Strategy Tester Report
W2C-Angely_UJ1_ver.4.02_D1
Alpari-ECN-Demo (Build 1420)

SymbolUSDJPY (US Dollar vs Japanese Yen)
PeriodDaily (D1) 2007.01.02 00:00 - 2007.12.31 00:00 (2007.01.01 - 2008.01.01)
ModelControl points (a very crude method, the results must not be considered)
ParametersEAName="W2C-Angely_UJ1_ver_4.02"; MaxNumberofPositions_b=1; MaxNumberofPositions_s=1; Slippage=3; B_Symbol_LS_0=0.01; S_Symbol_LS_0=0.01; MagicNumberLong=1234565; MagicNumberShort=6543215; MaxSpread=25.1; pAdjust=0;
Bars in test1260Ticks modelled20629Modelling qualityn/a
Mismatched charts errors0
Initial deposit1000.00Spread15
Total net profit27.21Gross profit125.59Gross loss-98.38
Profit factor1.28Expected payoff0.68
Absolute drawdown5.05Maximal drawdown35.35 (3.33%)Relative drawdown3.33% (35.35)
Total trades40Short positions (won %)25 (28.00%)Long positions (won %)15 (33.33%)
Profit trades (% of total)12 (30.00%)Loss trades (% of total)28 (70.00%)
Largestprofit trade32.77loss trade-9.22
Averageprofit trade10.47loss trade-3.51
Maximumconsecutive wins (profit in money)4 (58.84)consecutive losses (loss in money)9 (-34.48)
Maximalconsecutive profit (count of wins)58.84 (4)consecutive loss (count of losses)-34.48 (9)
Averageconsecutive wins2consecutive losses4
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12007.01.08 00:00buy limit10.01118.6900.0000.000
22007.01.08 00:00modify10.01118.690118.029127.825
32007.01.08 00:26buy10.01118.690118.029127.825
42007.01.11 12:20modify10.01118.690118.703127.825
52007.01.11 13:00modify10.01118.690118.734127.825
62007.01.11 16:26modify10.01118.690118.765127.825
72007.01.11 17:20modify10.01118.690118.849127.825
82007.01.11 18:13modify10.01118.690118.934127.825
92007.01.12 02:40modify10.01118.690119.012127.825
102007.01.16 14:40modify10.01118.690119.052127.825
112007.01.17 01:20modify10.01118.690119.092127.825
122007.01.17 02:13modify10.01118.690119.149127.825
132007.01.18 06:00modify10.01118.690119.235127.825
142007.01.18 06:40modify10.01118.690119.399127.825
152007.01.18 08:20modify10.01118.690119.420127.825
162007.01.18 08:40modify10.01118.690119.451127.825
172007.01.18 09:20modify10.01118.690119.544127.825
182007.01.18 10:00modify10.01118.690119.636127.825
192007.01.18 10:40modify10.01118.690119.729127.825
202007.01.18 12:20modify10.01118.690119.832127.825
212007.01.18 13:00modify10.01118.690119.869127.825
222007.01.22 00:00sell limit20.01121.3200.0000.000
232007.01.22 00:00modify20.01121.320121.448119.882
242007.01.22 02:00sell20.01121.320121.448119.882
252007.01.22 09:20s/l20.01121.448121.448119.882-1.05998.95
262007.01.22 10:40modify10.01118.690119.920127.825
272007.01.22 13:20modify10.01118.690119.951127.825
282007.01.22 14:00modify10.01118.690120.005127.825
292007.01.22 14:40modify10.01118.690120.060127.825
302007.01.29 02:40modify10.01118.690120.088127.825
312007.01.29 05:46modify10.01118.690120.100127.825
322007.01.29 06:40modify10.01118.690120.179127.825
332007.01.29 07:33modify10.01118.690120.258127.825
342007.01.29 08:00modify10.01118.690120.278127.825
352007.01.29 08:20modify10.01118.690120.420127.825
362007.01.29 09:00modify10.01118.690120.458127.825
372007.01.30 00:00sell limit30.01121.8600.0000.000
382007.01.30 00:00modify30.01121.860122.158120.794
