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 | StartHour=13; Range=40; TakeProfit=90; StopLoss=200; Lots=0.1; OrderExpirationDays=7; UseMM=false; PercentMM=20; MinLots=0.1; MinStop=11; ShiftGMT=1; | ||||
Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
Mismatched charts errors | 113 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -99.71 | Gross profit | 221.56 | Gross loss | -321.27 |
Profit factor | 0.69 | Expected payoff | -2.69 | ||
Absolute drawdown | 104.78 | Maximal drawdown | 121.96 (1.22%) | Relative drawdown | 1.22% (121.96) |
Total trades | 37 | Short positions (won %) | 19 (68.42%) | Long positions (won %) | 18 (50.00%) |
Profit trades (% of total) | 22 (59.46%) | Loss trades (% of total) | 15 (40.54%) | ||
Largest | profit trade | 10.40 | loss trade | -23.12 | |
Average | profit trade | 10.07 | loss trade | -21.42 | |
Maximum | consecutive wins (profit in money) | 5 (50.48) | consecutive losses (loss in money) | 2 (-45.49) | |
Maximal | consecutive profit (count of wins) | 50.48 (5) | consecutive loss (count of losses) | -45.49 (2) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 14:00 | buy stop | 1 | 0.10 | 90.230 | 90.030 | 90.320 | ||
2 | 2009.11.03 14:00 | sell stop | 2 | 0.10 | 90.131 | 90.331 | 90.041 | ||
3 | 2009.11.03 14:01 | buy | 1 | 0.10 | 90.230 | 90.030 | 90.320 | ||
4 | 2009.11.03 15:22 | t/p | 1 | 0.10 | 90.320 | 90.030 | 90.320 | 9.96 | 10009.96 |
5 | 2009.11.04 01:53 | sell | 2 | 0.10 | 90.131 | 90.331 | 90.041 | ||
6 | 2009.11.04 06:36 | s/l | 2 | 0.10 | 90.331 | 90.331 | 90.041 | -22.14 | 9987.82 |
7 | 2009.11.04 14:00 | buy stop | 3 | 0.10 | 90.993 | 90.793 | 91.083 | ||
8 | 2009.11.04 14:00 | sell stop | 4 | 0.10 | 90.892 | 91.092 | 90.802 | ||
9 | 2009.11.04 14:10 | buy | 3 | 0.10 | 90.993 | 90.793 | 91.083 | ||
10 | 2009.11.04 14:17 | sell | 4 | 0.10 | 90.892 | 91.092 | 90.802 | ||
11 | 2009.11.04 14:47 | s/l | 3 | 0.10 | 90.793 | 90.793 | 91.083 | -22.03 | 9965.79 |
12 | 2009.11.04 14:48 | t/p | 4 | 0.10 | 90.802 | 91.092 | 90.802 | 9.91 | 9975.70 |
13 | 2009.11.05 14:00 | buy stop | 5 | 0.10 | 90.507 | 90.307 | 90.597 | ||
14 | 2009.11.05 14:00 | sell stop | 6 | 0.10 | 90.406 | 90.606 | 90.316 | ||
15 | 2009.11.05 14:06 | sell | 6 | 0.10 | 90.406 | 90.606 | 90.316 | ||
16 | 2009.11.05 14:32 | buy | 5 | 0.10 | 90.507 | 90.307 | 90.597 | ||
17 | 2009.11.05 15:01 | s/l | 6 | 0.10 | 90.606 | 90.606 | 90.316 | -22.07 | 9953.63 |
18 | 2009.11.05 15:02 | t/p | 5 | 0.10 | 90.597 | 90.307 | 90.597 | 9.93 | 9963.56 |
