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=8; Pips=5; TakeProfit=40; TrailingStop=20; InitialStop=350; Note1=""TF"; MACDTimeFrame=0; RSIOMA=14; RSIOMA_MODE=0; RSIOMA_PRICE=0; Ma_RSIOMA=21; Ma_RSIOMA_MODE=1; BuyTrigger=80; SellTrigger=20; MainTrendLong=50; MainTrendShort=50; | ||||
Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
Mismatched charts errors | 113 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -9003.37 | Gross profit | 0.00 | Gross loss | -9003.37 |
Profit factor | 0.00 | Expected payoff | -2250.84 | ||
Absolute drawdown | 9003.37 | Maximal drawdown | 9003.37 (90.03%) | Relative drawdown | 90.03% (9003.37) |
Total trades | 4 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 4 (0.00%) |
Profit trades (% of total) | 0 (0.00%) | Loss trades (% of total) | 4 (100.00%) | ||
Largest | profit trade | 0.00 | loss trade | -4728.91 | |
Average | profit trade | 0.00 | loss trade | -2250.84 | |
Maximum | consecutive wins (profit in money) | 0 (0.00) | consecutive losses (loss in money) | 4 (-9003.37) | |
Maximal | consecutive profit (count of wins) | 0.00 (0) | consecutive loss (count of losses) | -9003.37 (4) | |
Average | consecutive wins | 0 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 02:00 | buy | 1 | 1.66 | 90.474 | 90.124 | 90.514 | ||
2 | 2009.11.03 02:00 | buy | 2 | 3.33 | 90.469 | 90.119 | 90.509 | ||
3 | 2009.11.03 02:00 | buy | 3 | 6.66 | 90.462 | 90.112 | 90.502 | ||
4 | 2009.11.03 02:00 | buy | 4 | 13.32 | 90.455 | 90.105 | 90.495 | ||
5 | 2009.11.03 08:16 | close at stop | 4 | 13.32 | 90.135 | 90.105 | 90.495 | -4728.91 | 5271.09 |
6 | 2009.11.03 08:16 | close at stop | 3 | 6.66 | 90.135 | 90.112 | 90.502 | -2416.18 | 2854.91 |
7 | 2009.11.03 08:16 | close at stop | 2 | 3.33 | 90.135 | 90.119 | 90.509 | -1233.95 | 1620.96 |
8 | 2009.11.03 08:16 | close at stop | 1 | 1.66 | 90.135 | 90.124 | 90.514 | -624.33 | 996.63 |