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 | MagicNumber=0; SignalMail=false; EachTickMode=false; Lots=0.2; Slippage=3; StopLossMode=false; StopLoss=30; TakeProfitMode=false; TakeProfit=20; TrailingStopMode=false; TrailingStop=0; | ||||
| Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
| Mismatched charts errors | 113 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -335.43 | Gross profit | 700.21 | Gross loss | -1035.65 |
| Profit factor | 0.68 | Expected payoff | -8.18 | ||
| Absolute drawdown | 867.34 | Maximal drawdown | 940.83 (9.34%) | Relative drawdown | 9.34% (940.83) |
| Total trades | 41 | Short positions (won %) | 20 (20.00%) | Long positions (won %) | 21 (4.76%) |
| Profit trades (% of total) | 5 (12.20%) | Loss trades (% of total) | 36 (87.80%) | ||
| Largest | profit trade | 534.10 | loss trade | -126.72 | |
| Average | profit trade | 140.04 | loss trade | -28.77 | |
| Maximum | consecutive wins (profit in money) | 1 (534.10) | consecutive losses (loss in money) | 11 (-321.63) | |
| Maximal | consecutive profit (count of wins) | 534.10 (1) | consecutive loss (count of losses) | -321.63 (11) | |
| Average | consecutive wins | 1 | consecutive losses | 6 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.03 03:00 | buy | 1 | 0.20 | 90.386 | 0.000 | 0.000 | ||
| 2 | 2009.11.03 04:00 | close | 1 | 0.20 | 90.325 | 0.000 | 0.000 | -13.51 | 9986.49 |
| 3 | 2009.11.03 05:00 | sell | 2 | 0.20 | 90.281 | 0.000 | 0.000 | ||
| 4 | 2009.11.03 16:00 | close | 2 | 0.20 | 90.453 | 0.000 | 0.000 | -38.03 | 9948.46 |
| 5 | 2009.11.03 17:00 | buy | 3 | 0.20 | 90.345 | 0.000 | 0.000 | ||
| 6 | 2009.11.04 02:00 | close | 3 | 0.20 | 90.119 | 0.000 | 0.000 | -50.09 | 9898.37 |
| 7 | 2009.11.04 03:00 | sell | 4 | 0.20 | 90.197 | 0.000 | 0.000 | ||
| 8 | 2009.11.04 07:00 | close | 4 | 0.20 | 90.380 | 0.000 | 0.000 | -40.50 | 9857.87 |
| 9 | 2009.11.04 08:00 | buy | 5 | 0.20 | 90.456 | 0.000 | 0.000 | ||
| 10 | 2009.11.04 22:00 | close | 5 | 0.20 | 90.584 | 0.000 | 0.000 | 28.26 | 9886.13 |
| 11 | 2009.11.04 23:00 | buy | 6 | 0.20 | 90.734 | 0.000 | 0.000 | ||
| 12 | 2009.11.05 02:00 | close | 6 | 0.20 | 90.563 | 0.000 | 0.000 | -37.56 | 9848.56 |
| 13 | 2009.11.05 03:00 | sell | 7 | 0.20 | 90.506 | 0.000 | 0.000 | ||
| 14 | 2009.11.05 15:00 | close | 7 | 0.20 | 90.587 | 0.000 | 0.000 | -17.88 | 9830.68 |
| 15 | 2009.11.05 16:00 | buy | 8 | 0.20 | 90.616 | 0.000 | 0.000 | ||
| 16 | 2009.11.05 18:00 | close | 8 | 0.20 | 90.449 | 0.000 | 0.000 | -36.93 | 9793.75 |
| 17 | 2009.11.05 19:00 | buy | 9 | 0.20 | 90.599 | 0.000 | 0.000 | ||
