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 | timeframe=240; step=0.009; maximum=0.2; StopLoss=500; TakeProfit=500; Lotsi=0.1; MagicNumber=28081975; Slippage=30; NumberOfTry=5; | ||||
Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
Mismatched charts errors | 113 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 110.24 | Gross profit | 166.93 | Gross loss | -56.69 |
Profit factor | 2.94 | Expected payoff | 27.56 | ||
Absolute drawdown | 35.04 | Maximal drawdown | 60.94 (0.60%) | Relative drawdown | 0.61% (60.71) |
Total trades | 4 | Short positions (won %) | 2 (100.00%) | Long positions (won %) | 2 (50.00%) |
Profit trades (% of total) | 3 (75.00%) | Loss trades (% of total) | 1 (25.00%) | ||
Largest | profit trade | 56.37 | loss trade | -56.69 | |
Average | profit trade | 55.64 | loss trade | -56.69 | |
Maximum | consecutive wins (profit in money) | 3 (166.93) | consecutive losses (loss in money) | 1 (-56.69) | |
Maximal | consecutive profit (count of wins) | 166.93 (3) | consecutive loss (count of losses) | -56.69 (1) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 02:00 | sell limit | 1 | 0.10 | 91.000 | 91.500 | 90.500 | ||
2 | 2009.11.03 04:00 | modify | 1 | 0.10 | 91.326 | 91.826 | 90.826 | ||
3 | 2009.11.03 08:00 | modify | 1 | 0.10 | 91.292 | 91.792 | 90.792 | ||
4 | 2009.11.03 12:00 | modify | 1 | 0.10 | 91.258 | 91.758 | 90.758 | ||
5 | 2009.11.03 16:00 | modify | 1 | 0.10 | 91.225 | 91.725 | 90.725 | ||
6 | 2009.11.03 20:00 | modify | 1 | 0.10 | 91.193 | 91.693 | 90.693 | ||
7 | 2009.11.04 00:00 | modify | 1 | 0.10 | 91.162 | 91.662 | 90.662 | ||
8 | 2009.11.04 04:00 | modify | 1 | 0.10 | 91.131 | 91.631 | 90.631 | ||
9 | 2009.11.04 08:00 | modify | 1 | 0.10 | 91.100 | 91.600 | 90.600 | ||
10 | 2009.11.04 12:00 | modify | 1 | 0.10 | 91.070 | 91.570 | 90.570 | ||
11 | 2009.11.04 16:00 | modify | 1 | 0.10 | 91.041 | 91.541 | 90.541 | ||
12 | 2009.11.04 20:00 | modify | 1 | 0.10 | 91.012 | 91.512 | 90.512 | ||
13 | 2009.11.04 20:15 | sell | 1 | 0.10 | 91.012 | 91.512 | 90.512 | ||
14 | 2009.11.05 00:00 | buy limit | 2 | 0.10 | 89.454 | 88.954 | 89.954 | ||
15 | 2009.11.05 01:31 | t/p | 1 | 0.10 | 90.512 | 91.512 | 90.512 | 54.84 | 10054.84 |
16 | 2009.11.05 04:00 | modify | 2 | 0.10 | 89.471 | 88.971 | 89.971 | ||
17 | 2009.11.05 08:00 | modify | 2 | 0.10 | 89.487 | 88.987 | 89.987 | ||
18 | 2009.11.05 12:00 | modify | 2 | 0.10 | 89.504 | 89.004 | 90.004 | ||
19 | 2009.11.05 16:00 | modify | 2 | 0.10 | 89.520 | 89.020 | 90.020 | ||
