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

SymbolUSDJPY (US Dollar vs Japanese Yen)
PeriodDaily (D1) 2008.01.02 00:00 - 2008.12.31 00:00 (2008.01.01 - 2009.01.01)
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 test1261Ticks modelled20884Modelling qualityn/a
Mismatched charts errors0
Initial deposit1000.00Spread15
Total net profit-45.59Gross profit116.50Gross loss-162.09
Profit factor0.72Expected payoff-1.42
Absolute drawdown54.90Maximal drawdown108.26 (10.28%)Relative drawdown10.28% (108.26)
Total trades32Short positions (won %)10 (70.00%)Long positions (won %)22 (31.82%)
Profit trades (% of total)14 (43.75%)Loss trades (% of total)18 (56.25%)
Largestprofit trade35.38loss trade-29.91
Averageprofit trade8.32loss trade-9.00
Maximumconsecutive wins (profit in money)3 (45.78)consecutive losses (loss in money)4 (-55.88)
Maximalconsecutive profit (count of wins)45.78 (3)consecutive loss (count of losses)-55.88 (4)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12008.01.04 00:00buy limit10.01109.3970.0000.000
22008.01.04 00:00modify10.01109.397108.295118.352
32008.01.04 01:20buy10.01109.397108.295118.352
42008.01.04 14:40s/l10.01108.295108.295118.352-10.22989.78
52008.01.09 00:00sell limit20.01109.2050.0000.000
62008.01.09 00:00modify20.01109.205109.809108.611
72008.01.09 05:20sell20.01109.205109.809108.611
82008.01.09 22:00s/l20.01109.809109.809108.611-5.49984.29
92008.01.15 00:00buy limit30.01108.2100.0000.000
102008.01.15 00:00modify30.01108.210107.414117.162
112008.01.15 01:20buy30.01108.210107.414117.162
122008.01.15 10:40s/l30.01107.414107.414117.162-7.41976.88
132008.01.21 00:00sell limit40.01107.0460.0000.000
142008.01.21 00:00modify40.01107.046107.569106.683
152008.01.21 06:00delete40.01107.046107.569106.683
162008.01.24 00:00buy limit50.01106.4800.0000.000
172008.01.24 00:00modify50.01106.480105.013116.129
182008.01.24 02:40buy50.01106.480105.013116.129
192008.01.28 00:00sell limit60.01107.1450.0000.000
202008.01.28 00:00modify60.01107.145107.879106.724
212008.01.28 02:40delete60.01107.145107.879106.724
222008.02.05 00:00sell limit70.01106.8010.0000.000
232008.02.05 00:00modify70.01106.801107.059105.771
242008.02.05 02:40sell70.01106.801107.059105.771
252008.02.05 08:26s/l70.01107.059107.059105.771-2.41974.47
262008.02.06 00:00sell limit80.01107.0740.0000.000
272008.02.06 00:00modify80.01107.074107.699106.542
282008.02.06 02:00delete80.01107.074107.699106.542
292008.02.13 14:00modify50.01106.480106.578116.129
302008.02.13 14:40modify50.01106.480106.837116.129
312008.02.14 08:20modify50.01106.480106.871116.129
322008.02.14 09:00modify50.01106.480106.895116.129
332008.02.14 14:00modify50.01106.480106.929116.129
342008.02.14 14:40modify50.01106.480107.065116.129
352008.02.15 00:00sell limit90.01108.0770.0000.000
362008.02.15 00:00modify90.01108.077108.579107.290
372008.02.15 06:40sell90.01108.077108.579107.290
382008.02.15 14:40t/p90.01107.290108.579107.2907.34981.81
392008.02.22 10:40s/l50.01107.065107.065116.1295.46987.27
402008.03.05 00:00buy limit100.01103.3970.0000.000
412008.03.05 00:00modify100.01103.397102.692111.352
422008.03.05 02:00buy100.01103.397102.692111.352
432008.03.06 22:00s/l100.01102.692102.692111.352-6.87980.40
442008.03.10 00:00buy limit110.01102.0830.0000.000
452008.03.10 00:00modify110.01102.083101.461110.884
462008.03.10 06:00buy110.01102.083101.461110.884
472008.03.11 00:20s/l110.01101.461101.461110.884-6.13974.27
482008.03.21 00:00sell limit120.0199.4560.0000.000
492008.03.21 00:00delete120.0199.4560.0000.000
502008.03.31 00:00sell limit130.0199.3500.0000.000
512008.03.31 00:00modify130.0199.350100.37099.142
