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 | Start=10; Finish=18; Lot=0.1; Trigger=15; Limit=150; StopLoss=80; BreakEven=30; | ||||
Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
Mismatched charts errors | 113 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 14.44 | Gross profit | 68.01 | Gross loss | -53.57 |
Profit factor | 1.27 | Expected payoff | 0.85 | ||
Absolute drawdown | 42.65 | Maximal drawdown | 47.74 (0.48%) | Relative drawdown | 0.48% (47.74) |
Total trades | 17 | Short positions (won %) | 8 (62.50%) | Long positions (won %) | 9 (66.67%) |
Profit trades (% of total) | 11 (64.71%) | Loss trades (% of total) | 6 (35.29%) | ||
Largest | profit trade | 17.31 | loss trade | -9.00 | |
Average | profit trade | 6.18 | loss trade | -8.93 | |
Maximum | consecutive wins (profit in money) | 5 (51.33) | consecutive losses (loss in money) | 4 (-35.89) | |
Maximal | consecutive profit (count of wins) | 51.33 (5) | consecutive loss (count of losses) | -35.89 (4) | |
Average | consecutive wins | 4 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 10:01 | buy stop | 1 | 0.10 | 90.303 | 90.223 | 90.453 | ||
2 | 2009.11.03 10:01 | sell stop | 2 | 0.10 | 89.855 | 89.935 | 89.705 | ||
3 | 2009.11.03 15:21 | buy | 1 | 0.10 | 90.303 | 90.223 | 90.453 | ||
4 | 2009.11.03 15:21 | delete | 2 | 0.10 | 89.855 | 89.935 | 89.705 | ||
5 | 2009.11.03 15:23 | modify | 1 | 0.10 | 90.303 | 90.303 | 90.453 | ||
6 | 2009.11.03 15:24 | s/l | 1 | 0.10 | 90.303 | 90.303 | 90.453 | 0.00 | 10000.00 |
7 | 2009.11.04 10:01 | buy stop | 3 | 0.10 | 90.850 | 90.770 | 91.000 | ||
8 | 2009.11.04 10:01 | sell stop | 4 | 0.10 | 90.301 | 90.381 | 90.151 | ||
9 | 2009.11.04 10:42 | buy | 3 | 0.10 | 90.850 | 90.770 | 91.000 | ||
10 | 2009.11.04 10:42 | delete | 4 | 0.10 | 90.301 | 90.381 | 90.151 | ||
11 | 2009.11.04 10:42 | modify | 3 | 0.10 | 90.850 | 90.850 | 91.000 | ||
12 | 2009.11.04 10:44 | s/l | 3 | 0.10 | 90.850 | 90.850 | 91.000 | 0.00 | 10000.00 |
13 | 2009.11.05 10:01 | buy stop | 5 | 0.10 | 90.523 | 90.443 | 90.673 | ||
14 | 2009.11.05 14:32 | buy | 5 | 0.10 | 90.523 | 90.443 | 90.673 | ||
15 | 2009.11.05 14:35 | s/l | 5 | 0.10 | 90.443 | 90.443 | 90.673 | -8.85 | 9991.15 |
16 | 2009.11.06 10:01 | buy stop | 6 | 0.10 | 90.688 | 90.608 | 90.838 | ||
17 | 2009.11.06 10:01 | sell stop | 7 | 0.10 | 90.394 | 90.474 | 90.244 | ||
18 | 2009.11.06 12:18 | buy | 6 | 0.10 | 90.688 | 90.608 | 90.838 | ||
19 | 2009.11.06 12:18 | delete | 7 | 0.10 | 90.394 | 90.474 | 90.244 | ||
20 | 2009.11.06 12:45 | s/l | 6 | 0.10 | 90.608 | 90.608 | 90.838 | -8.83 | 9982.32 |
21 | 2009.11.09 10:01 | buy stop | 8 | 0.10 | 90.291 | 90.211 | 90.441 | ||
22 | 2009.11.09 10:01 | sell stop | 9 | 0.10 | 89.980 | 90.060 | 89.830 | ||
23 | 2009.11.09 11:11 | sell | 9 | 0.10 | 89.980 | 90.060 | 89.830 | ||
24 | 2009.11.09 11:11 | delete | 8 | 0.10 | 90.291 | 90.211 | 90.441 | ||
