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 | timeframe=0; stopLoss=50; TakeProfit=350; TrailingStop=50; Name_Expert=""PivotEMA3""; Slippage=3; UseSound=false; NameFileSound=""shotgun.wav""; Lots=1; ProfitModifySL=50; | ||||
Bars in test | 551 | Ticks modelled | 11401 | Modelling quality | n/a |
Mismatched charts errors | 4 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -211.13 | Gross profit | 1679.64 | Gross loss | -1890.77 |
Profit factor | 0.89 | Expected payoff | -4.06 | ||
Absolute drawdown | 463.15 | Maximal drawdown | 698.79 (6.80%) | Relative drawdown | 6.80% (698.79) |
Total trades | 52 | Short positions (won %) | 35 (31.43%) | Long positions (won %) | 17 (41.18%) |
Profit trades (% of total) | 18 (34.62%) | Loss trades (% of total) | 34 (65.38%) | ||
Largest | profit trade | 389.61 | loss trade | -56.21 | |
Average | profit trade | 93.31 | loss trade | -55.61 | |
Maximum | consecutive wins (profit in money) | 3 (150.27) | consecutive losses (loss in money) | 6 (-333.94) | |
Maximal | consecutive profit (count of wins) | 623.96 (2) | consecutive loss (count of losses) | -333.94 (6) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 09:20 | sell | 1 | 1.00 | 90.006 | 90.056 | 89.656 | ||
2 | 2009.11.03 09:27 | s/l | 1 | 1.00 | 90.056 | 90.056 | 89.656 | -55.52 | 9944.48 |
3 | 2009.11.03 09:27 | sell | 2 | 1.00 | 90.050 | 90.100 | 89.700 | ||
4 | 2009.11.03 09:32 | modify | 2 | 1.00 | 90.050 | 89.958 | 89.700 | ||
5 | 2009.11.03 09:37 | modify | 2 | 1.00 | 90.050 | 89.940 | 89.700 | ||
6 | 2009.11.03 09:40 | s/l | 2 | 1.00 | 89.940 | 89.940 | 89.700 | 122.25 | 10066.73 |
7 | 2009.11.03 09:40 | sell | 3 | 1.00 | 89.960 | 90.010 | 89.610 | ||
8 | 2009.11.03 09:45 | s/l | 3 | 1.00 | 90.010 | 90.010 | 89.610 | -55.53 | 10011.20 |
9 | 2009.11.03 09:45 | sell | 4 | 1.00 | 90.013 | 90.063 | 89.663 | ||
10 | 2009.11.03 09:50 | s/l | 4 | 1.00 | 90.063 | 90.063 | 89.663 | -55.50 | 9955.70 |
11 | 2009.11.03 09:50 | sell | 5 | 1.00 | 90.067 | 90.117 | 89.717 | ||
12 | 2009.11.03 09:57 | modify | 5 | 1.00 | 90.067 | 90.065 | 89.717 | ||
13 | 2009.11.03 10:10 | modify | 5 | 1.00 | 90.067 | 90.063 | 89.717 | ||
14 | 2009.11.03 10:15 | modify | 5 | 1.00 | 90.067 | 90.038 | 89.717 | ||
15 | 2009.11.03 10:20 | modify | 5 | 1.00 | 90.067 | 90.003 | 89.717 | ||
16 | 2009.11.03 10:27 | s/l | 5 | 1.00 | 90.003 | 90.003 | 89.717 | 71.09 | 10026.79 |
17 | 2009.11.03 16:15 | buy | 6 | 1.00 | 90.426 | 90.376 | 90.776 | ||
18 | 2009.11.03 16:20 | s/l | 6 | 1.00 | 90.376 | 90.376 | 90.776 | -55.37 | 9971.42 |
