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

SymbolUSDJPY (US Dollar vs Japanese Yen)
PeriodDaily (D1) 2012.01.02 00:00 - 2012.12.31 00:00 (2012.01.01 - 2013.01.01)
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 modelled20799Modelling qualityn/a
Mismatched charts errors0
Initial deposit1000.00Spread15
Total net profit109.71Gross profit194.51Gross loss-84.80
Profit factor2.29Expected payoff2.97
Absolute drawdown3.71Maximal drawdown40.83 (3.79%)Relative drawdown3.79% (40.83)
Total trades37Short positions (won %)19 (36.84%)Long positions (won %)18 (27.78%)
Profit trades (% of total)12 (32.43%)Loss trades (% of total)25 (67.57%)
Largestprofit trade69.51loss trade-13.02
Averageprofit trade16.21loss trade-3.39
Maximumconsecutive wins (profit in money)3 (75.59)consecutive losses (loss in money)6 (-29.36)
Maximalconsecutive profit (count of wins)75.59 (3)consecutive loss (count of losses)-29.36 (6)
Averageconsecutive wins2consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12012.01.09 00:00sell limit10.0177.0310.0000.000
22012.01.09 00:00modify10.0177.03177.31676.249
32012.01.10 00:00delete10.0177.03177.31676.249
42012.01.12 00:00sell limit20.0176.8980.0000.000
52012.01.12 00:00modify20.0176.89877.02075.969
62012.01.12 02:40sell20.0176.89877.02075.969
72012.01.16 00:00s/l20.0177.02077.02075.969-1.58998.42
82012.01.18 00:00buy limit30.0176.8030.0000.000
92012.01.18 00:00modify30.0176.80376.58382.355
102012.01.18 02:00buy30.0176.80376.58382.355
112012.01.23 00:00sell limit40.0177.0550.0000.000
122012.01.23 00:00modify40.0177.05577.29076.285
132012.01.23 06:00sell40.0177.05577.29076.285
142012.01.24 10:40s/l40.0177.29077.29076.285-3.04995.38
152012.01.25 06:00modify30.0176.80376.82682.355
162012.01.25 06:40modify30.0176.80376.87882.355
172012.01.25 09:20modify30.0176.80376.88182.355
182012.01.25 10:00modify30.0176.80376.95682.355
192012.01.25 10:40modify30.0176.80377.03182.355
202012.01.25 14:00modify30.0176.80377.06282.355
212012.01.25 14:40modify30.0176.80377.13682.355
222012.01.25 17:00modify30.0176.80377.18282.355
232012.01.26 00:00sell limit50.0177.9280.0000.000
242012.01.26 00:00modify50.0177.92878.26977.485
252012.01.26 10:40delete50.0177.92878.26977.485
262012.01.27 06:00s/l30.0177.18277.18282.3554.911000.29
272012.02.03 00:00buy limit60.0176.1990.0000.000
282012.02.03 00:00modify60.0176.19976.07281.582
292012.02.03 02:00buy60.0176.19976.07281.582
302012.02.07 00:00sell limit70.0176.6180.0000.000
312012.02.07 00:00modify70.0176.61876.78775.777
322012.02.07 02:00sell70.0176.61876.78775.777
332012.02.07 06:40s/l70.0176.78776.78775.777-2.20998.09
342012.02.09 14:40modify60.0176.19976.25681.582
352012.02.09 17:20modify60.0176.19976.29381.582
362012.02.09 18:00modify60.0176.19976.39381.582
372012.02.09 18:40modify60.0176.19976.49381.582
382012.02.09 21:20modify60.0176.19976.51281.582
392012.02.09 22:00modify60.0176.19976.57381.582
402012.02.09 22:40modify60.0176.19976.63381.582
412012.02.10 01:00modify60.0176.19976.64881.582
422012.02.10 14:00modify60.0176.19976.65281.582
