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 | TakeProfit=50; Lots=1; TrailingStop=30; MACDOpenLevel=3; MACDCloseLevel=2; MATrendPeriod=26; | ||||
Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
Mismatched charts errors | 113 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 401.83 | Gross profit | 401.83 | Gross loss | 0.00 |
Profit factor | Expected payoff | 44.65 | |||
Absolute drawdown | 168.62 | Maximal drawdown | 305.43 (2.96%) | Relative drawdown | 2.96% (305.43) |
Total trades | 9 | Short positions (won %) | 3 (100.00%) | Long positions (won %) | 6 (100.00%) |
Profit trades (% of total) | 9 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
Largest | profit trade | 56.15 | loss trade | 0.00 | |
Average | profit trade | 44.65 | loss trade | 0.00 | |
Maximum | consecutive wins (profit in money) | 9 (401.83) | consecutive losses (loss in money) | 0 (0.00) | |
Maximal | consecutive profit (count of wins) | 401.83 (9) | consecutive loss (count of losses) | 0.00 (0) | |
Average | consecutive wins | 9 | consecutive losses | 0 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 14:26 | buy | 1 | 1.00 | 90.295 | 0.000 | 90.345 | ||
2 | 2009.11.03 15:22 | modify | 1 | 1.00 | 90.295 | 90.295 | 90.345 | ||
3 | 2009.11.03 15:22 | modify | 1 | 1.00 | 90.295 | 90.296 | 90.345 | ||
4 | 2009.11.03 15:23 | modify | 1 | 1.00 | 90.295 | 90.297 | 90.345 | ||
5 | 2009.11.03 15:23 | modify | 1 | 1.00 | 90.295 | 90.298 | 90.345 | ||
6 | 2009.11.03 15:23 | modify | 1 | 1.00 | 90.295 | 90.300 | 90.345 | ||
7 | 2009.11.03 15:23 | modify | 1 | 1.00 | 90.295 | 90.301 | 90.345 | ||
8 | 2009.11.03 15:23 | modify | 1 | 1.00 | 90.295 | 90.302 | 90.345 | ||
9 | 2009.11.03 15:23 | modify | 1 | 1.00 | 90.295 | 90.304 | 90.345 | ||
10 | 2009.11.03 15:23 | modify | 1 | 1.00 | 90.295 | 90.305 | 90.345 | ||
11 | 2009.11.03 15:23 | modify | 1 | 1.00 | 90.295 | 90.306 | 90.345 | ||
12 | 2009.11.03 15:23 | modify | 1 | 1.00 | 90.295 | 90.307 | 90.345 | ||
13 | 2009.11.03 15:23 | modify | 1 | 1.00 | 90.295 | 90.309 | 90.345 | ||
14 | 2009.11.03 15:23 | modify | 1 | 1.00 | 90.295 | 90.310 | 90.345 | ||
15 | 2009.11.03 15:23 | modify | 1 | 1.00 | 90.295 | 90.311 | 90.345 | ||
16 | 2009.11.03 15:23 | modify | 1 | 1.00 | 90.295 | 90.313 | 90.345 | ||
17 | 2009.11.03 15:23 | modify | 1 | 1.00 | 90.295 | 90.314 | 90.345 | ||
18 | 2009.11.03 15:23 | t/p | 1 | 1.00 | 90.345 | 90.314 | 90.345 | 55.34 | 10055.34 |
19 | 2009.11.03 15:23 | buy | 2 | 1.00 | 90.365 | 0.000 | 90.415 | ||
20 | 2009.11.03 15:52 | modify | 2 | 1.00 | 90.365 | 90.365 | 90.415 | ||
21 | 2009.11.03 15:52 | modify | 2 | 1.00 | 90.365 | 90.366 | 90.415 | ||
22 | 2009.11.03 15:52 | modify | 2 | 1.00 | 90.365 | 90.367 | 90.415 | ||
23 | 2009.11.03 15:52 | modify | 2 | 1.00 | 90.365 | 90.368 | 90.415 | ||
24 | 2009.11.03 15:52 | modify | 2 | 1.00 | 90.365 | 90.369 | 90.415 | ||
25 | 2009.11.03 15:52 | modify | 2 | 1.00 | 90.365 | 90.370 | 90.415 | ||
26 | 2009.11.03 15:52 | modify | 2 | 1.00 | 90.365 | 90.371 | 90.415 | ||
27 | 2009.11.03 15:52 | modify | 2 | 1.00 | 90.365 | 90.372 | 90.415 | ||
