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 | Order_Hour=13; Entry_Pips=4; CloseOrdersHour=20; ShowComments=true; Lots=1; StopLoss=30; TakeProfit=150; TrailingStop=0; | ||||
Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
Mismatched charts errors | 113 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -301.93 | Gross profit | 335.92 | Gross loss | -637.85 |
Profit factor | 0.53 | Expected payoff | -14.38 | ||
Absolute drawdown | 387.02 | Maximal drawdown | 387.02 (3.87%) | Relative drawdown | 3.87% (387.02) |
Total trades | 21 | Short positions (won %) | 10 (10.00%) | Long positions (won %) | 11 (9.09%) |
Profit trades (% of total) | 2 (9.52%) | Loss trades (% of total) | 19 (90.48%) | ||
Largest | profit trade | 168.39 | loss trade | -34.64 | |
Average | profit trade | 167.96 | loss trade | -33.57 | |
Maximum | consecutive wins (profit in money) | 1 (168.39) | consecutive losses (loss in money) | 11 (-365.84) | |
Maximal | consecutive profit (count of wins) | 168.39 (1) | consecutive loss (count of losses) | -365.84 (11) | |
Average | consecutive wins | 1 | consecutive losses | 6 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 13:00 | sell stop | 1 | 1.00 | 89.909 | 89.939 | 89.759 | ||
2 | 2009.11.03 13:00 | buy stop | 2 | 1.00 | 90.232 | 90.202 | 90.382 | ||
3 | 2009.11.03 13:13 | buy | 2 | 1.00 | 90.232 | 90.202 | 90.382 | ||
4 | 2009.11.03 13:13 | delete | 1 | 1.00 | 89.909 | 89.939 | 89.759 | ||
5 | 2009.11.03 13:13 | s/l | 2 | 1.00 | 90.202 | 90.202 | 90.382 | -33.26 | 9966.74 |
6 | 2009.11.03 13:13 | sell stop | 3 | 1.00 | 89.909 | 89.939 | 89.759 | ||
7 | 2009.11.03 13:14 | buy stop | 4 | 1.00 | 90.232 | 90.202 | 90.382 | ||
8 | 2009.11.03 13:27 | buy | 4 | 1.00 | 90.232 | 90.202 | 90.382 | ||
9 | 2009.11.03 13:27 | delete | 3 | 1.00 | 89.909 | 89.939 | 89.759 | ||
10 | 2009.11.03 13:30 | s/l | 4 | 1.00 | 90.202 | 90.202 | 90.382 | -33.26 | 9933.48 |
11 | 2009.11.04 13:00 | sell stop | 5 | 1.00 | 90.741 | 90.771 | 90.591 | ||
12 | 2009.11.04 13:00 | buy stop | 6 | 1.00 | 91.061 | 91.031 | 91.211 | ||
13 | 2009.11.04 15:08 | sell | 5 | 1.00 | 90.741 | 90.771 | 90.591 | ||
14 | 2009.11.04 15:08 | delete | 6 | 1.00 | 91.061 | 91.031 | 91.211 | ||
15 | 2009.11.04 15:12 | s/l | 5 | 1.00 | 90.771 | 90.771 | 90.591 | -33.05 | 9900.43 |
16 | 2009.11.05 13:00 | sell stop | 7 | 1.00 | 90.115 | 90.145 | 89.965 | ||
17 | 2009.11.05 13:00 | buy stop | 8 | 1.00 | 90.405 | 90.375 | 90.555 | ||
18 | 2009.11.05 13:02 | buy | 8 | 1.00 | 90.405 | 90.375 | 90.555 | ||
19 | 2009.11.05 13:02 | delete | 7 | 1.00 | 90.115 | 90.145 | 89.965 | ||
20 | 2009.11.05 13:04 | s/l | 8 | 1.00 | 90.375 | 90.375 | 90.555 | -33.20 | 9867.23 |
21 | 2009.11.05 13:04 | sell stop | 9 | 1.00 | 90.115 | 90.145 | 89.965 | ||
22 | 2009.11.05 13:04 | buy stop | 10 | 1.00 | 90.405 | 90.375 | 90.555 | ||
23 | 2009.11.05 13:05 | buy | 10 | 1.00 | 90.405 | 90.375 | 90.555 | ||
24 | 2009.11.05 13:05 | delete | 9 | 1.00 | 90.115 | 90.145 | 89.965 | ||
25 | 2009.11.05 13:06 | s/l | 10 | 1.00 | 90.375 | 90.375 | 90.555 | -33.20 | 9834.03 |
