Strategy Tester Report
USDJPY
AlpariUK-Micro-1 (Build 225)

SymbolUSDJPY (US Dollar vs Japanese Yen)
Period15 Minutes (M15) 2009.01.02 06:00 - 2010.01.28 23:45 (2009.01.01 - 2010.01.29)
ModelEvery tick (the most precise method based on all available least timeframes)
Bars in test15098Ticks modelled4988124Modelling qualityn/a
Mismatched charts errors85017
Initial deposit10000.00
Total net profit509.15Gross profit953.67Gross loss-444.52
Profit factor2.15Expected payoff4.71
Absolute drawdown87.40Maximal drawdown337.42 (3.15%)Relative drawdown3.15% (337.42)
Total trades108Short positions (won %)61 (93.44%)Long positions (won %)47 (91.49%)
Profit trades (% of total)100 (92.59%)Loss trades (% of total)8 (7.41%)
Largestprofit trade51.23loss trade-96.40
Averageprofit trade9.54loss trade-55.57
Maximumconsecutive wins (profit in money)40 (392.89)consecutive losses (loss in money)2 (-130.44)
Maximalconsecutive profit (count of wins)392.89 (40)consecutive loss (count of losses)-130.44 (2)
Averageconsecutive wins14consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12009.01.05 22:03sell10.1093.37093.79092.870
22009.01.05 23:03close10.1093.32493.79092.8704.9310004.93
32009.01.06 22:22buy20.1093.69092.83194.190
42009.01.06 23:00buy30.1093.6500.0000.000
52009.01.06 23:00modify30.1093.65092.87093.960
62009.01.06 23:10close30.1093.71092.87093.9606.4010011.33
72009.01.06 23:18buy40.1093.6500.0000.000
82009.01.06 23:18modify40.1093.65092.87093.960
92009.01.07 01:16close20.1093.70092.83194.1901.0610012.39
102009.01.07 01:16close40.1093.70092.87093.9605.3310017.72
112009.01.12 23:09sell50.1089.3040.0000.000
122009.01.12 23:09modify50.1089.30490.08488.994
132009.01.13 00:27close50.1089.25090.08488.9945.9810023.70
142009.01.13 22:30sell60.1089.27189.88088.771
152009.01.14 01:19close60.1089.27089.88088.7710.0410023.75
162009.01.14 22:39buy70.1088.99088.57089.490
172009.01.14 22:45close70.1089.09088.57089.49011.2210034.97
182009.01.14 23:05buy80.1088.9100.0000.000
192009.01.14 23:05modify80.1088.91088.13089.220
202009.01.14 23:23close80.1088.96388.13089.2205.9610040.93
212009.01.15 22:01sell90.1089.86090.28089.360
222009.01.15 22:47close90.1089.76090.28089.36011.1410052.07
232009.01.20 22:20sell100.1089.87090.96989.370
242009.01.20 22:34close100.1089.77090.96989.37011.1410063.21
252009.01.22 22:59sell110.1088.91089.56088.410
262009.01.22 23:39close110.1088.81089.56088.41011.2610074.47
272009.01.26 23:12buy120.1088.8500.0000.000
282009.01.26 23:12modify120.1088.85088.07089.160
292009.01.26 23:26close120.1088.90288.07089.1605.8510080.32
302009.01.27 23:27sell130.1089.0660.0000.000
312009.01.27 23:27modify130.1089.06689.84688.756
322009.01.28 01:55close130.1089.01489.84688.7565.7710086.09
332009.01.28 22:14sell140.1090.38890.80889.888
342009.01.28 22:49close140.1090.28190.80889.88811.8510097.94
352009.01.29 23:02sell150.1090.0200.0000.000
362009.01.29 23:02modify150.1090.02090.80089.710
372009.01.30 01:26t/p150.1089.71090.80089.71034.4910132.43
382009.02.02 22:12buy160.1089.50388.79090.003
392009.02.02 23:00buy170.1089.4500.0000.000
402009.02.02 23:00modify170.1089.45088.67089.760
