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=0.1; StopLoss=1000; TakeProfit=150; TrailingStop=0; ZN=1; ZM=0; per=21; d=3; depth=12; deviation=5; backstep=3; mgod=2005; porog=300; test=1; imps=30; impb=-30; k1=30; k2=60; | ||||
| Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
| Mismatched charts errors | 113 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 52.15 | Gross profit | 52.15 | Gross loss | 0.00 |
| Profit factor | Expected payoff | 17.38 | |||
| Absolute drawdown | 50.30 | Maximal drawdown | 50.30 (0.50%) | Relative drawdown | 0.50% (50.30) |
| Total trades | 3 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 3 (100.00%) |
| Profit trades (% of total) | 3 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
| Largest | profit trade | 17.50 | loss trade | 0.00 | |
| Average | profit trade | 17.38 | loss trade | 0.00 | |
| Maximum | consecutive wins (profit in money) | 3 (52.15) | consecutive losses (loss in money) | 0 (0.00) | |
| Maximal | consecutive profit (count of wins) | 52.15 (3) | consecutive loss (count of losses) | 0.00 (0) | |
| Average | consecutive wins | 3 | consecutive losses | 0 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.26 05:14 | buy | 1 | 0.10 | 86.717 | 85.717 | 86.867 | ||
| 2 | 2009.11.26 07:54 | t/p | 1 | 0.10 | 86.867 | 85.717 | 86.867 | 17.27 | 10017.27 |
| 3 | 2009.11.27 01:29 | buy | 2 | 0.10 | 85.520 | 84.520 | 85.670 | ||
| 4 | 2009.11.27 01:40 | t/p | 2 | 0.10 | 85.670 | 84.520 | 85.670 | 17.50 | 10034.77 |
| 5 | 2009.11.27 01:59 | buy | 3 | 0.10 | 86.177 | 85.177 | 86.327 | ||
| 6 | 2009.11.27 05:35 | t/p | 3 | 0.10 | 86.327 | 85.177 | 86.327 | 17.38 | 10052.15 |