392007.01.30 10:00sell30.01121.860122.158120.794
402007.01.31 18:00modify30.01121.860121.671120.794
412007.01.31 18:40t/p30.01120.794121.671120.7948.841007.79
422007.02.01 05:00s/l10.01120.458120.458127.82514.681022.47
432007.02.02 00:00buy limit40.01120.7070.0000.000
442007.02.02 00:00modify40.01120.707120.130129.727
452007.02.02 02:40buy40.01120.707120.130129.727
462007.02.06 02:00s/l40.01120.130120.130129.727-4.811017.66
472007.02.07 00:00sell limit50.01120.1860.0000.000
482007.02.07 00:00modify50.01120.186120.538118.996
492007.02.07 05:20sell50.01120.186120.538118.996
502007.02.07 10:00s/l50.01120.538120.538118.996-2.921014.74
512007.03.16 00:00sell limit60.01117.4940.0000.000
522007.03.16 00:00modify60.01117.494117.758116.474
532007.03.19 00:00delete60.01117.494117.758116.474
542007.03.21 00:00sell limit70.01117.4860.0000.000
552007.03.21 00:00modify70.01117.486118.008116.827
562007.03.21 08:26sell70.01117.486118.008116.827
572007.03.22 18:00s/l70.01118.008118.008116.827-4.421010.32
582007.03.26 00:00buy limit80.01117.8770.0000.000
592007.03.26 00:00modify80.01117.877117.439126.768
602007.03.26 00:20buy80.01117.877117.439126.768
612007.03.28 02:40s/l80.01117.439117.439126.768-3.731006.59
622007.04.06 00:00sell limit90.01118.7890.0000.000
632007.04.06 00:00modify90.01118.789118.978117.548
642007.04.06 02:40sell90.01118.789118.978117.548
652007.04.06 13:46s/l90.01118.978118.978117.548-1.591005.00
662007.04.16 00:00buy limit100.01119.3020.0000.000
672007.04.16 00:00modify100.01119.302118.270128.761
682007.04.16 02:00buy100.01119.302118.270128.761
692007.04.18 14:13s/l100.01118.270118.270128.761-8.73996.27
702007.04.20 00:00buy limit110.01118.3760.0000.000
712007.04.20 00:00modify110.01118.376117.659127.408
722007.04.20 00:20buy110.01118.376117.659127.408
732007.04.25 00:00sell limit120.01118.6510.0000.000
742007.04.25 00:00modify120.01118.651118.928117.573
752007.04.25 10:40sell120.01118.651118.928117.573
762007.04.26 09:20s/l120.01118.928118.928117.573-2.32993.95
772007.05.01 00:00sell limit130.01119.5220.0000.000
782007.05.01 00:00modify130.01119.522119.738118.191
792007.05.01 02:40sell130.01119.522119.738118.191
802007.05.01 18:40s/l130.01119.738119.738118.191-1.80992.15
812007.05.02 04:20modify110.01118.376118.392127.408
822007.05.02 05:00modify110.01118.376118.452127.408
832007.05.02 10:40modify110.01118.376118.502127.408
842007.05.02 12:20modify110.01118.376118.537127.408
852007.05.02 13:00modify110.01118.376118.562127.408
862007.05.02 17:00modify110.01118.376118.582127.408
872007.05.03 17:20modify110.01118.376118.605127.408
882007.05.03 18:00modify110.01118.376118.665127.408
892007.05.03 18:40modify110.01118.376118.725127.408
902007.05.03 22:13modify110.01118.376118.755127.408
912007.05.10 10:40modify110.01118.376118.768127.408
922007.05.10 14:40modify110.01118.376118.828127.408
932007.05.11 00:00sell limit140.01120.0060.0000.000
942007.05.11 00:00modify140.01120.006120.508118.990
952007.05.11 18:00sell140.01120.006120.508118.990
962007.05.15 00:20s/l140.01120.508120.508118.990-4.16987.99
972007.05.15 10:40modify110.01118.376118.892127.408
982007.05.16 14:00modify110.01118.376118.913127.408
992007.05.16 14:40modify110.01118.376118.995127.408
1002007.05.16 17:20modify110.01118.376119.001127.408
