Strategy Tester Report
W2C-Angely_GJ_ver.4.01_g_s2b2
Alpari-Demo (Build 1420)

SymbolGBPJPY (Great Britain Pound vs Japanese Yen)
PeriodDaily (D1) 2011.01.03 00:00 - 2011.12.30 00:00 (2011.01.01 - 2012.01.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersEAName="W2C-Angely_ver_4.01_g_s2b2"; MaxNumberofPositions_b=1; MaxNumberofPositions_s=1; B_Symbol_LS_0=0.01; S_Symbol_LS_0=0.01; MagicNumberLong=1234562; MagicNumberShort=6543212; MaxSpread=25.1; pAdjust=0;
Bars in test1261Ticks modelled21007Modelling qualityn/a
Mismatched charts errors0
Initial deposit1000.00Spread25
Total net profit100.49Gross profit199.68Gross loss-99.19
Profit factor2.01Expected payoff2.45
Absolute drawdown17.96Maximal drawdown31.10 (3.07%)Relative drawdown3.07% (31.10)
Total trades41Short positions (won %)23 (47.83%)Long positions (won %)18 (16.67%)
Profit trades (% of total)14 (34.15%)Loss trades (% of total)27 (65.85%)
Largestprofit trade40.65loss trade-7.08
Averageprofit trade14.26loss trade-3.67
Maximumconsecutive wins (profit in money)2 (9.78)consecutive losses (loss in money)4 (-13.43)
Maximalconsecutive profit (count of wins)40.65 (1)consecutive loss (count of losses)-14.37 (3)
Averageconsecutive wins1consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12011.01.19 00:00sell limit10.01131.8560.0000.000
22011.01.19 00:00modify10.01131.856132.362124.234
32011.01.19 00:20sell10.01131.856132.362124.234
42011.01.25 10:40modify10.01131.856131.538124.234
52011.01.25 18:40modify10.01131.856131.466124.234
62011.01.25 20:20modify10.01131.856131.416124.234
72011.01.25 21:00modify10.01131.856131.367124.234
82011.01.26 02:40modify10.01131.856131.346124.234
92011.01.26 08:20modify10.01131.856131.318124.234
102011.01.26 09:00modify10.01131.856131.225124.234
112011.01.27 09:20s/l10.01131.225131.225124.2341.561001.56
122011.02.02 00:00sell limit20.01131.2850.0000.000
132011.02.02 00:00modify20.01131.285131.831123.515
142011.02.02 00:40sell20.01131.285131.831123.515
152011.02.02 06:40s/l20.01131.831131.831123.515-3.48998.08
162011.02.04 00:00sell limit30.01131.7280.0000.000
172011.02.04 00:00modify30.01131.728132.797124.376
182011.02.04 00:20sell30.01131.728132.797124.376
192011.02.07 06:40s/l30.01132.797132.797124.376-7.06991.02
202011.02.08 00:00sell limit40.01132.6680.0000.000
212011.02.08 00:00modify40.01132.668133.115124.795
222011.02.08 01:20sell40.01132.668133.115124.795
232011.02.10 14:00s/l40.01133.115133.115124.795-3.84987.19
242011.02.15 00:00buy limit50.01133.5000.0000.000
252011.02.15 00:00modify50.01133.500133.428142.629
262011.02.16 00:00delete50.01133.500133.428142.629
272011.02.22 00:00sell limit60.01134.8830.0000.000
282011.02.22 00:00modify60.01134.883135.330126.620
292011.02.23 00:00delete60.01134.883135.330126.620
302011.02.24 00:00sell limit70.01133.6610.0000.000
312011.02.24 00:00modify70.01133.661134.500125.970
322011.02.24 00:20sell70.01133.661134.500125.970
332011.02.24 18:00modify70.01133.661133.530125.970
342011.02.24 18:40modify70.01133.661133.260125.970
352011.02.25 14:00modify70.01133.661133.144125.970
362011.02.25 14:40modify70.01133.661132.864125.970
372011.02.28 13:20s/l70.01132.864132.864125.9704.59991.77
382011.03.02 00:00sell limit80.01133.2380.0000.000
392011.03.02 00:00modify80.01133.238133.992125.516