| 18 | 2009.11.06 08:00 | close | 9 | 0.20 | 90.510 | 0.000 | 0.000 | -19.60 | 9774.15 |
| 19 | 2009.11.06 09:00 | sell | 10 | 0.20 | 90.447 | 0.000 | 0.000 | ||
| 20 | 2009.11.06 12:00 | close | 10 | 0.20 | 90.610 | 0.000 | 0.000 | -35.98 | 9738.17 |
| 21 | 2009.11.06 13:00 | buy | 11 | 0.20 | 90.691 | 0.000 | 0.000 | ||
| 22 | 2009.11.06 15:00 | close | 11 | 0.20 | 90.120 | 0.000 | 0.000 | -126.72 | 9611.45 |
| 23 | 2009.11.06 16:00 | sell | 12 | 0.20 | 90.038 | 0.000 | 0.000 | ||
| 24 | 2009.11.10 03:00 | close | 12 | 0.20 | 90.027 | 0.000 | 0.000 | 2.13 | 9613.58 |
| 25 | 2009.11.10 04:00 | sell | 13 | 0.20 | 89.918 | 0.000 | 0.000 | ||
| 26 | 2009.11.10 12:00 | close | 13 | 0.20 | 90.122 | 0.000 | 0.000 | -45.27 | 9568.31 |
| 27 | 2009.11.10 13:00 | buy | 14 | 0.20 | 90.034 | 0.000 | 0.000 | ||
| 28 | 2009.11.10 14:00 | close | 14 | 0.20 | 89.831 | 0.000 | 0.000 | -45.20 | 9523.11 |
| 29 | 2009.11.10 15:00 | sell | 15 | 0.20 | 89.788 | 0.000 | 0.000 | ||
| 30 | 2009.11.11 08:00 | close | 15 | 0.20 | 89.823 | 0.000 | 0.000 | -7.94 | 9515.17 |
| 31 | 2009.11.11 09:00 | buy | 16 | 0.20 | 90.028 | 0.000 | 0.000 | ||
| 32 | 2009.11.11 21:00 | close | 16 | 0.20 | 89.815 | 0.000 | 0.000 | -47.43 | 9467.74 |
| 33 | 2009.11.11 22:00 | sell | 17 | 0.20 | 89.805 | 0.000 | 0.000 | ||
| 34 | 2009.11.11 23:00 | close | 17 | 0.20 | 89.900 | 0.000 | 0.000 | -21.13 | 9446.61 |
| 35 | 2009.11.12 00:00 | buy | 18 | 0.20 | 89.889 | 0.000 | 0.000 | ||
| 36 | 2009.11.12 03:00 | close | 18 | 0.20 | 89.715 | 0.000 | 0.000 | -38.79 | 9407.82 |
| 37 | 2009.11.12 04:00 | buy | 19 | 0.20 | 89.865 | 0.000 | 0.000 | ||
| 38 | 2009.11.12 05:00 | close | 19 | 0.20 | 89.740 | 0.000 | 0.000 | -27.86 | 9379.96 |
| 39 | 2009.11.12 06:00 | sell | 20 | 0.20 | 89.800 | 0.000 | 0.000 | ||
| 40 | 2009.11.12 07:00 | close | 20 | 0.20 | 89.845 | 0.000 | 0.000 | -10.02 | 9369.94 |
| 41 | 2009.11.12 08:00 | buy | 21 | 0.20 | 89.890 | 0.000 | 0.000 | ||
| 42 | 2009.11.12 09:00 | close | 21 | 0.20 | 89.795 | 0.000 | 0.000 | -21.16 | 9348.78 |
| 43 | 2009.11.12 10:00 | sell | 22 | 0.20 | 89.751 | 0.000 | 0.000 | ||
| 44 | 2009.11.12 14:00 | close | 22 | 0.20 | 89.998 | 0.000 | 0.000 | -54.89 | 9293.89 |
| 45 | 2009.11.12 15:00 | buy | 23 | 0.20 | 90.165 | 0.000 | 0.000 | ||
| 46 | 2009.11.13 10:00 | close | 23 | 0.20 | 90.156 | 0.000 | 0.000 | -1.93 | 9291.95 |
| 47 | 2009.11.13 11:00 | sell | 24 | 0.20 | 89.782 | 0.000 | 0.000 | ||
| 48 | 2009.11.17 14:00 | close | 24 | 0.20 | 89.285 | 0.000 | 0.000 | 111.02 | 9402.98 |
| 49 | 2009.11.17 15:00 | buy | 25 | 0.20 | 89.285 | 0.000 | 0.000 | ||
| 50 | 2009.11.17 20:00 | close | 25 | 0.20 | 89.214 | 0.000 | 0.000 | -15.92 | 9387.06 |
