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 | step=25; proffactor=9; mult=1.6; lots=0.3; per_K=20; per_D=6; slow=6; zoneBUY=50; zoneSELL=50; | ||||
| Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
| Mismatched charts errors | 113 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -2632.80 | Gross profit | 23000.61 | Gross loss | -25633.41 |
| Profit factor | 0.90 | Expected payoff | -43.16 | ||
| Absolute drawdown | 8280.33 | Maximal drawdown | 83666.41 (91.91%) | Relative drawdown | 91.91% (83666.41) |
| Total trades | 61 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 61 (62.30%) |
| Profit trades (% of total) | 38 (62.30%) | Loss trades (% of total) | 23 (37.70%) | ||
| Largest | profit trade | 3725.28 | loss trade | -6761.03 | |
| Average | profit trade | 605.28 | loss trade | -1114.50 | |
| Maximum | consecutive wins (profit in money) | 33 (21890.41) | consecutive losses (loss in money) | 21 (-25611.60) | |
| Maximal | consecutive profit (count of wins) | 21890.41 (33) | consecutive loss (count of losses) | -25611.60 (21) | |
| Average | consecutive wins | 19 | consecutive losses | 12 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.03 05:00 | buy | 1 | 0.30 | 90.301 | 0.000 | 0.000 | ||
| 2 | 2009.11.03 05:00 | buy | 2 | 0.30 | 90.301 | 0.000 | 0.000 | ||
| 3 | 2009.11.03 05:05 | buy | 3 | 0.50 | 90.276 | 0.000 | 0.000 | ||
| 4 | 2009.11.03 05:18 | buy | 4 | 0.80 | 90.251 | 0.000 | 0.000 | ||
| 5 | 2009.11.03 05:23 | buy | 5 | 0.30 | 90.287 | 0.000 | 0.000 | ||
| 6 | 2009.11.03 05:29 | buy | 6 | 0.50 | 90.261 | 0.000 | 0.000 | ||
| 7 | 2009.11.03 05:32 | buy | 7 | 0.80 | 90.236 | 0.000 | 0.000 | ||
| 8 | 2009.11.03 05:40 | buy | 8 | 1.20 | 90.210 | 0.000 | 0.000 | ||
| 9 | 2009.11.03 05:58 | buy | 9 | 2.00 | 90.183 | 0.000 | 0.000 | ||
| 10 | 2009.11.03 06:10 | buy | 10 | 0.30 | 90.264 | 0.000 | 0.000 | ||
| 11 | 2009.11.03 06:22 | buy | 11 | 0.50 | 90.239 | 0.000 | 0.000 | ||
| 12 | 2009.11.03 06:23 | buy | 12 | 0.80 | 90.213 | 0.000 | 0.000 | ||
| 13 | 2009.11.03 07:42 | buy | 13 | 1.20 | 90.187 | 0.000 | 0.000 | ||
| 14 | 2009.11.03 08:16 | buy | 14 | 2.00 | 90.162 | 0.000 | 0.000 | ||
| 15 | 2009.11.03 08:17 | buy | 15 | 3.10 | 90.135 | 0.000 | 0.000 | ||
| 16 | 2009.11.03 08:18 | buy | 16 | 5.00 | 90.109 | 0.000 | 0.000 | ||
| 17 | 2009.11.03 13:27 | buy | 17 | 0.30 | 90.253 | 0.000 | 0.000 | ||
| 18 | 2009.11.03 13:30 | buy | 18 | 0.50 | 90.228 | 0.000 | 0.000 | ||
| 19 | 2009.11.03 13:47 | buy | 19 | 0.80 | 90.202 | 0.000 | 0.000 | ||
| 20 | 2009.11.03 13:48 | buy | 20 | 1.20 | 90.177 | 0.000 | 0.000 | ||
| 21 | 2009.11.03 15:23 | buy | 21 | 0.30 | 90.357 | 0.000 | 0.000 | ||
| 22 | 2009.11.03 15:24 | buy | 22 | 0.50 | 90.298 | 0.000 | 0.000 | ||
| 23 | 2009.11.03 16:01 | buy | 23 | 0.30 | 90.497 | 0.000 | 0.000 | ||
| 24 | 2009.11.03 16:07 | buy | 24 | 0.50 | 90.471 | 0.000 | 0.000 | ||