26 | 2009.11.05 13:06 | sell stop | 11 | 1.00 | 90.115 | 90.145 | 89.965 | ||
27 | 2009.11.05 13:07 | buy stop | 12 | 1.00 | 90.405 | 90.375 | 90.555 | ||
28 | 2009.11.05 13:21 | buy | 12 | 1.00 | 90.405 | 90.375 | 90.555 | ||
29 | 2009.11.05 13:21 | delete | 11 | 1.00 | 90.115 | 90.145 | 89.965 | ||
30 | 2009.11.05 13:21 | s/l | 12 | 1.00 | 90.375 | 90.375 | 90.555 | -33.20 | 9800.83 |
31 | 2009.11.06 13:00 | sell stop | 13 | 1.00 | 90.475 | 90.505 | 90.325 | ||
32 | 2009.11.06 13:00 | buy stop | 14 | 1.00 | 90.725 | 90.695 | 90.875 | ||
33 | 2009.11.06 14:25 | buy | 14 | 1.00 | 90.725 | 90.695 | 90.875 | ||
34 | 2009.11.06 14:25 | delete | 13 | 1.00 | 90.475 | 90.505 | 90.325 | ||
35 | 2009.11.06 14:25 | s/l | 14 | 1.00 | 90.695 | 90.695 | 90.875 | -33.08 | 9767.75 |
36 | 2009.11.09 13:00 | sell stop | 15 | 1.00 | 89.816 | 89.846 | 89.666 | ||
37 | 2009.11.09 13:00 | buy stop | 16 | 1.00 | 90.068 | 90.038 | 90.218 | ||
38 | 2009.11.09 14:32 | sell | 15 | 1.00 | 89.816 | 89.846 | 89.666 | ||
39 | 2009.11.09 14:32 | delete | 16 | 1.00 | 90.068 | 90.038 | 90.218 | ||
40 | 2009.11.09 14:34 | s/l | 15 | 1.00 | 89.846 | 89.846 | 89.666 | -33.39 | 9734.36 |
41 | 2009.11.10 13:00 | sell stop | 17 | 1.00 | 89.756 | 89.786 | 89.606 | ||
42 | 2009.11.10 13:00 | buy stop | 18 | 1.00 | 90.194 | 90.164 | 90.344 | ||
43 | 2009.11.10 14:52 | sell | 17 | 1.00 | 89.756 | 89.786 | 89.606 | ||
44 | 2009.11.10 14:52 | delete | 18 | 1.00 | 90.194 | 90.164 | 90.344 | ||
45 | 2009.11.10 14:54 | s/l | 17 | 1.00 | 89.786 | 89.786 | 89.606 | -33.41 | 9700.95 |
46 | 2009.11.11 13:00 | sell stop | 19 | 1.00 | 89.812 | 89.842 | 89.662 | ||
47 | 2009.11.11 13:00 | buy stop | 20 | 1.00 | 90.022 | 89.992 | 90.172 | ||
48 | 2009.11.11 14:06 | sell | 19 | 1.00 | 89.812 | 89.842 | 89.662 | ||
49 | 2009.11.11 14:06 | delete | 20 | 1.00 | 90.022 | 89.992 | 90.172 | ||
50 | 2009.11.11 14:09 | s/l | 19 | 1.00 | 89.842 | 89.842 | 89.662 | -33.39 | 9667.56 |
51 | 2009.11.12 13:00 | sell stop | 21 | 1.00 | 89.707 | 89.737 | 89.557 | ||
52 | 2009.11.12 13:00 | buy stop | 22 | 1.00 | 89.848 | 89.818 | 89.998 | ||
53 | 2009.11.12 13:20 | buy | 22 | 1.00 | 89.848 | 89.818 | 89.998 | ||
54 | 2009.11.12 13:20 | delete | 21 | 1.00 | 89.707 | 89.737 | 89.557 | ||
55 | 2009.11.12 13:22 | s/l | 22 | 1.00 | 89.818 | 89.818 | 89.998 | -33.40 | 9634.16 |
56 | 2009.11.13 13:00 | sell stop | 23 | 1.00 | 89.688 | 89.718 | 89.538 | ||
57 | 2009.11.13 13:00 | buy stop | 24 | 1.00 | 89.890 | 89.860 | 90.040 | ||
58 | 2009.11.13 14:30 | sell | 23 | 1.00 | 89.688 | 89.718 | 89.538 | ||
59 | 2009.11.13 14:30 | delete | 24 | 1.00 | 89.890 | 89.860 | 90.040 | ||
60 | 2009.11.13 14:32 | t/p | 23 | 1.00 | 89.538 | 89.718 | 89.538 | 167.53 | 9801.69 |
61 | 2009.11.16 13:00 | sell stop | 25 | 1.00 | 89.354 | 89.384 | 89.204 | ||
62 | 2009.11.16 13:02 | buy stop | 26 | 1.00 | 89.639 | 89.609 | 89.789 | ||
63 | 2009.11.16 16:13 | sell | 25 | 1.00 | 89.354 | 89.384 | 89.204 | ||
64 | 2009.11.16 16:13 | delete | 26 | 1.00 | 89.639 | 89.609 | 89.789 | ||
65 | 2009.11.16 16:14 | s/l | 25 | 1.00 | 89.384 | 89.384 | 89.204 | -33.56 | 9768.13 |
