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 | Lots=0.1; | ||||
Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
Mismatched charts errors | 113 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -183.63 | Gross profit | 387.58 | Gross loss | -571.21 |
Profit factor | 0.68 | Expected payoff | -3.99 | ||
Absolute drawdown | 431.18 | Maximal drawdown | 445.28 (4.45%) | Relative drawdown | 4.45% (445.28) |
Total trades | 46 | Short positions (won %) | 23 (21.74%) | Long positions (won %) | 23 (4.35%) |
Profit trades (% of total) | 6 (13.04%) | Loss trades (% of total) | 40 (86.96%) | ||
Largest | profit trade | 275.38 | loss trade | -54.37 | |
Average | profit trade | 64.60 | loss trade | -14.28 | |
Maximum | consecutive wins (profit in money) | 1 (275.38) | consecutive losses (loss in money) | 7 (-112.27) | |
Maximal | consecutive profit (count of wins) | 275.38 (1) | consecutive loss (count of losses) | -114.26 (5) | |
Average | consecutive wins | 1 | consecutive losses | 6 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 06:00 | sell | 1 | 0.10 | 90.186 | 0.000 | 0.000 | ||
2 | 2009.11.03 07:00 | close | 1 | 0.10 | 90.288 | 0.000 | 0.000 | -11.30 | 9988.70 |
3 | 2009.11.03 07:00 | buy | 2 | 0.10 | 90.288 | 0.000 | 0.000 | ||
4 | 2009.11.03 08:00 | close | 2 | 0.10 | 90.203 | 0.000 | 0.000 | -9.42 | 9979.28 |
5 | 2009.11.03 08:00 | sell | 3 | 0.10 | 90.203 | 0.000 | 0.000 | ||
6 | 2009.11.03 16:00 | close | 3 | 0.10 | 90.453 | 0.000 | 0.000 | -27.64 | 9951.64 |
7 | 2009.11.03 16:00 | buy | 4 | 0.10 | 90.453 | 0.000 | 0.000 | ||
8 | 2009.11.04 02:00 | close | 4 | 0.10 | 90.119 | 0.000 | 0.000 | -37.02 | 9914.62 |
9 | 2009.11.04 02:00 | sell | 5 | 0.10 | 90.119 | 0.000 | 0.000 | ||
10 | 2009.11.04 07:00 | close | 5 | 0.10 | 90.380 | 0.000 | 0.000 | -28.88 | 9885.74 |
11 | 2009.11.04 07:00 | buy | 6 | 0.10 | 90.380 | 0.000 | 0.000 | ||
12 | 2009.11.05 02:00 | close | 6 | 0.10 | 90.563 | 0.000 | 0.000 | 20.34 | 9906.09 |
13 | 2009.11.05 02:00 | sell | 7 | 0.10 | 90.563 | 0.000 | 0.000 | ||
14 | 2009.11.05 19:00 | close | 7 | 0.10 | 90.599 | 0.000 | 0.000 | -3.97 | 9902.12 |
15 | 2009.11.05 19:00 | buy | 8 | 0.10 | 90.599 | 0.000 | 0.000 | ||
16 | 2009.11.06 08:00 | close | 8 | 0.10 | 90.510 | 0.000 | 0.000 | -9.79 | 9892.33 |
17 | 2009.11.06 08:00 | sell | 9 | 0.10 | 90.510 | 0.000 | 0.000 | ||
18 | 2009.11.06 10:00 | close | 9 | 0.10 | 90.584 | 0.000 | 0.000 | -8.17 | 9884.16 |
19 | 2009.11.06 10:00 | buy | 10 | 0.10 | 90.584 | 0.000 | 0.000 | ||
20 | 2009.11.06 11:00 | close | 10 | 0.10 | 90.517 | 0.000 | 0.000 | -7.40 | 9876.76 |
21 | 2009.11.06 11:00 | sell | 11 | 0.10 | 90.517 | 0.000 | 0.000 | ||
22 | 2009.11.06 12:00 | close | 11 | 0.10 | 90.610 | 0.000 | 0.000 | -10.26 | 9866.50 |
