Strategy Tester Report
AlpariUK-Demo (Build 225)
Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
Period | 1 Hour (H1) 2009.11.03 02:00 - 2009.11.30 00:00 (2009.11.01 - 2009.11.30) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | MAGICNUM=1; Lots=0.1; StopLoss=55; TakeProfit=100; TrailingStop=0; slippage=3; MaximumRisk=7; MaxLot=100; MinLot=1; FixedLot=false; TimeZoneOfData=0; StartHour=2; StartMinute=0; EndHour=23; EndMinute=0; FridayEndHour=21; SecureProfit=10; TrailSecureProfit=16; TradeFriday=1; DontReverse=1; StartYear=2005; StartMonth=6; TradesSet=2; TypeSet=0; ReverseSet=0; | ||||
Bars in test | 551 | Ticks modelled | 11401 | Modelling quality | n/a |
Mismatched charts errors | 4 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -1134.06 | Gross profit | 51.63 | Gross loss | -1185.69 |
Profit factor | 0.04 | Expected payoff | -56.70 | ||
Absolute drawdown | 1134.06 | Maximal drawdown | 1134.06 (11.34%) | Relative drawdown | 11.34% (1134.06) |
Total trades | 20 | Short positions (won %) | 15 (20.00%) | Long positions (won %) | 5 (20.00%) |
Profit trades (% of total) | 4 (20.00%) | Loss trades (% of total) | 16 (80.00%) | ||
Largest | profit trade | 13.45 | loss trade | -79.34 | |
Average | profit trade | 12.91 | loss trade | -74.11 | |
Maximum | consecutive wins (profit in money) | 1 (13.45) | consecutive losses (loss in money) | 7 (-530.62) | |
Maximal | consecutive profit (count of wins) | 13.45 (1) | consecutive loss (count of losses) | -530.62 (7) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 02:00 | sell stop | 1 | 1.30 | 90.063 | 90.118 | 89.963 | ||
2 | 2009.11.03 02:03 | buy stop | 2 | 1.30 | 90.690 | 90.635 | 90.790 | ||
3 | 2009.11.03 08:20 | sell | 1 | 1.30 | 90.063 | 90.118 | 89.963 | ||
4 | 2009.11.03 08:20 | delete | 2 | 1.30 | 90.690 | 90.635 | 90.790 | ||
5 | 2009.11.03 08:27 | s/l | 1 | 1.30 | 90.118 | 90.118 | 89.963 | -79.33 | 9920.67 |
6 | 2009.11.04 02:00 | buy stop | 3 | 1.30 | 90.223 | 90.168 | 90.323 | ||
7 | 2009.11.04 02:02 | sell stop | 4 | 1.30 | 89.868 | 89.923 | 89.768 | ||
8 | 2009.11.04 02:20 | buy | 3 | 1.30 | 90.223 | 90.168 | 90.323 | ||
9 | 2009.11.04 02:20 | delete | 4 | 1.30 | 89.868 | 89.923 | 89.768 | ||
10 | 2009.11.04 02:32 | s/l | 3 | 1.30 | 90.168 | 90.168 | 90.323 | -79.34 | 9841.33 |
11 | 2009.11.04 02:32 | buy stop | 5 | 1.30 | 90.223 | 90.168 | 90.323 | ||
