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

SymbolGBPJPY (Great Britain Pound vs Japanese Yen)
PeriodDaily (D1) 2012.01.02 00:00 - 2012.12.31 00:00 (2012.01.01 - 2013.01.01)
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 modelled20936Modelling qualityn/a
Mismatched charts errors0
Initial deposit1000.00Spread25
Total net profit92.76Gross profit195.61Gross loss-102.85
Profit factor1.90Expected payoff2.51
Absolute drawdown0.64Maximal drawdown43.58 (4.01%)Relative drawdown4.01% (43.58)
Total trades37Short positions (won %)20 (25.00%)Long positions (won %)17 (35.29%)
Profit trades (% of total)11 (29.73%)Loss trades (% of total)26 (70.27%)
Largestprofit trade60.72loss trade-6.94
Averageprofit trade17.78loss trade-3.96
Maximumconsecutive wins (profit in money)4 (15.63)consecutive losses (loss in money)6 (-27.12)
Maximalconsecutive profit (count of wins)60.72 (1)consecutive loss (count of losses)-27.12 (6)
Averageconsecutive wins2consecutive losses4
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12012.01.17 00:00buy limit10.01117.6180.0000.000
22012.01.17 00:00modify10.01117.618117.592125.541
32012.01.17 00:20buy10.01117.618117.592125.541
42012.01.17 00:40s/l10.01117.592117.592125.541-0.16999.84
52012.02.07 00:00buy limit20.01121.0410.0000.000
62012.02.07 00:00modify20.01121.041120.702129.546
72012.02.07 00:20buy20.01121.041120.702129.546
82012.02.09 00:00sell limit30.01121.8760.0000.000
92012.02.09 00:00modify30.01121.876122.722115.158
102012.02.09 02:40sell30.01121.876122.722115.158
112012.02.09 18:40s/l30.01122.722122.722115.158-5.39994.45
122012.02.10 10:40modify20.01121.041121.134129.546
132012.02.10 13:00modify20.01121.041121.173129.546
142012.02.14 00:00sell limit40.01122.2920.0000.000
152012.02.14 00:00modify40.01122.292122.789114.838
162012.02.14 01:00sell40.01122.292122.789114.838
172012.02.14 10:00s/l40.01122.789122.789114.838-3.17991.28
182012.02.15 02:00modify20.01121.041121.216129.546
192012.02.15 02:40modify20.01121.041121.323129.546
202012.02.15 06:00modify20.01121.041121.391129.546
212012.02.15 06:40modify20.01121.041121.488129.546
222012.02.15 09:00modify20.01121.041121.492129.546
232012.02.15 13:00modify20.01121.041121.505129.546
242012.02.16 10:40modify20.01121.041121.555129.546
252012.02.16 14:00modify20.01121.041121.671129.546
262012.02.16 14:40modify20.01121.041121.799129.546
272012.02.16 17:20modify20.01121.041122.072129.546
282012.02.16 18:00modify20.01121.041122.349129.546
292012.02.16 18:40modify20.01121.041122.625129.546
302012.02.16 21:20modify20.01121.041122.634129.546
312012.02.16 22:00modify20.01121.041122.717129.546
322012.02.16 22:40modify20.01121.041122.801129.546
332012.02.17 01:20modify20.01121.041122.814129.546
342012.02.17 02:00modify20.01121.041123.006129.546
352012.02.17 02:40modify20.01121.041123.199129.546
362012.02.17 10:40modify20.01121.041123.336129.546
372012.02.17 13:20modify20.01121.041123.405129.546
382012.02.17 14:00modify20.01121.041123.545129.546
392012.02.17 14:40modify20.01121.041123.685129.546
402012.02.17 18:40modify20.01121.041123.745129.546
412012.02.17 21:20modify20.01121.041123.842129.546
422012.02.17 22:00modify20.01121.041123.939129.546
432012.02.17 22:40modify20.01121.041124.037129.546
442012.02.20 00:00modify20.01121.041124.078129.546
