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; MaximumRisk=0.03; DecreaseFactor=3; IncreaseFactor=3; Stop=10; MAPeriod=120; | ||||
Bars in test | 551 | Ticks modelled | 11401 | Modelling quality | n/a |
Mismatched charts errors | 4 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 190.21 | Gross profit | 231.40 | Gross loss | -41.19 |
Profit factor | 5.62 | Expected payoff | 2.88 | ||
Absolute drawdown | 57.88 | Maximal drawdown | 107.26 (1.07%) | Relative drawdown | 1.07% (107.26) |
Total trades | 66 | Short positions (won %) | 60 (98.33%) | Long positions (won %) | 6 (83.33%) |
Profit trades (% of total) | 64 (96.97%) | Loss trades (% of total) | 2 (3.03%) | ||
Largest | profit trade | 9.26 | loss trade | -20.65 | |
Average | profit trade | 3.62 | loss trade | -20.60 | |
Maximum | consecutive wins (profit in money) | 47 (164.79) | consecutive losses (loss in money) | 1 (-20.65) | |
Maximal | consecutive profit (count of wins) | 164.79 (47) | consecutive loss (count of losses) | -20.65 (1) | |
Average | consecutive wins | 21 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 03:50 | sell | 1 | 0.30 | 90.380 | 0.000 | 0.000 | ||
2 | 2009.11.03 03:57 | close | 1 | 0.30 | 90.364 | 0.000 | 0.000 | 5.31 | 10005.31 |
3 | 2009.11.03 18:00 | sell | 2 | 0.30 | 90.297 | 0.000 | 0.000 | ||
4 | 2009.11.03 18:15 | close | 2 | 0.30 | 90.272 | 0.000 | 0.000 | 8.31 | 10013.62 |
5 | 2009.11.03 18:17 | sell | 3 | 0.10 | 90.263 | 0.000 | 0.000 | ||
6 | 2009.11.03 18:20 | close | 3 | 0.10 | 90.231 | 0.000 | 0.000 | 3.55 | 10017.17 |
7 | 2009.11.03 18:40 | sell | 4 | 0.10 | 90.267 | 0.000 | 0.000 | ||
8 | 2009.11.03 19:32 | close | 4 | 0.10 | 90.236 | 0.000 | 0.000 | 3.44 | 10020.61 |
9 | 2009.11.03 19:45 | sell | 5 | 0.10 | 90.313 | 0.000 | 0.000 | ||
10 | 2009.11.03 20:15 | close | 5 | 0.10 | 90.297 | 0.000 | 0.000 | 1.77 | 10022.38 |
11 | 2009.11.03 20:17 | sell | 6 | 0.10 | 90.294 | 0.000 | 0.000 | ||
12 | 2009.11.03 20:20 | close | 6 | 0.10 | 90.234 | 0.000 | 0.000 | 6.65 | 10029.03 |
13 | 2009.11.03 20:27 | sell | 7 | 0.10 | 90.318 | 0.000 | 0.000 | ||
14 | 2009.11.03 21:02 | close | 7 | 0.10 | 90.295 | 0.000 | 0.000 | 2.55 | 10031.58 |
15 | 2009.11.03 21:15 | sell | 8 | 0.10 | 90.321 | 0.000 | 0.000 | ||
16 | 2009.11.03 22:32 | close | 8 | 0.10 | 90.293 | 0.000 | 0.000 | 3.10 | 10034.68 |
