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 | TakeProfit=0; Lots=1; TrailingStop=0; StopLoss=0; mm=1; Riskpercent=5; AccountIsMini=0; LiveTrading=1; DecreaseFactor=3; Margincutoff=800; Turnon=1; MaximumLosses=5; Stop=5; MAPeriod=120; | ||||
Bars in test | 551 | Ticks modelled | 11401 | Modelling quality | n/a |
Mismatched charts errors | 4 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 744.68 | Gross profit | 744.68 | Gross loss | 0.00 |
Profit factor | Expected payoff | 25.68 | |||
Absolute drawdown | 0.00 | Maximal drawdown | 183.53 (1.79%) | Relative drawdown | 1.79% (183.53) |
Total trades | 29 | Short positions (won %) | 29 (100.00%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 29 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
Largest | profit trade | 73.10 | loss trade | 0.00 | |
Average | profit trade | 25.68 | loss trade | 0.00 | |
Maximum | consecutive wins (profit in money) | 29 (744.68) | consecutive losses (loss in money) | 0 (0.00) | |
Maximal | consecutive profit (count of wins) | 744.68 (29) | consecutive loss (count of losses) | 0.00 (0) | |
Average | consecutive wins | 29 | consecutive losses | 0 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 02:00 | sell | 1 | 1.00 | 90.453 | 0.000 | 0.000 | ||
2 | 2009.11.03 02:03 | close | 1 | 1.00 | 90.404 | 0.000 | 0.000 | 54.20 | 10054.20 |
3 | 2009.11.03 02:06 | sell | 2 | 1.00 | 90.401 | 0.000 | 0.000 | ||
4 | 2009.11.03 02:10 | close | 2 | 1.00 | 90.352 | 0.000 | 0.000 | 54.23 | 10108.43 |
5 | 2009.11.03 02:13 | sell | 3 | 1.00 | 90.349 | 0.000 | 0.000 | ||
6 | 2009.11.03 02:16 | close | 3 | 1.00 | 90.283 | 0.000 | 0.000 | 73.10 | 10181.53 |
7 | 2009.11.03 02:26 | sell | 4 | 1.00 | 90.332 | 0.000 | 0.000 | ||
8 | 2009.11.03 02:32 | close | 4 | 1.00 | 90.313 | 0.000 | 0.000 | 21.04 | 10202.57 |
9 | 2009.11.03 02:40 | sell | 5 | 1.00 | 90.347 | 0.000 | 0.000 | ||
10 | 2009.11.03 03:15 | close | 5 | 1.00 | 90.323 | 0.000 | 0.000 | 26.57 | 10229.14 |
11 | 2009.11.03 03:45 | sell | 6 | 1.00 | 90.354 | 0.000 | 0.000 | ||
12 | 2009.11.03 03:59 | close | 6 | 1.00 | 90.342 | 0.000 | 0.000 | 13.28 | 10242.42 |
13 | 2009.11.04 00:00 | sell | 7 | 1.00 | 90.328 | 0.000 | 0.000 | ||
14 | 2009.11.04 00:02 | close | 7 | 1.00 | 90.295 | 0.000 | 0.000 | 36.55 | 10278.97 |
15 | 2009.11.04 00:05 | sell | 8 | 1.00 | 90.284 | 0.000 | 0.000 | ||
16 | 2009.11.04 01:20 | close | 8 | 1.00 | 90.272 | 0.000 | 0.000 | 13.29 | 10292.26 |
17 | 2009.11.04 01:27 | sell | 9 | 1.00 | 90.316 | 0.000 | 0.000 | ||
18 | 2009.11.04 01:27 | close | 9 | 1.00 | 90.288 | 0.000 | 0.000 | 31.01 | 10323.27 |
19 | 2009.11.11 16:00 | sell | 10 | 1.00 | 89.892 | 0.000 | 0.000 | ||
20 | 2009.11.11 16:15 | close | 10 | 1.00 | 89.872 | 0.000 | 0.000 | 22.25 | 10345.52 |
21 | 2009.11.11 16:17 | sell | 11 | 1.00 | 89.858 | 0.000 | 0.000 | ||
22 | 2009.11.11 16:20 | close | 11 | 1.00 | 89.845 | 0.000 | 0.000 | 14.47 | 10359.99 |
