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 | IAcceptTerms=1; Lots=0.5; ShowComments=1; FrstSessHour=1; SecondSessHour=15; MaxProfit=130; MaxLoss=100; PeriodsLookback=11; CnclPndngIfActvTrd=0; DeleteOrderAfterMnts=0; DltAftr_Mnts=0; AdjustToBreakeven=0; Adj2B.E.Aftr_Pips=0; AdjustToB.E.Plus=0; DynamicProfit=0; ProfitAtrPrds=0; FactorProf=0; AtrTrailing=1; AtrPeriods=4; TrailAt_TimesATR=3; StandardTrailAmt=40; | ||||
Bars in test | 551 | Ticks modelled | 11401 | Modelling quality | n/a |
Mismatched charts errors | 4 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -336.37 | Gross profit | 727.92 | Gross loss | -1064.29 |
Profit factor | 0.68 | Expected payoff | -11.60 | ||
Absolute drawdown | 429.41 | Maximal drawdown | 630.61 (6.18%) | Relative drawdown | 6.18% (630.61) |
Total trades | 29 | Short positions (won %) | 16 (37.50%) | Long positions (won %) | 13 (30.77%) |
Profit trades (% of total) | 10 (34.48%) | Loss trades (% of total) | 19 (65.52%) | ||
Largest | profit trade | 75.72 | loss trade | -57.59 | |
Average | profit trade | 72.79 | loss trade | -56.02 | |
Maximum | consecutive wins (profit in money) | 2 (150.63) | consecutive losses (loss in money) | 7 (-392.08) | |
Maximal | consecutive profit (count of wins) | 150.63 (2) | consecutive loss (count of losses) | -392.08 (7) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 15:00 | buy stop | 1 | 0.50 | 90.482 | 90.382 | 90.612 | ||
2 | 2009.11.03 15:03 | sell stop | 2 | 0.50 | 89.763 | 89.863 | 89.633 | ||
3 | 2009.11.03 16:02 | buy | 1 | 0.50 | 90.482 | 90.382 | 90.612 | ||
4 | 2009.11.03 16:20 | s/l | 1 | 0.50 | 90.382 | 90.382 | 90.612 | -55.36 | 9944.64 |
5 | 2009.11.04 01:00 | delete | 2 | 0.50 | 89.763 | 89.863 | 89.633 | ||
6 | 2009.11.04 01:02 | buy stop | 3 | 0.50 | 90.707 | 90.607 | 90.837 | ||
7 | 2009.11.04 01:05 | sell stop | 4 | 0.50 | 90.037 | 90.137 | 89.907 | ||
8 | 2009.11.04 09:20 | buy | 3 | 0.50 | 90.707 | 90.607 | 90.837 | ||
9 | 2009.11.04 10:45 | t/p | 3 | 0.50 | 90.837 | 90.607 | 90.837 | 71.53 | 10016.17 |
10 | 2009.11.04 15:00 | delete | 4 | 0.50 | 90.037 | 90.137 | 89.907 | ||
11 | 2009.11.04 15:02 | buy stop | 5 | 0.50 | 91.170 | 91.070 | 91.300 | ||
12 | 2009.11.04 15:05 | sell stop | 6 | 0.50 | 90.076 | 90.176 | 89.946 | ||
13 | 2009.11.04 20:15 | buy | 5 | 0.50 | 91.170 | 91.070 | 91.300 | ||
14 | 2009.11.04 20:20 | t/p | 5 | 0.50 | 91.300 | 91.070 | 91.300 | 71.19 | 10087.36 |
15 | 2009.11.05 01:00 | delete | 6 | 0.50 | 90.076 | 90.176 | 89.946 | ||