402011.03.02 00:20sell80.01133.238133.992125.516
412011.03.03 14:40s/l80.01133.992133.992125.516-5.54986.23
422011.03.07 00:00sell limit90.01133.8850.0000.000
432011.03.07 00:00modify90.01133.885135.054126.453
442011.03.07 00:20sell90.01133.885135.054126.453
452011.03.11 10:00modify90.01133.885133.861126.453
462011.03.11 10:40modify90.01133.885132.962126.453
472011.03.11 14:40modify90.01133.885132.929126.453
482011.03.11 18:00modify90.01133.885132.900126.453
492011.03.11 18:40modify90.01133.885132.619126.453
502011.03.14 00:20modify90.01133.885132.386126.453
512011.03.14 01:00modify90.01133.885132.216126.453
522011.03.14 02:40s/l90.01132.216132.216126.4538.92995.15
532011.03.28 00:00sell limit100.01130.2910.0000.000
542011.03.28 00:00modify100.01130.291130.927122.423
552011.03.28 00:26sell100.01130.291130.927122.423
562011.03.28 06:00s/l100.01130.927130.927122.423-4.05991.10
572011.04.01 00:00buy limit110.01133.3370.0000.000
582011.04.01 00:00modify110.01133.337132.724143.230
592011.04.04 00:00delete110.01133.337132.724143.230
602011.04.11 00:00sell limit120.01139.0980.0000.000
612011.04.11 00:00modify120.01139.098139.874131.391
622011.04.11 00:20sell120.01139.098139.874131.391
632011.04.12 02:40modify120.01139.098139.028131.391
642011.04.12 04:40modify120.01139.098139.027131.391
652011.04.12 05:20modify120.01139.098138.755131.391
662011.04.12 06:00modify120.01139.098138.346131.391
672011.04.12 06:40modify120.01139.098137.802131.391
682011.04.12 18:40modify120.01139.098137.637131.391
692011.04.12 22:40modify120.01139.098137.560131.391
702011.04.13 01:00modify120.01139.098137.486131.391
712011.04.14 02:13modify120.01139.098137.330131.391
722011.04.14 14:40modify120.01139.098137.089131.391
732011.04.15 00:00buy limit130.01136.3980.0000.000
742011.04.15 00:00modify130.01136.398135.549146.599
752011.04.15 06:00buy130.01136.398135.549146.599
762011.04.15 18:40s/l130.01135.549135.549146.599-5.41985.69
772011.04.15 21:00modify120.01139.098137.067131.391
782011.04.18 02:00modify120.01139.098137.054131.391
792011.04.18 02:40modify120.01139.098136.714131.391
802011.04.18 06:40modify120.01139.098136.669131.391
812011.04.18 09:20modify120.01139.098136.612131.391
822011.04.18 10:00modify120.01139.098136.395131.391
832011.04.18 10:40modify120.01139.098136.105131.391
842011.04.18 14:40modify120.01139.098136.104131.391
852011.04.18 16:40modify120.01139.098135.994131.391
862011.04.18 17:20modify120.01139.098135.724131.391
872011.04.18 18:00modify120.01139.098135.321131.391
882011.04.18 18:40modify120.01139.098134.782131.391
892011.04.19 10:40s/l120.01134.782134.782131.39125.531011.22
902011.04.25 00:00sell limit140.01135.1610.0000.000
912011.04.25 00:00modify140.01135.161135.613127.080
922011.04.25 00:20sell140.01135.161135.613127.080
932011.04.25 02:00s/l140.01135.613135.613127.080-2.881008.34
942011.04.26 00:00sell limit150.01134.9570.0000.000
952011.04.26 00:00modify150.01134.957135.789127.142
962011.04.26 00:20sell150.01134.957135.789127.142
972011.04.27 10:40s/l150.01135.789135.789127.142-5.551002.79
982011.05.05 00:00sell limit160.01132.9460.0000.000
992011.05.05 00:00modify160.01132.946134.115125.536
1002011.05.05 02:00sell160.01132.946134.115125.536
1012011.05.05 14:40modify160.01132.946132.843125.536
1022011.05.05 17:00modify160.01132.946132.820125.536