23 | 2009.11.11 16:22 | sell | 12 | 1.00 | 89.838 | 0.000 | 0.000 | ||
24 | 2009.11.11 17:07 | close | 12 | 1.00 | 89.824 | 0.000 | 0.000 | 15.59 | 10375.58 |
25 | 2009.11.11 17:10 | sell | 13 | 1.00 | 89.863 | 0.000 | 0.000 | ||
26 | 2009.11.11 18:32 | close | 13 | 1.00 | 89.847 | 0.000 | 0.000 | 17.81 | 10393.39 |
27 | 2009.11.11 18:35 | sell | 14 | 1.00 | 89.833 | 0.000 | 0.000 | ||
28 | 2009.11.11 20:20 | close | 14 | 1.00 | 89.827 | 0.000 | 0.000 | 6.68 | 10400.07 |
29 | 2009.11.12 02:02 | sell | 15 | 1.00 | 89.900 | 0.000 | 0.000 | ||
30 | 2009.11.12 02:10 | close | 15 | 1.00 | 89.877 | 0.000 | 0.000 | 25.59 | 10425.66 |
31 | 2009.11.12 02:12 | sell | 16 | 1.00 | 89.871 | 0.000 | 0.000 | ||
32 | 2009.11.12 02:15 | close | 16 | 1.00 | 89.833 | 0.000 | 0.000 | 42.30 | 10467.96 |
33 | 2009.11.17 21:00 | sell | 17 | 1.00 | 89.280 | 0.000 | 0.000 | ||
34 | 2009.11.17 21:32 | close | 17 | 1.00 | 89.272 | 0.000 | 0.000 | 8.96 | 10476.92 |
35 | 2009.11.17 21:35 | sell | 18 | 1.00 | 89.259 | 0.000 | 0.000 | ||
36 | 2009.11.17 23:02 | close | 18 | 1.00 | 89.252 | 0.000 | 0.000 | 7.84 | 10484.76 |
37 | 2009.11.17 23:05 | sell | 19 | 1.00 | 89.245 | 0.000 | 0.000 | ||
38 | 2009.11.17 23:07 | close | 19 | 1.00 | 89.239 | 0.000 | 0.000 | 6.72 | 10491.48 |
39 | 2009.11.17 23:10 | sell | 20 | 1.00 | 89.284 | 0.000 | 0.000 | ||
40 | 2009.11.18 00:20 | close | 20 | 1.00 | 89.274 | 0.000 | 0.000 | 9.88 | 10501.36 |
41 | 2009.11.18 00:22 | sell | 21 | 1.00 | 89.270 | 0.000 | 0.000 | ||
42 | 2009.11.18 00:45 | close | 21 | 1.00 | 89.246 | 0.000 | 0.000 | 26.89 | 10528.25 |
43 | 2009.11.18 01:15 | sell | 22 | 1.00 | 89.291 | 0.000 | 0.000 | ||
44 | 2009.11.18 01:27 | close | 22 | 1.00 | 89.280 | 0.000 | 0.000 | 12.32 | 10540.57 |
45 | 2009.11.18 01:32 | sell | 23 | 1.00 | 89.300 | 0.000 | 0.000 | ||
46 | 2009.11.18 01:45 | close | 23 | 1.00 | 89.269 | 0.000 | 0.000 | 34.73 | 10575.30 |
47 | 2009.11.18 03:00 | sell | 24 | 1.00 | 89.295 | 0.000 | 0.000 | ||
48 | 2009.11.18 03:20 | close | 24 | 1.00 | 89.270 | 0.000 | 0.000 | 28.00 | 10603.30 |
49 | 2009.11.19 00:05 | sell | 25 | 1.00 | 89.310 | 0.000 | 0.000 | ||
50 | 2009.11.19 01:32 | close | 25 | 1.00 | 89.283 | 0.000 | 0.000 | 30.24 | 10633.54 |
51 | 2009.11.19 01:45 | sell | 26 | 1.00 | 89.321 | 0.000 | 0.000 | ||
52 | 2009.11.19 02:10 | close | 26 | 1.00 | 89.289 | 0.000 | 0.000 | 35.84 | 10669.38 |
53 | 2009.11.24 00:00 | sell | 27 | 1.00 | 89.041 | 0.000 | 0.000 | ||
54 | 2009.11.24 00:20 | close | 27 | 1.00 | 89.024 | 0.000 | 0.000 | 19.10 | 10688.48 |
55 | 2009.11.24 00:22 | sell | 28 | 1.00 | 89.012 | 0.000 | 0.000 | ||
56 | 2009.11.24 00:40 | close | 28 | 1.00 | 88.991 | 0.000 | 0.000 | 23.60 | 10712.08 |
57 | 2009.11.24 00:42 | sell | 29 | 1.00 | 88.983 | 0.000 | 0.000 | ||
58 | 2009.11.24 00:45 | close | 29 | 1.00 | 88.954 | 0.000 | 0.000 | 32.60 | 10744.68 |