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 | ExpertID=14488; TakeProfit=300; StopLoss=150; LotSize=0.1; useTakeProfit=false; useStopLoss=false; CloseOrdersOnNextDot=false; UseTripleIndicators=false; TradeDelay=false; UseMoneyManagement=false; AccountIsMicro=false; Risk=10; useTimeFilter=false; startTradeTime=7; endTradeTime=22; useTripleExit=false; Slippage=3; BuyComment=""TripleX"; SellComment=""TripleX"; | ||||
Bars in test | 551 | Ticks modelled | 11401 | Modelling quality | n/a |
Mismatched charts errors | 4 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 5.61 | Gross profit | 337.70 | Gross loss | -332.09 |
Profit factor | 1.02 | Expected payoff | 0.27 | ||
Absolute drawdown | 331.14 | Maximal drawdown | 485.13 (4.78%) | Relative drawdown | 4.78% (485.13) |
Total trades | 21 | Short positions (won %) | 12 (25.00%) | Long positions (won %) | 9 (0.00%) |
Profit trades (% of total) | 3 (14.29%) | Loss trades (% of total) | 18 (85.71%) | ||
Largest | profit trade | 112.57 | loss trade | -49.78 | |
Average | profit trade | 112.57 | loss trade | -18.45 | |
Maximum | consecutive wins (profit in money) | 3 (337.70) | consecutive losses (loss in money) | 15 (-281.84) | |
Maximal | consecutive profit (count of wins) | 337.70 (3) | consecutive loss (count of losses) | -281.84 (15) | |
Average | consecutive wins | 3 | consecutive losses | 9 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 09:50 | buy | 1 | 0.10 | 90.087 | 89.937 | 0.000 | ||
2 | 2009.11.03 09:50 | buy | 2 | 0.10 | 90.087 | 89.937 | 0.000 | ||
3 | 2009.11.03 09:50 | buy | 3 | 0.10 | 90.087 | 89.937 | 0.000 | ||
4 | 2009.11.03 10:20 | s/l | 1 | 0.10 | 89.937 | 89.937 | 0.000 | -16.68 | 9983.32 |
5 | 2009.11.03 10:20 | s/l | 2 | 0.10 | 89.937 | 89.937 | 0.000 | -16.68 | 9966.64 |
6 | 2009.11.03 10:20 | s/l | 3 | 0.10 | 89.937 | 89.937 | 0.000 | -16.68 | 9949.96 |
7 | 2009.11.04 16:10 | buy | 4 | 0.10 | 90.691 | 90.541 | 0.000 | ||
8 | 2009.11.04 16:10 | buy | 5 | 0.10 | 90.691 | 90.541 | 0.000 | ||
9 | 2009.11.04 16:10 | buy | 6 | 0.10 | 90.691 | 90.541 | 0.000 | ||
10 | 2009.11.05 00:02 | modify | 6 | 0.10 | 90.691 | 90.242 | 0.000 | ||
11 | 2009.11.05 01:20 | s/l | 4 | 0.10 | 90.541 | 90.541 | 0.000 | -16.58 | 9933.38 |
12 | 2009.11.05 01:20 | s/l | 5 | 0.10 | 90.541 | 90.541 | 0.000 | -16.58 | 9916.80 |
13 | 2009.11.05 09:40 | s/l | 6 | 0.10 | 90.242 | 90.242 | 0.000 | -49.78 | 9867.02 |
