; MargineVarning=true; | ||||
Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
Mismatched charts errors | 113 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -9450.29 | Gross profit | 2812.53 | Gross loss | -12262.83 |
Profit factor | 0.23 | Expected payoff | -315.01 | ||
Absolute drawdown | 9450.29 | Maximal drawdown | 11605.61 (95.48%) | Relative drawdown | 95.48% (11605.61) |
Total trades | 30 | Short positions (won %) | 28 (57.14%) | Long positions (won %) | 2 (0.00%) |
Profit trades (% of total) | 16 (53.33%) | Loss trades (% of total) | 14 (46.67%) | ||
Largest | profit trade | 391.97 | loss trade | -1149.05 | |
Average | profit trade | 175.78 | loss trade | -875.92 | |
Maximum | consecutive wins (profit in money) | 11 (1378.36) | consecutive losses (loss in money) | 13 (-11886.72) | |
Maximal | consecutive profit (count of wins) | 1434.17 (5) | consecutive loss (count of losses) | -11886.72 (13) | |
Average | consecutive wins | 8 | consecutive losses | 7 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 02:00 | buy | 1 | 1.00 | 90.473 | 0.000 | 0.000 | ||
2 | 2009.11.03 02:30 | sell | 2 | 0.96 | 90.323 | 0.000 | 0.000 | ||
3 | 2009.11.03 03:00 | sell | 3 | 0.96 | 90.366 | 0.000 | 0.000 | ||
4 | 2009.11.03 03:30 | sell | 4 | 0.97 | 90.297 | 0.000 | 0.000 | ||
5 | 2009.11.03 04:00 | sell | 5 | 0.97 | 90.325 | 0.000 | 0.000 | ||
6 | 2009.11.03 04:30 | sell | 6 | 0.97 | 90.260 | 0.000 | 0.000 | ||
7 | 2009.11.03 05:00 | sell | 7 | 0.97 | 90.281 | 0.000 | 0.000 | ||
8 | 2009.11.03 05:30 | sell | 8 | 0.97 | 90.235 | 0.000 | 0.000 | ||
9 | 2009.11.03 06:00 | sell | 9 | 0.97 | 90.186 | 0.000 | 0.000 | ||
10 | 2009.11.03 06:30 | sell | 10 | 0.97 | 90.208 | 0.000 | 0.000 | ||
11 | 2009.11.03 07:00 | sell | 11 | 0.97 | 90.268 | 0.000 | 0.000 | ||
12 | 2009.11.03 07:30 | sell | 12 | 0.97 | 90.230 | 0.000 | 0.000 | ||
13 | 2009.11.03 08:17 | close | 12 | 0.97 | 90.154 | 0.000 | 0.000 | 81.77 | 10081.77 |
14 | 2009.11.03 08:17 | close | 11 | 0.97 | 90.154 | 0.000 | 0.000 | 122.66 | 10204.43 |
15 | 2009.11.03 08:17 | close | 10 | 0.97 | 90.154 | 0.000 | 0.000 | 58.10 | 10262.53 |
16 | 2009.11.03 08:17 | close | 9 | 0.97 | 90.154 | 0.000 | 0.000 | 34.43 | 10296.96 |
17 | 2009.11.03 08:17 | close | 8 | 0.97 | 90.154 | 0.000 | 0.000 | 87.15 | 10384.11 |
18 | 2009.11.03 08:17 | close | 7 | 0.97 | 90.154 | 0.000 | 0.000 | 136.64 | 10520.75 |
19 | 2009.11.03 08:17 | close | 6 | 0.97 | 90.154 | 0.000 | 0.000 | 114.05 | 10634.80 |
20 | 2009.11.03 08:17 | close | 5 | 0.97 | 90.154 | 0.000 | 0.000 | 183.99 | 10818.79 |
21 | 2009.11.03 08:17 | close | 4 | 0.97 | 90.154 | 0.000 | 0.000 | 153.86 | 10972.65 |
22 | 2009.11.03 08:17 | close | 3 | 0.96 | 90.154 | 0.000 | 0.000 | 225.75 | 11198.40 |
23 | 2009.11.03 08:17 | close | 2 | 0.96 | 90.154 | 0.000 | 0.000 | 179.96 | 11378.36 |
24 | 2009.11.03 08:17 | close | 1 | 1.00 | 90.134 | 0.000 | 0.000 | -376.11 | 11002.25 |