412009.02.03 02:12close160.1089.50088.79090.003-0.3510132.08
422009.02.03 02:13close170.1089.50288.67089.7605.8010137.88
432009.02.03 22:22sell180.1089.35989.96088.859
442009.02.03 23:05sell190.1089.4400.0000.000
452009.02.03 23:05modify190.1089.44090.22089.130
462009.02.03 23:43close190.1089.38090.22089.1306.7110144.59
472009.02.03 23:45close180.1089.35889.96088.8590.1110144.70
482009.02.04 23:13buy200.1089.3800.0000.000
492009.02.04 23:13modify200.1089.38088.60089.690
502009.02.05 00:49close200.1089.43088.60089.6905.5610150.26
512009.02.05 22:06buy210.1091.11789.89791.617
522009.02.05 23:00close210.1091.22089.89791.61711.2910161.55
532009.02.10 22:04sell220.1090.32091.54089.820
542009.02.10 23:07close220.1090.30091.54089.8202.2110163.76
552009.02.11 22:12sell230.1090.47090.89089.970
562009.02.11 23:04close230.1090.37090.89089.97011.0710174.83
572009.02.11 23:30buy240.1090.2700.0000.000
582009.02.11 23:30modify240.1090.27089.49090.580
592009.02.11 23:34close240.1090.32589.49090.5806.0910180.92
602009.02.12 22:01sell250.1090.84591.26590.345
612009.02.12 23:07close250.1090.84191.26590.3450.4410181.36
622009.02.16 23:16buy260.1091.6700.0000.000
632009.02.16 23:16modify260.1091.67090.89091.980
642009.02.17 01:17close260.1091.73090.89091.9806.5310187.89
652009.02.17 22:00buy270.1092.28091.53192.780
662009.02.17 22:10close270.1092.38091.53192.78010.8210198.71
672009.02.17 23:36buy280.1092.2700.0000.000
682009.02.17 23:36modify280.1092.27091.49092.580
692009.02.17 23:42close280.1092.32391.49092.5805.7410204.45
702009.02.17 23:43buy290.1092.2800.0000.000
712009.02.17 23:43modify290.1092.28091.50092.590
722009.02.17 23:55close290.1092.33291.50092.5905.6310210.08
732009.02.18 22:09sell300.1093.89094.31093.390
742009.02.18 22:15close300.1093.79094.31093.39010.6610220.74
752009.02.19 23:44buy310.1094.1300.0000.000
762009.02.19 23:44modify310.1094.13093.35094.440
772009.02.20 18:09s/l310.1093.35093.35094.440-83.5810137.16
782009.02.23 22:24sell320.1094.64095.06094.140
792009.02.23 23:24close320.1094.56595.06094.1407.9310145.09
802009.02.24 23:09buy330.1096.5900.0000.000
812009.02.24 23:09modify330.1096.59095.81096.900
822009.02.24 23:17close330.1096.64395.81096.9005.4810150.57
832009.02.25 22:09sell340.1097.72298.14297.222
842009.02.25 22:21close340.1097.62298.14297.22210.2410160.81
852009.02.25 22:39buy350.1097.45596.35097.955
862009.02.26 00:03close350.1097.46096.35097.9550.4810161.28
872009.02.26 22:51sell360.1098.51298.93298.012
882009.02.26 23:31sell370.1098.5700.0000.000
892009.02.26 23:31modify370.1098.57099.35098.260
902009.02.27 01:10t/p370.1098.26099.35098.26031.4810192.77
912009.02.27 01:18t/p360.1098.01298.93298.01250.9510243.72
922009.03.02 22:13buy380.1097.28496.86497.784
932009.03.02 22:37close380.1097.39096.86497.78410.8810254.60
942009.03.02 22:38sell390.1097.41097.90096.910
952009.03.02 23:19close390.1097.30097.90096.91011.3110265.91
962009.03.02 23:55buy400.1097.2100.0000.000
972009.03.02 23:55modify400.1097.21096.43097.520
982009.03.03 01:17close400.1097.26096.43097.5205.1310271.04
992009.03.03 22:38buy410.1098.14897.05198.648
1002009.03.03 23:13close410.1098.25097.05198.64810.3810281.42
