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; MaximumRisk=0.02; DecreaseFactor=3; MovingPeriod=12; MovingShift=6; | ||||
Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
Mismatched charts errors | 113 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -292.16 | Gross profit | 138.13 | Gross loss | -430.29 |
Profit factor | 0.32 | Expected payoff | -13.28 | ||
Absolute drawdown | 334.98 | Maximal drawdown | 464.64 (4.59%) | Relative drawdown | 4.59% (464.64) |
Total trades | 22 | Short positions (won %) | 4 (0.00%) | Long positions (won %) | 18 (38.89%) |
Profit trades (% of total) | 7 (31.82%) | Loss trades (% of total) | 15 (68.18%) | ||
Largest | profit trade | 46.65 | loss trade | -74.26 | |
Average | profit trade | 19.73 | loss trade | -28.69 | |
Maximum | consecutive wins (profit in money) | 1 (46.65) | consecutive losses (loss in money) | 6 (-132.98) | |
Maximal | consecutive profit (count of wins) | 46.65 (1) | consecutive loss (count of losses) | -132.98 (6) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 16:00 | buy | 1 | 0.20 | 90.454 | 0.000 | 0.000 | ||
2 | 2009.11.04 02:00 | close | 1 | 0.20 | 90.119 | 0.000 | 0.000 | -74.26 | 9925.74 |
3 | 2009.11.04 07:00 | buy | 2 | 0.20 | 90.381 | 0.000 | 0.000 | ||
4 | 2009.11.04 22:00 | close | 2 | 0.20 | 90.584 | 0.000 | 0.000 | 44.82 | 9970.56 |
5 | 2009.11.05 00:00 | buy | 3 | 0.20 | 90.865 | 0.000 | 0.000 | ||
6 | 2009.11.05 01:00 | close | 3 | 0.20 | 90.688 | 0.000 | 0.000 | -39.03 | 9931.53 |
7 | 2009.11.05 15:00 | buy | 4 | 0.20 | 90.588 | 0.000 | 0.000 | ||
8 | 2009.11.06 07:00 | close | 4 | 0.20 | 90.648 | 0.000 | 0.000 | 13.33 | 9944.86 |
9 | 2009.11.06 15:00 | sell | 5 | 0.20 | 90.120 | 0.000 | 0.000 | ||
10 | 2009.11.09 04:00 | close | 5 | 0.20 | 90.213 | 0.000 | 0.000 | -20.77 | 9924.08 |
11 | 2009.11.09 12:00 | sell | 6 | 0.20 | 89.877 | 0.000 | 0.000 | ||
12 | 2009.11.09 22:00 | close | 6 | 0.20 | 90.018 | 0.000 | 0.000 | -31.33 | 9892.75 |
13 | 2009.11.09 23:00 | sell | 7 | 0.10 | 89.908 | 0.000 | 0.000 | ||
14 | 2009.11.10 00:00 | close | 7 | 0.10 | 89.985 | 0.000 | 0.000 | -8.64 | 9884.11 |
15 | 2009.11.10 01:00 | sell | 8 | 0.10 | 89.852 | 0.000 | 0.000 | ||
16 | 2009.11.10 02:00 | close | 8 | 0.10 | 89.995 | 0.000 | 0.000 | -15.89 | 9868.22 |
17 | 2009.11.10 06:00 | buy | 9 | 0.10 | 89.980 | 0.000 | 0.000 | ||
18 | 2009.11.10 07:00 | close | 9 | 0.10 | 89.766 | 0.000 | 0.000 | -23.84 | 9844.38 |
19 | 2009.11.10 12:00 | buy | 10 | 0.10 | 90.123 | 0.000 | 0.000 | ||
20 | 2009.11.10 14:00 | close | 10 | 0.10 | 89.831 | 0.000 | 0.000 | -32.51 | 9811.87 |
21 | 2009.11.11 08:00 | buy | 11 | 0.10 | 89.824 | 0.000 | 0.000 | ||
22 | 2009.11.12 02:00 | close | 11 | 0.10 | 89.847 | 0.000 | 0.000 | 2.69 | 9814.57 |
23 | 2009.11.12 08:00 | buy | 12 | 0.20 | 89.891 | 0.000 | 0.000 | ||
24 | 2009.11.12 09:00 | close | 12 | 0.20 | 89.795 | 0.000 | 0.000 | -21.38 | 9793.19 |
25 | 2009.11.12 14:00 | buy | 13 | 0.20 | 89.999 | 0.000 | 0.000 | ||
26 | 2009.11.13 04:00 | close | 13 | 0.20 | 90.209 | 0.000 | 0.000 | 46.65 | 9839.83 |
27 | 2009.11.13 08:00 | buy | 14 | 0.20 | 90.392 | 0.000 | 0.000 | ||
28 | 2009.11.13 09:00 | close | 14 | 0.20 | 90.301 | 0.000 | 0.000 | -20.15 | 9819.68 |
29 | 2009.11.16 13:00 | buy | 15 | 0.20 | 89.626 | 0.000 | 0.000 | ||
30 | 2009.11.16 14:00 | close | 15 | 0.20 | 89.482 | 0.000 | 0.000 | -32.19 | 9787.49 |
31 | 2009.11.17 13:00 | buy | 16 | 0.10 | 89.156 | 0.000 | 0.000 | ||
32 | 2009.11.19 03:00 | close | 16 | 0.10 | 89.175 | 0.000 | 0.000 | 2.31 | 9789.80 |
33 | 2009.11.19 21:00 | buy | 17 | 0.20 | 89.006 | 0.000 | 0.000 | ||
34 | 2009.11.20 04:00 | close | 17 | 0.20 | 88.823 | 0.000 | 0.000 | -41.12 | 9748.68 |
35 | 2009.11.20 05:00 | buy | 18 | 0.20 | 88.930 | 0.000 | 0.000 | ||
36 | 2009.11.23 00:00 | close | 18 | 0.20 | 88.818 | 0.000 | 0.000 | -25.13 | 9723.55 |
37 | 2009.11.23 02:00 | buy | 19 | 0.10 | 88.949 | 0.000 | 0.000 | ||
38 | 2009.11.23 11:00 | close | 19 | 0.10 | 88.865 | 0.000 | 0.000 | -9.45 | 9714.10 |
39 | 2009.11.23 16:00 | buy | 20 | 0.10 | 88.898 | 0.000 | 0.000 | ||
40 | 2009.11.24 01:00 | close | 20 | 0.10 | 88.911 | 0.000 | 0.000 | 1.50 | 9715.60 |
41 | 2009.11.25 01:00 | buy | 21 | 0.20 | 88.619 | 0.000 | 0.000 | ||
42 | 2009.11.25 02:00 | close | 21 | 0.20 | 88.466 | 0.000 | 0.000 | -34.59 | 9681.01 |
43 | 2009.11.27 10:00 | buy | 22 | 0.20 | 86.346 | 0.000 | 0.000 | ||
44 | 2009.11.27 22:59 | close at stop | 22 | 0.20 | 86.462 | 0.000 | 0.000 | 26.83 | 9707.84 |