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

SymbolUSDJPY (US Dollar vs Japanese Yen)
PeriodDaily (D1) 2009.01.02 00:00 - 2009.12.31 00:00 (2009.01.01 - 2010.01.01)
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 modelled20857Modelling qualityn/a
Mismatched charts errors0
Initial deposit1000.00Spread15
Total net profit104.81Gross profit200.29Gross loss-95.48
Profit factor2.10Expected payoff2.91
Absolute drawdown13.93Maximal drawdown43.58 (3.97%)Relative drawdown3.97% (43.58)
Total trades36Short positions (won %)14 (71.43%)Long positions (won %)22 (50.00%)
Profit trades (% of total)21 (58.33%)Loss trades (% of total)15 (41.67%)
Largestprofit trade34.27loss trade-15.83
Averageprofit trade9.54loss trade-6.37
Maximumconsecutive wins (profit in money)6 (39.15)consecutive losses (loss in money)3 (-27.44)
Maximalconsecutive profit (count of wins)48.47 (2)consecutive loss (count of losses)-27.44 (3)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12009.01.07 00:00sell limit10.0193.8110.0000.000
22009.01.07 00:00delete10.0193.8110.0000.000
32009.01.22 00:00buy limit20.0189.2060.0000.000
42009.01.22 00:00modify20.0189.20687.16598.313
52009.01.22 02:00buy20.0189.20687.16598.313
62009.01.28 00:00sell limit30.0189.4110.0000.000
72009.01.28 00:00delete30.0189.4110.0000.000
82009.01.28 22:00modify20.0189.20689.24798.313
92009.01.28 22:40modify20.0189.20689.48498.313
102009.01.29 17:00s/l20.0189.48489.48498.3133.111003.11
112009.02.02 00:00buy limit40.0189.6460.0000.000
122009.02.02 00:00modify40.0189.64689.19596.749
132009.02.02 00:20buy40.0189.64689.19596.749
142009.02.02 10:00s/l40.0189.19589.19596.749-5.06998.05
152009.02.04 00:00buy limit50.0189.3180.0000.000
162009.02.04 00:00modify50.0189.31888.62596.774
172009.02.04 09:20buy50.0189.31888.62596.774
182009.02.05 17:20modify50.0189.31889.64096.774
192009.02.05 18:00modify50.0189.31890.30696.774
202009.02.05 18:40modify50.0189.31890.97196.774
212009.02.06 02:40s/l50.0190.97190.97196.77418.201016.25
222009.02.12 00:00buy limit60.0190.3350.0000.000
232009.02.12 00:00modify60.0190.33589.74097.542
242009.02.12 01:20buy60.0190.33589.74097.542
252009.02.13 10:40modify60.0190.33590.49597.542
262009.02.13 14:40modify60.0190.33590.51597.542
272009.02.13 17:20modify60.0190.33590.56497.542
282009.02.13 18:00modify60.0190.33590.66097.542
292009.02.13 18:40modify60.0190.33590.75597.542
302009.02.13 20:20modify60.0190.33590.83497.542
312009.02.13 21:00modify60.0190.33590.86597.542
322009.02.17 02:00modify60.0190.33590.91997.542
332009.02.17 02:40modify60.0190.33591.13797.542
342009.02.17 05:20modify60.0190.33591.20297.542
352009.02.17 06:00modify60.0190.33591.32497.542
362009.02.17 06:40modify60.0190.33591.44797.542
372009.02.18 13:20modify60.0190.33591.62997.542
382009.02.18 14:00modify60.0190.33591.86197.542
392009.02.18 14:40modify60.0190.33592.09397.542
402009.02.18 17:20modify60.0190.33592.21897.542
412009.02.18 18:00modify60.0190.33592.43097.542
422009.02.18 18:40modify60.0190.33592.64397.542
432009.02.19 14:00modify60.0190.33592.84397.542
442009.02.19 14:40modify60.0190.33593.10597.542
452009.02.19 21:00modify60.0190.33593.13597.542
462009.02.20 18:40s/l60.0193.13593.13597.54230.271046.52
472009.03.09 00:00buy limit70.0198.1410.0000.000