452012.02.20 01:20modify20.01121.041124.287129.546
462012.02.20 02:00modify20.01121.041124.534129.546
472012.02.20 02:40modify20.01121.041124.781129.546
482012.02.21 00:00sell limit50.01126.2080.0000.000
492012.02.21 00:00modify50.01126.208126.685118.796
502012.02.21 00:20sell50.01126.208126.685118.796
512012.02.24 09:20s/l50.01126.685126.685118.796-4.27987.01
522012.02.24 09:20modify20.01121.041124.830129.546
532012.02.24 10:00modify20.01121.041125.099129.546
542012.02.24 10:40modify20.01121.041125.369129.546
552012.02.24 14:00modify20.01121.041125.465129.546
562012.02.24 14:40modify20.01121.041125.593129.546
572012.02.24 16:40modify20.01121.041125.628129.546
582012.02.24 17:20modify20.01121.041125.886129.546
592012.02.24 18:00modify20.01121.041126.145129.546
602012.02.24 18:40modify20.01121.041126.404129.546
612012.02.24 21:20modify20.01121.041126.566129.546
622012.02.24 22:00modify20.01121.041126.738129.546
632012.02.24 22:40modify20.01121.041126.911129.546
642012.02.27 00:00modify20.01121.041126.979129.546
652012.02.27 00:20t/p20.01129.546126.979129.54655.411042.42
662012.03.05 00:00sell limit60.01129.4950.0000.000
672012.03.05 00:00modify60.01129.495129.960121.772
682012.03.05 00:20sell60.01129.495129.960121.772
692012.03.06 00:00buy limit70.01129.2670.0000.000
702012.03.06 00:00modify70.01129.267128.463138.971
712012.03.06 02:00buy70.01129.267128.463138.971
722012.03.06 10:00s/l70.01128.463128.463138.971-5.121037.30
732012.03.06 10:40modify60.01129.495129.314121.772
742012.03.06 12:20modify60.01129.495129.086121.772
752012.03.06 13:00modify60.01129.495129.015121.772
762012.03.06 18:00modify60.01129.495128.709121.772
772012.03.06 18:40modify60.01129.495128.242121.772
782012.03.08 08:40s/l60.01128.242128.242121.7726.761044.06
792012.03.16 00:00buy limit80.01131.1590.0000.000
802012.03.16 00:00modify80.01131.159130.445141.047
812012.03.16 02:00buy80.01131.159130.445141.047
822012.03.21 10:40modify80.01131.159131.325141.047
832012.03.21 13:00modify80.01131.159131.339141.047
842012.03.22 00:00sell limit90.01132.3280.0000.000
852012.03.22 00:00modify90.01132.328133.344124.785
862012.03.22 00:20sell90.01132.328133.344124.785
872012.03.22 10:00s/l80.01131.339131.339141.0471.521045.58
882012.03.22 13:00modify90.01132.328132.326124.785
892012.03.22 18:00modify90.01132.328132.238124.785
902012.03.22 18:40modify90.01132.328131.831124.785
912012.03.23 16:20modify90.01132.328131.807124.785
922012.03.23 17:00modify90.01132.328131.715124.785
932012.03.26 14:40s/l90.01131.715131.715124.7853.421048.99
942012.03.28 00:00sell limit100.01132.6670.0000.000
952012.03.28 00:00modify100.01132.667133.228125.126
962012.03.28 00:20sell100.01132.667133.228125.126
972012.03.29 10:40modify100.01132.667132.592125.126
982012.03.29 13:20modify100.01132.667132.381125.126
992012.03.29 14:13modify100.01132.667132.073125.126
1002012.03.29 16:20modify100.01132.667131.987125.126
1012012.03.29 17:00modify100.01132.667131.895125.126
1022012.03.30 00:00buy limit110.01131.4470.0000.000
1032012.03.30 00:00modify110.01131.447130.408141.525
1042012.03.30 00:40buy110.01131.447130.408141.525
1052012.03.30 18:00s/l100.01131.895131.895125.1263.931052.93
1062012.04.04 14:40s/l110.01130.408130.408141.525-6.441046.49