1032011.05.05 22:40modify160.01132.946132.649125.536
1042011.05.06 14:40s/l160.01132.649132.649125.5361.651004.45
1052011.05.09 00:00sell limit170.01131.8880.0000.000
1062011.05.09 00:00modify170.01131.888132.669124.662
1072011.05.09 00:40sell170.01131.888132.669124.662
1082011.05.11 02:40s/l170.01132.669132.669124.662-5.47998.98
1092011.05.12 00:00sell limit180.01132.5250.0000.000
1102011.05.12 00:00modify180.01132.525133.889125.851
1112011.05.12 01:20sell180.01132.525133.889125.851
1122011.05.13 08:20modify180.01132.525132.471125.851
1132011.05.13 09:00modify180.01132.525132.402125.851
1142011.05.13 18:00modify180.01132.525132.381125.851
1152011.05.13 18:40modify180.01132.525132.023125.851
1162011.05.17 09:20s/l180.01132.023132.023125.8512.461001.44
1172011.05.19 00:00buy limit190.01131.9210.0000.000
1182011.05.19 00:00modify190.01131.921131.021142.091
1192011.05.19 02:40buy190.01131.921131.021142.091
1202011.05.31 06:00modify190.01131.921132.089142.091
1212011.05.31 06:40modify190.01131.921132.363142.091
1222011.05.31 09:20modify190.01131.921132.522142.091
1232011.05.31 10:00modify190.01131.921132.743142.091
1242011.05.31 10:40modify190.01131.921132.964142.091
1252011.06.01 00:00sell limit200.01134.1020.0000.000
1262011.06.01 00:00modify200.01134.102134.976126.959
1272011.06.01 00:20sell200.01134.102134.976126.959
1282011.06.01 14:00s/l190.01132.964132.964142.0917.321008.76
1292011.06.01 18:40modify200.01134.102133.915126.959
1302011.06.01 22:40modify200.01134.102133.815126.959
1312011.06.02 00:20modify200.01134.102133.744126.959
1322011.06.02 01:00modify200.01134.102133.689126.959
1332011.06.02 08:20modify200.01134.102133.599126.959
1342011.06.02 09:00modify200.01134.102133.527126.959
1352011.06.03 10:00modify200.01134.102133.450126.959
1362011.06.03 10:40modify200.01134.102133.282126.959
1372011.06.03 13:20modify200.01134.102133.095126.959
1382011.06.03 14:00modify200.01134.102132.800126.959
1392011.06.03 14:40modify200.01134.102132.408126.959
1402011.06.06 00:00buy limit210.01131.5490.0000.000
1412011.06.06 00:00modify210.01131.549130.913141.883
1422011.06.06 10:40buy210.01131.549130.913141.883
1432011.06.06 22:40s/l210.01130.913130.913141.883-4.051004.71
1442011.06.08 10:40modify200.01134.102132.333126.959
1452011.06.08 14:40modify200.01134.102132.221126.959
1462011.06.10 09:20modify200.01134.102132.165126.959
1472011.06.10 10:00modify200.01134.102131.884126.959
1482011.06.10 10:40modify200.01134.102131.511126.959
1492011.06.14 06:00s/l200.01131.511131.511126.95913.311018.02
1502011.06.30 00:00buy limit220.01129.6830.0000.000
1512011.06.30 00:00modify220.01129.683129.346138.951
1522011.06.30 02:00buy220.01129.683129.346138.951
1532011.06.30 08:40s/l220.01129.346129.346138.951-2.151015.87
1542011.07.01 00:00buy limit230.01129.2350.0000.000
1552011.07.01 00:00modify230.01129.235128.665138.941
1562011.07.01 00:20buy230.01129.235128.665138.941
1572011.07.06 00:00sell limit240.01130.1980.0000.000
1582011.07.06 00:00modify240.01130.198130.711122.580
1592011.07.06 00:20sell240.01130.198130.711122.580
1602011.07.11 13:20s/l230.01128.665128.665138.941-3.151012.72
1612011.07.11 14:00modify240.01130.198130.109122.580
1622011.07.11 14:40modify240.01130.198129.770122.580
1632011.07.11 17:20modify240.01130.198129.761122.580