25 | 2009.11.09 11:16 | modify | 9 | 0.10 | 89.980 | 89.980 | 89.830 | ||
26 | 2009.11.09 14:03 | s/l | 9 | 0.10 | 89.980 | 89.980 | 89.830 | 0.00 | 9982.32 |
27 | 2009.11.10 10:01 | buy stop | 10 | 0.10 | 89.941 | 89.861 | 90.091 | ||
28 | 2009.11.10 10:01 | sell stop | 11 | 0.10 | 89.670 | 89.750 | 89.520 | ||
29 | 2009.11.10 11:12 | buy | 10 | 0.10 | 89.941 | 89.861 | 90.091 | ||
30 | 2009.11.10 11:12 | delete | 11 | 0.10 | 89.670 | 89.750 | 89.520 | ||
31 | 2009.11.10 11:12 | modify | 10 | 0.10 | 89.941 | 89.941 | 90.091 | ||
32 | 2009.11.10 11:17 | s/l | 10 | 0.10 | 89.941 | 89.941 | 90.091 | 0.00 | 9982.32 |
33 | 2009.11.11 10:01 | buy stop | 12 | 0.10 | 90.071 | 89.991 | 90.221 | ||
34 | 2009.11.11 10:01 | sell stop | 13 | 0.10 | 89.540 | 89.620 | 89.390 | ||
35 | 2009.11.11 18:00 | delete | 12 | 0.10 | 90.071 | 89.991 | 90.221 | ||
36 | 2009.11.11 18:00 | delete | 13 | 0.10 | 89.540 | 89.620 | 89.390 | ||
37 | 2009.11.12 10:01 | buy stop | 14 | 0.10 | 89.934 | 89.854 | 90.084 | ||
38 | 2009.11.12 10:01 | sell stop | 15 | 0.10 | 89.620 | 89.700 | 89.470 | ||
39 | 2009.11.12 13:32 | buy | 14 | 0.10 | 89.934 | 89.854 | 90.084 | ||
40 | 2009.11.12 13:32 | delete | 15 | 0.10 | 89.620 | 89.700 | 89.470 | ||
41 | 2009.11.12 13:38 | modify | 14 | 0.10 | 89.934 | 89.934 | 90.084 | ||
42 | 2009.11.12 13:43 | s/l | 14 | 0.10 | 89.934 | 89.934 | 90.084 | 0.00 | 9982.32 |
43 | 2009.11.13 10:01 | buy stop | 16 | 0.10 | 90.440 | 90.360 | 90.590 | ||
44 | 2009.11.13 10:01 | sell stop | 17 | 0.10 | 90.105 | 90.185 | 89.955 | ||
45 | 2009.11.13 10:03 | sell | 17 | 0.10 | 90.105 | 90.185 | 89.955 | ||
46 | 2009.11.13 10:03 | delete | 16 | 0.10 | 90.440 | 90.360 | 90.590 | ||
47 | 2009.11.13 10:07 | modify | 17 | 0.10 | 90.105 | 90.105 | 89.955 | ||
48 | 2009.11.13 10:20 | t/p | 17 | 0.10 | 89.955 | 90.105 | 89.955 | 16.68 | 9999.00 |
49 | 2009.11.16 10:01 | buy stop | 18 | 0.10 | 89.660 | 89.580 | 89.810 | ||
50 | 2009.11.16 10:01 | sell stop | 19 | 0.10 | 89.400 | 89.480 | 89.250 | ||
51 | 2009.11.16 11:01 | sell | 19 | 0.10 | 89.400 | 89.480 | 89.250 | ||
52 | 2009.11.16 11:01 | delete | 18 | 0.10 | 89.660 | 89.580 | 89.810 | ||
53 | 2009.11.16 11:22 | s/l | 19 | 0.10 | 89.480 | 89.480 | 89.250 | -8.94 | 9990.06 |
54 | 2009.11.17 10:01 | buy stop | 20 | 0.10 | 89.150 | 89.070 | 89.300 | ||
55 | 2009.11.17 10:01 | sell stop | 21 | 0.10 | 88.710 | 88.790 | 88.560 | ||
56 | 2009.11.17 11:23 | buy | 20 | 0.10 | 89.150 | 89.070 | 89.300 | ||
57 | 2009.11.17 11:23 | delete | 21 | 0.10 | 88.710 | 88.790 | 88.560 | ||
58 | 2009.11.17 11:27 | s/l | 20 | 0.10 | 89.070 | 89.070 | 89.300 | -8.98 | 9981.08 |
59 | 2009.11.18 10:01 | buy stop | 22 | 0.10 | 89.238 | 89.158 | 89.388 | ||
60 | 2009.11.18 10:01 | sell stop | 23 | 0.10 | 89.040 | 89.120 | 88.890 | ||
61 | 2009.11.18 10:53 | sell | 23 | 0.10 | 89.040 | 89.120 | 88.890 | ||
62 | 2009.11.18 10:53 | delete | 22 | 0.10 | 89.238 | 89.158 | 89.388 | ||