1012007.05.16 18:00modify110.01118.376119.053127.408
1022007.05.16 18:40modify110.01118.376119.105127.408
1032007.05.16 22:40modify110.01118.376119.135127.408
1042007.05.17 02:40modify110.01118.376119.167127.408
1052007.05.17 08:26modify110.01118.376119.202127.408
1062007.05.17 09:20modify110.01118.376119.264127.408
1072007.05.17 10:13modify110.01118.376119.327127.408
1082007.05.17 13:20modify110.01118.376119.403127.408
1092007.05.17 14:00modify110.01118.376119.485127.408
1102007.05.17 14:40modify110.01118.376119.567127.408
1112007.05.17 18:00modify110.01118.376119.601127.408
1122007.05.17 18:40modify110.01118.376119.647127.408
1132007.05.17 21:00modify110.01118.376119.657127.408
1142007.05.18 10:40modify110.01118.376119.681127.408
1152007.05.21 10:40modify110.01118.376119.682127.408
1162007.05.21 13:20modify110.01118.376119.748127.408
1172007.05.21 14:00modify110.01118.376119.830127.408
1182007.05.21 14:40modify110.01118.376119.912127.408
1192007.05.23 02:00modify110.01118.376119.944127.408
1202007.05.23 02:40modify110.01118.376119.996127.408
1212007.05.23 06:00modify110.01118.376120.008127.408
1222007.05.23 06:40modify110.01118.376120.046127.408
1232007.05.23 08:20modify110.01118.376120.134127.408
1242007.05.23 09:00modify110.01118.376120.156127.408
1252007.05.24 00:00sell limit150.01121.6690.0000.000
1262007.05.24 00:00modify150.01121.669121.858120.405
1272007.05.24 18:40sell150.01121.669121.858120.405
1282007.05.25 02:40modify150.01121.669121.581120.405
1292007.05.25 13:20s/l150.01121.581121.581120.4050.72988.71
1302007.05.25 22:13modify110.01118.376120.158127.408
1312007.05.29 00:00sell limit160.01121.7010.0000.000
1322007.05.29 00:00modify160.01121.701121.788120.066
1332007.05.29 00:26sell160.01121.701121.788120.066
1342007.05.29 16:20s/l160.01121.788121.788120.066-0.72987.99
1352007.05.31 18:00modify110.01118.376120.164127.408
1362007.05.31 18:40modify110.01118.376120.265127.408
1372007.06.01 00:00sell limit170.01121.7990.0000.000
1382007.06.01 00:00modify170.01121.799121.968120.513
1392007.06.01 02:40sell170.01121.799121.968120.513
1402007.06.01 08:20s/l170.01121.968121.968120.513-1.39986.60
1412007.06.01 14:00modify110.01118.376120.309127.408
1422007.06.01 14:40modify110.01118.376120.374127.408
1432007.06.01 18:40modify110.01118.376120.414127.408
1442007.06.08 00:00sell limit180.01121.1480.0000.000
1452007.06.08 00:00modify180.01121.148121.548120.114
1462007.06.08 02:00sell180.01121.148121.548120.114
1472007.06.08 14:00s/l180.01121.548121.548120.114-3.29983.31
1482007.06.13 00:00sell limit190.01121.7200.0000.000
1492007.06.13 00:00modify190.01121.720121.848120.165
1502007.06.13 04:40sell190.01121.720121.848120.165
1512007.06.13 05:20s/l190.01121.848121.848120.165-1.05982.26
1522007.06.13 06:40modify110.01118.376120.575127.408
1532007.06.13 10:13modify110.01118.376120.625127.408
1542007.06.13 13:20modify110.01118.376120.636127.408
1552007.06.13 14:00modify110.01118.376120.690127.408
1562007.06.13 14:40modify110.01118.376120.745127.408
1572007.06.13 21:20modify110.01118.376120.843127.408
1582007.06.13 22:00modify110.01118.376120.944127.408
1592007.06.13 22:40modify110.01118.376121.045127.408
1602007.06.14 06:00modify110.01118.376121.057127.408
1612007.06.14 06:40modify110.01118.376121.101127.408