482009.03.09 00:00modify70.0198.14196.613106.760
492009.03.09 00:20buy70.0198.14196.613106.760
502009.03.12 04:26s/l70.0196.61396.613106.760-15.831030.69
512009.03.13 00:00buy limit80.0197.5400.0000.000
522009.03.13 00:00modify80.0197.54095.695107.052
532009.03.13 00:20buy80.0197.54095.695107.052
542009.03.17 00:00sell limit90.0198.3690.0000.000
552009.03.17 00:00modify90.0198.36998.61997.566
562009.03.17 00:20sell90.0198.36998.61997.566
572009.03.17 06:00s/l90.0198.61998.61997.566-2.531028.16
582009.03.17 14:40modify80.0197.54097.572107.052
592009.03.18 17:20s/l80.0197.57297.572107.0520.331028.49
602009.03.31 00:00buy limit100.0197.3280.0000.000
612009.03.31 00:00modify100.0197.32896.030106.276
622009.03.31 01:00buy100.0197.32896.030106.276
632009.03.31 17:20modify100.0197.32897.355106.276
642009.03.31 18:00modify100.0197.32897.666106.276
652009.03.31 18:40modify100.0197.32897.977106.276
662009.04.01 02:40modify100.0197.32898.059106.276
672009.04.02 10:00modify100.0197.32898.080106.276
682009.04.02 10:40modify100.0197.32898.375106.276
692009.04.02 12:20modify100.0197.32898.416106.276
702009.04.02 13:00modify100.0197.32898.499106.276
712009.04.03 02:00modify100.0197.32898.572106.276
722009.04.03 02:40modify100.0197.32898.756106.276
732009.04.03 12:20modify100.0197.32898.787106.276
742009.04.03 13:00modify100.0197.32898.842106.276
752009.04.03 22:00modify100.0197.32898.888106.276
762009.04.03 22:40modify100.0197.32898.956106.276
772009.04.06 01:20modify100.0197.32899.110106.276
782009.04.06 02:00modify100.0197.32899.306106.276
792009.04.06 02:40modify100.0197.32899.501106.276
802009.04.06 09:20modify100.0197.32899.636106.276
812009.04.06 10:00modify100.0197.32899.826106.276
822009.04.06 10:40modify100.0197.328100.016106.276
832009.04.07 14:40s/l100.01100.016100.016106.27626.921055.41
842009.04.08 00:00buy limit110.01100.4810.0000.000
852009.04.08 00:00modify110.01100.48199.893108.532
862009.04.08 02:40buy110.01100.48199.893108.532
872009.04.08 06:40s/l110.0199.89399.893108.532-5.891049.52
882009.04.13 00:00sell limit120.01100.4900.0000.000
892009.04.13 00:00modify120.01100.490100.70199.501
902009.04.13 01:00sell120.01100.490100.70199.501
912009.04.13 10:40s/l120.01100.701100.70199.501-2.091047.43
922009.04.17 00:00buy limit130.0199.3000.0000.000
932009.04.17 00:00modify130.0199.30098.550107.054
942009.04.17 01:00buy130.0199.30098.550107.054
952009.04.20 00:00sell limit140.0199.3600.0000.000
962009.04.20 00:00modify140.0199.36099.73198.920
972009.04.20 01:00sell140.0199.36099.73198.920
982009.04.20 02:40t/p140.0198.92099.73198.9204.451051.88
992009.04.20 10:40s/l130.0198.55098.550107.054-7.621044.26
1002009.04.24 00:00sell limit150.0198.1410.0000.000
1012009.04.24 00:00modify150.0198.14198.41697.479
1022009.04.24 05:20delete150.0198.14198.41697.479
1032009.04.29 00:00buy limit160.0196.3510.0000.000
1042009.04.29 00:00modify160.0196.35195.662104.023
1052009.04.30 00:00delete160.0196.35195.662104.023
1062009.05.20 00:00sell limit170.0196.2010.0000.000
1072009.05.20 00:00modify170.0196.20196.67395.542
1082009.05.20 01:00sell170.0196.20196.67395.542
1092009.05.20 06:00modify170.0196.20196.16595.542
1102009.05.20 06:40t/p170.0195.54296.16595.5426.901051.16
1112009.06.04 00:00sell limit180.0196.0730.0000.000