12 | 2009.11.04 02:35 | sell stop | 6 | 1.30 | 89.868 | 89.923 | 89.768 | ||
13 | 2009.11.04 02:50 | buy | 5 | 1.30 | 90.223 | 90.168 | 90.323 | ||
14 | 2009.11.04 02:50 | delete | 6 | 1.30 | 89.868 | 89.923 | 89.768 | ||
15 | 2009.11.04 03:20 | s/l | 5 | 1.30 | 90.168 | 90.168 | 90.323 | -79.30 | 9762.03 |
16 | 2009.11.05 02:00 | buy stop | 7 | 1.20 | 90.679 | 90.624 | 90.779 | ||
17 | 2009.11.05 02:02 | sell stop | 8 | 1.20 | 90.044 | 90.099 | 89.944 | ||
18 | 2009.11.05 10:02 | sell | 8 | 1.20 | 90.044 | 90.099 | 89.944 | ||
19 | 2009.11.05 10:02 | delete | 7 | 1.20 | 90.679 | 90.624 | 90.779 | ||
20 | 2009.11.05 10:15 | s/l | 8 | 1.20 | 90.099 | 90.099 | 89.944 | -73.21 | 9688.82 |
21 | 2009.11.06 02:00 | sell stop | 9 | 1.20 | 90.418 | 90.473 | 90.318 | ||
22 | 2009.11.06 02:02 | buy stop | 10 | 1.20 | 90.850 | 90.795 | 90.950 | ||
23 | 2009.11.06 08:50 | sell | 9 | 1.20 | 90.418 | 90.473 | 90.318 | ||
24 | 2009.11.06 08:50 | delete | 10 | 1.20 | 90.850 | 90.795 | 90.950 | ||
25 | 2009.11.06 08:57 | s/l | 9 | 1.20 | 90.473 | 90.473 | 90.318 | -72.94 | 9615.88 |
26 | 2009.11.09 02:00 | buy stop | 11 | 1.20 | 90.230 | 90.175 | 90.330 | ||
27 | 2009.11.09 02:02 | sell stop | 12 | 1.20 | 89.606 | 89.661 | 89.506 | ||
28 | 2009.11.09 04:07 | buy | 11 | 1.20 | 90.230 | 90.175 | 90.330 | ||
29 | 2009.11.09 04:07 | delete | 12 | 1.20 | 89.606 | 89.661 | 89.506 | ||
30 | 2009.11.09 04:15 | s/l | 11 | 1.20 | 90.175 | 90.175 | 90.330 | -73.19 | 9542.69 |
31 | 2009.11.10 02:02 | sell stop | 13 | 1.20 | 89.968 | 90.023 | 89.868 | ||
32 | 2009.11.10 02:05 | buy stop | 14 | 1.20 | 90.258 | 90.203 | 90.358 | ||
33 | 2009.11.10 02:15 | sell | 13 | 1.20 | 89.968 | 90.023 | 89.868 | ||
34 | 2009.11.10 02:15 | delete | 14 | 1.20 | 90.258 | 90.203 | 90.358 | ||
35 | 2009.11.10 02:45 | s/l | 13 | 1.20 | 90.023 | 90.023 | 89.868 | -73.31 | 9469.38 |
36 | 2009.11.10 02:45 | sell stop | 15 | 1.20 | 89.968 | 90.023 | 89.868 | ||
37 | 2009.11.10 02:47 | buy stop | 16 | 1.20 | 90.258 | 90.203 | 90.358 | ||
38 | 2009.11.10 03:40 | sell | 15 | 1.20 | 89.968 | 90.023 | 89.868 | ||
39 | 2009.11.10 03:40 | delete | 16 | 1.20 | 90.258 | 90.203 | 90.358 | ||
40 | 2009.11.10 04:50 | modify | 15 | 1.20 | 89.968 | 89.958 | 0.000 | ||
41 | 2009.11.10 05:15 | s/l | 15 | 1.20 | 89.958 | 89.958 | 0.000 | 13.34 | 9482.72 |
42 | 2009.11.12 02:00 | sell stop | 17 | 1.20 | 89.658 | 89.713 | 89.558 | ||
