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; TakeProfit=999; Stoploss=0; TrailingStop=10; Slippage=5; StopYear=2005; MM=0; Leverage=1; AcctSize=10000; WilliamsP=24; WilliamsL=-75; WilliamsH=-25; | ||||
Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
Mismatched charts errors | 113 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 1153.34 | Gross profit | 2761.90 | Gross loss | -1608.56 |
Profit factor | 1.72 | Expected payoff | 96.11 | ||
Absolute drawdown | 1072.90 | Maximal drawdown | 1491.19 (14.31%) | Relative drawdown | 14.31% (1491.19) |
Total trades | 12 | Short positions (won %) | 12 (16.67%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 2 (16.67%) | Loss trades (% of total) | 10 (83.33%) | ||
Largest | profit trade | 1647.78 | loss trade | -212.87 | |
Average | profit trade | 1380.95 | loss trade | -160.86 | |
Maximum | consecutive wins (profit in money) | 1 (1647.78) | consecutive losses (loss in money) | 6 (-966.03) | |
Maximal | consecutive profit (count of wins) | 1647.78 (1) | consecutive loss (count of losses) | -966.03 (6) | |
Average | consecutive wins | 1 | consecutive losses | 5 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 03:04 | sell stop | 1 | 1.00 | 90.262 | 90.454 | 89.263 | ||
2 | 2009.11.03 04:04 | modify | 1 | 1.00 | 90.266 | 90.381 | 89.263 | ||
3 | 2009.11.03 04:27 | sell | 1 | 1.00 | 90.266 | 90.381 | 89.263 | ||
4 | 2009.11.03 15:42 | s/l | 1 | 1.00 | 90.381 | 90.381 | 89.263 | -127.24 | 9872.76 |
5 | 2009.11.03 16:04 | sell stop | 2 | 1.00 | 90.176 | 90.458 | 89.177 | ||
6 | 2009.11.03 19:04 | modify | 2 | 1.00 | 90.207 | 90.339 | 89.177 | ||
7 | 2009.11.03 19:33 | sell | 2 | 1.00 | 90.207 | 90.339 | 89.177 | ||
8 | 2009.11.03 19:48 | s/l | 2 | 1.00 | 90.339 | 90.339 | 89.177 | -146.11 | 9726.65 |
9 | 2009.11.03 20:04 | sell stop | 3 | 1.00 | 90.202 | 90.376 | 89.203 | ||
10 | 2009.11.03 21:04 | modify | 3 | 1.00 | 90.214 | 90.389 | 89.203 | ||
11 | 2009.11.03 22:04 | modify | 3 | 1.00 | 90.269 | 90.369 | 89.203 | ||
12 | 2009.11.03 22:43 | sell | 3 | 1.00 | 90.269 | 90.369 | 89.203 | ||
13 | 2009.11.04 00:28 | s/l | 3 | 1.00 | 90.369 | 90.369 | 89.203 | -111.43 | 9615.22 |
14 | 2009.11.04 01:04 | sell stop | 4 | 1.00 | 90.266 | 90.431 | 89.267 | ||
15 | 2009.11.04 01:27 | sell | 4 | 1.00 | 90.266 | 90.431 | 89.267 | ||
16 | 2009.11.04 07:27 | s/l | 4 | 1.00 | 90.431 | 90.431 | 89.267 | -182.46 | 9432.76 |
17 | 2009.11.04 08:04 | sell stop | 5 | 1.00 | 90.315 | 90.498 | 89.316 | ||
18 | 2009.11.04 09:04 | modify | 5 | 1.00 | 90.407 | 90.599 | 89.316 | ||
19 | 2009.11.04 10:04 | modify | 5 | 1.00 | 90.537 | 90.816 | 89.316 | ||
20 | 2009.11.04 11:04 | modify | 5 | 1.00 | 90.637 | 90.960 | 89.316 | ||
21 | 2009.11.04 12:04 | modify | 5 | 1.00 | 90.856 | 91.038 | 89.316 | ||
