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 | MagicNumber=564342; SignalMail=false; EachTickMode=false; Lots=0.1; Slippage=2; StopLossMode=false; StopLoss=300; TakeProfitMode=false; TakeProfit=600; TrailingStopMode=false; TrailingStop=300; | ||||
Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
Mismatched charts errors | 113 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -121.20 | Gross profit | 456.10 | Gross loss | -577.30 |
Profit factor | 0.79 | Expected payoff | -3.56 | ||
Absolute drawdown | 246.70 | Maximal drawdown | 282.80 (2.82%) | Relative drawdown | 2.82% (282.80) |
Total trades | 34 | Short positions (won %) | 17 (41.18%) | Long positions (won %) | 17 (11.76%) |
Profit trades (% of total) | 9 (26.47%) | Loss trades (% of total) | 25 (73.53%) | ||
Largest | profit trade | 157.07 | loss trade | -99.06 | |
Average | profit trade | 50.68 | loss trade | -23.09 | |
Maximum | consecutive wins (profit in money) | 3 (89.30) | consecutive losses (loss in money) | 6 (-118.33) | |
Maximal | consecutive profit (count of wins) | 157.07 (1) | consecutive loss (count of losses) | -149.49 (2) | |
Average | consecutive wins | 1 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 03:00 | buy | 1 | 0.10 | 90.386 | 0.000 | 0.000 | ||
2 | 2009.11.03 06:00 | close | 1 | 0.10 | 90.186 | 0.000 | 0.000 | -22.18 | 9977.82 |
3 | 2009.11.03 07:00 | sell | 2 | 0.10 | 90.268 | 0.000 | 0.000 | ||
4 | 2009.11.03 17:00 | close | 2 | 0.10 | 90.345 | 0.000 | 0.000 | -8.52 | 9969.30 |
5 | 2009.11.03 18:00 | buy | 3 | 0.10 | 90.317 | 0.000 | 0.000 | ||
6 | 2009.11.04 03:00 | close | 3 | 0.10 | 90.197 | 0.000 | 0.000 | -13.27 | 9956.03 |
7 | 2009.11.04 04:00 | sell | 4 | 0.10 | 90.230 | 0.000 | 0.000 | ||
8 | 2009.11.04 10:00 | close | 4 | 0.10 | 90.689 | 0.000 | 0.000 | -50.61 | 9905.42 |
9 | 2009.11.04 11:00 | buy | 5 | 0.10 | 90.954 | 0.000 | 0.000 | ||
10 | 2009.11.05 00:00 | close | 5 | 0.10 | 90.844 | 0.000 | 0.000 | -12.01 | 9893.41 |
11 | 2009.11.05 01:00 | sell | 6 | 0.10 | 90.688 | 0.000 | 0.000 | ||
12 | 2009.11.05 15:00 | close | 6 | 0.10 | 90.587 | 0.000 | 0.000 | 11.15 | 9904.56 |
13 | 2009.11.05 16:00 | buy | 7 | 0.10 | 90.616 | 0.000 | 0.000 | ||
14 | 2009.11.06 05:00 | close | 7 | 0.10 | 90.688 | 0.000 | 0.000 | 7.97 | 9912.53 |
15 | 2009.11.06 06:00 | sell | 8 | 0.10 | 90.690 | 0.000 | 0.000 | ||
16 | 2009.11.06 16:00 | close | 8 | 0.10 | 90.058 | 0.000 | 0.000 | 70.18 | 9982.71 |
17 | 2009.11.06 18:00 | sell | 9 | 0.10 | 89.857 | 0.000 | 0.000 | ||
18 | 2009.11.09 10:00 | close | 9 | 0.10 | 90.134 | 0.000 | 0.000 | -30.81 | 9951.91 |
19 | 2009.11.09 11:00 | buy | 10 | 0.10 | 90.034 | 0.000 | 0.000 | ||
20 | 2009.11.10 08:00 | close | 10 | 0.10 | 89.849 | 0.000 | 0.000 | -20.56 | 9931.35 |
21 | 2009.11.10 09:00 | sell | 11 | 0.10 | 89.854 | 0.000 | 0.000 | ||
22 | 2009.11.11 10:00 | close | 11 | 0.10 | 89.864 | 0.000 | 0.000 | -1.19 | 9930.16 |
23 | 2009.11.11 11:00 | buy | 12 | 0.10 | 89.940 | 0.000 | 0.000 | ||
24 | 2009.11.12 04:00 | close | 12 | 0.10 | 89.845 | 0.000 | 0.000 | -10.47 | 9919.69 |
25 | 2009.11.12 05:00 | sell | 13 | 0.10 | 89.740 | 0.000 | 0.000 | ||
26 | 2009.11.12 15:00 | close | 13 | 0.10 | 90.165 | 0.000 | 0.000 | -47.14 | 9872.55 |
27 | 2009.11.12 16:00 | buy | 14 | 0.10 | 90.315 | 0.000 | 0.000 | ||