1622007.06.14 09:20modify110.01118.376121.122127.408
1632007.06.14 10:00modify110.01118.376121.176127.408
1642007.06.14 10:40modify110.01118.376121.231127.408
1652007.06.14 12:20modify110.01118.376121.369127.408
1662007.06.14 13:00modify110.01118.376121.391127.408
1672007.06.15 09:20modify110.01118.376121.480127.408
1682007.06.15 10:00modify110.01118.376121.608127.408
1692007.06.15 10:40modify110.01118.376121.736127.408
1702007.06.15 13:20modify110.01118.376121.742127.408
1712007.06.15 14:00modify110.01118.376121.824127.408
1722007.06.15 14:40modify110.01118.376121.906127.408
1732007.06.15 17:00modify110.01118.376121.926127.408
1742007.06.18 18:00modify110.01118.376121.941127.408
1752007.06.18 18:40modify110.01118.376122.009127.408
1762007.06.22 00:40modify110.01118.376122.071127.408
1772007.06.22 02:00modify110.01118.376122.129127.408
1782007.06.22 03:20modify110.01118.376122.186127.408
1792007.06.22 04:20modify110.01118.376122.205127.408
1802007.06.22 05:00modify110.01118.376122.216127.408
1812007.06.22 09:20modify110.01118.376122.244127.408
1822007.06.22 10:00modify110.01118.376122.315127.408
1832007.06.22 10:40modify110.01118.376122.386127.408
1842007.06.25 00:00sell limit200.01123.8810.0000.000
1852007.06.25 00:00modify200.01123.881124.118122.473
1862007.06.25 06:00sell200.01123.881124.118122.473
1872007.06.26 10:00modify200.01123.881123.777122.473
1882007.06.26 10:40modify200.01123.881123.544122.473
1892007.06.27 06:40modify200.01123.881123.402122.473
1902007.06.27 08:40modify200.01123.881123.396122.473
1912007.06.27 09:20modify200.01123.881123.339122.473
1922007.06.27 10:00modify200.01123.881123.255122.473
1932007.06.27 10:40t/p200.01122.473123.255122.47311.51993.77
1942007.06.27 14:00s/l110.01122.386122.386127.40832.771026.54
1952007.06.28 00:00buy limit210.01122.7640.0000.000
1962007.06.28 00:00modify210.01122.764122.281132.105
1972007.06.29 00:00delete210.01122.764122.281132.105
1982007.07.02 00:00sell limit220.01123.1990.0000.000
1992007.07.02 00:00modify220.01123.199123.538121.942
2002007.07.02 02:00sell220.01123.199123.538121.942
2012007.07.02 10:40modify220.01123.199123.191121.942
2022007.07.02 17:20modify220.01123.199123.152121.942
2032007.07.02 18:00modify220.01123.199123.010121.942
2042007.07.02 18:40modify220.01123.199122.821121.942
2052007.07.05 02:40s/l220.01122.821122.821121.9423.071029.61
2062007.07.10 00:00sell limit230.01123.4720.0000.000
2072007.07.10 00:00modify230.01123.472123.648122.071
2082007.07.10 06:40sell230.01123.472123.648122.071
2092007.07.10 14:00modify230.01123.472123.311122.071
2102007.07.10 14:40modify230.01123.472122.893122.071
2112007.07.10 18:00modify230.01123.472122.806122.071
2122007.07.10 18:40t/p230.01122.071122.806122.07111.491041.10
2132007.07.13 00:00buy limit240.01122.3270.0000.000
2142007.07.13 00:00modify240.01122.327121.891131.398
2152007.07.13 01:00buy240.01122.327121.891131.398
2162007.07.16 00:00s/l240.01121.891121.891131.398-3.581037.52
2172007.08.02 00:00buy limit250.01118.7090.0000.000
2182007.08.02 00:00modify250.01118.709117.629128.187
2192007.08.02 01:00buy250.01118.709117.629128.187
2202007.08.06 00:00s/l250.01117.629117.629128.187-9.221028.30
2212007.08.08 00:00buy limit260.01118.7070.0000.000
