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 | timeframe=0; StopLoss=50; TakeProfit=350; UseTrailingStop=false; TrailingStopType=2; TrailingStop=50; FirstMove=30; FirstStopLoss=50; SecondMove=40; SecondStopLoss=50; ThirdMove=50; TrailingStop3=50; Name_Expert=""PivotEMA3RLHv4""; Slippage=3; UseSound=false; NameFileSound=""shotgun.wav""; Lots=1; | ||||
Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
Mismatched charts errors | 113 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -168.34 | Gross profit | 2333.71 | Gross loss | -2502.05 |
Profit factor | 0.93 | Expected payoff | -3.30 | ||
Absolute drawdown | 380.94 | Maximal drawdown | 645.47 (6.16%) | Relative drawdown | 6.16% (645.47) |
Total trades | 51 | Short positions (won %) | 36 (13.89%) | Long positions (won %) | 15 (6.67%) |
Profit trades (% of total) | 6 (11.76%) | Loss trades (% of total) | 45 (88.24%) | ||
Largest | profit trade | 391.08 | loss trade | -56.23 | |
Average | profit trade | 388.95 | loss trade | -55.60 | |
Maximum | consecutive wins (profit in money) | 1 (391.08) | consecutive losses (loss in money) | 10 (-560.24) | |
Maximal | consecutive profit (count of wins) | 391.08 (1) | consecutive loss (count of losses) | -560.24 (10) | |
Average | consecutive wins | 1 | consecutive losses | 6 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 09:06 | sell | 1 | 1.00 | 90.099 | 90.149 | 89.749 | ||
2 | 2009.11.03 11:41 | s/l | 1 | 1.00 | 90.149 | 90.149 | 89.749 | -55.46 | 9944.54 |
3 | 2009.11.03 16:11 | buy | 2 | 1.00 | 90.436 | 90.386 | 90.786 | ||
4 | 2009.11.03 16:12 | s/l | 2 | 1.00 | 90.386 | 90.386 | 90.786 | -55.32 | 9889.22 |
5 | 2009.11.03 16:12 | buy | 3 | 1.00 | 90.406 | 90.356 | 90.756 | ||
6 | 2009.11.03 16:12 | s/l | 3 | 1.00 | 90.356 | 90.356 | 90.756 | -55.34 | 9833.88 |
7 | 2009.11.03 16:12 | buy | 4 | 1.00 | 90.376 | 90.326 | 90.726 | ||
8 | 2009.11.03 16:18 | s/l | 4 | 1.00 | 90.326 | 90.326 | 90.726 | -55.35 | 9778.53 |
9 | 2009.11.03 16:18 | buy | 5 | 1.00 | 90.345 | 90.295 | 90.695 | ||
10 | 2009.11.03 17:02 | s/l | 5 | 1.00 | 90.295 | 90.295 | 90.695 | -55.37 | 9723.16 |
11 | 2009.11.04 02:07 | sell | 6 | 1.00 | 90.201 | 90.251 | 89.851 | ||
12 | 2009.11.04 03:57 | s/l | 6 | 1.00 | 90.251 | 90.251 | 89.851 | -55.40 | 9667.76 |
13 | 2009.11.04 07:25 | buy | 7 | 1.00 | 90.402 | 90.352 | 90.752 | ||
