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: !e-Ninja-GBPJPY
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