20 | 2009.11.05 20:00 | modify | 2 | 0.10 | 89.536 | 89.036 | 90.036 | ||
21 | 2009.11.06 00:00 | modify | 2 | 0.10 | 89.552 | 89.052 | 90.052 | ||
22 | 2009.11.06 04:00 | modify | 2 | 0.10 | 89.568 | 89.068 | 90.068 | ||
23 | 2009.11.06 08:00 | modify | 2 | 0.10 | 89.584 | 89.084 | 90.084 | ||
24 | 2009.11.06 12:00 | modify | 2 | 0.10 | 89.599 | 89.099 | 90.099 | ||
25 | 2009.11.06 16:00 | modify | 2 | 0.10 | 89.614 | 89.114 | 90.114 | ||
26 | 2009.11.06 20:00 | sell limit | 3 | 0.10 | 91.297 | 91.797 | 90.797 | ||
27 | 2009.11.09 00:00 | modify | 3 | 0.10 | 91.281 | 91.781 | 90.781 | ||
28 | 2009.11.09 04:00 | modify | 3 | 0.10 | 91.266 | 91.766 | 90.766 | ||
29 | 2009.11.09 08:00 | modify | 3 | 0.10 | 91.251 | 91.751 | 90.751 | ||
30 | 2009.11.09 12:00 | modify | 3 | 0.10 | 91.237 | 91.737 | 90.737 | ||
31 | 2009.11.09 16:00 | modify | 3 | 0.10 | 91.222 | 91.722 | 90.722 | ||
32 | 2009.11.09 20:00 | modify | 3 | 0.10 | 91.208 | 91.708 | 90.708 | ||
33 | 2009.11.10 00:00 | modify | 3 | 0.10 | 91.193 | 91.693 | 90.693 | ||
34 | 2009.11.10 04:00 | modify | 3 | 0.10 | 91.179 | 91.679 | 90.679 | ||
35 | 2009.11.10 08:00 | modify | 3 | 0.10 | 91.165 | 91.665 | 90.665 | ||
36 | 2009.11.10 12:00 | modify | 3 | 0.10 | 91.151 | 91.651 | 90.651 | ||
37 | 2009.11.10 16:00 | modify | 3 | 0.10 | 91.137 | 91.637 | 90.637 | ||
38 | 2009.11.10 20:00 | modify | 3 | 0.10 | 91.123 | 91.623 | 90.623 | ||
39 | 2009.11.11 00:00 | modify | 3 | 0.10 | 91.109 | 91.609 | 90.609 | ||
40 | 2009.11.11 01:02 | buy | 2 | 0.10 | 89.614 | 89.114 | 90.114 | ||
41 | 2009.11.11 04:00 | modify | 3 | 0.10 | 91.080 | 91.580 | 90.580 | ||
42 | 2009.11.11 08:00 | modify | 3 | 0.10 | 91.031 | 91.531 | 90.531 | ||
43 | 2009.11.11 12:00 | modify | 3 | 0.10 | 90.984 | 91.484 | 90.484 | ||
44 | 2009.11.11 16:00 | modify | 3 | 0.10 | 90.938 | 91.438 | 90.438 | ||
45 | 2009.11.11 20:00 | modify | 3 | 0.10 | 90.893 | 91.393 | 90.393 | ||
46 | 2009.11.12 00:00 | modify | 3 | 0.10 | 90.850 | 91.350 | 90.350 | ||
47 | 2009.11.12 04:00 | modify | 3 | 0.10 | 90.807 | 91.307 | 90.307 | ||
48 | 2009.11.12 08:00 | modify | 3 | 0.10 | 90.766 | 91.266 | 90.266 | ||
49 | 2009.11.12 12:00 | modify | 3 | 0.10 | 90.726 | 91.226 | 90.226 | ||
50 | 2009.11.12 14:27 | t/p | 2 | 0.10 | 90.114 | 89.114 | 90.114 | 55.72 | 10110.56 |
51 | 2009.11.12 16:00 | modify | 3 | 0.10 | 90.687 | 91.187 | 90.187 | ||
52 | 2009.11.12 20:00 | modify | 3 | 0.10 | 90.649 | 91.149 | 90.149 | ||
53 | 2009.11.13 00:00 | modify | 3 | 0.10 | 90.612 | 91.112 | 90.112 | ||
