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

SymbolUSDJPY (US Dollar vs Japanese Yen)
PeriodDaily (D1) 2011.01.03 00:00 - 2011.12.30 00:00 (2011.01.01 - 2012.01.01)
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 modelled20782Modelling qualityn/a
Mismatched charts errors0
Initial deposit1000.00Spread15
Total net profit2.15Gross profit99.65Gross loss-97.50
Profit factor1.02Expected payoff0.05
Absolute drawdown17.48Maximal drawdown37.61 (3.62%)Relative drawdown3.62% (37.61)
Total trades42Short positions (won %)22 (31.82%)Long positions (won %)20 (20.00%)
Profit trades (% of total)11 (26.19%)Loss trades (% of total)31 (73.81%)
Largestprofit trade40.36loss trade-7.85
Averageprofit trade9.06loss trade-3.15
Maximumconsecutive wins (profit in money)2 (46.99)consecutive losses (loss in money)6 (-21.53)
Maximalconsecutive profit (count of wins)46.99 (2)consecutive loss (count of losses)-21.53 (6)
Averageconsecutive wins2consecutive losses4
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12011.01.07 00:00buy limit10.0183.2490.0000.000
22011.01.07 00:00modify10.0183.24982.91989.420
32011.01.07 02:40buy10.0183.24982.91989.420
42011.01.07 18:13s/l10.0182.91982.91989.420-3.99996.01
52011.01.17 00:00buy limit20.0182.8540.0000.000
62011.01.17 00:00modify20.0182.85482.44689.138
72011.01.17 08:26buy20.0182.85482.44689.138
82011.01.17 14:40s/l20.0182.44682.44689.138-4.95991.06
92011.01.19 00:00buy limit30.0182.5830.0000.000
102011.01.19 00:00modify30.0182.58382.36988.685
112011.01.19 01:20buy30.0182.58382.36988.685
122011.01.19 02:00s/l30.0182.36982.36988.685-2.60988.46
132011.01.27 00:00sell limit40.0182.3470.0000.000
142011.01.27 00:00modify40.0182.34782.59081.736
152011.01.27 09:20sell40.0182.34782.59081.736
162011.01.27 10:00s/l40.0182.59082.59081.736-2.93985.53
172011.02.03 00:00sell limit50.0181.6410.0000.000
182011.02.03 00:00modify50.0181.64181.84380.914
192011.02.03 02:40sell50.0181.64181.84380.914
202011.02.03 14:40s/l50.0181.84381.84380.914-2.46983.07
212011.02.04 00:00sell limit60.0181.7550.0000.000
222011.02.04 00:00modify60.0181.75582.04581.185
232011.02.04 13:00delete60.0181.75582.04581.185
242011.02.09 00:00buy limit70.0182.2440.0000.000
252011.02.09 00:00modify70.0182.24481.81488.481
262011.02.09 17:00buy70.0182.24481.81488.481
272011.02.10 00:00sell limit80.0182.4470.0000.000
282011.02.10 00:00modify80.0182.44782.65081.671
292011.02.10 01:20sell80.0182.44782.65081.671
302011.02.10 06:00s/l80.0182.65082.65081.671-2.45980.62
312011.02.11 05:20modify70.0182.24482.24888.481
322011.02.11 06:00modify70.0182.24482.29388.481
332011.02.11 06:40modify70.0182.24482.33988.481
342011.02.11 10:40modify70.0182.24482.38188.481
352011.02.11 12:20modify70.0182.24482.46388.481
362011.02.11 13:00modify70.0182.24482.49188.481
372011.02.14 00:00sell limit90.0183.5210.0000.000
382011.02.14 00:00modify90.0183.52183.65882.726
392011.02.15 00:00delete90.0183.52183.65882.726
402011.02.15 13:20modify70.0182.24482.51788.481
412011.02.15 14:00modify70.0182.24482.62688.481
422011.02.15 14:40modify70.0182.24482.73688.481
