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 | ____1___=""Íàñòðîéêè"; timeframe=0; period=44; ma_shift=4; ma_method=1; applied_price=5; shift=3; level_high=25; level_low=27; shift_level=3; ____2___=""Íàñòðîéêè"; Lots=0.01; slippage=3; stoploss=100; takeprofit=50; magic=28081975; | ||||
Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
Mismatched charts errors | 113 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -18.66 | Gross profit | 18.99 | Gross loss | -37.65 |
Profit factor | 0.50 | Expected payoff | -0.30 | ||
Absolute drawdown | 18.66 | Maximal drawdown | 22.52 (0.23%) | Relative drawdown | 0.23% (22.52) |
Total trades | 62 | Short positions (won %) | 48 (54.17%) | Long positions (won %) | 14 (57.14%) |
Profit trades (% of total) | 34 (54.84%) | Loss trades (% of total) | 28 (45.16%) | ||
Largest | profit trade | 0.58 | loss trade | -1.39 | |
Average | profit trade | 0.56 | loss trade | -1.34 | |
Maximum | consecutive wins (profit in money) | 7 (3.86) | consecutive losses (loss in money) | 4 (-5.37) | |
Maximal | consecutive profit (count of wins) | 3.86 (7) | consecutive loss (count of losses) | -5.37 (4) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 03:00 | sell | 1 | 0.01 | 90.366 | 90.486 | 90.316 | ||
2 | 2009.11.03 03:20 | t/p | 1 | 0.01 | 90.316 | 90.486 | 90.316 | 0.55 | 10000.55 |
3 | 2009.11.03 03:20 | sell | 2 | 0.01 | 90.296 | 90.416 | 90.246 | ||
4 | 2009.11.03 04:28 | t/p | 2 | 0.01 | 90.246 | 90.416 | 90.246 | 0.56 | 10001.11 |
5 | 2009.11.04 10:00 | buy | 3 | 0.01 | 90.689 | 90.569 | 90.739 | ||
6 | 2009.11.04 10:36 | t/p | 3 | 0.01 | 90.739 | 90.569 | 90.739 | 0.55 | 10001.66 |
7 | 2009.11.04 10:36 | buy | 4 | 0.01 | 90.760 | 90.640 | 90.810 | ||
8 | 2009.11.04 10:41 | t/p | 4 | 0.01 | 90.810 | 90.640 | 90.810 | 0.55 | 10002.21 |
9 | 2009.11.04 10:41 | buy | 5 | 0.01 | 90.830 | 90.710 | 90.880 | ||
10 | 2009.11.04 10:42 | t/p | 5 | 0.01 | 90.880 | 90.710 | 90.880 | 0.55 | 10002.76 |
11 | 2009.11.04 10:42 | buy | 6 | 0.01 | 90.900 | 90.780 | 90.950 | ||
12 | 2009.11.04 10:53 | t/p | 6 | 0.01 | 90.950 | 90.780 | 90.950 | 0.55 | 10003.31 |
13 | 2009.11.04 10:53 | buy | 7 | 0.01 | 90.970 | 90.850 | 91.020 | ||
14 | 2009.11.04 11:30 | t/p | 7 | 0.01 | 91.020 | 90.850 | 91.020 | 0.55 | 10003.86 |
15 | 2009.11.05 06:00 | sell | 8 | 0.01 | 90.340 | 90.460 | 90.290 | ||
16 | 2009.11.05 06:33 | s/l | 8 | 0.01 | 90.460 | 90.460 | 90.290 | -1.33 | 10002.53 |
17 | 2009.11.05 06:33 | sell | 9 | 0.01 | 90.440 | 90.560 | 90.390 | ||
18 | 2009.11.05 07:48 | t/p | 9 | 0.01 | 90.390 | 90.560 | 90.390 | 0.55 | 10003.08 |
19 | 2009.11.06 11:00 | sell | 10 | 0.01 | 90.517 | 90.637 | 90.467 | ||
20 | 2009.11.06 12:16 | s/l | 10 | 0.01 | 90.637 | 90.637 | 90.467 | -1.32 | 10001.76 |