19 | 2009.11.03 16:20 | buy | 7 | 1.00 | 90.329 | 90.279 | 90.679 | ||
20 | 2009.11.03 16:27 | modify | 7 | 1.00 | 90.329 | 90.356 | 90.679 | ||
21 | 2009.11.03 16:27 | s/l | 7 | 1.00 | 90.356 | 90.356 | 90.679 | 29.90 | 10001.32 |
22 | 2009.11.03 16:27 | buy | 8 | 1.00 | 90.347 | 90.297 | 90.697 | ||
23 | 2009.11.03 16:32 | modify | 8 | 1.00 | 90.347 | 90.362 | 90.697 | ||
24 | 2009.11.03 16:37 | modify | 8 | 1.00 | 90.347 | 90.372 | 90.697 | ||
25 | 2009.11.03 16:45 | s/l | 8 | 1.00 | 90.372 | 90.372 | 90.697 | 27.67 | 10028.99 |
26 | 2009.11.03 16:45 | buy | 9 | 1.00 | 90.373 | 90.323 | 90.723 | ||
27 | 2009.11.03 16:50 | s/l | 9 | 1.00 | 90.323 | 90.323 | 90.723 | -55.37 | 9973.62 |
28 | 2009.11.03 16:50 | buy | 10 | 1.00 | 90.333 | 90.283 | 90.683 | ||
29 | 2009.11.03 17:15 | s/l | 10 | 1.00 | 90.283 | 90.283 | 90.683 | -55.40 | 9918.22 |
30 | 2009.11.04 02:20 | sell | 11 | 1.00 | 90.211 | 90.261 | 89.861 | ||
31 | 2009.11.04 02:32 | modify | 11 | 1.00 | 90.211 | 90.190 | 89.861 | ||
32 | 2009.11.04 02:37 | modify | 11 | 1.00 | 90.211 | 90.180 | 89.861 | ||
33 | 2009.11.04 02:40 | s/l | 11 | 1.00 | 90.180 | 90.180 | 89.861 | 34.38 | 9952.60 |
34 | 2009.11.04 02:40 | sell | 12 | 1.00 | 90.161 | 90.211 | 89.811 | ||
35 | 2009.11.04 02:45 | s/l | 12 | 1.00 | 90.211 | 90.211 | 89.811 | -55.42 | 9897.18 |
36 | 2009.11.04 02:45 | sell | 13 | 1.00 | 90.192 | 90.242 | 89.842 | ||
37 | 2009.11.04 02:50 | s/l | 13 | 1.00 | 90.242 | 90.242 | 89.842 | -55.40 | 9841.78 |
38 | 2009.11.04 02:50 | sell | 14 | 1.00 | 90.223 | 90.273 | 89.873 | ||
39 | 2009.11.04 03:50 | s/l | 14 | 1.00 | 90.273 | 90.273 | 89.873 | -55.38 | 9786.40 |
40 | 2009.11.04 07:15 | buy | 15 | 1.00 | 90.414 | 90.364 | 90.764 | ||
41 | 2009.11.04 07:37 | s/l | 15 | 1.00 | 90.364 | 90.364 | 90.764 | -55.34 | 9731.06 |
42 | 2009.11.04 07:37 | buy | 16 | 1.00 | 90.378 | 90.328 | 90.728 | ||
43 | 2009.11.04 07:45 | modify | 16 | 1.00 | 90.378 | 90.409 | 90.728 | ||
44 | 2009.11.04 07:50 | modify | 16 | 1.00 | 90.378 | 90.447 | 90.728 | ||
45 | 2009.11.04 07:57 | s/l | 16 | 1.00 | 90.447 | 90.447 | 90.728 | 76.29 | 9807.35 |
46 | 2009.11.04 07:57 | buy | 17 | 1.00 | 90.466 | 90.416 | 90.816 | ||
47 | 2009.11.04 08:07 | s/l | 17 | 1.00 | 90.416 | 90.416 | 90.816 | -55.30 | 9752.05 |
48 | 2009.11.05 01:20 | sell | 18 | 1.00 | 90.494 | 90.544 | 90.144 | ||
49 | 2009.11.05 01:22 | s/l | 18 | 1.00 | 90.544 | 90.544 | 90.144 | -55.21 | 9696.84 |
50 | 2009.11.05 01:22 | sell | 19 | 1.00 | 90.530 | 90.580 | 90.180 | ||
