Strategy Tester Report
AlpariUK-Demo (Build 225)
Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
Period | 1 Hour (H1) 2009.11.03 02:00 - 2009.11.30 00:00 (2009.11.01 - 2009.11.30) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | FastPeriod=13; SlowPeriod=34; MomPeriod=14; MomFilter=0.1; PercentCapital=10; Lots=0.1; Slippage=3; StopLoss=20; TakeProfit=200; Patr=9; Prange=5; Kstop=1.5; kts=2; Vts=2; MaximumRisk=0.05; DecreaseFactor=10; | ||||
Bars in test | 551 | Ticks modelled | 11401 | Modelling quality | n/a |
Mismatched charts errors | 4 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -266.06 | Gross profit | 666.11 | Gross loss | -932.17 |
Profit factor | 0.71 | Expected payoff | -29.56 | ||
Absolute drawdown | 483.97 | Maximal drawdown | 801.11 (7.76%) | Relative drawdown | 7.76% (801.11) |
Total trades | 9 | Short positions (won %) | 2 (100.00%) | Long positions (won %) | 7 (57.14%) |
Profit trades (% of total) | 6 (66.67%) | Loss trades (% of total) | 3 (33.33%) | ||
Largest | profit trade | 112.56 | loss trade | -448.59 | |
Average | profit trade | 111.02 | loss trade | -310.72 | |
Maximum | consecutive wins (profit in money) | 3 (332.83) | consecutive losses (loss in money) | 1 (-448.59) | |
Maximal | consecutive profit (count of wins) | 332.83 (3) | consecutive loss (count of losses) | -448.59 (1) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 23:00 | buy | 1 | 0.50 | 90.342 | 0.000 | 90.542 | ||
2 | 2009.11.03 23:02 | modify | 1 | 0.50 | 90.342 | 89.634 | 90.542 | ||
3 | 2009.11.04 08:15 | t/p | 1 | 0.50 | 90.542 | 89.634 | 90.542 | 110.55 | 10110.55 |
4 | 2009.11.04 08:15 | buy | 2 | 0.50 | 90.566 | 0.000 | 90.766 | ||
5 | 2009.11.04 08:17 | modify | 2 | 0.50 | 90.566 | 89.832 | 90.766 | ||
6 | 2009.11.04 09:40 | t/p | 2 | 0.50 | 90.766 | 89.832 | 90.766 | 110.17 | 10220.72 |
7 | 2009.11.05 20:00 | buy | 3 | 0.50 | 90.676 | 0.000 | 90.876 | ||
8 | 2009.11.05 20:02 | modify | 3 | 0.50 | 90.676 | 89.870 | 90.876 | ||
9 | 2009.11.06 15:20 | s/l | 3 | 0.50 | 89.870 | 89.870 | 90.876 | -448.59 | 9772.13 |
10 | 2009.11.06 15:20 | sell | 4 | 0.50 | 89.814 | 0.000 | 89.614 | ||
11 | 2009.11.06 15:22 | modify | 4 | 0.50 | 89.814 | 90.684 | 89.614 | ||
12 | 2009.11.11 01:05 | modify | 4 | 0.50 | 89.814 | 89.808 | 89.614 | ||
13 | 2009.11.11 01:10 | modify | 4 | 0.50 | 89.814 | 89.768 | 89.614 | ||
14 | 2009.11.11 01:15 | t/p | 4 | 0.50 | 89.614 | 89.768 | 89.614 | 110.99 | 9883.12 |
15 | 2009.11.11 16:00 | buy | 5 | 0.50 | 89.912 | 0.000 | 90.112 | ||
16 | 2009.11.11 16:02 | modify | 5 | 0.50 | 89.912 | 89.170 | 90.112 | ||
17 | 2009.11.12 14:20 | t/p | 5 | 0.50 | 90.112 | 89.170 | 90.112 | 111.25 | 9994.37 |
18 | 2009.11.12 14:20 | buy | 6 | 0.50 | 90.175 | 0.000 | 90.375 | ||
19 | 2009.11.12 14:22 | modify | 6 | 0.50 | 90.175 | 89.550 | 90.375 | ||
20 | 2009.11.12 15:16 | t/p | 6 | 0.50 | 90.375 | 89.550 | 90.375 | 110.59 | 10104.96 |
21 | 2009.11.18 19:00 | buy | 7 | 0.50 | 89.440 | 0.000 | 89.640 | ||
22 | 2009.11.18 19:02 | modify | 7 | 0.50 | 89.440 | 89.060 | 89.640 | ||
23 | 2009.11.19 05:07 | s/l | 7 | 0.50 | 89.060 | 89.060 | 89.640 | -213.01 | 9891.95 |
24 | 2009.11.19 05:07 | sell | 8 | 0.50 | 89.060 | 0.000 | 88.860 | ||
25 | 2009.11.19 05:10 | modify | 8 | 0.50 | 89.060 | 89.407 | 88.860 | ||
26 | 2009.11.19 09:07 | t/p | 8 | 0.50 | 88.860 | 89.407 | 88.860 | 112.56 | 10004.51 |
27 | 2009.11.23 18:00 | buy | 9 | 0.50 | 89.154 | 0.000 | 89.354 | ||
28 | 2009.11.23 18:02 | modify | 9 | 0.50 | 89.154 | 88.674 | 89.354 | ||
29 | 2009.11.24 07:50 | s/l | 9 | 0.50 | 88.674 | 88.674 | 89.354 | -270.57 | 9733.94 |