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 | AccountIsMini=false; MoneyManagement=false; str1="""; TradeSizePercent=5; Lots=0.1; StopLoss=70; FirstLevel=10; SecondLevel=20; TakeProfit1=30; TakeProfit2=20; TakeProfit3=10; str2="""; str3="""; str4="""; str5="""; UseTrailingStop=false; TrailingStopType=2; TrailingStop=5; MACDOpenLevel=5; MACDCloseLevel=1; MATrendPeriod=21; SignalCandle=1; UseDST=false; StartTime2Normal=1; StopTime2Normal=20; | ||||
Bars in test | 551 | Ticks modelled | 11401 | Modelling quality | n/a |
Mismatched charts errors | 4 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -1155.89 | Gross profit | 633.74 | Gross loss | -1789.63 |
Profit factor | 0.35 | Expected payoff | -27.52 | ||
Absolute drawdown | 1164.60 | Maximal drawdown | 1201.05 (11.97%) | Relative drawdown | 11.97% (1201.05) |
Total trades | 42 | Short positions (won %) | 6 (66.67%) | Long positions (won %) | 36 (41.67%) |
Profit trades (% of total) | 19 (45.24%) | Loss trades (% of total) | 23 (54.76%) | ||
Largest | profit trade | 33.66 | loss trade | -78.73 | |
Average | profit trade | 33.35 | loss trade | -77.81 | |
Maximum | consecutive wins (profit in money) | 3 (99.36) | consecutive losses (loss in money) | 3 (-233.69) | |
Maximal | consecutive profit (count of wins) | 99.36 (3) | consecutive loss (count of losses) | -233.69 (3) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 16:00 | buy | 1 | 1.00 | 90.454 | 90.384 | 90.484 | ||
2 | 2009.11.03 16:02 | t/p | 1 | 1.00 | 90.484 | 90.384 | 90.484 | 33.14 | 10033.14 |
3 | 2009.11.03 16:02 | buy | 2 | 1.00 | 90.573 | 90.503 | 90.603 | ||
4 | 2009.11.03 16:10 | s/l | 2 | 1.00 | 90.503 | 90.503 | 90.603 | -77.36 | 9955.78 |
5 | 2009.11.03 16:10 | buy | 3 | 1.00 | 90.500 | 90.430 | 90.530 | ||
6 | 2009.11.03 16:15 | s/l | 3 | 1.00 | 90.430 | 90.430 | 90.530 | -77.43 | 9878.35 |
7 | 2009.11.03 16:15 | buy | 4 | 1.00 | 90.427 | 90.357 | 90.457 | ||
8 | 2009.11.03 16:20 | s/l | 4 | 1.00 | 90.357 | 90.357 | 90.457 | -77.51 | 9800.84 |
9 | 2009.11.03 16:20 | buy | 5 | 1.00 | 90.330 | 90.260 | 90.360 | ||
10 | 2009.11.03 16:27 | t/p | 5 | 1.00 | 90.360 | 90.260 | 90.360 | 33.19 | 9834.03 |
11 | 2009.11.03 16:27 | buy | 6 | 1.00 | 90.427 | 90.357 | 90.457 | ||
12 | 2009.11.03 16:27 | s/l | 6 | 1.00 | 90.357 | 90.357 | 90.457 | -77.50 | 9756.53 |
13 | 2009.11.03 16:27 | buy | 7 | 1.00 | 90.348 | 90.278 | 90.378 | ||
14 | 2009.11.03 16:32 | t/p | 7 | 1.00 | 90.378 | 90.278 | 90.378 | 33.18 | 9789.71 |
15 | 2009.11.03 16:32 | buy | 8 | 1.00 | 90.433 | 90.363 | 90.463 | ||
16 | 2009.11.03 16:45 | s/l | 8 | 1.00 | 90.363 | 90.363 | 90.463 | -77.47 | 9712.24 |
17 | 2009.11.03 16:45 | buy | 9 | 1.00 | 90.374 | 90.304 | 90.404 | ||