16 | 2009.11.05 01:02 | buy stop | 7 | 0.50 | 91.445 | 91.345 | 91.575 | ||
17 | 2009.11.05 01:05 | sell stop | 8 | 0.50 | 90.449 | 90.549 | 90.319 | ||
18 | 2009.11.05 02:32 | sell | 8 | 0.50 | 90.449 | 90.549 | 90.319 | ||
19 | 2009.11.05 03:50 | s/l | 8 | 0.50 | 90.549 | 90.549 | 90.319 | -55.21 | 10032.15 |
20 | 2009.11.05 15:00 | delete | 7 | 0.50 | 91.445 | 91.345 | 91.575 | ||
21 | 2009.11.05 15:02 | buy stop | 9 | 0.50 | 90.717 | 90.617 | 90.847 | ||
22 | 2009.11.05 15:05 | sell stop | 10 | 0.50 | 89.877 | 89.977 | 89.747 | ||
23 | 2009.11.05 20:40 | buy | 9 | 0.50 | 90.717 | 90.617 | 90.847 | ||
24 | 2009.11.06 00:37 | t/p | 9 | 0.50 | 90.847 | 90.617 | 90.847 | 71.77 | 10103.92 |
25 | 2009.11.06 01:00 | delete | 10 | 0.50 | 89.877 | 89.977 | 89.747 | ||
26 | 2009.11.06 01:02 | buy stop | 11 | 0.50 | 90.977 | 90.877 | 91.107 | ||
27 | 2009.11.06 01:05 | sell stop | 12 | 0.50 | 90.208 | 90.308 | 90.078 | ||
28 | 2009.11.06 14:45 | sell | 12 | 0.50 | 90.208 | 90.308 | 90.078 | ||
29 | 2009.11.06 14:50 | t/p | 12 | 0.50 | 90.078 | 90.308 | 90.078 | 72.23 | 10176.15 |
30 | 2009.11.06 15:00 | delete | 11 | 0.50 | 90.977 | 90.877 | 91.107 | ||
31 | 2009.11.06 15:02 | buy stop | 13 | 0.50 | 90.860 | 90.760 | 90.990 | ||
32 | 2009.11.06 15:05 | sell stop | 14 | 0.50 | 89.879 | 89.979 | 89.749 | ||
33 | 2009.11.06 15:20 | sell | 14 | 0.50 | 89.879 | 89.979 | 89.749 | ||
34 | 2009.11.06 15:27 | s/l | 14 | 0.50 | 89.979 | 89.979 | 89.749 | -55.56 | 10120.59 |
35 | 2009.11.09 01:00 | delete | 13 | 0.50 | 90.860 | 90.760 | 90.990 | ||
36 | 2009.11.09 01:02 | buy stop | 15 | 0.50 | 90.858 | 90.758 | 90.988 | ||
37 | 2009.11.09 01:05 | sell stop | 16 | 0.50 | 89.512 | 89.612 | 89.382 | ||
38 | 2009.11.09 15:00 | delete | 15 | 0.50 | 90.858 | 90.758 | 90.988 | ||
39 | 2009.11.09 15:02 | delete | 16 | 0.50 | 89.512 | 89.612 | 89.382 | ||
40 | 2009.11.09 15:05 | buy stop | 17 | 0.50 | 90.374 | 90.274 | 90.504 | ||
41 | 2009.11.09 15:07 | sell stop | 18 | 0.50 | 89.695 | 89.795 | 89.565 | ||
42 | 2009.11.10 01:00 | delete | 17 | 0.50 | 90.374 | 90.274 | 90.504 | ||
43 | 2009.11.10 01:02 | delete | 18 | 0.50 | 89.695 | 89.795 | 89.565 | ||
44 | 2009.11.10 01:05 | buy stop | 19 | 0.50 | 90.187 | 90.087 | 90.317 | ||
45 | 2009.11.10 01:07 | sell stop | 20 | 0.50 | 89.628 | 89.728 | 89.498 | ||
46 | 2009.11.10 11:50 | buy | 19 | 0.50 | 90.187 | 90.087 | 90.317 | ||
47 | 2009.11.10 11:57 | s/l | 19 | 0.50 | 90.087 | 90.087 | 90.317 | -55.50 | 10065.09 |
48 | 2009.11.10 15:00 | delete | 20 | 0.50 | 89.628 | 89.728 | 89.498 | ||
