Hypothetical performance results have many inherent limitations. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. In fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particularly trading program. One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk. Variables such as the ability to adhere to a particular trading program in spite of trading losses as well as maintaining adequate liquidity are material points which can adversely affect actual real trading results.

Strategy Tester Report

!e-Ninja-GBPJPY

AlpariUK-Demo (Build 211)

Symbol		GBPJPY (Great Britain Pound vs Japanese Yen)
Period		Daily (D1) 2000.06.29 00:00 - 2008.02.26 00:00 (2000.06.29 - 2008.02.27)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		_tmp1_=" --- Trade parameters ---"; Lots=1; StopLoss=495; TakeProfit=900; Slippage=3; Magic=20071009; _tmp2_=" MaxBars=500; _tmp3_=" --- Chart section ---"; clBuy=DodgerBlue; clSell=Crimson; clClose=Gold;
Bars in test	2340	Ticks modelled	22909493	Modelling quality	90.00%
Mismatched charts errors	29
Initial deposit	10000.00
Total net profit	106100.66	Gross profit	155066.83	Gross loss	-48966.17
Profit factor	3.17	Expected payoff	1153.27
Absolute drawdown	1336.90	Maximal drawdown	9935.34 (16.44%)	Relative drawdown	30.49% (6245.82)
Total trades	92	Short positions (won %)	0 (0.00%)	Long positions (won %)	92 (57.61%)
		Profit trades (% of total)	53 (57.61%)	Loss trades (% of total)	39 (42.39%)
Largest		profit trade	9022.58	loss trade	-4685.93
Average		profit trade	2925.79	loss trade	-1255.54
Maximum		consecutive wins (profit in money)	5 (17784.88)	consecutive losses (loss in money)	4 (-2068.51)
Maximal		consecutive profit (count of wins)	17784.88 (5)	consecutive loss (count of losses)	-6827.15 (2)
Average		consecutive wins	2	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2000.06.29 00:01	buy	1	1.00	159.73	154.78	168.73
2	2000.08.01 00:01	close	1	1.00	163.96	154.78	168.73	4646.63	14646.63
3	2000.09.20 00:01	buy	2	1.00	150.89	145.94	159.89
4	2000.10.02 01:34	t/p	2	1.00	159.89	145.94	159.89	8830.10	23476.73
5	2000.10.02 01:34	buy	3	1.00	159.96	155.01	168.96
6	2000.10.12 00:01	close	3	1.00	157.33	155.01	168.96	-2276.77	21199.96
7	2000.11.30 00:01	buy	4	1.00	158.36	153.41	167.36
8	2000.12.20 00:01	close	4	1.00	165.09	153.41	167.36	6780.89	27980.86
9	2001.01.03 00:01	buy	5	1.00	172.00	167.05	181.00
10	2001.01.04 00:01	close	5	1.00	169.44	167.05	181.00	-2386.82	25594.04
11	2001.01.05 00:01	buy	6	1.00	173.71	168.76	182.71
12	2001.01.08 00:17	close	6	1.00	175.23	168.76	182.71	1471.62	27065.66
13	2001.01.12 00:01	buy	7	1.00	176.66	171.71	185.66
14	2001.01.15 00:01	close	7	1.00	175.07	171.71	185.66	-1499.04	25566.61