1012009.03.04 22:56sell420.1099.14099.56098.640
1022009.03.05 00:21close420.1099.13199.56098.6400.7110282.13
1032009.03.05 22:48sell430.1098.07599.29597.575
1042009.03.05 23:07close430.1097.95099.29597.57512.7610294.89
1052009.03.09 22:05sell440.1098.90099.32098.400
1062009.03.09 22:22close440.1098.74899.32098.40015.3910310.28
1072009.03.09 23:48sell450.1098.9000.0000.000
1082009.03.09 23:48modify450.1098.90099.68098.590
1092009.03.10 01:14close450.1098.84899.68098.5905.1910315.48
1102009.03.12 22:26sell460.1097.82598.52997.325
1112009.03.12 22:47close460.1097.72098.52997.32510.7410326.22
1122009.03.12 22:57buy470.1097.61296.39298.112
1132009.03.12 23:08buy480.1097.4700.0000.000
1142009.03.12 23:08modify480.1097.47096.69097.780
1152009.03.12 23:09close480.1097.52696.69097.7805.7410331.96
1162009.03.12 23:57close470.1097.67596.39298.1126.4510338.41
1172009.03.16 22:16buy490.1098.07097.65098.570
1182009.03.16 22:20close490.1098.17097.65098.57010.1910348.60
1192009.03.17 23:39sell500.1098.6600.0000.000
1202009.03.17 23:39modify500.1098.66099.44098.350
1212009.03.18 02:04close500.1098.60599.44098.3505.5110354.11
1222009.03.18 22:10buy510.1096.10095.66196.600
1232009.03.18 22:25s/l510.1095.66195.66196.600-45.9010308.21
1242009.03.23 22:24sell520.1097.05197.47196.551
1252009.03.23 23:04sell530.1097.1760.0000.000
1262009.03.23 23:04modify530.1097.17697.95696.866
1272009.03.23 23:12close530.1097.12197.95696.8665.6610313.87
1282009.03.23 23:25close520.1097.03697.47196.5511.5510315.42
1292009.03.24 22:13buy540.1097.74897.01598.248
1302009.03.24 22:40close540.1097.84997.01598.24810.3210325.74
1312009.03.24 22:42sell550.1097.90098.56297.400
1322009.03.24 22:56close550.1097.79698.56297.40010.6310336.37
1332009.03.24 23:55sell560.1098.1150.0000.000
1342009.03.24 23:55modify560.1098.11598.89597.805
1352009.03.25 01:23close560.1098.05498.89597.8056.1510342.52
1362009.03.26 22:56sell570.1098.85499.27498.354
1372009.03.26 23:06close570.1098.75299.27498.35410.3310352.85
1382009.03.30 23:58sell580.1097.4460.0000.000
1392009.03.30 23:58modify580.1097.44698.22697.136
1402009.03.31 00:33close580.1097.39598.22697.1365.1710358.03
1412009.03.31 23:07buy590.1098.8620.0000.000
1422009.03.31 23:07modify590.1098.86298.08299.172
1432009.04.01 00:09close590.1098.91698.08299.1725.4510363.48
1442009.04.01 22:31buy600.1098.51598.09599.015
1452009.04.01 23:01buy610.1098.4760.0000.000
1462009.04.01 23:01modify610.1098.47697.69698.786
1472009.04.01 23:09close610.1098.52897.69698.7865.2810368.76
1482009.04.01 23:24close600.1098.61698.09599.01510.2410379.00
1492009.04.02 22:07buy620.1099.45998.38299.959
1502009.04.02 23:16close620.1099.48698.38299.9592.7110381.71
1512009.04.06 23:47sell630.10101.0730.0000.000
1522009.04.06 23:47modify630.10101.073101.853100.763
1532009.04.06 23:52close630.10101.021101.853100.7635.1510386.86
1542009.04.09 23:17buy640.10100.3500.0000.000
1552009.04.09 23:17modify640.10100.35099.570100.660
1562009.04.09 23:27close640.10100.40199.570100.6605.0810391.94
1572009.04.13 22:07buy650.1099.93599.515100.435
1582009.04.13 22:10close650.10100.03799.515100.43510.2010402.14
