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 | Lots=0.3; Slippage=3; Order_Comment=""EL"; Order_Arrow_Color=Black; PercentMargin=0.005; NOGOVolatility=200; SMALLGOVolatility=100; SSP=34; SSK=29; | ||||
Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
Mismatched charts errors | 113 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 604.87 | Gross profit | 892.90 | Gross loss | -288.02 |
Profit factor | 3.10 | Expected payoff | 35.58 | ||
Absolute drawdown | 275.58 | Maximal drawdown | 629.30 (5.63%) | Relative drawdown | 5.63% (629.30) |
Total trades | 17 | Short positions (won %) | 12 (33.33%) | Long positions (won %) | 5 (0.00%) |
Profit trades (% of total) | 4 (23.53%) | Loss trades (% of total) | 13 (76.47%) | ||
Largest | profit trade | 861.92 | loss trade | -56.58 | |
Average | profit trade | 223.22 | loss trade | -22.16 | |
Maximum | consecutive wins (profit in money) | 1 (861.92) | consecutive losses (loss in money) | 7 (-202.15) | |
Maximal | consecutive profit (count of wins) | 861.92 (1) | consecutive loss (count of losses) | -202.15 (7) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 16:00 | buy | 1 | 0.30 | 90.454 | 0.000 | 0.000 | ||
2 | 2009.11.03 17:00 | close | 1 | 0.30 | 90.325 | 0.000 | 0.000 | -42.85 | 9957.15 |
3 | 2009.11.04 23:00 | buy | 2 | 0.30 | 90.735 | 0.000 | 0.000 | ||
4 | 2009.11.05 02:00 | close | 2 | 0.30 | 90.563 | 0.000 | 0.000 | -56.58 | 9900.57 |
5 | 2009.11.05 20:00 | buy | 3 | 0.30 | 90.677 | 0.000 | 0.000 | ||
6 | 2009.11.06 03:00 | close | 3 | 0.30 | 90.646 | 0.000 | 0.000 | -10.13 | 9890.44 |
7 | 2009.11.06 05:00 | buy | 4 | 0.30 | 90.709 | 0.000 | 0.000 | ||
8 | 2009.11.06 07:00 | close | 4 | 0.30 | 90.648 | 0.000 | 0.000 | -20.19 | 9870.25 |
9 | 2009.11.06 13:00 | buy | 5 | 0.30 | 90.692 | 0.000 | 0.000 | ||
10 | 2009.11.06 14:00 | close | 5 | 0.30 | 90.673 | 0.000 | 0.000 | -6.29 | 9863.96 |
11 | 2009.11.12 03:00 | sell | 6 | 0.30 | 89.715 | 0.000 | 0.000 | ||
12 | 2009.11.12 04:00 | close | 6 | 0.30 | 89.866 | 0.000 | 0.000 | -50.41 | 9813.55 |
13 | 2009.11.13 11:00 | sell | 7 | 0.30 | 89.782 | 0.000 | 0.000 | ||
14 | 2009.11.13 12:00 | close | 7 | 0.30 | 89.829 | 0.000 | 0.000 | -15.70 | 9797.85 |
15 | 2009.11.17 19:00 | sell | 8 | 0.30 | 89.260 | 0.000 | 0.000 | ||
16 | 2009.11.17 20:00 | close | 8 | 0.30 | 89.235 | 0.000 | 0.000 | 8.40 | 9806.25 |
17 | 2009.11.18 06:00 | sell | 9 | 0.30 | 89.180 | 0.000 | 0.000 | ||
18 | 2009.11.18 07:00 | close | 9 | 0.30 | 89.181 | 0.000 | 0.000 | -0.34 | 9805.91 |
19 | 2009.11.19 05:00 | sell | 10 | 0.30 | 89.090 | 0.000 | 0.000 | ||
20 | 2009.11.19 06:00 | close | 10 | 0.30 | 89.156 | 0.000 | 0.000 | -22.21 | 9783.70 |
21 | 2009.11.19 07:00 | sell | 11 | 0.30 | 89.124 | 0.000 | 0.000 | ||
22 | 2009.11.19 22:00 | close | 11 | 0.30 | 89.076 | 0.000 | 0.000 | 16.17 | 9799.87 |
23 | 2009.11.19 23:00 | sell | 12 | 0.30 | 88.958 | 0.000 | 0.000 | ||
24 | 2009.11.20 14:00 | close | 12 | 0.30 | 88.981 | 0.000 | 0.000 | -7.98 | 9791.89 |
25 | 2009.11.20 17:00 | sell | 13 | 0.30 | 88.950 | 0.000 | 0.000 | ||
26 | 2009.11.20 18:00 | close | 13 | 0.30 | 88.931 | 0.000 | 0.000 | 6.41 | 9798.30 |
27 | 2009.11.23 11:00 | sell | 14 | 0.30 | 88.865 | 0.000 | 0.000 | ||
28 | 2009.11.23 14:00 | close | 14 | 0.30 | 88.885 | 0.000 | 0.000 | -6.75 | 9791.55 |
29 | 2009.11.23 15:00 | sell | 15 | 0.30 | 88.826 | 0.000 | 0.000 | ||
30 | 2009.11.23 16:00 | close | 15 | 0.30 | 88.898 | 0.000 | 0.000 | -24.30 | 9767.25 |
31 | 2009.11.24 02:00 | sell | 16 | 0.30 | 88.839 | 0.000 | 0.000 | ||
32 | 2009.11.24 04:00 | close | 16 | 0.30 | 88.911 | 0.000 | 0.000 | -24.29 | 9742.96 |
33 | 2009.11.24 06:00 | sell | 17 | 0.30 | 88.863 | 0.000 | 0.000 | ||
34 | 2009.11.27 06:00 | close | 17 | 0.30 | 86.378 | 0.000 | 0.000 | 861.92 | 10604.87 |