17 | 2009.11.03 22:45 | sell | 9 | 0.10 | 90.317 | 0.000 | 0.000 | ||
18 | 2009.11.03 23:02 | close | 9 | 0.10 | 90.302 | 0.000 | 0.000 | 1.66 | 10036.34 |
19 | 2009.11.03 23:20 | sell | 10 | 0.10 | 90.332 | 0.000 | 0.000 | ||
20 | 2009.11.03 23:32 | close | 10 | 0.10 | 90.311 | 0.000 | 0.000 | 2.33 | 10038.67 |
21 | 2009.11.03 23:45 | sell | 11 | 0.10 | 90.328 | 0.000 | 0.000 | ||
22 | 2009.11.04 00:02 | close | 11 | 0.10 | 90.294 | 0.000 | 0.000 | 3.74 | 10042.41 |
23 | 2009.11.04 00:15 | sell | 12 | 0.10 | 90.334 | 0.000 | 0.000 | ||
24 | 2009.11.04 01:20 | close | 12 | 0.10 | 90.271 | 0.000 | 0.000 | 6.98 | 10049.39 |
25 | 2009.11.05 00:15 | buy | 13 | 0.10 | 90.761 | 0.000 | 0.000 | ||
26 | 2009.11.05 17:00 | sell | 14 | 0.10 | 90.575 | 0.000 | 0.000 | ||
27 | 2009.11.05 17:00 | close | 13 | 0.10 | 90.575 | 0.000 | 0.000 | -20.54 | 10028.85 |
28 | 2009.11.05 17:10 | close | 14 | 0.10 | 90.560 | 0.000 | 0.000 | 1.66 | 10030.51 |
29 | 2009.11.05 17:12 | sell | 15 | 0.30 | 90.550 | 0.000 | 0.000 | ||
30 | 2009.11.05 17:15 | close | 15 | 0.30 | 90.533 | 0.000 | 0.000 | 5.63 | 10036.14 |
31 | 2009.11.05 17:17 | sell | 16 | 0.10 | 90.523 | 0.000 | 0.000 | ||
32 | 2009.11.05 17:20 | close | 16 | 0.10 | 90.496 | 0.000 | 0.000 | 2.98 | 10039.12 |
33 | 2009.11.05 17:22 | sell | 17 | 0.10 | 90.495 | 0.000 | 0.000 | ||
34 | 2009.11.05 17:45 | close | 17 | 0.10 | 90.469 | 0.000 | 0.000 | 2.87 | 10041.99 |
35 | 2009.11.05 17:47 | sell | 18 | 0.10 | 90.461 | 0.000 | 0.000 | ||
36 | 2009.11.05 17:50 | close | 18 | 0.10 | 90.424 | 0.000 | 0.000 | 4.09 | 10046.08 |
37 | 2009.11.05 18:10 | sell | 19 | 0.10 | 90.510 | 0.000 | 0.000 | ||
38 | 2009.11.06 06:15 | close | 19 | 0.10 | 90.697 | 0.000 | 0.000 | -20.65 | 10025.42 |
39 | 2009.11.06 06:20 | buy | 20 | 0.30 | 90.680 | 0.000 | 0.000 | ||
40 | 2009.11.06 06:32 | close | 20 | 0.30 | 90.693 | 0.000 | 0.000 | 4.30 | 10029.72 |
41 | 2009.11.06 06:45 | buy | 21 | 0.30 | 90.673 | 0.000 | 0.000 | ||
42 | 2009.11.06 12:20 | close | 21 | 0.30 | 90.701 | 0.000 | 0.000 | 9.26 | 10038.98 |
43 | 2009.11.09 06:00 | sell | 22 | 0.10 | 90.102 | 0.000 | 0.000 | ||
44 | 2009.11.09 06:32 | close | 22 | 0.10 | 90.076 | 0.000 | 0.000 | 2.89 | 10041.87 |
45 | 2009.11.09 06:40 | sell | 23 | 0.10 | 90.087 | 0.000 | 0.000 | ||