432011.02.16 14:40modify70.0182.24482.78388.481
442011.02.17 00:00sell limit100.0183.7570.0000.000
452011.02.17 00:00modify100.0183.75783.95682.975
462011.02.18 00:00delete100.0183.75783.95682.975
472011.02.22 00:00sell limit110.0183.2480.0000.000
482011.02.22 00:00modify110.0183.24883.51982.512
492011.02.22 05:20sell110.0183.24883.51982.512
502011.02.22 18:40s/l70.0182.78382.78388.4816.52987.14
512011.02.22 18:40modify110.0183.24883.08282.512
522011.02.23 02:40modify110.0183.24883.04682.512
532011.02.23 04:20modify110.0183.24883.04582.512
542011.02.23 05:00modify110.0183.24883.03082.512
552011.02.23 18:00t/p110.0182.51283.03082.5128.93996.07
562011.03.01 00:00sell limit120.0181.8270.0000.000
572011.03.01 00:00modify120.0181.82781.96480.957
582011.03.01 01:20sell120.0181.82781.96480.957
592011.03.01 02:40s/l120.0181.96481.96480.957-1.67994.40
602011.03.02 00:00sell limit130.0182.0000.0000.000
612011.03.02 00:00modify130.0182.00082.22081.270
622011.03.02 08:20sell130.0182.00082.22081.270
632011.03.03 14:40s/l130.0182.22082.22081.270-2.67991.73
642011.03.07 00:00sell limit140.0182.4710.0000.000
652011.03.07 00:00modify140.0182.47183.02182.057
662011.03.07 10:40delete140.0182.47183.02182.057
672011.03.08 00:00buy limit150.0182.2830.0000.000
682011.03.08 00:00modify150.0182.28381.98888.314
692011.03.08 02:00buy150.0182.28381.98888.314
702011.03.11 00:00sell limit160.0182.9790.0000.000
712011.03.11 00:00modify160.0182.97983.15582.205
722011.03.11 05:20sell160.0182.97983.15582.205
732011.03.11 06:00s/l160.0183.15583.15582.205-2.12989.61
742011.03.11 17:20s/l150.0181.98881.98888.314-3.60986.01
752011.03.15 00:00sell limit170.0181.9390.0000.000
762011.03.15 00:00modify170.0181.93982.41881.938
772011.03.15 00:20delete170.0181.93982.41881.938
782011.03.24 00:00buy limit180.0180.9180.0000.000
792011.03.24 00:00modify180.0180.91880.73886.784
802011.03.24 00:20buy180.0180.91880.73886.784
812011.03.29 13:20modify180.0180.91880.98286.784
822011.03.29 14:00modify180.0180.91881.14586.784
832011.03.29 14:40modify180.0180.91881.30986.784
842011.03.29 18:40modify180.0180.91881.31186.784
852011.03.29 22:40modify180.0180.91881.32186.784
862011.03.30 01:46modify180.0180.91881.38786.784
872011.03.30 02:40modify180.0180.91881.50086.784
882011.03.30 03:33modify180.0180.91881.61286.784
892011.03.30 04:00modify180.0180.91881.61786.784
902011.03.30 05:20modify180.0180.91881.68386.784
912011.03.30 06:00modify180.0180.91881.76086.784
922011.03.30 06:40modify180.0180.91881.83786.784
932011.03.30 09:20modify180.0180.91881.84086.784
942011.03.30 10:00modify180.0180.91881.92986.784
952011.03.30 10:40modify180.0180.91882.01786.784
962011.03.31 01:00modify180.0180.91882.03186.784
972011.03.31 22:40modify180.0180.91882.04486.784
982011.04.01 00:40modify180.0180.91882.07186.784
992011.04.01 01:20modify180.0180.91882.19586.784
1002011.04.01 02:00modify180.0180.91882.31986.784
1012011.04.01 02:40modify180.0180.91882.44386.784
1022011.04.01 06:00modify180.0180.91882.50186.784
1032011.04.01 06:40modify180.0180.91882.56286.784
