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

SymbolUSDJPY (US Dollar vs Japanese Yen)
PeriodDaily (D1) 2010.01.04 00:00 - 2010.12.31 00:00 (2010.01.01 - 2011.01.01)
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 modelled20944Modelling qualityn/a
Mismatched charts errors0
Initial deposit1000.00Spread15
Total net profit-12.33Gross profit121.13Gross loss-133.46
Profit factor0.91Expected payoff-0.28
Absolute drawdown13.02Maximal drawdown59.47 (5.68%)Relative drawdown5.68% (59.47)
Total trades44Short positions (won %)19 (47.37%)Long positions (won %)25 (20.00%)
Profit trades (% of total)14 (31.82%)Loss trades (% of total)30 (68.18%)
Largestprofit trade31.49loss trade-8.09
Averageprofit trade8.65loss trade-4.45
Maximumconsecutive wins (profit in money)4 (24.25)consecutive losses (loss in money)10 (-42.85)
Maximalconsecutive profit (count of wins)31.49 (1)consecutive loss (count of losses)-42.85 (10)
Averageconsecutive wins2consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12010.01.15 00:00sell limit10.0191.4880.0000.000
22010.01.15 00:00modify10.0191.48892.02891.317
32010.01.15 00:20delete10.0191.48892.02891.317
42010.01.29 00:00sell limit20.0190.0890.0000.000
52010.01.29 00:00modify20.0190.08990.52889.652
62010.01.29 00:20delete20.0190.08990.52889.652
72010.02.01 00:00sell limit30.0190.4230.0000.000
82010.02.01 00:00modify30.0190.42390.90090.401
92010.02.01 00:20delete30.0190.42390.90090.401
102010.02.08 00:00sell limit40.0189.3740.0000.000
112010.02.08 00:00modify40.0189.37489.85789.085
122010.02.08 02:40sell40.0189.37489.85789.085
132010.02.09 22:40s/l40.0189.85789.85789.085-5.37994.63
142010.02.11 00:00buy limit50.0189.9070.0000.000
152010.02.11 00:00modify50.0189.90789.28396.834
162010.02.11 02:40buy50.0189.90789.28396.834
172010.02.15 00:00sell limit60.0190.1330.0000.000
182010.02.15 00:00modify60.0190.13390.39589.607
192010.02.15 02:00sell60.0190.13390.39589.607
202010.02.16 18:40s/l60.0190.39590.39589.607-2.90991.73
212010.02.17 21:20modify50.0189.90789.98396.834
222010.02.17 22:13modify50.0189.90790.09696.834
232010.02.18 18:13modify50.0189.90790.19396.834
242010.02.18 21:20modify50.0189.90790.29096.834
252010.02.18 22:00modify50.0189.90790.52396.834
262010.02.18 22:40modify50.0189.90790.75696.834
272010.02.19 01:00modify50.0189.90790.78196.834
282010.02.19 18:40modify50.0189.90790.84496.834
292010.02.22 00:00sell limit70.0191.7940.0000.000
302010.02.22 00:00modify70.0191.79492.13291.073
312010.02.22 00:20sell70.0191.79492.13291.073
322010.02.22 12:20modify70.0191.79491.75491.073
332010.02.22 13:00modify70.0191.79491.72791.073
342010.02.22 18:00modify70.0191.79491.68891.073
352010.02.22 18:40t/p70.0191.07391.68891.0737.92999.65
362010.02.23 14:00s/l50.0190.84490.84496.83410.321009.97
372010.02.25 00:00buy limit80.0190.1520.0000.000
382010.02.25 00:00modify80.0190.15289.80696.875
392010.02.25 01:20buy80.0190.15289.80696.875
402010.02.25 02:00s/l80.0189.80689.80696.875-3.861006.11
412010.03.01 00:00sell limit90.0189.1020.0000.000
422010.03.01 00:00modify90.0189.10289.48588.521
432010.03.01 02:40sell90.0189.10289.48588.521
442010.03.01 18:40s/l90.0189.48589.48588.521-4.281001.83
452010.03.09 00:00sell limit100.0190.4070.0000.000
462010.03.09 00:00modify100.0190.40790.66989.582
472010.03.10 00:00delete100.0190.40790.66989.582
482010.03.12 00:00buy limit110.0190.5750.0000.000
492010.03.12 00:00modify110.0190.57590.25197.235
