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 | Lots=1; MaximumRisk=0.03; DecreaseFactor=3; Stop=10; MAPeriod=120; | ||||
Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
Mismatched charts errors | 113 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 154.80 | Gross profit | 414.10 | Gross loss | -259.29 |
Profit factor | 1.60 | Expected payoff | 2.67 | ||
Absolute drawdown | 476.68 | Maximal drawdown | 522.08 (5.20%) | Relative drawdown | 5.20% (522.08) |
Total trades | 58 | Short positions (won %) | 53 (98.11%) | Long positions (won %) | 5 (80.00%) |
Profit trades (% of total) | 56 (96.55%) | Loss trades (% of total) | 2 (3.45%) | ||
Largest | profit trade | 13.20 | loss trade | -130.12 | |
Average | profit trade | 7.39 | loss trade | -129.65 | |
Maximum | consecutive wins (profit in money) | 45 (334.89) | consecutive losses (loss in money) | 1 (-130.12) | |
Maximal | consecutive profit (count of wins) | 334.89 (45) | consecutive loss (count of losses) | -130.12 (1) | |
Average | consecutive wins | 19 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 03:33 | sell | 1 | 0.60 | 90.380 | 0.000 | 0.000 | ||
2 | 2009.11.03 03:34 | close | 1 | 0.60 | 90.363 | 0.000 | 0.000 | 11.29 | 10011.29 |
3 | 2009.11.03 18:00 | sell | 2 | 0.60 | 90.297 | 0.000 | 0.000 | ||
4 | 2009.11.03 18:23 | close | 2 | 0.60 | 90.287 | 0.000 | 0.000 | 6.65 | 10017.94 |
5 | 2009.11.03 18:23 | sell | 3 | 0.60 | 90.268 | 0.000 | 0.000 | ||
6 | 2009.11.03 18:27 | close | 3 | 0.60 | 90.257 | 0.000 | 0.000 | 7.31 | 10025.25 |
7 | 2009.11.03 18:33 | sell | 4 | 0.60 | 90.258 | 0.000 | 0.000 | ||
8 | 2009.11.03 19:32 | close | 4 | 0.60 | 90.247 | 0.000 | 0.000 | 7.31 | 10032.56 |
9 | 2009.11.03 19:42 | sell | 5 | 0.60 | 90.281 | 0.000 | 0.000 | ||
10 | 2009.11.03 20:13 | close | 5 | 0.60 | 90.271 | 0.000 | 0.000 | 6.65 | 10039.21 |
11 | 2009.11.03 20:18 | sell | 6 | 0.60 | 90.291 | 0.000 | 0.000 | ||
12 | 2009.11.04 01:27 | close | 6 | 0.60 | 90.281 | 0.000 | 0.000 | 6.19 | 10045.40 |
13 | 2009.11.05 00:08 | buy | 7 | 0.60 | 90.770 | 0.000 | 0.000 | ||
14 | 2009.11.05 17:00 | close | 7 | 0.60 | 90.575 | 0.000 | 0.000 | -129.17 | 9916.23 |
15 | 2009.11.05 17:00 | sell | 8 | 0.60 | 90.574 | 0.000 | 0.000 | ||
16 | 2009.11.05 17:03 | close | 8 | 0.60 | 90.564 | 0.000 | 0.000 | 6.63 | 9922.86 |
17 | 2009.11.05 17:03 | sell | 9 | 0.60 | 90.543 | 0.000 | 0.000 | ||
18 | 2009.11.05 17:13 | close | 9 | 0.60 | 90.533 | 0.000 | 0.000 | 6.63 | 9929.49 |
19 | 2009.11.05 17:13 | sell | 10 | 0.60 | 90.512 | 0.000 | 0.000 | ||
