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 | lTakeProfit=20; sTakeProfit=20; clOpenBuy=Black; clCloseBuy=Black; clOpenSell=Black; clCloseSell=Black; clModiBuy=Black; clModiSell=Black; Name_Expert=""Generate"; Slippage=1; UseHourTrade=false; FromHourTrade=14; ToHourTrade=16; UseSound=false; NameFileSound=""alert.wav""; Lots=1; | ||||
Bars in test | 551 | Ticks modelled | 11401 | Modelling quality | n/a |
Mismatched charts errors | 4 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -846.44 | Gross profit | 1099.63 | Gross loss | -1946.07 |
Profit factor | 0.57 | Expected payoff | -16.60 | ||
Absolute drawdown | 1458.26 | Maximal drawdown | 2557.89 (23.04%) | Relative drawdown | 23.04% (2557.89) |
Total trades | 51 | Short positions (won %) | 51 (98.04%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 50 (98.04%) | Loss trades (% of total) | 1 (1.96%) | ||
Largest | profit trade | 23.58 | loss trade | -1946.07 | |
Average | profit trade | 21.99 | loss trade | -1946.07 | |
Maximum | consecutive wins (profit in money) | 50 (1099.63) | consecutive losses (loss in money) | 1 (-1946.07) | |
Maximal | consecutive profit (count of wins) | 1099.63 (50) | consecutive loss (count of losses) | -1946.07 (1) | |
Average | consecutive wins | 50 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 02:03 | sell | 1 | 1.00 | 90.384 | 0.000 | 90.364 | ||
2 | 2009.11.03 02:10 | t/p | 1 | 1.00 | 90.364 | 0.000 | 90.364 | 22.14 | 10022.14 |
3 | 2009.11.03 02:10 | sell | 2 | 1.00 | 90.332 | 0.000 | 90.312 | ||
4 | 2009.11.03 02:16 | t/p | 2 | 1.00 | 90.312 | 0.000 | 90.312 | 22.15 | 10044.29 |
5 | 2009.11.03 02:16 | sell | 3 | 1.00 | 90.263 | 0.000 | 90.243 | ||
6 | 2009.11.03 04:20 | t/p | 3 | 1.00 | 90.243 | 0.000 | 90.243 | 22.17 | 10066.46 |
7 | 2009.11.03 04:20 | sell | 4 | 1.00 | 90.198 | 0.000 | 90.178 | ||
8 | 2009.11.03 04:32 | t/p | 4 | 1.00 | 90.178 | 0.000 | 90.178 | 22.18 | 10088.64 |
9 | 2009.11.03 04:32 | sell | 5 | 1.00 | 90.155 | 0.000 | 90.135 | ||
10 | 2009.11.03 08:20 | t/p | 5 | 1.00 | 90.135 | 0.000 | 90.135 | 22.20 | 10110.84 |
11 | 2009.11.03 08:20 | sell | 6 | 1.00 | 90.057 | 0.000 | 90.037 | ||
12 | 2009.11.03 08:50 | t/p | 6 | 1.00 | 90.037 | 0.000 | 90.037 | 22.22 | 10133.06 |
13 | 2009.11.03 08:50 | sell | 7 | 1.00 | 89.970 | 0.000 | 89.950 | ||