432012.02.10 14:40modify60.0176.19976.70481.582
442012.02.13 00:00sell limit80.0177.6250.0000.000
452012.02.13 00:00modify80.0177.62577.79176.738
462012.02.13 01:20sell80.0177.62577.79176.738
472012.02.14 06:00s/l80.0177.79177.79176.738-2.14995.95
482012.02.14 06:00modify60.0176.19976.74781.582
492012.02.14 06:40modify60.0176.19976.85381.582
502012.02.14 09:20modify60.0176.19976.93081.582
512012.02.14 10:00modify60.0176.19977.00981.582
522012.02.14 10:40modify60.0176.19977.08881.582
532012.02.14 13:00modify60.0176.19977.08981.582
542012.02.14 17:20modify60.0176.19977.12081.582
552012.02.14 18:00modify60.0176.19977.24281.582
562012.02.14 18:40modify60.0176.19977.36581.582
572012.02.14 22:00modify60.0176.19977.39881.582
582012.02.14 22:40modify60.0176.19977.43581.582
592012.02.15 02:00modify60.0176.19977.46381.582
602012.02.15 02:40modify60.0176.19977.54581.582
612012.02.16 10:00modify60.0176.19977.59581.582
622012.02.16 10:40modify60.0176.19977.70481.582
632012.02.16 14:00modify60.0176.19977.76081.582
642012.02.16 14:40modify60.0176.19977.82481.582
652012.02.16 18:40modify60.0176.19977.83081.582
662012.02.16 22:40modify60.0176.19977.84981.582
672012.02.17 02:00modify60.0176.19977.94981.582
682012.02.17 02:40modify60.0176.19978.05281.582
692012.02.17 09:00modify60.0176.19978.05781.582
702012.02.17 14:00modify60.0176.19978.14381.582
712012.02.17 14:40modify60.0176.19978.24281.582
722012.02.17 18:00modify60.0176.19978.26281.582
732012.02.17 18:40modify60.0176.19978.31481.582
742012.02.17 20:00modify60.0176.19978.31681.582
752012.02.17 21:20modify60.0176.19978.37081.582
762012.02.17 22:00modify60.0176.19978.43081.582
772012.02.17 22:40modify60.0176.19978.48981.582
782012.02.20 00:20modify60.0176.19978.72381.582
792012.02.20 01:00modify60.0176.19978.75981.582
802012.02.21 00:00sell limit90.0179.7020.0000.000
812012.02.21 00:00modify90.0179.70279.87379.030
822012.02.21 02:00sell90.0179.70279.87379.030
832012.02.22 02:40s/l90.0179.87379.87379.030-2.14993.81
842012.02.22 05:20modify60.0176.19978.81381.582
852012.02.22 06:00modify60.0176.19978.88281.582
862012.02.22 06:40modify60.0176.19978.95081.582
872012.02.22 09:20modify60.0176.19978.96581.582
882012.02.22 10:00modify60.0176.19979.05481.582
892012.02.22 10:40modify60.0176.19979.14481.582
902012.02.22 14:00modify60.0176.19979.17181.582
912012.02.22 14:40modify60.0176.19979.24881.582
922012.02.22 18:40modify60.0176.19979.27181.582
932012.02.24 06:40modify60.0176.19979.29381.582
942012.02.24 09:20modify60.0176.19979.36381.582
952012.02.24 10:00modify60.0176.19979.43681.582
962012.02.24 10:40modify60.0176.19979.51081.582
972012.02.24 17:20modify60.0176.19979.60081.582
982012.02.24 18:00modify60.0176.19979.69381.582
992012.02.24 18:40modify60.0176.19979.78781.582
1002012.02.24 21:20modify60.0176.19979.84881.582
1012012.02.24 22:00modify60.0176.19979.96181.582
1022012.02.24 22:40modify60.0176.19980.07381.582
1032012.02.27 00:00modify60.0176.19980.10381.582
1042012.02.27 00:20t/p60.0181.58280.10381.58265.971059.78