19 | 2009.11.06 14:00 | buy stop | 7 | 0.10 | 90.733 | 90.533 | 90.823 | ||
20 | 2009.11.06 14:00 | sell stop | 8 | 0.10 | 90.634 | 90.834 | 90.544 | ||
21 | 2009.11.06 14:08 | sell | 8 | 0.10 | 90.634 | 90.834 | 90.544 | ||
22 | 2009.11.06 14:26 | buy | 7 | 0.10 | 90.733 | 90.533 | 90.823 | ||
23 | 2009.11.06 14:27 | s/l | 7 | 0.10 | 90.533 | 90.533 | 90.823 | -22.09 | 9941.47 |
24 | 2009.11.06 14:27 | t/p | 8 | 0.10 | 90.544 | 90.834 | 90.544 | 9.94 | 9951.41 |
25 | 2009.11.09 14:00 | buy stop | 9 | 0.10 | 89.984 | 89.784 | 90.074 | ||
26 | 2009.11.09 14:00 | sell stop | 10 | 0.10 | 89.885 | 90.085 | 89.795 | ||
27 | 2009.11.09 14:03 | buy | 9 | 0.10 | 89.984 | 89.784 | 90.074 | ||
28 | 2009.11.09 14:23 | sell | 10 | 0.10 | 89.885 | 90.085 | 89.795 | ||
29 | 2009.11.09 15:15 | s/l | 9 | 0.10 | 89.784 | 89.784 | 90.074 | -22.28 | 9929.13 |
30 | 2009.11.09 15:15 | t/p | 10 | 0.10 | 89.795 | 90.085 | 89.795 | 10.02 | 9939.15 |
31 | 2009.11.10 14:00 | buy stop | 11 | 0.10 | 89.891 | 89.691 | 89.981 | ||
32 | 2009.11.10 14:00 | sell stop | 12 | 0.10 | 89.790 | 89.990 | 89.700 | ||
33 | 2009.11.10 14:09 | buy | 11 | 0.10 | 89.891 | 89.691 | 89.981 | ||
34 | 2009.11.10 14:47 | sell | 12 | 0.10 | 89.790 | 89.990 | 89.700 | ||
35 | 2009.11.11 00:58 | s/l | 11 | 0.10 | 89.691 | 89.691 | 89.981 | -22.27 | 9916.88 |
36 | 2009.11.11 00:58 | t/p | 12 | 0.10 | 89.700 | 89.990 | 89.700 | 9.96 | 9926.85 |
37 | 2009.11.11 14:00 | buy stop | 13 | 0.10 | 89.933 | 89.733 | 90.023 | ||
38 | 2009.11.11 14:00 | sell stop | 14 | 0.10 | 89.832 | 90.032 | 89.742 | ||
39 | 2009.11.11 14:02 | sell | 14 | 0.10 | 89.832 | 90.032 | 89.742 | ||
40 | 2009.11.11 14:27 | buy | 13 | 0.10 | 89.933 | 89.733 | 90.023 | ||
41 | 2009.11.12 02:33 | s/l | 13 | 0.10 | 89.733 | 89.733 | 90.023 | -22.19 | 9904.66 |
42 | 2009.11.12 02:35 | t/p | 14 | 0.10 | 89.742 | 90.032 | 89.742 | 9.80 | 9914.45 |
43 | 2009.11.12 14:00 | buy stop | 15 | 0.10 | 90.038 | 89.838 | 90.128 | ||
44 | 2009.11.12 14:00 | sell stop | 16 | 0.10 | 89.939 | 90.139 | 89.849 | ||
45 | 2009.11.12 14:02 | buy | 15 | 0.10 | 90.038 | 89.838 | 90.128 | ||
46 | 2009.11.12 14:27 | t/p | 15 | 0.10 | 90.128 | 89.838 | 90.128 | 9.99 | 9924.44 |
47 | 2009.11.13 10:20 | sell | 16 | 0.10 | 89.939 | 90.139 | 89.849 | ||
48 | 2009.11.13 10:26 | t/p | 16 | 0.10 | 89.849 | 90.139 | 89.849 | 10.02 | 9934.46 |
49 | 2009.11.13 14:00 | buy stop | 17 | 0.10 | 89.860 | 89.660 | 89.950 | ||
50 | 2009.11.13 14:00 | sell stop | 18 | 0.10 | 89.761 | 89.961 | 89.671 | ||
