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 | TakeProfit=150; StopLoss=70; Lots=0.1; | ||||
Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
Mismatched charts errors | 113 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -134.58 | Gross profit | 100.98 | Gross loss | -235.56 |
Profit factor | 0.43 | Expected payoff | -3.74 | ||
Absolute drawdown | 153.46 | Maximal drawdown | 156.02 (1.56%) | Relative drawdown | 1.56% (156.02) |
Total trades | 36 | Short positions (won %) | 17 (5.88%) | Long positions (won %) | 19 (26.32%) |
Profit trades (% of total) | 6 (16.67%) | Loss trades (% of total) | 30 (83.33%) | ||
Largest | profit trade | 17.27 | loss trade | -8.09 | |
Average | profit trade | 16.83 | loss trade | -7.85 | |
Maximum | consecutive wins (profit in money) | 1 (17.27) | consecutive losses (loss in money) | 13 (-101.52) | |
Maximal | consecutive profit (count of wins) | 17.27 (1) | consecutive loss (count of losses) | -101.52 (13) | |
Average | consecutive wins | 1 | consecutive losses | 5 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 11:00 | sell | 1 | 0.10 | 89.956 | 90.026 | 89.806 | ||
2 | 2009.11.03 11:02 | s/l | 1 | 0.10 | 90.026 | 90.026 | 89.806 | -7.78 | 9992.22 |
3 | 2009.11.03 17:00 | buy | 2 | 0.10 | 90.345 | 90.275 | 90.495 | ||
4 | 2009.11.03 17:02 | s/l | 2 | 0.10 | 90.275 | 90.275 | 90.495 | -7.75 | 9984.47 |
5 | 2009.11.04 11:00 | buy | 3 | 0.10 | 90.954 | 90.884 | 91.104 | ||
6 | 2009.11.04 11:02 | s/l | 3 | 0.10 | 90.884 | 90.884 | 91.104 | -7.70 | 9976.77 |
7 | 2009.11.05 11:00 | sell | 4 | 0.10 | 90.189 | 90.259 | 90.039 | ||
8 | 2009.11.05 11:43 | s/l | 4 | 0.10 | 90.259 | 90.259 | 90.039 | -7.76 | 9969.01 |
9 | 2009.11.05 17:00 | buy | 5 | 0.10 | 90.595 | 90.525 | 90.745 | ||
10 | 2009.11.05 17:12 | s/l | 5 | 0.10 | 90.525 | 90.525 | 90.745 | -7.73 | 9961.28 |
11 | 2009.11.06 11:00 | buy | 6 | 0.10 | 90.537 | 90.467 | 90.687 | ||
12 | 2009.11.06 12:20 | t/p | 6 | 0.10 | 90.687 | 90.467 | 90.687 | 16.54 | 9977.82 |
13 | 2009.11.06 17:00 | sell | 7 | 0.10 | 89.841 | 89.911 | 89.691 | ||
14 | 2009.11.06 17:32 | s/l | 7 | 0.10 | 89.911 | 89.911 | 89.691 | -7.79 | 9970.03 |
15 | 2009.11.09 11:00 | sell | 8 | 0.10 | 90.014 | 90.084 | 89.864 | ||
16 | 2009.11.09 11:34 | t/p | 8 | 0.10 | 89.864 | 90.084 | 89.864 | 16.69 | 9986.72 |
17 | 2009.11.09 17:00 | sell | 9 | 0.10 | 89.829 | 89.899 | 89.679 | ||
18 | 2009.11.09 17:16 | s/l | 9 | 0.10 | 89.899 | 89.899 | 89.679 | -7.79 | 9978.93 |
19 | 2009.11.10 11:00 | sell | 10 | 0.10 | 89.845 | 89.915 | 89.695 | ||
20 | 2009.11.10 11:11 | s/l | 10 | 0.10 | 89.915 | 89.915 | 89.695 | -7.79 | 9971.14 |
21 | 2009.11.10 17:00 | sell | 11 | 0.10 | 89.766 | 89.836 | 89.616 | ||
22 | 2009.11.10 17:12 | s/l | 11 | 0.10 | 89.836 | 89.836 | 89.616 | -7.79 | 9963.35 |
23 | 2009.11.11 11:00 | sell | 12 | 0.10 | 89.920 | 89.990 | 89.770 | ||
24 | 2009.11.11 11:28 | s/l | 12 | 0.10 | 89.990 | 89.990 | 89.770 | -7.78 | 9955.57 |
25 | 2009.11.12 11:00 | sell | 13 | 0.10 | 89.730 | 89.800 | 89.580 | ||
26 | 2009.11.12 11:03 | s/l | 13 | 0.10 | 89.800 | 89.800 | 89.580 | -7.80 | 9947.77 |
27 | 2009.11.12 17:00 | buy | 14 | 0.10 | 90.500 | 90.430 | 90.650 | ||
28 | 2009.11.12 17:25 | s/l | 14 | 0.10 | 90.430 | 90.430 | 90.650 | -7.74 | 9940.03 |
29 | 2009.11.13 11:00 | sell | 15 | 0.10 | 89.782 | 89.852 | 89.632 | ||