1052012.02.29 00:00buy limit100.0180.4210.0000.000
1062012.02.29 00:00modify100.0180.42180.05386.657
1072012.02.29 06:00buy100.0180.42180.05386.657
1082012.03.02 10:00modify100.0180.42180.47886.657
1092012.03.02 10:40modify100.0180.42180.56186.657
1102012.03.02 17:00modify100.0180.42180.57986.657
1112012.03.02 22:00modify100.0180.42180.63686.657
1122012.03.02 22:40modify100.0180.42180.71986.657
1132012.03.06 18:40s/l100.0180.71980.71986.6573.701063.48
1142012.03.16 00:00sell limit110.0183.7380.0000.000
1152012.03.16 00:00modify110.0183.73884.15983.463
1162012.03.16 02:00delete110.0183.73884.15983.463
1172012.03.19 00:00sell limit120.0183.5500.0000.000
1182012.03.19 00:00modify120.0183.55083.92883.059
1192012.03.19 02:13sell120.0183.55083.92883.059
1202012.03.19 10:40t/p120.0183.05983.92883.0595.921069.40
1212012.03.20 00:00buy limit130.0183.3670.0000.000
1222012.03.20 00:00modify130.0183.36783.05589.583
1232012.03.20 00:20buy130.0183.36783.05589.583
1242012.03.22 10:00s/l130.0183.05583.05589.583-3.761065.64
1252012.04.02 00:00buy limit140.0182.9370.0000.000
1262012.04.02 00:00modify140.0182.93781.87289.613
1272012.04.02 00:20buy140.0182.93781.87289.613
1282012.04.03 02:00s/l140.0181.87281.87289.613-13.021052.62
1292012.04.06 00:00buy limit150.0182.3230.0000.000
1302012.04.06 00:00modify150.0182.32381.86588.563
1312012.04.06 01:20buy150.0182.32381.86588.563
1322012.04.06 14:00s/l150.0181.86581.86588.563-5.601047.02
1332012.04.10 00:00buy limit160.0181.4660.0000.000
1342012.04.10 00:00modify160.0181.46681.23487.476
1352012.04.10 06:40buy160.0181.46681.23487.476
1362012.04.10 10:00s/l160.0181.23481.23487.476-2.861044.16
1372012.04.12 00:00sell limit170.0180.9340.0000.000
1382012.04.12 00:00modify170.0180.93481.10680.255
1392012.04.12 02:00sell170.0180.93481.10680.255
1402012.04.12 10:40s/l170.0181.10681.10680.255-2.121042.04
1412012.04.13 00:00sell limit180.0180.9550.0000.000
1422012.04.13 00:00modify180.0180.95581.11780.137
1432012.04.13 02:40sell180.0180.95581.11780.137
1442012.04.13 06:00s/l180.0181.11781.11780.137-2.001040.04
1452012.04.16 00:00sell limit190.0180.9480.0000.000
1462012.04.16 00:00modify190.0180.94881.17780.094
1472012.04.16 02:40sell190.0180.94881.17780.094
1482012.04.16 18:40modify190.0180.94880.80380.094
1492012.04.17 18:40s/l190.0180.80380.80380.0941.791041.83
1502012.04.23 00:00sell limit200.0181.6320.0000.000
1512012.04.23 00:00modify200.0181.63281.76380.706
1522012.04.23 00:20sell200.0181.63281.76380.706
1532012.04.23 09:20modify200.0181.63281.62180.706
1542012.04.23 10:13modify200.0181.63281.46380.706
1552012.04.24 06:00modify200.0181.63281.45280.706
1562012.04.24 06:40modify200.0181.63281.34280.706
1572012.04.24 09:00modify200.0181.63281.34080.706
1582012.04.24 22:40s/l200.0181.34081.34080.7063.581045.41
1592012.04.25 00:00buy limit210.0181.2780.0000.000
1602012.04.25 00:00modify210.0181.27880.88787.340
1612012.04.25 10:00buy210.0181.27880.88787.340
1622012.04.26 00:00sell limit220.0181.4410.0000.000
1632012.04.26 00:00modify220.0181.44181.67080.823
