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 | g1="Основные параметры"; koridor=40; sl=80; tp=40; mul=4; last=1; nh1=10; nh2=21; gg="Управление деньгами"; percent=0; Lots=0.1; maxtrades=10; LotLim=1000; TrailingStop=30; profit=0; locprofit=0; locprofitexpo=0; runotsuda=0; minsum=100; bb="Малозначимые переменные"; mn=575; slipage=2; clod=0; NumberOfTries=10; | ||||
Bars in test | 551 | Ticks modelled | 11401 | Modelling quality | n/a |
Mismatched charts errors | 4 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 12340.51 | Gross profit | 23676.47 | Gross loss | -11335.96 |
Profit factor | 2.09 | Expected payoff | 385.64 | ||
Absolute drawdown | 7746.26 | Maximal drawdown | 9496.07 (80.82%) | Relative drawdown | 80.82% (9496.07) |
Total trades | 32 | Short positions (won %) | 21 (80.95%) | Long positions (won %) | 11 (27.27%) |
Profit trades (% of total) | 20 (62.50%) | Loss trades (% of total) | 12 (37.50%) | ||
Largest | profit trade | 18708.81 | loss trade | -7624.71 | |
Average | profit trade | 1183.82 | loss trade | -944.66 | |
Maximum | consecutive wins (profit in money) | 7 (20642.72) | consecutive losses (loss in money) | 5 (-8295.53) | |
Maximal | consecutive profit (count of wins) | 20642.72 (7) | consecutive loss (count of losses) | -8295.53 (5) | |
Average | consecutive wins | 5 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 10:00 | sell | 1 | 0.10 | 90.018 | 90.818 | 89.618 | ||
2 | 2009.11.03 10:02 | buy stop | 2 | 0.40 | 90.418 | 89.618 | 90.818 | ||
3 | 2009.11.03 15:45 | buy | 2 | 0.40 | 90.418 | 89.618 | 90.818 | ||
4 | 2009.11.03 15:45 | modify | 2 | 0.40 | 90.418 | 90.102 | 90.818 | ||
5 | 2009.11.03 15:45 | sell stop | 3 | 2.00 | 90.018 | 90.818 | 89.618 | ||
6 | 2009.11.03 15:50 | modify | 2 | 0.40 | 90.418 | 90.157 | 90.818 | ||
7 | 2009.11.03 16:02 | modify | 2 | 0.40 | 90.418 | 90.252 | 90.818 | ||
8 | 2009.11.03 16:07 | modify | 2 | 0.40 | 90.418 | 90.276 | 90.818 | ||
9 | 2009.11.03 17:15 | s/l | 2 | 0.40 | 90.276 | 90.276 | 90.818 | -62.94 | 9937.06 |
10 | 2009.11.04 09:46 | s/l | 1 | 0.10 | 90.818 | 90.818 | 89.618 | -88.30 | 9848.76 |
11 | 2009.11.04 09:46 | delete | 3 | 2.00 | 90.018 | 90.818 | 89.618 | ||
12 | 2009.11.04 10:00 | sell | 4 | 0.10 | 90.669 | 91.469 | 90.269 | ||
13 | 2009.11.04 10:02 | buy stop | 5 | 0.40 | 91.069 | 90.269 | 91.469 | ||
14 | 2009.11.04 20:15 | buy | 5 | 0.40 | 91.069 | 90.269 | 91.469 | ||