2222007.08.08 00:00modify260.01118.707117.999127.783
2232007.08.09 00:00delete260.01118.707117.999127.783
2242007.08.13 00:00buy limit270.01118.2460.0000.000
2252007.08.13 00:00modify270.01118.246117.259127.836
2262007.08.13 02:40buy270.01118.246117.259127.836
2272007.08.15 06:00s/l270.01117.259117.259127.836-8.431019.87
2282007.08.20 00:00buy limit280.01114.1610.0000.000
2292007.08.20 00:00modify280.01114.161111.647125.237
2302007.08.20 00:20buy280.01114.161111.647125.237
2312007.08.23 02:00modify280.01114.161114.235125.237
2322007.08.23 02:40modify280.01114.161114.434125.237
2332007.08.23 09:20modify280.01114.161114.567125.237
2342007.08.23 10:00modify280.01114.161114.880125.237
2352007.08.23 10:40modify280.01114.161115.194125.237
2362007.08.23 12:20modify280.01114.161115.393125.237
2372007.08.23 13:00modify280.01114.161115.484125.237
2382007.08.28 02:40s/l280.01115.484115.484125.23711.471031.34
2392007.08.31 00:00buy limit290.01115.7990.0000.000
2402007.08.31 00:00modify290.01115.799115.258124.555
2412007.08.31 18:40buy290.01115.799115.258124.555
2422007.09.03 00:00sell limit300.01116.0220.0000.000
2432007.09.03 00:00modify300.01116.022116.578115.396
2442007.09.03 06:40sell300.01116.022116.578115.396
2452007.09.04 10:40t/p300.01115.396116.578115.3965.421036.76
2462007.09.05 17:20s/l290.01115.258115.258124.555-4.701032.06
2472007.09.13 00:00buy limit310.01114.1450.0000.000
2482007.09.13 00:00modify310.01114.145113.817122.498
2492007.09.13 00:20buy310.01114.145113.817122.498
2502007.09.14 00:00sell limit320.01114.9700.0000.000
2512007.09.14 00:00modify320.01114.970115.459114.649
2522007.09.14 00:20delete320.01114.970115.459114.649
2532007.09.18 14:40modify310.01114.145114.237122.498
2542007.09.18 22:00modify310.01114.145114.430122.498
2552007.09.18 22:40modify310.01114.145114.727122.498
2562007.09.20 17:20s/l310.01114.727114.727122.4985.071037.13
2572007.09.26 00:00buy limit330.01114.6000.0000.000
2582007.09.26 00:00modify330.01114.600114.067123.345
2592007.09.26 00:20buy330.01114.600114.067123.345
2602007.10.03 13:20modify330.01114.600114.613123.345
2612007.10.03 14:00modify330.01114.600114.716123.345
2622007.10.03 14:40modify330.01114.600114.820123.345
2632007.10.03 16:26modify330.01114.600114.901123.345
2642007.10.03 17:20modify330.01114.600115.015123.345
2652007.10.03 18:13modify330.01114.600115.130123.345
2662007.10.05 14:00modify330.01114.600115.374123.345
2672007.10.05 14:40modify330.01114.600115.619123.345
2682007.10.08 10:00modify330.01114.600115.677123.345
2692007.10.08 10:40modify330.01114.600115.778123.345
2702007.10.08 13:20modify330.01114.600115.782123.345
2712007.10.08 14:00modify330.01114.600115.820123.345
2722007.10.08 14:40modify330.01114.600115.858123.345
2732007.10.08 16:20modify330.01114.600115.899123.345
2742007.10.08 17:00modify330.01114.600115.938123.345
2752007.10.11 00:00sell limit340.01117.2850.0000.000
2762007.10.11 00:00modify340.01117.285117.508116.107
2772007.10.11 06:00sell340.01117.285117.508116.107
2782007.10.11 14:00s/l340.01117.508117.508116.107-1.901035.23
2792007.10.11 14:00modify330.01114.600115.979123.345
2802007.10.11 14:40modify330.01114.600116.118123.345
2812007.10.12 00:00sell limit350.01117.4330.0000.000
2822007.10.12 00:00modify350.01117.433117.758116.454