49 | 2009.11.10 15:02 | buy stop | 21 | 0.50 | 90.282 | 90.182 | 90.412 | ||
50 | 2009.11.10 15:05 | sell stop | 22 | 0.50 | 89.578 | 89.678 | 89.448 | ||
51 | 2009.11.11 01:00 | delete | 21 | 0.50 | 90.282 | 90.182 | 90.412 | ||
52 | 2009.11.11 01:02 | delete | 22 | 0.50 | 89.578 | 89.678 | 89.448 | ||
53 | 2009.11.11 01:05 | buy stop | 23 | 0.50 | 90.014 | 89.914 | 90.144 | ||
54 | 2009.11.11 01:07 | sell stop | 24 | 0.50 | 89.584 | 89.684 | 89.454 | ||
55 | 2009.11.11 01:15 | sell | 24 | 0.50 | 89.584 | 89.684 | 89.454 | ||
56 | 2009.11.11 05:15 | t/p | 24 | 0.50 | 89.454 | 89.684 | 89.454 | 72.69 | 10137.78 |
57 | 2009.11.11 08:50 | buy | 23 | 0.50 | 90.014 | 89.914 | 90.144 | ||
58 | 2009.11.11 09:15 | s/l | 23 | 0.50 | 89.914 | 89.914 | 90.144 | -55.63 | 10082.15 |
59 | 2009.11.11 15:00 | buy stop | 25 | 0.50 | 90.140 | 90.040 | 90.270 | ||
60 | 2009.11.11 15:03 | sell stop | 26 | 0.50 | 89.188 | 89.288 | 89.058 | ||
61 | 2009.11.12 01:00 | delete | 25 | 0.50 | 90.140 | 90.040 | 90.270 | ||
62 | 2009.11.12 01:02 | delete | 26 | 0.50 | 89.188 | 89.288 | 89.058 | ||
63 | 2009.11.12 01:05 | buy stop | 27 | 0.50 | 90.076 | 89.976 | 90.206 | ||
64 | 2009.11.12 01:07 | sell stop | 28 | 0.50 | 89.674 | 89.774 | 89.544 | ||
65 | 2009.11.12 02:50 | sell | 28 | 0.50 | 89.674 | 89.774 | 89.544 | ||
66 | 2009.11.12 03:10 | s/l | 28 | 0.50 | 89.774 | 89.774 | 89.544 | -55.69 | 10026.46 |
67 | 2009.11.12 14:15 | buy | 27 | 0.50 | 90.076 | 89.976 | 90.206 | ||
68 | 2009.11.12 14:45 | t/p | 27 | 0.50 | 90.206 | 89.976 | 90.206 | 72.04 | 10098.50 |
69 | 2009.11.12 15:00 | buy stop | 29 | 0.50 | 90.368 | 90.268 | 90.498 | ||
70 | 2009.11.12 15:03 | sell stop | 30 | 0.50 | 89.548 | 89.648 | 89.418 | ||
71 | 2009.11.12 15:10 | buy | 29 | 0.50 | 90.368 | 90.268 | 90.498 | ||
72 | 2009.11.12 16:07 | s/l | 29 | 0.50 | 90.268 | 90.268 | 90.498 | -55.40 | 10043.10 |
73 | 2009.11.13 01:00 | delete | 30 | 0.50 | 89.548 | 89.648 | 89.418 | ||
74 | 2009.11.13 01:02 | buy stop | 31 | 0.50 | 90.698 | 90.598 | 90.828 | ||
75 | 2009.11.13 01:05 | sell stop | 32 | 0.50 | 89.864 | 89.964 | 89.734 | ||
76 | 2009.11.13 10:15 | sell | 32 | 0.50 | 89.864 | 89.964 | 89.734 | ||
77 | 2009.11.13 10:20 | t/p | 32 | 0.50 | 89.734 | 89.964 | 89.734 | 72.46 | 10115.56 |
78 | 2009.11.13 15:00 | delete | 31 | 0.50 | 90.698 | 90.598 | 90.828 | ||
79 | 2009.11.13 15:02 | buy stop | 33 | 0.50 | 90.504 | 90.404 | 90.634 | ||
80 | 2009.11.13 15:05 | sell stop | 34 | 0.50 | 89.375 | 89.475 | 89.245 | ||