28 | 2009.11.03 15:52 | modify | 2 | 1.00 | 90.365 | 90.373 | 90.415 | ||
29 | 2009.11.03 15:52 | modify | 2 | 1.00 | 90.365 | 90.374 | 90.415 | ||
30 | 2009.11.03 15:52 | modify | 2 | 1.00 | 90.365 | 90.375 | 90.415 | ||
31 | 2009.11.03 15:52 | modify | 2 | 1.00 | 90.365 | 90.376 | 90.415 | ||
32 | 2009.11.03 15:52 | modify | 2 | 1.00 | 90.365 | 90.377 | 90.415 | ||
33 | 2009.11.03 15:52 | modify | 2 | 1.00 | 90.365 | 90.378 | 90.415 | ||
34 | 2009.11.03 15:52 | modify | 2 | 1.00 | 90.365 | 90.379 | 90.415 | ||
35 | 2009.11.03 15:52 | modify | 2 | 1.00 | 90.365 | 90.380 | 90.415 | ||
36 | 2009.11.03 15:52 | modify | 2 | 1.00 | 90.365 | 90.381 | 90.415 | ||
37 | 2009.11.03 15:52 | modify | 2 | 1.00 | 90.365 | 90.382 | 90.415 | ||
38 | 2009.11.03 15:52 | modify | 2 | 1.00 | 90.365 | 90.383 | 90.415 | ||
39 | 2009.11.03 15:52 | modify | 2 | 1.00 | 90.365 | 90.384 | 90.415 | ||
40 | 2009.11.03 15:52 | t/p | 2 | 1.00 | 90.415 | 90.384 | 90.415 | 55.30 | 10110.64 |
41 | 2009.11.03 15:52 | buy | 3 | 1.00 | 90.435 | 0.000 | 90.485 | ||
42 | 2009.11.03 16:01 | modify | 3 | 1.00 | 90.435 | 90.436 | 90.485 | ||
43 | 2009.11.03 16:01 | modify | 3 | 1.00 | 90.435 | 90.438 | 90.485 | ||
44 | 2009.11.03 16:01 | modify | 3 | 1.00 | 90.435 | 90.440 | 90.485 | ||
45 | 2009.11.03 16:01 | modify | 3 | 1.00 | 90.435 | 90.441 | 90.485 | ||
46 | 2009.11.03 16:01 | modify | 3 | 1.00 | 90.435 | 90.443 | 90.485 | ||
47 | 2009.11.03 16:01 | modify | 3 | 1.00 | 90.435 | 90.445 | 90.485 | ||
48 | 2009.11.03 16:01 | modify | 3 | 1.00 | 90.435 | 90.447 | 90.485 | ||
49 | 2009.11.03 16:01 | modify | 3 | 1.00 | 90.435 | 90.448 | 90.485 | ||
50 | 2009.11.03 16:01 | modify | 3 | 1.00 | 90.435 | 90.450 | 90.485 | ||
51 | 2009.11.03 16:01 | modify | 3 | 1.00 | 90.435 | 90.452 | 90.485 | ||
52 | 2009.11.03 16:01 | modify | 3 | 1.00 | 90.435 | 90.454 | 90.485 | ||
53 | 2009.11.03 16:01 | t/p | 3 | 1.00 | 90.485 | 90.454 | 90.485 | 55.26 | 10165.90 |
54 | 2009.11.04 02:40 | sell | 4 | 1.00 | 90.219 | 0.000 | 90.169 | ||
55 | 2009.11.04 02:45 | modify | 4 | 1.00 | 90.219 | 90.219 | 90.169 | ||
56 | 2009.11.04 02:45 | modify | 4 | 1.00 | 90.219 | 90.218 | 90.169 | ||
57 | 2009.11.04 02:45 | modify | 4 | 1.00 | 90.219 | 90.217 | 90.169 | ||
58 | 2009.11.04 02:45 | modify | 4 | 1.00 | 90.219 | 90.216 | 90.169 | ||
59 | 2009.11.04 02:45 | modify | 4 | 1.00 | 90.219 | 90.215 | 90.169 | ||
60 | 2009.11.04 02:45 | modify | 4 | 1.00 | 90.219 | 90.214 | 90.169 | ||
61 | 2009.11.04 02:45 | modify | 4 | 1.00 | 90.219 | 90.213 | 90.169 | ||
62 | 2009.11.04 02:45 | modify | 4 | 1.00 | 90.219 | 90.212 | 90.169 | ||
63 | 2009.11.04 02:45 | modify | 4 | 1.00 | 90.219 | 90.211 | 90.169 | ||
64 | 2009.11.04 02:45 | modify | 4 | 1.00 | 90.219 | 90.210 | 90.169 | ||
65 | 2009.11.04 02:45 | modify | 4 | 1.00 | 90.219 | 90.209 | 90.169 | ||
66 | 2009.11.04 02:45 | modify | 4 | 1.00 | 90.219 | 90.208 | 90.169 | ||
67 | 2009.11.04 02:45 | modify | 4 | 1.00 | 90.219 | 90.207 | 90.169 | ||
68 | 2009.11.04 02:45 | modify | 4 | 1.00 | 90.219 | 90.206 | 90.169 | ||
69 | 2009.11.04 02:45 | modify | 4 | 1.00 | 90.219 | 90.205 | 90.169 | ||
70 | 2009.11.04 02:45 | modify | 4 | 1.00 | 90.219 | 90.204 | 90.169 | ||
