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 | ModeNote=""0"; PriceNote=""0Close,"; FastMA=10; FastMode=1; FastShift=0; FastPrice=0; SlowMA=20; SlowMode=1; SlowShift=0; SlowPrice=0; TakeProfit=100; StopLoss=50; TrailingStop=0; AutoClose=true; FirstLots=0.1; Management=true; Balance=1000; MagicNumber=2009; TextSize=14; TextColor1=Black; TextColor2=Blue; TextColor3=Red; TextColor4=Black; | ||||
Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
Mismatched charts errors | 113 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -333.21 | Gross profit | 661.31 | Gross loss | -994.52 |
Profit factor | 0.66 | Expected payoff | -13.88 | ||
Absolute drawdown | 461.23 | Maximal drawdown | 625.69 (6.16%) | Relative drawdown | 6.16% (625.69) |
Total trades | 24 | Short positions (won %) | 12 (33.33%) | Long positions (won %) | 12 (16.67%) |
Profit trades (% of total) | 6 (25.00%) | Loss trades (% of total) | 18 (75.00%) | ||
Largest | profit trade | 111.26 | loss trade | -56.36 | |
Average | profit trade | 110.22 | loss trade | -55.25 | |
Maximum | consecutive wins (profit in money) | 2 (220.79) | consecutive losses (loss in money) | 6 (-333.93) | |
Maximal | consecutive profit (count of wins) | 220.79 (2) | consecutive loss (count of losses) | -333.93 (6) | |
Average | consecutive wins | 1 | consecutive losses | 5 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 07:00 | sell | 1 | 1.00 | 90.268 | 90.318 | 90.168 | ||
2 | 2009.11.03 08:16 | t/p | 1 | 1.00 | 90.168 | 90.318 | 90.168 | 110.90 | 10110.90 |
3 | 2009.11.03 18:00 | buy | 2 | 1.01 | 90.317 | 90.267 | 90.417 | ||
4 | 2009.11.03 18:23 | s/l | 2 | 1.01 | 90.267 | 90.267 | 90.417 | -55.95 | 10054.95 |
5 | 2009.11.04 05:00 | sell | 3 | 1.01 | 90.248 | 90.298 | 90.148 | ||
6 | 2009.11.04 06:23 | s/l | 3 | 1.01 | 90.298 | 90.298 | 90.148 | -55.93 | 9999.02 |
7 | 2009.11.04 07:00 | buy | 4 | 1.00 | 90.380 | 90.330 | 90.480 | ||
8 | 2009.11.04 07:07 | s/l | 4 | 1.00 | 90.330 | 90.330 | 90.480 | -55.35 | 9943.67 |
9 | 2009.11.05 04:00 | sell | 5 | 0.99 | 90.485 | 90.535 | 90.385 | ||
10 | 2009.11.05 04:36 | t/p | 5 | 0.99 | 90.385 | 90.535 | 90.385 | 109.53 | 10053.20 |
11 | 2009.11.05 20:00 | buy | 6 | 1.01 | 90.676 | 90.626 | 90.776 | ||
12 | 2009.11.05 20:53 | t/p | 6 | 1.01 | 90.776 | 90.626 | 90.776 | 111.26 | 10164.46 |
13 | 2009.11.06 09:00 | sell | 7 | 1.02 | 90.447 | 90.497 | 90.347 | ||
14 | 2009.11.06 09:11 | s/l | 7 | 1.02 | 90.497 | 90.497 | 90.347 | -56.36 | 10108.10 |
15 | 2009.11.06 13:00 | buy | 8 | 1.01 | 90.691 | 90.641 | 90.791 | ||
16 | 2009.11.06 13:02 | s/l | 8 | 1.01 | 90.641 | 90.641 | 90.791 | -55.71 | 10052.39 |
