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 | LotSize=0.01; TakeProfit=100; StopLoss=100; useStopLoss=false; Slippage=1; UseMoneyManagement=false; AccountIsMicro=false; Risk=10; BuyComment=""3"; SellComment=""3"; | ||||
Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
Mismatched charts errors | 113 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -9.43 | Gross profit | 5.54 | Gross loss | -14.97 |
Profit factor | 0.37 | Expected payoff | -1.35 | ||
Absolute drawdown | 12.67 | Maximal drawdown | 14.70 (0.15%) | Relative drawdown | 0.15% (14.70) |
Total trades | 7 | Short positions (won %) | 2 (100.00%) | Long positions (won %) | 5 (60.00%) |
Profit trades (% of total) | 5 (71.43%) | Loss trades (% of total) | 2 (28.57%) | ||
Largest | profit trade | 1.12 | loss trade | -7.52 | |
Average | profit trade | 1.11 | loss trade | -7.48 | |
Maximum | consecutive wins (profit in money) | 3 (3.32) | consecutive losses (loss in money) | 1 (-7.52) | |
Maximal | consecutive profit (count of wins) | 3.32 (3) | consecutive loss (count of losses) | -7.52 (1) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.04 20:15 | buy | 1 | 0.01 | 91.106 | 0.000 | 91.206 | ||
2 | 2009.11.04 20:15 | t/p | 1 | 0.01 | 91.206 | 0.000 | 91.206 | 1.10 | 10001.10 |
3 | 2009.11.04 20:15 | buy | 2 | 0.01 | 91.227 | 0.000 | 91.327 | ||
4 | 2009.11.06 09:47 | close | 2 | 0.01 | 90.551 | 0.000 | 91.327 | -7.45 | 9993.65 |
5 | 2009.11.06 09:47 | sell | 3 | 0.01 | 90.551 | 0.000 | 90.451 | ||
6 | 2009.11.06 14:28 | t/p | 3 | 0.01 | 90.451 | 0.000 | 90.451 | 1.11 | 9994.76 |
7 | 2009.11.12 14:32 | buy | 4 | 0.01 | 90.283 | 0.000 | 90.383 | ||
8 | 2009.11.12 15:10 | t/p | 4 | 0.01 | 90.383 | 0.000 | 90.383 | 1.11 | 9995.87 |
9 | 2009.11.12 15:10 | buy | 5 | 0.01 | 90.405 | 0.000 | 90.505 | ||
10 | 2009.11.12 16:40 | t/p | 5 | 0.01 | 90.505 | 0.000 | 90.505 | 1.10 | 9996.97 |
11 | 2009.11.12 16:40 | buy | 6 | 0.01 | 90.525 | 0.000 | 90.625 | ||
12 | 2009.11.13 13:56 | close | 6 | 0.01 | 89.849 | 0.000 | 90.625 | -7.52 | 9989.45 |
13 | 2009.11.13 13:56 | sell | 7 | 0.01 | 89.849 | 0.000 | 89.749 | ||
14 | 2009.11.13 14:28 | t/p | 7 | 0.01 | 89.749 | 0.000 | 89.749 | 1.12 | 9990.57 |