| 25 | 2009.11.03 16:10 | buy | 25 | 0.80 | 90.445 | 0.000 | 0.000 | ||
| 26 | 2009.11.03 16:12 | buy | 26 | 1.20 | 90.419 | 0.000 | 0.000 | ||
| 27 | 2009.11.03 16:12 | buy | 27 | 2.00 | 90.394 | 0.000 | 0.000 | ||
| 28 | 2009.11.03 16:12 | buy | 28 | 3.10 | 90.368 | 0.000 | 0.000 | ||
| 29 | 2009.11.03 16:18 | buy | 29 | 5.00 | 90.343 | 0.000 | 0.000 | ||
| 30 | 2009.11.04 08:25 | buy | 30 | 0.30 | 90.604 | 0.000 | 0.000 | ||
| 31 | 2009.11.04 08:27 | buy | 31 | 0.50 | 90.579 | 0.000 | 0.000 | ||
| 32 | 2009.11.04 08:33 | buy | 32 | 0.80 | 90.553 | 0.000 | 0.000 | ||
| 33 | 2009.11.04 08:40 | buy | 33 | 1.20 | 90.528 | 0.000 | 0.000 | ||
| 34 | 2009.11.04 09:37 | buy | 34 | 0.30 | 90.826 | 0.000 | 0.000 | ||
| 35 | 2009.11.04 09:39 | buy | 35 | 0.50 | 90.800 | 0.000 | 0.000 | ||
| 36 | 2009.11.04 09:42 | buy | 36 | 0.80 | 90.775 | 0.000 | 0.000 | ||
| 37 | 2009.11.04 09:42 | buy | 37 | 1.20 | 90.749 | 0.000 | 0.000 | ||
| 38 | 2009.11.04 09:47 | buy | 38 | 2.00 | 90.724 | 0.000 | 0.000 | ||
| 39 | 2009.11.04 09:50 | buy | 39 | 3.10 | 90.698 | 0.000 | 0.000 | ||
| 40 | 2009.11.04 10:02 | buy | 40 | 5.00 | 90.672 | 0.000 | 0.000 | ||
| 41 | 2009.11.04 11:30 | buy | 41 | 0.30 | 91.034 | 0.000 | 0.000 | ||
| 42 | 2009.11.04 11:32 | buy | 42 | 0.50 | 91.007 | 0.000 | 0.000 | ||
| 43 | 2009.11.04 11:32 | buy | 43 | 0.80 | 90.980 | 0.000 | 0.000 | ||
| 44 | 2009.11.04 11:32 | buy | 44 | 1.20 | 90.954 | 0.000 | 0.000 | ||
| 45 | 2009.11.04 11:38 | buy | 45 | 2.00 | 90.927 | 0.000 | 0.000 | ||
| 46 | 2009.11.04 11:42 | buy | 46 | 3.10 | 90.901 | 0.000 | 0.000 | ||
| 47 | 2009.11.04 12:12 | buy | 47 | 5.00 | 90.876 | 0.000 | 0.000 | ||
| 48 | 2009.11.04 12:12 | buy | 48 | 8.10 | 90.850 | 0.000 | 0.000 | ||
| 49 | 2009.11.04 12:12 | buy | 49 | 12.90 | 90.823 | 0.000 | 0.000 | ||
| 50 | 2009.11.04 12:42 | buy | 50 | 20.60 | 90.797 | 0.000 | 0.000 | ||
| 51 | 2009.11.04 20:22 | buy | 51 | 0.30 | 91.249 | 0.000 | 0.000 | ||
| 52 | 2009.11.04 20:23 | buy | 52 | 0.50 | 91.224 | 0.000 | 0.000 | ||
| 53 | 2009.11.04 20:23 | buy | 53 | 0.80 | 91.198 | 0.000 | 0.000 | ||
| 54 | 2009.11.04 20:23 | buy | 54 | 1.20 | 91.172 | 0.000 | 0.000 | ||
| 55 | 2009.11.04 20:23 | buy | 55 | 2.00 | 91.147 | 0.000 | 0.000 | ||
| 56 | 2009.11.04 20:23 | buy | 56 | 3.10 | 91.116 | 0.000 | 0.000 | ||
| 57 | 2009.11.04 20:25 | buy | 57 | 5.00 | 91.088 | 0.000 | 0.000 | ||
| 58 | 2009.11.04 20:25 | buy | 58 | 8.10 | 91.058 | 0.000 | 0.000 | ||
| 59 | 2009.11.04 20:25 | buy | 59 | 12.90 | 91.029 | 0.000 | 0.000 | ||
| 60 | 2009.11.04 20:25 | buy | 60 | 20.60 | 91.000 | 0.000 | 0.000 | ||
| 61 | 2009.11.04 20:25 | buy | 61 | 33.00 | 90.971 | 0.000 | 0.000 | ||
| 62 | 2009.11.04 21:01 | close at stop | 61 | 33.00 | 90.785 | 0.000 | 0.000 | -6761.03 | 3238.97 |
| 63 | 2009.11.04 21:01 | close at stop | 60 | 20.60 | 90.785 | 0.000 | 0.000 | -4878.56 | -1639.59 |
| 64 | 2009.11.04 21:01 | close at stop | 59 | 12.90 | 90.785 | 0.000 | 0.000 | -3467.09 | -5106.68 |