81 | 2009.11.16 01:00 | delete | 33 | 0.50 | 90.504 | 90.404 | 90.634 | ||
82 | 2009.11.16 01:03 | delete | 34 | 0.50 | 89.375 | 89.475 | 89.245 | ||
83 | 2009.11.16 01:06 | buy stop | 35 | 0.50 | 89.949 | 89.849 | 90.079 | ||
84 | 2009.11.16 01:10 | sell stop | 36 | 0.50 | 89.378 | 89.478 | 89.248 | ||
85 | 2009.11.16 11:02 | sell | 36 | 0.50 | 89.378 | 89.478 | 89.248 | ||
86 | 2009.11.16 11:20 | s/l | 36 | 0.50 | 89.478 | 89.478 | 89.248 | -55.86 | 10059.70 |
87 | 2009.11.16 15:00 | delete | 35 | 0.50 | 89.949 | 89.849 | 90.079 | ||
88 | 2009.11.16 15:02 | buy stop | 37 | 0.50 | 89.798 | 89.698 | 89.928 | ||
89 | 2009.11.16 15:05 | sell stop | 38 | 0.50 | 89.275 | 89.375 | 89.145 | ||
90 | 2009.11.16 16:50 | sell | 38 | 0.50 | 89.275 | 89.375 | 89.145 | ||
91 | 2009.11.16 17:15 | s/l | 38 | 0.50 | 89.375 | 89.375 | 89.145 | -55.93 | 10003.77 |
92 | 2009.11.17 01:00 | delete | 37 | 0.50 | 89.798 | 89.698 | 89.928 | ||
93 | 2009.11.17 01:02 | buy stop | 39 | 0.50 | 89.676 | 89.576 | 89.806 | ||
94 | 2009.11.17 01:05 | sell stop | 40 | 0.50 | 88.660 | 88.760 | 88.530 | ||
95 | 2009.11.17 15:00 | delete | 39 | 0.50 | 89.676 | 89.576 | 89.806 | ||
96 | 2009.11.17 15:02 | delete | 40 | 0.50 | 88.660 | 88.760 | 88.530 | ||
97 | 2009.11.17 15:05 | buy stop | 41 | 0.50 | 89.515 | 89.415 | 89.645 | ||
98 | 2009.11.17 15:07 | sell stop | 42 | 0.50 | 88.641 | 88.741 | 88.511 | ||
99 | 2009.11.17 16:50 | buy | 41 | 0.50 | 89.515 | 89.415 | 89.645 | ||
100 | 2009.11.17 16:59 | s/l | 41 | 0.50 | 89.415 | 89.415 | 89.645 | -55.94 | 9947.83 |
101 | 2009.11.18 01:00 | delete | 42 | 0.50 | 88.641 | 88.741 | 88.511 | ||
102 | 2009.11.18 01:02 | buy stop | 43 | 0.50 | 89.626 | 89.526 | 89.756 | ||
103 | 2009.11.18 01:05 | sell stop | 44 | 0.50 | 89.079 | 89.179 | 88.949 | ||
104 | 2009.11.18 09:20 | sell | 44 | 0.50 | 89.079 | 89.179 | 88.949 | ||
105 | 2009.11.18 09:50 | s/l | 44 | 0.50 | 89.179 | 89.179 | 88.949 | -56.06 | 9891.77 |
106 | 2009.11.18 15:00 | delete | 43 | 0.50 | 89.626 | 89.526 | 89.756 | ||
107 | 2009.11.18 15:02 | buy stop | 45 | 0.50 | 89.375 | 89.275 | 89.505 | ||
108 | 2009.11.18 15:05 | sell stop | 46 | 0.50 | 88.921 | 89.021 | 88.791 | ||
109 | 2009.11.18 17:45 | buy | 45 | 0.50 | 89.375 | 89.275 | 89.505 | ||
110 | 2009.11.18 23:07 | s/l | 45 | 0.50 | 89.275 | 89.275 | 89.505 | -56.01 | 9835.76 |
111 | 2009.11.19 01:00 | delete | 46 | 0.50 | 88.921 | 89.021 | 88.791 | ||
112 | 2009.11.19 01:02 | buy stop | 47 | 0.50 | 89.569 | 89.469 | 89.699 | ||
