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 | StopLoss=0; TakeProfit=10; TrailingStop=0; Lots=0.1; Slippage=3; OpenLevel=0; CloseLevel=1; TF1=15; TF2=60; TF3=240; maTrendPeriodv_1=5; maTrendPeriodv_2=8; maTrendPeriodv_3=13; maTrendPeriodv_4=21; maTrendPeriodv_5=34; | ||||
Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
Mismatched charts errors | 113 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -60.28 | Gross profit | 4.60 | Gross loss | -64.88 |
Profit factor | 0.07 | Expected payoff | -12.06 | ||
Absolute drawdown | 78.71 | Maximal drawdown | 83.31 (0.83%) | Relative drawdown | 0.83% (83.31) |
Total trades | 5 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 5 (80.00%) |
Profit trades (% of total) | 4 (80.00%) | Loss trades (% of total) | 1 (20.00%) | ||
Largest | profit trade | 1.15 | loss trade | -64.88 | |
Average | profit trade | 1.15 | loss trade | -64.88 | |
Maximum | consecutive wins (profit in money) | 4 (4.60) | consecutive losses (loss in money) | 1 (-64.88) | |
Maximal | consecutive profit (count of wins) | 4.60 (4) | consecutive loss (count of losses) | -64.88 (1) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.27 16:00 | buy | 1 | 0.10 | 86.896 | 0.000 | 86.906 | ||
2 | 2009.11.27 16:00 | t/p | 1 | 0.10 | 86.906 | 0.000 | 86.906 | 1.15 | 10001.15 |
3 | 2009.11.27 16:00 | buy | 2 | 0.10 | 86.928 | 0.000 | 86.938 | ||
4 | 2009.11.27 16:00 | t/p | 2 | 0.10 | 86.938 | 0.000 | 86.938 | 1.15 | 10002.30 |
5 | 2009.11.27 16:00 | buy | 3 | 0.10 | 86.961 | 0.000 | 86.971 | ||
6 | 2009.11.27 16:01 | t/p | 3 | 0.10 | 86.971 | 0.000 | 86.971 | 1.15 | 10003.45 |
7 | 2009.11.27 16:01 | buy | 4 | 0.10 | 86.991 | 0.000 | 87.001 | ||
8 | 2009.11.27 16:11 | t/p | 4 | 0.10 | 87.001 | 0.000 | 87.001 | 1.15 | 10004.60 |
9 | 2009.11.27 16:11 | buy | 5 | 0.10 | 87.023 | 0.000 | 87.033 | ||
10 | 2009.11.27 22:59 | close at stop | 5 | 0.10 | 86.462 | 0.000 | 87.033 | -64.88 | 9939.72 |