1642011.07.11 18:00modify240.01130.198129.595122.580
1652011.07.11 18:40modify240.01130.198129.373122.580
1662011.07.11 22:00modify240.01130.198129.310122.580
1672011.07.11 22:40modify240.01130.198129.119122.580
1682011.07.12 02:40modify240.01130.198129.106122.580
1692011.07.12 06:00modify240.01130.198128.921122.580
1702011.07.12 06:40modify240.01130.198128.668122.580
1712011.07.12 08:40modify240.01130.198128.522122.580
1722011.07.12 09:20modify240.01130.198128.141122.580
1732011.07.12 10:00modify240.01130.198127.568122.580
1742011.07.12 10:40modify240.01130.198126.805122.580
1752011.07.12 18:40s/l240.01126.805126.805122.58020.141032.86
1762011.07.29 00:00buy limit250.01127.1260.0000.000
1772011.07.29 00:00modify250.01127.126126.939135.943
1782011.07.29 00:20buy250.01127.126126.939135.943
1792011.07.29 06:00s/l250.01126.939126.939135.943-1.201031.66
1802011.08.03 00:00sell limit260.01125.7610.0000.000
1812011.08.03 00:00modify260.01125.761126.757118.911
1822011.08.03 02:00sell260.01125.761126.757118.911
1832011.08.04 02:00s/l260.01126.757126.757118.911-7.081024.58
1842011.08.05 00:00sell limit270.01128.3040.0000.000
1852011.08.05 00:00modify270.01128.304130.695124.062
1862011.08.05 01:20sell270.01128.304130.695124.062
1872011.08.08 18:40modify270.01128.304128.166124.062
1882011.08.09 02:00modify270.01128.304128.103124.062
1892011.08.09 02:40modify270.01128.304127.764124.062
1902011.08.09 04:20modify270.01128.304127.179124.062
1912011.08.09 05:00modify270.01128.304127.053124.062
1922011.08.09 18:00modify270.01128.304127.017124.062
1932011.08.09 18:40modify270.01128.304126.542124.062
1942011.08.09 20:20modify270.01128.304126.279124.062
1952011.08.09 21:00modify270.01128.304126.167124.062
1962011.08.10 02:40s/l270.01126.167126.167124.06212.881037.46
1972011.08.15 00:00buy limit280.01124.7280.0000.000
1982011.08.15 00:00modify280.01124.728124.197133.927
1992011.08.16 00:00delete280.01124.728124.197133.927
2002011.08.18 00:00buy limit290.01126.5800.0000.000
2012011.08.18 00:00modify290.01126.580125.513136.374
2022011.08.18 02:40buy290.01126.580125.513136.374
2032011.08.23 00:00sell limit300.01126.3590.0000.000
2042011.08.23 00:00modify300.01126.359127.180119.070
2052011.08.23 01:20sell300.01126.359127.180119.070
2062011.08.26 10:40s/l290.01125.513125.513136.374-6.311031.15
2072011.08.26 14:40modify300.01126.359126.178119.070
2082011.08.26 17:00modify300.01126.359126.155119.070
2092011.08.29 17:20s/l300.01126.155126.155119.070-0.181030.97
2102011.09.02 00:00sell limit310.01124.4580.0000.000
2112011.09.02 00:00modify310.01124.458125.170117.304
2122011.09.02 02:00sell310.01124.458125.170117.304
2132011.09.09 18:40modify310.01124.458123.994117.304
2142011.09.12 06:40modify310.01124.458123.802117.304
2152011.09.12 08:20modify310.01124.458123.739117.304
2162011.09.12 08:40modify310.01124.458123.656117.304
2172011.09.12 09:20modify310.01124.458123.489117.304
2182011.09.12 10:00modify310.01124.458123.238117.304
2192011.09.12 10:40modify310.01124.458122.904117.304
2202011.09.13 00:00buy limit320.01122.3510.0000.000
2212011.09.13 00:00modify320.01122.351121.518131.905
2222011.09.13 02:00buy320.01122.351121.518131.905
2232011.09.13 10:40s/l320.01121.518121.518131.905-5.311025.66
2242011.09.13 22:40modify310.01124.458122.853117.304
