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 | Lots=1; StopLoss=70; Slippage=3; DecreaseFactor=3; MagicNumber=77777; Stop=10; MAPeriod=10; MaximumRisk=0.08; EA_Name=""EK"; | ||||
Bars in test | 551 | Ticks modelled | 11401 | Modelling quality | n/a |
Mismatched charts errors | 4 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -586.28 | Gross profit | 1133.08 | Gross loss | -1719.36 |
Profit factor | 0.66 | Expected payoff | -11.96 | ||
Absolute drawdown | 796.06 | Maximal drawdown | 1000.02 (9.80%) | Relative drawdown | 9.80% (1000.02) |
Total trades | 49 | Short positions (won %) | 16 (43.75%) | Long positions (won %) | 33 (75.76%) |
Profit trades (% of total) | 32 (65.31%) | Loss trades (% of total) | 17 (34.69%) | ||
Largest | profit trade | 165.74 | loss trade | -107.60 | |
Average | profit trade | 35.41 | loss trade | -101.14 | |
Maximum | consecutive wins (profit in money) | 10 (273.64) | consecutive losses (loss in money) | 4 (-403.31) | |
Maximal | consecutive profit (count of wins) | 273.64 (10) | consecutive loss (count of losses) | -403.31 (4) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 03:45 | sell | 1 | 1.00 | 90.354 | 90.444 | 0.000 | ||
2 | 2009.11.03 03:59 | close | 1 | 1.00 | 90.342 | 90.444 | 0.000 | 13.28 | 10013.28 |
3 | 2009.11.03 13:50 | buy | 2 | 1.00 | 90.119 | 90.029 | 0.000 | ||
4 | 2009.11.03 13:52 | close | 2 | 1.00 | 90.131 | 90.029 | 0.000 | 13.31 | 10026.59 |
5 | 2009.11.03 14:00 | buy | 3 | 1.00 | 90.190 | 90.100 | 0.000 | ||
6 | 2009.11.03 14:10 | close | 3 | 1.00 | 90.216 | 90.100 | 0.000 | 28.82 | 10055.41 |
7 | 2009.11.03 14:45 | buy | 4 | 1.00 | 90.199 | 90.109 | 0.000 | ||
8 | 2009.11.03 15:03 | close | 4 | 1.00 | 90.255 | 90.109 | 0.000 | 62.05 | 10117.46 |
9 | 2009.11.04 16:26 | sell | 5 | 1.00 | 90.671 | 90.761 | 0.000 | ||
10 | 2009.11.04 16:26 | close | 5 | 1.00 | 90.661 | 90.761 | 0.000 | 11.03 | 10128.49 |
11 | 2009.11.04 16:30 | sell | 6 | 1.00 | 90.643 | 90.733 | 0.000 | ||
12 | 2009.11.04 16:45 | s/l | 6 | 1.00 | 90.733 | 90.733 | 0.000 | -99.13 | 10029.36 |
13 | 2009.11.04 16:45 | sell | 7 | 1.00 | 90.762 | 90.852 | 0.000 | ||
14 | 2009.11.04 17:10 | s/l | 7 | 1.00 | 90.852 | 90.852 | 0.000 | -99.04 | 9930.32 |
15 | 2009.11.05 14:20 | buy | 8 | 1.00 | 90.327 | 90.237 | 0.000 | ||
16 | 2009.11.05 14:27 | close | 8 | 1.00 | 90.359 | 90.237 | 0.000 | 35.41 | 9965.73 |
17 | 2009.11.06 04:50 | sell | 9 | 1.00 | 90.712 | 90.802 | 0.000 | ||
18 | 2009.11.06 04:57 | close | 9 | 1.00 | 90.695 | 90.802 | 0.000 | 18.74 | 9984.47 |
19 | 2009.11.06 13:20 | buy | 10 | 1.00 | 90.568 | 90.478 | 0.000 | ||
20 | 2009.11.06 13:27 | close | 10 | 1.00 | 90.595 | 90.478 | 0.000 | 29.80 | 10014.27 |
21 | 2009.11.06 13:27 | buy | 11 | 1.00 | 90.575 | 90.485 | 0.000 | ||
22 | 2009.11.06 13:43 | close | 11 | 1.00 | 90.607 | 90.485 | 0.000 | 35.32 | 10049.59 |
23 | 2009.11.06 14:20 | buy | 12 | 1.00 | 90.534 | 90.444 | 0.000 | ||
24 | 2009.11.06 14:23 | close | 12 | 1.00 | 90.547 | 90.444 | 0.000 | 14.36 | 10063.95 |