502010.03.12 02:40buy110.0190.57590.25197.235
512010.03.12 10:40s/l110.0190.25190.25197.235-3.60998.23
522010.03.15 00:00sell limit120.0190.7490.0000.000
532010.03.15 00:00modify120.0190.74991.07190.305
542010.03.15 02:40sell120.0190.74991.07190.305
552010.03.16 02:00t/p120.0190.30591.07190.3054.911003.14
562010.03.18 00:00sell limit130.0190.4770.0000.000
572010.03.18 00:00modify130.0190.47790.69689.799
582010.03.18 09:00delete130.0190.47790.69689.799
592010.03.19 00:00buy limit140.0190.4230.0000.000
602010.03.19 00:00modify140.0190.42389.80797.607
612010.03.19 02:40buy140.0190.42389.80797.607
622010.03.24 14:00modify140.0190.42390.45997.607
632010.03.24 14:40modify140.0190.42390.67597.607
642010.03.24 17:20modify140.0190.42390.67697.607
652010.03.24 18:00modify140.0190.42390.81397.607
662010.03.24 18:40modify140.0190.42390.95197.607
672010.03.24 22:00modify140.0190.42391.02297.607
682010.03.24 22:40modify140.0190.42391.11697.607
692010.03.25 14:00modify140.0190.42391.12597.607
702010.03.25 14:40modify140.0190.42391.29997.607
712010.03.25 17:20modify140.0190.42391.34997.607
722010.03.25 18:00modify140.0190.42391.49997.607
732010.03.25 18:40modify140.0190.42391.64997.607
742010.03.30 00:00sell limit150.0192.6140.0000.000
752010.03.30 00:00modify150.0192.61492.77191.657
762010.03.30 09:20sell150.0192.61492.77191.657
772010.03.30 14:00s/l150.0192.77192.77191.657-1.691001.45
782010.03.30 14:40modify140.0190.42391.65297.607
792010.03.30 16:20modify140.0190.42391.68197.607
802010.03.30 17:00modify140.0190.42391.70497.607
812010.03.31 02:00modify140.0190.42391.86197.607
822010.03.31 02:40modify140.0190.42392.02097.607
832010.03.31 05:20modify140.0190.42392.06197.607
842010.03.31 06:00modify140.0190.42392.17297.607
852010.03.31 06:40modify140.0190.42392.28497.607
862010.03.31 18:40modify140.0190.42392.31797.607
872010.04.01 01:00modify140.0190.42392.31997.607
882010.04.01 08:20modify140.0190.42392.37197.607
892010.04.01 09:00modify140.0190.42392.40897.607
902010.04.01 14:00modify140.0190.42392.44797.607
912010.04.01 14:40modify140.0190.42392.56997.607
922010.04.01 18:00modify140.0190.42392.63697.607
932010.04.01 18:40modify140.0190.42392.71997.607
942010.04.02 10:40modify140.0190.42392.72597.607
952010.04.02 13:20modify140.0190.42392.77297.607
962010.04.02 14:00modify140.0190.42393.06697.607
972010.04.02 14:40modify140.0190.42393.36197.607
982010.04.07 18:40s/l140.0193.36193.36197.60731.491032.94
992010.04.09 00:00buy limit160.0193.3470.0000.000
1002010.04.09 00:00modify160.0193.34792.874100.345
1012010.04.09 01:00buy160.0193.34792.874100.345
1022010.04.12 00:00sell limit170.0193.3070.0000.000
1032010.04.12 00:00modify170.0193.30793.76792.577
1042010.04.12 09:20sell170.0193.30793.76792.577
1052010.04.13 02:40s/l160.0192.87492.874100.345-5.101027.84
1062010.04.13 02:40modify170.0193.30793.25292.577
1072010.04.13 04:20modify170.0193.30793.16392.577
1082010.04.13 05:00modify170.0193.30793.13592.577
1092010.04.13 10:00s/l170.0193.13593.13592.5771.851029.69
1102010.04.14 00:00buy limit180.0193.1370.0000.000
1112010.04.14 00:00modify180.0193.13792.617100.306
1122010.04.14 18:40buy180.0193.13792.617100.306
1132010.04.15 00:00sell limit190.0193.4040.0000.000
1142010.04.15 00:00modify190.0193.40493.70192.894
1152010.04.15 02:40sell190.0193.40493.70192.894
1162010.04.15 18:40t/p190.0192.89493.70192.8945.491035.18
1172010.04.16 04:20s/l180.0192.61792.617100.306-5.611029.57