15	2001.03.02 00:01	buy	8	1.00	170.84	165.89	179.84
16	2001.03.14 00:06	close	8	1.00	173.58	165.89	179.84	2813.53	28380.14
17	2001.04.02 00:01	buy	9	1.00	178.84	173.89	187.84
18	2001.04.03 00:01	close	9	1.00	179.68	173.89	187.84	822.02	29202.16
19	2001.04.04 00:01	buy	10	1.00	179.92	174.97	188.92
20	2001.04.05 00:01	close	10	1.00	179.50	174.97	188.92	-342.46	28859.70
21	2001.05.18 00:01	buy	11	1.00	175.68	170.73	184.68
22	2001.05.23 00:01	close	11	1.00	175.32	170.73	184.68	-285.01	28574.69
23	2001.06.13 00:01	buy	12	1.00	167.03	162.08	176.03
24	2001.06.14 00:01	close	12	1.00	169.86	162.08	176.03	2760.91	31335.60
25	2001.06.15 00:02	buy	13	1.00	170.16	165.21	179.16
26	2001.07.05 00:01	close	13	1.00	175.02	165.21	179.16	5032.05	36367.65
27	2001.08.29 00:01	buy	14	1.00	174.48	169.53	183.48
28	2001.09.10 00:01	close	14	1.00	175.55	169.53	183.48	1256.60	37624.25
29	2001.09.11 00:01	buy	15	1.00	176.26	171.31	185.26
30	2001.09.13 00:01	close	15	1.00	175.45	171.31	185.26	-695.04	36929.21
31	2001.09.27 00:01	buy	16	1.00	173.70	168.75	182.70
32	2001.10.01 00:01	close	16	1.00	175.82	168.75	182.70	2062.83	38992.04
33	2001.10.02 00:01	buy	17	1.00	177.87	172.92	186.87
34	2001.10.10 00:01	close	17	1.00	175.23	172.92	186.87	-2363.67	36628.37
35	2001.11.27 00:01	buy	18	1.00	175.33	170.38	184.33
36	2001.11.28 00:01	close	18	1.00	175.39	170.38	184.33	76.86	36705.23
37	2001.11.30 00:01	buy	19	1.00	176.86	171.91	185.86
38	2001.12.06 00:01	close	19	1.00	175.86	171.91	185.86	-837.19	35868.03
39	2001.12.07 00:01	buy	20	1.00	178.00	173.05	187.00
40	2001.12.18 03:29	t/p	20	1.00	187.00	173.05	187.00	8768.91	44636.94
41	2001.12.18 03:29	buy	21	1.00	187.08	182.13	196.08
42	2002.01.04 00:01	close	21	1.00	189.72	182.13	196.08	2892.02	47528.96
43	2002.02.20 00:01	buy	22	1.00	191.41	186.46	200.41
44	2002.03.01 00:01	close	22	1.00	188.89	186.46	200.41	-2190.84	45338.12
45	2002.03.19 00:01	buy	23	1.00	187.32	182.37	196.32
46	2002.03.20 00:01	close	23	1.00	188.03	182.37	196.32	697.51	46035.63
47	2002.03.21 00:01	buy	24	1.00	187.96	183.01	196.96
48	2002.04.08 00:02	close	24	1.00	188.51	183.01	196.96	838.45	46874.08
49	2002.06.05 00:01	buy	25	1.00	181.17	176.22	190.17
50	2002.07.03 00:01	close	25	1.00	184.12	176.22	190.17	3364.13	50238.21
51	2002.07.29 00:01	buy	26	1.00	186.17	181.22	195.17
52	2002.08.02 00:01	close	26	1.00	186.13	181.22	195.17	79.28	50317.50
53	2002.08.30 00:01	buy	27	1.00	183.12	178.17	192.12
54	2002.09.23 00:01	t/p	27	1.00	192.12	178.17	192.12	9022.58	59340.08
55	2002.09.23 00:01	buy	28	1.00	192.21	187.26	201.21
56	2002.09.27 00:01	close	28	1.00	190.22	187.26	201.21	-1782.30	57557.79
57	2002.09.30 00:01	buy	29	1.00	191.48	186.53	200.48
