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 | WithTrend=false; Pairs=""AUDJPY,AUDNZD,AUDUSD,CHFJPY,EURAUD,EURCAD,EURCHF,EURGBP,EURJPY,EURUSD,GBPCHF,GBPJPY,GBPUSD,NZDJPY,NZDUSD,USDCAD,USDCHF,USDJPY""; Lots=0.2; ProfitMade=130; LossLimit=100; BreakEven=0; TrailStop=0; KillLogging=false; | ||||
| Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
| Mismatched charts errors | 113 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -1370.84 | Gross profit | 0.00 | Gross loss | -1370.84 |
| Profit factor | 0.00 | Expected payoff | -228.47 | ||
| Absolute drawdown | 1370.84 | Maximal drawdown | 1554.70 (15.27%) | Relative drawdown | 15.27% (1554.70) |
| Total trades | 6 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 6 (0.00%) |
| Profit trades (% of total) | 0 (0.00%) | Loss trades (% of total) | 6 (100.00%) | ||
| Largest | profit trade | 0.00 | loss trade | -236.51 | |
| Average | profit trade | 0.00 | loss trade | -228.47 | |
| Maximum | consecutive wins (profit in money) | 0 (0.00) | consecutive losses (loss in money) | 6 (-1370.84) | |
| Maximal | consecutive profit (count of wins) | 0.00 (0) | consecutive loss (count of losses) | -1370.84 (6) | |
| Average | consecutive wins | 0 | consecutive losses | 6 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.03 02:00 | buy | 1 | 0.20 | 90.473 | 0.000 | 0.000 | ||
| 2 | 2009.11.03 02:00 | modify | 1 | 0.20 | 90.473 | 88.973 | 92.273 | ||
| 3 | 2009.11.11 01:11 | close | 1 | 0.20 | 89.473 | 88.973 | 92.273 | -222.83 | 9777.17 |
| 4 | 2009.11.12 00:00 | buy | 2 | 0.20 | 89.889 | 0.000 | 0.000 | ||
| 5 | 2009.11.12 00:00 | modify | 2 | 0.20 | 89.889 | 88.389 | 91.689 | ||
| 6 | 2009.11.16 20:06 | close | 2 | 0.20 | 88.888 | 88.389 | 91.689 | -225.05 | 9552.12 |
| 7 | 2009.11.18 00:00 | buy | 3 | 0.20 | 89.350 | 0.000 | 0.000 | ||
| 8 | 2009.11.18 00:00 | modify | 3 | 0.20 | 89.350 | 87.850 | 91.150 | ||
| 9 | 2009.11.24 14:50 | close | 3 | 0.20 | 88.350 | 87.850 | 91.150 | -225.84 | 9326.28 |
| 10 | 2009.11.25 00:00 | buy | 4 | 0.20 | 88.526 | 0.000 | 0.000 | ||
| 11 | 2009.11.25 00:00 | modify | 4 | 0.20 | 88.526 | 87.026 | 90.326 | ||
| 12 | 2009.11.25 14:16 | close | 4 | 0.20 | 87.524 | 87.026 | 90.326 | -228.97 | 9097.31 |
| 13 | 2009.11.26 00:00 | buy | 5 | 0.20 | 87.341 | 0.000 | 0.000 | ||
| 14 | 2009.11.26 00:00 | modify | 5 | 0.20 | 87.341 | 85.841 | 89.141 | ||
| 15 | 2009.11.26 05:54 | close | 5 | 0.20 | 86.341 | 85.841 | 89.141 | -231.64 | 8865.67 |
| 16 | 2009.11.27 00:00 | buy | 6 | 0.20 | 86.419 | 0.000 | 0.000 | ||
| 17 | 2009.11.27 00:00 | modify | 6 | 0.20 | 86.419 | 84.919 | 88.219 | ||
| 18 | 2009.11.27 00:41 | close | 6 | 0.20 | 85.409 | 84.919 | 88.219 | -236.51 | 8629.16 |