1642012.04.26 14:00s/l210.0180.88780.88787.340-4.831040.58
1652012.04.26 14:40delete220.0181.44181.67080.823
1662012.05.03 00:00sell limit230.0180.2800.0000.000
1672012.05.03 00:00modify230.0180.28080.59979.646
1682012.05.03 10:00sell230.0180.28080.59979.646
1692012.05.07 00:20modify230.0180.28080.15479.646
1702012.05.07 01:00modify230.0180.28080.12379.646
1712012.05.08 00:00buy limit240.0179.8800.0000.000
1722012.05.08 00:00modify240.0179.88079.67785.663
1732012.05.08 10:40buy240.0179.88079.67785.663
1742012.05.09 10:40s/l240.0179.67779.67785.663-2.551038.03
1752012.05.09 13:20t/p230.0179.64680.12379.6467.961045.99
1762012.05.14 00:00buy limit250.0179.9630.0000.000
1772012.05.14 00:00modify250.0179.96379.76885.656
1782012.05.14 00:20buy250.0179.96379.76885.656
1792012.05.14 14:40s/l250.0179.76879.76885.656-2.451043.54
1802012.05.17 00:00sell limit260.0180.3890.0000.000
1812012.05.17 00:00modify260.0180.38980.53979.578
1822012.05.17 01:00sell260.0180.38980.53979.578
1832012.05.17 17:20modify260.0180.38980.31079.578
1842012.05.17 18:00t/p260.0179.57880.31079.57810.191053.73
1852012.05.30 00:00sell limit270.0179.5290.0000.000
1862012.05.30 00:00modify270.0179.52979.62378.599
1872012.05.30 00:20sell270.0179.52979.62378.599
1882012.05.30 14:40modify270.0179.52979.49478.599
1892012.05.30 18:00modify270.0179.52979.44378.599
1902012.05.30 18:40modify270.0179.52979.34678.599
1912012.05.31 02:40modify270.0179.52979.29678.599
1922012.05.31 05:20modify270.0179.52979.27478.599
1932012.05.31 06:00modify270.0179.52979.23678.599
1942012.05.31 06:40modify270.0179.52979.18578.599
1952012.05.31 14:00modify270.0179.52979.15078.599
1962012.05.31 14:40t/p270.0178.59979.15078.59911.841065.57
1972012.06.11 00:00buy limit280.0179.5820.0000.000
1982012.06.11 00:00modify280.0179.58279.15185.620
1992012.06.11 02:00buy280.0179.58279.15185.620
2002012.06.14 00:00sell limit290.0179.5550.0000.000
2012012.06.14 00:00modify290.0179.55579.72878.808
2022012.06.15 00:00delete290.0179.55579.72878.808
2032012.06.15 06:00s/l280.0179.15179.15185.620-5.461060.11
2042012.07.05 00:00buy limit300.0179.8490.0000.000
2052012.07.05 00:00modify300.0179.84979.62585.574
2062012.07.05 01:00buy300.0179.84979.62585.574
2072012.07.05 10:40s/l300.0179.62579.62585.574-2.821057.29
2082012.07.06 00:00buy limit310.0179.8820.0000.000
2092012.07.06 00:00modify310.0179.88279.59485.852
2102012.07.06 00:20buy310.0179.88279.59485.852
2112012.07.06 14:40s/l310.0179.59479.59485.852-3.621053.67
2122012.07.11 00:00buy limit320.0179.4060.0000.000
2132012.07.11 00:00modify320.0179.40679.24685.188
2142012.07.11 01:20buy320.0179.40679.24685.188
2152012.07.11 05:00s/l320.0179.24679.24685.188-2.021051.65
2162012.07.23 00:00sell limit330.0178.5490.0000.000
2172012.07.23 00:00modify330.0178.54978.78677.724
2182012.07.24 00:00delete330.0178.54978.78677.724
2192012.07.24 00:00buy limit340.0178.3520.0000.000
2202012.07.24 00:00modify340.0178.35277.98384.264
2212012.07.24 02:00buy340.0178.35277.98384.264
2222012.08.01 00:00sell limit350.0178.1680.0000.000