25 | 2009.11.03 20:00 | buy | 13 | 1.10 | 90.350 | 0.000 | 0.000 | ||
26 | 2009.11.03 20:30 | sell | 14 | 1.07 | 90.308 | 0.000 | 0.000 | ||
27 | 2009.11.03 22:00 | sell | 15 | 1.07 | 90.340 | 0.000 | 0.000 | ||
28 | 2009.11.04 00:30 | sell | 16 | 1.08 | 90.352 | 0.000 | 0.000 | ||
29 | 2009.11.04 01:00 | sell | 17 | 1.08 | 90.425 | 0.000 | 0.000 | ||
30 | 2009.11.04 01:30 | sell | 18 | 1.08 | 90.267 | 0.000 | 0.000 | ||
31 | 2009.11.04 01:54 | close | 18 | 1.08 | 90.098 | 0.000 | 0.000 | 202.58 | 11204.83 |
32 | 2009.11.04 01:54 | close | 17 | 1.08 | 90.098 | 0.000 | 0.000 | 391.97 | 11596.80 |
33 | 2009.11.04 01:54 | close | 16 | 1.08 | 90.098 | 0.000 | 0.000 | 304.47 | 11901.27 |
34 | 2009.11.04 01:54 | close | 15 | 1.07 | 90.098 | 0.000 | 0.000 | 286.58 | 12187.85 |
35 | 2009.11.04 01:54 | close | 14 | 1.07 | 90.098 | 0.000 | 0.000 | 248.58 | 12436.42 |
36 | 2009.11.04 01:54 | close | 13 | 1.10 | 90.078 | 0.000 | 0.000 | -331.80 | 12104.63 |
37 | 2009.11.04 02:00 | sell | 19 | 1.21 | 90.119 | 0.000 | 0.000 | ||
38 | 2009.11.04 02:30 | sell | 20 | 1.18 | 90.180 | 0.000 | 0.000 | ||
39 | 2009.11.04 03:00 | sell | 21 | 1.14 | 90.197 | 0.000 | 0.000 | ||
40 | 2009.11.04 03:30 | sell | 22 | 1.18 | 90.172 | 0.000 | 0.000 | ||
41 | 2009.11.04 04:00 | sell | 23 | 1.18 | 90.230 | 0.000 | 0.000 | ||
42 | 2009.11.04 04:30 | sell | 24 | 1.18 | 90.248 | 0.000 | 0.000 | ||
43 | 2009.11.04 05:00 | sell | 25 | 1.18 | 90.248 | 0.000 | 0.000 | ||
44 | 2009.11.04 05:30 | sell | 26 | 1.18 | 90.227 | 0.000 | 0.000 | ||
45 | 2009.11.04 06:00 | sell | 27 | 1.18 | 90.226 | 0.000 | 0.000 | ||
46 | 2009.11.04 06:30 | sell | 28 | 1.18 | 90.289 | 0.000 | 0.000 | ||
47 | 2009.11.04 07:00 | sell | 29 | 1.18 | 90.360 | 0.000 | 0.000 | ||
48 | 2009.11.04 07:30 | sell | 30 | 1.18 | 90.386 | 0.000 | 0.000 | ||
49 | 2009.11.04 11:30 | close at stop | 30 | 1.18 | 90.983 | 0.000 | 0.000 | -774.28 | 11330.35 |
50 | 2009.11.04 11:30 | close at stop | 29 | 1.18 | 90.983 | 0.000 | 0.000 | -808.00 | 10522.35 |
51 | 2009.11.04 11:30 | close at stop | 28 | 1.18 | 90.983 | 0.000 | 0.000 | -900.08 | 9622.27 |
52 | 2009.11.04 11:30 | close at stop | 27 | 1.18 | 90.983 | 0.000 | 0.000 | -981.79 | 8640.48 |
53 | 2009.11.04 11:30 | close at stop | 26 | 1.18 | 90.983 | 0.000 | 0.000 | -980.49 | 7659.99 |
54 | 2009.11.04 11:30 | close at stop | 25 | 1.18 | 90.983 | 0.000 | 0.000 | -953.26 | 6706.73 |
55 | 2009.11.04 11:30 | close at stop | 24 | 1.18 | 90.983 | 0.000 | 0.000 | -953.26 | 5753.47 |
56 | 2009.11.04 11:30 | close at stop | 23 | 1.18 | 90.983 | 0.000 | 0.000 | -976.60 | 4776.87 |
57 | 2009.11.04 11:30 | close at stop | 22 | 1.18 | 90.983 | 0.000 | 0.000 | -1051.82 | 3725.05 |
58 | 2009.11.04 11:30 | close at stop | 21 | 1.14 | 90.983 | 0.000 | 0.000 | -984.84 | 2740.21 |
59 | 2009.11.04 11:30 | close at stop | 20 | 1.18 | 90.983 | 0.000 | 0.000 | -1041.45 | 1698.76 |
60 | 2009.11.04 11:30 | close at stop | 19 | 1.21 | 90.983 | 0.000 | 0.000 | -1149.05 | 549.71 |