66 | 2009.11.17 13:00 | sell stop | 27 | 1.00 | 88.931 | 88.961 | 88.781 | ||
67 | 2009.11.18 13:00 | buy stop | 28 | 1.00 | 89.179 | 89.149 | 89.329 | ||
68 | 2009.11.18 14:12 | buy | 28 | 1.00 | 89.179 | 89.149 | 89.329 | ||
69 | 2009.11.18 14:12 | delete | 27 | 1.00 | 88.931 | 88.961 | 88.781 | ||
70 | 2009.11.18 14:22 | s/l | 28 | 1.00 | 89.149 | 89.149 | 89.329 | -33.65 | 9734.48 |
71 | 2009.11.19 13:00 | sell stop | 29 | 1.00 | 88.871 | 88.901 | 88.721 | ||
72 | 2009.11.19 13:00 | buy stop | 30 | 1.00 | 89.059 | 89.029 | 89.209 | ||
73 | 2009.11.19 13:18 | sell | 29 | 1.00 | 88.871 | 88.901 | 88.721 | ||
74 | 2009.11.19 13:18 | delete | 30 | 1.00 | 89.059 | 89.029 | 89.209 | ||
75 | 2009.11.19 13:20 | s/l | 29 | 1.00 | 88.901 | 88.901 | 88.721 | -33.75 | 9700.73 |
76 | 2009.11.20 13:00 | sell stop | 31 | 1.00 | 88.801 | 88.831 | 88.651 | ||
77 | 2009.11.20 13:04 | buy stop | 32 | 1.00 | 88.924 | 88.894 | 89.074 | ||
78 | 2009.11.20 13:05 | buy | 32 | 1.00 | 88.924 | 88.894 | 89.074 | ||
79 | 2009.11.20 13:05 | delete | 31 | 1.00 | 88.801 | 88.831 | 88.651 | ||
80 | 2009.11.20 15:07 | t/p | 32 | 1.00 | 89.074 | 88.894 | 89.074 | 168.39 | 9869.12 |
81 | 2009.11.23 13:00 | sell stop | 33 | 1.00 | 88.801 | 88.831 | 88.651 | ||
82 | 2009.11.23 13:00 | buy stop | 34 | 1.00 | 88.902 | 88.872 | 89.052 | ||
83 | 2009.11.23 14:27 | buy | 34 | 1.00 | 88.902 | 88.872 | 89.052 | ||
84 | 2009.11.23 14:27 | delete | 33 | 1.00 | 88.801 | 88.831 | 88.651 | ||
85 | 2009.11.23 14:30 | s/l | 34 | 1.00 | 88.872 | 88.872 | 89.052 | -33.75 | 9835.37 |
86 | 2009.11.24 13:00 | sell stop | 35 | 1.00 | 88.595 | 88.625 | 88.445 | ||
87 | 2009.11.24 13:00 | buy stop | 36 | 1.00 | 88.779 | 88.749 | 88.929 | ||
88 | 2009.11.24 13:40 | sell | 35 | 1.00 | 88.595 | 88.625 | 88.445 | ||
89 | 2009.11.24 13:40 | delete | 36 | 1.00 | 88.779 | 88.749 | 88.929 | ||
90 | 2009.11.24 13:40 | s/l | 35 | 1.00 | 88.625 | 88.625 | 88.445 | -33.85 | 9801.52 |
91 | 2009.11.25 13:00 | sell stop | 37 | 1.00 | 87.551 | 87.581 | 87.401 | ||
92 | 2009.11.25 13:00 | buy stop | 38 | 1.00 | 87.866 | 87.836 | 88.016 | ||
93 | 2009.11.25 14:15 | sell | 37 | 1.00 | 87.551 | 87.581 | 87.401 | ||
94 | 2009.11.25 14:15 | delete | 38 | 1.00 | 87.866 | 87.836 | 88.016 | ||
95 | 2009.11.25 14:15 | s/l | 37 | 1.00 | 87.581 | 87.581 | 87.401 | -34.25 | 9767.27 |
96 | 2009.11.26 13:00 | sell stop | 39 | 1.00 | 86.577 | 86.607 | 86.427 | ||
97 | 2009.11.26 13:00 | buy stop | 40 | 1.00 | 86.850 | 86.820 | 87.000 | ||
98 | 2009.11.26 16:15 | sell | 39 | 1.00 | 86.577 | 86.607 | 86.427 | ||
99 | 2009.11.26 16:15 | delete | 40 | 1.00 | 86.850 | 86.820 | 87.000 | ||
100 | 2009.11.26 16:17 | s/l | 39 | 1.00 | 86.607 | 86.607 | 86.427 | -34.64 | 9732.63 |
101 | 2009.11.27 13:00 | sell stop | 41 | 1.00 | 86.273 | 86.303 | 86.123 | ||
102 | 2009.11.27 13:00 | buy stop | 42 | 1.00 | 86.842 | 86.812 | 86.992 | ||
103 | 2009.11.27 15:28 | buy | 42 | 1.00 | 86.842 | 86.812 | 86.992 | ||
104 | 2009.11.27 15:28 | delete | 41 | 1.00 | 86.273 | 86.303 | 86.123 | ||
105 | 2009.11.27 15:28 | s/l | 42 | 1.00 | 86.812 | 86.812 | 86.992 | -34.56 | 9698.07 |