522008.03.31 00:20delete130.0199.350100.37099.142
532008.04.04 00:00sell limit140.01102.4740.0000.000
542008.04.04 00:00modify140.01102.474102.930101.810
552008.04.04 02:00sell140.01102.474102.930101.810
562008.04.04 14:40t/p140.01101.810102.930101.8106.53980.80
572008.04.09 00:00buy limit150.01102.4980.0000.000
582008.04.09 00:00modify150.01102.498101.801110.402
592008.04.09 02:40buy150.01102.498101.801110.402
602008.04.09 18:40s/l150.01101.801101.801110.402-6.87973.93
612008.04.11 00:00buy limit160.01101.6510.0000.000
622008.04.11 00:00modify160.01101.651100.071110.591
632008.04.11 00:20buy160.01101.651100.071110.591
642008.04.18 13:20modify160.01101.651101.976110.591
652008.04.18 14:00modify160.01101.651102.480110.591
662008.04.18 14:40modify160.01101.651102.985110.591
672008.04.18 16:20modify160.01101.651103.137110.591
682008.04.18 17:00modify160.01101.651103.195110.591
692008.04.21 14:40s/l160.01103.195103.195110.59115.00988.93
702008.04.29 00:00sell limit170.01104.3850.0000.000
712008.04.29 00:00modify170.01104.385104.800103.572
722008.04.29 18:00delete170.01104.385104.800103.572
732008.04.30 00:00buy limit180.01104.0220.0000.000
742008.04.30 00:00modify180.01104.022103.252112.259
752008.04.30 00:20buy180.01104.022103.252112.259
762008.05.01 00:00sell limit190.01104.2240.0000.000
772008.05.01 00:00modify190.01104.224104.870103.855
782008.05.01 01:20delete190.01104.224104.870103.855
792008.05.02 14:40modify180.01104.022104.228112.259
802008.05.06 14:40s/l180.01104.228104.228112.2591.98990.91
812008.05.07 00:00buy limit200.01104.7120.0000.000
822008.05.07 00:00modify200.01104.712104.072112.933
832008.05.07 01:00buy200.01104.712104.072112.933
842008.05.08 00:00sell limit210.01104.9540.0000.000
852008.05.08 00:00modify210.01104.954105.580104.394
862008.05.08 02:40sell210.01104.954105.580104.394
872008.05.08 06:40t/p210.01104.394105.580104.3945.37996.28
882008.05.08 10:00s/l200.01104.072104.072112.933-6.15990.13
892008.05.15 00:00sell limit220.01105.1580.0000.000
902008.05.15 00:00modify220.01105.158105.430104.453
912008.05.15 02:00sell220.01105.158105.430104.453
922008.05.15 14:40modify220.01105.158105.135104.453
932008.05.15 16:20modify220.01105.158105.122104.453
942008.05.15 17:00t/p220.01104.453105.122104.4536.75996.88
952008.06.05 00:00buy limit230.01105.2030.0000.000
962008.06.05 00:00modify230.01105.203104.583113.181
972008.06.06 00:00delete230.01105.203104.583113.181
982008.06.17 00:00sell limit240.01108.3320.0000.000
992008.06.17 00:00modify240.01108.332108.569107.369
1002008.06.17 14:40sell240.01108.332108.569107.369
1012008.06.19 02:40modify240.01108.332108.231107.369
1022008.06.19 06:00modify240.01108.332108.226107.369
1032008.06.19 06:40modify240.01108.332108.131107.369
1042008.06.19 08:20modify240.01108.332108.114107.369
1052008.06.19 09:00modify240.01108.332108.071107.369
1062008.06.19 17:00s/l240.01108.071108.071107.3692.42999.30
1072008.06.20 00:00buy limit250.01107.9070.0000.000
1082008.06.20 00:00modify250.01107.907107.474115.888
1092008.06.20 02:40buy250.01107.907107.474115.888
1102008.06.20 14:40s/l250.01107.474107.474115.888-4.03995.27
1112008.06.25 00:00buy limit260.01107.7820.0000.000
1122008.06.25 00:00modify260.01107.782107.404115.964
1132008.06.25 02:00buy260.01107.782107.404115.964
1142008.06.26 00:00sell limit270.01108.0050.0000.000
1152008.06.26 00:00modify270.01108.005108.399107.137
1162008.06.26 02:40sell270.01108.005108.399107.137
1172008.06.26 17:20s/l260.01107.404107.404115.964-3.53991.74
1182008.06.26 17:20modify270.01108.005107.972107.137
1192008.06.26 18:00t/p270.01107.137107.972107.1378.10999.84
