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 | _______Position_______=""""; Pip_Value=10; Lots=1; TP=0; SL=0; _______Session_______=""""; From_Hour=13; From_Min=0; To_Hour=18; To_Min=30; ______TrailingStop_____=""""; TS_Mode=0; TS_Trigger=15; _______Indicators______=""""; Breakout_Pips=5; | ||||
| Bars in test | 551 | Ticks modelled | 11401 | Modelling quality | n/a |
| Mismatched charts errors | 4 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -6816.21 | Gross profit | 1692.48 | Gross loss | -8508.69 |
| Profit factor | 0.20 | Expected payoff | -98.79 | ||
| Absolute drawdown | 7487.71 | Maximal drawdown | 7487.71 (74.88%) | Relative drawdown | 74.88% (7487.71) |
| Total trades | 69 | Short positions (won %) | 35 (22.86%) | Long positions (won %) | 34 (23.53%) |
| Profit trades (% of total) | 16 (23.19%) | Loss trades (% of total) | 53 (76.81%) | ||
| Largest | profit trade | 430.59 | loss trade | -1006.39 | |
| Average | profit trade | 105.78 | loss trade | -160.54 | |
| Maximum | consecutive wins (profit in money) | 2 (473.21) | consecutive losses (loss in money) | 18 (-2689.95) | |
| Maximal | consecutive profit (count of wins) | 473.21 (2) | consecutive loss (count of losses) | -2689.95 (18) | |
| Average | consecutive wins | 1 | consecutive losses | 5 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.04 13:02 | sell | 1 | 1.00 | 90.804 | 0.000 | 0.000 | ||
| 2 | 2009.11.04 14:02 | close | 1 | 1.00 | 91.002 | 0.000 | 0.000 | -217.58 | 9782.42 |
| 3 | 2009.11.04 14:02 | buy | 2 | 1.00 | 91.002 | 0.000 | 0.000 | ||
| 4 | 2009.11.04 15:02 | close | 2 | 1.00 | 90.734 | 0.000 | 0.000 | -295.37 | 9487.05 |
| 5 | 2009.11.04 15:02 | sell | 3 | 1.00 | 90.734 | 0.000 | 0.000 | ||
| 6 | 2009.11.04 19:05 | close | 3 | 1.00 | 90.932 | 0.000 | 0.000 | -217.75 | 9269.30 |
| 7 | 2009.11.05 13:02 | buy | 4 | 1.00 | 90.275 | 0.000 | 0.000 | ||
| 8 | 2009.11.05 14:02 | close | 4 | 1.00 | 90.436 | 0.000 | 0.000 | 178.03 | 9447.33 |
| 9 | 2009.11.05 14:02 | sell | 5 | 1.00 | 90.436 | 0.000 | 0.000 | ||
| 10 | 2009.11.05 15:02 | close | 5 | 1.00 | 90.647 | 0.000 | 0.000 | -232.77 | 9214.56 |
| 11 | 2009.11.05 15:02 | buy | 6 | 1.00 | 90.647 | 0.000 | 0.000 | ||
| 12 | 2009.11.05 16:05 | close | 6 | 1.00 | 90.586 | 0.000 | 0.000 | -67.34 | 9147.22 |
| 13 | 2009.11.05 16:05 | sell | 7 | 1.00 | 90.586 | 0.000 | 0.000 | ||
| 14 | 2009.11.05 18:02 | close | 7 | 1.00 | 90.479 | 0.000 | 0.000 | 118.26 | 9265.48 |
| 15 | 2009.11.05 18:02 | buy | 8 | 1.00 | 90.479 | 0.000 | 0.000 | ||