14 | 2009.11.03 09:32 | t/p | 7 | 1.00 | 89.950 | 0.000 | 89.950 | 22.25 | 10155.31 |
15 | 2009.11.03 09:32 | sell | 8 | 1.00 | 89.888 | 0.000 | 89.868 | ||
16 | 2009.11.06 15:20 | t/p | 8 | 1.00 | 89.868 | 0.000 | 89.868 | 15.66 | 10170.97 |
17 | 2009.11.06 15:20 | sell | 9 | 1.00 | 89.814 | 0.000 | 89.794 | ||
18 | 2009.11.06 16:20 | t/p | 9 | 1.00 | 89.794 | 0.000 | 89.794 | 22.30 | 10193.27 |
19 | 2009.11.06 16:20 | sell | 10 | 1.00 | 89.677 | 0.000 | 89.657 | ||
20 | 2009.11.06 16:32 | t/p | 10 | 1.00 | 89.657 | 0.000 | 89.657 | 22.31 | 10215.58 |
21 | 2009.11.06 16:32 | sell | 11 | 1.00 | 89.630 | 0.000 | 89.610 | ||
22 | 2009.11.11 01:15 | t/p | 11 | 1.00 | 89.610 | 0.000 | 89.610 | 18.37 | 10233.95 |
23 | 2009.11.11 01:15 | sell | 12 | 1.00 | 89.546 | 0.000 | 89.526 | ||
24 | 2009.11.11 01:20 | t/p | 12 | 1.00 | 89.526 | 0.000 | 89.526 | 22.35 | 10256.30 |
25 | 2009.11.11 01:20 | sell | 13 | 1.00 | 89.465 | 0.000 | 89.445 | ||
26 | 2009.11.11 05:15 | t/p | 13 | 1.00 | 89.445 | 0.000 | 89.445 | 22.37 | 10278.67 |
27 | 2009.11.11 05:15 | sell | 14 | 1.00 | 89.401 | 0.000 | 89.381 | ||
28 | 2009.11.11 05:20 | t/p | 14 | 1.00 | 89.381 | 0.000 | 89.381 | 22.39 | 10301.06 |
29 | 2009.11.11 05:20 | sell | 15 | 1.00 | 89.314 | 0.000 | 89.294 | ||
30 | 2009.11.16 16:50 | t/p | 15 | 1.00 | 89.294 | 0.000 | 89.294 | 15.80 | 10316.86 |
31 | 2009.11.16 16:50 | sell | 16 | 1.00 | 89.235 | 0.000 | 89.215 | ||
32 | 2009.11.16 19:20 | t/p | 16 | 1.00 | 89.215 | 0.000 | 89.215 | 22.44 | 10339.30 |
33 | 2009.11.16 19:20 | sell | 17 | 1.00 | 89.126 | 0.000 | 89.106 | ||
34 | 2009.11.16 19:59 | t/p | 17 | 1.00 | 89.106 | 0.000 | 89.106 | 22.46 | 10361.76 |
35 | 2009.11.16 19:59 | sell | 18 | 1.00 | 89.030 | 0.000 | 89.010 | ||
36 | 2009.11.16 20:05 | t/p | 18 | 1.00 | 89.010 | 0.000 | 89.010 | 22.48 | 10384.24 |
37 | 2009.11.16 20:05 | sell | 19 | 1.00 | 88.983 | 0.000 | 88.963 | ||
38 | 2009.11.16 20:10 | t/p | 19 | 1.00 | 88.963 | 0.000 | 88.963 | 22.48 | 10406.72 |
39 | 2009.11.16 20:10 | sell | 20 | 1.00 | 88.931 | 0.000 | 88.911 | ||
40 | 2009.11.16 20:15 | t/p | 20 | 1.00 | 88.911 | 0.000 | 88.911 | 22.51 | 10429.23 |
41 | 2009.11.16 20:15 | sell | 21 | 1.00 | 88.852 | 0.000 | 88.832 | ||
42 | 2009.11.16 20:20 | t/p | 21 | 1.00 | 88.832 | 0.000 | 88.832 | 22.53 | 10451.76 |
43 | 2009.11.16 20:20 | sell | 22 | 1.00 | 88.748 | 0.000 | 88.728 | ||