1182010.04.27 00:00sell limit200.0194.1130.0000.000
1192010.04.27 00:00modify200.0194.11394.34193.166
1202010.04.27 18:00delete200.0194.11394.34193.166
1212010.04.30 00:00buy limit210.0194.0820.0000.000
1222010.04.30 00:00modify210.0194.08293.893100.890
1232010.04.30 00:20buy210.0194.08293.893100.890
1242010.04.30 01:00s/l210.0193.89393.893100.890-2.011027.56
1252010.05.03 00:00sell limit220.0194.1380.0000.000
1262010.05.03 00:00modify220.0194.13894.56993.484
1272010.05.03 13:20sell220.0194.13894.56993.484
1282010.05.03 14:40s/l220.0194.56994.56993.484-4.561023.00
1292010.05.10 00:00sell limit230.0192.8520.0000.000
1302010.05.10 00:00delete230.0192.8520.0000.000
1312010.05.18 00:00buy limit240.0192.5150.0000.000
1322010.05.18 00:00modify240.0192.51591.80499.743
1332010.05.18 02:00buy240.0192.51591.80499.743
1342010.05.19 02:00s/l240.0191.80491.80499.743-7.751015.25
1352010.05.20 00:00buy limit250.0191.7290.0000.000
1362010.05.20 00:00modify250.0191.72990.99499.167
1372010.05.20 02:00buy250.0191.72990.99499.167
1382010.05.20 08:20s/l250.0190.99490.99499.167-8.091007.16
1392010.05.26 00:00buy limit260.0190.2350.0000.000
1402010.05.26 00:00modify260.0190.23589.30297.583
1412010.05.26 02:00buy260.0190.23589.30297.583
1422010.05.31 06:40modify260.0190.23590.27297.583
1432010.05.31 10:40modify260.0190.23590.32397.583
1442010.06.01 00:00sell limit270.0191.2920.0000.000
1452010.06.01 00:00modify270.0191.29291.59790.615
1462010.06.01 10:40delete270.0191.29291.59790.615
1472010.06.02 02:13modify260.0190.23590.48897.583
1482010.06.02 10:40modify260.0190.23590.58997.583
1492010.06.02 13:20modify260.0190.23590.67097.583
1502010.06.02 14:00modify260.0190.23590.77997.583
1512010.06.02 14:40modify260.0190.23590.88897.583
1522010.06.02 17:20modify260.0190.23590.92297.583
1532010.06.02 18:00modify260.0190.23590.99497.583
1542010.06.02 18:40modify260.0190.23591.06597.583
1552010.06.03 08:40modify260.0190.23591.07697.583
1562010.06.03 09:20modify260.0190.23591.19097.583
1572010.06.03 10:00modify260.0190.23591.30597.583
1582010.06.03 10:40modify260.0190.23591.42097.583
1592010.06.03 12:20modify260.0190.23591.46697.583
1602010.06.03 13:00modify260.0190.23591.49797.583
1612010.06.04 02:40modify260.0190.23591.54797.583
1622010.06.04 10:40modify260.0190.23591.57197.583
1632010.06.04 18:40s/l260.0191.57191.57197.58314.601021.76
1642010.06.09 00:00buy limit280.0191.4600.0000.000
1652010.06.09 00:00modify280.0191.46090.89698.750
1662010.06.09 01:20buy280.0191.46090.89698.750
1672010.06.10 10:40s/l280.0190.89690.89698.750-6.211015.55
1682010.06.11 00:00buy limit290.0191.3260.0000.000
1692010.06.11 00:00modify290.0191.32690.89198.159
1702010.06.11 01:00buy290.0191.32690.89198.159
1712010.06.15 00:00sell limit300.0191.7720.0000.000
1722010.06.15 00:00modify300.0191.77292.09591.088
1732010.06.15 10:40delete300.0191.77292.09591.088
1742010.06.17 14:40s/l290.0190.89190.89198.159-4.801010.75
1752010.06.29 00:00buy limit310.0189.3450.0000.000
1762010.06.29 00:00modify310.0189.34589.10295.817
1772010.06.29 02:00buy310.0189.34589.10295.817
1782010.06.29 05:20s/l310.0189.10289.10295.817-2.731008.02
1792010.07.01 00:00sell limit320.0188.5090.0000.000
1802010.07.01 00:00modify320.0188.50988.75187.587
1812010.07.01 00:20sell320.0188.50988.75187.587
1822010.07.01 14:00modify320.0188.50988.23887.587
1832010.07.01 14:40t/p320.0187.58788.23887.58710.561018.58