| 16 | 2009.11.05 20:02 | close | 8 | 1.00 | 90.650 | 0.000 | 0.000 | 188.64 | 9454.12 |
| 17 | 2009.11.06 13:02 | sell | 9 | 1.00 | 90.665 | 0.000 | 0.000 | ||
| 18 | 2009.11.06 14:03 | close | 9 | 1.00 | 90.730 | 0.000 | 0.000 | -71.64 | 9382.48 |
| 19 | 2009.11.06 14:03 | buy | 10 | 1.00 | 90.730 | 0.000 | 0.000 | ||
| 20 | 2009.11.06 17:05 | close | 10 | 1.00 | 89.826 | 0.000 | 0.000 | -1006.39 | 8376.09 |
| 21 | 2009.11.06 17:05 | sell | 11 | 1.00 | 89.826 | 0.000 | 0.000 | ||
| 22 | 2009.11.06 18:02 | close | 11 | 1.00 | 89.948 | 0.000 | 0.000 | -135.63 | 8240.46 |
| 23 | 2009.11.06 18:02 | buy | 12 | 1.00 | 89.948 | 0.000 | 0.000 | ||
| 24 | 2009.11.06 22:02 | close | 12 | 1.00 | 89.951 | 0.000 | 0.000 | 3.34 | 8243.80 |
| 25 | 2009.11.09 13:02 | sell | 13 | 1.00 | 89.867 | 0.000 | 0.000 | ||
| 26 | 2009.11.09 14:02 | close | 13 | 1.00 | 90.027 | 0.000 | 0.000 | -177.72 | 8066.08 |
| 27 | 2009.11.09 14:02 | buy | 14 | 1.00 | 90.027 | 0.000 | 0.000 | ||
| 28 | 2009.11.09 15:05 | close | 14 | 1.00 | 89.841 | 0.000 | 0.000 | -207.03 | 7859.05 |
| 29 | 2009.11.09 15:05 | sell | 15 | 1.00 | 89.841 | 0.000 | 0.000 | ||
| 30 | 2009.11.09 16:02 | close | 15 | 1.00 | 89.875 | 0.000 | 0.000 | -37.83 | 7821.22 |
| 31 | 2009.11.09 16:02 | buy | 16 | 1.00 | 89.875 | 0.000 | 0.000 | ||
| 32 | 2009.11.09 17:02 | close | 16 | 1.00 | 89.808 | 0.000 | 0.000 | -74.60 | 7746.62 |
| 33 | 2009.11.09 17:02 | sell | 17 | 1.00 | 89.808 | 0.000 | 0.000 | ||
| 34 | 2009.11.09 20:05 | close | 17 | 1.00 | 89.984 | 0.000 | 0.000 | -195.59 | 7551.03 |
| 35 | 2009.11.10 13:02 | buy | 18 | 1.00 | 90.043 | 0.000 | 0.000 | ||
| 36 | 2009.11.10 14:02 | close | 18 | 1.00 | 89.803 | 0.000 | 0.000 | -267.25 | 7283.78 |
| 37 | 2009.11.10 14:02 | sell | 19 | 1.00 | 89.803 | 0.000 | 0.000 | ||
| 38 | 2009.11.10 15:02 | close | 19 | 1.00 | 89.834 | 0.000 | 0.000 | -34.51 | 7249.27 |
| 39 | 2009.11.10 15:02 | buy | 20 | 1.00 | 89.834 | 0.000 | 0.000 | ||
| 40 | 2009.11.10 16:05 | close | 20 | 1.00 | 89.819 | 0.000 | 0.000 | -16.70 | 7232.57 |
| 41 | 2009.11.10 16:05 | sell | 21 | 1.00 | 89.819 | 0.000 | 0.000 | ||
| 42 | 2009.11.10 18:02 | close | 21 | 1.00 | 89.863 | 0.000 | 0.000 | -48.96 | 7183.61 |
| 43 | 2009.11.10 18:02 | buy | 22 | 1.00 | 89.863 | 0.000 | 0.000 | ||
| 44 | 2009.11.10 19:02 | close | 22 | 1.00 | 89.743 | 0.000 | 0.000 | -133.72 | 7049.89 |
| 45 | 2009.11.11 15:03 | sell | 23 | 1.00 | 89.768 | 0.000 | 0.000 | ||
| 46 | 2009.11.11 18:02 | close | 23 | 1.00 | 89.930 | 0.000 | 0.000 | -180.14 | 6869.75 |