63 | 2009.11.18 11:17 | s/l | 23 | 0.10 | 89.120 | 89.120 | 88.890 | -8.97 | 9972.11 |
64 | 2009.11.19 10:01 | buy stop | 24 | 0.10 | 89.159 | 89.079 | 89.309 | ||
65 | 2009.11.19 10:01 | sell stop | 25 | 0.10 | 88.810 | 88.890 | 88.660 | ||
66 | 2009.11.19 13:25 | sell | 25 | 0.10 | 88.810 | 88.890 | 88.660 | ||
67 | 2009.11.19 13:25 | delete | 24 | 0.10 | 89.159 | 89.079 | 89.309 | ||
68 | 2009.11.19 13:28 | s/l | 25 | 0.10 | 88.890 | 88.890 | 88.660 | -9.00 | 9963.11 |
69 | 2009.11.20 10:01 | buy stop | 26 | 0.10 | 88.965 | 88.885 | 89.115 | ||
70 | 2009.11.20 10:01 | sell stop | 27 | 0.10 | 88.657 | 88.737 | 88.507 | ||
71 | 2009.11.20 13:06 | buy | 26 | 0.10 | 88.965 | 88.885 | 89.115 | ||
72 | 2009.11.20 13:06 | delete | 27 | 0.10 | 88.657 | 88.737 | 88.507 | ||
73 | 2009.11.20 13:07 | modify | 26 | 0.10 | 88.965 | 88.965 | 89.115 | ||
74 | 2009.11.20 13:10 | s/l | 26 | 0.10 | 88.965 | 88.965 | 89.115 | 0.00 | 9963.11 |
75 | 2009.11.23 10:01 | sell stop | 28 | 0.10 | 88.549 | 88.629 | 88.399 | ||
76 | 2009.11.23 18:00 | delete | 28 | 0.10 | 88.549 | 88.629 | 88.399 | ||
77 | 2009.11.24 10:01 | buy stop | 29 | 0.10 | 88.860 | 88.780 | 89.010 | ||
78 | 2009.11.24 10:01 | sell stop | 30 | 0.10 | 88.534 | 88.614 | 88.384 | ||
79 | 2009.11.24 14:02 | sell | 30 | 0.10 | 88.534 | 88.614 | 88.384 | ||
80 | 2009.11.24 14:02 | delete | 29 | 0.10 | 88.860 | 88.780 | 89.010 | ||
81 | 2009.11.24 14:31 | modify | 30 | 0.10 | 88.534 | 88.534 | 88.384 | ||
82 | 2009.11.24 14:32 | t/p | 30 | 0.10 | 88.384 | 88.534 | 88.384 | 16.97 | 9980.08 |
83 | 2009.11.25 10:01 | buy stop | 31 | 0.10 | 88.430 | 88.350 | 88.580 | ||
84 | 2009.11.25 10:01 | sell stop | 32 | 0.10 | 88.139 | 88.219 | 87.989 | ||
85 | 2009.11.25 10:02 | sell | 32 | 0.10 | 88.139 | 88.219 | 87.989 | ||
86 | 2009.11.25 10:02 | delete | 31 | 0.10 | 88.430 | 88.350 | 88.580 | ||
87 | 2009.11.25 10:12 | modify | 32 | 0.10 | 88.139 | 88.139 | 87.989 | ||
88 | 2009.11.25 10:16 | t/p | 32 | 0.10 | 87.989 | 88.139 | 87.989 | 17.05 | 9997.13 |
89 | 2009.11.26 10:01 | buy stop | 33 | 0.10 | 87.078 | 86.998 | 87.228 | ||
90 | 2009.11.26 10:01 | sell stop | 34 | 0.10 | 86.539 | 86.619 | 86.389 | ||
91 | 2009.11.26 17:07 | sell | 34 | 0.10 | 86.539 | 86.619 | 86.389 | ||
92 | 2009.11.26 17:07 | delete | 33 | 0.10 | 87.078 | 86.998 | 87.228 | ||
93 | 2009.11.26 17:08 | modify | 34 | 0.10 | 86.539 | 86.539 | 86.389 | ||
94 | 2009.11.26 17:15 | s/l | 34 | 0.10 | 86.539 | 86.539 | 86.389 | 0.00 | 9997.13 |
95 | 2009.11.27 10:01 | buy stop | 35 | 0.10 | 86.513 | 86.433 | 86.663 | ||
96 | 2009.11.27 10:01 | sell stop | 36 | 0.10 | 85.700 | 85.780 | 85.550 | ||
97 | 2009.11.27 10:56 | buy | 35 | 0.10 | 86.513 | 86.433 | 86.663 | ||
98 | 2009.11.27 10:56 | delete | 36 | 0.10 | 85.700 | 85.780 | 85.550 | ||
99 | 2009.11.27 11:13 | modify | 35 | 0.10 | 86.513 | 86.513 | 86.663 | ||
100 | 2009.11.27 11:16 | t/p | 35 | 0.10 | 86.663 | 86.513 | 86.663 | 17.31 | 10014.44 |