18 | 2009.11.03 17:10 | s/l | 9 | 1.00 | 90.304 | 90.304 | 90.404 | -77.52 | 9634.72 |
19 | 2009.11.05 15:00 | buy | 10 | 1.00 | 90.588 | 90.518 | 90.618 | ||
20 | 2009.11.05 15:02 | t/p | 10 | 1.00 | 90.618 | 90.518 | 90.618 | 33.10 | 9667.82 |
21 | 2009.11.05 15:02 | buy | 11 | 1.00 | 90.648 | 90.578 | 90.678 | ||
22 | 2009.11.05 15:15 | s/l | 11 | 1.00 | 90.578 | 90.578 | 90.678 | -77.29 | 9590.53 |
23 | 2009.11.05 15:15 | buy | 12 | 1.00 | 90.579 | 90.509 | 90.609 | ||
24 | 2009.11.05 15:32 | s/l | 12 | 1.00 | 90.509 | 90.509 | 90.609 | -77.39 | 9513.14 |
25 | 2009.11.05 15:32 | buy | 13 | 1.00 | 90.470 | 90.400 | 90.500 | ||
26 | 2009.11.05 15:40 | t/p | 13 | 1.00 | 90.500 | 90.400 | 90.500 | 33.14 | 9546.28 |
27 | 2009.11.05 15:40 | buy | 14 | 1.00 | 90.545 | 90.475 | 90.575 | ||
28 | 2009.11.05 15:45 | t/p | 14 | 1.00 | 90.575 | 90.475 | 90.575 | 33.12 | 9579.40 |
29 | 2009.11.05 15:45 | buy | 15 | 1.00 | 90.601 | 90.531 | 90.631 | ||
30 | 2009.11.05 15:50 | t/p | 15 | 1.00 | 90.631 | 90.531 | 90.631 | 33.10 | 9612.50 |
31 | 2009.11.05 15:50 | buy | 16 | 1.00 | 90.657 | 90.587 | 90.687 | ||
32 | 2009.11.05 15:57 | s/l | 16 | 1.00 | 90.587 | 90.587 | 90.687 | -77.30 | 9535.20 |
33 | 2009.11.05 15:57 | buy | 17 | 1.00 | 90.582 | 90.512 | 90.612 | ||
34 | 2009.11.05 16:20 | s/l | 17 | 1.00 | 90.512 | 90.512 | 90.612 | -77.37 | 9457.83 |
35 | 2009.11.10 12:00 | buy | 18 | 1.00 | 90.123 | 90.053 | 90.153 | ||
36 | 2009.11.10 12:07 | t/p | 18 | 1.00 | 90.153 | 90.053 | 90.153 | 33.28 | 9491.11 |
37 | 2009.11.10 12:07 | buy | 19 | 1.00 | 90.180 | 90.110 | 90.210 | ||
38 | 2009.11.10 12:15 | s/l | 19 | 1.00 | 90.110 | 90.110 | 90.210 | -77.71 | 9413.40 |
39 | 2009.11.10 12:15 | buy | 20 | 1.00 | 90.097 | 90.027 | 90.127 | ||
40 | 2009.11.10 12:32 | t/p | 20 | 1.00 | 90.127 | 90.027 | 90.127 | 33.28 | 9446.68 |
41 | 2009.11.10 12:32 | buy | 21 | 1.00 | 90.163 | 90.093 | 90.193 | ||
42 | 2009.11.10 12:45 | s/l | 21 | 1.00 | 90.093 | 90.093 | 90.193 | -77.73 | 9368.95 |
43 | 2009.11.10 12:45 | buy | 22 | 1.00 | 90.078 | 90.008 | 90.108 | ||
44 | 2009.11.10 12:50 | s/l | 22 | 1.00 | 90.008 | 90.008 | 90.108 | -77.78 | 9291.17 |
45 | 2009.11.10 12:50 | buy | 23 | 1.00 | 90.021 | 89.951 | 90.051 | ||
46 | 2009.11.10 12:57 | t/p | 23 | 1.00 | 90.051 | 89.951 | 90.051 | 33.31 | 9324.48 |
47 | 2009.11.10 12:57 | buy | 24 | 1.00 | 90.078 | 90.008 | 90.108 | ||
48 | 2009.11.10 13:20 | t/p | 24 | 1.00 | 90.108 | 90.008 | 90.108 | 33.29 | 9357.77 |
49 | 2009.11.11 09:00 | buy | 25 | 1.00 | 90.029 | 89.959 | 90.059 | ||
50 | 2009.11.11 09:10 | s/l | 25 | 1.00 | 89.959 | 89.959 | 90.059 | -77.83 | 9279.94 |