| 47 | 2009.11.11 18:02 | buy | 24 | 1.00 | 89.930 | 0.000 | 0.000 | ||
| 48 | 2009.11.11 19:05 | close | 24 | 1.00 | 89.873 | 0.000 | 0.000 | -63.42 | 6806.33 |
| 49 | 2009.11.12 14:02 | sell | 25 | 1.00 | 89.965 | 0.000 | 0.000 | ||
| 50 | 2009.11.12 15:03 | close | 25 | 1.00 | 90.292 | 0.000 | 0.000 | -362.16 | 6444.17 |
| 51 | 2009.11.12 15:03 | buy | 26 | 1.00 | 90.292 | 0.000 | 0.000 | ||
| 52 | 2009.11.12 16:02 | close | 26 | 1.00 | 90.276 | 0.000 | 0.000 | -17.72 | 6426.45 |
| 53 | 2009.11.12 16:02 | sell | 27 | 1.00 | 90.276 | 0.000 | 0.000 | ||
| 54 | 2009.11.12 17:03 | close | 27 | 1.00 | 90.553 | 0.000 | 0.000 | -305.90 | 6120.55 |
| 55 | 2009.11.12 17:03 | buy | 28 | 1.00 | 90.553 | 0.000 | 0.000 | ||
| 56 | 2009.11.12 18:02 | close | 28 | 1.00 | 90.369 | 0.000 | 0.000 | -203.61 | 5916.94 |
| 57 | 2009.11.12 18:02 | sell | 29 | 1.00 | 90.369 | 0.000 | 0.000 | ||
| 58 | 2009.11.12 19:02 | close | 29 | 1.00 | 90.451 | 0.000 | 0.000 | -90.66 | 5826.28 |
| 59 | 2009.11.13 13:02 | buy | 30 | 1.00 | 89.809 | 0.000 | 0.000 | ||
| 60 | 2009.11.13 20:02 | close | 30 | 1.00 | 89.565 | 0.000 | 0.000 | -272.43 | 5553.85 |
| 61 | 2009.11.16 13:03 | sell | 31 | 1.00 | 89.565 | 0.000 | 0.000 | ||
| 62 | 2009.11.16 14:02 | close | 31 | 1.00 | 89.563 | 0.000 | 0.000 | 2.23 | 5556.08 |
| 63 | 2009.11.16 14:02 | buy | 32 | 1.00 | 89.563 | 0.000 | 0.000 | ||
| 64 | 2009.11.16 16:02 | close | 32 | 1.00 | 89.436 | 0.000 | 0.000 | -142.00 | 5414.08 |
| 65 | 2009.11.16 16:02 | sell | 33 | 1.00 | 89.436 | 0.000 | 0.000 | ||
| 66 | 2009.11.16 18:02 | close | 33 | 1.00 | 89.331 | 0.000 | 0.000 | 117.54 | 5531.62 |
| 67 | 2009.11.16 18:02 | buy | 34 | 1.00 | 89.331 | 0.000 | 0.000 | ||
| 68 | 2009.11.16 20:02 | close | 34 | 1.00 | 89.009 | 0.000 | 0.000 | -361.76 | 5169.86 |
| 69 | 2009.11.17 14:02 | sell | 35 | 1.00 | 89.245 | 0.000 | 0.000 | ||
| 70 | 2009.11.17 15:02 | close | 35 | 1.00 | 89.317 | 0.000 | 0.000 | -80.61 | 5089.25 |
| 71 | 2009.11.17 15:02 | buy | 36 | 1.00 | 89.317 | 0.000 | 0.000 | ||
| 72 | 2009.11.17 17:02 | close | 36 | 1.00 | 89.346 | 0.000 | 0.000 | 32.46 | 5121.71 |
| 73 | 2009.11.17 17:02 | sell | 37 | 1.00 | 89.346 | 0.000 | 0.000 | ||
| 74 | 2009.11.17 20:05 | close | 37 | 1.00 | 89.242 | 0.000 | 0.000 | 116.54 | 5238.25 |
| 75 | 2009.11.18 13:03 | buy | 38 | 1.00 | 89.168 | 0.000 | 0.000 | ||
| 76 | 2009.11.18 14:02 | close | 38 | 1.00 | 89.123 | 0.000 | 0.000 | -50.49 | 5187.76 |
| 77 | 2009.11.18 14:02 | sell | 39 | 1.00 | 89.123 | 0.000 | 0.000 | ||