21 | 2009.11.11 10:00 | sell | 11 | 0.01 | 89.844 | 89.964 | 89.794 | ||
22 | 2009.11.11 10:43 | s/l | 11 | 0.01 | 89.964 | 89.964 | 89.794 | -1.33 | 10000.43 |
23 | 2009.11.11 10:43 | sell | 12 | 0.01 | 89.945 | 90.065 | 89.895 | ||
24 | 2009.11.11 10:55 | t/p | 12 | 0.01 | 89.895 | 90.065 | 89.895 | 0.56 | 10000.99 |
25 | 2009.11.11 10:55 | sell | 13 | 0.01 | 89.874 | 89.994 | 89.824 | ||
26 | 2009.11.11 11:30 | s/l | 13 | 0.01 | 89.994 | 89.994 | 89.824 | -1.33 | 9999.66 |
27 | 2009.11.12 00:00 | sell | 14 | 0.01 | 89.869 | 89.989 | 89.819 | ||
28 | 2009.11.12 00:12 | s/l | 14 | 0.01 | 89.989 | 89.989 | 89.819 | -1.33 | 9998.33 |
29 | 2009.11.12 00:12 | sell | 15 | 0.01 | 89.969 | 90.089 | 89.919 | ||
30 | 2009.11.12 00:25 | t/p | 15 | 0.01 | 89.919 | 90.089 | 89.919 | 0.55 | 9998.88 |
31 | 2009.11.12 00:25 | sell | 16 | 0.01 | 89.893 | 90.013 | 89.843 | ||
32 | 2009.11.12 02:15 | t/p | 16 | 0.01 | 89.843 | 90.013 | 89.843 | 0.55 | 9999.43 |
33 | 2009.11.12 08:00 | sell | 17 | 0.01 | 89.870 | 89.990 | 89.820 | ||
34 | 2009.11.12 08:08 | t/p | 17 | 0.01 | 89.820 | 89.990 | 89.820 | 0.56 | 9999.99 |
35 | 2009.11.12 08:08 | sell | 18 | 0.01 | 89.798 | 89.918 | 89.748 | ||
36 | 2009.11.12 08:46 | t/p | 18 | 0.01 | 89.748 | 89.918 | 89.748 | 0.56 | 10000.55 |
37 | 2009.11.12 08:46 | sell | 19 | 0.01 | 89.727 | 89.847 | 89.677 | ||
38 | 2009.11.12 08:49 | t/p | 19 | 0.01 | 89.677 | 89.847 | 89.677 | 0.56 | 10001.11 |
39 | 2009.11.12 08:49 | sell | 20 | 0.01 | 89.655 | 89.775 | 89.605 | ||
40 | 2009.11.12 08:53 | s/l | 20 | 0.01 | 89.775 | 89.775 | 89.605 | -1.34 | 9999.77 |
41 | 2009.11.12 08:53 | sell | 21 | 0.01 | 89.758 | 89.878 | 89.708 | ||
42 | 2009.11.12 09:37 | t/p | 21 | 0.01 | 89.708 | 89.878 | 89.708 | 0.56 | 10000.33 |
43 | 2009.11.12 09:37 | sell | 22 | 0.01 | 89.687 | 89.807 | 89.637 | ||
44 | 2009.11.12 10:03 | s/l | 22 | 0.01 | 89.807 | 89.807 | 89.637 | -1.34 | 9998.99 |
45 | 2009.11.12 12:00 | sell | 23 | 0.01 | 89.756 | 89.876 | 89.706 | ||
46 | 2009.11.12 13:27 | s/l | 23 | 0.01 | 89.876 | 89.876 | 89.706 | -1.34 | 9997.65 |
47 | 2009.11.12 13:27 | sell | 24 | 0.01 | 89.857 | 89.977 | 89.807 | ||
48 | 2009.11.12 13:38 | s/l | 24 | 0.01 | 89.977 | 89.977 | 89.807 | -1.33 | 9996.32 |
49 | 2009.11.12 13:38 | sell | 25 | 0.01 | 89.958 | 90.078 | 89.908 | ||
50 | 2009.11.12 14:03 | s/l | 25 | 0.01 | 90.078 | 90.078 | 89.908 | -1.33 | 9994.99 |
51 | 2009.11.12 14:03 | sell | 26 | 0.01 | 90.058 | 90.178 | 90.008 | ||
52 | 2009.11.12 14:08 | t/p | 26 | 0.01 | 90.008 | 90.178 | 90.008 | 0.56 | 9995.55 |
53 | 2009.11.12 14:08 | sell | 27 | 0.01 | 89.986 | 90.106 | 89.936 | ||
54 | 2009.11.12 14:26 | s/l | 27 | 0.01 | 90.106 | 90.106 | 89.936 | -1.33 | 9994.22 |
55 | 2009.11.12 14:26 | sell | 28 | 0.01 | 90.088 | 90.208 | 90.038 | ||
