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"; CG=96; MinPips=7; FullAuto=true; ha="the percentage of risk as% of deposit amount"; Risk=1; x="Permission to use the dynamic changes in the lot"; Martin=false; gb="dynamic change lot factor. if <1 it increases lot , if > 1 it is lot decreases "; MartinKoff=1; k="Trailing step on equity as% of the deposit"; EqwTralStep=0.03; í="minimum break between the opening of orders in minutes"; MinTradePause=5; m="Permission to restrict trade in time"; TradeTime=false; n="Hour start of trading"; StartTrade=19; o="Hour late trade"; EndTrade=5; p="Permission to display information in the main window"; ShowComment=true; r="switch alarm systems and security"; MargineVarning=false; ss="switch emergency return"; EmergencyReturn=false; rr="the percentage of the deposit for the emergency return"; EmergencyPersent=100; s="permission for drawing graphic elements"; SetArrow=true; t="Key closing level position without loss"; WithoutLoss=false; | ||||
Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
Mismatched charts errors | 113 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 78.24 | Gross profit | 1806.57 | Gross loss | -1728.33 |
Profit factor | 1.05 | Expected payoff | 0.94 | ||
Absolute drawdown | 213.97 | Maximal drawdown | 329.04 (3.25%) | Relative drawdown | 3.25% (329.04) |
Total trades | 83 | Short positions (won %) | 59 (91.53%) | Long positions (won %) | 24 (54.17%) |
Profit trades (% of total) | 67 (80.72%) | Loss trades (% of total) | 16 (19.28%) | ||
Largest | profit trade | 188.40 | loss trade | -354.26 | |
Average | profit trade | 26.96 | loss trade | -108.02 | |
Maximum | consecutive wins (profit in money) | 11 (177.99) | consecutive losses (loss in money) | 2 (-549.89) | |
Maximal | consecutive profit (count of wins) | 448.14 (4) | consecutive loss (count of losses) | -549.89 (2) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 02:00 | sell | 1 | 0.10 | 90.453 | 0.000 | 0.000 | ||
2 | 2009.11.03 02:02 | close | 1 | 0.10 | 90.388 | 0.000 | 0.000 | 7.19 | 10007.19 |
3 | 2009.11.03 03:00 | sell | 2 | 0.10 | 90.366 | 0.000 | 0.000 | ||
4 | 2009.11.03 03:21 | close | 2 | 0.10 | 90.302 | 0.000 | 0.000 | 7.09 | 10014.28 |
5 | 2009.11.03 04:00 | sell | 3 | 0.10 | 90.325 | 0.000 | 0.000 | ||
6 | 2009.11.03 04:28 | close | 3 | 0.10 | 90.259 | 0.000 | 0.000 | 7.31 | 10021.59 |
7 | 2009.11.03 05:00 | sell | 4 | 0.10 | 90.281 | 0.000 | 0.000 | ||
8 | 2009.11.03 05:37 | close | 4 | 0.10 | 90.217 | 0.000 | 0.000 | 7.09 | 10028.68 |