44 | 2009.11.19 14:50 | t/p | 22 | 1.00 | 88.728 | 0.000 | 88.728 | 15.95 | 10467.71 |
45 | 2009.11.19 14:50 | sell | 23 | 1.00 | 88.665 | 0.000 | 88.645 | ||
46 | 2009.11.23 08:20 | t/p | 23 | 1.00 | 88.645 | 0.000 | 88.645 | 19.94 | 10487.65 |
47 | 2009.11.23 08:20 | sell | 24 | 1.00 | 88.564 | 0.000 | 88.544 | ||
48 | 2009.11.24 14:20 | t/p | 24 | 1.00 | 88.544 | 0.000 | 88.544 | 21.28 | 10508.93 |
49 | 2009.11.24 14:20 | sell | 25 | 1.00 | 88.504 | 0.000 | 88.484 | ||
50 | 2009.11.24 14:40 | t/p | 25 | 1.00 | 88.484 | 0.000 | 88.484 | 22.60 | 10531.53 |
51 | 2009.11.24 14:40 | sell | 26 | 1.00 | 88.463 | 0.000 | 88.443 | ||
52 | 2009.11.24 14:45 | t/p | 26 | 1.00 | 88.443 | 0.000 | 88.443 | 22.61 | 10554.14 |
53 | 2009.11.24 14:45 | sell | 27 | 1.00 | 88.413 | 0.000 | 88.393 | ||
54 | 2009.11.24 14:50 | t/p | 27 | 1.00 | 88.393 | 0.000 | 88.393 | 22.63 | 10576.77 |
55 | 2009.11.24 14:50 | sell | 28 | 1.00 | 88.345 | 0.000 | 88.325 | ||
56 | 2009.11.25 02:20 | t/p | 28 | 1.00 | 88.325 | 0.000 | 88.325 | 21.33 | 10598.10 |
57 | 2009.11.25 02:20 | sell | 29 | 1.00 | 88.303 | 0.000 | 88.283 | ||
58 | 2009.11.25 02:50 | t/p | 29 | 1.00 | 88.283 | 0.000 | 88.283 | 22.67 | 10620.77 |
59 | 2009.11.25 02:50 | sell | 30 | 1.00 | 88.214 | 0.000 | 88.194 | ||
60 | 2009.11.25 09:59 | t/p | 30 | 1.00 | 88.194 | 0.000 | 88.194 | 22.68 | 10643.45 |
61 | 2009.11.25 09:59 | sell | 31 | 1.00 | 88.154 | 0.000 | 88.134 | ||
62 | 2009.11.25 10:05 | t/p | 31 | 1.00 | 88.134 | 0.000 | 88.134 | 22.71 | 10666.16 |
63 | 2009.11.25 10:05 | sell | 32 | 1.00 | 88.068 | 0.000 | 88.048 | ||
64 | 2009.11.25 10:10 | t/p | 32 | 1.00 | 88.048 | 0.000 | 88.048 | 22.74 | 10688.90 |
65 | 2009.11.25 10:10 | sell | 33 | 1.00 | 87.952 | 0.000 | 87.932 | ||
66 | 2009.11.25 10:15 | t/p | 33 | 1.00 | 87.932 | 0.000 | 87.932 | 22.78 | 10711.68 |
67 | 2009.11.25 10:15 | sell | 34 | 1.00 | 87.777 | 0.000 | 87.757 | ||
68 | 2009.11.25 10:20 | t/p | 34 | 1.00 | 87.757 | 0.000 | 87.757 | 22.84 | 10734.52 |
69 | 2009.11.25 10:20 | sell | 35 | 1.00 | 87.545 | 0.000 | 87.525 | ||
70 | 2009.11.25 14:15 | t/p | 35 | 1.00 | 87.525 | 0.000 | 87.525 | 22.86 | 10757.38 |
71 | 2009.11.25 14:15 | sell | 36 | 1.00 | 87.483 | 0.000 | 87.463 | ||
72 | 2009.11.25 14:20 | t/p | 36 | 1.00 | 87.463 | 0.000 | 87.463 | 22.89 | 10780.27 |
73 | 2009.11.25 14:20 | sell | 37 | 1.00 | 87.380 | 0.000 | 87.360 | ||