15 | 2009.11.04 20:15 | modify | 5 | 0.40 | 91.069 | 90.861 | 91.469 | ||
16 | 2009.11.04 20:15 | sell stop | 6 | 2.00 | 90.669 | 91.469 | 90.269 | ||
17 | 2009.11.04 20:20 | modify | 5 | 0.40 | 91.069 | 91.012 | 91.469 | ||
18 | 2009.11.04 20:30 | s/l | 5 | 0.40 | 91.012 | 91.012 | 91.469 | -25.07 | 9823.69 |
19 | 2009.11.04 21:45 | sell | 6 | 2.00 | 90.669 | 91.469 | 90.269 | ||
20 | 2009.11.04 21:45 | buy stop | 7 | 8.40 | 91.069 | 90.269 | 91.469 | ||
21 | 2009.11.05 09:40 | t/p | 4 | 0.10 | 90.269 | 91.469 | 90.269 | 43.65 | 9867.34 |
22 | 2009.11.05 09:40 | t/p | 6 | 2.00 | 90.269 | 91.469 | 90.269 | 872.89 | 10740.23 |
23 | 2009.11.05 09:40 | delete | 7 | 8.40 | 91.069 | 90.269 | 91.469 | ||
24 | 2009.11.05 10:00 | sell | 8 | 0.10 | 90.112 | 90.912 | 89.712 | ||
25 | 2009.11.05 10:02 | buy stop | 9 | 0.40 | 90.512 | 89.712 | 90.912 | ||
26 | 2009.11.05 14:45 | buy | 9 | 0.40 | 90.512 | 89.712 | 90.912 | ||
27 | 2009.11.05 14:45 | modify | 9 | 0.40 | 90.512 | 90.229 | 90.912 | ||
28 | 2009.11.05 14:45 | sell stop | 10 | 2.00 | 90.112 | 90.912 | 89.712 | ||
29 | 2009.11.05 14:50 | modify | 9 | 0.40 | 90.512 | 90.281 | 90.912 | ||
30 | 2009.11.05 15:02 | modify | 9 | 0.40 | 90.512 | 90.327 | 90.912 | ||
31 | 2009.11.05 15:07 | modify | 9 | 0.40 | 90.512 | 90.339 | 90.912 | ||
32 | 2009.11.05 19:20 | modify | 9 | 0.40 | 90.512 | 90.366 | 90.912 | ||
33 | 2009.11.05 20:40 | modify | 9 | 0.40 | 90.512 | 90.402 | 90.912 | ||
34 | 2009.11.05 20:45 | modify | 9 | 0.40 | 90.512 | 90.440 | 90.912 | ||
35 | 2009.11.05 20:50 | modify | 9 | 0.40 | 90.512 | 90.478 | 90.912 | ||
36 | 2009.11.05 23:20 | modify | 9 | 0.40 | 90.512 | 90.503 | 90.912 | ||
37 | 2009.11.06 00:20 | modify | 9 | 0.40 | 90.512 | 90.515 | 90.912 | ||
38 | 2009.11.06 00:32 | modify | 9 | 0.40 | 90.512 | 90.539 | 90.912 | ||
39 | 2009.11.06 00:37 | modify | 9 | 0.40 | 90.512 | 90.551 | 90.912 | ||
40 | 2009.11.06 07:20 | s/l | 9 | 0.40 | 90.551 | 90.551 | 90.912 | 17.42 | 10757.64 |
41 | 2009.11.06 14:50 | sell | 10 | 2.00 | 90.112 | 90.912 | 89.712 | ||
42 | 2009.11.06 14:50 | buy stop | 11 | 8.40 | 90.512 | 89.712 | 90.912 | ||
43 | 2009.11.06 16:20 | t/p | 8 | 0.10 | 89.712 | 90.912 | 89.712 | 44.37 | 10802.01 |
44 | 2009.11.06 16:20 | t/p | 10 | 2.00 | 89.712 | 90.912 | 89.712 | 891.89 | 11693.90 |
45 | 2009.11.06 16:20 | delete | 11 | 8.40 | 90.512 | 89.712 | 90.912 | ||