54 | 2009.11.13 04:00 | modify | 3 | 0.10 | 90.576 | 91.076 | 90.076 | ||
55 | 2009.11.13 08:00 | modify | 3 | 0.10 | 90.541 | 91.041 | 90.041 | ||
56 | 2009.11.13 12:00 | modify | 3 | 0.10 | 90.507 | 91.007 | 90.007 | ||
57 | 2009.11.13 16:00 | modify | 3 | 0.10 | 90.474 | 90.974 | 89.974 | ||
58 | 2009.11.13 20:00 | modify | 3 | 0.10 | 90.442 | 90.942 | 89.942 | ||
59 | 2009.11.16 00:00 | modify | 3 | 0.10 | 90.410 | 90.910 | 89.910 | ||
60 | 2009.11.16 04:00 | modify | 3 | 0.10 | 90.380 | 90.880 | 89.880 | ||
61 | 2009.11.16 08:00 | modify | 3 | 0.10 | 90.350 | 90.850 | 89.850 | ||
62 | 2009.11.16 12:00 | modify | 3 | 0.10 | 90.321 | 90.821 | 89.821 | ||
63 | 2009.11.16 16:00 | modify | 3 | 0.10 | 90.293 | 90.793 | 89.793 | ||
64 | 2009.11.16 20:00 | modify | 3 | 0.10 | 90.248 | 90.748 | 89.748 | ||
65 | 2009.11.17 00:00 | modify | 3 | 0.10 | 90.180 | 90.680 | 89.680 | ||
66 | 2009.11.17 04:00 | modify | 3 | 0.10 | 90.116 | 90.616 | 89.616 | ||
67 | 2009.11.17 08:00 | modify | 3 | 0.10 | 90.054 | 90.554 | 89.554 | ||
68 | 2009.11.17 12:00 | modify | 3 | 0.10 | 89.982 | 90.482 | 89.482 | ||
69 | 2009.11.17 16:00 | modify | 3 | 0.10 | 89.914 | 90.414 | 89.414 | ||
70 | 2009.11.17 20:00 | modify | 3 | 0.10 | 89.850 | 90.350 | 89.350 | ||
71 | 2009.11.18 00:00 | modify | 3 | 0.10 | 89.789 | 90.289 | 89.289 | ||
72 | 2009.11.18 04:00 | modify | 3 | 0.10 | 89.732 | 90.232 | 89.232 | ||
73 | 2009.11.18 08:00 | modify | 3 | 0.10 | 89.678 | 90.178 | 89.178 | ||
74 | 2009.11.18 12:00 | modify | 3 | 0.10 | 89.626 | 90.126 | 89.126 | ||
75 | 2009.11.18 16:00 | modify | 3 | 0.10 | 89.577 | 90.077 | 89.077 | ||
76 | 2009.11.18 20:00 | modify | 3 | 0.10 | 89.531 | 90.031 | 89.031 | ||
77 | 2009.11.19 00:00 | modify | 3 | 0.10 | 89.488 | 89.988 | 88.988 | ||
78 | 2009.11.19 04:00 | modify | 3 | 0.10 | 89.475 | 89.975 | 88.975 | ||
79 | 2009.11.19 08:00 | modify | 3 | 0.10 | 89.435 | 89.935 | 88.935 | ||
80 | 2009.11.19 12:00 | modify | 3 | 0.10 | 89.396 | 89.896 | 88.896 | ||
81 | 2009.11.19 16:00 | modify | 3 | 0.10 | 89.348 | 89.848 | 88.848 | ||
82 | 2009.11.19 20:00 | modify | 3 | 0.10 | 89.303 | 89.803 | 88.803 | ||
83 | 2009.11.20 00:00 | modify | 3 | 0.10 | 89.260 | 89.760 | 88.760 | ||
84 | 2009.11.20 04:00 | modify | 3 | 0.10 | 89.221 | 89.721 | 88.721 | ||
85 | 2009.11.20 08:00 | modify | 3 | 0.10 | 89.184 | 89.684 | 88.684 | ||
86 | 2009.11.20 12:00 | modify | 3 | 0.10 | 89.149 | 89.649 | 88.649 | ||
87 | 2009.11.20 16:00 | modify | 3 | 0.10 | 89.125 | 89.625 | 88.625 | ||