20 | 2009.11.05 17:17 | close | 10 | 0.60 | 90.501 | 0.000 | 0.000 | 7.29 | 9936.78 |
21 | 2009.11.05 17:17 | sell | 11 | 0.60 | 90.480 | 0.000 | 0.000 | ||
22 | 2009.11.05 17:48 | close | 11 | 0.60 | 90.470 | 0.000 | 0.000 | 6.63 | 9943.41 |
23 | 2009.11.05 17:49 | sell | 12 | 0.60 | 90.458 | 0.000 | 0.000 | ||
24 | 2009.11.05 17:53 | close | 12 | 0.60 | 90.448 | 0.000 | 0.000 | 6.63 | 9950.04 |
25 | 2009.11.05 18:02 | sell | 13 | 0.60 | 90.506 | 0.000 | 0.000 | ||
26 | 2009.11.06 06:07 | close | 13 | 0.60 | 90.702 | 0.000 | 0.000 | -130.12 | 9819.92 |
27 | 2009.11.06 06:13 | buy | 14 | 0.60 | 90.690 | 0.000 | 0.000 | ||
28 | 2009.11.06 06:28 | close | 14 | 0.60 | 90.700 | 0.000 | 0.000 | 6.62 | 9826.54 |
29 | 2009.11.06 06:35 | buy | 15 | 0.60 | 90.690 | 0.000 | 0.000 | ||
30 | 2009.11.06 12:21 | close | 15 | 0.60 | 90.700 | 0.000 | 0.000 | 6.62 | 9833.16 |
31 | 2009.11.09 06:00 | sell | 16 | 0.60 | 90.102 | 0.000 | 0.000 | ||
32 | 2009.11.09 06:53 | close | 16 | 0.60 | 90.091 | 0.000 | 0.000 | 7.33 | 9840.49 |
33 | 2009.11.09 06:53 | sell | 17 | 0.60 | 90.070 | 0.000 | 0.000 | ||
34 | 2009.11.09 07:07 | close | 17 | 0.60 | 90.059 | 0.000 | 0.000 | 7.33 | 9847.82 |
35 | 2009.11.09 08:06 | sell | 18 | 0.60 | 90.105 | 0.000 | 0.000 | ||
36 | 2009.11.09 08:11 | close | 18 | 0.60 | 90.095 | 0.000 | 0.000 | 6.66 | 9854.48 |
37 | 2009.11.09 08:12 | sell | 19 | 0.60 | 90.105 | 0.000 | 0.000 | ||
38 | 2009.11.09 09:07 | close | 19 | 0.60 | 90.095 | 0.000 | 0.000 | 6.66 | 9861.14 |
39 | 2009.11.09 09:10 | sell | 20 | 0.60 | 90.098 | 0.000 | 0.000 | ||
40 | 2009.11.09 10:08 | close | 20 | 0.60 | 90.088 | 0.000 | 0.000 | 6.66 | 9867.80 |
41 | 2009.11.09 10:43 | sell | 21 | 0.60 | 90.099 | 0.000 | 0.000 | ||
42 | 2009.11.09 10:47 | close | 21 | 0.60 | 90.089 | 0.000 | 0.000 | 6.66 | 9874.46 |
43 | 2009.11.09 22:00 | sell | 22 | 0.60 | 89.997 | 0.000 | 0.000 | ||
44 | 2009.11.09 22:52 | close | 22 | 0.60 | 89.987 | 0.000 | 0.000 | 6.67 | 9881.13 |
45 | 2009.11.09 22:52 | sell | 23 | 0.60 | 89.965 | 0.000 | 0.000 | ||
46 | 2009.11.09 22:58 | close | 23 | 0.60 | 89.955 | 0.000 | 0.000 | 6.67 | 9887.80 |
47 | 2009.11.09 23:02 | sell | 24 | 0.60 | 89.962 | 0.000 | 0.000 | ||
48 | 2009.11.09 23:13 | close | 24 | 0.60 | 89.950 | 0.000 | 0.000 | 8.00 | 9895.80 |
49 | 2009.11.09 23:20 | sell | 25 | 0.60 | 89.964 | 0.000 | 0.000 | ||
50 | 2009.11.10 00:12 | close | 25 | 0.60 | 89.954 | 0.000 | 0.000 | 6.21 | 9902.00 |
51 | 2009.11.10 00:26 | sell | 26 | 0.60 | 89.954 | 0.000 | 0.000 | ||
52 | 2009.11.10 00:31 | close | 26 | 0.60 | 89.943 | 0.000 | 0.000 | 7.34 | 9909.34 |