25 | 2009.11.09 02:22 | buy | 13 | 1.00 | 90.023 | 89.933 | 0.000 | ||
26 | 2009.11.09 02:40 | close | 13 | 1.00 | 90.045 | 89.933 | 0.000 | 24.43 | 10088.38 |
27 | 2009.11.09 02:59 | buy | 14 | 1.00 | 90.037 | 89.947 | 0.000 | ||
28 | 2009.11.09 03:10 | close | 14 | 1.00 | 90.084 | 89.947 | 0.000 | 52.17 | 10140.55 |
29 | 2009.11.09 18:02 | buy | 15 | 1.00 | 89.926 | 89.836 | 0.000 | ||
30 | 2009.11.09 18:20 | close | 15 | 1.00 | 89.941 | 89.836 | 0.000 | 16.68 | 10157.23 |
31 | 2009.11.10 22:15 | buy | 16 | 1.00 | 89.841 | 89.751 | 0.000 | ||
32 | 2009.11.10 23:20 | close | 16 | 1.00 | 89.872 | 89.751 | 0.000 | 34.49 | 10191.72 |
33 | 2009.11.10 23:27 | buy | 17 | 1.00 | 89.832 | 89.742 | 0.000 | ||
34 | 2009.11.10 23:37 | close | 17 | 1.00 | 89.843 | 89.742 | 0.000 | 12.24 | 10203.96 |
35 | 2009.11.10 23:40 | buy | 18 | 1.00 | 89.838 | 89.748 | 0.000 | ||
36 | 2009.11.11 00:15 | s/l | 18 | 1.00 | 89.748 | 89.748 | 0.000 | -99.84 | 10104.12 |
37 | 2009.11.11 07:12 | buy | 19 | 1.00 | 89.662 | 89.572 | 0.000 | ||
38 | 2009.11.11 07:15 | close | 19 | 1.00 | 89.730 | 89.572 | 0.000 | 75.78 | 10179.90 |
39 | 2009.11.11 15:26 | sell | 20 | 1.00 | 89.836 | 89.926 | 0.000 | ||
40 | 2009.11.11 15:50 | s/l | 20 | 1.00 | 89.926 | 89.926 | 0.000 | -100.08 | 10079.82 |
41 | 2009.11.11 17:00 | sell | 21 | 1.00 | 89.825 | 89.915 | 0.000 | ||
42 | 2009.11.11 17:15 | s/l | 21 | 1.00 | 89.915 | 89.915 | 0.000 | -100.09 | 9979.73 |
43 | 2009.11.12 08:15 | buy | 22 | 1.00 | 89.815 | 89.725 | 0.000 | ||
44 | 2009.11.12 08:32 | s/l | 22 | 1.00 | 89.725 | 89.725 | 0.000 | -100.39 | 9879.34 |
45 | 2009.11.13 01:45 | sell | 23 | 1.00 | 90.304 | 90.394 | 0.000 | ||
46 | 2009.11.13 01:59 | close | 23 | 1.00 | 90.290 | 90.394 | 0.000 | 15.51 | 9894.85 |
47 | 2009.11.16 08:10 | buy | 24 | 1.00 | 89.590 | 89.500 | 0.000 | ||
48 | 2009.11.16 08:20 | s/l | 24 | 1.00 | 89.500 | 89.500 | 0.000 | -100.59 | 9794.26 |
49 | 2009.11.16 12:32 | buy | 25 | 1.00 | 89.567 | 89.477 | 0.000 | ||
50 | 2009.11.16 12:45 | close | 25 | 1.00 | 89.595 | 89.477 | 0.000 | 31.25 | 9825.51 |
51 | 2009.11.16 13:10 | buy | 26 | 1.00 | 89.555 | 89.465 | 0.000 | ||
52 | 2009.11.16 14:45 | s/l | 26 | 1.00 | 89.465 | 89.465 | 0.000 | -100.61 | 9724.90 |
53 | 2009.11.17 11:00 | buy | 27 | 1.00 | 89.030 | 88.940 | 0.000 | ||
54 | 2009.11.17 11:07 | s/l | 27 | 1.00 | 88.940 | 88.940 | 0.000 | -101.20 | 9623.70 |
55 | 2009.11.17 20:00 | sell | 28 | 1.00 | 89.214 | 89.304 | 0.000 | ||
56 | 2009.11.17 20:20 | s/l | 28 | 1.00 | 89.304 | 89.304 | 0.000 | -100.76 | 9522.94 |
57 | 2009.11.17 23:00 | sell | 29 | 1.00 | 89.244 | 89.334 | 0.000 | ||
58 | 2009.11.17 23:15 | s/l | 29 | 1.00 | 89.334 | 89.334 | 0.000 | -100.74 | 9422.20 |
59 | 2009.11.18 01:15 | sell | 30 | 1.00 | 89.291 | 89.381 | 0.000 | ||
60 | 2009.11.18 01:27 | close | 30 | 1.00 | 89.280 | 89.381 | 0.000 | 12.32 | 9434.52 |
61 | 2009.11.18 14:00 | buy | 31 | 1.00 | 89.160 | 89.070 | 0.000 | ||