51 | 2009.11.05 01:27 | s/l | 19 | 1.00 | 90.580 | 90.580 | 90.180 | -55.20 | 9641.64 |
52 | 2009.11.05 01:27 | sell | 20 | 1.00 | 90.566 | 90.616 | 90.216 | ||
53 | 2009.11.05 01:37 | modify | 20 | 1.00 | 90.566 | 90.557 | 90.216 | ||
54 | 2009.11.05 01:40 | s/l | 20 | 1.00 | 90.557 | 90.557 | 90.216 | 9.93 | 9651.57 |
55 | 2009.11.05 01:40 | sell | 21 | 1.00 | 90.566 | 90.616 | 90.216 | ||
56 | 2009.11.05 01:45 | s/l | 21 | 1.00 | 90.616 | 90.616 | 90.216 | -55.17 | 9596.40 |
57 | 2009.11.05 01:45 | sell | 22 | 1.00 | 90.614 | 90.664 | 90.264 | ||
58 | 2009.11.05 01:50 | s/l | 22 | 1.00 | 90.664 | 90.664 | 90.264 | -55.14 | 9541.26 |
59 | 2009.11.05 01:50 | sell | 23 | 1.00 | 90.661 | 90.711 | 90.311 | ||
60 | 2009.11.05 01:59 | modify | 23 | 1.00 | 90.661 | 90.633 | 90.311 | ||
61 | 2009.11.05 02:10 | modify | 23 | 1.00 | 90.661 | 90.623 | 90.311 | ||
62 | 2009.11.05 02:15 | modify | 23 | 1.00 | 90.661 | 90.586 | 90.311 | ||
63 | 2009.11.05 02:20 | modify | 23 | 1.00 | 90.661 | 90.538 | 90.311 | ||
64 | 2009.11.05 02:32 | modify | 23 | 1.00 | 90.661 | 90.462 | 90.311 | ||
65 | 2009.11.05 02:37 | modify | 23 | 1.00 | 90.661 | 90.449 | 90.311 | ||
66 | 2009.11.05 02:40 | s/l | 23 | 1.00 | 90.449 | 90.449 | 90.311 | 234.35 | 9775.61 |
67 | 2009.11.06 15:07 | sell | 24 | 1.00 | 90.234 | 90.284 | 89.884 | ||
68 | 2009.11.06 15:10 | modify | 24 | 1.00 | 90.234 | 90.151 | 89.884 | ||
69 | 2009.11.06 15:15 | modify | 24 | 1.00 | 90.234 | 90.037 | 89.884 | ||
70 | 2009.11.06 15:20 | t/p | 24 | 1.00 | 89.884 | 90.037 | 89.884 | 389.61 | 10165.22 |
71 | 2009.11.06 15:20 | sell | 25 | 1.00 | 89.814 | 89.864 | 89.464 | ||
72 | 2009.11.06 15:22 | s/l | 25 | 1.00 | 89.864 | 89.864 | 89.464 | -55.61 | 10109.61 |
73 | 2009.11.06 15:22 | sell | 26 | 1.00 | 89.890 | 89.940 | 89.540 | ||
74 | 2009.11.06 15:27 | s/l | 26 | 1.00 | 89.940 | 89.940 | 89.540 | -55.56 | 10054.05 |
75 | 2009.11.06 15:27 | sell | 27 | 1.00 | 89.967 | 90.017 | 89.617 | ||
76 | 2009.11.06 15:27 | modify | 27 | 1.00 | 89.967 | 89.949 | 89.617 | ||
77 | 2009.11.06 15:32 | modify | 27 | 1.00 | 89.967 | 89.888 | 89.617 | ||
78 | 2009.11.06 15:37 | modify | 27 | 1.00 | 89.967 | 89.856 | 89.617 | ||
79 | 2009.11.06 15:40 | s/l | 27 | 1.00 | 89.856 | 89.856 | 89.617 | 123.38 | 10177.43 |
80 | 2009.11.06 15:40 | sell | 28 | 1.00 | 89.948 | 89.998 | 89.598 | ||
81 | 2009.11.06 15:45 | s/l | 28 | 1.00 | 89.998 | 89.998 | 89.598 | -55.52 | 10121.91 |
82 | 2009.11.06 15:45 | sell | 29 | 1.00 | 90.046 | 90.096 | 89.696 | ||