1122009.06.04 00:00modify180.0196.07396.39795.667
1132009.06.04 01:20sell180.0196.07396.39795.667
1142009.06.04 10:00s/l180.0196.39796.39795.667-3.361047.80
1152009.06.22 00:00sell limit190.0196.5220.0000.000
1162009.06.22 00:00modify190.0196.52297.16796.256
1172009.06.22 00:20delete190.0196.52297.16796.256
1182009.06.26 00:00sell limit200.0196.1700.0000.000
1192009.06.26 00:00modify200.0196.17096.55395.682
1202009.06.26 02:40delete200.0196.17096.55395.682
1212009.07.01 00:00buy limit210.0196.2350.0000.000
1222009.07.01 00:00modify210.0196.23595.355103.980
1232009.07.01 01:00buy210.0196.23595.355103.980
1242009.07.02 00:00sell limit220.0196.6820.0000.000
1252009.07.02 00:00modify220.0196.68296.95796.036
1262009.07.02 06:40sell220.0196.68296.95796.036
1272009.07.02 14:40t/p220.0196.03696.95796.0366.731054.53
1282009.07.06 04:20s/l210.0195.35595.355103.980-9.241045.29
1292009.07.10 00:00sell limit230.0193.1650.0000.000
1302009.07.10 00:00modify230.0193.16593.58092.990
1312009.07.10 01:00sell230.0193.16593.58092.990
1322009.07.10 02:00t/p230.0192.99093.58092.9901.881047.17
1332009.07.14 00:00buy limit240.0192.9260.0000.000
1342009.07.14 00:00modify240.0192.92691.779100.538
1352009.07.14 02:40buy240.0192.92691.779100.538
1362009.07.15 18:40modify240.0192.92693.116100.538
1372009.07.15 21:00modify240.0192.92693.131100.538
1382009.07.20 02:40modify240.0192.92693.223100.538
1392009.07.20 05:20modify240.0192.92693.235100.538
1402009.07.20 06:00modify240.0192.92693.303100.538
1412009.07.20 06:40modify240.0192.92693.371100.538
1422009.07.20 08:20modify240.0192.92693.413100.538
1432009.07.20 09:00modify240.0192.92693.451100.538
1442009.07.21 00:00sell limit250.0194.3770.0000.000
1452009.07.21 00:00modify250.0194.37794.77193.618
1462009.07.21 13:00sell250.0194.37794.77193.618
1472009.07.21 17:20modify250.0194.37794.36993.618
1482009.07.21 18:00t/p250.0193.61894.36993.6188.111055.28
1492009.07.21 18:40s/l240.0193.45193.451100.5385.631060.91
1502009.07.23 00:00buy limit260.0193.5450.0000.000
1512009.07.23 00:00modify260.0193.54593.134100.670
1522009.07.23 01:00buy260.0193.54593.134100.670
1532009.07.23 14:40modify260.0193.54593.551100.670
1542009.07.23 17:20modify260.0193.54593.661100.670
1552009.07.23 18:00modify260.0193.54593.815100.670
1562009.07.23 18:40modify260.0193.54593.970100.670
1572009.07.27 18:40modify260.0193.54594.037100.670
1582009.07.28 18:13s/l260.0194.03794.037100.6705.231066.14
1592009.08.05 00:00buy limit270.0195.1540.0000.000
1602009.08.05 00:00modify270.0195.15494.405102.723
1612009.08.05 06:00buy270.0195.15494.405102.723
1622009.08.07 14:40modify270.0195.15495.609102.723
1632009.08.07 16:40modify270.0195.15495.619102.723
1642009.08.07 17:20modify270.0195.15495.890102.723
1652009.08.07 18:00modify270.0195.15496.162102.723
1662009.08.07 18:40modify270.0195.15496.433102.723
1672009.08.11 14:00s/l270.0196.43396.433102.72313.271079.41
1682009.08.19 00:00sell limit280.0194.8920.0000.000
1692009.08.19 00:00modify280.0194.89295.27294.418
1702009.08.19 00:20sell280.0194.89295.27294.418
1712009.08.19 06:40t/p280.0194.41895.27294.4185.031084.44
1722009.08.21 00:00sell limit290.0194.3160.0000.000
1732009.08.21 00:00modify290.0194.31694.53893.599
1742009.08.21 06:40delete290.0194.31694.53893.599