14 | 2009.11.05 13:15 | sell | 7 | 0.10 | 90.384 | 90.534 | 0.000 | ||
15 | 2009.11.05 13:15 | sell | 8 | 0.10 | 90.384 | 90.534 | 0.000 | ||
16 | 2009.11.05 13:15 | sell | 9 | 0.10 | 90.384 | 90.534 | 0.000 | ||
17 | 2009.11.05 14:45 | s/l | 7 | 0.10 | 90.534 | 90.534 | 0.000 | -16.56 | 9850.46 |
18 | 2009.11.05 14:45 | s/l | 8 | 0.10 | 90.534 | 90.534 | 0.000 | -16.56 | 9833.90 |
19 | 2009.11.05 14:45 | s/l | 9 | 0.10 | 90.534 | 90.534 | 0.000 | -16.56 | 9817.34 |
20 | 2009.11.05 14:45 | sell | 10 | 0.10 | 90.529 | 90.679 | 0.000 | ||
21 | 2009.11.05 14:45 | sell | 11 | 0.10 | 90.529 | 90.679 | 0.000 | ||
22 | 2009.11.05 14:45 | sell | 12 | 0.10 | 90.529 | 90.679 | 0.000 | ||
23 | 2009.11.05 19:20 | s/l | 10 | 0.10 | 90.679 | 90.679 | 0.000 | -16.54 | 9800.80 |
24 | 2009.11.05 19:20 | s/l | 11 | 0.10 | 90.679 | 90.679 | 0.000 | -16.54 | 9784.26 |
25 | 2009.11.05 19:20 | s/l | 12 | 0.10 | 90.679 | 90.679 | 0.000 | -16.54 | 9767.72 |
26 | 2009.11.05 19:20 | sell | 13 | 0.10 | 90.666 | 90.816 | 0.000 | ||
27 | 2009.11.05 19:20 | sell | 14 | 0.10 | 90.666 | 90.816 | 0.000 | ||
28 | 2009.11.05 19:20 | sell | 15 | 0.10 | 90.666 | 90.816 | 0.000 | ||
29 | 2009.11.05 23:20 | s/l | 13 | 0.10 | 90.816 | 90.816 | 0.000 | -16.52 | 9751.20 |
30 | 2009.11.05 23:20 | s/l | 14 | 0.10 | 90.816 | 90.816 | 0.000 | -16.52 | 9734.68 |
31 | 2009.11.05 23:20 | s/l | 15 | 0.10 | 90.816 | 90.816 | 0.000 | -16.52 | 9718.16 |
32 | 2009.11.05 23:50 | sell | 16 | 0.10 | 90.722 | 90.872 | 0.000 | ||
33 | 2009.11.05 23:50 | sell | 17 | 0.10 | 90.722 | 90.872 | 0.000 | ||
34 | 2009.11.05 23:50 | sell | 18 | 0.10 | 90.722 | 90.872 | 0.000 | ||
35 | 2009.11.06 00:02 | modify | 18 | 0.10 | 90.722 | 91.556 | 0.000 | ||
36 | 2009.11.11 00:52 | close | 18 | 0.10 | 89.711 | 91.556 | 0.000 | 112.57 | 9830.73 |
37 | 2009.11.11 00:52 | close | 17 | 0.10 | 89.711 | 90.872 | 0.000 | 112.57 | 9943.30 |
38 | 2009.11.11 00:52 | close | 16 | 0.10 | 89.711 | 90.872 | 0.000 | 112.57 | 10055.86 |
39 | 2009.11.11 00:52 | buy | 19 | 0.10 | 89.711 | 89.561 | 0.000 | ||
40 | 2009.11.11 00:52 | buy | 20 | 0.10 | 89.711 | 89.561 | 0.000 | ||
41 | 2009.11.11 00:52 | buy | 21 | 0.10 | 89.711 | 89.561 | 0.000 | ||
42 | 2009.11.11 01:15 | s/l | 19 | 0.10 | 89.561 | 89.561 | 0.000 | -16.75 | 10039.11 |
43 | 2009.11.11 01:15 | s/l | 20 | 0.10 | 89.561 | 89.561 | 0.000 | -16.75 | 10022.36 |
44 | 2009.11.11 01:15 | s/l | 21 | 0.10 | 89.561 | 89.561 | 0.000 | -16.75 | 10005.61 |