53 | 2009.11.10 04:07 | sell | 27 | 0.60 | 89.952 | 0.000 | 0.000 | ||
54 | 2009.11.10 04:44 | close | 27 | 0.60 | 89.941 | 0.000 | 0.000 | 7.34 | 9916.68 |
55 | 2009.11.11 11:00 | sell | 28 | 0.60 | 89.920 | 0.000 | 0.000 | ||
56 | 2009.11.11 11:32 | close | 28 | 0.60 | 89.910 | 0.000 | 0.000 | 6.67 | 9923.35 |
57 | 2009.11.11 11:32 | sell | 29 | 0.60 | 89.888 | 0.000 | 0.000 | ||
58 | 2009.11.11 11:32 | close | 29 | 0.60 | 89.876 | 0.000 | 0.000 | 8.01 | 9931.36 |
59 | 2009.11.11 11:32 | sell | 30 | 0.60 | 89.854 | 0.000 | 0.000 | ||
60 | 2009.11.11 11:32 | close | 30 | 0.60 | 89.844 | 0.000 | 0.000 | 6.68 | 9938.04 |
61 | 2009.11.11 11:32 | sell | 31 | 0.60 | 89.821 | 0.000 | 0.000 | ||
62 | 2009.11.11 14:07 | close | 31 | 0.60 | 89.810 | 0.000 | 0.000 | 7.35 | 9945.39 |
63 | 2009.11.11 14:25 | sell | 32 | 0.60 | 89.887 | 0.000 | 0.000 | ||
64 | 2009.11.11 14:30 | close | 32 | 0.60 | 89.877 | 0.000 | 0.000 | 6.68 | 9952.07 |
65 | 2009.11.11 14:53 | sell | 33 | 0.60 | 89.887 | 0.000 | 0.000 | ||
66 | 2009.11.11 14:56 | close | 33 | 0.60 | 89.877 | 0.000 | 0.000 | 6.68 | 9958.75 |
67 | 2009.11.11 15:43 | sell | 34 | 0.60 | 89.892 | 0.000 | 0.000 | ||
68 | 2009.11.11 15:46 | close | 34 | 0.60 | 89.882 | 0.000 | 0.000 | 6.68 | 9965.43 |
69 | 2009.11.11 15:47 | sell | 35 | 0.60 | 89.891 | 0.000 | 0.000 | ||
70 | 2009.11.11 16:03 | close | 35 | 0.60 | 89.880 | 0.000 | 0.000 | 7.34 | 9972.77 |
71 | 2009.11.11 16:06 | sell | 36 | 0.60 | 89.874 | 0.000 | 0.000 | ||
72 | 2009.11.11 16:07 | close | 36 | 0.60 | 89.864 | 0.000 | 0.000 | 6.68 | 9979.45 |
73 | 2009.11.11 16:18 | sell | 37 | 0.60 | 89.874 | 0.000 | 0.000 | ||
74 | 2009.11.11 16:57 | close | 37 | 0.60 | 89.864 | 0.000 | 0.000 | 6.68 | 9986.13 |
75 | 2009.11.11 18:08 | sell | 38 | 0.60 | 89.872 | 0.000 | 0.000 | ||
76 | 2009.11.11 18:47 | close | 38 | 0.60 | 89.862 | 0.000 | 0.000 | 6.68 | 9992.81 |
77 | 2009.11.11 18:56 | sell | 39 | 0.60 | 89.862 | 0.000 | 0.000 | ||
78 | 2009.11.11 19:10 | close | 39 | 0.60 | 89.852 | 0.000 | 0.000 | 6.68 | 9999.49 |
79 | 2009.11.12 02:02 | sell | 40 | 0.60 | 89.898 | 0.000 | 0.000 | ||
80 | 2009.11.12 02:05 | close | 40 | 0.60 | 89.888 | 0.000 | 0.000 | 6.67 | 10006.16 |
81 | 2009.11.13 04:00 | buy | 41 | 0.60 | 90.229 | 0.000 | 0.000 | ||
82 | 2009.11.13 04:18 | close | 41 | 0.60 | 90.240 | 0.000 | 0.000 | 7.31 | 10013.47 |
83 | 2009.11.13 04:18 | buy | 42 | 0.60 | 90.252 | 0.000 | 0.000 | ||
84 | 2009.11.13 07:40 | close | 42 | 0.60 | 90.267 | 0.000 | 0.000 | 9.97 | 10023.44 |