51 | 2009.11.13 14:20 | sell | 18 | 0.10 | 89.761 | 89.961 | 89.671 | ||
52 | 2009.11.13 14:30 | t/p | 18 | 0.10 | 89.671 | 89.961 | 89.671 | 10.04 | 9944.50 |
53 | 2009.11.16 14:00 | buy stop | 19 | 0.10 | 89.542 | 89.342 | 89.632 | ||
54 | 2009.11.16 14:00 | sell stop | 20 | 0.10 | 89.438 | 89.638 | 89.348 | ||
55 | 2009.11.16 14:07 | buy | 19 | 0.10 | 89.542 | 89.342 | 89.632 | ||
56 | 2009.11.16 14:33 | sell | 20 | 0.10 | 89.438 | 89.638 | 89.348 | ||
57 | 2009.11.16 16:32 | s/l | 19 | 0.10 | 89.342 | 89.342 | 89.632 | -22.39 | 9922.11 |
58 | 2009.11.16 16:32 | t/p | 20 | 0.10 | 89.348 | 89.638 | 89.348 | 10.07 | 9932.18 |
59 | 2009.11.17 14:00 | buy stop | 21 | 0.10 | 89.325 | 89.125 | 89.415 | ||
60 | 2009.11.17 14:00 | sell stop | 22 | 0.10 | 89.229 | 89.429 | 89.139 | ||
61 | 2009.11.17 14:22 | buy | 21 | 0.10 | 89.325 | 89.125 | 89.415 | ||
62 | 2009.11.17 14:31 | sell | 22 | 0.10 | 89.229 | 89.429 | 89.139 | ||
63 | 2009.11.17 16:47 | s/l | 22 | 0.10 | 89.429 | 89.429 | 89.139 | -22.36 | 9909.82 |
64 | 2009.11.17 16:47 | t/p | 21 | 0.10 | 89.415 | 89.125 | 89.415 | 10.06 | 9919.88 |
65 | 2009.11.18 14:00 | buy stop | 23 | 0.10 | 89.200 | 89.000 | 89.290 | ||
66 | 2009.11.18 14:00 | sell stop | 24 | 0.10 | 89.101 | 89.301 | 89.011 | ||
67 | 2009.11.18 14:13 | buy | 23 | 0.10 | 89.200 | 89.000 | 89.290 | ||
68 | 2009.11.18 14:30 | sell | 24 | 0.10 | 89.101 | 89.301 | 89.011 | ||
69 | 2009.11.18 15:03 | s/l | 24 | 0.10 | 89.301 | 89.301 | 89.011 | -22.39 | 9897.49 |
70 | 2009.11.18 15:03 | t/p | 23 | 0.10 | 89.290 | 89.000 | 89.290 | 10.08 | 9907.57 |
71 | 2009.11.19 14:00 | buy stop | 25 | 0.10 | 88.950 | 88.750 | 89.040 | ||
72 | 2009.11.19 14:00 | sell stop | 26 | 0.10 | 88.852 | 89.052 | 88.762 | ||
73 | 2009.11.19 14:14 | sell | 26 | 0.10 | 88.852 | 89.052 | 88.762 | ||
74 | 2009.11.19 14:33 | t/p | 26 | 0.10 | 88.762 | 89.052 | 88.762 | 10.14 | 9917.71 |
75 | 2009.11.19 17:31 | buy | 25 | 0.10 | 88.950 | 88.750 | 89.040 | ||
76 | 2009.11.19 20:41 | t/p | 25 | 0.10 | 89.040 | 88.750 | 89.040 | 10.11 | 9927.82 |
77 | 2009.11.20 14:00 | delete | 17 | 0.10 | 89.860 | 89.660 | 89.950 | ||
78 | 2009.11.20 14:00 | buy stop | 27 | 0.10 | 89.014 | 88.814 | 89.104 | ||
79 | 2009.11.20 14:00 | sell stop | 28 | 0.10 | 88.915 | 89.115 | 88.825 | ||
80 | 2009.11.20 14:14 | buy | 27 | 0.10 | 89.014 | 88.814 | 89.104 | ||
81 | 2009.11.20 15:08 | t/p | 27 | 0.10 | 89.104 | 88.814 | 89.104 | 10.10 | 9937.92 |
82 | 2009.11.20 16:44 | sell | 28 | 0.10 | 88.915 | 89.115 | 88.825 | ||