1842010.07.05 00:00sell limit330.0187.8700.0000.000
1852010.07.05 00:00modify330.0187.87088.18887.425
1862010.07.05 02:00sell330.0187.87088.18887.425
1872010.07.06 02:40t/p330.0187.42588.18887.4255.091023.67
1882010.07.08 00:00buy limit340.0187.7060.0000.000
1892010.07.08 00:00modify340.0187.70687.05994.463
1902010.07.08 01:00buy340.0187.70687.05994.463
1912010.07.12 02:00modify340.0187.70687.74194.463
1922010.07.12 02:40modify340.0187.70687.89594.463
1932010.07.13 00:00sell limit350.0188.8030.0000.000
1942010.07.13 00:00modify350.0188.80389.13688.235
1952010.07.13 02:40sell350.0188.80389.13688.235
1962010.07.13 14:40t/p350.0188.23589.13688.2356.441030.11
1972010.07.15 10:40s/l340.0187.89587.89594.4632.161032.27
1982010.07.20 00:00sell limit360.0186.8930.0000.000
1992010.07.20 00:00modify360.0186.89387.20086.327
2002010.07.20 02:00sell360.0186.89387.20086.327
2012010.07.20 18:40s/l360.0187.20087.20086.327-3.521028.75
2022010.07.23 00:00buy limit370.0186.9850.0000.000
2032010.07.23 00:00modify370.0186.98586.38193.774
2042010.07.23 02:00buy370.0186.98586.38193.774
2052010.07.30 06:00s/l370.0186.38186.38193.774-6.991021.76
2062010.08.03 00:00sell limit380.0186.5600.0000.000
2072010.08.03 00:00modify380.0186.56086.86285.821
2082010.08.03 02:00sell380.0186.56086.86285.821
2092010.08.03 10:40modify380.0186.56086.36485.821
2102010.08.03 14:00modify380.0186.56086.35485.821
2112010.08.03 14:40t/p380.0185.82186.35485.8218.621030.38
2122010.08.12 00:00buy limit390.0185.2150.0000.000
2132010.08.12 00:00modify390.0185.21584.76291.749
2142010.08.12 01:20buy390.0185.21584.76291.749
2152010.08.20 00:00sell limit400.0185.4840.0000.000
2162010.08.20 00:00modify400.0185.48485.89985.229
2172010.08.20 00:20delete400.0185.48485.89985.229
2182010.08.24 09:20s/l390.0184.76284.76291.749-5.351025.03
2192010.08.27 00:00sell limit410.0184.5900.0000.000
2202010.08.27 00:00modify410.0184.59084.86883.879
2212010.08.27 06:00sell410.0184.59084.86883.879
2222010.08.27 12:20s/l410.0184.86884.86883.879-3.271021.76
2232010.09.06 00:00sell limit420.0184.6160.0000.000
2242010.09.06 00:00modify420.0184.61685.20884.407
2252010.09.06 00:20delete420.0184.61685.20884.407
2262010.09.09 00:00buy limit430.0183.8240.0000.000
2272010.09.09 00:00modify430.0183.82483.38090.221
2282010.09.09 02:40buy430.0183.82483.38090.221
2292010.09.14 02:40s/l430.0183.38083.38090.221-5.331016.43
2302010.09.17 00:00buy limit440.0185.7780.0000.000
2312010.09.17 00:00modify440.0185.77885.26792.306
2322010.09.17 02:00buy440.0185.77885.26792.306
2332010.09.21 21:20s/l440.0185.26785.26792.306-5.991010.44
2342010.09.27 00:00sell limit450.0184.6310.0000.000
2352010.09.27 00:00modify450.0184.63185.36884.626
2362010.09.27 00:20delete450.0184.63185.36884.626
2372010.09.28 00:00buy limit460.0184.2660.0000.000
2382010.09.28 00:00modify460.0184.26684.14990.273
2392010.09.28 02:00buy460.0184.26684.14990.273
2402010.09.28 10:40s/l460.0184.14984.14990.273-1.401009.04
2412010.10.05 00:00sell limit470.0183.5540.0000.000
2422010.10.05 00:00modify470.0183.55483.84582.977
2432010.10.05 02:40sell470.0183.55483.84582.977
2442010.10.05 06:40s/l470.0183.84583.84582.977-3.471005.57
2452010.10.06 00:00sell limit480.0183.4500.0000.000
2462010.10.06 00:00modify480.0183.45083.96483.218
2472010.10.06 01:20delete480.0183.45083.96483.218
2482010.10.14 00:00sell limit490.0181.8550.0000.000
2492010.10.14 00:00modify490.0181.85581.98880.915
