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 | TakeProfit=50; Lots=1; TrailingStop=30; MACDOpenLevel=3; MACDCloseLevel=2; MATrendPeriod=26; OpenTimeStart=1530; OpenTimeEnd=1730; CloseTime=2300; mytime=-1; | ||||
| Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
| Mismatched charts errors | 113 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 666.40 | Gross profit | 666.40 | Gross loss | 0.00 |
| Profit factor | Expected payoff | 55.53 | |||
| Absolute drawdown | 78.71 | Maximal drawdown | 550.22 (5.21%) | Relative drawdown | 5.21% (550.22) |
| Total trades | 12 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 12 (100.00%) |
| Profit trades (% of total) | 12 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
| Largest | profit trade | 56.00 | loss trade | 0.00 | |
| Average | profit trade | 55.53 | loss trade | 0.00 | |
| Maximum | consecutive wins (profit in money) | 12 (666.40) | consecutive losses (loss in money) | 0 (0.00) | |
| Maximal | consecutive profit (count of wins) | 666.40 (12) | consecutive loss (count of losses) | 0.00 (0) | |
| Average | consecutive wins | 12 | consecutive losses | 0 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.03 15:00 | buy | 1 | 1.00 | 90.244 | 0.000 | 90.294 | ||
| 2 | 2009.11.03 15:00 | buy | 2 | 1.00 | 90.243 | 0.000 | 90.293 | ||
| 3 | 2009.11.03 15:21 | t/p | 2 | 1.00 | 90.293 | 0.000 | 90.293 | 55.38 | 10055.38 |
| 4 | 2009.11.03 15:21 | buy | 3 | 1.00 | 90.313 | 0.000 | 90.363 | ||
| 5 | 2009.11.03 15:21 | t/p | 1 | 1.00 | 90.294 | 0.000 | 90.294 | 55.37 | 10110.75 |
| 6 | 2009.11.03 15:21 | buy | 4 | 1.00 | 90.315 | 0.000 | 90.365 | ||
| 7 | 2009.11.03 15:42 | t/p | 3 | 1.00 | 90.363 | 0.000 | 90.363 | 55.33 | 10166.08 |
| 8 | 2009.11.03 15:42 | buy | 5 | 1.00 | 90.383 | 0.000 | 90.433 | ||
| 9 | 2009.11.03 15:42 | t/p | 4 | 1.00 | 90.365 | 0.000 | 90.365 | 55.33 | 10221.41 |
| 10 | 2009.11.03 15:42 | buy | 6 | 1.00 | 90.385 | 0.000 | 90.435 | ||
| 11 | 2009.11.03 15:57 | t/p | 5 | 1.00 | 90.433 | 0.000 | 90.433 | 55.29 | 10276.70 |
| 12 | 2009.11.03 15:57 | t/p | 6 | 1.00 | 90.435 | 0.000 | 90.435 | 55.29 | 10331.99 |
| 13 | 2009.11.03 15:57 | buy | 7 | 1.00 | 90.458 | 0.000 | 90.508 | ||
| 14 | 2009.11.03 15:57 | buy | 8 | 1.00 | 90.457 | 0.000 | 90.507 | ||
| 15 | 2009.11.03 16:02 | t/p | 8 | 1.00 | 90.507 | 0.000 | 90.507 | 55.24 | 10387.23 |
| 16 | 2009.11.03 16:02 | t/p | 7 | 1.00 | 90.508 | 0.000 | 90.508 | 55.25 | 10442.48 |
| 17 | 2009.11.18 15:00 | buy | 9 | 1.00 | 89.230 | 0.000 | 89.280 | ||
| 18 | 2009.11.18 15:00 | buy | 10 | 1.00 | 89.231 | 0.000 | 89.281 | ||
| 19 | 2009.11.18 15:03 | t/p | 9 | 1.00 | 89.280 | 0.000 | 89.280 | 56.00 | 10498.48 |
| 20 | 2009.11.18 15:03 | t/p | 10 | 1.00 | 89.281 | 0.000 | 89.281 | 56.00 | 10554.48 |
| 21 | 2009.11.18 15:03 | buy | 11 | 1.00 | 89.301 | 0.000 | 89.351 | ||
| 22 | 2009.11.18 15:03 | buy | 12 | 1.00 | 89.299 | 0.000 | 89.349 | ||
| 23 | 2009.11.18 17:34 | t/p | 11 | 1.00 | 89.351 | 0.000 | 89.351 | 55.96 | 10610.44 |
| 24 | 2009.11.18 17:34 | t/p | 12 | 1.00 | 89.349 | 0.000 | 89.349 | 55.96 | 10666.40 |