| 65 | 2009.11.04 21:01 | close at stop | 58 | 8.10 | 90.785 | 0.000 | 0.000 | -2435.75 | -7542.43 |
| 66 | 2009.11.04 21:01 | close at stop | 57 | 5.00 | 90.785 | 0.000 | 0.000 | -1668.78 | -9211.21 |
| 67 | 2009.11.04 21:01 | close at stop | 56 | 3.10 | 90.785 | 0.000 | 0.000 | -1130.25 | -10341.46 |
| 68 | 2009.11.04 21:01 | close at stop | 55 | 2.00 | 90.785 | 0.000 | 0.000 | -797.49 | -11138.95 |
| 69 | 2009.11.04 21:01 | close at stop | 54 | 1.20 | 90.785 | 0.000 | 0.000 | -511.54 | -11650.49 |
| 70 | 2009.11.04 21:01 | close at stop | 53 | 0.80 | 90.785 | 0.000 | 0.000 | -363.94 | -12014.43 |
| 71 | 2009.11.04 21:01 | close at stop | 52 | 0.50 | 90.785 | 0.000 | 0.000 | -241.78 | -12256.21 |
| 72 | 2009.11.04 21:01 | close at stop | 51 | 0.30 | 90.785 | 0.000 | 0.000 | -153.33 | -12409.54 |
| 73 | 2009.11.04 21:01 | close at stop | 50 | 20.60 | 90.785 | 0.000 | 0.000 | -272.29 | -12681.83 |
| 74 | 2009.11.04 21:01 | close at stop | 49 | 12.90 | 90.785 | 0.000 | 0.000 | -539.96 | -13221.79 |
| 75 | 2009.11.04 21:01 | close at stop | 48 | 8.10 | 90.785 | 0.000 | 0.000 | -579.94 | -13801.73 |
| 76 | 2009.11.04 21:01 | close at stop | 47 | 5.00 | 90.785 | 0.000 | 0.000 | -501.18 | -14302.91 |
| 77 | 2009.11.04 21:01 | close at stop | 46 | 3.10 | 90.785 | 0.000 | 0.000 | -396.10 | -14699.01 |
| 78 | 2009.11.04 21:01 | close at stop | 45 | 2.00 | 90.785 | 0.000 | 0.000 | -312.83 | -15011.84 |
| 79 | 2009.11.04 21:01 | close at stop | 44 | 1.20 | 90.785 | 0.000 | 0.000 | -223.38 | -15235.22 |
| 80 | 2009.11.04 21:01 | close at stop | 43 | 0.80 | 90.785 | 0.000 | 0.000 | -171.83 | -15407.05 |
| 81 | 2009.11.04 21:01 | close at stop | 42 | 0.50 | 90.785 | 0.000 | 0.000 | -122.27 | -15529.32 |
| 82 | 2009.11.04 21:01 | close at stop | 41 | 0.30 | 90.785 | 0.000 | 0.000 | -82.28 | -15611.60 |
| 83 | 2009.11.04 21:01 | close at stop | 40 | 5.00 | 90.785 | 0.000 | 0.000 | 622.35 | -14989.25 |
| 84 | 2009.11.04 21:01 | close at stop | 39 | 3.10 | 90.785 | 0.000 | 0.000 | 297.08 | -14692.17 |
| 85 | 2009.11.04 21:01 | close at stop | 38 | 2.00 | 90.785 | 0.000 | 0.000 | 134.38 | -14557.79 |
| 86 | 2009.11.04 21:01 | close at stop | 37 | 1.20 | 90.785 | 0.000 | 0.000 | 47.58 | -14510.21 |
| 87 | 2009.11.04 21:01 | close at stop | 36 | 0.80 | 90.785 | 0.000 | 0.000 | 8.81 | -14501.40 |
| 88 | 2009.11.04 21:01 | close at stop | 35 | 0.50 | 90.785 | 0.000 | 0.000 | -8.26 | -14509.66 |
| 89 | 2009.11.04 21:01 | close at stop | 34 | 0.30 | 90.785 | 0.000 | 0.000 | -13.55 | -14523.21 |
| 90 | 2009.11.04 21:01 | close at stop | 33 | 1.20 | 90.785 | 0.000 | 0.000 | 339.70 | -14183.51 |
| 91 | 2009.11.04 21:01 | close at stop | 32 | 0.80 | 90.785 | 0.000 | 0.000 | 204.44 | -13979.07 |
| 92 | 2009.11.04 21:01 | close at stop | 31 | 0.50 | 90.785 | 0.000 | 0.000 | 113.45 | -13865.62 |
| 93 | 2009.11.04 21:01 | close at stop | 30 | 0.30 | 90.785 | 0.000 | 0.000 | 59.81 | -13805.81 |