56 | 2009.11.12 14:31 | s/l | 28 | 0.01 | 90.208 | 90.208 | 90.038 | -1.33 | 9992.89 |
57 | 2009.11.12 14:31 | sell | 29 | 0.01 | 90.189 | 90.309 | 90.139 | ||
58 | 2009.11.12 14:47 | t/p | 29 | 0.01 | 90.139 | 90.309 | 90.139 | 0.56 | 9993.45 |
59 | 2009.11.12 14:47 | sell | 30 | 0.01 | 90.118 | 90.238 | 90.068 | ||
60 | 2009.11.12 15:06 | s/l | 30 | 0.01 | 90.238 | 90.238 | 90.068 | -1.33 | 9992.12 |
61 | 2009.11.12 15:06 | sell | 31 | 0.01 | 90.220 | 90.340 | 90.170 | ||
62 | 2009.11.12 15:08 | s/l | 31 | 0.01 | 90.340 | 90.340 | 90.170 | -1.33 | 9990.79 |
63 | 2009.11.12 15:08 | sell | 32 | 0.01 | 90.322 | 90.442 | 90.272 | ||
64 | 2009.11.12 15:26 | s/l | 32 | 0.01 | 90.442 | 90.442 | 90.272 | -1.33 | 9989.46 |
65 | 2009.11.12 15:26 | sell | 33 | 0.01 | 90.422 | 90.542 | 90.372 | ||
66 | 2009.11.12 15:37 | t/p | 33 | 0.01 | 90.372 | 90.542 | 90.372 | 0.55 | 9990.01 |
67 | 2009.11.12 15:37 | sell | 34 | 0.01 | 90.352 | 90.472 | 90.302 | ||
68 | 2009.11.12 16:00 | t/p | 34 | 0.01 | 90.302 | 90.472 | 90.302 | 0.56 | 9990.57 |
69 | 2009.11.17 20:00 | buy | 35 | 0.01 | 89.234 | 89.114 | 89.284 | ||
70 | 2009.11.17 20:17 | t/p | 35 | 0.01 | 89.284 | 89.114 | 89.284 | 0.56 | 9991.13 |
71 | 2009.11.17 20:17 | buy | 36 | 0.01 | 89.304 | 89.184 | 89.354 | ||
72 | 2009.11.17 23:00 | sell | 37 | 0.01 | 89.244 | 89.364 | 89.194 | ||
73 | 2009.11.17 23:25 | s/l | 37 | 0.01 | 89.364 | 89.364 | 89.194 | -1.34 | 9989.79 |
74 | 2009.11.17 23:25 | sell | 38 | 0.01 | 89.344 | 89.464 | 89.294 | ||
75 | 2009.11.17 23:27 | t/p | 36 | 0.01 | 89.354 | 89.184 | 89.354 | 0.56 | 9990.35 |
76 | 2009.11.18 00:17 | t/p | 38 | 0.01 | 89.294 | 89.464 | 89.294 | 0.55 | 9990.90 |
77 | 2009.11.18 17:00 | sell | 39 | 0.01 | 89.245 | 89.365 | 89.195 | ||
78 | 2009.11.18 17:33 | s/l | 39 | 0.01 | 89.365 | 89.365 | 89.195 | -1.34 | 9989.56 |
79 | 2009.11.18 17:33 | sell | 40 | 0.01 | 89.345 | 89.465 | 89.295 | ||
80 | 2009.11.18 20:00 | s/l | 40 | 0.01 | 89.465 | 89.465 | 89.295 | -1.34 | 9988.22 |
81 | 2009.11.19 02:00 | buy | 41 | 0.01 | 89.365 | 89.245 | 89.415 | ||
82 | 2009.11.19 02:17 | s/l | 41 | 0.01 | 89.245 | 89.245 | 89.415 | -1.34 | 9986.88 |
83 | 2009.11.19 02:17 | buy | 42 | 0.01 | 89.265 | 89.145 | 89.315 | ||
84 | 2009.11.19 02:52 | s/l | 42 | 0.01 | 89.145 | 89.145 | 89.315 | -1.35 | 9985.53 |
85 | 2009.11.19 02:52 | buy | 43 | 0.01 | 89.164 | 89.044 | 89.214 | ||
86 | 2009.11.19 03:10 | t/p | 43 | 0.01 | 89.214 | 89.044 | 89.214 | 0.56 | 9986.09 |
87 | 2009.11.20 22:00 | sell | 44 | 0.01 | 89.014 | 89.134 | 88.964 | ||
88 | 2009.11.20 22:10 | t/p | 44 | 0.01 | 88.964 | 89.134 | 88.964 | 0.56 | 9986.65 |
89 | 2009.11.20 22:10 | sell | 45 | 0.01 | 88.942 | 89.062 | 88.892 | ||
90 | 2009.11.20 22:35 | t/p | 45 | 0.01 | 88.892 | 89.062 | 88.892 | 0.56 | 9987.21 |