| 51 | 2009.11.17 21:00 | buy | 26 | 0.20 | 89.300 | 0.000 | 0.000 | ||
| 52 | 2009.11.18 02:00 | close | 26 | 0.20 | 89.229 | 0.000 | 0.000 | -15.84 | 9371.21 |
| 53 | 2009.11.18 03:00 | buy | 27 | 0.20 | 89.315 | 0.000 | 0.000 | ||
| 54 | 2009.11.18 05:00 | close | 27 | 0.20 | 89.232 | 0.000 | 0.000 | -18.60 | 9352.61 |
| 55 | 2009.11.18 06:00 | sell | 28 | 0.20 | 89.180 | 0.000 | 0.000 | ||
| 56 | 2009.11.18 15:00 | close | 28 | 0.20 | 89.225 | 0.000 | 0.000 | -10.09 | 9342.52 |
| 57 | 2009.11.18 16:00 | buy | 29 | 0.20 | 89.255 | 0.000 | 0.000 | ||
| 58 | 2009.11.19 03:00 | close | 29 | 0.20 | 89.175 | 0.000 | 0.000 | -17.74 | 9324.78 |
| 59 | 2009.11.19 04:00 | sell | 30 | 0.20 | 89.185 | 0.000 | 0.000 | ||
| 60 | 2009.11.19 22:00 | close | 30 | 0.20 | 89.075 | 0.000 | 0.000 | 24.70 | 9349.48 |
| 61 | 2009.11.19 23:00 | sell | 31 | 0.20 | 88.958 | 0.000 | 0.000 | ||
| 62 | 2009.11.20 02:00 | close | 31 | 0.20 | 89.035 | 0.000 | 0.000 | -17.45 | 9332.03 |
| 63 | 2009.11.20 03:00 | sell | 32 | 0.20 | 88.976 | 0.000 | 0.000 | ||
| 64 | 2009.11.20 14:00 | close | 32 | 0.20 | 88.980 | 0.000 | 0.000 | -0.90 | 9331.13 |
| 65 | 2009.11.20 15:00 | buy | 33 | 0.20 | 88.988 | 0.000 | 0.000 | ||
| 66 | 2009.11.20 18:00 | close | 33 | 0.20 | 88.910 | 0.000 | 0.000 | -17.55 | 9313.58 |
| 67 | 2009.11.20 19:00 | sell | 34 | 0.20 | 88.930 | 0.000 | 0.000 | ||
| 68 | 2009.11.20 20:00 | close | 34 | 0.20 | 88.975 | 0.000 | 0.000 | -10.12 | 9303.46 |
| 69 | 2009.11.20 21:00 | buy | 35 | 0.20 | 88.970 | 0.000 | 0.000 | ||
| 70 | 2009.11.23 00:00 | close | 35 | 0.20 | 88.818 | 0.000 | 0.000 | -34.16 | 9269.29 |
| 71 | 2009.11.23 01:00 | sell | 36 | 0.20 | 88.868 | 0.000 | 0.000 | ||
| 72 | 2009.11.23 10:00 | close | 36 | 0.20 | 88.998 | 0.000 | 0.000 | -29.21 | 9240.08 |
| 73 | 2009.11.23 11:00 | sell | 37 | 0.20 | 88.865 | 0.000 | 0.000 | ||
| 74 | 2009.11.23 17:00 | close | 37 | 0.20 | 88.974 | 0.000 | 0.000 | -24.50 | 9215.58 |
| 75 | 2009.11.23 18:00 | buy | 38 | 0.20 | 89.154 | 0.000 | 0.000 | ||
| 76 | 2009.11.24 01:00 | close | 38 | 0.20 | 88.911 | 0.000 | 0.000 | -54.59 | 9160.99 |
| 77 | 2009.11.24 02:00 | sell | 39 | 0.20 | 88.839 | 0.000 | 0.000 | ||
| 78 | 2009.11.27 11:00 | close | 39 | 0.20 | 86.525 | 0.000 | 0.000 | 534.10 | 9695.09 |
| 79 | 2009.11.27 12:00 | sell | 40 | 0.20 | 86.391 | 0.000 | 0.000 | ||
| 80 | 2009.11.27 13:00 | close | 40 | 0.20 | 86.506 | 0.000 | 0.000 | -26.59 | 9668.50 |
| 81 | 2009.11.27 14:00 | buy | 41 | 0.20 | 86.479 | 0.000 | 0.000 | ||
| 82 | 2009.11.27 22:59 | close at stop | 41 | 0.20 | 86.462 | 0.000 | 0.000 | -3.93 | 9664.57 |