83 | 2009.11.23 07:03 | t/p | 28 | 0.10 | 88.825 | 89.115 | 88.825 | 10.05 | 9947.98 |
84 | 2009.11.23 14:00 | buy stop | 29 | 0.10 | 88.924 | 88.724 | 89.014 | ||
85 | 2009.11.23 14:00 | sell stop | 30 | 0.10 | 88.823 | 89.023 | 88.733 | ||
86 | 2009.11.23 14:35 | sell | 30 | 0.10 | 88.823 | 89.023 | 88.733 | ||
87 | 2009.11.23 16:00 | buy | 29 | 0.10 | 88.924 | 88.724 | 89.014 | ||
88 | 2009.11.23 16:25 | s/l | 30 | 0.10 | 89.023 | 89.023 | 88.733 | -22.47 | 9925.51 |
89 | 2009.11.23 16:26 | t/p | 29 | 0.10 | 89.014 | 88.724 | 89.014 | 10.11 | 9935.62 |
90 | 2009.11.24 14:00 | buy stop | 31 | 0.10 | 88.629 | 88.429 | 88.719 | ||
91 | 2009.11.24 14:00 | sell stop | 32 | 0.10 | 88.530 | 88.730 | 88.440 | ||
92 | 2009.11.24 14:02 | sell | 32 | 0.10 | 88.530 | 88.730 | 88.440 | ||
93 | 2009.11.24 14:32 | t/p | 32 | 0.10 | 88.440 | 88.730 | 88.440 | 10.18 | 9945.80 |
94 | 2009.11.24 17:57 | buy | 31 | 0.10 | 88.629 | 88.429 | 88.719 | ||
95 | 2009.11.24 19:58 | s/l | 31 | 0.10 | 88.429 | 88.429 | 88.719 | -22.62 | 9923.18 |
96 | 2009.11.25 14:00 | buy stop | 33 | 0.10 | 87.662 | 87.462 | 87.752 | ||
97 | 2009.11.25 14:00 | sell stop | 34 | 0.10 | 87.564 | 87.764 | 87.474 | ||
98 | 2009.11.25 14:02 | buy | 33 | 0.10 | 87.662 | 87.462 | 87.752 | ||
99 | 2009.11.25 14:12 | sell | 34 | 0.10 | 87.564 | 87.764 | 87.474 | ||
100 | 2009.11.25 14:17 | s/l | 33 | 0.10 | 87.462 | 87.462 | 87.752 | -22.87 | 9900.31 |
101 | 2009.11.25 14:17 | t/p | 34 | 0.10 | 87.474 | 87.764 | 87.474 | 10.29 | 9910.60 |
102 | 2009.11.26 14:00 | buy stop | 35 | 0.10 | 86.728 | 86.528 | 86.818 | ||
103 | 2009.11.26 14:00 | sell stop | 36 | 0.10 | 86.632 | 86.832 | 86.542 | ||
104 | 2009.11.26 14:02 | buy | 35 | 0.10 | 86.728 | 86.528 | 86.818 | ||
105 | 2009.11.26 14:50 | sell | 36 | 0.10 | 86.632 | 86.832 | 86.542 | ||
106 | 2009.11.26 17:07 | s/l | 35 | 0.10 | 86.528 | 86.528 | 86.818 | -23.12 | 9887.48 |
107 | 2009.11.26 17:07 | t/p | 36 | 0.10 | 86.542 | 86.832 | 86.542 | 10.40 | 9897.88 |
108 | 2009.11.27 14:00 | buy stop | 37 | 0.10 | 86.519 | 86.319 | 86.609 | ||
109 | 2009.11.27 14:00 | sell stop | 38 | 0.10 | 86.413 | 86.613 | 86.323 | ||
110 | 2009.11.27 14:02 | buy | 37 | 0.10 | 86.519 | 86.319 | 86.609 | ||
111 | 2009.11.27 14:14 | t/p | 37 | 0.10 | 86.609 | 86.319 | 86.609 | 10.39 | 9908.27 |
112 | 2009.11.27 22:42 | sell | 38 | 0.10 | 86.413 | 86.613 | 86.323 | ||
113 | 2009.11.27 22:59 | close at stop | 38 | 0.10 | 86.482 | 86.613 | 86.323 | -7.98 | 9900.29 |