46 | 2009.11.06 16:22 | sell | 12 | 0.10 | 89.761 | 90.561 | 89.361 | ||
47 | 2009.11.06 16:25 | buy stop | 13 | 0.40 | 90.161 | 89.361 | 90.561 | ||
48 | 2009.11.09 03:20 | buy | 13 | 0.40 | 90.161 | 89.361 | 90.561 | ||
49 | 2009.11.09 03:20 | modify | 13 | 0.40 | 90.161 | 89.877 | 90.561 | ||
50 | 2009.11.09 03:20 | sell stop | 14 | 2.00 | 89.761 | 90.561 | 89.361 | ||
51 | 2009.11.09 03:50 | modify | 13 | 0.40 | 90.161 | 89.896 | 90.561 | ||
52 | 2009.11.09 04:02 | modify | 13 | 0.40 | 90.161 | 89.906 | 90.561 | ||
53 | 2009.11.09 08:32 | modify | 13 | 0.40 | 90.161 | 89.941 | 90.561 | ||
54 | 2009.11.09 08:37 | modify | 13 | 0.40 | 90.161 | 89.956 | 90.561 | ||
55 | 2009.11.09 11:15 | s/l | 13 | 0.40 | 89.956 | 89.956 | 90.561 | -91.19 | 11602.71 |
56 | 2009.11.09 15:20 | sell | 14 | 2.00 | 89.761 | 90.561 | 89.361 | ||
57 | 2009.11.09 15:20 | buy stop | 15 | 8.40 | 90.161 | 89.361 | 90.561 | ||
58 | 2009.11.10 11:50 | buy | 15 | 8.40 | 90.161 | 89.361 | 90.561 | ||
59 | 2009.11.10 11:50 | modify | 15 | 8.40 | 90.161 | 89.870 | 90.561 | ||
60 | 2009.11.10 11:50 | sell stop | 16 | 42.00 | 89.761 | 90.561 | 89.361 | ||
61 | 2009.11.10 13:50 | s/l | 15 | 8.40 | 89.870 | 89.870 | 90.561 | -2721.23 | 8881.48 |
62 | 2009.11.10 14:50 | sell | 16 | 42.00 | 89.761 | 90.561 | 89.361 | ||
63 | 2009.11.10 14:50 | buy stop | 17 | 176.40 | 90.161 | 89.361 | 90.561 | ||
64 | 2009.11.11 05:20 | t/p | 12 | 0.10 | 89.361 | 90.561 | 89.361 | 44.09 | 8925.57 |
65 | 2009.11.11 05:20 | t/p | 14 | 2.00 | 89.361 | 90.561 | 89.361 | 886.27 | 9811.84 |
66 | 2009.11.11 05:20 | t/p | 16 | 42.00 | 89.361 | 90.561 | 89.361 | 18708.81 | 28520.65 |
67 | 2009.11.11 05:20 | delete | 17 | 176.40 | 90.161 | 89.361 | 90.561 | ||
68 | 2009.11.11 10:00 | sell | 18 | 0.10 | 89.844 | 90.644 | 89.444 | ||
69 | 2009.11.11 10:02 | buy stop | 19 | 0.40 | 90.244 | 89.444 | 90.644 | ||
70 | 2009.11.12 14:45 | buy | 19 | 0.40 | 90.244 | 89.444 | 90.644 | ||
71 | 2009.11.12 14:45 | modify | 19 | 0.40 | 90.244 | 89.924 | 90.644 | ||
72 | 2009.11.12 14:45 | sell stop | 20 | 2.00 | 89.844 | 90.644 | 89.444 | ||
73 | 2009.11.12 14:50 | modify | 19 | 0.40 | 90.244 | 89.967 | 90.644 | ||
74 | 2009.11.12 15:10 | modify | 19 | 0.40 | 90.244 | 90.048 | 90.644 | ||
75 | 2009.11.12 15:16 | modify | 19 | 0.40 | 90.244 | 90.124 | 90.644 | ||
