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=200; StopLoss=2000; TakeProfit=0; TradeAtCloseBar=false; TrailingStop=0; TrailingStep=1; BreakEven=0; MagicNumber=0; Repeat=3; Periods=5; UseAlert=false; SendEmail=true; TradeLog="MasterMind3"; Slippage=3; Indicator_Setting="---------- Indicator Setting"; Crash=false; TimeFrame=0; Length=5; Method=3; Smoothing=1; Filter=5; RealTime=false; Steady=false; Color=false; Alerts=false; EmailON=false; SignalPrice=false; SignalPriceBUY=Black; SignalPriceSELL=Black; CountBars=1485; | ||||
Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
Mismatched charts errors | 113 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -8586.96 | Gross profit | 8516.36 | Gross loss | -17103.32 |
Profit factor | 0.50 | Expected payoff | -318.04 | ||
Absolute drawdown | 9510.27 | Maximal drawdown | 15193.47 (96.88%) | Relative drawdown | 96.88% (15193.47) |
Total trades | 27 | Short positions (won %) | 12 (100.00%) | Long positions (won %) | 15 (40.00%) |
Profit trades (% of total) | 18 (66.67%) | Loss trades (% of total) | 9 (33.33%) | ||
Largest | profit trade | 984.94 | loss trade | -4617.07 | |
Average | profit trade | 473.13 | loss trade | -1900.37 | |
Maximum | consecutive wins (profit in money) | 6 (4731.55) | consecutive losses (loss in money) | 3 (-13389.50) | |
Maximal | consecutive profit (count of wins) | 4731.55 (6) | consecutive loss (count of losses) | -13389.50 (3) | |
Average | consecutive wins | 5 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.04 08:22 | sell | 1 | 1.30 | 90.576 | 92.576 | 0.000 | ||
2 | 2009.11.04 08:23 | sell | 2 | 1.30 | 90.577 | 92.577 | 0.000 | ||
3 | 2009.11.04 08:25 | sell | 3 | 1.30 | 90.577 | 92.577 | 0.000 | ||
4 | 2009.11.05 09:47 | close | 1 | 1.30 | 90.207 | 92.576 | 0.000 | 528.78 | 10528.78 |
5 | 2009.11.05 09:47 | close | 2 | 1.30 | 90.205 | 92.577 | 0.000 | 533.11 | 11061.88 |
6 | 2009.11.05 09:47 | close | 3 | 1.30 | 90.203 | 92.577 | 0.000 | 536.01 | 11597.89 |
7 | 2009.11.05 09:47 | buy | 4 | 1.60 | 90.202 | 88.202 | 0.000 | ||
8 | 2009.11.05 09:47 | buy | 5 | 1.50 | 90.200 | 88.200 | 0.000 | ||
9 | 2009.11.05 09:47 | buy | 6 | 1.50 | 90.198 | 88.198 | 0.000 | ||
10 | 2009.11.12 14:02 | close | 4 | 1.60 | 90.037 | 88.202 | 0.000 | -288.28 | 11309.61 |
11 | 2009.11.12 14:02 | close | 5 | 1.50 | 90.040 | 88.200 | 0.000 | -261.93 | 11047.68 |
12 | 2009.11.12 14:03 | close | 6 | 1.50 | 90.042 | 88.198 | 0.000 | -255.26 | 10792.42 |
13 | 2009.11.12 14:03 | sell | 7 | 1.50 | 90.045 | 92.045 | 0.000 | ||
14 | 2009.11.12 14:03 | sell | 8 | 1.40 | 90.048 | 92.048 | 0.000 | ||
15 | 2009.11.12 14:03 | sell | 9 | 1.40 | 90.051 | 92.051 | 0.000 | ||
16 | 2009.11.13 14:30 | close | 7 | 1.50 | 89.655 | 92.045 | 0.000 | 651.35 | 11443.76 |
17 | 2009.11.13 14:30 | close | 8 | 1.40 | 89.651 | 92.048 | 0.000 | 618.88 | 12062.65 |
18 | 2009.11.13 14:31 | close | 9 | 1.40 | 89.651 | 92.051 | 0.000 | 623.56 | 12686.21 |