2252011.09.14 06:00modify310.01124.458122.852117.304
2262011.09.14 06:40modify310.01124.458122.699117.304
2272011.09.14 08:20modify310.01124.458122.394117.304
2282011.09.14 09:00modify310.01124.458122.343117.304
2292011.09.14 18:40modify310.01124.458122.303117.304
2302011.09.15 06:40modify310.01124.458122.257117.304
2312011.09.15 09:00modify310.01124.458122.252117.304
2322011.09.19 06:40modify310.01124.458122.220117.304
2332011.09.19 14:00modify310.01124.458122.116117.304
2342011.09.19 14:40modify310.01124.458121.900117.304
2352011.09.19 16:40modify310.01124.458121.840117.304
2362011.09.19 17:20modify310.01124.458121.668117.304
2372011.09.19 18:00modify310.01124.458121.410117.304
2382011.09.19 18:40modify310.01124.458121.066117.304
2392011.09.21 00:00buy limit330.01120.2370.0000.000
2402011.09.21 00:00modify330.01120.237119.982128.751
2412011.09.21 01:20buy330.01120.237119.982128.751
2422011.09.21 02:40s/l330.01119.982119.982128.751-1.631024.03
2432011.09.21 10:40modify310.01124.458120.812117.304
2442011.09.21 14:40modify310.01124.458120.689117.304
2452011.09.21 17:00modify310.01124.458120.684117.304
2462011.09.21 22:00modify310.01124.458120.465117.304
2472011.09.21 22:40modify310.01124.458119.953117.304
2482011.09.22 10:00modify310.01124.458119.712117.304
2492011.09.22 10:40modify310.01124.458119.372117.304
2502011.09.22 13:20modify310.01124.458119.332117.304
2512011.09.22 14:00modify310.01124.458119.013117.304
2522011.09.22 14:40t/p310.01117.304119.013117.30440.651064.69
2532011.10.06 00:00buy limit340.01118.6530.0000.000
2542011.10.06 00:00modify340.01118.653118.298127.263
2552011.10.06 05:20buy340.01118.653118.298127.263
2562011.10.06 06:40s/l340.01118.298118.298127.263-2.261062.43
2572011.10.07 00:00buy limit350.01118.3360.0000.000
2582011.10.07 00:00modify350.01118.336117.201127.768
2592011.10.07 02:13buy350.01118.336117.201127.768
2602011.10.10 18:40modify350.01118.336118.364127.768
2612011.10.12 13:20modify350.01118.336118.756127.768
2622011.10.12 14:00modify350.01118.336119.252127.768
2632011.10.12 14:40modify350.01118.336119.747127.768
2642011.10.12 17:20modify350.01118.336119.916127.768
2652011.10.12 18:00modify350.01118.336120.170127.768
2662011.10.12 18:40modify350.01118.336120.425127.768
2672011.10.13 10:40s/l350.01120.425120.425127.76813.691076.11
2682011.10.14 00:00buy limit360.01121.1440.0000.000
2692011.10.14 00:00modify360.01121.144120.560130.245
2702011.10.14 00:26buy360.01121.144120.560130.245
2712011.10.18 14:40s/l360.01120.560120.560130.245-3.601072.52
2722011.10.21 00:00buy limit370.01121.1680.0000.000
2732011.10.21 00:00modify370.01121.168120.580130.082
2742011.10.21 10:00buy370.01121.168120.580130.082
2752011.10.31 01:20modify370.01121.168122.268130.082
2762011.10.31 02:00modify370.01121.168123.686130.082
2772011.10.31 02:40modify370.01121.168125.104130.082
2782011.10.31 05:00s/l370.01125.104125.104130.08225.571098.08
2792011.11.08 00:00buy limit380.01125.2400.0000.000
2802011.11.08 00:00modify380.01125.240125.041134.054
2812011.11.08 00:20buy380.01125.240125.041134.054
2822011.11.08 18:40s/l380.01125.041125.041134.054-1.271096.81
2832011.11.09 00:00sell limit390.01125.0350.0000.000
2842011.11.09 00:00modify390.01125.035125.473117.298
2852011.11.09 00:20sell390.01125.035125.473117.298
2862011.11.10 09:00modify390.01125.035125.005117.298