1072012.04.10 00:00buy limit120.01129.4310.0000.000
1082012.04.10 00:00modify120.01129.431129.076138.788
1092012.04.10 09:20buy120.01129.431129.076138.788
1102012.04.10 10:00s/l120.01129.076129.076138.788-2.261044.23
1112012.04.17 00:00buy limit130.01127.7730.0000.000
1122012.04.17 00:00modify130.01127.773127.361137.169
1132012.04.17 00:20buy130.01127.773127.361137.169
1142012.04.18 10:00modify130.01127.773127.983137.169
1152012.04.18 10:40modify130.01127.773128.337137.169
1162012.04.18 18:40modify130.01127.773128.365137.169
1172012.04.19 02:40modify130.01127.773128.390137.169
1182012.04.19 06:00modify130.01127.773128.471137.169
1192012.04.19 06:40modify130.01127.773128.568137.169
1202012.04.19 09:20modify130.01127.773128.632137.169
1212012.04.19 10:00modify130.01127.773128.812137.169
1222012.04.19 10:40modify130.01127.773128.993137.169
1232012.04.20 02:00modify130.01127.773129.002137.169
1242012.04.20 02:40modify130.01127.773129.067137.169
1252012.04.20 09:20modify130.01127.773129.135137.169
1262012.04.20 10:00modify130.01127.773129.347137.169
1272012.04.20 10:40modify130.01127.773129.560137.169
1282012.04.20 12:20modify130.01127.773129.637137.169
1292012.04.20 13:00modify130.01127.773129.678137.169
1302012.04.25 21:00modify130.01127.773129.679137.169
1312012.04.30 18:00s/l130.01129.679129.679137.16912.941057.18
1322012.05.03 00:00sell limit140.01129.8360.0000.000
1332012.05.03 00:00modify140.01129.836130.631122.416
1342012.05.03 09:20sell140.01129.836130.631122.416
1352012.05.09 14:00modify140.01129.836129.785122.416
1362012.05.09 14:40modify140.01129.836129.533122.416
1372012.05.16 12:20modify140.01129.836129.449122.416
1382012.05.16 13:00modify140.01129.836129.384122.416
1392012.05.16 22:40modify140.01129.836129.351122.416
1402012.05.17 10:40modify140.01129.836129.278122.416
1412012.05.17 12:40modify140.01129.836129.238122.416
1422012.05.17 13:20modify140.01129.836129.050122.416
1432012.05.17 14:00modify140.01129.836128.767122.416
1442012.05.17 14:40modify140.01129.836128.390122.416
1452012.05.17 16:40modify140.01129.836128.278122.416
1462012.05.17 17:20modify140.01129.836127.960122.416
1472012.05.17 18:00modify140.01129.836127.483122.416
1482012.05.17 18:40modify140.01129.836126.847122.416
1492012.05.17 22:40modify140.01129.836126.816122.416
1502012.05.18 02:40modify140.01129.836126.782122.416
1512012.05.18 06:00modify140.01129.836126.735122.416
1522012.05.18 06:40modify140.01129.836126.624122.416
1532012.05.18 08:20modify140.01129.836126.367122.416
1542012.05.18 09:00modify140.01129.836126.297122.416
1552012.05.22 18:00s/l140.01126.297126.297122.41618.361075.54
1562012.05.25 00:00buy limit150.01124.6500.0000.000
1572012.05.25 00:00modify150.01124.650124.379133.441
1582012.05.25 00:20buy150.01124.650124.379133.441
1592012.05.28 10:40s/l150.01124.379124.379133.441-1.661073.88
1602012.06.12 00:00sell limit160.01123.0400.0000.000
1612012.06.12 00:00modify160.01123.040123.938115.930
1622012.06.12 06:00sell160.01123.040123.938115.930
1632012.06.12 22:40s/l160.01123.938123.938115.930-5.721068.16
1642012.06.15 00:00buy limit170.01123.4070.0000.000
1652012.06.15 00:00modify170.01123.407122.996132.055
1662012.06.15 02:40buy170.01123.407122.996132.055
1672012.06.15 05:20s/l170.01122.996122.996132.055-2.621065.54