2232012.08.01 00:00modify350.0178.16878.28877.259
2242012.08.01 05:20s/l340.0177.98377.98384.264-4.731046.92
2252012.08.01 10:40sell350.0178.16878.28877.259
2262012.08.01 22:00s/l350.0178.28878.28877.259-1.531045.39
2272012.08.28 00:00sell limit360.0178.7640.0000.000
2282012.08.28 00:00modify360.0178.76478.82677.791
2292012.08.28 01:20sell360.0178.76478.82677.791
2302012.08.31 18:40modify360.0178.76478.66577.791
2312012.09.06 14:00s/l360.0178.66578.66577.7911.261046.65
2322012.09.13 00:00sell limit370.0177.8750.0000.000
2332012.09.13 00:00modify370.0177.87577.95176.932
2342012.09.14 00:00delete370.0177.87577.95176.932
2352012.09.19 00:00buy limit380.0178.7850.0000.000
2362012.09.19 00:00modify380.0178.78578.52284.527
2372012.09.19 01:20buy380.0178.78578.52284.527
2382012.09.19 17:20s/l380.0178.52278.52284.527-3.351043.30
2392012.09.24 00:00sell limit390.0178.2160.0000.000
2402012.09.24 00:00modify390.0178.21678.35477.306
2412012.09.25 00:00delete390.0178.21678.35477.306
2422012.10.05 00:00sell limit400.0178.5470.0000.000
2432012.10.05 00:00modify400.0178.54778.70177.781
2442012.10.05 02:40sell400.0178.54778.70177.781
2452012.10.05 14:00s/l400.0178.70178.70177.781-1.951041.35
2462012.10.11 00:00sell limit410.0178.2360.0000.000
2472012.10.11 00:00modify410.0178.23678.36077.314
2482012.10.11 13:20sell410.0178.23678.36077.314
2492012.10.11 14:00s/l410.0178.36078.36077.314-1.581039.77
2502012.10.18 00:00buy limit420.0178.9110.0000.000
2512012.10.18 00:00modify420.0178.91178.64984.709
2522012.10.18 01:00buy420.0178.91178.64984.709
2532012.10.25 09:20modify420.0178.91178.94284.709
2542012.10.25 10:00modify420.0178.91179.00984.709
2552012.10.25 10:40modify420.0178.91179.07784.709
2562012.10.25 14:40modify420.0178.91179.10284.709
2572012.10.25 18:40modify420.0178.91179.20384.709
2582012.10.25 22:40modify420.0178.91179.21084.709
2592012.10.26 00:20modify420.0178.91179.22084.709
2602012.10.26 01:00modify420.0178.91179.23984.709
2612012.11.02 13:20modify420.0178.91179.28784.709
2622012.11.02 14:00modify420.0178.91179.41384.709
2632012.11.02 14:40modify420.0178.91179.53884.709
2642012.11.08 21:20s/l420.0179.53879.53884.7097.881047.65
2652012.11.12 00:00buy limit430.0179.4540.0000.000
2662012.11.12 00:00modify430.0179.45479.11085.391
2672012.11.12 02:40buy430.0179.45479.11085.391
2682012.11.15 06:00modify430.0179.45479.59285.391
2692012.11.15 06:40modify430.0179.45479.80385.391
2702012.11.15 11:33modify430.0179.45479.81985.391
2712012.11.15 12:20modify430.0179.45479.85985.391
2722012.11.15 12:40modify430.0179.45479.90585.391
2732012.11.15 13:20modify430.0179.45480.04485.391
2742012.11.15 14:00modify430.0179.45480.18285.391
2752012.11.15 14:40modify430.0179.45480.32185.391
2762012.11.19 00:20modify430.0179.45480.39685.391
2772012.11.19 01:00modify430.0179.45480.43185.391
2782012.11.20 14:40modify430.0179.45480.51885.391
2792012.11.20 18:00modify430.0179.45480.55485.391
2802012.11.20 18:40modify430.0179.45480.60685.391
2812012.11.21 01:20modify430.0179.45480.62885.391