23 | 2009.11.06 12:00 | buy | 12 | 0.10 | 90.610 | 0.000 | 0.000 | ||
24 | 2009.11.06 15:00 | close | 12 | 0.10 | 90.120 | 0.000 | 0.000 | -54.37 | 9812.13 |
25 | 2009.11.06 15:00 | sell | 13 | 0.10 | 90.120 | 0.000 | 0.000 | ||
26 | 2009.11.09 21:00 | close | 13 | 0.10 | 89.996 | 0.000 | 0.000 | 13.70 | 9825.83 |
27 | 2009.11.09 21:00 | buy | 14 | 0.10 | 89.996 | 0.000 | 0.000 | ||
28 | 2009.11.09 23:00 | close | 14 | 0.10 | 89.908 | 0.000 | 0.000 | -9.79 | 9816.04 |
29 | 2009.11.09 23:00 | sell | 15 | 0.10 | 89.908 | 0.000 | 0.000 | ||
30 | 2009.11.10 00:00 | close | 15 | 0.10 | 89.984 | 0.000 | 0.000 | -8.53 | 9807.52 |
31 | 2009.11.10 00:00 | buy | 16 | 0.10 | 89.984 | 0.000 | 0.000 | ||
32 | 2009.11.10 01:00 | close | 16 | 0.10 | 89.852 | 0.000 | 0.000 | -14.69 | 9792.83 |
33 | 2009.11.10 01:00 | sell | 17 | 0.10 | 89.852 | 0.000 | 0.000 | ||
34 | 2009.11.10 02:00 | close | 17 | 0.10 | 89.994 | 0.000 | 0.000 | -15.78 | 9777.05 |
35 | 2009.11.10 02:00 | buy | 18 | 0.10 | 89.994 | 0.000 | 0.000 | ||
36 | 2009.11.10 04:00 | close | 18 | 0.10 | 89.918 | 0.000 | 0.000 | -8.45 | 9768.60 |
37 | 2009.11.10 04:00 | sell | 19 | 0.10 | 89.918 | 0.000 | 0.000 | ||
38 | 2009.11.10 12:00 | close | 19 | 0.10 | 90.122 | 0.000 | 0.000 | -22.64 | 9745.96 |
39 | 2009.11.10 12:00 | buy | 20 | 0.10 | 90.122 | 0.000 | 0.000 | ||
40 | 2009.11.10 14:00 | close | 20 | 0.10 | 89.831 | 0.000 | 0.000 | -32.39 | 9713.57 |
41 | 2009.11.10 14:00 | sell | 21 | 0.10 | 89.831 | 0.000 | 0.000 | ||
42 | 2009.11.11 08:00 | close | 21 | 0.10 | 89.823 | 0.000 | 0.000 | 0.81 | 9714.38 |
43 | 2009.11.11 08:00 | buy | 22 | 0.10 | 89.823 | 0.000 | 0.000 | ||
44 | 2009.11.12 03:00 | close | 22 | 0.10 | 89.715 | 0.000 | 0.000 | -11.91 | 9702.47 |
45 | 2009.11.12 03:00 | sell | 23 | 0.10 | 89.715 | 0.000 | 0.000 | ||
46 | 2009.11.12 04:00 | close | 23 | 0.10 | 89.865 | 0.000 | 0.000 | -16.69 | 9685.78 |
47 | 2009.11.12 04:00 | buy | 24 | 0.10 | 89.865 | 0.000 | 0.000 | ||
48 | 2009.11.12 05:00 | close | 24 | 0.10 | 89.740 | 0.000 | 0.000 | -13.93 | 9671.85 |
49 | 2009.11.12 05:00 | sell | 25 | 0.10 | 89.740 | 0.000 | 0.000 | ||
50 | 2009.11.12 06:00 | close | 25 | 0.10 | 89.820 | 0.000 | 0.000 | -8.91 | 9662.94 |
51 | 2009.11.12 06:00 | buy | 26 | 0.10 | 89.820 | 0.000 | 0.000 | ||
52 | 2009.11.12 09:00 | close | 26 | 0.10 | 89.795 | 0.000 | 0.000 | -2.78 | 9660.16 |
53 | 2009.11.12 09:00 | sell | 27 | 0.10 | 89.795 | 0.000 | 0.000 | ||
54 | 2009.11.12 14:00 | close | 27 | 0.10 | 89.998 | 0.000 | 0.000 | -22.56 | 9637.60 |
55 | 2009.11.12 14:00 | buy | 28 | 0.10 | 89.998 | 0.000 | 0.000 | ||
56 | 2009.11.13 11:00 | close | 28 | 0.10 | 89.782 | 0.000 | 0.000 | -24.02 | 9613.58 |
57 | 2009.11.13 11:00 | sell | 29 | 0.10 | 89.782 | 0.000 | 0.000 | ||