2832007.10.12 02:40sell350.01117.433117.758116.454
2842007.10.15 10:40s/l350.01117.758117.758116.454-2.761032.47
2852007.10.15 10:40modify330.01114.600116.154123.345
2862007.10.15 14:00modify330.01114.600116.198123.345
2872007.10.15 14:40modify330.01114.600116.274123.345
2882007.10.16 00:00sell limit360.01117.5790.0000.000
2892007.10.16 00:00modify360.01117.579117.918116.648
2902007.10.16 10:40delete360.01117.579117.918116.648
2912007.10.17 06:40s/l330.01116.274116.274123.34514.411046.88
2922007.10.26 00:00sell limit370.01114.2980.0000.000
2932007.10.26 00:00modify370.01114.298114.549113.385
2942007.10.26 06:00sell370.01114.298114.549113.385
2952007.10.26 10:40s/l370.01114.549114.549113.385-2.191044.69
2962007.10.29 00:00sell limit380.01114.2640.0000.000
2972007.10.29 00:00modify380.01114.264114.549113.211
2982007.10.29 07:33sell380.01114.264114.549113.211
2992007.10.29 12:40s/l380.01114.549114.549113.211-2.491042.20
3002007.10.31 00:00sell limit390.01114.7720.0000.000
3012007.10.31 00:00modify390.01114.772114.989113.682
3022007.10.31 02:40sell390.01114.772114.989113.682
3032007.10.31 10:00s/l390.01114.989114.989113.682-1.881040.32
3042007.11.05 00:00sell limit400.01114.8550.0000.000
3052007.11.05 00:00modify400.01114.855115.419114.213
3062007.11.05 13:20delete400.01114.855115.419114.213
3072007.11.06 00:00buy limit410.01114.4240.0000.000
3082007.11.06 00:00modify410.01114.424114.077122.987
3092007.11.06 00:20buy410.01114.424114.077122.987
3102007.11.07 06:40s/l410.01114.077114.077122.987-3.051037.27
3112007.11.09 00:00sell limit420.01112.8870.0000.000
3122007.11.09 00:00modify420.01112.887113.349112.337
3132007.11.09 09:20delete420.01112.887113.349112.337
3142007.11.15 00:00sell limit430.01111.3350.0000.000
3152007.11.15 00:00modify430.01111.335111.729110.658
3162007.11.15 01:20sell430.01111.335111.729110.658
3172007.11.15 10:40t/p430.01110.658111.729110.6586.141043.41
3182007.11.21 00:00sell limit440.01110.1110.0000.000
3192007.11.21 00:00modify440.01110.111110.559109.532
3202007.11.21 05:20delete440.01110.111110.559109.532
3212007.11.23 00:00sell limit450.01108.7350.0000.000
3222007.11.23 00:00modify450.01108.735109.149107.987
3232007.11.23 02:40delete450.01108.735109.149107.987
3242007.11.26 00:00buy limit460.01108.3990.0000.000
3252007.11.26 00:00modify460.01108.399107.594116.821
3262007.11.26 06:00buy460.01108.399107.594116.821
3272007.11.26 22:00s/l460.01107.594107.594116.821-7.491035.92
3282007.11.30 00:00sell limit470.01109.9560.0000.000
3292007.11.30 00:00modify470.01109.956110.289109.149
3302007.11.30 02:00sell470.01109.956110.289109.149
3312007.11.30 02:40s/l470.01110.289110.289109.149-3.011032.91
3322007.12.14 00:00buy limit480.01112.1940.0000.000
3332007.12.14 00:00modify480.01112.194111.446120.878
3342007.12.17 00:00delete480.01112.194111.446120.878
3352007.12.20 00:00buy limit490.01113.2740.0000.000
3362007.12.20 00:00modify490.01113.274112.797121.718
3372007.12.20 02:00buy490.01113.274112.797121.718
3382007.12.27 00:00sell limit500.01114.3000.0000.000
3392007.12.27 00:00modify500.01114.300114.469113.117
3402007.12.27 02:40sell500.01114.300114.469113.117
3412007.12.27 12:20s/l500.01114.469114.469113.117-1.471031.44
3422007.12.28 10:40s/l490.01112.797112.797121.718-4.231027.21