71 | 2009.11.04 02:45 | modify | 4 | 1.00 | 90.219 | 90.203 | 90.169 | ||
72 | 2009.11.04 02:45 | modify | 4 | 1.00 | 90.219 | 90.202 | 90.169 | ||
73 | 2009.11.04 02:46 | modify | 4 | 1.00 | 90.219 | 90.201 | 90.169 | ||
74 | 2009.11.04 02:46 | modify | 4 | 1.00 | 90.219 | 90.200 | 90.169 | ||
75 | 2009.11.04 02:46 | t/p | 4 | 1.00 | 90.169 | 90.200 | 90.169 | 55.45 | 10221.35 |
76 | 2009.11.18 15:00 | buy | 5 | 1.00 | 89.225 | 0.000 | 89.275 | ||
77 | 2009.11.18 15:02 | modify | 5 | 1.00 | 89.225 | 89.226 | 89.275 | ||
78 | 2009.11.18 15:02 | modify | 5 | 1.00 | 89.225 | 89.230 | 89.275 | ||
79 | 2009.11.18 15:02 | modify | 5 | 1.00 | 89.225 | 89.235 | 89.275 | ||
80 | 2009.11.18 15:03 | modify | 5 | 1.00 | 89.225 | 89.238 | 89.275 | ||
81 | 2009.11.18 15:03 | modify | 5 | 1.00 | 89.225 | 89.244 | 89.275 | ||
82 | 2009.11.18 15:03 | t/p | 5 | 1.00 | 89.275 | 89.244 | 89.275 | 56.00 | 10277.35 |
83 | 2009.11.18 15:03 | buy | 6 | 1.00 | 89.299 | 0.000 | 89.349 | ||
84 | 2009.11.18 17:33 | modify | 6 | 1.00 | 89.299 | 89.300 | 89.349 | ||
85 | 2009.11.18 17:33 | modify | 6 | 1.00 | 89.299 | 89.305 | 89.349 | ||
86 | 2009.11.18 17:33 | modify | 6 | 1.00 | 89.299 | 89.310 | 89.349 | ||
87 | 2009.11.18 17:33 | modify | 6 | 1.00 | 89.299 | 89.315 | 89.349 | ||
88 | 2009.11.18 17:34 | modify | 6 | 1.00 | 89.299 | 89.317 | 89.349 | ||
89 | 2009.11.18 17:34 | t/p | 6 | 1.00 | 89.349 | 89.317 | 89.349 | 55.96 | 10333.31 |
90 | 2009.11.23 10:00 | buy | 7 | 1.00 | 88.998 | 0.000 | 89.048 | ||
91 | 2009.11.23 17:32 | modify | 7 | 1.00 | 88.998 | 88.998 | 89.048 | ||
92 | 2009.11.23 17:32 | modify | 7 | 1.00 | 88.998 | 89.001 | 89.048 | ||
93 | 2009.11.23 17:32 | modify | 7 | 1.00 | 88.998 | 89.003 | 89.048 | ||
94 | 2009.11.23 17:33 | modify | 7 | 1.00 | 88.998 | 89.006 | 89.048 | ||
95 | 2009.11.23 17:33 | modify | 7 | 1.00 | 88.998 | 89.008 | 89.048 | ||
96 | 2009.11.23 17:33 | modify | 7 | 1.00 | 88.998 | 89.011 | 89.048 | ||
97 | 2009.11.23 17:33 | modify | 7 | 1.00 | 88.998 | 89.013 | 89.048 | ||
98 | 2009.11.23 17:33 | modify | 7 | 1.00 | 88.998 | 89.016 | 89.048 | ||
99 | 2009.11.23 17:33 | t/p | 7 | 1.00 | 89.048 | 89.016 | 89.048 | 56.15 | 10389.46 |
100 | 2009.11.24 01:00 | sell | 8 | 1.00 | 88.911 | 0.000 | 88.861 | ||
101 | 2009.11.24 01:03 | modify | 8 | 1.00 | 88.911 | 88.910 | 88.861 | ||
102 | 2009.11.24 01:03 | modify | 8 | 1.00 | 88.911 | 88.907 | 88.861 | ||
103 | 2009.11.24 01:03 | modify | 8 | 1.00 | 88.911 | 88.904 | 88.861 | ||
104 | 2009.11.24 01:06 | s/l | 8 | 1.00 | 88.904 | 88.904 | 88.861 | 7.87 | 10397.33 |
105 | 2009.11.24 01:06 | sell | 9 | 1.00 | 88.884 | 0.000 | 88.834 | ||
106 | 2009.11.24 02:00 | modify | 9 | 1.00 | 88.884 | 88.884 | 88.834 | ||
107 | 2009.11.24 02:00 | modify | 9 | 1.00 | 88.884 | 88.883 | 88.834 | ||
108 | 2009.11.24 02:01 | modify | 9 | 1.00 | 88.884 | 88.882 | 88.834 | ||
109 | 2009.11.24 02:01 | modify | 9 | 1.00 | 88.884 | 88.881 | 88.834 | ||
110 | 2009.11.24 02:01 | modify | 9 | 1.00 | 88.884 | 88.880 | 88.834 | ||
111 | 2009.11.24 02:07 | s/l | 9 | 1.00 | 88.880 | 88.880 | 88.834 | 4.50 | 10401.83 |