1592009.04.14 22:25sell660.1098.995100.21598.495
1602009.04.14 23:07close660.1098.895100.21598.49510.1110412.25
1612009.04.14 23:09buy670.1098.7470.0000.000
1622009.04.14 23:09modify670.1098.74797.96799.057
1632009.04.14 23:10close670.1098.80697.96799.0575.9710418.22
1642009.04.14 23:31buy680.1098.7410.0000.000
1652009.04.14 23:31modify680.1098.74197.96199.051
1662009.04.14 23:33close680.1098.80497.96199.0516.3810424.60
1672009.04.15 22:08sell690.1099.39999.81998.899
1682009.04.15 23:08close690.1099.38499.81998.8991.5110426.11
1692009.04.16 23:50sell700.1099.3910.0000.000
1702009.04.16 23:50modify700.1099.391100.17199.081
1712009.04.17 15:13t/p700.1099.081100.17199.08131.2210457.33
1722009.04.20 23:30sell710.1097.9690.0000.000
1732009.04.20 23:30modify710.1097.96998.74997.659
1742009.04.21 01:54close710.1097.91498.74997.6595.5510462.89
1752009.04.22 22:01buy720.1097.96597.54598.465
1762009.04.22 23:01close720.1097.98497.54598.4651.9410464.83
1772009.04.23 22:34sell730.1097.98598.43697.485
1782009.04.23 23:19sell740.1098.0720.0000.000
1792009.04.23 23:19modify740.1098.07298.85297.762
1802009.04.23 23:58close740.1098.02198.85297.7625.2010470.03
1812009.04.24 04:15t/p730.1097.48598.43697.48551.2310521.26
1822009.04.27 23:37buy750.1196.6450.0000.000
1832009.04.27 23:37modify750.1196.64595.86596.955
1842009.04.27 23:55close750.1196.70195.86596.9556.3710527.63
1852009.04.30 23:34buy760.1198.5460.0000.000
1862009.04.30 23:34modify760.1198.54697.76698.856
1872009.04.30 23:38close760.1198.59797.76698.8565.6910533.32
1882009.05.04 22:43buy770.1198.76798.34799.267
1892009.05.04 23:11buy780.1098.7610.0000.000
1902009.05.04 23:11modify780.1098.76197.98199.071
1912009.05.04 23:25close780.1098.81597.98199.0715.4610538.78
1922009.05.04 23:32close770.1198.87398.34799.26711.7910550.57
1932009.05.07 23:02sell790.1199.1430.0000.000
1942009.05.07 23:02modify790.1199.14399.92398.833
1952009.05.08 17:01t/p790.1198.83399.92398.83334.4410585.01
1962009.05.11 22:49sell800.1197.49598.71596.995
1972009.05.11 23:22sell810.1097.5550.0000.000
1982009.05.11 23:22modify810.1097.55598.33597.245
1992009.05.11 23:33close810.1097.50398.33597.2455.3310590.34
2002009.05.11 23:49close800.1197.41598.71596.9959.0310599.37
2012009.05.12 22:00buy820.1196.36195.94196.861
2022009.05.12 22:18close820.1196.46295.94196.86111.5210610.89
2032009.05.13 22:42buy830.1195.17594.75595.675
2042009.05.13 22:54close830.1195.27794.75595.67511.7810622.67
2052009.05.14 23:16sell840.1195.8550.0000.000
2062009.05.14 23:16modify840.1195.85596.63595.545
2072009.05.15 08:37t/p840.1195.54596.63595.54535.6210658.28
2082009.05.18 23:40buy850.1196.2280.0000.000
2092009.05.18 23:40modify850.1196.22895.44896.538
2102009.05.19 00:22close850.1196.28095.44896.5385.9310664.21
2112009.05.19 23:04buy860.1195.9360.0000.000
2122009.05.19 23:04modify860.1195.93695.15696.246
2132009.05.19 23:21close860.1196.00195.15696.2467.4510671.66
2142009.05.20 22:55sell870.1194.89196.11194.391
2152009.05.20 23:55close870.1194.85196.11194.3914.6410676.30
2162009.05.25 23:53sell880.1194.8840.0000.000
2172009.05.25 23:53modify880.1194.88495.66494.574