9 | 2009.11.03 06:00 | sell | 5 | 0.10 | 90.186 | 0.000 | 0.000 | ||
10 | 2009.11.03 07:00 | buy | 6 | 0.10 | 90.288 | 0.000 | 0.000 | ||
11 | 2009.11.03 09:00 | sell | 7 | 0.10 | 90.057 | 0.000 | 0.000 | ||
12 | 2009.11.03 10:00 | sell | 8 | 0.10 | 90.018 | 0.000 | 0.000 | ||
13 | 2009.11.03 10:56 | close | 5 | 0.10 | 89.932 | 0.000 | 0.000 | 28.24 | 10056.92 |
14 | 2009.11.03 10:56 | close | 6 | 0.10 | 89.912 | 0.000 | 0.000 | -41.82 | 10015.10 |
15 | 2009.11.03 10:56 | close | 7 | 0.10 | 89.932 | 0.000 | 0.000 | 13.90 | 10029.00 |
16 | 2009.11.03 10:56 | close | 8 | 0.10 | 89.932 | 0.000 | 0.000 | 9.56 | 10038.56 |
17 | 2009.11.03 11:00 | sell | 9 | 0.10 | 89.956 | 0.000 | 0.000 | ||
18 | 2009.11.03 12:00 | buy | 10 | 0.10 | 90.182 | 0.000 | 0.000 | ||
19 | 2009.11.03 16:00 | buy | 11 | 0.10 | 90.453 | 0.000 | 0.000 | ||
20 | 2009.11.04 09:00 | buy | 12 | 0.10 | 90.580 | 0.000 | 0.000 | ||
21 | 2009.11.04 09:19 | close | 9 | 0.10 | 90.682 | 0.000 | 0.000 | -80.14 | 9958.42 |
22 | 2009.11.04 09:19 | close | 10 | 0.10 | 90.662 | 0.000 | 0.000 | 52.98 | 10011.41 |
23 | 2009.11.04 09:19 | close | 11 | 0.10 | 90.662 | 0.000 | 0.000 | 23.09 | 10034.50 |
24 | 2009.11.04 09:19 | close | 12 | 0.10 | 90.662 | 0.000 | 0.000 | 9.04 | 10043.54 |
25 | 2009.11.04 10:00 | buy | 13 | 0.10 | 90.689 | 0.000 | 0.000 | ||
26 | 2009.11.04 10:36 | close | 13 | 0.10 | 90.753 | 0.000 | 0.000 | 7.05 | 10050.59 |
27 | 2009.11.04 11:00 | buy | 14 | 0.10 | 90.954 | 0.000 | 0.000 | ||
28 | 2009.11.04 11:30 | close | 14 | 0.10 | 91.019 | 0.000 | 0.000 | 7.14 | 10057.73 |
29 | 2009.11.04 12:00 | buy | 15 | 0.10 | 90.965 | 0.000 | 0.000 | ||
30 | 2009.11.04 13:00 | sell | 16 | 0.10 | 90.835 | 0.000 | 0.000 | ||
31 | 2009.11.04 14:00 | sell | 17 | 0.10 | 90.933 | 0.000 | 0.000 | ||
32 | 2009.11.04 15:00 | sell | 18 | 0.10 | 90.799 | 0.000 | 0.000 | ||
33 | 2009.11.04 15:12 | close | 15 | 0.10 | 90.749 | 0.000 | 0.000 | -23.80 | 10033.93 |
34 | 2009.11.04 15:12 | close | 16 | 0.10 | 90.769 | 0.000 | 0.000 | 7.27 | 10041.20 |
35 | 2009.11.04 15:12 | close | 17 | 0.10 | 90.769 | 0.000 | 0.000 | 18.07 | 10059.27 |
36 | 2009.11.04 15:12 | close | 18 | 0.10 | 90.769 | 0.000 | 0.000 | 3.31 | 10062.58 |
37 | 2009.11.04 16:00 | buy | 19 | 0.10 | 90.853 | 0.000 | 0.000 | ||
38 | 2009.11.04 17:00 | sell | 20 | 0.10 | 90.804 | 0.000 | 0.000 | ||
39 | 2009.11.04 18:00 | buy | 21 | 0.10 | 90.978 | 0.000 | 0.000 | ||
40 | 2009.11.04 20:16 | close | 19 | 0.10 | 91.136 | 0.000 | 0.000 | 31.05 | 10093.63 |
