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 | MAPeriod=14; TrailingStop=0; TakeProfit=0; InitialStopLoss=0; Type=1; FridayNightHour=16; | ||||
| Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
| Mismatched charts errors | 113 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 238.00 | Gross profit | 5273.38 | Gross loss | -5035.38 |
| Profit factor | 1.05 | Expected payoff | 6.61 | ||
| Absolute drawdown | 2830.39 | Maximal drawdown | 3161.17 (30.60%) | Relative drawdown | 30.60% (3161.17) |
| Total trades | 36 | Short positions (won %) | 18 (38.89%) | Long positions (won %) | 18 (27.78%) |
| Profit trades (% of total) | 12 (33.33%) | Loss trades (% of total) | 24 (66.67%) | ||
| Largest | profit trade | 2654.27 | loss trade | -633.60 | |
| Average | profit trade | 439.45 | loss trade | -209.81 | |
| Maximum | consecutive wins (profit in money) | 3 (502.67) | consecutive losses (loss in money) | 5 (-1143.72) | |
| Maximal | consecutive profit (count of wins) | 2654.27 (1) | consecutive loss (count of losses) | -1143.72 (5) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.03 02:00 | buy | 1 | 1.00 | 90.473 | 0.000 | 0.000 | ||
| 2 | 2009.11.03 06:00 | close | 1 | 1.00 | 90.186 | 0.000 | 0.000 | -318.23 | 9681.77 |
| 3 | 2009.11.03 06:00 | sell | 2 | 1.00 | 90.186 | 0.000 | 0.000 | ||
| 4 | 2009.11.03 14:00 | close | 2 | 1.00 | 90.190 | 0.000 | 0.000 | -4.44 | 9677.33 |
| 5 | 2009.11.03 14:00 | buy | 3 | 1.00 | 90.190 | 0.000 | 0.000 | ||
| 6 | 2009.11.04 02:00 | close | 3 | 1.00 | 90.119 | 0.000 | 0.000 | -78.45 | 9598.88 |
| 7 | 2009.11.04 02:00 | sell | 4 | 1.00 | 90.119 | 0.000 | 0.000 | ||
| 8 | 2009.11.04 07:00 | close | 4 | 1.00 | 90.380 | 0.000 | 0.000 | -288.78 | 9310.10 |
| 9 | 2009.11.04 07:00 | buy | 5 | 1.00 | 90.380 | 0.000 | 0.000 | ||
| 10 | 2009.11.04 22:00 | close | 5 | 1.00 | 90.584 | 0.000 | 0.000 | 225.21 | 9535.31 |
| 11 | 2009.11.04 22:00 | sell | 6 | 1.00 | 90.584 | 0.000 | 0.000 | ||
| 12 | 2009.11.05 14:00 | close | 6 | 1.00 | 90.467 | 0.000 | 0.000 | 127.02 | 9662.33 |
| 13 | 2009.11.05 14:00 | buy | 7 | 1.00 | 90.467 | 0.000 | 0.000 | ||
| 14 | 2009.11.06 04:00 | close | 7 | 1.00 | 90.603 | 0.000 | 0.000 | 150.44 | 9812.77 |
| 15 | 2009.11.06 04:00 | sell | 8 | 1.00 | 90.603 | 0.000 | 0.000 | ||
| 16 | 2009.11.06 13:00 | close | 8 | 1.00 | 90.691 | 0.000 | 0.000 | -97.03 | 9715.74 |
| 17 | 2009.11.06 13:00 | buy | 9 | 1.00 | 90.691 | 0.000 | 0.000 | ||
| 18 | 2009.11.06 15:00 | close | 9 | 1.00 | 90.120 | 0.000 | 0.000 | -633.60 | 9082.14 |
| 19 | 2009.11.06 15:00 | sell | 10 | 1.00 | 90.120 | 0.000 | 0.000 | ||
| 20 | 2009.11.09 03:00 | close | 10 | 1.00 | 90.036 | 0.000 | 0.000 | 92.53 | 9174.67 |
| 21 | 2009.11.09 12:00 | sell | 11 | 1.00 | 89.877 | 0.000 | 0.000 | ||
| 22 | 2009.11.09 20:00 | close | 11 | 1.00 | 89.973 | 0.000 | 0.000 | -106.70 | 9067.97 |
| 23 | 2009.11.09 20:00 | buy | 12 | 1.00 | 89.973 | 0.000 | 0.000 | ||
| 24 | 2009.11.10 07:00 | close | 12 | 1.00 | 89.766 | 0.000 | 0.000 | -230.27 | 8837.70 |
| 25 | 2009.11.10 07:00 | sell | 13 | 1.00 | 89.766 | 0.000 | 0.000 | ||
| 26 | 2009.11.10 12:00 | close | 13 | 1.00 | 90.122 | 0.000 | 0.000 | -395.02 | 8442.68 |
| 27 | 2009.11.10 12:00 | buy | 14 | 1.00 | 90.122 | 0.000 | 0.000 | ||
| 28 | 2009.11.10 15:00 | close | 14 | 1.00 | 89.788 | 0.000 | 0.000 | -371.99 | 8070.69 |
| 29 | 2009.11.10 15:00 | sell | 15 | 1.00 | 89.788 | 0.000 | 0.000 | ||