1202008.07.01 00:00buy limit280.01106.0070.0000.000
1212008.07.01 00:00modify280.01106.007105.033114.700
1222008.07.01 01:00buy280.01106.007105.033114.700
1232008.07.03 00:00sell limit290.01106.1410.0000.000
1242008.07.03 00:00modify290.01106.141106.759105.554
1252008.07.03 06:40sell290.01106.141106.759105.554
1262008.07.03 14:40s/l290.01106.759106.759105.554-5.78994.06
1272008.07.07 10:00modify280.01106.007106.071114.700
1282008.07.07 10:40modify280.01106.007106.194114.700
1292008.07.07 14:40modify280.01106.007106.244114.700
1302008.07.08 00:00sell limit300.01107.3320.0000.000
1312008.07.08 00:00modify300.01107.332107.739106.825
1322008.07.08 08:40delete300.01107.332107.739106.825
1332008.07.11 00:00sell limit310.01107.1820.0000.000
1342008.07.11 00:00modify310.01107.182107.419106.316
1352008.07.11 06:00sell310.01107.182107.419106.316
1362008.07.11 14:00s/l280.01106.244106.244114.7002.24996.30
1372008.07.11 14:00t/p310.01106.316107.419106.3168.161004.46
1382008.07.15 00:00sell limit320.01106.3820.0000.000
1392008.07.15 00:00modify320.01106.382106.789105.559
1402008.07.15 09:20delete320.01106.382106.789105.559
1412008.07.17 00:00buy limit330.01105.0010.0000.000
1422008.07.17 00:00modify330.01105.001103.813113.578
1432008.07.17 02:00buy330.01105.001103.813113.578
1442008.07.17 18:40modify330.01105.001105.238113.578
1452008.07.17 20:20modify330.01105.001105.521113.578
1462008.07.17 21:00modify330.01105.001105.608113.578
1472008.07.21 14:40modify330.01105.001105.642113.578
1482008.07.22 18:00modify330.01105.001105.754113.578
1492008.07.22 18:40modify330.01105.001105.939113.578
1502008.07.23 09:20modify330.01105.001106.046113.578
1512008.07.23 10:00modify330.01105.001106.202113.578
1522008.07.23 10:40modify330.01105.001106.357113.578
1532008.07.23 12:20modify330.01105.001106.374113.578
1542008.07.23 13:00modify330.01105.001106.407113.578
1552008.07.23 21:20modify330.01105.001106.421113.578
1562008.07.23 22:13modify330.01105.001106.467113.578
1572008.07.28 02:00modify330.01105.001106.484113.578
1582008.07.28 02:40modify330.01105.001106.549113.578
1592008.07.29 16:26modify330.01105.001106.600113.578
1602008.07.29 17:20modify330.01105.001106.688113.578
1612008.07.29 18:13modify330.01105.001106.775113.578
1622008.07.30 14:40modify330.01105.001106.805113.578
1632008.07.31 13:00modify330.01105.001106.846113.578
1642008.08.05 21:00modify330.01105.001106.884113.578
1652008.08.06 02:40modify330.01105.001106.943113.578
1662008.08.06 09:20modify330.01105.001106.945113.578
1672008.08.06 10:00modify330.01105.001107.054113.578
1682008.08.06 10:40modify330.01105.001107.163113.578
1692008.08.06 13:20modify330.01105.001107.292113.578
1702008.08.06 14:00modify330.01105.001107.508113.578
1712008.08.06 14:40modify330.01105.001107.723113.578
1722008.08.06 17:20modify330.01105.001107.797113.578
1732008.08.06 18:00modify330.01105.001107.955113.578
1742008.08.06 18:40modify330.01105.001108.113113.578
1752008.08.06 21:20modify330.01105.001108.151113.578
1762008.08.06 22:00modify330.01105.001108.252113.578
1772008.08.06 22:40modify330.01105.001108.353113.578
1782008.08.08 10:40modify330.01105.001108.418113.578
1792008.08.08 14:40modify330.01105.001108.528113.578
1802008.08.08 16:26modify330.01105.001108.622113.578
1812008.08.08 17:20modify330.01105.001108.720113.578
1822008.08.08 18:13modify330.01105.001108.818113.578
1832008.08.11 18:40modify330.01105.001108.844113.578
1842008.08.13 02:40s/l330.01108.844108.844113.57835.381039.84
1852008.08.14 00:00buy limit340.01109.4050.0000.000
1862008.08.14 00:00modify340.01109.405108.415118.220