1752009.08.24 00:00buy limit300.0194.3100.0000.000
1762009.08.24 00:00modify300.0194.31093.466102.017
1772009.08.25 00:00delete300.0194.31093.466102.017
1782009.08.25 00:00sell limit310.0194.6710.0000.000
1792009.08.25 00:00modify310.0194.67195.04293.941
1802009.08.25 06:40delete310.0194.67195.04293.941
1812009.08.31 00:00sell limit320.0193.6660.0000.000
1822009.08.31 00:00modify320.0193.66694.05092.904
1832009.08.31 02:40delete320.0193.66694.05092.904
1842009.09.02 00:00sell limit330.0193.0830.0000.000
1852009.09.02 00:00modify330.0193.08393.40692.296
1862009.09.02 14:40delete330.0193.08393.40692.296
1872009.09.08 00:00sell limit340.0193.1030.0000.000
1882009.09.08 00:00modify340.0193.10393.28192.179
1892009.09.08 10:13delete340.0193.10393.28192.179
1902009.09.16 00:00sell limit350.0191.2030.0000.000
1912009.09.16 00:00modify350.0191.20391.61490.675
1922009.09.16 09:20delete350.0191.20391.61490.675
1932009.09.17 00:00buy limit360.0190.8290.0000.000
1942009.09.17 00:00modify360.0190.82990.16598.254
1952009.09.17 10:00buy360.0190.82990.16598.254
1962009.09.18 00:00sell limit370.0191.2290.0000.000
1972009.09.18 00:00modify370.0191.22991.59890.954
1982009.09.18 01:20sell370.0191.22991.59890.954
1992009.09.21 05:20s/l370.0191.59891.59890.954-4.021080.42
2002009.09.21 10:00modify360.0190.82990.83498.254
2012009.09.21 10:40modify360.0190.82990.91398.254
2022009.09.21 13:20modify360.0190.82991.00798.254
2032009.09.21 14:00modify360.0190.82991.12298.254
2042009.09.21 14:40modify360.0190.82991.23798.254
2052009.09.22 10:40s/l360.0191.23791.23798.2544.471084.89
2062009.09.24 00:00buy limit380.0191.4250.0000.000
2072009.09.24 00:00modify380.0191.42590.52598.704
2082009.09.24 02:00buy380.0191.42590.52598.704
2092009.09.24 10:40s/l380.0190.52590.52598.704-9.961074.93
2102009.09.25 00:00buy limit390.0191.1820.0000.000
2112009.09.25 00:00modify390.0191.18290.39598.658
2122009.09.25 01:20buy390.0191.18290.39598.658
2132009.09.25 10:40s/l390.0190.39590.39598.658-8.711066.22
2142009.09.29 00:00buy limit400.0189.5770.0000.000
2152009.09.29 00:00modify400.0189.57788.28097.212
2162009.09.30 00:00delete400.0189.57788.28097.212
2172009.10.02 00:00sell limit410.0189.7540.0000.000
2182009.10.02 00:00modify410.0189.75490.15089.157
2192009.10.02 13:20delete410.0189.75490.15089.157
2202009.10.05 00:00buy limit420.0189.4240.0000.000
2212009.10.05 00:00modify420.0189.42488.64796.842
2222009.10.05 18:40buy420.0189.42488.64796.842
2232009.10.06 00:00sell limit430.0189.6770.0000.000
2242009.10.06 00:00modify430.0189.67789.96188.896
2252009.10.06 09:00delete430.0189.67789.96188.896
2262009.10.06 14:40s/l420.0188.64788.64796.842-8.771057.45
2272009.10.13 00:00sell limit440.0189.9960.0000.000
2282009.10.13 00:00modify440.0189.99690.44189.467
2292009.10.13 06:40sell440.0189.99690.44189.467
2302009.10.13 14:40t/p440.0189.46790.44189.4675.911063.36
2312009.10.14 00:00sell limit450.0189.8310.0000.000
2322009.10.14 00:00modify450.0189.83190.17789.247
2332009.10.14 01:00sell450.0189.83190.17789.247
2342009.10.14 02:40t/p450.0189.24790.17789.2476.541069.90
2352009.10.19 00:00sell limit460.0191.0600.0000.000
2362009.10.19 00:00modify460.0191.06091.30590.510
2372009.10.19 00:20sell460.0191.06091.30590.510
2382009.10.19 10:40t/p460.0190.51091.30590.5106.081075.98