22 | 2009.11.04 12:12 | sell | 5 | 1.00 | 90.856 | 91.038 | 89.316 | ||
23 | 2009.11.04 20:15 | s/l | 5 | 1.00 | 91.038 | 91.038 | 89.316 | -199.91 | 9232.85 |
24 | 2009.11.04 22:04 | sell stop | 6 | 1.00 | 90.558 | 90.819 | 89.559 | ||
25 | 2009.11.04 23:04 | modify | 6 | 1.00 | 90.573 | 90.785 | 89.559 | ||
26 | 2009.11.05 00:04 | modify | 6 | 1.00 | 90.676 | 90.856 | 89.559 | ||
27 | 2009.11.05 00:36 | sell | 6 | 1.00 | 90.676 | 90.856 | 89.559 | ||
28 | 2009.11.06 00:33 | s/l | 6 | 1.00 | 90.856 | 90.856 | 89.559 | -198.88 | 9033.97 |
29 | 2009.11.06 02:04 | sell stop | 7 | 1.00 | 90.666 | 90.802 | 89.667 | ||
30 | 2009.11.06 02:37 | sell | 7 | 1.00 | 90.666 | 90.802 | 89.667 | ||
31 | 2009.11.06 16:32 | t/p | 7 | 1.00 | 89.667 | 90.802 | 89.667 | 1114.12 | 10148.09 |
32 | 2009.11.06 17:04 | sell stop | 8 | 1.00 | 89.607 | 90.139 | 88.608 | ||
33 | 2009.11.06 18:04 | modify | 8 | 1.00 | 89.719 | 89.935 | 88.608 | ||
34 | 2009.11.06 21:04 | modify | 8 | 1.00 | 89.797 | 89.969 | 88.608 | ||
35 | 2009.11.06 22:04 | modify | 8 | 1.00 | 89.877 | 89.995 | 88.608 | ||
36 | 2009.11.06 22:08 | sell | 8 | 1.00 | 89.877 | 89.995 | 88.608 | ||
37 | 2009.11.09 02:13 | s/l | 8 | 1.00 | 89.995 | 89.995 | 88.608 | -131.89 | 10016.20 |
38 | 2009.11.09 03:04 | sell stop | 9 | 1.00 | 89.901 | 90.120 | 88.902 | ||
39 | 2009.11.09 04:04 | modify | 9 | 1.00 | 90.005 | 90.197 | 88.902 | ||
40 | 2009.11.09 05:28 | sell | 9 | 1.00 | 90.005 | 90.197 | 88.902 | ||
41 | 2009.11.09 08:32 | s/l | 9 | 1.00 | 90.197 | 90.197 | 88.902 | -212.87 | 9803.33 |
42 | 2009.11.09 09:04 | sell stop | 10 | 1.00 | 90.039 | 90.257 | 89.040 | ||
43 | 2009.11.09 10:04 | modify | 10 | 1.00 | 90.057 | 90.161 | 89.040 | ||
44 | 2009.11.09 10:08 | sell | 10 | 1.00 | 90.057 | 90.161 | 89.040 | ||
45 | 2009.11.10 11:37 | s/l | 10 | 1.00 | 90.161 | 90.161 | 89.040 | -116.12 | 9687.21 |
46 | 2009.11.10 12:04 | sell stop | 11 | 1.00 | 89.759 | 90.171 | 88.760 | ||
47 | 2009.11.10 13:04 | modify | 11 | 1.00 | 89.999 | 90.160 | 88.760 | ||
48 | 2009.11.10 13:51 | sell | 11 | 1.00 | 89.999 | 90.160 | 88.760 | ||
49 | 2009.11.12 14:28 | s/l | 11 | 1.00 | 90.160 | 90.160 | 88.760 | -181.65 | 9505.56 |
50 | 2009.11.12 15:04 | sell stop | 12 | 1.00 | 89.945 | 90.268 | 88.946 | ||
51 | 2009.11.12 16:04 | modify | 12 | 1.00 | 90.144 | 90.425 | 88.946 | ||
52 | 2009.11.12 17:04 | modify | 12 | 1.00 | 90.255 | 90.577 | 88.946 | ||
53 | 2009.11.12 18:04 | modify | 12 | 1.00 | 90.338 | 90.551 | 88.946 | ||
54 | 2009.11.12 19:04 | modify | 12 | 1.00 | 90.361 | 90.451 | 88.946 | ||
55 | 2009.11.12 20:04 | modify | 12 | 1.00 | 90.413 | 90.601 | 88.946 | ||
56 | 2009.11.12 20:12 | sell | 12 | 1.00 | 90.413 | 90.601 | 88.946 | ||
57 | 2009.11.16 20:03 | t/p | 12 | 1.00 | 88.946 | 90.601 | 88.946 | 1647.78 | 11153.34 |