41 | 2009.11.04 20:16 | close | 20 | 0.10 | 91.156 | 0.000 | 0.000 | -38.62 | 10055.01 |
42 | 2009.11.04 20:16 | close | 21 | 0.10 | 91.136 | 0.000 | 0.000 | 17.34 | 10072.35 |
43 | 2009.11.04 21:00 | buy | 22 | 0.10 | 90.818 | 0.000 | 0.000 | ||
44 | 2009.11.04 22:00 | sell | 23 | 0.10 | 90.584 | 0.000 | 0.000 | ||
45 | 2009.11.05 00:00 | buy | 24 | 0.10 | 90.864 | 0.000 | 0.000 | ||
46 | 2009.11.05 02:00 | sell | 25 | 0.10 | 90.563 | 0.000 | 0.000 | ||
47 | 2009.11.05 03:00 | sell | 26 | 0.10 | 90.506 | 0.000 | 0.000 | ||
48 | 2009.11.05 04:00 | sell | 27 | 0.10 | 90.485 | 0.000 | 0.000 | ||
49 | 2009.11.05 04:30 | close | 23 | 0.10 | 90.396 | 0.000 | 0.000 | 20.57 | 10092.92 |
50 | 2009.11.05 04:30 | close | 25 | 0.10 | 90.396 | 0.000 | 0.000 | 18.47 | 10111.39 |
51 | 2009.11.05 04:30 | close | 26 | 0.10 | 90.396 | 0.000 | 0.000 | 12.17 | 10123.56 |
52 | 2009.11.05 04:30 | close | 27 | 0.10 | 90.396 | 0.000 | 0.000 | 9.85 | 10133.41 |
53 | 2009.11.05 04:30 | close | 24 | 0.10 | 90.376 | 0.000 | 0.000 | -54.00 | 10079.41 |
54 | 2009.11.05 05:00 | sell | 28 | 0.10 | 90.408 | 0.000 | 0.000 | ||
55 | 2009.11.05 06:00 | sell | 29 | 0.10 | 90.340 | 0.000 | 0.000 | ||
56 | 2009.11.05 08:00 | sell | 30 | 0.10 | 90.319 | 0.000 | 0.000 | ||
57 | 2009.11.05 10:00 | sell | 31 | 0.10 | 90.112 | 0.000 | 0.000 | ||
58 | 2009.11.05 10:03 | close | 22 | 0.10 | 90.093 | 0.000 | 0.000 | -80.34 | 9999.07 |
59 | 2009.11.05 10:03 | close | 28 | 0.10 | 90.113 | 0.000 | 0.000 | 32.74 | 10031.81 |
60 | 2009.11.05 10:03 | close | 29 | 0.10 | 90.113 | 0.000 | 0.000 | 25.19 | 10057.00 |
61 | 2009.11.05 10:03 | close | 30 | 0.10 | 90.113 | 0.000 | 0.000 | 22.86 | 10079.86 |
62 | 2009.11.05 10:03 | close | 31 | 0.10 | 90.113 | 0.000 | 0.000 | -0.11 | 10079.75 |
63 | 2009.11.05 11:00 | buy | 32 | 0.10 | 90.209 | 0.000 | 0.000 | ||
64 | 2009.11.05 11:52 | close | 32 | 0.10 | 90.273 | 0.000 | 0.000 | 7.09 | 10086.84 |
65 | 2009.11.05 12:00 | buy | 33 | 0.10 | 90.337 | 0.000 | 0.000 | ||
66 | 2009.11.05 13:00 | sell | 34 | 0.10 | 90.242 | 0.000 | 0.000 | ||
67 | 2009.11.05 14:00 | buy | 35 | 0.10 | 90.467 | 0.000 | 0.000 | ||
68 | 2009.11.05 15:00 | buy | 36 | 0.10 | 90.587 | 0.000 | 0.000 | ||
69 | 2009.11.05 15:04 | close | 33 | 0.10 | 90.607 | 0.000 | 0.000 | 29.80 | 10116.64 |
70 | 2009.11.05 15:04 | close | 34 | 0.10 | 90.627 | 0.000 | 0.000 | -42.48 | 10074.16 |
71 | 2009.11.05 15:04 | close | 35 | 0.10 | 90.607 | 0.000 | 0.000 | 15.45 | 10089.61 |
72 | 2009.11.05 15:04 | close | 36 | 0.10 | 90.607 | 0.000 | 0.000 | 2.21 | 10091.82 |