46 | 2009.11.09 07:15 | close | 23 | 0.10 | 90.068 | 0.000 | 0.000 | 2.11 | 10043.98 |
47 | 2009.11.09 08:15 | sell | 24 | 0.10 | 90.132 | 0.000 | 0.000 | ||
48 | 2009.11.09 08:50 | close | 24 | 0.10 | 90.114 | 0.000 | 0.000 | 2.00 | 10045.98 |
49 | 2009.11.09 08:52 | sell | 25 | 0.10 | 90.124 | 0.000 | 0.000 | ||
50 | 2009.11.09 09:02 | close | 25 | 0.10 | 90.086 | 0.000 | 0.000 | 4.22 | 10050.20 |
51 | 2009.11.09 09:10 | sell | 26 | 0.10 | 90.104 | 0.000 | 0.000 | ||
52 | 2009.11.09 10:15 | close | 26 | 0.10 | 90.085 | 0.000 | 0.000 | 2.11 | 10052.31 |
53 | 2009.11.09 10:32 | sell | 27 | 0.10 | 90.099 | 0.000 | 0.000 | ||
54 | 2009.11.09 10:45 | close | 27 | 0.10 | 90.062 | 0.000 | 0.000 | 4.11 | 10056.42 |
55 | 2009.11.09 22:00 | sell | 28 | 0.10 | 89.997 | 0.000 | 0.000 | ||
56 | 2009.11.09 22:50 | close | 28 | 0.10 | 89.977 | 0.000 | 0.000 | 2.22 | 10058.64 |
57 | 2009.11.09 22:53 | sell | 29 | 0.10 | 89.969 | 0.000 | 0.000 | ||
58 | 2009.11.09 22:59 | close | 29 | 0.10 | 89.930 | 0.000 | 0.000 | 4.34 | 10062.98 |
59 | 2009.11.09 23:10 | sell | 30 | 0.10 | 89.981 | 0.000 | 0.000 | ||
60 | 2009.11.09 23:45 | close | 30 | 0.10 | 89.970 | 0.000 | 0.000 | 1.22 | 10064.20 |
61 | 2009.11.10 00:00 | sell | 31 | 0.10 | 89.964 | 0.000 | 0.000 | ||
62 | 2009.11.10 00:15 | close | 31 | 0.10 | 89.940 | 0.000 | 0.000 | 2.67 | 10066.87 |
63 | 2009.11.10 00:27 | sell | 32 | 0.10 | 89.960 | 0.000 | 0.000 | ||
64 | 2009.11.10 00:33 | close | 32 | 0.10 | 89.920 | 0.000 | 0.000 | 4.45 | 10071.32 |
65 | 2009.11.10 04:15 | sell | 33 | 0.10 | 89.958 | 0.000 | 0.000 | ||
66 | 2009.11.10 04:45 | close | 33 | 0.10 | 89.933 | 0.000 | 0.000 | 2.78 | 10074.10 |
67 | 2009.11.11 11:00 | sell | 34 | 0.10 | 89.920 | 0.000 | 0.000 | ||
68 | 2009.11.11 11:45 | close | 34 | 0.10 | 89.901 | 0.000 | 0.000 | 2.11 | 10076.21 |
69 | 2009.11.11 11:47 | sell | 35 | 0.10 | 89.899 | 0.000 | 0.000 | ||
70 | 2009.11.11 11:50 | close | 35 | 0.10 | 89.835 | 0.000 | 0.000 | 7.12 | 10083.33 |
71 | 2009.11.11 11:52 | sell | 36 | 0.10 | 89.849 | 0.000 | 0.000 | ||
72 | 2009.11.11 14:20 | close | 36 | 0.10 | 89.807 | 0.000 | 0.000 | 4.68 | 10088.01 |
73 | 2009.11.11 14:37 | sell | 37 | 0.10 | 89.888 | 0.000 | 0.000 | ||
74 | 2009.11.11 14:45 | close | 37 | 0.10 | 89.862 | 0.000 | 0.000 | 2.89 | 10090.90 |