14 | 2009.11.04 09:32 | t/p | 7 | 1.00 | 90.752 | 90.352 | 90.752 | 385.67 | 10053.43 |
15 | 2009.11.05 01:08 | sell | 8 | 1.00 | 90.535 | 90.585 | 90.185 | ||
16 | 2009.11.05 01:12 | s/l | 8 | 1.00 | 90.585 | 90.585 | 90.185 | -55.20 | 9998.23 |
17 | 2009.11.05 01:12 | sell | 9 | 1.00 | 90.565 | 90.615 | 90.215 | ||
18 | 2009.11.05 01:38 | s/l | 9 | 1.00 | 90.615 | 90.615 | 90.215 | -55.18 | 9943.05 |
19 | 2009.11.05 01:38 | sell | 10 | 1.00 | 90.595 | 90.645 | 90.245 | ||
20 | 2009.11.05 01:43 | s/l | 10 | 1.00 | 90.645 | 90.645 | 90.245 | -55.16 | 9887.89 |
21 | 2009.11.05 01:43 | sell | 11 | 1.00 | 90.626 | 90.676 | 90.276 | ||
22 | 2009.11.05 01:50 | s/l | 11 | 1.00 | 90.676 | 90.676 | 90.276 | -55.14 | 9832.75 |
23 | 2009.11.05 01:50 | sell | 12 | 1.00 | 90.656 | 90.706 | 90.306 | ||
24 | 2009.11.05 08:00 | t/p | 12 | 1.00 | 90.306 | 90.706 | 90.306 | 387.57 | 10220.32 |
25 | 2009.11.06 15:02 | sell | 13 | 1.00 | 90.082 | 90.132 | 89.732 | ||
26 | 2009.11.06 15:04 | s/l | 13 | 1.00 | 90.132 | 90.132 | 89.732 | -55.47 | 10164.85 |
27 | 2009.11.06 15:04 | sell | 14 | 1.00 | 90.117 | 90.167 | 89.767 | ||
28 | 2009.11.06 15:05 | s/l | 14 | 1.00 | 90.167 | 90.167 | 89.767 | -55.45 | 10109.40 |
29 | 2009.11.06 15:05 | sell | 15 | 1.00 | 90.147 | 90.197 | 89.797 | ||
30 | 2009.11.06 15:12 | s/l | 15 | 1.00 | 90.197 | 90.197 | 89.797 | -55.43 | 10053.97 |
31 | 2009.11.06 15:12 | sell | 16 | 1.00 | 90.177 | 90.227 | 89.827 | ||
32 | 2009.11.06 15:12 | s/l | 16 | 1.00 | 90.227 | 90.227 | 89.827 | -55.41 | 9998.56 |
33 | 2009.11.06 15:12 | sell | 17 | 1.00 | 90.208 | 90.258 | 89.858 | ||
34 | 2009.11.06 15:27 | t/p | 17 | 1.00 | 89.858 | 90.258 | 89.858 | 389.50 | 10388.06 |
35 | 2009.11.06 15:27 | sell | 18 | 1.00 | 89.838 | 89.888 | 89.488 | ||
36 | 2009.11.06 15:29 | s/l | 18 | 1.00 | 89.888 | 89.888 | 89.488 | -55.63 | 10332.43 |
37 | 2009.11.06 15:29 | sell | 19 | 1.00 | 89.869 | 89.919 | 89.519 | ||
38 | 2009.11.06 15:30 | s/l | 19 | 1.00 | 89.919 | 89.919 | 89.519 | -55.61 | 10276.82 |
39 | 2009.11.06 15:30 | sell | 20 | 1.00 | 89.899 | 89.949 | 89.549 | ||
40 | 2009.11.06 15:30 | s/l | 20 | 1.00 | 89.949 | 89.949 | 89.549 | -55.59 | 10221.23 |
41 | 2009.11.06 15:30 | sell | 21 | 1.00 | 89.929 | 89.979 | 89.579 | ||
42 | 2009.11.06 15:42 | s/l | 21 | 1.00 | 89.979 | 89.979 | 89.579 | -55.57 | 10165.66 |
43 | 2009.11.06 15:42 | sell | 22 | 1.00 | 89.959 | 90.009 | 89.609 | ||