73 | 2009.11.05 16:00 | buy | 37 | 0.10 | 90.616 | 0.000 | 0.000 | ||
74 | 2009.11.05 17:00 | sell | 38 | 0.10 | 90.575 | 0.000 | 0.000 | ||
75 | 2009.11.05 18:00 | sell | 39 | 0.10 | 90.449 | 0.000 | 0.000 | ||
76 | 2009.11.05 20:00 | buy | 40 | 0.10 | 90.676 | 0.000 | 0.000 | ||
77 | 2009.11.05 21:00 | buy | 41 | 0.10 | 90.793 | 0.000 | 0.000 | ||
78 | 2009.11.06 14:40 | close | 38 | 0.10 | 90.147 | 0.000 | 0.000 | 47.40 | 10139.22 |
79 | 2009.11.06 14:40 | close | 39 | 0.10 | 90.147 | 0.000 | 0.000 | 33.42 | 10172.65 |
80 | 2009.11.06 14:40 | close | 41 | 0.10 | 90.127 | 0.000 | 0.000 | -73.86 | 10098.79 |
81 | 2009.11.09 02:00 | sell | 42 | 0.10 | 89.925 | 0.000 | 0.000 | ||
82 | 2009.11.09 12:00 | sell | 43 | 0.10 | 89.877 | 0.000 | 0.000 | ||
83 | 2009.11.09 15:00 | sell | 44 | 0.10 | 89.856 | 0.000 | 0.000 | ||
84 | 2009.11.09 16:00 | sell | 45 | 0.10 | 89.845 | 0.000 | 0.000 | ||
85 | 2009.11.09 17:00 | sell | 46 | 0.10 | 89.829 | 0.000 | 0.000 | ||
86 | 2009.11.09 21:00 | buy | 47 | 0.10 | 89.996 | 0.000 | 0.000 | ||
87 | 2009.11.10 07:00 | sell | 48 | 0.10 | 89.766 | 0.000 | 0.000 | ||
88 | 2009.11.10 20:00 | sell | 49 | 0.10 | 89.752 | 0.000 | 0.000 | ||
89 | 2009.11.11 01:00 | sell | 50 | 0.10 | 89.686 | 0.000 | 0.000 | ||
90 | 2009.11.11 01:00 | close | 42 | 0.10 | 89.682 | 0.000 | 0.000 | 26.95 | 10125.74 |
91 | 2009.11.11 01:00 | close | 43 | 0.10 | 89.682 | 0.000 | 0.000 | 21.59 | 10147.32 |
92 | 2009.11.11 01:00 | close | 44 | 0.10 | 89.682 | 0.000 | 0.000 | 19.25 | 10166.57 |
93 | 2009.11.11 01:00 | close | 45 | 0.10 | 89.682 | 0.000 | 0.000 | 18.03 | 10184.60 |
94 | 2009.11.11 01:00 | close | 46 | 0.10 | 89.682 | 0.000 | 0.000 | 16.24 | 10200.83 |
95 | 2009.11.11 01:00 | close | 48 | 0.10 | 89.682 | 0.000 | 0.000 | 9.29 | 10210.12 |
96 | 2009.11.11 01:00 | close | 49 | 0.10 | 89.682 | 0.000 | 0.000 | 7.73 | 10217.86 |
97 | 2009.11.11 01:00 | close | 50 | 0.10 | 89.682 | 0.000 | 0.000 | 0.45 | 10218.31 |
98 | 2009.11.11 01:00 | close | 40 | 0.10 | 89.662 | 0.000 | 0.000 | -112.91 | 10105.39 |
99 | 2009.11.11 02:00 | sell | 51 | 0.10 | 89.486 | 0.000 | 0.000 | ||
100 | 2009.11.11 06:00 | sell | 52 | 0.10 | 89.382 | 0.000 | 0.000 | ||
101 | 2009.11.16 17:00 | sell | 53 | 0.10 | 89.298 | 0.000 | 0.000 | ||
102 | 2009.11.16 18:00 | sell | 54 | 0.10 | 89.288 | 0.000 | 0.000 | ||
103 | 2009.11.16 20:00 | sell | 55 | 0.10 | 89.031 | 0.000 | 0.000 | ||
104 | 2009.11.16 20:03 | close | 51 | 0.10 | 88.946 | 0.000 | 0.000 | 60.33 | 10165.72 |