75 | 2009.11.11 15:50 | sell | 38 | 0.10 | 89.906 | 0.000 | 0.000 | ||
76 | 2009.11.11 15:57 | close | 38 | 0.10 | 89.892 | 0.000 | 0.000 | 1.56 | 10092.46 |
77 | 2009.11.11 15:59 | sell | 39 | 0.10 | 89.895 | 0.000 | 0.000 | ||
78 | 2009.11.11 16:15 | close | 39 | 0.10 | 89.871 | 0.000 | 0.000 | 2.67 | 10095.13 |
79 | 2009.11.11 16:27 | sell | 40 | 0.10 | 89.883 | 0.000 | 0.000 | ||
80 | 2009.11.11 16:50 | close | 40 | 0.10 | 89.834 | 0.000 | 0.000 | 5.45 | 10100.58 |
81 | 2009.11.11 18:22 | sell | 41 | 0.10 | 89.871 | 0.000 | 0.000 | ||
82 | 2009.11.11 18:32 | close | 41 | 0.10 | 89.846 | 0.000 | 0.000 | 2.78 | 10103.36 |
83 | 2009.11.11 18:45 | sell | 42 | 0.10 | 89.869 | 0.000 | 0.000 | ||
84 | 2009.11.11 19:20 | close | 42 | 0.10 | 89.834 | 0.000 | 0.000 | 3.90 | 10107.26 |
85 | 2009.11.12 02:02 | sell | 43 | 0.10 | 89.900 | 0.000 | 0.000 | ||
86 | 2009.11.12 02:10 | close | 43 | 0.10 | 89.876 | 0.000 | 0.000 | 2.67 | 10109.93 |
87 | 2009.11.13 04:00 | buy | 44 | 0.10 | 90.228 | 0.000 | 0.000 | ||
88 | 2009.11.13 04:07 | close | 44 | 0.10 | 90.240 | 0.000 | 0.000 | 1.33 | 10111.26 |
89 | 2009.11.13 04:10 | buy | 45 | 0.10 | 90.221 | 0.000 | 0.000 | ||
90 | 2009.11.13 04:50 | close | 45 | 0.10 | 90.250 | 0.000 | 0.000 | 3.21 | 10114.47 |
91 | 2009.11.13 04:57 | buy | 46 | 0.10 | 90.242 | 0.000 | 0.000 | ||
92 | 2009.11.13 07:40 | close | 46 | 0.10 | 90.302 | 0.000 | 0.000 | 6.64 | 10121.11 |
93 | 2009.11.17 16:00 | sell | 47 | 0.10 | 89.275 | 0.000 | 0.000 | ||
94 | 2009.11.17 16:20 | close | 47 | 0.10 | 89.264 | 0.000 | 0.000 | 1.23 | 10122.34 |
95 | 2009.11.17 16:22 | sell | 48 | 0.10 | 89.260 | 0.000 | 0.000 | ||
96 | 2009.11.17 19:50 | close | 48 | 0.10 | 89.209 | 0.000 | 0.000 | 5.72 | 10128.06 |
97 | 2009.11.18 17:45 | sell | 49 | 0.10 | 89.387 | 0.000 | 0.000 | ||
98 | 2009.11.18 18:02 | close | 49 | 0.10 | 89.375 | 0.000 | 0.000 | 1.34 | 10129.40 |
99 | 2009.11.18 19:00 | sell | 50 | 0.10 | 89.420 | 0.000 | 0.000 | ||
100 | 2009.11.18 19:15 | close | 50 | 0.10 | 89.389 | 0.000 | 0.000 | 3.47 | 10132.87 |
101 | 2009.11.18 19:27 | sell | 51 | 0.10 | 89.395 | 0.000 | 0.000 | ||
102 | 2009.11.18 19:33 | close | 51 | 0.10 | 89.380 | 0.000 | 0.000 | 1.68 | 10134.55 |
103 | 2009.11.18 19:43 | sell | 52 | 0.10 | 89.387 | 0.000 | 0.000 | ||