28 | 2009.11.13 03:00 | close | 14 | 0.10 | 90.241 | 0.000 | 0.000 | -8.17 | 9864.39 |
29 | 2009.11.13 04:00 | sell | 15 | 0.10 | 90.209 | 0.000 | 0.000 | ||
30 | 2009.11.16 05:00 | close | 15 | 0.10 | 89.655 | 0.000 | 0.000 | 61.71 | 9926.10 |
31 | 2009.11.16 06:00 | buy | 16 | 0.10 | 89.590 | 0.000 | 0.000 | ||
32 | 2009.11.16 11:00 | close | 16 | 0.10 | 89.450 | 0.000 | 0.000 | -15.65 | 9910.45 |
33 | 2009.11.16 12:00 | sell | 17 | 0.10 | 89.495 | 0.000 | 0.000 | ||
34 | 2009.11.17 07:00 | close | 17 | 0.10 | 89.100 | 0.000 | 0.000 | 44.25 | 9954.70 |
35 | 2009.11.17 08:00 | buy | 18 | 0.10 | 89.063 | 0.000 | 0.000 | ||
36 | 2009.11.17 11:00 | close | 18 | 0.10 | 89.010 | 0.000 | 0.000 | -5.95 | 9948.75 |
37 | 2009.11.17 12:00 | sell | 19 | 0.10 | 89.050 | 0.000 | 0.000 | ||
38 | 2009.11.17 13:00 | close | 19 | 0.10 | 89.155 | 0.000 | 0.000 | -11.78 | 9936.97 |
39 | 2009.11.17 14:00 | buy | 20 | 0.10 | 89.285 | 0.000 | 0.000 | ||
40 | 2009.11.18 06:00 | close | 20 | 0.10 | 89.180 | 0.000 | 0.000 | -11.74 | 9925.23 |
41 | 2009.11.18 07:00 | sell | 21 | 0.10 | 89.160 | 0.000 | 0.000 | ||
42 | 2009.11.18 17:00 | close | 21 | 0.10 | 89.265 | 0.000 | 0.000 | -11.76 | 9913.47 |
43 | 2009.11.18 18:00 | buy | 22 | 0.10 | 89.380 | 0.000 | 0.000 | ||
44 | 2009.11.19 04:00 | close | 22 | 0.10 | 89.185 | 0.000 | 0.000 | -21.76 | 9891.71 |
45 | 2009.11.19 05:00 | sell | 23 | 0.10 | 89.090 | 0.000 | 0.000 | ||
46 | 2009.11.19 19:00 | close | 23 | 0.10 | 88.885 | 0.000 | 0.000 | 23.06 | 9914.77 |
47 | 2009.11.19 20:00 | buy | 24 | 0.10 | 88.939 | 0.000 | 0.000 | ||
48 | 2009.11.20 09:00 | close | 24 | 0.10 | 88.775 | 0.000 | 0.000 | -18.44 | 9896.34 |
49 | 2009.11.20 10:00 | sell | 25 | 0.10 | 88.879 | 0.000 | 0.000 | ||
50 | 2009.11.20 15:00 | close | 25 | 0.10 | 88.988 | 0.000 | 0.000 | -12.25 | 9884.09 |
51 | 2009.11.20 16:00 | buy | 26 | 0.10 | 89.080 | 0.000 | 0.000 | ||
52 | 2009.11.23 02:00 | close | 26 | 0.10 | 88.928 | 0.000 | 0.000 | -17.06 | 9867.03 |
53 | 2009.11.23 03:00 | sell | 27 | 0.10 | 88.923 | 0.000 | 0.000 | ||
54 | 2009.11.23 18:00 | close | 27 | 0.10 | 89.154 | 0.000 | 0.000 | -25.91 | 9841.12 |
55 | 2009.11.23 19:00 | buy | 28 | 0.10 | 89.127 | 0.000 | 0.000 | ||
56 | 2009.11.24 08:00 | close | 28 | 0.10 | 88.683 | 0.000 | 0.000 | -50.04 | 9791.08 |
57 | 2009.11.24 09:00 | sell | 29 | 0.10 | 88.644 | 0.000 | 0.000 | ||
58 | 2009.11.25 02:00 | close | 29 | 0.10 | 88.486 | 0.000 | 0.000 | 17.78 | 9808.87 |
59 | 2009.11.25 03:00 | buy | 30 | 0.10 | 88.271 | 0.000 | 0.000 | ||
60 | 2009.11.25 05:00 | close | 30 | 0.10 | 88.266 | 0.000 | 0.000 | -0.57 | 9808.30 |
61 | 2009.11.25 06:00 | sell | 31 | 0.10 | 88.271 | 0.000 | 0.000 | ||
62 | 2009.11.26 10:00 | close | 31 | 0.10 | 86.904 | 0.000 | 0.000 | 157.07 | 9965.36 |
63 | 2009.11.26 11:00 | buy | 32 | 0.10 | 86.835 | 0.000 | 0.000 | ||
64 | 2009.11.27 00:00 | close | 32 | 0.10 | 86.399 | 0.000 | 0.000 | -50.43 | 9914.94 |
65 | 2009.11.27 01:00 | sell | 33 | 0.10 | 85.153 | 0.000 | 0.000 | ||
66 | 2009.11.27 07:00 | close | 33 | 0.10 | 86.005 | 0.000 | 0.000 | -99.06 | 9815.88 |
67 | 2009.11.27 08:00 | buy | 34 | 0.10 | 85.918 | 0.000 | 0.000 | ||
68 | 2009.11.27 22:59 | close at stop | 34 | 0.10 | 86.462 | 0.000 | 0.000 | 62.92 | 9878.80 |