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 | Shift1=0; Shift2=1; Shift3=2; Shift4=3; TrailingStop=30; StopLoss=0; ProfitTarget=100000; Lots=0.1; RiskManagement=false; RiskPercent=10; magicnumber=777; PolLots=false; MaxOrders=1; | ||||
Bars in test | 551 | Ticks modelled | 11401 | Modelling quality | n/a |
Mismatched charts errors | 4 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 143.14 | Gross profit | 143.14 | Gross loss | 0.00 |
Profit factor | Expected payoff | 5.96 | |||
Absolute drawdown | 138.81 | Maximal drawdown | 154.13 (1.54%) | Relative drawdown | 1.54% (154.13) |
Total trades | 24 | Short positions (won %) | 23 (100.00%) | Long positions (won %) | 1 (100.00%) |
Profit trades (% of total) | 24 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
Largest | profit trade | 13.65 | loss trade | 0.00 | |
Average | profit trade | 5.96 | loss trade | 0.00 | |
Maximum | consecutive wins (profit in money) | 24 (143.14) | consecutive losses (loss in money) | 0 (0.00) | |
Maximal | consecutive profit (count of wins) | 143.14 (24) | consecutive loss (count of losses) | 0.00 (0) | |
Average | consecutive wins | 24 | consecutive losses | 0 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 05:00 | sell | 1 | 0.10 | 90.281 | 0.000 | 0.000 | ||
2 | 2009.11.03 05:20 | modify | 1 | 0.10 | 90.281 | 90.277 | 0.000 | ||
3 | 2009.11.03 05:35 | modify | 1 | 0.10 | 90.281 | 90.274 | 0.000 | ||
4 | 2009.11.03 05:40 | modify | 1 | 0.10 | 90.281 | 90.260 | 0.000 | ||
5 | 2009.11.03 05:45 | modify | 1 | 0.10 | 90.281 | 90.237 | 0.000 | ||
6 | 2009.11.03 05:50 | modify | 1 | 0.10 | 90.281 | 90.208 | 0.000 | ||
7 | 2009.11.03 06:05 | s/l | 1 | 0.10 | 90.208 | 90.208 | 0.000 | 8.09 | 10008.09 |
8 | 2009.11.03 10:00 | sell | 2 | 0.10 | 90.018 | 0.000 | 0.000 | ||
9 | 2009.11.03 10:15 | modify | 2 | 0.10 | 90.018 | 90.018 | 0.000 | ||
10 | 2009.11.03 10:20 | modify | 2 | 0.10 | 90.018 | 89.983 | 0.000 | ||
11 | 2009.11.03 10:27 | s/l | 2 | 0.10 | 89.983 | 89.983 | 0.000 | 3.89 | 10011.98 |
12 | 2009.11.03 11:00 | sell | 3 | 0.10 | 89.956 | 0.000 | 0.000 | ||
13 | 2009.11.06 15:20 | modify | 3 | 0.10 | 89.956 | 89.864 | 0.000 | ||
14 | 2009.11.06 15:22 | s/l | 3 | 0.10 | 89.864 | 89.864 | 0.000 | 9.58 | 10021.56 |
15 | 2009.11.06 17:00 | sell | 4 | 0.10 | 89.841 | 0.000 | 0.000 | ||
16 | 2009.11.06 17:15 | modify | 4 | 0.10 | 89.841 | 89.817 | 0.000 | ||
17 | 2009.11.06 17:20 | modify | 4 | 0.10 | 89.841 | 89.770 | 0.000 | ||
18 | 2009.11.06 17:27 | s/l | 4 | 0.10 | 89.770 | 89.770 | 0.000 | 7.90 | 10029.46 |
19 | 2009.11.09 17:00 | sell | 5 | 0.10 | 89.829 | 0.000 | 0.000 | ||