2182009.05.25 23:56close880.1194.82495.66494.5746.9610683.26
2192009.05.27 23:00sell890.1195.3330.0000.000
2202009.05.27 23:00modify890.1195.33396.11395.023
2212009.05.27 23:05close890.1195.28296.11395.0235.8910689.15
2222009.06.01 22:03buy900.1196.56195.34197.061
2232009.06.01 22:11close900.1196.66495.34197.06111.7210700.87
2242009.06.02 22:33sell910.1195.67496.63095.174
2252009.06.02 23:33close910.1195.67296.63095.1740.2310701.10
2262009.12.02 23:49sell920.1187.4820.0000.000
2272009.12.02 23:49modify920.1187.48288.26287.172
2282009.12.03 07:58close920.1187.75288.26287.172-34.0710667.03
2292009.12.03 23:27sell930.1188.3150.0000.000
2302009.12.03 23:27modify930.1188.31589.09588.005
2312009.12.04 14:30s/l930.1189.09589.09588.005-96.3710570.66
2322009.12.09 23:10sell940.1187.9450.0000.000
2332009.12.09 23:10modify940.1187.94588.72587.635
2342009.12.10 05:15close940.1187.93088.72587.6351.6610572.32
2352009.12.10 23:09sell950.1188.2840.0000.000
2362009.12.10 23:09modify950.1188.28489.06487.974
2372009.12.11 14:30s/l950.1189.06489.06487.974-96.4010475.92
2382009.12.14 23:43sell960.1088.6800.0000.000
2392009.12.14 23:43modify960.1088.68089.46088.370
2402009.12.15 01:33close960.1088.63089.46088.3705.5710481.50
2412009.12.22 23:08sell970.1091.8560.0000.000
2422009.12.22 23:08modify970.1091.85692.63691.546
2432009.12.23 00:04close970.1091.80592.63691.5465.4910486.99
2442009.12.23 23:22sell980.1091.7100.0000.000
2452009.12.23 23:22modify980.1091.71092.49091.400
2462009.12.23 23:38close980.1091.65792.49091.4005.7810492.77
2472009.12.28 23:05sell990.1091.6640.0000.000
2482009.12.28 23:05modify990.1091.66492.44491.354
2492009.12.29 09:08close990.1091.68992.44491.354-2.8010489.97
2502010.01.04 23:00buy1000.1092.5040.0000.000
2512010.01.04 23:00modify1000.1092.50491.72492.814
2522010.01.05 05:48s/l1000.1091.72491.72492.814-85.0510404.92
2532010.01.05 23:05sell1010.1091.7470.0000.000
2542010.01.05 23:05modify1010.1091.74792.52791.437
2552010.01.06 00:07close1010.1091.69492.52791.4375.7110410.64
2562010.01.07 23:04sell1020.1093.3640.0000.000
2572010.01.07 23:04modify1020.1093.36494.14493.054
2582010.01.08 10:07t/p1020.1093.05494.14493.05433.2410443.88
2592010.01.11 23:33sell1030.1092.1450.0000.000
2602010.01.11 23:33modify1030.1092.14592.92591.835
2612010.01.11 23:52close1030.1092.06792.92591.8358.4710452.35
2622010.01.12 23:05sell1040.1091.0410.0000.000
2632010.01.12 23:05modify1040.1091.04191.82190.731
2642010.01.13 02:37close1040.1090.99091.82190.7315.5410457.89
2652010.01.14 23:33sell1050.1091.2540.0000.000
2662010.01.14 23:33modify1050.1091.25492.03490.944
2672010.01.15 02:54t/p1050.1090.94492.03490.94434.0210491.92
2682010.01.18 23:23buy1060.1090.6930.0000.000
2692010.01.18 23:23modify1060.1090.69389.91391.003
2702010.01.19 01:55close1060.1090.74589.91391.0035.7210497.64
2712010.01.20 23:22sell1070.1091.2740.0000.000
2722010.01.20 23:22modify1070.1091.27492.05490.964
2732010.01.21 00:23close1070.1091.22392.05490.9645.3910503.03
2742010.01.26 23:46buy1080.1189.6060.0000.000
2752010.01.26 23:46modify1080.1189.60688.82689.916
2762010.01.27 00:22close1080.1189.65688.82689.9166.1210509.15