Strategy Tester Report
AlpariUK-Demo (Build 225)
Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
Period | 1 Hour (H1) 2009.11.03 02:00 - 2009.11.27 22:00 (2009.11.01 - 2009.11.30) | ||||
Model | Every tick (the most precise method based on all available least timeframes) | ||||
Parameters | stopLoss=50; takeProfit=50; lotes=1; Risk=0.1; step=50000; | ||||
Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
Mismatched charts errors | 113 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -16.54 | Gross profit | 55.33 | Gross loss | -71.87 |
Profit factor | 0.77 | Expected payoff | -0.75 | ||
Absolute drawdown | 26.72 | Maximal drawdown | 32.25 (0.32%) | Relative drawdown | 0.32% (32.25) |
Total trades | 22 | Short positions (won %) | 22 (45.45%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 10 (45.45%) | Loss trades (% of total) | 12 (54.55%) | ||
Largest | profit trade | 5.54 | loss trade | -11.05 | |
Average | profit trade | 5.53 | loss trade | -5.99 | |
Maximum | consecutive wins (profit in money) | 3 (16.59) | consecutive losses (loss in money) | 4 (-27.61) | |
Maximal | consecutive profit (count of wins) | 16.59 (3) | consecutive loss (count of losses) | -27.61 (4) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 02:00 | sell | 1 | 0.10 | 90.453 | 90.503 | 90.403 | ||
2 | 2009.11.03 02:02 | t/p | 1 | 0.10 | 90.403 | 90.503 | 90.403 | 5.53 | 10005.53 |
3 | 2009.11.03 16:00 | sell | 2 | 0.20 | 90.433 | 90.483 | 90.383 | ||
4 | 2009.11.03 16:01 | s/l | 2 | 0.20 | 90.483 | 90.483 | 90.383 | -11.05 | 9994.48 |
5 | 2009.11.03 16:01 | sell | 3 | 0.10 | 90.463 | 90.513 | 90.413 | ||
6 | 2009.11.03 16:01 | s/l | 3 | 0.10 | 90.513 | 90.513 | 90.413 | -5.52 | 9988.96 |
7 | 2009.11.03 16:01 | sell | 4 | 0.10 | 90.494 | 90.544 | 90.444 | ||
8 | 2009.11.03 16:02 | s/l | 4 | 0.10 | 90.544 | 90.544 | 90.444 | -5.52 | 9983.44 |
9 | 2009.11.03 16:02 | sell | 5 | 0.10 | 90.524 | 90.574 | 90.474 | ||
10 | 2009.11.03 16:02 | s/l | 5 | 0.10 | 90.574 | 90.574 | 90.474 | -5.52 | 9977.92 |
11 | 2009.11.03 16:02 | sell | 6 | 0.10 | 90.554 | 90.604 | 90.504 | ||
12 | 2009.11.03 16:07 | t/p | 6 | 0.10 | 90.504 | 90.604 | 90.504 | 5.53 | 9983.45 |
13 | 2009.11.03 16:07 | sell | 7 | 0.10 | 90.483 | 90.533 | 90.433 | ||
14 | 2009.11.03 16:11 | t/p | 7 | 0.10 | 90.433 | 90.533 | 90.433 | 5.53 | 9988.98 |
15 | 2009.11.03 16:11 | sell | 8 | 0.10 | 90.413 | 90.463 | 90.363 | ||
16 | 2009.11.03 16:12 | t/p | 8 | 0.10 | 90.363 | 90.463 | 90.363 | 5.53 | 9994.51 |
17 | 2009.11.03 16:14 | sell | 9 | 0.10 | 90.360 | 90.410 | 90.310 | ||
18 | 2009.11.03 16:15 | s/l | 9 | 0.10 | 90.410 | 90.410 | 90.310 | -5.53 | 9988.98 |
19 | 2009.11.03 16:15 | sell | 10 | 0.10 | 90.390 | 90.440 | 90.340 | ||
20 | 2009.11.03 16:18 | t/p | 10 | 0.10 | 90.340 | 90.440 | 90.340 | 5.53 | 9994.51 |
21 | 2009.11.03 16:22 | sell | 11 | 0.10 | 90.360 | 90.410 | 90.310 | ||
22 | 2009.11.03 16:42 | s/l | 11 | 0.10 | 90.410 | 90.410 | 90.310 | -5.53 | 9988.98 |
23 | 2009.11.03 16:42 | sell | 12 | 0.10 | 90.390 | 90.440 | 90.340 | ||
24 | 2009.11.03 16:45 | t/p | 12 | 0.10 | 90.340 | 90.440 | 90.340 | 5.53 | 9994.51 |
25 | 2009.11.03 16:47 | sell | 13 | 0.10 | 90.360 | 90.410 | 90.310 | ||
26 | 2009.11.03 16:47 | s/l | 13 | 0.10 | 90.410 | 90.410 | 90.310 | -5.53 | 9988.98 |
27 | 2009.11.03 16:47 | sell | 14 | 0.10 | 90.390 | 90.440 | 90.340 | ||
28 | 2009.11.03 16:50 | s/l | 14 | 0.10 | 90.440 | 90.440 | 90.340 | -5.53 | 9983.45 |
29 | 2009.11.03 16:50 | sell | 15 | 0.10 | 90.420 | 90.470 | 90.370 | ||
30 | 2009.11.03 16:57 | t/p | 15 | 0.10 | 90.370 | 90.470 | 90.370 | 5.53 | 9988.98 |
31 | 2009.11.03 17:00 | sell | 16 | 0.10 | 90.325 | 90.375 | 90.275 | ||
32 | 2009.11.03 17:07 | t/p | 16 | 0.10 | 90.275 | 90.375 | 90.275 | 5.54 | 9994.52 |
33 | 2009.11.03 17:12 | sell | 17 | 0.10 | 90.275 | 90.325 | 90.225 | ||
34 | 2009.11.03 17:17 | s/l | 17 | 0.10 | 90.325 | 90.325 | 90.225 | -5.54 | 9988.98 |
35 | 2009.11.03 17:17 | sell | 18 | 0.10 | 90.305 | 90.355 | 90.255 | ||
36 | 2009.11.03 17:23 | s/l | 18 | 0.10 | 90.355 | 90.355 | 90.255 | -5.53 | 9983.45 |
37 | 2009.11.03 17:23 | sell | 19 | 0.10 | 90.336 | 90.386 | 90.286 | ||
38 | 2009.11.03 17:35 | t/p | 19 | 0.10 | 90.286 | 90.386 | 90.286 | 5.54 | 9988.99 |
39 | 2009.11.03 17:42 | sell | 20 | 0.10 | 90.275 | 90.325 | 90.225 | ||
40 | 2009.11.03 17:48 | s/l | 20 | 0.10 | 90.325 | 90.325 | 90.225 | -5.54 | 9983.45 |
41 | 2009.11.03 17:48 | sell | 21 | 0.10 | 90.305 | 90.355 | 90.255 | ||
42 | 2009.11.03 17:57 | s/l | 21 | 0.10 | 90.355 | 90.355 | 90.255 | -5.53 | 9977.92 |
43 | 2009.11.03 17:57 | sell | 22 | 0.10 | 90.335 | 90.385 | 90.285 | ||
44 | 2009.11.03 18:26 | t/p | 22 | 0.10 | 90.285 | 90.385 | 90.285 | 5.54 | 9983.46 |