20 | 2009.11.10 06:45 | modify | 5 | 0.10 | 89.829 | 89.812 | 0.000 | ||
21 | 2009.11.10 06:50 | modify | 5 | 0.10 | 89.829 | 89.726 | 0.000 | ||
22 | 2009.11.10 06:52 | s/l | 5 | 0.10 | 89.726 | 89.726 | 0.000 | 11.35 | 10040.81 |
23 | 2009.11.10 15:00 | sell | 6 | 0.10 | 89.788 | 0.000 | 0.000 | ||
24 | 2009.11.10 15:20 | modify | 6 | 0.10 | 89.788 | 89.764 | 0.000 | ||
25 | 2009.11.10 15:27 | s/l | 6 | 0.10 | 89.764 | 89.764 | 0.000 | 2.67 | 10043.48 |
26 | 2009.11.11 02:00 | sell | 7 | 0.10 | 89.486 | 0.000 | 0.000 | ||
27 | 2009.11.11 05:15 | modify | 7 | 0.10 | 89.486 | 89.451 | 0.000 | ||
28 | 2009.11.11 05:20 | modify | 7 | 0.10 | 89.486 | 89.364 | 0.000 | ||
29 | 2009.11.11 05:22 | s/l | 7 | 0.10 | 89.364 | 89.364 | 0.000 | 13.65 | 10057.13 |
30 | 2009.11.11 09:00 | buy | 8 | 0.10 | 90.028 | 0.000 | 0.000 | ||
31 | 2009.11.12 14:15 | modify | 8 | 0.10 | 90.028 | 90.068 | 0.000 | ||
32 | 2009.11.12 14:20 | modify | 8 | 0.10 | 90.028 | 90.125 | 0.000 | ||
33 | 2009.11.12 14:22 | s/l | 8 | 0.10 | 90.125 | 90.125 | 0.000 | 10.97 | 10068.10 |
34 | 2009.11.13 03:00 | sell | 9 | 0.10 | 90.241 | 0.000 | 0.000 | ||
35 | 2009.11.13 03:46 | modify | 9 | 0.10 | 90.241 | 90.235 | 0.000 | ||
36 | 2009.11.13 04:02 | s/l | 9 | 0.10 | 90.235 | 90.235 | 0.000 | 0.66 | 10068.76 |
37 | 2009.11.13 05:00 | sell | 10 | 0.10 | 90.195 | 0.000 | 0.000 | ||
38 | 2009.11.13 09:16 | modify | 10 | 0.10 | 90.195 | 90.170 | 0.000 | ||
39 | 2009.11.13 09:20 | s/l | 10 | 0.10 | 90.170 | 90.170 | 0.000 | 2.77 | 10071.53 |
40 | 2009.11.13 11:00 | sell | 11 | 0.10 | 89.782 | 0.000 | 0.000 | ||
41 | 2009.11.13 11:02 | modify | 11 | 0.10 | 89.782 | 89.755 | 0.000 | ||
42 | 2009.11.13 11:07 | modify | 11 | 0.10 | 89.782 | 89.742 | 0.000 | ||
43 | 2009.11.13 11:10 | s/l | 11 | 0.10 | 89.742 | 89.742 | 0.000 | 4.46 | 10075.99 |
44 | 2009.11.16 07:00 | sell | 12 | 0.10 | 89.560 | 0.000 | 0.000 | ||
45 | 2009.11.16 07:20 | modify | 12 | 0.10 | 89.560 | 89.525 | 0.000 | ||
46 | 2009.11.16 07:27 | s/l | 12 | 0.10 | 89.525 | 89.525 | 0.000 | 3.91 | 10079.90 |
47 | 2009.11.16 11:00 | sell | 13 | 0.10 | 89.450 | 0.000 | 0.000 | ||
48 | 2009.11.16 11:02 | modify | 13 | 0.10 | 89.450 | 89.420 | 0.000 | ||
49 | 2009.11.16 11:07 | modify | 13 | 0.10 | 89.450 | 89.408 | 0.000 | ||
50 | 2009.11.16 11:10 | s/l | 13 | 0.10 | 89.408 | 89.408 | 0.000 | 4.69 | 10084.59 |
51 | 2009.11.17 09:00 | sell | 14 | 0.10 | 88.845 | 0.000 | 0.000 | ||
52 | 2009.11.17 09:15 | modify | 14 | 0.10 | 88.845 | 88.828 | 0.000 | ||
53 | 2009.11.17 09:20 | modify | 14 | 0.10 | 88.845 | 88.775 | 0.000 | ||
54 | 2009.11.17 09:27 | s/l | 14 | 0.10 | 88.775 | 88.775 | 0.000 | 7.88 | 10092.47 |
