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 | MaxTrades=20; Pips=20; TakeProfit=240; TrailingStop=220; InitialStop=810; Note1=""TF"; MACDTimeFrame=0; | ||||
Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
Mismatched charts errors | 113 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -8671.67 | Gross profit | 500.14 | Gross loss | -9171.81 |
Profit factor | 0.05 | Expected payoff | -867.17 | ||
Absolute drawdown | 8671.67 | Maximal drawdown | 8810.93 (86.90%) | Relative drawdown | 86.90% (8810.93) |
Total trades | 10 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 10 (20.00%) |
Profit trades (% of total) | 2 (20.00%) | Loss trades (% of total) | 8 (80.00%) | ||
Largest | profit trade | 406.69 | loss trade | -3017.28 | |
Average | profit trade | 250.07 | loss trade | -1146.48 | |
Maximum | consecutive wins (profit in money) | 2 (500.14) | consecutive losses (loss in money) | 8 (-9171.81) | |
Maximal | consecutive profit (count of wins) | 500.14 (2) | consecutive loss (count of losses) | -9171.81 (8) | |
Average | consecutive wins | 2 | consecutive losses | 8 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 02:00 | buy | 1 | 2.50 | 90.473 | 89.663 | 90.713 | ||
2 | 2009.11.03 02:00 | buy | 2 | 3.75 | 90.452 | 89.642 | 90.692 | ||
3 | 2009.11.03 02:00 | buy | 3 | 5.63 | 90.431 | 89.621 | 90.671 | ||
4 | 2009.11.03 02:02 | buy | 4 | 8.45 | 90.409 | 89.599 | 90.649 | ||
5 | 2009.11.03 02:02 | buy | 5 | 12.68 | 90.388 | 89.578 | 90.628 | ||
6 | 2009.11.03 02:45 | close | 5 | 12.68 | 90.417 | 89.578 | 90.628 | 406.69 | 10406.69 |
7 | 2009.11.03 02:45 | close | 4 | 8.45 | 90.419 | 89.599 | 90.649 | 93.45 | 10500.14 |
8 | 2009.11.03 02:45 | close | 3 | 5.63 | 90.419 | 89.621 | 90.671 | -74.72 | 10425.42 |
9 | 2009.11.03 02:45 | close | 2 | 3.75 | 90.419 | 89.642 | 90.692 | -136.86 | 10288.56 |
10 | 2009.11.03 02:45 | close | 1 | 2.50 | 90.419 | 89.663 | 90.713 | -149.30 | 10139.26 |
11 | 2009.11.03 02:45 | buy | 6 | 2.53 | 90.441 | 89.631 | 90.681 | ||
12 | 2009.11.03 02:47 | buy | 7 | 3.80 | 90.421 | 89.611 | 90.661 | ||
13 | 2009.11.03 02:56 | buy | 8 | 5.70 | 90.400 | 89.590 | 90.640 | ||
14 | 2009.11.03 02:58 | buy | 9 | 8.55 | 90.378 | 89.568 | 90.618 | ||
15 | 2009.11.03 03:11 | buy | 10 | 12.83 | 90.358 | 89.548 | 90.598 | ||
16 | 2009.11.03 04:30 | close at stop | 10 | 12.83 | 90.146 | 89.548 | 90.598 | -3017.28 | 7121.98 |
17 | 2009.11.03 04:30 | close at stop | 9 | 8.55 | 90.146 | 89.568 | 90.618 | -2200.43 | 4921.55 |
18 | 2009.11.03 04:30 | close at stop | 8 | 5.70 | 90.146 | 89.590 | 90.640 | -1606.06 | 3315.49 |
19 | 2009.11.03 04:30 | close at stop | 7 | 3.80 | 90.146 | 89.611 | 90.661 | -1159.23 | 2156.26 |
20 | 2009.11.03 04:30 | close at stop | 6 | 2.53 | 90.146 | 89.631 | 90.681 | -827.93 | 1328.33 |