58	2002.10.02 00:01	close	29	1.00	191.79	186.53	200.48	335.04	57892.83
59	2002.11.22 00:01	buy	30	1.00	194.03	189.08	203.03
60	2002.11.26 17:59	s/l	30	1.00	189.08	189.08	203.03	-4685.93	53206.91
61	2002.12.03 00:01	buy	31	1.00	194.16	189.21	203.16
62	2002.12.16 00:01	close	31	1.00	191.65	189.21	203.16	-2141.22	51065.68
63	2003.01.28 00:01	buy	32	1.00	193.93	188.98	202.93
64	2003.02.13 00:01	close	32	1.00	196.26	188.98	202.93	2576.53	53642.21
65	2003.03.12 00:01	buy	33	1.00	188.18	183.23	197.18
66	2003.04.07 00:01	close	33	1.00	187.28	183.23	197.18	-348.95	53293.26
67	2003.04.09 00:01	buy	34	1.00	186.14	181.19	195.14
68	2003.04.10 00:01	close	34	1.00	187.90	181.19	195.14	1736.84	55030.11
69	2003.04.11 00:01	buy	35	1.00	188.21	183.26	197.21
70	2003.04.16 00:01	close	35	1.00	188.93	183.26	197.21	745.23	55775.34
71	2003.04.24 00:01	buy	36	1.00	190.82	185.87	199.82
72	2003.04.25 00:01	close	36	1.00	190.84	185.87	199.82	38.65	55813.99
73	2003.04.28 00:01	buy	37	1.00	191.56	186.61	200.56
74	2003.04.29 00:01	close	37	1.00	191.42	186.61	200.56	-113.93	55700.05
75	2003.05.20 00:01	buy	38	1.00	191.38	186.43	200.38
76	2003.05.23 00:01	close	38	1.00	191.60	186.43	200.38	307.67	56007.72
77	2003.05.26 00:01	buy	39	1.00	190.90	185.95	199.90
78	2003.06.19 00:01	close	39	1.00	198.09	185.95	199.90	7365.77	63373.50
79	2003.06.20 00:01	buy	40	1.00	198.81	193.86	207.81
80	2003.06.23 00:01	close	40	1.00	196.86	193.86	207.81	-1839.86	61533.63
81	2003.07.29 00:01	buy	41	1.00	194.20	189.25	203.20
82	2003.08.15 00:01	close	41	1.00	190.79	189.25	203.20	-2879.98	58653.66
83	2003.09.05 00:01	buy	42	1.00	184.91	179.96	193.91
84	2003.09.08 00:01	close	42	1.00	186.55	179.96	193.91	1583.57	60237.22
85	2003.09.10 00:01	buy	43	1.00	185.99	181.04	194.99
86	2003.10.08 00:01	close	43	1.00	182.76	181.04	194.99	-2531.83	57705.39
87	2003.10.24 00:01	buy	44	1.00	185.65	180.70	194.65
88	2003.10.27 00:01	close	44	1.00	184.88	180.70	194.65	-714.66	56990.73
89	2003.11.18 00:01	buy	45	1.00	184.38	179.43	193.38
90	2003.11.19 00:01	close	45	1.00	183.97	179.43	193.38	-371.38	56619.35
91	2003.11.20 00:01	buy	46	1.00	185.31	180.36	194.31
92	2003.12.15 00:01	close	46	1.00	187.96	180.36	194.31	2978.18	59597.53
93	2003.12.18 00:01	buy	47	1.00	189.75	184.80	198.75
94	2003.12.19 00:01	close	47	1.00	190.57	184.80	198.75	801.79	60399.32
95	2003.12.22 00:01	buy	48	1.00	190.27	185.32	199.27
96	2003.12.23 00:01	close	48	1.00	189.64	185.32	199.27	-581.40	59817.92
97	2003.12.25 00:01	buy	49	1.00	190.63	185.68	199.63
98	2003.12.26 00:01	close	49	1.00	190.55	185.68	199.63	-56.73	59761.18
99	2004.01.08 00:01	buy	50	1.00	193.12	188.17	202.12
100	2004.01.15 00:01	close	50	1.00	194.65	188.17	202.12	1597.25	61358.44