2502010.10.14 10:40delete490.0181.85581.98880.915
2512010.10.15 00:00buy limit500.0181.4180.0000.000
2522010.10.15 00:00modify500.0181.41880.92287.912
2532010.10.15 02:40buy500.0181.41880.92287.912
2542010.10.15 13:00s/l500.0180.92280.92287.912-6.13999.44
2552010.10.18 00:00buy limit510.0181.3960.0000.000
2562010.10.18 00:00modify510.0181.39680.93787.652
2572010.10.18 02:00buy510.0181.39680.93787.652
2582010.10.20 18:40s/l510.0180.93780.93787.652-5.68993.76
2592010.10.22 00:00sell limit520.0181.4540.0000.000
2602010.10.22 00:00modify520.0181.45481.80481.135
2612010.10.22 06:00delete520.0181.45481.80481.135
2622010.10.25 00:00buy limit530.0181.3380.0000.000
2632010.10.25 00:00modify530.0181.33881.02687.381
2642010.10.25 01:20buy530.0181.33881.02687.381
2652010.10.25 04:40s/l530.0181.02681.02687.381-3.85989.91
2662010.11.02 00:00sell limit540.0180.8240.0000.000
2672010.11.02 00:00modify540.0180.82481.40280.731
2682010.11.02 00:20delete540.0180.82481.40280.731
2692010.11.03 00:00sell limit550.0180.7520.0000.000
2702010.11.03 00:00modify550.0180.75280.94580.011
2712010.11.03 10:00sell550.0180.75280.94580.011
2722010.11.03 13:20s/l550.0180.94580.94580.011-2.38987.53
2732010.11.04 00:00sell limit560.0181.2190.0000.000
2742010.11.04 00:00modify560.0181.21981.53980.957
2752010.11.04 02:40delete560.0181.21981.53980.957
2762010.11.15 00:00buy limit570.0182.4360.0000.000
2772010.11.15 00:00modify570.0182.43681.68789.049
2782010.11.15 00:20buy570.0182.43681.68789.049
2792010.11.18 18:00modify570.0182.43682.46089.049
2802010.11.18 18:40modify570.0182.43682.60289.049
2812010.11.23 06:40modify570.0182.43682.66289.049
2822010.11.24 00:00sell limit580.0183.3480.0000.000
2832010.11.24 00:00modify580.0183.34883.82883.155
2842010.11.24 02:13sell580.0183.34883.82883.155
2852010.11.24 06:40t/p580.0183.15583.82883.1552.32989.85
2862010.11.26 02:40modify570.0182.43682.69489.049
2872010.11.26 06:00modify570.0182.43682.70389.049
2882010.11.26 06:40modify570.0182.43682.76789.049
2892010.11.26 09:00modify570.0182.43682.77889.049
2902010.11.26 14:00modify570.0182.43682.78989.049
2912010.11.26 14:40modify570.0182.43682.88789.049
2922010.11.26 16:20modify570.0182.43682.98189.049
2932010.11.26 17:00modify570.0182.43682.99889.049
2942010.11.29 02:40modify570.0182.43683.00289.049
2952010.11.29 13:20modify570.0182.43683.03089.049
2962010.11.29 14:00modify570.0182.43683.12289.049
2972010.11.29 14:40modify570.0182.43683.21389.049
2982010.12.03 14:00s/l570.0183.21383.21389.0499.36999.21
2992010.12.07 00:00sell limit590.0182.7330.0000.000
3002010.12.07 00:00modify590.0182.73382.97281.906
3012010.12.07 10:00sell590.0182.73382.97281.906
3022010.12.07 16:40s/l590.0182.97282.97281.906-2.87996.34
3032010.12.15 00:00buy limit600.0183.5770.0000.000
3042010.12.15 00:00modify600.0183.57782.88090.191
3052010.12.16 00:00delete600.0183.57782.88090.191
3062010.12.22 00:00buy limit610.0183.7270.0000.000
3072010.12.22 00:00modify610.0183.72783.53989.825
3082010.12.22 06:40buy610.0183.72783.53989.825
3092010.12.22 10:00s/l610.0183.53983.53989.825-2.25994.09
3102010.12.27 00:00sell limit620.0182.9770.0000.000
3112010.12.27 00:00modify620.0182.97783.14482.036
3122010.12.28 00:00delete620.0182.97783.14482.036
3132010.12.29 00:00buy limit630.0182.3770.0000.000
3142010.12.29 00:00modify630.0182.37781.85288.964
3152010.12.29 01:20buy630.0182.37781.85288.964
3162010.12.29 18:00s/l630.0181.85281.85288.964-6.42987.67