113 | 2009.11.19 01:05 | sell stop | 48 | 0.50 | 88.973 | 89.073 | 88.843 | ||
114 | 2009.11.19 08:15 | sell | 48 | 0.50 | 88.973 | 89.073 | 88.843 | ||
115 | 2009.11.19 09:45 | s/l | 48 | 0.50 | 89.073 | 89.073 | 88.843 | -56.12 | 9779.64 |
116 | 2009.11.19 15:00 | delete | 47 | 0.50 | 89.569 | 89.469 | 89.699 | ||
117 | 2009.11.19 15:02 | buy stop | 49 | 0.50 | 89.300 | 89.200 | 89.430 | ||
118 | 2009.11.19 15:05 | sell stop | 50 | 0.50 | 88.582 | 88.682 | 88.452 | ||
119 | 2009.11.20 01:00 | delete | 49 | 0.50 | 89.300 | 89.200 | 89.430 | ||
120 | 2009.11.20 01:02 | delete | 50 | 0.50 | 88.582 | 88.682 | 88.452 | ||
121 | 2009.11.20 01:05 | buy stop | 51 | 0.50 | 89.170 | 89.070 | 89.300 | ||
122 | 2009.11.20 01:07 | sell stop | 52 | 0.50 | 88.555 | 88.655 | 88.425 | ||
123 | 2009.11.20 15:00 | delete | 51 | 0.50 | 89.170 | 89.070 | 89.300 | ||
124 | 2009.11.20 15:02 | delete | 52 | 0.50 | 88.555 | 88.655 | 88.425 | ||
125 | 2009.11.20 15:05 | buy stop | 53 | 0.50 | 89.144 | 89.044 | 89.274 | ||
126 | 2009.11.20 15:07 | sell stop | 54 | 0.50 | 88.595 | 88.695 | 88.465 | ||
127 | 2009.11.20 15:20 | buy | 53 | 0.50 | 89.144 | 89.044 | 89.274 | ||
128 | 2009.11.20 15:50 | s/l | 53 | 0.50 | 89.044 | 89.044 | 89.274 | -56.16 | 9723.48 |
129 | 2009.11.23 01:00 | delete | 54 | 0.50 | 88.595 | 88.695 | 88.465 | ||
130 | 2009.11.23 01:02 | buy stop | 55 | 0.50 | 89.216 | 89.116 | 89.346 | ||
131 | 2009.11.23 01:05 | sell stop | 56 | 0.50 | 88.733 | 88.833 | 88.603 | ||
132 | 2009.11.23 08:10 | sell | 56 | 0.50 | 88.733 | 88.833 | 88.603 | ||
133 | 2009.11.23 08:20 | t/p | 56 | 0.50 | 88.603 | 88.833 | 88.603 | 73.38 | 9796.86 |
134 | 2009.11.23 15:00 | delete | 55 | 0.50 | 89.216 | 89.116 | 89.346 | ||
135 | 2009.11.23 15:02 | buy stop | 57 | 0.50 | 89.083 | 88.983 | 89.213 | ||
136 | 2009.11.23 15:05 | sell stop | 58 | 0.50 | 88.493 | 88.593 | 88.363 | ||
137 | 2009.11.23 17:45 | buy | 57 | 0.50 | 89.083 | 88.983 | 89.213 | ||
138 | 2009.11.23 21:50 | s/l | 57 | 0.50 | 88.983 | 88.983 | 89.213 | -56.19 | 9740.67 |
139 | 2009.11.24 01:00 | delete | 58 | 0.50 | 88.493 | 88.593 | 88.363 | ||
140 | 2009.11.24 01:02 | buy stop | 59 | 0.50 | 89.266 | 89.166 | 89.396 | ||
141 | 2009.11.24 01:05 | sell stop | 60 | 0.50 | 88.658 | 88.758 | 88.528 | ||
142 | 2009.11.24 08:02 | sell | 60 | 0.50 | 88.658 | 88.758 | 88.528 | ||
143 | 2009.11.24 08:20 | s/l | 60 | 0.50 | 88.758 | 88.758 | 88.528 | -56.32 | 9684.35 |
144 | 2009.11.24 15:00 | delete | 59 | 0.50 | 89.266 | 89.166 | 89.396 | ||