1682012.06.18 00:00buy limit180.01123.6350.0000.000
1692012.06.18 00:00modify180.01123.635122.355133.217
1702012.06.18 14:40buy180.01123.635122.355133.217
1712012.06.19 00:00sell limit190.01123.9350.0000.000
1722012.06.19 00:00modify190.01123.935124.496116.904
1732012.06.19 00:20sell190.01123.935124.496116.904
1742012.06.19 18:40s/l190.01124.496124.496116.904-3.581061.96
1752012.06.21 14:40modify180.01123.635123.810133.217
1762012.06.22 00:00sell limit200.01125.1560.0000.000
1772012.06.22 00:00modify200.01125.156125.696117.990
1782012.06.22 01:00sell200.01125.156125.696117.990
1792012.06.22 10:40s/l200.01125.696125.696117.990-3.441058.52
1802012.06.25 14:40s/l180.01123.810123.810133.2171.541060.06
1812012.07.17 00:00buy limit210.01123.2250.0000.000
1822012.07.17 00:00modify210.01123.225122.743132.096
1832012.07.17 00:20buy210.01123.225122.743132.096
1842012.07.20 18:40s/l210.01122.743122.743132.096-2.761057.29
1852012.07.26 00:00sell limit220.01121.1200.0000.000
1862012.07.26 00:00modify220.01121.120121.564113.776
1872012.07.26 01:00sell220.01121.120121.564113.776
1882012.07.26 13:20s/l220.01121.564121.564113.776-2.821054.47
1892012.08.03 00:00sell limit230.01121.4110.0000.000
1902012.08.03 00:00modify230.01121.411122.466114.724
1912012.08.03 09:20sell230.01121.411122.466114.724
1922012.08.03 17:20s/l230.01122.466122.466114.724-6.721047.75
1932012.08.09 00:00buy limit240.01122.7040.0000.000
1942012.08.09 00:00modify240.01122.704122.139131.620
1952012.08.09 14:00buy240.01122.704122.139131.620
1962012.08.10 14:00s/l240.01122.139122.139131.620-3.541044.22
1972012.08.13 00:00buy limit250.01122.5420.0000.000
1982012.08.13 00:00modify250.01122.542122.018131.538
1992012.08.13 10:40buy250.01122.542122.018131.538
2002012.08.16 14:00modify250.01122.542122.602131.538
2012012.08.16 14:40modify250.01122.542122.747131.538
2022012.08.16 18:40modify250.01122.542122.812131.538
2032012.08.16 22:00modify250.01122.542122.863131.538
2042012.08.16 22:40modify250.01122.542122.925131.538
2052012.08.17 14:40modify250.01122.542122.950131.538
2062012.08.20 10:40modify250.01122.542122.961131.538
2072012.08.20 13:00modify250.01122.542122.988131.538
2082012.08.21 10:00modify250.01122.542123.154131.538
2092012.08.21 10:40modify250.01122.542123.342131.538
2102012.08.21 14:40modify250.01122.542123.403131.538
2112012.08.21 16:20modify250.01122.542123.458131.538
2122012.08.21 17:00modify250.01122.542123.494131.538
2132012.09.06 17:20modify250.01122.542123.564131.538
2142012.09.06 18:00modify250.01122.542123.713131.538
2152012.09.06 18:40modify250.01122.542123.861131.538
2162012.09.07 09:20modify250.01122.542123.910131.538
2172012.09.07 10:00modify250.01122.542124.038131.538
2182012.09.07 10:40modify250.01122.542124.166131.538
2192012.09.10 00:00sell limit260.01125.3550.0000.000
2202012.09.10 00:00modify260.01125.355126.063118.126
2212012.09.10 10:40sell260.01125.355126.063118.126
2222012.09.14 13:20s/l260.01126.063126.063118.126-5.991038.23
2232012.09.14 13:20modify250.01122.542124.321131.538
2242012.09.14 14:00modify250.01122.542124.611131.538
2252012.09.14 14:40modify250.01122.542124.900131.538
2262012.09.14 18:00modify250.01122.542125.024131.538
2272012.09.14 18:40modify250.01122.542125.229131.538
2282012.09.17 01:00modify250.01122.542125.248131.538