1872008.08.14 01:20buy340.01109.405108.415118.220
1882008.08.21 00:00sell limit350.01109.9600.0000.000
1892008.08.21 00:00modify350.01109.960110.259108.972
1902008.08.21 06:40delete350.01109.960110.259108.972
1912008.08.21 14:40s/l340.01108.415108.415118.220-9.151030.69
1922008.08.28 00:00buy limit360.01109.4760.0000.000
1932008.08.28 00:00modify360.01109.476108.755118.113
1942008.08.28 00:20buy360.01109.476108.755118.113
1952008.08.29 10:00s/l360.01108.755108.755118.113-6.631024.06
1962008.09.04 00:00sell limit370.01108.5090.0000.000
1972008.09.04 00:00modify370.01108.509109.079107.876
1982008.09.04 09:00delete370.01108.509109.079107.876
1992008.09.08 00:00buy limit380.01108.7230.0000.000
2002008.09.08 00:00modify380.01108.723105.574118.269
2012008.09.08 02:00buy380.01108.723105.574118.269
2022008.09.15 06:40s/l380.01105.574105.574118.269-29.91994.15
2032008.09.29 00:00buy limit390.01106.1500.0000.000
2042008.09.29 00:00modify390.01106.150105.083114.879
2052008.09.29 01:00buy390.01106.150105.083114.879
2062008.09.29 18:00s/l390.01105.083105.083114.879-10.19983.96
2072008.10.06 00:00sell limit400.01105.2870.0000.000
2082008.10.06 00:00delete400.01105.2870.0000.000
2092008.10.08 00:00sell limit410.01102.1170.0000.000
2102008.10.08 00:00delete410.01102.1170.0000.000
2112008.10.10 00:00sell limit420.01100.1980.0000.000
2122008.10.10 00:00delete420.01100.1980.0000.000
2132008.10.13 00:00buy limit430.01100.6850.0000.000
2142008.10.13 00:00modify430.01100.68597.960110.361
2152008.10.13 02:00buy430.01100.68597.960110.361
2162008.10.13 22:40modify430.01100.685100.747110.361
2172008.10.14 01:20modify430.01100.685101.027110.361
2182008.10.14 02:00modify430.01100.685101.325110.361
2192008.10.14 02:40modify430.01100.685101.622110.361
2202008.10.14 20:20s/l430.01101.622101.622110.3619.22993.18
2212008.10.15 00:00sell limit440.01102.4240.0000.000
2222008.10.15 00:00delete440.01102.4240.0000.000
2232008.10.20 00:00buy limit450.01101.5340.0000.000
2242008.10.20 00:00modify450.01101.534100.651109.678
2252008.10.20 00:20buy450.01101.534100.651109.678
2262008.10.21 18:00s/l450.01100.651100.651109.678-8.79984.39
2272008.10.28 00:00sell limit460.0193.6310.0000.000
2282008.10.28 00:00delete460.0193.6310.0000.000
2292008.11.03 00:00buy limit470.0198.1300.0000.000
2302008.11.03 00:00modify470.0198.13096.399107.585
2312008.11.04 00:00delete470.0198.13096.399107.585
2322008.11.07 00:00sell limit480.0197.8370.0000.000
2332008.11.07 00:00modify480.0197.83798.66097.665
2342008.11.07 00:20delete480.0197.83798.66097.665
2352008.12.03 00:00sell limit490.0193.3580.0000.000
2362008.12.03 00:00modify490.0193.35893.80193.131
2372008.12.03 00:26delete490.0193.35893.80193.131
2382008.12.04 00:00buy limit500.0193.2500.0000.000
2392008.12.04 00:00modify500.0193.25092.587100.665
2402008.12.04 02:00buy500.0193.25092.587100.665
2412008.12.04 14:40s/l500.0192.58792.587100.665-7.17977.22
2422008.12.09 00:00sell limit510.0193.2240.0000.000
2432008.12.09 00:00modify510.0193.22493.89193.160
2442008.12.09 00:20delete510.0193.22493.89193.160
2452008.12.15 00:00buy limit520.0190.8210.0000.000
2462008.12.15 00:00modify520.0190.82188.576100.341
2472008.12.15 02:00buy520.0190.82188.576100.341
2482008.12.17 06:00s/l520.0188.57688.576100.341-25.36951.86
2492008.12.22 00:00buy limit530.0189.2220.0000.000
2502008.12.22 00:00modify530.0189.22288.45596.725
2512008.12.23 00:00delete530.0189.22288.45596.725
2522008.12.30 00:00buy limit540.0190.5880.0000.000
2532008.12.30 00:00modify540.0190.58889.76597.742
2542008.12.30 02:00buy540.0190.58889.76597.742
2552008.12.31 23:59close at stop540.0190.82089.76597.7422.55954.41