17 | 2009.11.06 15:00 | sell | 9 | 1.01 | 90.120 | 90.170 | 90.020 | ||
18 | 2009.11.06 15:00 | s/l | 9 | 1.01 | 90.170 | 90.170 | 90.020 | -56.01 | 9996.38 |
19 | 2009.11.11 11:00 | buy | 10 | 1.00 | 89.940 | 89.890 | 90.040 | ||
20 | 2009.11.11 11:32 | s/l | 10 | 1.00 | 89.890 | 89.890 | 90.040 | -55.62 | 9940.76 |
21 | 2009.11.12 05:00 | sell | 11 | 0.99 | 89.740 | 89.790 | 89.640 | ||
22 | 2009.11.12 05:03 | s/l | 11 | 0.99 | 89.790 | 89.790 | 89.640 | -55.13 | 9885.63 |
23 | 2009.11.12 08:00 | buy | 12 | 0.99 | 89.890 | 89.840 | 89.990 | ||
24 | 2009.11.12 08:03 | s/l | 12 | 0.99 | 89.840 | 89.840 | 89.990 | -55.10 | 9830.53 |
25 | 2009.11.12 09:00 | sell | 13 | 0.98 | 89.795 | 89.845 | 89.695 | ||
26 | 2009.11.12 09:38 | t/p | 13 | 0.98 | 89.695 | 89.845 | 89.695 | 109.26 | 9939.79 |
27 | 2009.11.12 14:00 | buy | 14 | 0.99 | 89.998 | 89.948 | 90.098 | ||
28 | 2009.11.12 14:19 | s/l | 14 | 0.99 | 89.948 | 89.948 | 90.098 | -55.03 | 9884.76 |
29 | 2009.11.13 11:00 | sell | 15 | 0.99 | 89.782 | 89.832 | 89.682 | ||
30 | 2009.11.13 11:24 | s/l | 15 | 0.99 | 89.832 | 89.832 | 89.682 | -55.10 | 9829.66 |
31 | 2009.11.17 17:00 | buy | 16 | 0.98 | 89.410 | 89.360 | 89.510 | ||
32 | 2009.11.17 17:25 | s/l | 16 | 0.98 | 89.360 | 89.360 | 89.510 | -54.83 | 9774.83 |
33 | 2009.11.18 08:00 | sell | 17 | 0.98 | 89.179 | 89.229 | 89.079 | ||
34 | 2009.11.18 09:13 | t/p | 17 | 0.98 | 89.079 | 89.229 | 89.079 | 110.02 | 9884.85 |
35 | 2009.11.18 18:00 | buy | 18 | 0.99 | 89.380 | 89.330 | 89.480 | ||
36 | 2009.11.18 22:27 | s/l | 18 | 0.99 | 89.330 | 89.330 | 89.480 | -55.41 | 9829.44 |
37 | 2009.11.19 05:00 | sell | 19 | 0.98 | 89.090 | 89.140 | 88.990 | ||
38 | 2009.11.19 05:06 | s/l | 19 | 0.98 | 89.140 | 89.140 | 88.990 | -54.97 | 9774.47 |
39 | 2009.11.20 16:00 | buy | 20 | 0.98 | 89.080 | 89.030 | 89.180 | ||
40 | 2009.11.20 16:08 | s/l | 20 | 0.98 | 89.030 | 89.030 | 89.180 | -55.04 | 9719.43 |
41 | 2009.11.23 01:00 | sell | 21 | 0.97 | 88.868 | 88.918 | 88.768 | ||
42 | 2009.11.23 01:02 | s/l | 21 | 0.97 | 88.918 | 88.918 | 88.768 | -54.54 | 9664.89 |
43 | 2009.11.23 18:00 | buy | 22 | 0.97 | 89.154 | 89.104 | 89.254 | ||
44 | 2009.11.23 18:48 | s/l | 22 | 0.97 | 89.104 | 89.104 | 89.254 | -54.43 | 9610.46 |
45 | 2009.11.24 03:00 | sell | 23 | 0.96 | 88.830 | 88.880 | 88.730 | ||
46 | 2009.11.24 03:28 | s/l | 23 | 0.96 | 88.880 | 88.880 | 88.730 | -54.01 | 9556.45 |
47 | 2009.11.27 16:00 | buy | 24 | 0.96 | 86.896 | 86.846 | 86.996 | ||
48 | 2009.11.27 16:11 | t/p | 24 | 0.96 | 86.996 | 86.846 | 86.996 | 110.34 | 9666.79 |