58 | 2009.11.17 14:00 | close | 29 | 0.10 | 89.285 | 0.000 | 0.000 | 55.51 | 9669.09 |
59 | 2009.11.17 14:00 | buy | 30 | 0.10 | 89.285 | 0.000 | 0.000 | ||
60 | 2009.11.18 07:00 | close | 30 | 0.10 | 89.160 | 0.000 | 0.000 | -13.98 | 9655.11 |
61 | 2009.11.18 07:00 | sell | 31 | 0.10 | 89.160 | 0.000 | 0.000 | ||
62 | 2009.11.18 08:00 | close | 31 | 0.10 | 89.199 | 0.000 | 0.000 | -4.37 | 9650.74 |
63 | 2009.11.18 08:00 | buy | 32 | 0.10 | 89.199 | 0.000 | 0.000 | ||
64 | 2009.11.18 09:00 | close | 32 | 0.10 | 89.160 | 0.000 | 0.000 | -4.37 | 9646.37 |
65 | 2009.11.18 09:00 | sell | 33 | 0.10 | 89.160 | 0.000 | 0.000 | ||
66 | 2009.11.18 15:00 | close | 33 | 0.10 | 89.225 | 0.000 | 0.000 | -7.28 | 9639.09 |
67 | 2009.11.18 15:00 | buy | 34 | 0.10 | 89.225 | 0.000 | 0.000 | ||
68 | 2009.11.19 03:00 | close | 34 | 0.10 | 89.175 | 0.000 | 0.000 | -5.48 | 9633.62 |
69 | 2009.11.19 03:00 | sell | 35 | 0.10 | 89.175 | 0.000 | 0.000 | ||
70 | 2009.11.20 14:00 | close | 35 | 0.10 | 88.980 | 0.000 | 0.000 | 21.84 | 9655.46 |
71 | 2009.11.20 14:00 | buy | 36 | 0.10 | 88.980 | 0.000 | 0.000 | ||
72 | 2009.11.23 00:00 | close | 36 | 0.10 | 88.818 | 0.000 | 0.000 | -18.20 | 9637.26 |
73 | 2009.11.23 00:00 | sell | 37 | 0.10 | 88.818 | 0.000 | 0.000 | ||
74 | 2009.11.23 02:00 | close | 37 | 0.10 | 88.948 | 0.000 | 0.000 | -14.62 | 9622.64 |
75 | 2009.11.23 02:00 | buy | 38 | 0.10 | 88.948 | 0.000 | 0.000 | ||
76 | 2009.11.23 04:00 | close | 38 | 0.10 | 88.913 | 0.000 | 0.000 | -3.94 | 9618.70 |
77 | 2009.11.23 04:00 | sell | 39 | 0.10 | 88.913 | 0.000 | 0.000 | ||
78 | 2009.11.23 10:00 | close | 39 | 0.10 | 88.998 | 0.000 | 0.000 | -9.55 | 9609.15 |
79 | 2009.11.23 10:00 | buy | 40 | 0.10 | 88.998 | 0.000 | 0.000 | ||
80 | 2009.11.23 11:00 | close | 40 | 0.10 | 88.865 | 0.000 | 0.000 | -14.97 | 9594.18 |
81 | 2009.11.23 11:00 | sell | 41 | 0.10 | 88.865 | 0.000 | 0.000 | ||
82 | 2009.11.23 17:00 | close | 41 | 0.10 | 88.974 | 0.000 | 0.000 | -12.25 | 9581.93 |
83 | 2009.11.23 17:00 | buy | 42 | 0.10 | 88.974 | 0.000 | 0.000 | ||
84 | 2009.11.24 01:00 | close | 42 | 0.10 | 88.911 | 0.000 | 0.000 | -7.05 | 9574.89 |
85 | 2009.11.24 01:00 | sell | 43 | 0.10 | 88.911 | 0.000 | 0.000 | ||
86 | 2009.11.27 11:00 | close | 43 | 0.10 | 86.525 | 0.000 | 0.000 | 275.38 | 9850.26 |
87 | 2009.11.27 11:00 | buy | 44 | 0.10 | 86.525 | 0.000 | 0.000 | ||
88 | 2009.11.27 12:00 | close | 44 | 0.10 | 86.391 | 0.000 | 0.000 | -15.51 | 9834.75 |
89 | 2009.11.27 12:00 | sell | 45 | 0.10 | 86.391 | 0.000 | 0.000 | ||
90 | 2009.11.27 13:00 | close | 45 | 0.10 | 86.506 | 0.000 | 0.000 | -13.29 | 9821.46 |
91 | 2009.11.27 13:00 | buy | 46 | 0.10 | 86.506 | 0.000 | 0.000 | ||
92 | 2009.11.27 22:59 | close at stop | 46 | 0.10 | 86.462 | 0.000 | 0.000 | -5.09 | 9816.37 |