30 | 2009.11.13 11:47 | s/l | 15 | 0.10 | 89.852 | 89.852 | 89.632 | -7.79 | 9932.24 |
31 | 2009.11.13 17:00 | buy | 16 | 0.10 | 89.673 | 89.603 | 89.823 | ||
32 | 2009.11.13 17:12 | s/l | 16 | 0.10 | 89.603 | 89.603 | 89.823 | -7.82 | 9924.42 |
33 | 2009.11.16 11:00 | sell | 17 | 0.10 | 89.450 | 89.520 | 89.300 | ||
34 | 2009.11.16 11:40 | s/l | 17 | 0.10 | 89.520 | 89.520 | 89.300 | -7.82 | 9916.60 |
35 | 2009.11.16 17:00 | sell | 18 | 0.10 | 89.298 | 89.368 | 89.148 | ||
36 | 2009.11.16 17:12 | s/l | 18 | 0.10 | 89.368 | 89.368 | 89.148 | -7.83 | 9908.77 |
37 | 2009.11.17 11:00 | buy | 19 | 0.10 | 89.030 | 88.960 | 89.180 | ||
38 | 2009.11.17 11:07 | s/l | 19 | 0.10 | 88.960 | 88.960 | 89.180 | -7.87 | 9900.90 |
39 | 2009.11.17 17:00 | buy | 20 | 0.10 | 89.410 | 89.340 | 89.560 | ||
40 | 2009.11.17 17:26 | s/l | 20 | 0.10 | 89.340 | 89.340 | 89.560 | -7.84 | 9893.06 |
41 | 2009.11.18 11:00 | sell | 21 | 0.10 | 89.020 | 89.090 | 88.870 | ||
42 | 2009.11.18 11:15 | s/l | 21 | 0.10 | 89.090 | 89.090 | 88.870 | -7.86 | 9885.20 |
43 | 2009.11.18 17:00 | buy | 22 | 0.10 | 89.265 | 89.195 | 89.415 | ||
44 | 2009.11.18 17:38 | t/p | 22 | 0.10 | 89.415 | 89.195 | 89.415 | 16.78 | 9901.98 |
45 | 2009.11.19 11:00 | buy | 23 | 0.10 | 88.965 | 88.895 | 89.115 | ||
46 | 2009.11.19 11:18 | s/l | 23 | 0.10 | 88.895 | 88.895 | 89.115 | -7.88 | 9894.10 |
47 | 2009.11.19 17:00 | buy | 24 | 0.10 | 88.801 | 88.731 | 88.951 | ||
48 | 2009.11.19 17:31 | t/p | 24 | 0.10 | 88.951 | 88.731 | 88.951 | 16.87 | 9910.97 |
49 | 2009.11.20 11:00 | buy | 25 | 0.10 | 88.890 | 88.820 | 89.040 | ||
50 | 2009.11.20 11:10 | s/l | 25 | 0.10 | 88.820 | 88.820 | 89.040 | -7.88 | 9903.09 |
51 | 2009.11.20 17:00 | sell | 26 | 0.10 | 88.950 | 89.020 | 88.800 | ||
52 | 2009.11.20 17:01 | s/l | 26 | 0.10 | 89.020 | 89.020 | 88.800 | -7.87 | 9895.22 |
53 | 2009.11.23 11:00 | buy | 27 | 0.10 | 88.885 | 88.815 | 89.035 | ||
54 | 2009.11.23 11:26 | s/l | 27 | 0.10 | 88.815 | 88.815 | 89.035 | -7.88 | 9887.34 |
55 | 2009.11.23 17:00 | buy | 28 | 0.10 | 88.974 | 88.904 | 89.124 | ||
56 | 2009.11.23 17:42 | t/p | 28 | 0.10 | 89.124 | 88.904 | 89.124 | 16.83 | 9904.17 |
57 | 2009.11.24 11:00 | sell | 29 | 0.10 | 88.608 | 88.678 | 88.458 | ||
58 | 2009.11.24 11:03 | s/l | 29 | 0.10 | 88.678 | 88.678 | 88.458 | -7.90 | 9896.27 |
59 | 2009.11.24 17:00 | buy | 30 | 0.10 | 88.525 | 88.455 | 88.675 | ||
60 | 2009.11.24 19:51 | s/l | 30 | 0.10 | 88.455 | 88.455 | 88.675 | -7.91 | 9888.36 |
61 | 2009.11.25 11:00 | sell | 31 | 0.10 | 87.641 | 87.711 | 87.491 | ||
62 | 2009.11.25 11:20 | s/l | 31 | 0.10 | 87.711 | 87.711 | 87.491 | -7.98 | 9880.38 |
63 | 2009.11.25 17:00 | buy | 32 | 0.10 | 87.677 | 87.607 | 87.827 | ||
64 | 2009.11.25 17:23 | s/l | 32 | 0.10 | 87.607 | 87.607 | 87.827 | -7.99 | 9872.39 |
65 | 2009.11.26 11:00 | buy | 33 | 0.10 | 86.835 | 86.765 | 86.985 | ||
66 | 2009.11.26 11:06 | s/l | 33 | 0.10 | 86.765 | 86.765 | 86.985 | -8.07 | 9864.32 |
67 | 2009.11.26 17:00 | sell | 34 | 0.10 | 86.557 | 86.627 | 86.407 | ||
68 | 2009.11.26 17:21 | s/l | 34 | 0.10 | 86.627 | 86.627 | 86.407 | -8.08 | 9856.24 |
69 | 2009.11.27 11:00 | buy | 35 | 0.10 | 86.525 | 86.455 | 86.675 | ||
70 | 2009.11.27 11:04 | s/l | 35 | 0.10 | 86.455 | 86.455 | 86.675 | -8.09 | 9848.15 |
71 | 2009.11.27 17:00 | buy | 36 | 0.10 | 86.712 | 86.642 | 86.862 | ||
72 | 2009.11.27 17:13 | t/p | 36 | 0.10 | 86.862 | 86.642 | 86.862 | 17.27 | 9865.42 |