145 | 2009.11.24 15:02 | buy stop | 61 | 0.50 | 89.013 | 88.913 | 89.143 | ||
146 | 2009.11.24 15:05 | sell stop | 62 | 0.50 | 88.272 | 88.372 | 88.142 | ||
147 | 2009.11.25 01:00 | delete | 61 | 0.50 | 89.013 | 88.913 | 89.143 | ||
148 | 2009.11.25 01:02 | delete | 62 | 0.50 | 88.272 | 88.372 | 88.142 | ||
149 | 2009.11.25 01:05 | buy stop | 63 | 0.50 | 88.712 | 88.612 | 88.842 | ||
150 | 2009.11.25 01:07 | sell stop | 64 | 0.50 | 88.274 | 88.374 | 88.144 | ||
151 | 2009.11.25 02:50 | sell | 64 | 0.50 | 88.274 | 88.374 | 88.144 | ||
152 | 2009.11.25 07:02 | s/l | 64 | 0.50 | 88.374 | 88.374 | 88.144 | -56.56 | 9627.79 |
153 | 2009.11.25 15:00 | delete | 63 | 0.50 | 88.712 | 88.612 | 88.842 | ||
154 | 2009.11.25 15:02 | buy stop | 65 | 0.50 | 88.488 | 88.388 | 88.618 | ||
155 | 2009.11.25 15:05 | sell stop | 66 | 0.50 | 87.302 | 87.402 | 87.172 | ||
156 | 2009.11.25 20:20 | sell | 66 | 0.50 | 87.302 | 87.402 | 87.172 | ||
157 | 2009.11.25 20:45 | s/l | 66 | 0.50 | 87.402 | 87.402 | 87.172 | -57.20 | 9570.59 |
158 | 2009.11.26 01:00 | delete | 65 | 0.50 | 88.488 | 88.388 | 88.618 | ||
159 | 2009.11.26 01:02 | buy stop | 67 | 0.50 | 87.820 | 87.720 | 87.950 | ||
160 | 2009.11.26 01:05 | sell stop | 68 | 0.50 | 87.125 | 87.225 | 86.995 | ||
161 | 2009.11.26 04:33 | sell | 68 | 0.50 | 87.125 | 87.225 | 86.995 | ||
162 | 2009.11.26 04:40 | t/p | 68 | 0.50 | 86.995 | 87.225 | 86.995 | 74.91 | 9645.50 |
163 | 2009.11.26 15:00 | delete | 67 | 0.50 | 87.820 | 87.720 | 87.950 | ||
164 | 2009.11.26 15:02 | buy stop | 69 | 0.50 | 87.398 | 87.298 | 87.528 | ||
165 | 2009.11.26 15:05 | sell stop | 70 | 0.50 | 86.190 | 86.290 | 86.060 | ||
166 | 2009.11.27 00:10 | sell | 70 | 0.50 | 86.190 | 86.290 | 86.060 | ||
167 | 2009.11.27 00:15 | t/p | 70 | 0.50 | 86.060 | 86.290 | 86.060 | 75.72 | 9721.22 |
168 | 2009.11.27 01:00 | delete | 69 | 0.50 | 87.398 | 87.298 | 87.528 | ||
169 | 2009.11.27 01:02 | buy stop | 71 | 0.50 | 86.857 | 86.757 | 86.987 | ||
170 | 2009.11.27 01:05 | sell stop | 72 | 0.50 | 84.691 | 84.791 | 84.561 | ||
171 | 2009.11.27 15:00 | delete | 71 | 0.50 | 86.857 | 86.757 | 86.987 | ||
172 | 2009.11.27 15:02 | delete | 72 | 0.50 | 84.691 | 84.791 | 84.561 | ||
173 | 2009.11.27 15:05 | buy stop | 73 | 0.50 | 86.938 | 86.838 | 87.068 | ||
174 | 2009.11.27 15:07 | sell stop | 74 | 0.50 | 85.591 | 85.691 | 85.461 | ||
175 | 2009.11.27 15:50 | buy | 73 | 0.50 | 86.938 | 86.838 | 87.068 | ||
176 | 2009.11.27 16:15 | s/l | 73 | 0.50 | 86.838 | 86.838 | 87.068 | -57.59 | 9663.63 |