74 | 2009.11.25 20:15 | t/p | 37 | 1.00 | 87.360 | 0.000 | 87.360 | 22.90 | 10803.17 |
75 | 2009.11.25 20:15 | sell | 38 | 1.00 | 87.310 | 0.000 | 87.290 | ||
76 | 2009.11.25 20:20 | t/p | 38 | 1.00 | 87.290 | 0.000 | 87.290 | 22.93 | 10826.10 |
77 | 2009.11.25 20:20 | sell | 39 | 1.00 | 87.204 | 0.000 | 87.184 | ||
78 | 2009.11.26 04:20 | t/p | 39 | 1.00 | 87.184 | 0.000 | 87.184 | 18.98 | 10845.08 |
79 | 2009.11.26 04:20 | sell | 40 | 1.00 | 87.144 | 0.000 | 87.124 | ||
80 | 2009.11.26 04:33 | t/p | 40 | 1.00 | 87.124 | 0.000 | 87.124 | 23.01 | 10868.09 |
81 | 2009.11.26 04:33 | sell | 41 | 1.00 | 86.923 | 0.000 | 86.903 | ||
82 | 2009.11.26 04:40 | t/p | 41 | 1.00 | 86.903 | 0.000 | 86.903 | 23.05 | 10891.14 |
83 | 2009.11.26 04:40 | sell | 42 | 1.00 | 86.750 | 0.000 | 86.730 | ||
84 | 2009.11.26 04:46 | t/p | 42 | 1.00 | 86.730 | 0.000 | 86.730 | 23.11 | 10914.25 |
85 | 2009.11.26 04:46 | sell | 43 | 1.00 | 86.520 | 0.000 | 86.500 | ||
86 | 2009.11.26 05:45 | t/p | 43 | 1.00 | 86.500 | 0.000 | 86.500 | 23.13 | 10937.38 |
87 | 2009.11.26 05:45 | sell | 44 | 1.00 | 86.442 | 0.000 | 86.422 | ||
88 | 2009.11.26 05:50 | t/p | 44 | 1.00 | 86.422 | 0.000 | 86.422 | 23.18 | 10960.56 |
89 | 2009.11.26 05:50 | sell | 45 | 1.00 | 86.291 | 0.000 | 86.271 | ||
90 | 2009.11.27 00:10 | t/p | 45 | 1.00 | 86.271 | 0.000 | 86.271 | 21.91 | 10982.47 |
91 | 2009.11.27 00:10 | sell | 46 | 1.00 | 86.077 | 0.000 | 86.057 | ||
92 | 2009.11.27 00:15 | t/p | 46 | 1.00 | 86.057 | 0.000 | 86.057 | 23.30 | 11005.77 |
93 | 2009.11.27 00:15 | sell | 47 | 1.00 | 85.815 | 0.000 | 85.795 | ||
94 | 2009.11.27 00:20 | t/p | 47 | 1.00 | 85.795 | 0.000 | 85.795 | 23.39 | 11029.16 |
95 | 2009.11.27 00:20 | sell | 48 | 1.00 | 85.465 | 0.000 | 85.445 | ||
96 | 2009.11.27 00:40 | t/p | 48 | 1.00 | 85.445 | 0.000 | 85.445 | 23.41 | 11052.57 |
97 | 2009.11.27 00:40 | sell | 49 | 1.00 | 85.407 | 0.000 | 85.387 | ||
98 | 2009.11.27 00:45 | t/p | 49 | 1.00 | 85.387 | 0.000 | 85.387 | 23.48 | 11076.05 |
99 | 2009.11.27 00:45 | sell | 50 | 1.00 | 85.147 | 0.000 | 85.127 | ||
100 | 2009.11.27 00:50 | t/p | 50 | 1.00 | 85.127 | 0.000 | 85.127 | 23.58 | 11099.63 |
101 | 2009.11.27 00:50 | sell | 51 | 1.00 | 84.799 | 0.000 | 84.779 | ||
102 | 2009.11.27 22:59 | close at stop | 51 | 1.00 | 86.482 | 0.000 | 84.779 | -1946.07 | 9153.56 |