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=0.01; Fast_Period=7; Slow_Period=88; DVBuySell=0.0011; DVStayOut=0.0073; ProfitMade=20; LossLimit=115; PLBreakEven=9999; | ||||
| Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
| Mismatched charts errors | 113 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 0.46 | Gross profit | 0.46 | Gross loss | 0.00 |
| Profit factor | Expected payoff | 0.23 | |||
| Absolute drawdown | 0.30 | Maximal drawdown | 0.30 (0.00%) | Relative drawdown | 0.00% (0.30) |
| Total trades | 2 | Short positions (won %) | 1 (100.00%) | Long positions (won %) | 1 (100.00%) |
| Profit trades (% of total) | 2 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
| Largest | profit trade | 0.23 | loss trade | 0.00 | |
| Average | profit trade | 0.23 | loss trade | 0.00 | |
| Maximum | consecutive wins (profit in money) | 2 (0.46) | consecutive losses (loss in money) | 0 (0.00) | |
| Maximal | consecutive profit (count of wins) | 0.46 (2) | consecutive loss (count of losses) | 0.00 (0) | |
| Average | consecutive wins | 2 | consecutive losses | 0 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.05 03:00 | sell | 1 | 0.01 | 90.506 | 90.628 | 90.479 | ||
| 2 | 2009.11.05 03:07 | close | 1 | 0.01 | 90.485 | 90.628 | 90.479 | 0.23 | 10000.23 |
| 3 | 2009.11.12 17:00 | buy | 2 | 0.01 | 90.501 | 90.379 | 90.528 | ||
| 4 | 2009.11.12 17:02 | close | 2 | 0.01 | 90.522 | 90.379 | 90.528 | 0.23 | 10000.46 |