2822012.11.21 02:00modify430.0179.45480.70985.391
2832012.11.21 02:40modify430.0179.45480.78985.391
2842012.11.21 04:20modify430.0179.45480.79185.391
2852012.11.21 05:00modify430.0179.45480.81485.391
2862012.11.21 09:20modify430.0179.45480.86885.391
2872012.11.21 10:00modify430.0179.45480.98485.391
2882012.11.21 10:40modify430.0179.45481.09985.391
2892012.11.21 13:20modify430.0179.45481.17285.391
2902012.11.21 14:00modify430.0179.45481.27485.391
2912012.11.21 14:40modify430.0179.45481.37685.391
2922012.11.21 22:40modify430.0179.45481.39385.391
2932012.11.22 00:20modify430.0179.45481.39885.391
2942012.11.22 01:00modify430.0179.45481.41885.391
2952012.11.22 09:20modify430.0179.45481.44885.391
2962012.11.22 10:00modify430.0179.45481.55885.391
2972012.11.22 10:40modify430.0179.45481.66885.391
2982012.11.23 00:00sell limit440.0182.5740.0000.000
2992012.11.23 00:00modify440.0182.57482.82381.909
3002012.11.26 00:00delete440.0182.57482.82381.909
3012012.12.10 00:00sell limit450.0182.6060.0000.000
3022012.12.10 00:00modify450.0182.60682.81082.005
3032012.12.10 00:20sell450.0182.60682.81082.005
3042012.12.12 10:00s/l450.0182.81082.81082.005-2.471045.18
3052012.12.12 10:00modify430.0179.45481.68785.391
3062012.12.12 10:40modify430.0179.45481.76685.391
3072012.12.12 17:20modify430.0179.45481.83685.391
3082012.12.12 18:00modify430.0179.45481.93485.391
3092012.12.12 18:40modify430.0179.45482.03285.391
3102012.12.12 22:00modify430.0179.45482.07385.391
3112012.12.12 22:40modify430.0179.45482.12685.391
3122012.12.13 02:00modify430.0179.45482.17385.391
3132012.12.13 02:40modify430.0179.45482.25785.391
3142012.12.13 05:20modify430.0179.45482.31785.391
3152012.12.13 06:00modify430.0179.45482.40585.391
3162012.12.13 06:40modify430.0179.45482.49385.391
3172012.12.14 02:00modify430.0179.45482.50785.391
3182012.12.14 02:40modify430.0179.45482.54185.391
3192012.12.14 04:40modify430.0179.45482.55885.391
3202012.12.14 05:20modify430.0179.45482.63185.391
3212012.12.14 06:00modify430.0179.45482.70585.391
3222012.12.14 06:40modify430.0179.45482.77885.391
3232012.12.17 00:00modify430.0179.45483.14085.391
3242012.12.17 01:00modify430.0179.45483.14285.391
3252012.12.19 02:00modify430.0179.45483.16585.391
3262012.12.19 02:40modify430.0179.45483.23885.391
3272012.12.19 13:20modify430.0179.45483.26985.391
3282012.12.19 14:00modify430.0179.45483.34685.391
3292012.12.19 14:40modify430.0179.45483.42385.391
3302012.12.24 17:20modify430.0179.45483.48285.391
3312012.12.24 18:00modify430.0179.45483.57285.391
3322012.12.24 18:40modify430.0179.45483.66285.391
3332012.12.26 08:00modify430.0179.45484.08585.391
3342012.12.26 08:20modify430.0179.45484.09285.391
3352012.12.26 08:40modify430.0179.45484.11085.391
3362012.12.26 09:20modify430.0179.45484.16685.391
3372012.12.26 10:00t/p430.0185.39184.16685.39169.511114.69
3382012.12.31 00:00sell limit460.0186.0630.0000.000
3392012.12.31 00:00modify460.0186.06386.61685.535
3402012.12.31 06:00sell460.0186.06386.61685.535
3412012.12.31 23:59close at stop460.0186.49486.61685.535-4.981109.71