105 | 2009.11.16 20:03 | close | 52 | 0.10 | 88.946 | 0.000 | 0.000 | 48.64 | 10214.35 |
106 | 2009.11.16 20:03 | close | 53 | 0.10 | 88.946 | 0.000 | 0.000 | 39.57 | 10253.92 |
107 | 2009.11.16 20:03 | close | 54 | 0.10 | 88.946 | 0.000 | 0.000 | 38.45 | 10292.37 |
108 | 2009.11.16 20:03 | close | 55 | 0.10 | 88.946 | 0.000 | 0.000 | 9.56 | 10301.93 |
109 | 2009.11.16 20:03 | close | 37 | 0.10 | 88.926 | 0.000 | 0.000 | -189.65 | 10112.28 |
110 | 2009.11.16 21:00 | sell | 56 | 0.10 | 88.955 | 0.000 | 0.000 | ||
111 | 2009.11.17 09:00 | sell | 57 | 0.10 | 88.845 | 0.000 | 0.000 | ||
112 | 2009.11.17 10:00 | sell | 58 | 0.10 | 88.825 | 0.000 | 0.000 | ||
113 | 2009.11.19 15:00 | sell | 59 | 0.10 | 88.730 | 0.000 | 0.000 | ||
114 | 2009.11.19 16:00 | sell | 60 | 0.10 | 88.708 | 0.000 | 0.000 | ||
115 | 2009.11.20 01:00 | buy | 61 | 0.10 | 88.930 | 0.000 | 0.000 | ||
116 | 2009.11.23 09:00 | sell | 62 | 0.10 | 88.697 | 0.000 | 0.000 | ||
117 | 2009.11.23 16:00 | buy | 63 | 0.10 | 88.897 | 0.000 | 0.000 | ||
118 | 2009.11.23 16:00 | close | 63 | 0.10 | 88.915 | 0.000 | 0.000 | 2.02 | 10114.30 |
119 | 2009.11.23 16:00 | close | 56 | 0.10 | 88.935 | 0.000 | 0.000 | 1.71 | 10116.01 |
120 | 2009.11.24 06:00 | buy | 64 | 0.10 | 88.883 | 0.000 | 0.000 | ||
121 | 2009.11.24 08:00 | sell | 65 | 0.10 | 88.683 | 0.000 | 0.000 | ||
122 | 2009.11.24 09:00 | sell | 66 | 0.10 | 88.644 | 0.000 | 0.000 | ||
123 | 2009.11.24 11:00 | sell | 67 | 0.10 | 88.608 | 0.000 | 0.000 | ||
124 | 2009.11.24 14:00 | sell | 68 | 0.10 | 88.569 | 0.000 | 0.000 | ||
125 | 2009.11.24 14:03 | close | 57 | 0.10 | 88.528 | 0.000 | 0.000 | 35.27 | 10151.28 |
126 | 2009.11.24 14:03 | close | 58 | 0.10 | 88.528 | 0.000 | 0.000 | 33.01 | 10184.29 |
127 | 2009.11.24 14:03 | close | 59 | 0.10 | 88.528 | 0.000 | 0.000 | 22.59 | 10206.88 |
128 | 2009.11.24 14:03 | close | 60 | 0.10 | 88.528 | 0.000 | 0.000 | 20.10 | 10226.98 |
129 | 2009.11.24 14:03 | close | 62 | 0.10 | 88.528 | 0.000 | 0.000 | 19.01 | 10245.99 |
130 | 2009.11.24 14:03 | close | 65 | 0.10 | 88.528 | 0.000 | 0.000 | 17.51 | 10263.50 |
131 | 2009.11.24 14:03 | close | 66 | 0.10 | 88.528 | 0.000 | 0.000 | 13.10 | 10276.60 |
132 | 2009.11.24 14:03 | close | 67 | 0.10 | 88.528 | 0.000 | 0.000 | 9.04 | 10285.64 |
133 | 2009.11.24 14:03 | close | 68 | 0.10 | 88.528 | 0.000 | 0.000 | 4.63 | 10290.27 |
134 | 2009.11.24 14:03 | close | 47 | 0.10 | 88.508 | 0.000 | 0.000 | -167.46 | 10122.81 |
135 | 2009.11.24 15:00 | sell | 69 | 0.10 | 88.410 | 0.000 | 0.000 | ||