1042011.04.01 12:20modify180.0180.91882.57586.784
1052011.04.01 12:40modify180.0180.91882.67286.784
1062011.04.01 13:20modify180.0180.91882.96186.784
1072011.04.01 14:00modify180.0180.91883.25086.784
1082011.04.01 14:40modify180.0180.91883.53986.784
1092011.04.05 21:20modify180.0180.91883.68586.784
1102011.04.05 22:00modify180.0180.91883.85886.784
1112011.04.05 22:40modify180.0180.91884.03186.784
1122011.04.06 02:00modify180.0180.91884.16086.784
1132011.04.06 02:40modify180.0180.91884.31486.784
1142011.04.11 00:00sell limit190.0185.0490.0000.000
1152011.04.11 00:00modify190.0185.04985.37884.489
1162011.04.11 00:20sell190.0185.04985.37884.489
1172011.04.11 18:40modify190.0185.04985.02684.489
1182011.04.12 02:00t/p190.0184.48985.02684.4896.63992.64
1192011.04.12 02:40s/l180.0184.31484.31486.78440.361033.00
1202011.04.21 00:00sell limit200.0182.7240.0000.000
1212011.04.21 00:00modify200.0182.72483.08582.316
1222011.04.21 02:40delete200.0182.72483.08582.316
1232011.04.25 00:00sell limit210.0181.9050.0000.000
1242011.04.25 00:00modify210.0181.90582.09481.119
1252011.04.25 00:40sell210.0181.90582.09481.119
1262011.04.25 02:00s/l210.0182.09482.09481.119-2.301030.70
1272011.04.26 00:00sell limit220.0182.0010.0000.000
1282011.04.26 00:00modify220.0182.00182.41081.534
1292011.04.26 22:40delete220.0182.00182.41081.534
1302011.05.03 00:00sell limit230.0181.3590.0000.000
1312011.05.03 00:00modify230.0181.35981.67480.827
1322011.05.03 14:40delete230.0181.35981.67480.827
1332011.05.19 00:00buy limit240.0181.6100.0000.000
1342011.05.19 00:00modify240.0181.61080.97587.936
1352011.05.19 06:00buy240.0181.61080.97587.936
1362011.05.20 00:00sell limit250.0181.7930.0000.000
1372011.05.20 00:00modify250.0181.79382.21581.328
1382011.05.20 08:20sell250.0181.79382.21581.328
1392011.05.24 18:40s/l250.0182.21582.21581.328-5.131025.57
1402011.05.26 00:00sell limit260.0182.0220.0000.000
1412011.05.26 00:00modify260.0182.02282.15381.162
1422011.05.26 00:20sell260.0182.02282.15381.162
1432011.05.26 14:00modify260.0182.02281.91881.162
1442011.05.26 14:40t/p260.0181.16281.91881.16210.601036.17
1452011.05.27 06:40s/l240.0180.97580.97587.936-7.851028.32
1462011.06.03 00:00sell limit270.0181.0180.0000.000
1472011.06.03 00:00modify270.0181.01881.29880.550
1482011.06.03 13:20delete270.0181.01881.29880.550
1492011.06.13 00:00buy limit280.0180.2570.0000.000
1502011.06.13 00:00modify280.0180.25780.00486.204
1512011.06.13 13:00buy280.0180.25780.00486.204
1522011.06.14 00:00sell limit290.0180.3720.0000.000
1532011.06.14 00:00modify290.0180.37280.67379.739
1542011.06.14 08:20sell290.0180.37280.67379.739
1552011.06.15 10:00s/l290.0180.67380.67379.739-3.741024.58
1562011.06.17 22:40s/l280.0180.00480.00486.204-3.161021.42
1572011.06.24 00:00sell limit300.0180.5930.0000.000
1582011.06.24 00:00modify300.0180.59380.77979.892
1592011.06.24 09:00sell300.0180.59380.77979.892
1602011.06.27 00:00buy limit310.0180.3090.0000.000
1612011.06.27 00:00modify310.0180.30980.17486.241
1622011.06.27 02:40s/l300.0180.77980.77979.892-2.301019.12