55 | 2009.11.17 10:00 | sell | 15 | 0.10 | 88.825 | 0.000 | 0.000 | ||
56 | 2009.11.19 14:45 | modify | 15 | 0.10 | 88.825 | 88.793 | 0.000 | ||
57 | 2009.11.19 14:50 | modify | 15 | 0.10 | 88.825 | 88.715 | 0.000 | ||
58 | 2009.11.19 14:52 | s/l | 15 | 0.10 | 88.715 | 88.715 | 0.000 | 11.86 | 10104.33 |
59 | 2009.11.19 15:00 | sell | 16 | 0.10 | 88.730 | 0.000 | 0.000 | ||
60 | 2009.11.19 15:02 | modify | 16 | 0.10 | 88.730 | 88.697 | 0.000 | ||
61 | 2009.11.19 15:07 | modify | 16 | 0.10 | 88.730 | 88.681 | 0.000 | ||
62 | 2009.11.19 15:10 | s/l | 16 | 0.10 | 88.681 | 88.681 | 0.000 | 5.53 | 10109.86 |
63 | 2009.11.19 16:00 | sell | 17 | 0.10 | 88.708 | 0.000 | 0.000 | ||
64 | 2009.11.23 08:15 | modify | 17 | 0.10 | 88.708 | 88.705 | 0.000 | ||
65 | 2009.11.23 08:20 | modify | 17 | 0.10 | 88.708 | 88.614 | 0.000 | ||
66 | 2009.11.23 08:22 | s/l | 17 | 0.10 | 88.614 | 88.614 | 0.000 | 10.34 | 10120.19 |
67 | 2009.11.23 09:00 | sell | 18 | 0.10 | 88.697 | 0.000 | 0.000 | ||
68 | 2009.11.24 08:07 | modify | 18 | 0.10 | 88.697 | 88.694 | 0.000 | ||
69 | 2009.11.24 08:10 | s/l | 18 | 0.10 | 88.694 | 88.694 | 0.000 | 0.20 | 10120.39 |
70 | 2009.11.24 09:00 | sell | 19 | 0.10 | 88.644 | 0.000 | 0.000 | ||
71 | 2009.11.24 09:15 | modify | 19 | 0.10 | 88.644 | 88.640 | 0.000 | ||
72 | 2009.11.24 09:20 | modify | 19 | 0.10 | 88.644 | 88.599 | 0.000 | ||
73 | 2009.11.24 09:27 | s/l | 19 | 0.10 | 88.599 | 88.599 | 0.000 | 5.08 | 10125.47 |
74 | 2009.11.24 15:00 | sell | 20 | 0.10 | 88.410 | 0.000 | 0.000 | ||
75 | 2009.11.25 02:20 | modify | 20 | 0.10 | 88.410 | 88.353 | 0.000 | ||
76 | 2009.11.25 02:22 | s/l | 20 | 0.10 | 88.353 | 88.353 | 0.000 | 6.32 | 10131.79 |
77 | 2009.11.25 15:00 | sell | 21 | 0.10 | 87.523 | 0.000 | 0.000 | ||
78 | 2009.11.25 19:20 | modify | 21 | 0.10 | 87.523 | 87.511 | 0.000 | ||
79 | 2009.11.25 19:22 | s/l | 21 | 0.10 | 87.511 | 87.511 | 0.000 | 1.37 | 10133.16 |
80 | 2009.11.25 22:00 | sell | 22 | 0.10 | 87.314 | 0.000 | 0.000 | ||
81 | 2009.11.26 00:15 | modify | 22 | 0.10 | 87.314 | 87.299 | 0.000 | ||
82 | 2009.11.26 00:20 | modify | 22 | 0.10 | 87.314 | 87.255 | 0.000 | ||
83 | 2009.11.26 00:27 | s/l | 22 | 0.10 | 87.255 | 87.255 | 0.000 | 6.36 | 10139.52 |
84 | 2009.11.26 06:00 | sell | 23 | 0.10 | 86.366 | 0.000 | 0.000 | ||
85 | 2009.11.26 06:02 | modify | 23 | 0.10 | 86.366 | 86.363 | 0.000 | ||
86 | 2009.11.26 06:05 | s/l | 23 | 0.10 | 86.363 | 86.363 | 0.000 | 0.35 | 10139.87 |
87 | 2009.11.27 01:00 | sell | 24 | 0.10 | 85.153 | 0.000 | 0.000 | ||
88 | 2009.11.27 01:07 | modify | 24 | 0.10 | 85.153 | 85.125 | 0.000 | ||
89 | 2009.11.27 01:10 | s/l | 24 | 0.10 | 85.125 | 85.125 | 0.000 | 3.27 | 10143.14 |