2292012.09.17 13:20modify250.01122.542125.286131.538
2302012.09.17 14:00modify250.01122.542125.426131.538
2312012.09.17 14:40modify250.01122.542125.566131.538
2322012.09.17 16:20modify250.01122.542125.581131.538
2332012.09.17 16:40modify250.01122.542125.641131.538
2342012.09.17 17:20modify250.01122.542125.821131.538
2352012.09.17 18:00modify250.01122.542126.002131.538
2362012.09.17 18:40modify250.01122.542126.182131.538
2372012.09.19 06:00modify250.01122.542126.338131.538
2382012.09.19 06:40modify250.01122.542126.640131.538
2392012.09.19 08:20modify250.01122.542126.696131.538
2402012.09.19 09:00modify250.01122.542126.760131.538
2412012.09.20 06:40s/l250.01126.760126.760131.53829.321067.55
2422012.09.21 00:00buy limit270.01126.8050.0000.000
2432012.09.21 00:00modify270.01126.805126.469135.968
2442012.09.21 22:40buy270.01126.805126.469135.968
2452012.09.24 00:00sell limit280.01126.9000.0000.000
2462012.09.24 00:00modify280.01126.900127.486119.276
2472012.09.24 00:20sell280.01126.900127.486119.276
2482012.09.24 06:13s/l270.01126.469126.469135.968-2.091065.46
2492012.10.01 00:00buy limit290.01125.8390.0000.000
2502012.10.01 00:00modify290.01125.839125.675134.667
2512012.10.01 02:00buy290.01125.839125.675134.667
2522012.10.01 02:40s/l290.01125.675125.675134.667-1.041064.42
2532012.10.05 14:00s/l280.01127.486127.486119.276-6.941057.48
2542012.10.08 00:00sell limit300.01126.9230.0000.000
2552012.10.08 00:00modify300.01126.923127.675119.483
2562012.10.08 00:20sell300.01126.923127.675119.483
2572012.10.08 18:40modify300.01126.923126.805119.483
2582012.10.09 18:00modify300.01126.923126.803119.483
2592012.10.09 18:40modify300.01126.923126.595119.483
2602012.10.11 02:40modify300.01126.923126.516119.483
2612012.10.11 04:20modify300.01126.923126.466119.483
2622012.10.11 05:00modify300.01126.923126.442119.483
2632012.10.11 08:20modify300.01126.923126.424119.483
2642012.10.11 09:00modify300.01126.923126.389119.483
2652012.10.15 13:20s/l300.01126.389126.389119.4831.681059.16
2662012.10.19 00:00sell limit310.01127.2040.0000.000
2672012.10.19 00:00modify310.01127.204128.088119.793
2682012.10.19 01:20sell310.01127.204128.088119.793
2692012.10.22 10:40s/l310.01128.088128.088119.793-5.881053.28
2702012.10.31 00:00buy limit320.01127.8920.0000.000
2712012.10.31 00:00modify320.01127.892127.274137.467
2722012.10.31 02:40buy320.01127.892127.274137.467
2732012.11.08 12:20s/l320.01127.274127.274137.467-3.331049.95
2742012.11.23 00:00sell limit330.01131.4220.0000.000
2752012.11.23 00:00modify330.01131.422132.190123.865
2762012.11.23 00:20sell330.01131.422132.190123.865
2772012.11.23 18:40s/l330.01132.190132.190123.865-4.891045.06
2782012.11.29 00:00buy limit340.01131.3360.0000.000
2792012.11.29 00:00modify340.01131.336130.702140.960
2802012.11.29 01:00buy340.01131.336130.702140.960
2812012.12.03 00:00sell limit350.01131.9910.0000.000
2822012.12.03 00:00modify350.01131.991132.659124.378
2832012.12.03 01:20sell350.01131.991132.659124.378
2842012.12.05 09:00s/l350.01132.659132.659124.378-4.751040.31
2852012.12.12 10:00modify340.01131.336131.406140.960
2862012.12.12 10:40modify340.01131.336131.564140.960
2872012.12.12 13:20modify340.01131.336131.587140.960
2882012.12.12 14:00modify340.01131.336131.667140.960