1632011.06.28 00:00delete310.0180.30980.17486.241
1642011.07.04 00:00sell limit320.0180.9100.0000.000
1652011.07.04 00:00modify320.0180.91081.12780.344
1662011.07.05 00:00delete320.0180.91081.12780.344
1672011.07.05 00:00buy limit330.0180.7670.0000.000
1682011.07.05 00:00modify330.0180.76780.57286.617
1692011.07.05 00:20buy330.0180.76780.57286.617
1702011.07.08 14:40s/l330.0180.57280.57286.617-2.421016.70
1712011.07.18 00:00buy limit340.0179.0860.0000.000
1722011.07.18 00:00modify340.0179.08678.92484.848
1732011.07.18 02:00buy340.0179.08678.92484.848
1742011.07.19 14:40s/l340.0178.92478.92484.848-2.061014.64
1752011.08.03 00:00sell limit350.0177.3250.0000.000
1762011.08.03 00:00modify350.0177.32577.73276.955
1772011.08.03 02:40sell350.0177.32577.73276.955
1782011.08.03 18:00t/p350.0176.95577.73276.9554.811019.45
1792011.08.08 00:00sell limit360.0178.4200.0000.000
1802011.08.08 00:00modify360.0178.42079.37778.306
1812011.08.08 00:20delete360.0178.42079.37778.306
1822011.08.09 00:00sell limit370.0177.9660.0000.000
1832011.08.09 00:00modify370.0177.96678.42377.737
1842011.08.09 01:20delete370.0177.96678.42377.737
1852011.08.12 00:00buy limit380.0176.7960.0000.000
1862011.08.12 00:00modify380.0176.79676.34182.910
1872011.08.12 01:00buy380.0176.79676.34182.910
1882011.08.16 00:00sell limit390.0176.8980.0000.000
1892011.08.16 00:00modify390.0176.89877.07876.252
1902011.08.16 06:40sell390.0176.89877.07876.252
1912011.08.17 16:20modify390.0176.89876.88776.252
1922011.08.17 17:00modify390.0176.89876.87076.252
1932011.08.19 02:40s/l390.0176.87076.87076.2520.361019.81
1942011.08.19 10:40s/l380.0176.34176.34182.910-5.961013.85
1952011.08.22 00:00buy limit400.0176.4930.0000.000
1962011.08.22 00:00modify400.0176.49375.99582.656
1972011.08.23 00:00delete400.0176.49375.99582.656
1982011.08.23 00:00sell limit410.0176.8970.0000.000
1992011.08.23 00:00modify410.0176.89777.14076.363
2002011.08.23 02:40sell410.0176.89777.14076.363
2012011.08.25 01:00s/l410.0177.14077.14076.363-3.151010.70
2022011.09.01 00:00buy limit420.0176.6340.0000.000
2032011.09.01 00:00modify420.0176.63476.45982.248
2042011.09.01 00:20buy420.0176.63476.45982.248
2052011.09.09 14:00modify420.0176.63476.67082.248
2062011.09.09 14:40modify420.0176.63476.75682.248
2072011.09.12 10:13s/l420.0176.75676.75682.2481.591012.29
2082011.09.16 00:00sell limit430.0176.8660.0000.000
2092011.09.16 00:00modify430.0176.86677.24776.423
2102011.09.16 18:00sell430.0176.86677.24776.423
2112011.09.19 18:40t/p430.0176.42377.24776.4235.801018.09
2122011.09.23 00:00sell limit440.0176.4560.0000.000
2132011.09.23 00:00modify440.0176.45676.94576.172
2142011.09.23 14:40delete440.0176.45676.94576.172
2152011.09.27 00:00sell limit450.0176.4760.0000.000
2162011.09.27 00:00modify450.0176.47676.74575.859
2172011.09.27 00:20sell450.0176.47676.74575.859
2182011.09.27 22:00s/l450.0176.74576.74575.859-3.501014.59
2192011.10.06 00:00sell limit460.0176.8680.0000.000
2202011.10.06 00:00modify460.0176.86877.04876.162
2212011.10.07 00:00delete460.0176.86877.04876.162