101	2004.02.10 00:01	buy	51	1.00	196.84	191.89	205.84
102	2004.02.25 12:58	t/p	51	1.00	205.84	191.89	205.84	8881.44	70239.88
103	2004.04.15 00:01	buy	52	1.00	194.59	189.64	203.59
104	2004.05.12 00:01	close	52	1.00	198.46	189.64	203.59	4183.95	74423.83
105	2004.05.13 00:01	buy	53	1.00	200.43	195.48	209.43
106	2004.05.17 00:01	close	53	1.00	201.17	195.48	209.43	745.53	75169.36
107	2004.07.08 00:01	buy	54	1.00	201.67	196.72	210.67
108	2004.07.30 00:01	close	54	1.00	203.71	196.72	210.67	2376.70	77546.07
109	2004.09.23 00:01	buy	55	1.00	198.42	193.47	207.42
110	2004.10.07 00:01	close	55	1.00	198.09	193.47	207.42	-41.02	77505.05
111	2004.11.04 00:01	buy	56	1.00	196.50	191.55	205.50
112	2004.11.10 00:01	close	56	1.00	196.20	191.55	205.50	-208.09	77296.96
113	2004.11.11 00:01	buy	57	1.00	197.74	192.79	206.74
114	2004.11.12 00:01	close	57	1.00	196.37	192.79	206.74	-1288.30	76008.66
115	2004.12.01 00:01	buy	58	1.00	196.80	191.85	205.80
116	2004.12.14 00:01	close	58	1.00	201.56	191.85	205.80	4798.23	80806.89
117	2004.12.15 00:01	buy	59	1.00	203.54	198.59	212.54
118	2004.12.20 00:01	close	59	1.00	202.34	198.59	212.54	-1047.69	79759.19
119	2005.01.31 00:01	buy	60	1.00	195.51	190.56	204.51
120	2005.02.23 00:01	close	60	1.00	199.00	190.56	204.51	3781.39	83540.59
121	2005.02.25 00:01	buy	61	1.00	201.27	196.32	210.27
122	2005.02.28 00:01	close	61	1.00	201.81	196.32	210.27	534.95	84075.53
123	2005.06.01 00:01	buy	62	1.00	197.25	192.30	206.25
124	2005.06.30 00:01	close	62	1.00	199.50	192.30	206.25	2754.05	86829.59
125	2005.08.01 00:01	buy	63	1.00	197.87	192.92	206.87
126	2005.08.03 00:01	close	63	1.00	197.33	192.92	206.87	-476.51	86353.08
127	2005.08.04 00:01	buy	64	1.00	197.64	192.69	206.64
128	2005.08.22 00:01	close	64	1.00	198.41	192.69	206.64	1048.96	87402.04
129	2005.09.05 00:01	buy	65	1.00	201.98	197.03	210.98
130	2005.09.06 00:01	close	65	1.00	201.29	197.03	210.98	-639.32	86762.72
131	2005.10.20 00:01	buy	66	1.00	203.54	198.59	212.54
132	2005.11.07 00:01	close	66	1.00	206.65	198.59	212.54	3282.50	90045.22
133	2005.12.01 00:01	buy	67	1.00	207.27	202.32	216.27
134	2005.12.15 00:01	close	67	1.00	208.41	202.32	216.27	1362.18	91407.40
135	2006.01.18 00:01	buy	68	1.00	204.25	199.30	213.25
136	2006.02.13 00:01	close	68	1.00	205.36	199.30	213.25	1568.48	92975.89
137	2006.02.23 00:01	buy	69	1.00	206.65	201.70	215.65
138	2006.02.24 00:01	close	69	1.00	205.03	201.70	215.65	-1526.81	91449.08
139	2006.04.04 00:01	buy	70	1.00	204.95	200.00	213.95
140	2006.04.24 00:01	close	70	1.00	206.73	200.00	213.95	2091.97	93541.05
141	2006.05.04 00:01	buy	71	1.00	209.48	204.53	218.48
142	2006.05.05 00:01	close	71	1.00	210.28	204.53	218.48	783.60	94324.64