136 | 2009.11.24 18:00 | buy | 70 | 0.10 | 88.594 | 0.000 | 0.000 | ||
137 | 2009.11.25 03:00 | sell | 71 | 0.10 | 88.251 | 0.000 | 0.000 | ||
138 | 2009.11.25 10:00 | sell | 72 | 0.10 | 88.154 | 0.000 | 0.000 | ||
139 | 2009.11.25 10:17 | close | 69 | 0.10 | 87.898 | 0.000 | 0.000 | 58.17 | 10180.99 |
140 | 2009.11.25 10:17 | close | 71 | 0.10 | 87.898 | 0.000 | 0.000 | 40.16 | 10221.15 |
141 | 2009.11.25 10:17 | close | 72 | 0.10 | 87.898 | 0.000 | 0.000 | 29.12 | 10250.27 |
142 | 2009.11.25 10:17 | close | 61 | 0.10 | 87.878 | 0.000 | 0.000 | -119.58 | 10130.69 |
143 | 2009.11.25 11:00 | sell | 73 | 0.10 | 87.641 | 0.000 | 0.000 | ||
144 | 2009.11.25 14:00 | sell | 74 | 0.10 | 87.602 | 0.000 | 0.000 | ||
145 | 2009.11.25 15:00 | sell | 75 | 0.10 | 87.523 | 0.000 | 0.000 | ||
146 | 2009.11.25 20:00 | sell | 76 | 0.10 | 87.478 | 0.000 | 0.000 | ||
147 | 2009.11.25 21:00 | sell | 77 | 0.10 | 87.400 | 0.000 | 0.000 | ||
148 | 2009.11.25 22:00 | sell | 78 | 0.10 | 87.314 | 0.000 | 0.000 | ||
149 | 2009.11.26 04:00 | sell | 79 | 0.10 | 87.194 | 0.000 | 0.000 | ||
150 | 2009.11.26 04:14 | close | 73 | 0.10 | 87.196 | 0.000 | 0.000 | 50.80 | 10181.49 |
151 | 2009.11.26 04:14 | close | 74 | 0.10 | 87.196 | 0.000 | 0.000 | 46.33 | 10227.82 |
152 | 2009.11.26 04:14 | close | 75 | 0.10 | 87.196 | 0.000 | 0.000 | 37.27 | 10265.09 |
153 | 2009.11.26 04:14 | close | 76 | 0.10 | 87.196 | 0.000 | 0.000 | 32.11 | 10297.20 |
154 | 2009.11.26 04:14 | close | 77 | 0.10 | 87.196 | 0.000 | 0.000 | 23.17 | 10320.36 |
155 | 2009.11.26 04:14 | close | 78 | 0.10 | 87.196 | 0.000 | 0.000 | 13.30 | 10333.66 |
156 | 2009.11.26 04:14 | close | 64 | 0.10 | 87.176 | 0.000 | 0.000 | -195.63 | 10138.03 |
157 | 2009.11.26 05:00 | sell | 80 | 0.10 | 86.737 | 0.000 | 0.000 | ||
158 | 2009.11.26 06:00 | sell | 81 | 0.10 | 86.366 | 0.000 | 0.000 | ||
159 | 2009.11.27 00:28 | close | 70 | 0.10 | 85.561 | 0.000 | 0.000 | -354.26 | 9783.77 |
160 | 2009.11.27 00:28 | close | 79 | 0.10 | 85.581 | 0.000 | 0.000 | 188.40 | 9972.17 |
161 | 2009.11.27 00:28 | close | 80 | 0.10 | 85.581 | 0.000 | 0.000 | 135.00 | 10107.18 |
162 | 2009.11.27 00:28 | close | 81 | 0.10 | 85.581 | 0.000 | 0.000 | 91.65 | 10198.83 |
163 | 2009.11.27 01:00 | sell | 82 | 0.10 | 85.153 | 0.000 | 0.000 | ||
164 | 2009.11.27 02:00 | buy | 83 | 0.10 | 86.176 | 0.000 | 0.000 | ||
165 | 2009.11.27 22:59 | close at stop | 83 | 0.10 | 86.462 | 0.000 | 0.000 | 33.08 | 10231.91 |
166 | 2009.11.27 22:59 | close at stop | 82 | 0.10 | 86.482 | 0.000 | 0.000 | -153.67 | 10078.24 |