44 | 2009.11.06 15:42 | s/l | 22 | 1.00 | 90.009 | 90.009 | 89.609 | -55.55 | 10110.11 |
45 | 2009.11.06 15:42 | sell | 23 | 1.00 | 89.989 | 90.039 | 89.639 | ||
46 | 2009.11.06 15:42 | s/l | 23 | 1.00 | 90.039 | 90.039 | 89.639 | -55.53 | 10054.58 |
47 | 2009.11.06 15:42 | sell | 24 | 1.00 | 90.019 | 90.069 | 89.669 | ||
48 | 2009.11.06 15:47 | s/l | 24 | 1.00 | 90.069 | 90.069 | 89.669 | -55.51 | 9999.07 |
49 | 2009.11.06 15:47 | sell | 25 | 1.00 | 90.049 | 90.099 | 89.699 | ||
50 | 2009.11.06 15:47 | s/l | 25 | 1.00 | 90.099 | 90.099 | 89.699 | -55.49 | 9943.58 |
51 | 2009.11.06 15:47 | sell | 26 | 1.00 | 90.079 | 90.129 | 89.729 | ||
52 | 2009.11.06 15:57 | s/l | 26 | 1.00 | 90.129 | 90.129 | 89.729 | -55.48 | 9888.10 |
53 | 2009.11.06 15:57 | sell | 27 | 1.00 | 90.109 | 90.159 | 89.759 | ||
54 | 2009.11.06 15:57 | s/l | 27 | 1.00 | 90.159 | 90.159 | 89.759 | -55.46 | 9832.64 |
55 | 2009.11.06 15:57 | sell | 28 | 1.00 | 90.139 | 90.189 | 89.789 | ||
56 | 2009.11.06 16:17 | t/p | 28 | 1.00 | 89.789 | 90.189 | 89.789 | 389.80 | 10222.44 |
57 | 2009.11.09 05:53 | buy | 29 | 1.00 | 90.144 | 90.094 | 90.494 | ||
58 | 2009.11.09 05:58 | s/l | 29 | 1.00 | 90.094 | 90.094 | 90.494 | -55.50 | 10166.94 |
59 | 2009.11.09 08:10 | sell | 30 | 1.00 | 90.089 | 90.139 | 89.739 | ||
60 | 2009.11.09 08:13 | s/l | 30 | 1.00 | 90.139 | 90.139 | 89.739 | -55.47 | 10111.47 |
61 | 2009.11.09 08:18 | sell | 31 | 1.00 | 90.089 | 90.139 | 89.739 | ||
62 | 2009.11.09 08:21 | s/l | 31 | 1.00 | 90.139 | 90.139 | 89.739 | -55.47 | 10056.00 |
63 | 2009.11.10 14:18 | sell | 32 | 1.00 | 89.896 | 89.946 | 89.546 | ||
64 | 2009.11.11 01:02 | t/p | 32 | 1.00 | 89.546 | 89.946 | 89.546 | 390.09 | 10446.09 |
65 | 2009.11.11 11:36 | buy | 33 | 1.00 | 89.902 | 89.852 | 90.252 | ||
66 | 2009.11.11 11:44 | s/l | 33 | 1.00 | 89.852 | 89.852 | 90.252 | -55.65 | 10390.44 |
67 | 2009.11.11 11:47 | buy | 34 | 1.00 | 89.902 | 89.852 | 90.252 | ||
68 | 2009.11.11 14:01 | s/l | 34 | 1.00 | 89.852 | 89.852 | 90.252 | -55.65 | 10334.79 |
69 | 2009.11.11 20:55 | sell | 35 | 1.00 | 89.793 | 89.843 | 89.443 | ||
70 | 2009.11.11 20:58 | s/l | 35 | 1.00 | 89.843 | 89.843 | 89.443 | -55.66 | 10279.13 |
71 | 2009.11.11 20:58 | sell | 36 | 1.00 | 89.824 | 89.874 | 89.474 | ||
72 | 2009.11.11 22:23 | s/l | 36 | 1.00 | 89.874 | 89.874 | 89.474 | -55.64 | 10223.49 |
73 | 2009.11.13 11:11 | sell | 37 | 1.00 | 89.723 | 89.773 | 89.373 | ||