83 | 2009.11.06 15:50 | s/l | 29 | 1.00 | 90.096 | 90.096 | 89.696 | -55.45 | 10066.46 |
84 | 2009.11.06 15:50 | sell | 30 | 1.00 | 90.143 | 90.193 | 89.793 | ||
85 | 2009.11.06 15:57 | modify | 30 | 1.00 | 90.143 | 90.083 | 89.793 | ||
86 | 2009.11.06 16:02 | s/l | 30 | 1.00 | 90.083 | 90.083 | 89.793 | 66.58 | 10133.04 |
87 | 2009.11.09 05:46 | buy | 31 | 1.00 | 90.152 | 90.102 | 90.502 | ||
88 | 2009.11.09 05:56 | s/l | 31 | 1.00 | 90.102 | 90.102 | 90.502 | -55.50 | 10077.54 |
89 | 2009.11.10 14:20 | sell | 32 | 1.00 | 89.898 | 89.948 | 89.548 | ||
90 | 2009.11.10 14:45 | modify | 32 | 1.00 | 89.898 | 89.866 | 89.548 | ||
91 | 2009.11.10 14:50 | modify | 32 | 1.00 | 89.898 | 89.803 | 89.548 | ||
92 | 2009.11.10 14:57 | s/l | 32 | 1.00 | 89.803 | 89.803 | 89.548 | 105.77 | 10183.31 |
93 | 2009.11.10 14:57 | sell | 33 | 1.00 | 89.796 | 89.846 | 89.446 | ||
94 | 2009.11.10 15:20 | modify | 33 | 1.00 | 89.796 | 89.784 | 89.446 | ||
95 | 2009.11.10 15:27 | s/l | 33 | 1.00 | 89.784 | 89.784 | 89.446 | 13.36 | 10196.67 |
96 | 2009.11.11 11:57 | buy | 34 | 1.00 | 89.902 | 89.852 | 90.252 | ||
97 | 2009.11.11 12:20 | modify | 34 | 1.00 | 89.902 | 89.916 | 90.252 | ||
98 | 2009.11.11 12:50 | modify | 34 | 1.00 | 89.902 | 89.930 | 90.252 | ||
99 | 2009.11.11 13:15 | s/l | 34 | 1.00 | 89.930 | 89.930 | 90.252 | 31.14 | 10227.81 |
100 | 2009.11.11 20:50 | sell | 35 | 1.00 | 89.785 | 89.835 | 89.435 | ||
101 | 2009.11.11 20:59 | s/l | 35 | 1.00 | 89.835 | 89.835 | 89.435 | -55.66 | 10172.15 |
102 | 2009.11.11 20:59 | sell | 36 | 1.00 | 89.816 | 89.866 | 89.466 | ||
103 | 2009.11.11 22:20 | s/l | 36 | 1.00 | 89.866 | 89.866 | 89.466 | -55.64 | 10116.51 |
104 | 2009.11.13 11:02 | sell | 37 | 1.00 | 89.705 | 89.755 | 89.355 | ||
105 | 2009.11.13 11:10 | s/l | 37 | 1.00 | 89.755 | 89.755 | 89.355 | -55.69 | 10060.82 |
106 | 2009.11.13 11:10 | sell | 38 | 1.00 | 89.755 | 89.805 | 89.405 | ||
107 | 2009.11.13 11:15 | s/l | 38 | 1.00 | 89.805 | 89.805 | 89.405 | -55.67 | 10005.15 |
108 | 2009.11.13 11:15 | sell | 39 | 1.00 | 89.793 | 89.843 | 89.443 | ||
109 | 2009.11.13 11:20 | s/l | 39 | 1.00 | 89.843 | 89.843 | 89.443 | -55.65 | 9949.50 |
110 | 2009.11.13 11:20 | sell | 40 | 1.00 | 89.831 | 89.881 | 89.481 | ||
111 | 2009.11.13 11:37 | s/l | 40 | 1.00 | 89.881 | 89.881 | 89.481 | -55.63 | 9893.87 |
112 | 2009.11.13 11:37 | sell | 41 | 1.00 | 89.866 | 89.916 | 89.516 | ||
113 | 2009.11.13 11:50 | modify | 41 | 1.00 | 89.866 | 89.846 | 89.516 | ||