88 | 2009.11.23 00:00 | modify | 3 | 0.10 | 89.095 | 89.595 | 88.595 | ||
89 | 2009.11.23 04:00 | modify | 3 | 0.10 | 89.066 | 89.566 | 88.566 | ||
90 | 2009.11.23 08:00 | modify | 3 | 0.10 | 89.038 | 89.538 | 88.538 | ||
91 | 2009.11.23 12:00 | modify | 3 | 0.10 | 89.004 | 89.504 | 88.504 | ||
92 | 2009.11.23 16:00 | modify | 3 | 0.10 | 88.993 | 89.493 | 88.493 | ||
93 | 2009.11.23 16:25 | sell | 3 | 0.10 | 88.993 | 89.493 | 88.493 | ||
94 | 2009.11.23 20:00 | buy limit | 4 | 0.10 | 88.570 | 88.070 | 89.070 | ||
95 | 2009.11.24 00:00 | modify | 4 | 0.10 | 88.575 | 88.075 | 89.075 | ||
96 | 2009.11.24 04:00 | modify | 4 | 0.10 | 88.581 | 88.081 | 89.081 | ||
97 | 2009.11.24 08:00 | modify | 4 | 0.10 | 88.586 | 88.086 | 89.086 | ||
98 | 2009.11.24 09:03 | buy | 4 | 0.10 | 88.586 | 88.086 | 89.086 | ||
99 | 2009.11.24 12:00 | sell limit | 5 | 0.10 | 89.175 | 89.675 | 88.675 | ||
100 | 2009.11.24 14:31 | t/p | 3 | 0.10 | 88.493 | 89.493 | 88.493 | 56.37 | 10166.93 |
101 | 2009.11.24 16:00 | modify | 5 | 0.10 | 89.160 | 89.660 | 88.660 | ||
102 | 2009.11.24 20:00 | modify | 5 | 0.10 | 89.146 | 89.646 | 88.646 | ||
103 | 2009.11.25 00:00 | modify | 5 | 0.10 | 89.131 | 89.631 | 88.631 | ||
104 | 2009.11.25 04:00 | modify | 5 | 0.10 | 89.106 | 89.606 | 88.606 | ||
105 | 2009.11.25 08:00 | modify | 5 | 0.10 | 89.081 | 89.581 | 88.581 | ||
106 | 2009.11.25 10:12 | s/l | 4 | 0.10 | 88.086 | 88.086 | 89.086 | -56.69 | 10110.24 |
107 | 2009.11.25 12:00 | modify | 5 | 0.10 | 89.026 | 89.526 | 88.526 | ||
108 | 2009.11.25 16:00 | modify | 5 | 0.10 | 88.952 | 89.452 | 88.452 | ||
109 | 2009.11.25 20:00 | modify | 5 | 0.10 | 88.881 | 89.381 | 88.381 | ||
110 | 2009.11.26 00:00 | modify | 5 | 0.10 | 88.791 | 89.291 | 88.291 | ||
111 | 2009.11.26 04:00 | modify | 5 | 0.10 | 88.690 | 89.190 | 88.190 | ||
112 | 2009.11.26 08:00 | modify | 5 | 0.10 | 88.516 | 89.016 | 88.016 | ||
113 | 2009.11.26 12:00 | modify | 5 | 0.10 | 88.356 | 88.856 | 87.856 | ||
114 | 2009.11.26 16:00 | modify | 5 | 0.10 | 88.206 | 88.706 | 87.706 | ||
115 | 2009.11.26 20:00 | modify | 5 | 0.10 | 88.068 | 88.568 | 87.568 | ||
116 | 2009.11.27 00:00 | modify | 5 | 0.10 | 87.939 | 88.439 | 87.439 | ||
117 | 2009.11.27 04:00 | modify | 5 | 0.10 | 87.685 | 88.185 | 87.185 | ||
118 | 2009.11.27 08:00 | modify | 5 | 0.10 | 87.451 | 87.951 | 86.951 | ||
119 | 2009.11.27 12:00 | modify | 5 | 0.10 | 87.236 | 87.736 | 86.736 | ||
120 | 2009.11.27 16:00 | modify | 5 | 0.10 | 87.039 | 87.539 | 86.539 | ||
121 | 2009.11.27 20:00 | modify | 5 | 0.10 | 87.005 | 87.505 | 86.505 |