76 | 2009.11.12 16:20 | modify | 19 | 0.40 | 90.244 | 90.174 | 90.644 | ||
77 | 2009.11.12 16:40 | modify | 19 | 0.40 | 90.244 | 90.199 | 90.644 | ||
78 | 2009.11.12 16:45 | modify | 19 | 0.40 | 90.244 | 90.238 | 90.644 | ||
79 | 2009.11.12 16:50 | modify | 19 | 0.40 | 90.244 | 90.276 | 90.644 | ||
80 | 2009.11.12 19:20 | modify | 19 | 0.40 | 90.244 | 90.300 | 90.644 | ||
81 | 2009.11.12 21:07 | s/l | 19 | 0.40 | 90.300 | 90.300 | 90.644 | 24.81 | 28545.46 |
82 | 2009.11.13 10:20 | sell | 20 | 2.00 | 89.844 | 90.644 | 89.444 | ||
83 | 2009.11.13 10:20 | buy stop | 21 | 8.40 | 90.244 | 89.444 | 90.644 | ||
84 | 2009.11.16 01:46 | t/p | 18 | 0.10 | 89.444 | 90.644 | 89.444 | 43.59 | 28589.04 |
85 | 2009.11.16 01:46 | t/p | 20 | 2.00 | 89.444 | 90.644 | 89.444 | 890.24 | 29479.28 |
86 | 2009.11.16 01:46 | delete | 21 | 8.40 | 90.244 | 89.444 | 90.644 | ||
87 | 2009.11.16 10:00 | sell | 22 | 0.10 | 89.455 | 90.255 | 89.055 | ||
88 | 2009.11.16 10:02 | buy stop | 23 | 0.40 | 89.855 | 89.055 | 90.255 | ||
89 | 2009.11.16 19:59 | t/p | 22 | 0.10 | 89.055 | 90.255 | 89.055 | 44.92 | 29524.20 |
90 | 2009.11.16 19:59 | delete | 23 | 0.40 | 89.855 | 89.055 | 90.255 | ||
91 | 2009.11.16 20:00 | buy | 24 | 0.10 | 89.051 | 88.251 | 89.451 | ||
92 | 2009.11.16 20:02 | modify | 24 | 0.10 | 89.051 | 88.709 | 89.451 | ||
93 | 2009.11.16 20:02 | sell stop | 25 | 0.40 | 88.651 | 89.451 | 88.251 | ||
94 | 2009.11.16 20:07 | modify | 24 | 0.10 | 89.051 | 88.735 | 89.451 | ||
95 | 2009.11.16 21:15 | modify | 24 | 0.10 | 89.051 | 88.766 | 89.451 | ||
96 | 2009.11.16 21:20 | modify | 24 | 0.10 | 89.051 | 88.816 | 89.451 | ||
97 | 2009.11.16 22:20 | modify | 24 | 0.10 | 89.051 | 88.840 | 89.451 | ||
98 | 2009.11.16 23:50 | modify | 24 | 0.10 | 89.051 | 88.850 | 89.451 | ||
99 | 2009.11.17 08:50 | s/l | 24 | 0.10 | 88.850 | 88.850 | 89.451 | -22.59 | 29501.62 |
100 | 2009.11.17 08:50 | delete | 25 | 0.40 | 88.651 | 89.451 | 88.251 | ||
101 | 2009.11.17 10:00 | sell | 26 | 0.10 | 88.825 | 89.625 | 88.425 | ||
102 | 2009.11.17 10:03 | buy stop | 27 | 0.40 | 89.225 | 88.425 | 89.625 | ||
103 | 2009.11.17 13:10 | buy | 27 | 0.40 | 89.225 | 88.425 | 89.625 | ||
104 | 2009.11.17 13:10 | modify | 27 | 0.40 | 89.225 | 88.960 | 89.625 | ||
105 | 2009.11.17 13:10 | sell stop | 28 | 2.00 | 88.825 | 89.625 | 88.425 | ||
106 | 2009.11.17 13:15 | modify | 27 | 0.40 | 89.225 | 89.037 | 89.625 | ||