62 | 2009.11.18 14:15 | close | 31 | 1.00 | 89.173 | 89.070 | 0.000 | 14.58 | 9449.10 |
63 | 2009.11.18 14:27 | buy | 32 | 1.00 | 89.171 | 89.081 | 0.000 | ||
64 | 2009.11.18 14:45 | close | 32 | 1.00 | 89.201 | 89.081 | 0.000 | 33.63 | 9482.73 |
65 | 2009.11.18 15:20 | buy | 33 | 1.00 | 89.075 | 88.985 | 0.000 | ||
66 | 2009.11.18 15:22 | close | 33 | 1.00 | 89.099 | 88.985 | 0.000 | 26.94 | 9509.67 |
67 | 2009.11.18 15:25 | buy | 34 | 1.00 | 89.097 | 89.007 | 0.000 | ||
68 | 2009.11.18 15:27 | close | 34 | 1.00 | 89.142 | 89.007 | 0.000 | 50.48 | 9560.15 |
69 | 2009.11.18 15:27 | buy | 35 | 1.00 | 89.135 | 89.045 | 0.000 | ||
70 | 2009.11.18 15:40 | close | 35 | 1.00 | 89.176 | 89.045 | 0.000 | 45.98 | 9606.13 |
71 | 2009.11.18 23:00 | sell | 36 | 1.00 | 89.297 | 89.387 | 0.000 | ||
72 | 2009.11.19 00:20 | s/l | 36 | 1.00 | 89.387 | 89.387 | 0.000 | -107.60 | 9498.53 |
73 | 2009.11.19 18:15 | buy | 37 | 1.00 | 88.924 | 88.834 | 0.000 | ||
74 | 2009.11.19 18:37 | close | 37 | 1.00 | 88.935 | 88.834 | 0.000 | 12.37 | 9510.90 |
75 | 2009.11.19 18:40 | buy | 38 | 1.00 | 88.922 | 88.832 | 0.000 | ||
76 | 2009.11.19 20:10 | close | 38 | 1.00 | 88.945 | 88.832 | 0.000 | 25.86 | 9536.76 |
77 | 2009.11.20 13:07 | buy | 39 | 1.00 | 88.885 | 88.795 | 0.000 | ||
78 | 2009.11.20 13:10 | close | 39 | 1.00 | 88.949 | 88.795 | 0.000 | 71.95 | 9608.71 |
79 | 2009.11.20 20:40 | sell | 40 | 1.00 | 88.945 | 89.035 | 0.000 | ||
80 | 2009.11.20 21:20 | s/l | 40 | 1.00 | 89.035 | 89.035 | 0.000 | -101.07 | 9507.64 |
81 | 2009.11.23 11:00 | buy | 41 | 1.00 | 88.885 | 88.795 | 0.000 | ||
82 | 2009.11.23 14:45 | s/l | 41 | 1.00 | 88.795 | 88.795 | 0.000 | -101.37 | 9406.27 |
83 | 2009.11.23 16:02 | buy | 42 | 1.00 | 88.849 | 88.759 | 0.000 | ||
84 | 2009.11.23 16:10 | close | 42 | 1.00 | 88.904 | 88.759 | 0.000 | 61.86 | 9468.13 |
85 | 2009.11.23 22:00 | sell | 43 | 1.00 | 88.955 | 89.045 | 0.000 | ||
86 | 2009.11.23 22:40 | s/l | 43 | 1.00 | 89.045 | 89.045 | 0.000 | -101.07 | 9367.06 |
87 | 2009.11.23 23:15 | sell | 44 | 1.00 | 88.994 | 89.084 | 0.000 | ||
88 | 2009.11.24 00:45 | close | 44 | 1.00 | 88.954 | 89.084 | 0.000 | 42.66 | 9409.72 |
89 | 2009.11.25 01:33 | buy | 45 | 1.00 | 88.518 | 88.428 | 0.000 | ||
90 | 2009.11.25 01:46 | s/l | 45 | 1.00 | 88.428 | 88.428 | 0.000 | -101.78 | 9307.94 |
91 | 2009.11.26 22:00 | buy | 46 | 1.00 | 86.641 | 86.551 | 0.000 | ||
92 | 2009.11.26 22:03 | s/l | 46 | 1.00 | 86.551 | 86.551 | 0.000 | -104.00 | 9203.94 |
93 | 2009.11.27 06:45 | buy | 47 | 1.00 | 86.083 | 85.993 | 0.000 | ||
94 | 2009.11.27 06:47 | close | 47 | 1.00 | 86.108 | 85.993 | 0.000 | 29.03 | 9232.97 |
95 | 2009.11.27 09:07 | buy | 48 | 1.00 | 86.139 | 86.049 | 0.000 | ||
96 | 2009.11.27 09:10 | close | 48 | 1.00 | 86.282 | 86.049 | 0.000 | 165.74 | 9398.71 |
97 | 2009.11.27 21:57 | sell | 49 | 1.00 | 86.597 | 86.687 | 0.000 | ||
98 | 2009.11.27 21:59 | close | 49 | 1.00 | 86.584 | 86.687 | 0.000 | 15.01 | 9413.72 |