91 | 2009.11.20 22:35 | sell | 46 | 0.01 | 88.864 | 88.984 | 88.814 | ||
92 | 2009.11.23 02:02 | s/l | 46 | 0.01 | 88.984 | 88.984 | 88.814 | -1.36 | 9985.85 |
93 | 2009.11.23 04:00 | sell | 47 | 0.01 | 88.913 | 89.033 | 88.863 | ||
94 | 2009.11.23 06:15 | t/p | 47 | 0.01 | 88.863 | 89.033 | 88.863 | 0.56 | 9986.41 |
95 | 2009.11.23 06:15 | sell | 48 | 0.01 | 88.843 | 88.963 | 88.793 | ||
96 | 2009.11.23 08:01 | t/p | 48 | 0.01 | 88.793 | 88.963 | 88.793 | 0.56 | 9986.97 |
97 | 2009.11.23 20:00 | buy | 49 | 0.01 | 89.098 | 88.978 | 89.148 | ||
98 | 2009.11.23 21:53 | s/l | 49 | 0.01 | 88.978 | 88.978 | 89.148 | -1.35 | 9985.62 |
99 | 2009.11.24 01:00 | buy | 50 | 0.01 | 88.931 | 88.811 | 88.981 | ||
100 | 2009.11.24 04:00 | sell | 51 | 0.01 | 88.890 | 89.010 | 88.840 | ||
101 | 2009.11.24 05:12 | t/p | 51 | 0.01 | 88.840 | 89.010 | 88.840 | 0.56 | 9986.18 |
102 | 2009.11.24 05:21 | s/l | 50 | 0.01 | 88.811 | 88.811 | 88.981 | -1.35 | 9984.83 |
103 | 2009.11.24 06:00 | sell | 52 | 0.01 | 88.863 | 88.983 | 88.813 | ||
104 | 2009.11.24 06:34 | t/p | 52 | 0.01 | 88.813 | 88.983 | 88.813 | 0.56 | 9985.39 |
105 | 2009.11.24 06:34 | sell | 53 | 0.01 | 88.792 | 88.912 | 88.742 | ||
106 | 2009.11.24 07:33 | t/p | 53 | 0.01 | 88.742 | 88.912 | 88.742 | 0.56 | 9985.95 |
107 | 2009.11.24 07:33 | sell | 54 | 0.01 | 88.722 | 88.842 | 88.672 | ||
108 | 2009.11.24 08:10 | t/p | 54 | 0.01 | 88.672 | 88.842 | 88.672 | 0.56 | 9986.51 |
109 | 2009.11.27 17:00 | sell | 55 | 0.01 | 86.692 | 86.812 | 86.642 | ||
110 | 2009.11.27 17:02 | s/l | 55 | 0.01 | 86.812 | 86.812 | 86.642 | -1.38 | 9985.13 |
111 | 2009.11.27 17:02 | sell | 56 | 0.01 | 86.792 | 86.912 | 86.742 | ||
112 | 2009.11.27 17:14 | s/l | 56 | 0.01 | 86.912 | 86.912 | 86.742 | -1.38 | 9983.75 |
113 | 2009.11.27 17:14 | sell | 57 | 0.01 | 86.892 | 87.012 | 86.842 | ||
114 | 2009.11.27 17:20 | t/p | 57 | 0.01 | 86.842 | 87.012 | 86.842 | 0.58 | 9984.33 |
115 | 2009.11.27 17:20 | sell | 58 | 0.01 | 86.821 | 86.941 | 86.771 | ||
116 | 2009.11.27 17:41 | s/l | 58 | 0.01 | 86.941 | 86.941 | 86.771 | -1.38 | 9982.95 |
117 | 2009.11.27 17:41 | sell | 59 | 0.01 | 86.922 | 87.042 | 86.872 | ||
118 | 2009.11.27 17:58 | t/p | 59 | 0.01 | 86.872 | 87.042 | 86.872 | 0.58 | 9983.53 |
119 | 2009.11.27 17:58 | sell | 60 | 0.01 | 86.849 | 86.969 | 86.799 | ||
120 | 2009.11.27 18:07 | t/p | 60 | 0.01 | 86.799 | 86.969 | 86.799 | 0.58 | 9984.11 |
121 | 2009.11.27 21:00 | buy | 61 | 0.01 | 86.738 | 86.618 | 86.788 | ||
122 | 2009.11.27 21:38 | s/l | 61 | 0.01 | 86.618 | 86.618 | 86.788 | -1.38 | 9982.73 |
123 | 2009.11.27 21:38 | buy | 62 | 0.01 | 86.633 | 86.513 | 86.683 | ||
124 | 2009.11.27 22:14 | s/l | 62 | 0.01 | 86.513 | 86.513 | 86.683 | -1.39 | 9981.34 |