107 | 2009.11.17 13:20 | modify | 27 | 0.40 | 89.225 | 89.115 | 89.625 | ||
108 | 2009.11.17 16:45 | modify | 27 | 0.40 | 89.225 | 89.146 | 89.625 | ||
109 | 2009.11.17 16:50 | modify | 27 | 0.40 | 89.225 | 89.225 | 89.625 | ||
110 | 2009.11.17 19:50 | s/l | 27 | 0.40 | 89.225 | 89.225 | 89.625 | 0.00 | 29501.62 |
111 | 2009.11.19 09:07 | sell | 28 | 2.00 | 88.825 | 89.625 | 88.425 | ||
112 | 2009.11.19 09:07 | buy stop | 29 | 8.40 | 89.225 | 88.425 | 89.625 | ||
113 | 2009.11.24 14:50 | t/p | 26 | 0.10 | 88.425 | 89.625 | 88.425 | 43.65 | 29545.27 |
114 | 2009.11.24 14:50 | t/p | 28 | 2.00 | 88.425 | 89.625 | 88.425 | 891.48 | 30436.75 |
115 | 2009.11.24 14:50 | delete | 29 | 8.40 | 89.225 | 88.425 | 89.625 | ||
116 | 2009.11.24 14:52 | sell | 30 | 0.10 | 88.379 | 89.179 | 87.979 | ||
117 | 2009.11.24 14:55 | buy stop | 31 | 0.40 | 88.779 | 87.979 | 89.179 | ||
118 | 2009.11.25 10:10 | t/p | 30 | 0.10 | 87.979 | 89.179 | 87.979 | 45.23 | 30481.98 |
119 | 2009.11.25 10:10 | delete | 31 | 0.40 | 88.779 | 87.979 | 89.179 | ||
120 | 2009.11.25 10:12 | sell | 32 | 0.10 | 88.010 | 88.810 | 87.610 | ||
121 | 2009.11.25 10:15 | buy stop | 33 | 0.40 | 88.410 | 87.610 | 88.810 | ||
122 | 2009.11.25 10:20 | t/p | 32 | 0.10 | 87.610 | 88.810 | 87.610 | 45.68 | 30527.66 |
123 | 2009.11.25 10:20 | delete | 33 | 0.40 | 88.410 | 87.610 | 88.810 | ||
124 | 2009.11.25 10:22 | sell | 34 | 0.10 | 87.661 | 88.461 | 87.261 | ||
125 | 2009.11.25 10:25 | buy stop | 35 | 0.40 | 88.061 | 87.261 | 88.461 | ||
126 | 2009.11.25 20:20 | t/p | 34 | 0.10 | 87.261 | 88.461 | 87.261 | 45.86 | 30573.52 |
127 | 2009.11.25 20:20 | delete | 35 | 0.40 | 88.061 | 87.261 | 88.461 | ||
128 | 2009.11.25 20:22 | sell | 36 | 0.10 | 87.257 | 88.057 | 86.857 | ||
129 | 2009.11.25 20:25 | buy stop | 37 | 0.40 | 87.657 | 86.857 | 88.057 | ||
130 | 2009.11.26 04:40 | t/p | 36 | 0.10 | 86.857 | 88.057 | 86.857 | 45.41 | 30618.93 |
131 | 2009.11.26 04:40 | delete | 37 | 0.40 | 87.657 | 86.857 | 88.057 | ||
132 | 2009.11.26 10:00 | buy | 38 | 0.10 | 86.904 | 86.104 | 87.304 | ||
133 | 2009.11.26 10:02 | modify | 38 | 0.10 | 86.904 | 86.640 | 87.304 | ||
134 | 2009.11.26 10:02 | sell stop | 39 | 0.40 | 86.504 | 87.304 | 86.104 | ||
135 | 2009.11.26 10:07 | modify | 38 | 0.10 | 86.904 | 86.652 | 87.304 | ||
136 | 2009.11.26 11:20 | s/l | 38 | 0.10 | 86.652 | 86.652 | 87.304 | -29.11 | 30589.82 |