2872011.11.10 18:40modify390.01125.035124.710117.298
2882011.11.11 00:00buy limit400.01123.6520.0000.000
2892011.11.11 00:00modify400.01123.652123.310132.561
2902011.11.11 02:00buy400.01123.652123.310132.561
2912011.11.11 10:00s/l400.01123.310123.310132.561-2.181094.63
2922011.11.11 10:40modify390.01125.035124.581117.298
2932011.11.14 00:00buy limit410.01124.1500.0000.000
2942011.11.14 00:00modify410.01124.150123.184133.261
2952011.11.14 01:20buy410.01124.150123.184133.261
2962011.11.14 10:00s/l410.01123.184123.184133.261-6.151088.48
2972011.11.14 10:00modify390.01125.035124.543117.298
2982011.11.14 10:40modify390.01125.035123.963117.298
2992011.11.15 10:00modify390.01125.035123.809117.298
3002011.11.15 10:40modify390.01125.035123.541117.298
3012011.11.15 18:00modify390.01125.035123.456117.298
3022011.11.15 18:40modify390.01125.035123.281117.298
3032011.11.16 02:40modify390.01125.035123.257117.298
3042011.11.16 04:40modify390.01125.035123.242117.298
3052011.11.16 05:20modify390.01125.035123.172117.298
3062011.11.16 06:00modify390.01125.035123.067117.298
3072011.11.16 06:40modify390.01125.035122.927117.298
3082011.11.16 08:20modify390.01125.035122.784117.298
3092011.11.16 09:00modify390.01125.035122.735117.298
3102011.11.17 00:26modify390.01125.035122.670117.298
3112011.11.17 01:20modify390.01125.035122.579117.298
3122011.11.17 02:13modify390.01125.035122.457117.298
3132011.11.21 06:40modify390.01125.035122.447117.298
3142011.11.21 09:20modify390.01125.035122.440117.298
3152011.11.21 10:00modify390.01125.035122.282117.298
3162011.11.21 10:40modify390.01125.035122.072117.298
3172011.11.21 14:00modify390.01125.035121.908117.298
3182011.11.21 14:40modify390.01125.035121.630117.298
3192011.11.23 10:00modify390.01125.035121.596117.298
3202011.11.23 10:40modify390.01125.035121.409117.298
3212011.11.24 02:00modify390.01125.035121.388117.298
3222011.11.24 02:40modify390.01125.035121.224117.298
3232011.11.24 14:40modify390.01125.035121.157117.298
3242011.11.24 17:20modify390.01125.035121.154117.298
3252011.11.24 18:00modify390.01125.035121.065117.298
3262011.11.24 18:40modify390.01125.035120.947117.298
3272011.11.24 21:00modify390.01125.035120.943117.298
3282011.11.25 01:00modify390.01125.035120.942117.298
3292011.11.25 09:00modify390.01125.035120.941117.298
3302011.11.28 12:26s/l390.01120.941120.941117.29821.411109.90
3312011.12.02 00:00sell limit420.01121.8980.0000.000
3322011.12.02 00:00modify420.01121.898122.359114.783
3332011.12.02 01:20sell420.01121.898122.359114.783
3342011.12.02 14:00s/l420.01122.359122.359114.783-2.941106.96
3352011.12.05 00:00sell limit430.01121.9050.0000.000
3362011.12.05 00:00modify430.01121.905122.458115.061
3372011.12.05 01:00sell430.01121.905122.458115.061
3382011.12.13 00:00buy limit440.01121.3480.0000.000
3392011.12.13 00:00modify440.01121.348120.923130.202
3402011.12.13 10:00buy440.01121.348120.923130.202
3412011.12.13 18:40s/l440.01120.923120.923130.202-2.711104.25
3422011.12.14 17:00modify430.01121.905121.867115.061
3432011.12.16 00:00buy limit450.01120.7370.0000.000
3442011.12.16 00:00modify450.01120.737120.690128.909
3452011.12.16 00:20buy450.01120.737120.690128.909
3462011.12.16 01:00s/l450.01120.690120.690128.909-0.301103.95
3472011.12.20 10:40s/l430.01121.867121.867115.061-3.451100.49