| 78 | 2009.11.18 15:02 | close | 39 | 1.00 | 89.293 | 0.000 | 0.000 | -190.38 | 4997.38 |
| 79 | 2009.11.18 15:02 | buy | 40 | 1.00 | 89.293 | 0.000 | 0.000 | ||
| 80 | 2009.11.18 17:02 | close | 40 | 1.00 | 89.214 | 0.000 | 0.000 | -88.55 | 4908.83 |
| 81 | 2009.11.18 17:02 | sell | 41 | 1.00 | 89.214 | 0.000 | 0.000 | ||
| 82 | 2009.11.18 22:02 | close | 41 | 1.00 | 89.413 | 0.000 | 0.000 | -222.56 | 4686.27 |
| 83 | 2009.11.19 13:02 | buy | 42 | 1.00 | 88.960 | 0.000 | 0.000 | ||
| 84 | 2009.11.19 14:05 | close | 42 | 1.00 | 88.877 | 0.000 | 0.000 | -93.39 | 4592.88 |
| 85 | 2009.11.19 14:05 | sell | 43 | 1.00 | 88.877 | 0.000 | 0.000 | ||
| 86 | 2009.11.19 16:03 | close | 43 | 1.00 | 88.795 | 0.000 | 0.000 | 92.35 | 4685.23 |
| 87 | 2009.11.19 16:03 | buy | 44 | 1.00 | 88.795 | 0.000 | 0.000 | ||
| 88 | 2009.11.19 18:05 | close | 44 | 1.00 | 88.940 | 0.000 | 0.000 | 163.03 | 4848.26 |
| 89 | 2009.11.19 18:05 | sell | 45 | 1.00 | 88.940 | 0.000 | 0.000 | ||
| 90 | 2009.11.19 23:02 | close | 45 | 1.00 | 89.041 | 0.000 | 0.000 | -113.43 | 4734.83 |
| 91 | 2009.11.20 13:05 | buy | 46 | 1.00 | 88.919 | 0.000 | 0.000 | ||
| 92 | 2009.11.20 14:02 | close | 46 | 1.00 | 88.946 | 0.000 | 0.000 | 30.36 | 4765.19 |
| 93 | 2009.11.20 14:02 | sell | 47 | 1.00 | 88.946 | 0.000 | 0.000 | ||
| 94 | 2009.11.20 16:02 | close | 47 | 1.00 | 89.103 | 0.000 | 0.000 | -176.20 | 4588.99 |
| 95 | 2009.11.20 16:02 | buy | 48 | 1.00 | 89.103 | 0.000 | 0.000 | ||
| 96 | 2009.11.20 18:03 | close | 48 | 1.00 | 88.862 | 0.000 | 0.000 | -271.21 | 4317.78 |
| 97 | 2009.11.20 18:03 | sell | 49 | 1.00 | 88.862 | 0.000 | 0.000 | ||
| 98 | 2009.11.20 19:02 | close | 49 | 1.00 | 88.970 | 0.000 | 0.000 | -121.39 | 4196.39 |
| 99 | 2009.11.23 13:02 | buy | 50 | 1.00 | 88.871 | 0.000 | 0.000 | ||
| 100 | 2009.11.23 14:02 | close | 50 | 1.00 | 88.839 | 0.000 | 0.000 | -36.02 | 4160.37 |
| 101 | 2009.11.23 14:02 | sell | 51 | 1.00 | 88.839 | 0.000 | 0.000 | ||
| 102 | 2009.11.23 15:02 | close | 51 | 1.00 | 88.856 | 0.000 | 0.000 | -19.13 | 4141.24 |
| 103 | 2009.11.23 15:02 | buy | 52 | 1.00 | 88.856 | 0.000 | 0.000 | ||
| 104 | 2009.11.23 16:02 | close | 52 | 1.00 | 88.829 | 0.000 | 0.000 | -30.40 | 4110.84 |
| 105 | 2009.11.23 16:02 | sell | 53 | 1.00 | 88.829 | 0.000 | 0.000 | ||
| 106 | 2009.11.23 19:02 | close | 53 | 1.00 | 89.138 | 0.000 | 0.000 | -346.65 | 3764.19 |
| 107 | 2009.11.24 13:02 | buy | 54 | 1.00 | 88.703 | 0.000 | 0.000 | ||