51 | 2009.11.11 09:10 | buy | 26 | 1.00 | 89.964 | 89.894 | 89.994 | ||
52 | 2009.11.11 09:15 | s/l | 26 | 1.00 | 89.894 | 89.894 | 89.994 | -77.89 | 9202.05 |
53 | 2009.11.11 09:15 | buy | 27 | 1.00 | 89.893 | 89.823 | 89.923 | ||
54 | 2009.11.11 09:20 | s/l | 27 | 1.00 | 89.823 | 89.823 | 89.923 | -77.97 | 9124.08 |
55 | 2009.11.11 09:20 | buy | 28 | 1.00 | 89.800 | 89.730 | 89.830 | ||
56 | 2009.11.11 09:27 | t/p | 28 | 1.00 | 89.830 | 89.730 | 89.830 | 33.38 | 9157.46 |
57 | 2009.11.11 09:27 | buy | 29 | 1.00 | 89.893 | 89.823 | 89.923 | ||
58 | 2009.11.11 09:27 | s/l | 29 | 1.00 | 89.823 | 89.823 | 89.923 | -77.95 | 9079.51 |
59 | 2009.11.11 09:27 | buy | 30 | 1.00 | 89.822 | 89.752 | 89.852 | ||
60 | 2009.11.11 09:50 | t/p | 30 | 1.00 | 89.852 | 89.752 | 89.852 | 33.39 | 9112.90 |
61 | 2009.11.11 09:50 | buy | 31 | 1.00 | 89.884 | 89.814 | 89.914 | ||
62 | 2009.11.11 10:15 | s/l | 31 | 1.00 | 89.814 | 89.814 | 89.914 | -77.94 | 9034.96 |
63 | 2009.11.18 05:00 | sell | 32 | 1.00 | 89.232 | 89.302 | 89.202 | ||
64 | 2009.11.18 05:15 | t/p | 32 | 1.00 | 89.202 | 89.302 | 89.202 | 33.63 | 9068.59 |
65 | 2009.11.18 05:15 | sell | 33 | 1.00 | 89.175 | 89.245 | 89.145 | ||
66 | 2009.11.18 06:10 | t/p | 33 | 1.00 | 89.145 | 89.245 | 89.145 | 33.66 | 9102.25 |
67 | 2009.11.18 16:00 | buy | 34 | 1.00 | 89.256 | 89.186 | 89.286 | ||
68 | 2009.11.18 16:15 | s/l | 34 | 1.00 | 89.186 | 89.186 | 89.286 | -78.49 | 9023.76 |
69 | 2009.11.18 16:15 | buy | 35 | 1.00 | 89.202 | 89.132 | 89.232 | ||
70 | 2009.11.18 16:20 | s/l | 35 | 1.00 | 89.132 | 89.132 | 89.232 | -78.55 | 8945.21 |
71 | 2009.11.18 16:20 | buy | 36 | 1.00 | 89.146 | 89.076 | 89.176 | ||
72 | 2009.11.18 16:27 | t/p | 36 | 1.00 | 89.176 | 89.076 | 89.176 | 33.64 | 8978.85 |
73 | 2009.11.18 16:27 | buy | 37 | 1.00 | 89.202 | 89.132 | 89.232 | ||
74 | 2009.11.18 16:50 | t/p | 37 | 1.00 | 89.232 | 89.132 | 89.232 | 33.61 | 9012.46 |
75 | 2009.11.18 16:50 | buy | 38 | 1.00 | 89.286 | 89.216 | 89.316 | ||
76 | 2009.11.18 17:02 | s/l | 38 | 1.00 | 89.216 | 89.216 | 89.316 | -78.46 | 8934.00 |
77 | 2009.11.19 03:00 | sell | 39 | 1.00 | 89.175 | 89.245 | 89.145 | ||
78 | 2009.11.19 03:07 | t/p | 39 | 1.00 | 89.145 | 89.245 | 89.145 | 33.65 | 8967.65 |
79 | 2009.11.19 03:07 | sell | 40 | 1.00 | 89.120 | 89.190 | 89.090 | ||
80 | 2009.11.19 03:15 | s/l | 40 | 1.00 | 89.190 | 89.190 | 89.090 | -78.46 | 8889.19 |
81 | 2009.11.19 03:15 | sell | 41 | 1.00 | 89.193 | 89.263 | 89.163 | ||
82 | 2009.11.19 04:20 | t/p | 41 | 1.00 | 89.163 | 89.263 | 89.163 | 33.65 | 8922.84 |
83 | 2009.11.24 02:00 | sell | 42 | 1.00 | 88.839 | 88.909 | 88.809 | ||
84 | 2009.11.24 03:33 | s/l | 42 | 1.00 | 88.909 | 88.909 | 88.809 | -78.73 | 8844.11 |