43 | 2009.11.12 02:02 | buy stop | 18 | 1.20 | 90.038 | 89.983 | 90.138 | ||
44 | 2009.11.12 08:32 | sell | 17 | 1.20 | 89.658 | 89.713 | 89.558 | ||
45 | 2009.11.12 08:32 | delete | 18 | 1.20 | 90.038 | 89.983 | 90.138 | ||
46 | 2009.11.12 08:40 | s/l | 17 | 1.20 | 89.713 | 89.713 | 89.558 | -73.55 | 9409.17 |
47 | 2009.11.13 02:00 | sell stop | 19 | 1.20 | 90.118 | 90.173 | 90.018 | ||
48 | 2009.11.13 02:02 | buy stop | 20 | 1.20 | 90.602 | 90.547 | 90.702 | ||
49 | 2009.11.13 10:05 | sell | 19 | 1.20 | 90.118 | 90.173 | 90.018 | ||
50 | 2009.11.13 10:05 | delete | 20 | 1.20 | 90.602 | 90.547 | 90.702 | ||
51 | 2009.11.13 10:07 | s/l | 19 | 1.20 | 90.173 | 90.173 | 90.018 | -73.18 | 9335.99 |
52 | 2009.11.17 02:00 | buy stop | 21 | 1.20 | 89.224 | 89.169 | 89.324 | ||
53 | 2009.11.17 02:02 | sell stop | 22 | 1.20 | 88.746 | 88.801 | 88.646 | ||
54 | 2009.11.17 09:20 | sell | 22 | 1.20 | 88.746 | 88.801 | 88.646 | ||
55 | 2009.11.17 09:20 | delete | 21 | 1.20 | 89.224 | 89.169 | 89.324 | ||
56 | 2009.11.17 09:27 | s/l | 22 | 1.20 | 88.801 | 88.801 | 88.646 | -74.30 | 9261.69 |
57 | 2009.11.18 02:00 | sell stop | 23 | 1.20 | 89.125 | 89.180 | 89.025 | ||
58 | 2009.11.18 02:03 | buy stop | 24 | 1.20 | 89.527 | 89.472 | 89.627 | ||
59 | 2009.11.18 06:10 | sell | 23 | 1.20 | 89.125 | 89.180 | 89.025 | ||
60 | 2009.11.18 06:10 | delete | 24 | 1.20 | 89.527 | 89.472 | 89.627 | ||
61 | 2009.11.18 06:50 | s/l | 23 | 1.20 | 89.180 | 89.180 | 89.025 | -74.00 | 9187.69 |
62 | 2009.11.19 02:00 | sell stop | 25 | 1.20 | 89.240 | 89.295 | 89.140 | ||
63 | 2009.11.19 02:03 | buy stop | 26 | 1.20 | 89.477 | 89.422 | 89.577 | ||
64 | 2009.11.19 02:16 | sell | 25 | 1.20 | 89.240 | 89.295 | 89.140 | ||
65 | 2009.11.19 02:16 | delete | 26 | 1.20 | 89.477 | 89.422 | 89.577 | ||
66 | 2009.11.19 02:32 | s/l | 25 | 1.20 | 89.295 | 89.295 | 89.140 | -73.92 | 9113.77 |
67 | 2009.11.19 02:32 | sell stop | 27 | 1.20 | 89.240 | 89.295 | 89.140 | ||
68 | 2009.11.19 02:35 | buy stop | 28 | 1.20 | 89.477 | 89.422 | 89.577 | ||
69 | 2009.11.19 02:40 | sell | 27 | 1.20 | 89.240 | 89.295 | 89.140 | ||
70 | 2009.11.19 02:40 | delete | 28 | 1.20 | 89.477 | 89.422 | 89.577 | ||
71 | 2009.11.19 02:50 | modify | 27 | 1.20 | 89.240 | 89.230 | 0.000 | ||
72 | 2009.11.19 03:20 | s/l | 27 | 1.20 | 89.230 | 89.230 | 0.000 | 13.45 | 9127.22 |
73 | 2009.11.20 02:15 | buy stop | 29 | 1.20 | 89.031 | 88.976 | 89.131 | ||