| 108 | 2009.11.24 14:05 | close | 54 | 1.00 | 88.564 | 0.000 | 0.000 | -156.95 | 3607.24 |
| 109 | 2009.11.24 14:05 | sell | 55 | 1.00 | 88.564 | 0.000 | 0.000 | ||
| 110 | 2009.11.24 15:05 | close | 55 | 1.00 | 88.439 | 0.000 | 0.000 | 141.34 | 3748.58 |
| 111 | 2009.11.24 15:05 | buy | 56 | 1.00 | 88.439 | 0.000 | 0.000 | ||
| 112 | 2009.11.24 17:02 | close | 56 | 1.00 | 88.466 | 0.000 | 0.000 | 30.52 | 3779.10 |
| 113 | 2009.11.24 17:02 | sell | 57 | 1.00 | 88.466 | 0.000 | 0.000 | ||
| 114 | 2009.11.24 22:10 | close | 57 | 1.00 | 88.553 | 0.000 | 0.000 | -98.25 | 3680.85 |
| 115 | 2009.11.25 13:02 | buy | 58 | 1.00 | 87.776 | 0.000 | 0.000 | ||
| 116 | 2009.11.25 15:02 | close | 58 | 1.00 | 87.509 | 0.000 | 0.000 | -305.11 | 3375.74 |
| 117 | 2009.11.25 15:02 | sell | 59 | 1.00 | 87.509 | 0.000 | 0.000 | ||
| 118 | 2009.11.25 16:03 | close | 59 | 1.00 | 87.633 | 0.000 | 0.000 | -141.50 | 3234.24 |
| 119 | 2009.11.25 16:03 | buy | 60 | 1.00 | 87.633 | 0.000 | 0.000 | ||
| 120 | 2009.11.25 17:02 | close | 60 | 1.00 | 87.614 | 0.000 | 0.000 | -21.69 | 3212.55 |
| 121 | 2009.11.25 17:02 | sell | 61 | 1.00 | 87.614 | 0.000 | 0.000 | ||
| 122 | 2009.11.25 18:02 | close | 61 | 1.00 | 87.697 | 0.000 | 0.000 | -94.64 | 3117.91 |
| 123 | 2009.11.25 18:02 | buy | 62 | 1.00 | 87.697 | 0.000 | 0.000 | ||
| 124 | 2009.11.25 19:02 | close | 62 | 1.00 | 87.656 | 0.000 | 0.000 | -46.77 | 3071.14 |
| 125 | 2009.11.26 15:02 | sell | 63 | 1.00 | 86.591 | 0.000 | 0.000 | ||
| 126 | 2009.11.26 16:02 | close | 63 | 1.00 | 86.673 | 0.000 | 0.000 | -94.61 | 2976.53 |
| 127 | 2009.11.26 16:02 | buy | 64 | 1.00 | 86.673 | 0.000 | 0.000 | ||
| 128 | 2009.11.26 17:02 | close | 64 | 1.00 | 86.483 | 0.000 | 0.000 | -219.70 | 2756.83 |
| 129 | 2009.11.26 17:02 | sell | 65 | 1.00 | 86.483 | 0.000 | 0.000 | ||
| 130 | 2009.11.26 18:02 | close | 65 | 1.00 | 86.479 | 0.000 | 0.000 | 4.63 | 2761.46 |
| 131 | 2009.11.26 18:02 | buy | 66 | 1.00 | 86.479 | 0.000 | 0.000 | ||
| 132 | 2009.11.26 21:02 | close | 66 | 1.00 | 86.462 | 0.000 | 0.000 | -19.66 | 2741.80 |
| 133 | 2009.11.27 13:02 | sell | 67 | 1.00 | 86.457 | 0.000 | 0.000 | ||
| 134 | 2009.11.27 14:02 | close | 67 | 1.00 | 86.484 | 0.000 | 0.000 | -31.22 | 2710.58 |
| 135 | 2009.11.27 14:02 | buy | 68 | 1.00 | 86.484 | 0.000 | 0.000 | ||
| 136 | 2009.11.27 18:02 | close | 68 | 1.00 | 86.858 | 0.000 | 0.000 | 430.59 | 3141.17 |
| 137 | 2009.11.27 18:02 | sell | 69 | 1.00 | 86.858 | 0.000 | 0.000 | ||
| 138 | 2009.11.27 19:02 | close | 69 | 1.00 | 86.821 | 0.000 | 0.000 | 42.62 | 3183.79 |