104 | 2009.11.18 22:15 | close | 52 | 0.10 | 89.371 | 0.000 | 0.000 | 1.79 | 10136.34 |
105 | 2009.11.19 23:00 | sell | 53 | 0.10 | 88.958 | 0.000 | 0.000 | ||
106 | 2009.11.19 23:50 | close | 53 | 0.10 | 88.939 | 0.000 | 0.000 | 2.14 | 10138.48 |
107 | 2009.11.19 23:57 | sell | 54 | 0.10 | 88.949 | 0.000 | 0.000 | ||
108 | 2009.11.20 00:10 | close | 54 | 0.10 | 88.937 | 0.000 | 0.000 | 1.32 | 10139.80 |
109 | 2009.11.20 02:00 | sell | 55 | 0.10 | 89.015 | 0.000 | 0.000 | ||
110 | 2009.11.20 02:15 | close | 55 | 0.10 | 88.987 | 0.000 | 0.000 | 3.15 | 10142.95 |
111 | 2009.11.20 02:17 | sell | 56 | 0.10 | 88.976 | 0.000 | 0.000 | ||
112 | 2009.11.20 02:20 | close | 56 | 0.10 | 88.954 | 0.000 | 0.000 | 2.47 | 10145.42 |
113 | 2009.11.20 02:22 | sell | 57 | 0.10 | 88.951 | 0.000 | 0.000 | ||
114 | 2009.11.20 03:20 | close | 57 | 0.10 | 88.899 | 0.000 | 0.000 | 5.85 | 10151.27 |
115 | 2009.11.20 17:02 | sell | 58 | 0.10 | 89.011 | 0.000 | 0.000 | ||
116 | 2009.11.20 17:15 | close | 58 | 0.10 | 88.979 | 0.000 | 0.000 | 3.60 | 10154.87 |
117 | 2009.11.20 17:17 | sell | 59 | 0.10 | 88.968 | 0.000 | 0.000 | ||
118 | 2009.11.20 17:20 | close | 59 | 0.10 | 88.944 | 0.000 | 0.000 | 2.70 | 10157.57 |
119 | 2009.11.20 17:27 | sell | 60 | 0.10 | 88.960 | 0.000 | 0.000 | ||
120 | 2009.11.20 17:45 | close | 60 | 0.10 | 88.947 | 0.000 | 0.000 | 1.46 | 10159.03 |
121 | 2009.11.20 18:45 | sell | 61 | 0.10 | 88.983 | 0.000 | 0.000 | ||
122 | 2009.11.20 18:59 | close | 61 | 0.10 | 88.954 | 0.000 | 0.000 | 3.26 | 10162.29 |
123 | 2009.11.23 20:00 | sell | 62 | 0.10 | 89.078 | 0.000 | 0.000 | ||
124 | 2009.11.23 20:45 | close | 62 | 0.10 | 89.048 | 0.000 | 0.000 | 3.37 | 10165.66 |
125 | 2009.11.23 20:47 | sell | 63 | 0.10 | 89.040 | 0.000 | 0.000 | ||
126 | 2009.11.23 20:50 | close | 63 | 0.10 | 89.004 | 0.000 | 0.000 | 4.04 | 10169.70 |
127 | 2009.11.23 20:52 | sell | 64 | 0.10 | 89.007 | 0.000 | 0.000 | ||
128 | 2009.11.23 21:59 | close | 64 | 0.10 | 88.974 | 0.000 | 0.000 | 3.71 | 10173.41 |
129 | 2009.11.27 12:00 | sell | 65 | 0.10 | 86.391 | 0.000 | 0.000 | ||
130 | 2009.11.27 12:02 | close | 65 | 0.10 | 86.320 | 0.000 | 0.000 | 8.23 | 10181.64 |
131 | 2009.11.27 12:10 | sell | 66 | 0.10 | 86.397 | 0.000 | 0.000 | ||
132 | 2009.11.27 22:46 | close | 66 | 0.10 | 86.323 | 0.000 | 0.000 | 8.57 | 10190.21 |