2392009.10.21 00:00buy limit470.0190.5920.0000.000
2402009.10.21 00:00modify470.0190.59290.11697.745
2412009.10.21 08:20buy470.0190.59290.11697.745
2422009.10.23 08:20modify470.0190.59290.59697.745
2432009.10.23 09:00modify470.0190.59290.62797.745
2442009.10.23 14:40modify470.0190.59290.70497.745
2452009.10.23 18:40modify470.0190.59290.72797.745
2462009.10.23 19:33modify470.0190.59290.80597.745
2472009.10.23 20:00modify470.0190.59290.80797.745
2482009.10.23 20:20modify470.0190.59290.82097.745
2492009.10.23 21:00modify470.0190.59290.82797.745
2502009.10.26 01:00modify470.0190.59290.88197.745
2512009.10.26 14:40modify470.0190.59290.93297.745
2522009.10.26 18:40modify470.0190.59290.97897.745
2532009.10.27 00:20modify470.0190.59290.98897.745
2542009.10.27 01:00modify470.0190.59291.01697.745
2552009.10.28 10:40s/l470.0191.01691.01697.7454.661080.64
2562009.11.04 00:00buy limit480.0190.2910.0000.000
2572009.11.04 00:00modify480.0190.29189.90997.136
2582009.11.04 02:00buy480.0190.29189.90997.136
2592009.11.06 14:40s/l480.0189.90989.90997.136-4.251076.39
2602009.11.10 00:00sell limit490.0190.0400.0000.000
2612009.11.10 00:00modify490.0190.04090.24789.264
2622009.11.10 10:40sell490.0190.04090.24789.264
2632009.11.11 02:40modify490.0190.04090.01389.264
2642009.11.11 04:20modify490.0190.04089.88689.264
2652009.11.11 05:00modify490.0190.04089.83389.264
2662009.11.11 06:40s/l490.0189.83389.83389.2642.301078.69
2672009.11.12 00:00buy limit500.0189.8300.0000.000
2682009.11.12 00:00modify500.0189.83089.33396.680
2692009.11.12 02:00buy500.0189.83089.33396.680
2702009.11.16 18:40s/l500.0189.33389.33396.680-5.571073.12
2712009.11.19 00:00buy limit510.0189.2810.0000.000
2722009.11.19 00:00modify510.0189.28189.05195.825
2732009.11.19 02:00buy510.0189.28189.05195.825
2742009.11.19 06:40s/l510.0189.05189.05195.825-2.581070.54
2752009.11.30 00:00buy limit520.0186.4480.0000.000
2762009.11.30 00:00modify520.0186.44884.86294.513
2772009.11.30 01:00buy520.0186.44884.86294.513
2782009.12.02 00:00sell limit530.0186.9860.0000.000
2792009.12.02 00:00delete530.0186.9860.0000.000
2802009.12.03 02:00modify520.0186.44886.53594.513
2812009.12.03 02:40modify520.0186.44886.64694.513
2822009.12.03 04:26modify520.0186.44886.65294.513
2832009.12.03 05:20modify520.0186.44886.67294.513
2842009.12.03 12:40modify520.0186.44886.67694.513
2852009.12.03 13:20modify520.0186.44886.86294.513
2862009.12.03 14:00modify520.0186.44887.04994.513
2872009.12.03 14:40modify520.0186.44887.23594.513
2882009.12.04 12:40modify520.0186.44887.28594.513
2892009.12.04 13:20modify520.0186.44887.73594.513
2902009.12.04 14:00modify520.0186.44888.18694.513
2912009.12.04 14:40modify520.0186.44888.63694.513
2922009.12.04 17:20modify520.0186.44888.69994.513
2932009.12.04 18:00modify520.0186.44888.90794.513
2942009.12.04 18:40modify520.0186.44889.11694.513
2952009.12.04 20:40modify520.0186.44889.14394.513
2962009.12.04 21:20modify520.0186.44889.26594.513
2972009.12.04 22:00modify520.0186.44889.38894.513
2982009.12.04 22:40modify520.0186.44889.51094.513
2992009.12.07 18:00s/l520.0189.51089.51094.51334.271104.81
3002009.12.18 00:00sell limit540.0190.0160.0000.000
3012009.12.18 00:00modify540.0190.01690.35189.472
3022009.12.18 02:00delete540.0190.01690.35189.472