19 | 2009.11.13 14:31 | buy | 10 | 1.70 | 89.647 | 87.647 | 0.000 | ||
20 | 2009.11.13 14:31 | buy | 11 | 1.70 | 89.643 | 87.643 | 0.000 | ||
21 | 2009.11.13 14:31 | buy | 12 | 1.60 | 89.639 | 87.639 | 0.000 | ||
22 | 2009.11.20 15:08 | close | 10 | 1.70 | 89.116 | 87.647 | 0.000 | -1007.71 | 11678.49 |
23 | 2009.11.20 15:08 | close | 11 | 1.70 | 89.125 | 87.643 | 0.000 | -982.81 | 10695.68 |
24 | 2009.11.20 15:11 | close | 12 | 1.60 | 89.125 | 87.639 | 0.000 | -917.82 | 9777.86 |
25 | 2009.11.23 08:03 | buy | 13 | 1.30 | 88.691 | 86.691 | 0.000 | ||
26 | 2009.11.23 08:03 | buy | 14 | 1.30 | 88.686 | 86.686 | 0.000 | ||
27 | 2009.11.23 08:03 | buy | 15 | 1.20 | 88.681 | 86.681 | 0.000 | ||
28 | 2009.11.23 17:42 | close | 13 | 1.30 | 89.125 | 86.691 | 0.000 | 633.04 | 10410.90 |
29 | 2009.11.23 17:42 | close | 14 | 1.30 | 89.127 | 86.686 | 0.000 | 643.24 | 11054.14 |
30 | 2009.11.23 17:42 | close | 15 | 1.20 | 89.129 | 86.681 | 0.000 | 603.17 | 11657.31 |
31 | 2009.11.23 17:42 | sell | 16 | 1.60 | 89.131 | 91.131 | 0.000 | ||
32 | 2009.11.23 17:42 | sell | 17 | 1.50 | 89.133 | 91.133 | 0.000 | ||
33 | 2009.11.23 17:42 | sell | 18 | 1.50 | 89.134 | 91.134 | 0.000 | ||
34 | 2009.11.24 09:03 | close | 16 | 1.60 | 88.585 | 91.131 | 0.000 | 984.94 | 12642.25 |
35 | 2009.11.24 09:03 | close | 17 | 1.50 | 88.583 | 91.133 | 0.000 | 930.18 | 13572.42 |
36 | 2009.11.24 09:03 | close | 18 | 1.50 | 88.580 | 91.134 | 0.000 | 936.99 | 14509.41 |
37 | 2009.11.24 09:03 | buy | 19 | 2.00 | 88.578 | 86.578 | 0.000 | ||
38 | 2009.11.24 09:03 | buy | 20 | 1.90 | 88.575 | 86.575 | 0.000 | ||
39 | 2009.11.24 09:03 | buy | 21 | 1.90 | 88.573 | 86.573 | 0.000 | ||
40 | 2009.11.26 04:33 | s/l | 19 | 2.00 | 86.578 | 86.578 | 0.000 | -4617.07 | 9892.34 |
41 | 2009.11.26 04:33 | s/l | 20 | 1.90 | 86.575 | 86.575 | 0.000 | -4386.22 | 5506.12 |
42 | 2009.11.26 04:33 | s/l | 21 | 1.90 | 86.573 | 86.573 | 0.000 | -4386.22 | 1119.90 |
43 | 2009.11.26 04:33 | buy | 22 | 0.10 | 86.590 | 84.590 | 0.000 | ||
44 | 2009.11.26 04:33 | buy | 23 | 0.10 | 86.581 | 84.581 | 0.000 | ||
45 | 2009.11.26 04:33 | buy | 24 | 0.10 | 86.571 | 84.571 | 0.000 | ||
46 | 2009.11.27 15:53 | close | 22 | 0.10 | 86.953 | 84.590 | 0.000 | 41.79 | 1161.70 |
47 | 2009.11.27 15:53 | close | 23 | 0.10 | 86.955 | 84.581 | 0.000 | 43.05 | 1204.75 |
48 | 2009.11.27 16:01 | close | 24 | 0.10 | 86.955 | 84.571 | 0.000 | 44.20 | 1248.96 |
49 | 2009.11.27 16:01 | sell | 25 | 0.10 | 86.955 | 88.955 | 0.000 | ||
50 | 2009.11.27 16:01 | sell | 26 | 0.10 | 86.956 | 88.956 | 0.000 | ||
51 | 2009.11.27 16:01 | sell | 27 | 0.10 | 86.957 | 88.957 | 0.000 | ||
52 | 2009.11.27 22:59 | close at stop | 27 | 0.10 | 86.483 | 88.957 | 0.000 | 54.81 | 1303.77 |
53 | 2009.11.27 22:59 | close at stop | 26 | 0.10 | 86.483 | 88.956 | 0.000 | 54.69 | 1358.46 |
54 | 2009.11.27 22:59 | close at stop | 25 | 0.10 | 86.483 | 88.955 | 0.000 | 54.58 | 1413.04 |