| 94 | 2009.11.04 21:01 | close at stop | 29 | 5.00 | 90.785 | 0.000 | 0.000 | 2436.52 | -11369.29 |
| 95 | 2009.11.04 21:01 | close at stop | 28 | 3.10 | 90.785 | 0.000 | 0.000 | 1425.27 | -9944.02 |
| 96 | 2009.11.04 21:01 | close at stop | 27 | 2.00 | 90.785 | 0.000 | 0.000 | 862.26 | -9081.76 |
| 97 | 2009.11.04 21:01 | close at stop | 26 | 1.20 | 90.785 | 0.000 | 0.000 | 484.31 | -8597.45 |
| 98 | 2009.11.04 21:01 | close at stop | 25 | 0.80 | 90.785 | 0.000 | 0.000 | 299.96 | -8297.49 |
| 99 | 2009.11.04 21:01 | close at stop | 24 | 0.50 | 90.785 | 0.000 | 0.000 | 173.16 | -8124.33 |
| 100 | 2009.11.04 21:01 | close at stop | 23 | 0.30 | 90.785 | 0.000 | 0.000 | 95.30 | -8029.02 |
| 101 | 2009.11.04 21:01 | close at stop | 22 | 0.50 | 90.785 | 0.000 | 0.000 | 268.44 | -7760.58 |
| 102 | 2009.11.04 21:01 | close at stop | 21 | 0.30 | 90.785 | 0.000 | 0.000 | 141.56 | -7619.02 |
| 103 | 2009.11.04 21:01 | close at stop | 20 | 1.20 | 90.785 | 0.000 | 0.000 | 804.19 | -6814.83 |
| 104 | 2009.11.04 21:01 | close at stop | 19 | 0.80 | 90.785 | 0.000 | 0.000 | 514.09 | -6300.74 |
| 105 | 2009.11.04 21:01 | close at stop | 18 | 0.50 | 90.785 | 0.000 | 0.000 | 306.99 | -5993.75 |
| 106 | 2009.11.04 21:01 | close at stop | 17 | 0.30 | 90.785 | 0.000 | 0.000 | 175.93 | -5817.82 |
| 107 | 2009.11.04 21:01 | close at stop | 16 | 5.00 | 90.785 | 0.000 | 0.000 | 3725.28 | -2092.54 |
| 108 | 2009.11.04 21:01 | close at stop | 15 | 3.10 | 90.785 | 0.000 | 0.000 | 2220.89 | 128.35 |
| 109 | 2009.11.04 21:01 | close at stop | 14 | 2.00 | 90.785 | 0.000 | 0.000 | 1373.35 | 1501.70 |
| 110 | 2009.11.04 21:01 | close at stop | 13 | 1.20 | 90.785 | 0.000 | 0.000 | 790.97 | 2292.67 |
| 111 | 2009.11.04 21:01 | close at stop | 12 | 0.80 | 90.785 | 0.000 | 0.000 | 504.40 | 2797.07 |
| 112 | 2009.11.04 21:01 | close at stop | 11 | 0.50 | 90.785 | 0.000 | 0.000 | 300.93 | 3098.00 |
| 113 | 2009.11.04 21:01 | close at stop | 10 | 0.30 | 90.785 | 0.000 | 0.000 | 172.30 | 3270.31 |
| 114 | 2009.11.04 21:01 | close at stop | 9 | 2.00 | 90.785 | 0.000 | 0.000 | 1327.09 | 4597.40 |
| 115 | 2009.11.04 21:01 | close at stop | 8 | 1.20 | 90.785 | 0.000 | 0.000 | 760.57 | 5357.96 |
| 116 | 2009.11.04 21:01 | close at stop | 7 | 0.80 | 90.785 | 0.000 | 0.000 | 484.13 | 5842.10 |
| 117 | 2009.11.04 21:01 | close at stop | 6 | 0.50 | 90.785 | 0.000 | 0.000 | 288.81 | 6130.91 |
| 118 | 2009.11.04 21:01 | close at stop | 5 | 0.30 | 90.785 | 0.000 | 0.000 | 164.69 | 6295.60 |
| 119 | 2009.11.04 21:01 | close at stop | 4 | 0.80 | 90.785 | 0.000 | 0.000 | 470.91 | 6766.51 |
| 120 | 2009.11.04 21:01 | close at stop | 3 | 0.50 | 90.785 | 0.000 | 0.000 | 280.55 | 7047.06 |
| 121 | 2009.11.04 21:01 | close at stop | 2 | 0.30 | 90.785 | 0.000 | 0.000 | 160.07 | 7207.13 |
| 122 | 2009.11.04 21:01 | close at stop | 1 | 0.30 | 90.785 | 0.000 | 0.000 | 160.07 | 7367.20 |