137 | 2009.11.26 11:20 | delete | 39 | 0.40 | 86.504 | 87.304 | 86.104 | ||
138 | 2009.11.26 11:22 | sell | 40 | 0.10 | 86.626 | 87.426 | 86.226 | ||
139 | 2009.11.26 11:25 | buy stop | 41 | 0.40 | 87.026 | 86.226 | 87.426 | ||
140 | 2009.11.27 00:10 | t/p | 40 | 0.10 | 86.226 | 87.426 | 86.226 | 46.23 | 30636.05 |
141 | 2009.11.27 00:10 | delete | 41 | 0.40 | 87.026 | 86.226 | 87.426 | ||
142 | 2009.11.27 10:00 | sell | 42 | 0.10 | 86.325 | 87.125 | 85.925 | ||
143 | 2009.11.27 10:02 | buy stop | 43 | 0.40 | 86.725 | 85.925 | 87.125 | ||
144 | 2009.11.27 11:15 | buy | 43 | 0.40 | 86.725 | 85.925 | 87.125 | ||
145 | 2009.11.27 11:15 | modify | 43 | 0.40 | 86.725 | 86.416 | 87.125 | ||
146 | 2009.11.27 11:15 | sell stop | 44 | 2.00 | 86.325 | 87.125 | 85.925 | ||
147 | 2009.11.27 11:20 | modify | 43 | 0.40 | 86.725 | 86.518 | 87.125 | ||
148 | 2009.11.27 11:45 | s/l | 43 | 0.40 | 86.518 | 86.518 | 87.125 | -95.74 | 30540.31 |
149 | 2009.11.27 11:50 | sell | 44 | 2.00 | 86.325 | 87.125 | 85.925 | ||
150 | 2009.11.27 11:50 | buy stop | 45 | 8.40 | 86.725 | 85.925 | 87.125 | ||
151 | 2009.11.27 14:20 | buy | 45 | 8.40 | 86.725 | 85.925 | 87.125 | ||
152 | 2009.11.27 14:20 | modify | 45 | 8.40 | 86.725 | 86.414 | 87.125 | ||
153 | 2009.11.27 14:20 | sell stop | 46 | 42.00 | 86.325 | 87.125 | 85.925 | ||
154 | 2009.11.27 15:15 | modify | 45 | 8.40 | 86.725 | 86.452 | 87.125 | ||
155 | 2009.11.27 15:20 | modify | 45 | 8.40 | 86.725 | 86.530 | 87.125 | ||
156 | 2009.11.27 15:40 | modify | 45 | 8.40 | 86.725 | 86.545 | 87.125 | ||
157 | 2009.11.27 15:45 | modify | 45 | 8.40 | 86.725 | 86.600 | 87.125 | ||
158 | 2009.11.27 15:50 | modify | 45 | 8.40 | 86.725 | 86.655 | 87.125 | ||
159 | 2009.11.27 16:02 | modify | 45 | 8.40 | 86.725 | 86.679 | 87.125 | ||
160 | 2009.11.27 16:07 | modify | 45 | 8.40 | 86.725 | 86.705 | 87.125 | ||
161 | 2009.11.27 16:50 | s/l | 45 | 8.40 | 86.705 | 86.705 | 87.125 | -193.85 | 30346.46 |
162 | 2009.11.27 22:46 | sell | 46 | 42.00 | 86.325 | 87.125 | 85.925 | ||
163 | 2009.11.27 22:46 | buy stop | 47 | 176.40 | 86.725 | 85.925 | 87.125 | ||
164 | 2009.11.27 22:59 | close at stop | 46 | 42.00 | 86.482 | 87.125 | 85.925 | -7624.71 | 22721.75 |
165 | 2009.11.27 22:59 | close at stop | 44 | 2.00 | 86.482 | 87.125 | 85.925 | -363.08 | 22358.67 |
166 | 2009.11.27 22:59 | close at stop | 42 | 0.10 | 86.482 | 87.125 | 85.925 | -18.15 | 22340.52 |