85 | 2009.11.17 16:00 | sell | 43 | 0.60 | 89.275 | 0.000 | 0.000 | ||
86 | 2009.11.17 16:18 | close | 43 | 0.60 | 89.265 | 0.000 | 0.000 | 6.72 | 10030.16 |
87 | 2009.11.17 16:18 | sell | 44 | 0.60 | 89.247 | 0.000 | 0.000 | ||
88 | 2009.11.17 19:52 | close | 44 | 0.60 | 89.237 | 0.000 | 0.000 | 6.72 | 10036.88 |
89 | 2009.11.18 17:34 | sell | 45 | 0.60 | 89.362 | 0.000 | 0.000 | ||
90 | 2009.11.18 22:27 | close | 45 | 0.60 | 89.349 | 0.000 | 0.000 | 8.73 | 10045.61 |
91 | 2009.11.19 23:00 | sell | 46 | 0.60 | 88.958 | 0.000 | 0.000 | ||
92 | 2009.11.19 23:58 | close | 46 | 0.60 | 88.946 | 0.000 | 0.000 | 8.09 | 10053.70 |
93 | 2009.11.20 02:00 | sell | 47 | 0.60 | 89.015 | 0.000 | 0.000 | ||
94 | 2009.11.20 02:01 | close | 47 | 0.60 | 89.004 | 0.000 | 0.000 | 7.42 | 10061.12 |
95 | 2009.11.20 02:01 | sell | 48 | 0.60 | 88.981 | 0.000 | 0.000 | ||
96 | 2009.11.20 02:02 | close | 48 | 0.60 | 88.971 | 0.000 | 0.000 | 6.74 | 10067.86 |
97 | 2009.11.20 02:02 | sell | 49 | 0.60 | 88.953 | 0.000 | 0.000 | ||
98 | 2009.11.20 03:14 | close | 49 | 0.60 | 88.943 | 0.000 | 0.000 | 6.75 | 10074.61 |
99 | 2009.11.20 17:00 | sell | 50 | 0.60 | 88.961 | 0.000 | 0.000 | ||
100 | 2009.11.20 17:28 | close | 50 | 0.60 | 88.945 | 0.000 | 0.000 | 10.79 | 10085.40 |
101 | 2009.11.20 17:40 | sell | 51 | 0.60 | 88.959 | 0.000 | 0.000 | ||
102 | 2009.11.20 17:48 | close | 51 | 0.60 | 88.943 | 0.000 | 0.000 | 10.79 | 10096.19 |
103 | 2009.11.20 18:39 | sell | 52 | 0.60 | 88.967 | 0.000 | 0.000 | ||
104 | 2009.11.20 18:58 | close | 52 | 0.60 | 88.955 | 0.000 | 0.000 | 8.09 | 10104.28 |
105 | 2009.11.23 20:00 | sell | 53 | 0.60 | 89.078 | 0.000 | 0.000 | ||
106 | 2009.11.23 20:50 | close | 53 | 0.60 | 89.067 | 0.000 | 0.000 | 7.41 | 10111.69 |
107 | 2009.11.23 20:50 | sell | 54 | 0.60 | 89.046 | 0.000 | 0.000 | ||
108 | 2009.11.23 20:56 | close | 54 | 0.60 | 89.036 | 0.000 | 0.000 | 6.74 | 10118.43 |
109 | 2009.11.23 20:56 | sell | 55 | 0.60 | 89.015 | 0.000 | 0.000 | ||
110 | 2009.11.23 20:58 | close | 55 | 0.60 | 89.005 | 0.000 | 0.000 | 6.74 | 10125.17 |
111 | 2009.11.23 21:12 | sell | 56 | 0.60 | 89.038 | 0.000 | 0.000 | ||
112 | 2009.11.23 21:18 | close | 56 | 0.60 | 89.026 | 0.000 | 0.000 | 8.09 | 10133.26 |
113 | 2009.11.27 12:00 | sell | 57 | 0.60 | 86.391 | 0.000 | 0.000 | ||
114 | 2009.11.27 12:02 | close | 57 | 0.60 | 86.379 | 0.000 | 0.000 | 8.34 | 10141.60 |
115 | 2009.11.27 12:08 | sell | 58 | 0.60 | 86.386 | 0.000 | 0.000 | ||
116 | 2009.11.27 22:51 | close | 58 | 0.60 | 86.367 | 0.000 | 0.000 | 13.20 | 10154.80 |