| 30 | 2009.11.11 08:00 | close | 15 | 1.00 | 89.823 | 0.000 | 0.000 | -39.74 | 8030.95 |
| 31 | 2009.11.11 08:00 | buy | 16 | 1.00 | 89.823 | 0.000 | 0.000 | ||
| 32 | 2009.11.11 17:00 | close | 16 | 1.00 | 89.825 | 0.000 | 0.000 | 2.23 | 8033.18 |
| 33 | 2009.11.12 01:00 | buy | 17 | 1.00 | 89.935 | 0.000 | 0.000 | ||
| 34 | 2009.11.12 03:00 | close | 17 | 1.00 | 89.715 | 0.000 | 0.000 | -245.22 | 7787.96 |
| 35 | 2009.11.12 03:00 | sell | 18 | 1.00 | 89.715 | 0.000 | 0.000 | ||
| 36 | 2009.11.12 14:00 | close | 18 | 1.00 | 89.998 | 0.000 | 0.000 | -314.45 | 7473.51 |
| 37 | 2009.11.12 14:00 | buy | 19 | 1.00 | 89.998 | 0.000 | 0.000 | ||
| 38 | 2009.11.13 01:00 | close | 19 | 1.00 | 90.282 | 0.000 | 0.000 | 314.90 | 7788.41 |
| 39 | 2009.11.13 08:00 | buy | 20 | 1.00 | 90.391 | 0.000 | 0.000 | ||
| 40 | 2009.11.13 10:00 | close | 20 | 1.00 | 90.156 | 0.000 | 0.000 | -260.66 | 7527.75 |
| 41 | 2009.11.13 10:00 | sell | 21 | 1.00 | 90.156 | 0.000 | 0.000 | ||
| 42 | 2009.11.16 04:00 | close | 21 | 1.00 | 89.680 | 0.000 | 0.000 | 530.01 | 8057.76 |
| 43 | 2009.11.16 04:00 | buy | 22 | 1.00 | 89.680 | 0.000 | 0.000 | ||
| 44 | 2009.11.16 10:00 | close | 22 | 1.00 | 89.455 | 0.000 | 0.000 | -251.52 | 7806.24 |
| 45 | 2009.11.16 10:00 | sell | 23 | 1.00 | 89.455 | 0.000 | 0.000 | ||
| 46 | 2009.11.16 13:00 | close | 23 | 1.00 | 89.625 | 0.000 | 0.000 | -189.68 | 7616.56 |
| 47 | 2009.11.16 13:00 | buy | 24 | 1.00 | 89.625 | 0.000 | 0.000 | ||
| 48 | 2009.11.16 15:00 | close | 24 | 1.00 | 89.410 | 0.000 | 0.000 | -240.47 | 7376.09 |
| 49 | 2009.11.16 15:00 | sell | 25 | 1.00 | 89.410 | 0.000 | 0.000 | ||
| 50 | 2009.11.17 05:00 | close | 25 | 1.00 | 89.065 | 0.000 | 0.000 | 386.59 | 7762.68 |
| 51 | 2009.11.17 09:00 | sell | 26 | 1.00 | 88.845 | 0.000 | 0.000 | ||
| 52 | 2009.11.17 12:00 | close | 26 | 1.00 | 89.070 | 0.000 | 0.000 | -252.61 | 7510.07 |
| 53 | 2009.11.17 12:00 | buy | 27 | 1.00 | 89.070 | 0.000 | 0.000 | ||
| 54 | 2009.11.17 23:00 | close | 27 | 1.00 | 89.244 | 0.000 | 0.000 | 194.97 | 7705.04 |
| 55 | 2009.11.18 15:00 | buy | 28 | 1.00 | 89.225 | 0.000 | 0.000 | ||
| 56 | 2009.11.19 03:00 | close | 28 | 1.00 | 89.175 | 0.000 | 0.000 | -55.08 | 7649.96 |
| 57 | 2009.11.19 03:00 | sell | 29 | 1.00 | 89.175 | 0.000 | 0.000 | ||
| 58 | 2009.11.19 20:00 | close | 29 | 1.00 | 88.939 | 0.000 | 0.000 | 265.35 | 7915.31 |
| 59 | 2009.11.20 04:00 | sell | 30 | 1.00 | 88.823 | 0.000 | 0.000 | ||
| 60 | 2009.11.20 13:00 | close | 30 | 1.00 | 88.905 | 0.000 | 0.000 | -92.23 | 7823.08 |
| 61 | 2009.11.20 13:00 | buy | 31 | 1.00 | 88.905 | 0.000 | 0.000 | ||
| 62 | 2009.11.23 00:00 | close | 31 | 1.00 | 88.818 | 0.000 | 0.000 | -97.62 | 7725.46 |
| 63 | 2009.11.23 00:00 | sell | 32 | 1.00 | 88.818 | 0.000 | 0.000 | ||
| 64 | 2009.11.23 10:00 | close | 32 | 1.00 | 88.998 | 0.000 | 0.000 | -202.25 | 7523.21 |
| 65 | 2009.11.23 10:00 | buy | 33 | 1.00 | 88.998 | 0.000 | 0.000 | ||
| 66 | 2009.11.24 01:00 | close | 33 | 1.00 | 88.911 | 0.000 | 0.000 | -97.52 | 7425.69 |
| 67 | 2009.11.24 01:00 | sell | 34 | 1.00 | 88.911 | 0.000 | 0.000 | ||
| 68 | 2009.11.25 01:00 | close | 34 | 1.00 | 88.618 | 0.000 | 0.000 | 329.86 | 7755.55 |
| 69 | 2009.11.25 01:00 | buy | 35 | 1.00 | 88.618 | 0.000 | 0.000 | ||
| 70 | 2009.11.25 02:00 | close | 35 | 1.00 | 88.466 | 0.000 | 0.000 | -171.82 | 7583.73 |
| 71 | 2009.11.25 02:00 | sell | 36 | 1.00 | 88.466 | 0.000 | 0.000 | ||
| 72 | 2009.11.27 02:00 | close | 36 | 1.00 | 86.176 | 0.000 | 0.000 | 2654.27 | 10238.00 |