114 | 2009.11.13 12:15 | s/l | 41 | 1.00 | 89.846 | 89.846 | 89.516 | 22.26 | 9916.13 |
115 | 2009.11.18 07:32 | sell | 42 | 1.00 | 89.121 | 89.171 | 88.771 | ||
116 | 2009.11.18 07:45 | s/l | 42 | 1.00 | 89.171 | 89.171 | 88.771 | -56.06 | 9860.07 |
117 | 2009.11.18 07:45 | sell | 43 | 1.00 | 89.165 | 89.215 | 88.815 | ||
118 | 2009.11.18 08:02 | s/l | 43 | 1.00 | 89.215 | 89.215 | 88.815 | -56.04 | 9804.03 |
119 | 2009.11.18 16:10 | buy | 44 | 1.00 | 89.244 | 89.194 | 89.594 | ||
120 | 2009.11.18 16:15 | s/l | 44 | 1.00 | 89.194 | 89.194 | 89.594 | -56.06 | 9747.97 |
121 | 2009.11.18 16:45 | buy | 45 | 1.00 | 89.250 | 89.200 | 89.600 | ||
122 | 2009.11.18 17:20 | modify | 45 | 1.00 | 89.250 | 89.255 | 89.600 | ||
123 | 2009.11.18 17:35 | modify | 45 | 1.00 | 89.250 | 89.260 | 89.600 | ||
124 | 2009.11.18 17:40 | modify | 45 | 1.00 | 89.250 | 89.299 | 89.600 | ||
125 | 2009.11.18 17:45 | modify | 45 | 1.00 | 89.250 | 89.337 | 89.600 | ||
126 | 2009.11.18 17:50 | modify | 45 | 1.00 | 89.250 | 89.375 | 89.600 | ||
127 | 2009.11.18 17:57 | s/l | 45 | 1.00 | 89.375 | 89.375 | 89.600 | 139.86 | 9887.83 |
128 | 2009.11.19 04:50 | sell | 46 | 1.00 | 89.075 | 89.125 | 88.725 | ||
129 | 2009.11.19 04:57 | s/l | 46 | 1.00 | 89.125 | 89.125 | 88.725 | -56.10 | 9831.73 |
130 | 2009.11.19 04:57 | sell | 47 | 1.00 | 89.110 | 89.160 | 88.760 | ||
131 | 2009.11.19 05:50 | s/l | 47 | 1.00 | 89.160 | 89.160 | 88.760 | -56.07 | 9775.66 |
132 | 2009.11.20 16:15 | buy | 48 | 1.00 | 89.032 | 88.982 | 89.382 | ||
133 | 2009.11.20 16:20 | s/l | 48 | 1.00 | 88.982 | 88.982 | 89.382 | -56.20 | 9719.46 |
134 | 2009.11.20 16:27 | buy | 49 | 1.00 | 89.032 | 88.982 | 89.382 | ||
135 | 2009.11.20 16:40 | s/l | 49 | 1.00 | 88.982 | 88.982 | 89.382 | -56.20 | 9663.26 |
136 | 2009.11.23 17:20 | buy | 50 | 1.00 | 89.013 | 88.963 | 89.363 | ||
137 | 2009.11.23 17:27 | s/l | 50 | 1.00 | 88.963 | 88.963 | 89.363 | -56.21 | 9607.05 |
138 | 2009.11.23 17:27 | buy | 51 | 1.00 | 88.974 | 88.924 | 89.324 | ||
139 | 2009.11.23 17:40 | modify | 51 | 1.00 | 88.974 | 89.007 | 89.324 | ||
140 | 2009.11.23 17:45 | modify | 51 | 1.00 | 88.974 | 89.069 | 89.324 | ||
141 | 2009.11.23 17:50 | modify | 51 | 1.00 | 88.974 | 89.131 | 89.324 | ||
142 | 2009.11.23 17:57 | s/l | 51 | 1.00 | 89.131 | 89.131 | 89.324 | 176.21 | 9783.26 |
143 | 2009.11.23 17:57 | buy | 52 | 1.00 | 89.118 | 89.068 | 89.468 | ||
144 | 2009.11.23 18:20 | modify | 52 | 1.00 | 89.118 | 89.123 | 89.468 | ||
145 | 2009.11.23 18:45 | s/l | 52 | 1.00 | 89.123 | 89.123 | 89.468 | 5.61 | 9788.87 |