143	2006.05.08 00:01	buy	72	1.00	208.56	203.61	217.56
144	2006.05.10 00:01	close	72	1.00	207.38	203.61	217.56	-1087.99	93236.66
145	2006.05.12 00:01	buy	73	1.00	208.48	203.53	217.48
146	2006.05.15 00:01	close	73	1.00	207.98	203.53	217.48	-457.98	92778.68
147	2006.05.19 00:01	buy	74	1.00	210.05	205.10	219.05
148	2006.05.22 00:02	close	74	1.00	209.91	205.10	219.05	-114.12	92664.55
149	2006.05.23 00:01	buy	75	1.00	210.18	205.23	219.18
150	2006.05.26 00:01	close	75	1.00	209.65	205.23	219.18	-408.42	92256.13
151	2006.06.16 00:01	buy	76	1.00	212.39	207.44	221.39
152	2006.06.20 00:01	close	76	1.00	212.51	207.44	221.39	153.78	92409.91
153	2006.07.14 00:01	buy	77	1.00	212.80	207.85	221.80
154	2006.07.19 00:01	close	77	1.00	214.27	207.85	221.80	1462.87	93872.78
155	2006.07.20 00:01	buy	78	1.00	215.35	210.40	224.35
156	2006.08.01 00:01	close	78	1.00	214.15	210.40	224.35	-950.47	92922.31
157	2006.08.04 00:01	buy	79	1.00	217.10	212.15	226.10
158	2006.08.17 00:01	close	79	1.00	219.72	212.15	226.10	2756.89	95679.20
159	2006.12.05 00:00	buy	80	1.00	228.50	223.55	237.50
160	2006.12.26 00:02	close	80	1.00	232.73	223.55	237.50	4455.11	100134.31
161	2007.01.19 00:00	buy	81	1.00	239.30	234.35	248.30
162	2007.01.22 00:00	close	81	1.00	239.26	234.35	248.30	-18.73	100115.58
163	2007.01.23 00:00	buy	82	1.00	240.40	235.45	249.40
164	2007.01.25 00:00	close	82	1.00	238.26	235.45	249.40	-1972.67	98142.91
165	2007.03.19 00:00	buy	83	1.00	225.66	220.71	234.66
166	2007.04.03 09:45	t/p	83	1.00	234.66	220.71	234.66	8916.82	107059.73
167	2007.04.03 09:45	buy	84	1.00	234.73	229.78	243.73
168	2007.04.20 00:00	close	84	1.00	237.13	229.78	243.73	2672.80	109732.53
169	2007.06.14 00:01	buy	85	1.00	241.95	237.00	250.95
170	2007.06.27 00:00	close	85	1.00	246.21	237.00	250.95	4294.63	114027.16
171	2007.08.30 00:00	buy	86	1.00	234.32	229.37	243.32
172	2007.09.07 17:23	s/l	86	1.00	229.37	229.37	243.32	-4589.31	109437.85
173	2007.09.07 17:23	buy	87	1.00	229.38	224.43	238.38
174	2007.09.25 00:01	close	87	1.00	232.23	224.43	238.38	3047.84	112485.69
175	2007.09.27 00:01	buy	88	1.00	232.79	227.84	241.79
176	2007.10.05 00:00	close	88	1.00	237.19	227.84	241.79	4378.05	116863.75
177	2007.10.08 00:00	buy	89	1.00	239.25	234.30	248.25
178	2007.10.12 00:00	close	89	1.00	238.55	234.30	248.25	-554.26	116309.49
179	2007.12.03 00:00	buy	90	1.00	228.27	223.32	237.27
180	2007.12.28 00:00	close	90	1.00	227.06	223.32	237.27	-631.52	115677.97
181	2008.02.14 00:00	buy	91	1.00	212.31	207.36	221.31
182	2008.02.20 00:00	close	91	1.00	210.11	207.36	221.31	-2027.96	113650.01
183	2008.02.22 00:00	buy	92	1.00	210.73	205.78	219.73
184	2008.02.26 23:59	close at stop	92	1.00	213.25	205.78	219.73	2450.65	116100.66