2222011.10.10 00:00sell limit470.0176.7810.0000.000
2232011.10.10 00:00modify470.0176.78176.88975.951
2242011.10.10 01:20sell470.0176.78176.88975.951
2252011.10.12 14:00s/l470.0176.88976.88975.951-1.401013.19
2262011.10.19 00:00buy limit480.0176.7950.0000.000
2272011.10.19 00:00modify480.0176.79576.65582.300
2282011.10.19 01:20buy480.0176.79576.65582.300
2292011.10.19 04:20s/l480.0176.65576.65582.300-1.831011.36
2302011.10.20 00:00buy limit490.0176.7870.0000.000
2312011.10.20 00:00modify490.0176.78776.68782.209
2322011.10.20 05:20buy490.0176.78776.68782.209
2332011.10.20 06:40s/l490.0176.68776.68782.209-1.311010.05
2342011.10.21 00:00sell limit500.0176.8790.0000.000
2352011.10.21 00:00modify500.0176.87977.07376.138
2362011.10.21 02:40sell500.0176.87977.07376.138
2372011.10.21 14:00modify500.0176.87976.81076.138
2382011.10.21 14:40t/p500.0176.13876.81076.1389.731019.78
2392011.10.26 00:00buy limit510.0176.0510.0000.000
2402011.10.26 00:00modify510.0176.05175.77581.769
2412011.10.26 02:40buy510.0176.05175.77581.769
2422011.10.26 14:40s/l510.0175.77575.77581.769-3.641016.14
2432011.10.27 00:00buy limit520.0176.1350.0000.000
2442011.10.27 00:00modify520.0176.13575.75181.908
2452011.10.27 06:00buy520.0176.13575.75181.908
2462011.10.27 14:40s/l520.0175.75175.75181.908-5.071011.07
2472011.11.02 00:00sell limit530.0178.5470.0000.000
2482011.11.02 00:00modify530.0178.54778.95578.326
2492011.11.02 01:20delete530.0178.54778.95578.326
2502011.11.04 00:00buy limit540.0178.0310.0000.000
2512011.11.04 00:00modify540.0178.03177.92283.610
2522011.11.04 02:00buy540.0178.03177.92283.610
2532011.11.08 14:40s/l540.0177.92277.92283.610-1.401009.67
2542011.11.15 00:00buy limit550.0177.0450.0000.000
2552011.11.15 00:00modify550.0177.04576.84482.736
2562011.11.15 02:40buy550.0177.04576.84482.736
2572011.11.16 00:00sell limit560.0177.1420.0000.000
2582011.11.16 00:00modify560.0177.14277.40076.498
2592011.11.17 00:00delete560.0177.14277.40076.498
2602011.11.18 06:40s/l550.0176.84476.84482.736-2.621007.05
2612011.11.21 00:00buy limit570.0176.8390.0000.000
2622011.11.21 00:00modify570.0176.83976.59982.520
2632011.11.21 02:40buy570.0176.83976.59982.520
2642011.11.23 00:00sell limit580.0177.0660.0000.000
2652011.11.23 00:00modify580.0177.06677.30176.396
2662011.11.23 10:40sell580.0177.06677.30176.396
2672011.11.23 17:20s/l580.0177.30177.30176.396-3.031004.02
2682011.11.28 17:20modify570.0176.83976.90582.520
2692011.11.28 18:00modify570.0176.83977.02282.520
2702011.11.28 18:40modify570.0176.83977.14082.520
2712011.11.29 02:40modify570.0176.83977.17282.520
2722011.12.08 14:40s/l570.0177.17277.17282.5204.321008.34
2732011.12.09 00:00buy limit590.0177.5900.0000.000
2742011.12.09 00:00modify590.0177.59077.17283.516
2752011.12.09 06:40buy590.0177.59077.17283.516
2762011.12.12 00:00sell limit600.0177.6980.0000.000
2772011.12.12 00:00modify600.0177.69877.75876.818
2782011.12.12 09:20sell600.0177.69877.75876.818
2792011.12.12 10:00s/l600.0177.75877.75876.818-0.771007.57
2802011.12.30 18:00s/l590.0177.17277.17283.516-5.421002.15