74 | 2009.11.20 02:17 | sell stop | 30 | 1.20 | 88.629 | 88.684 | 88.529 | ||
75 | 2009.11.20 13:20 | buy | 29 | 1.20 | 89.031 | 88.976 | 89.131 | ||
76 | 2009.11.20 13:20 | delete | 30 | 1.20 | 88.629 | 88.684 | 88.529 | ||
77 | 2009.11.20 13:30 | s/l | 29 | 1.20 | 88.976 | 88.976 | 89.131 | -74.18 | 9053.04 |
78 | 2009.11.23 02:05 | sell stop | 31 | 1.20 | 88.899 | 88.954 | 88.799 | ||
79 | 2009.11.23 02:07 | buy stop | 32 | 1.20 | 89.127 | 89.072 | 89.227 | ||
80 | 2009.11.23 03:45 | sell | 31 | 1.20 | 88.899 | 88.954 | 88.799 | ||
81 | 2009.11.23 03:45 | delete | 32 | 1.20 | 89.127 | 89.072 | 89.227 | ||
82 | 2009.11.23 04:02 | s/l | 31 | 1.20 | 88.954 | 88.954 | 88.799 | -74.18 | 8978.86 |
83 | 2009.11.24 02:46 | buy stop | 33 | 1.10 | 88.873 | 88.818 | 88.973 | ||
84 | 2009.11.24 02:50 | sell stop | 34 | 1.10 | 88.562 | 88.617 | 88.462 | ||
85 | 2009.11.24 03:15 | buy | 33 | 1.10 | 88.873 | 88.818 | 88.973 | ||
86 | 2009.11.24 03:15 | delete | 34 | 1.10 | 88.562 | 88.617 | 88.462 | ||
87 | 2009.11.24 03:40 | modify | 33 | 1.10 | 88.873 | 88.883 | 0.000 | ||
88 | 2009.11.24 04:20 | s/l | 33 | 1.10 | 88.883 | 88.883 | 0.000 | 12.38 | 8991.24 |
89 | 2009.11.25 02:00 | buy stop | 35 | 1.10 | 88.697 | 88.642 | 88.797 | ||
90 | 2009.11.25 02:02 | sell stop | 36 | 1.10 | 88.343 | 88.398 | 88.243 | ||
91 | 2009.11.25 02:20 | sell | 36 | 1.10 | 88.343 | 88.398 | 88.243 | ||
92 | 2009.11.25 02:20 | delete | 35 | 1.10 | 88.697 | 88.642 | 88.797 | ||
93 | 2009.11.25 02:37 | s/l | 36 | 1.10 | 88.398 | 88.398 | 88.243 | -68.43 | 8922.81 |
94 | 2009.11.25 02:37 | buy stop | 37 | 1.10 | 88.697 | 88.642 | 88.797 | ||
95 | 2009.11.25 07:02 | sell stop | 38 | 1.10 | 88.343 | 88.398 | 88.243 | ||
96 | 2009.11.25 07:15 | sell | 38 | 1.10 | 88.343 | 88.398 | 88.243 | ||
97 | 2009.11.25 07:15 | delete | 37 | 1.10 | 88.697 | 88.642 | 88.797 | ||
98 | 2009.11.25 07:20 | modify | 38 | 1.10 | 88.343 | 88.333 | 0.000 | ||
99 | 2009.11.25 07:27 | s/l | 38 | 1.10 | 88.333 | 88.333 | 0.000 | 12.46 | 8935.27 |
100 | 2009.11.26 02:00 | buy stop | 39 | 1.10 | 87.914 | 87.859 | 88.014 | ||
101 | 2009.11.26 02:02 | sell stop | 40 | 1.10 | 87.202 | 87.257 | 87.102 | ||
102 | 2009.11.26 03:50 | sell | 40 | 1.10 | 87.202 | 87.257 | 87.102 | ||
103 | 2009.11.26 03:50 | delete | 39 | 1.10 | 87.914 | 87.859 | 88.014 | ||
104 | 2009.11.26 03:57 | s/l | 40 | 1.10 | 87.257 | 87.257 | 87.102 | -69.33 | 8865.94 |