74 | 2009.11.13 11:17 | s/l | 37 | 1.00 | 89.773 | 89.773 | 89.373 | -55.70 | 10167.79 |
75 | 2009.11.13 11:17 | sell | 38 | 1.00 | 89.753 | 89.803 | 89.403 | ||
76 | 2009.11.13 11:22 | s/l | 38 | 1.00 | 89.803 | 89.803 | 89.403 | -55.68 | 10112.11 |
77 | 2009.11.13 11:22 | sell | 39 | 1.00 | 89.784 | 89.834 | 89.434 | ||
78 | 2009.11.13 11:24 | s/l | 39 | 1.00 | 89.834 | 89.834 | 89.434 | -55.66 | 10056.45 |
79 | 2009.11.13 11:24 | sell | 40 | 1.00 | 89.815 | 89.865 | 89.465 | ||
80 | 2009.11.13 11:47 | s/l | 40 | 1.00 | 89.865 | 89.865 | 89.465 | -55.63 | 10000.82 |
81 | 2009.11.13 11:47 | sell | 41 | 1.00 | 89.847 | 89.897 | 89.497 | ||
82 | 2009.11.13 14:32 | t/p | 41 | 1.00 | 89.497 | 89.897 | 89.497 | 391.08 | 10391.90 |
83 | 2009.11.18 07:47 | sell | 42 | 1.00 | 89.130 | 89.180 | 88.780 | ||
84 | 2009.11.18 07:53 | s/l | 42 | 1.00 | 89.180 | 89.180 | 88.780 | -56.07 | 10335.83 |
85 | 2009.11.18 07:53 | sell | 43 | 1.00 | 89.161 | 89.211 | 88.811 | ||
86 | 2009.11.18 08:00 | s/l | 43 | 1.00 | 89.211 | 89.211 | 88.811 | -56.05 | 10279.78 |
87 | 2009.11.18 16:06 | buy | 44 | 1.00 | 89.249 | 89.199 | 89.599 | ||
88 | 2009.11.18 16:10 | s/l | 44 | 1.00 | 89.199 | 89.199 | 89.599 | -56.05 | 10223.73 |
89 | 2009.11.18 16:10 | buy | 45 | 1.00 | 89.219 | 89.169 | 89.569 | ||
90 | 2009.11.18 16:25 | s/l | 45 | 1.00 | 89.169 | 89.169 | 89.569 | -56.07 | 10167.66 |
91 | 2009.11.18 16:32 | buy | 46 | 1.00 | 89.223 | 89.173 | 89.573 | ||
92 | 2009.11.19 02:51 | s/l | 46 | 1.00 | 89.173 | 89.173 | 89.573 | -55.08 | 10112.58 |
93 | 2009.11.19 04:46 | sell | 47 | 1.00 | 89.102 | 89.152 | 88.752 | ||
94 | 2009.11.19 05:23 | s/l | 47 | 1.00 | 89.152 | 89.152 | 88.752 | -56.09 | 10056.49 |
95 | 2009.11.20 16:08 | buy | 48 | 1.00 | 89.039 | 88.989 | 89.389 | ||
96 | 2009.11.20 16:13 | s/l | 48 | 1.00 | 88.989 | 88.989 | 89.389 | -56.19 | 10000.30 |
97 | 2009.11.20 16:14 | buy | 49 | 1.00 | 89.020 | 88.970 | 89.370 | ||
98 | 2009.11.20 16:35 | s/l | 49 | 1.00 | 88.970 | 88.970 | 89.370 | -56.20 | 9944.10 |
99 | 2009.11.23 17:15 | buy | 50 | 1.00 | 89.009 | 88.959 | 89.359 | ||
100 | 2009.11.23 17:19 | s/l | 50 | 1.00 | 88.959 | 88.959 | 89.359 | -56.21 | 9887.89 |
101 | 2009.11.23 17:19 | buy | 51 | 1.00 | 88.978 | 88.928 | 89.328 | ||
102 | 2009.11.23 23:08 | s/l | 51 | 1.00 | 88.928 | 88.928 | 89.328 | -56.23 | 9831.66 |