2892012.12.12 14:40modify340.01131.336131.746140.960
2902012.12.12 17:20modify340.01131.336131.790140.960
2912012.12.12 18:00modify340.01131.336132.023140.960
2922012.12.12 18:40modify340.01131.336132.255140.960
2932012.12.12 22:00modify340.01131.336132.347140.960
2942012.12.12 22:40modify340.01131.336132.473140.960
2952012.12.13 05:20modify340.01131.336132.555140.960
2962012.12.13 06:00modify340.01131.336132.732140.960
2972012.12.13 06:40modify340.01131.336132.908140.960
2982012.12.14 05:20modify340.01131.336132.931140.960
2992012.12.14 06:00modify340.01131.336133.078140.960
3002012.12.14 06:40modify340.01131.336133.226140.960
3012012.12.17 00:00modify340.01131.336134.138140.960
3022012.12.17 01:00modify340.01131.336134.164140.960
3032012.12.18 18:00modify340.01131.336134.335140.960
3042012.12.18 18:40modify340.01131.336134.544140.960
3052012.12.18 21:20modify340.01131.336134.593140.960
3062012.12.18 22:00modify340.01131.336134.650140.960
3072012.12.18 22:40modify340.01131.336134.708140.960
3082012.12.19 01:20modify340.01131.336134.743140.960
3092012.12.19 02:00modify340.01131.336134.863140.960
3102012.12.19 02:40modify340.01131.336134.982140.960
3112012.12.19 09:20modify340.01131.336135.031140.960
3122012.12.19 10:00modify340.01131.336135.142140.960
3132012.12.19 10:40modify340.01131.336135.252140.960
3142012.12.19 12:40modify340.01131.336135.270140.960
3152012.12.19 13:20modify340.01131.336135.395140.960
3162012.12.19 14:00modify340.01131.336135.521140.960
3172012.12.19 14:40modify340.01131.336135.646140.960
3182012.12.20 00:00sell limit360.01137.1340.0000.000
3192012.12.20 00:00modify360.01137.134137.712129.051
3202012.12.20 05:00sell360.01137.134137.712129.051
3212012.12.26 10:00s/l360.01137.712137.712129.051-4.681035.64
3222012.12.26 10:40modify340.01131.336135.672140.960
3232012.12.26 14:40modify340.01131.336135.733140.960
3242012.12.26 18:00modify340.01131.336135.849140.960
3252012.12.26 18:40modify340.01131.336136.017140.960
3262012.12.27 02:00modify340.01131.336136.023140.960
3272012.12.27 02:40modify340.01131.336136.153140.960
3282012.12.27 05:20modify340.01131.336136.169140.960
3292012.12.27 06:00modify340.01131.336136.238140.960
3302012.12.27 06:40modify340.01131.336136.308140.960
3312012.12.27 10:00modify340.01131.336136.361140.960
3322012.12.27 10:40modify340.01131.336136.497140.960
3332012.12.27 13:20modify340.01131.336136.556140.960
3342012.12.27 14:00modify340.01131.336136.665140.960
3352012.12.27 14:40modify340.01131.336136.774140.960
3362012.12.27 16:20modify340.01131.336136.841140.960
3372012.12.27 17:00modify340.01131.336136.940140.960
3382012.12.28 02:00modify340.01131.336137.024140.960
3392012.12.28 02:40modify340.01131.336137.276140.960
3402012.12.31 00:00sell limit370.01138.8030.0000.000
3412012.12.31 00:00modify370.01138.803139.368130.825
3422012.12.31 00:20sell370.01138.803139.368130.825
3432012.12.31 13:20s/l370.01139.368139.368130.825-3.601032.04
3442012.12.31 14:00modify340.01131.336137.472140.960
3452012.12.31 14:40modify340.01131.336137.716140.960
3462012.12.31 17:20modify340.01131.336137.939140.960
3472012.12.31 18:00modify340.01131.336138.167140.960
3482012.12.31 18:40modify340.01131.336138.394140.960
3492012.12.31 23:59close at stop340.01140.578138.394140.96060.721092.76