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 | S1a="---------------- NonLagMA Settings"; Price=0; Length=12; Displace=0; PctFilter=1; Color=1; ColorBarBack=1; Deviation=0; SoundAlertMode=0; S1b="---------------- MACD Settings"; MACDFast=12; MACDSlow=26; MACDSMA=1; S1c="---------------- MACD Settings"; StochKP=12; StochDP=12; StochSP=4; BuyLevel=30; SellLevel=60; S2="---------------- Money Management"; Lots=0.01; RiskMM=false; RiskPercent=1; MaxLots=20; S3="---------------- Order Management"; StopLoss=0; TakeProfit=0; HideSL=false; HideTP=false; TrailingStop=0; TrailingStep=0; BreakEven=0; MaxOrders=1; Slippage=2; Magic=2009; S6="---------------- Extras"; Hedge=false; HedgeSL=0; HedgeTP=0; ReverseSystem=false; | ||||
Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
Mismatched charts errors | 113 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 28.70 | Gross profit | 33.01 | Gross loss | -4.31 |
Profit factor | 7.66 | Expected payoff | 7.18 | ||
Absolute drawdown | 10.75 | Maximal drawdown | 26.58 (0.26%) | Relative drawdown | 0.26% (26.58) |
Total trades | 4 | Short positions (won %) | 2 (100.00%) | Long positions (won %) | 2 (50.00%) |
Profit trades (% of total) | 3 (75.00%) | Loss trades (% of total) | 1 (25.00%) | ||
Largest | profit trade | 28.55 | loss trade | -4.31 | |
Average | profit trade | 11.00 | loss trade | -4.31 | |
Maximum | consecutive wins (profit in money) | 3 (33.01) | consecutive losses (loss in money) | 1 (-4.31) | |
Maximal | consecutive profit (count of wins) | 33.01 (3) | consecutive loss (count of losses) | -4.31 (1) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.13 22:00 | buy | 1 | 0.01 | 89.680 | 0.000 | 0.000 | ||
2 | 2009.11.17 22:00 | close | 1 | 0.01 | 89.294 | 0.000 | 0.000 | -4.31 | 9995.69 |
3 | 2009.11.17 22:00 | sell | 2 | 0.01 | 89.295 | 0.000 | 0.000 | ||
4 | 2009.11.19 17:30 | close | 2 | 0.01 | 88.921 | 0.000 | 0.000 | 4.18 | 9999.87 |
5 | 2009.11.19 17:30 | buy | 3 | 0.01 | 88.930 | 0.000 | 0.000 | ||
6 | 2009.11.23 23:00 | close | 3 | 0.01 | 88.954 | 0.000 | 0.000 | 0.28 | 10000.15 |
7 | 2009.11.23 23:00 | sell | 4 | 0.01 | 88.955 | 0.000 | 0.000 | ||
8 | 2009.11.27 22:59 | close at stop | 4 | 0.01 | 86.482 | 0.000 | 0.000 | 28.55 | 10028.70 |