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=0.1; Fast_Period=7; Slow_Period=88; DVBuySell=0.0011; DVStayOut=0.0073; ProfitMade=20; LossLimit=115; TrailStop=9999; PLBreakEven=9999; BasketProfit=10; BasketLoss=9999; | ||||
| Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
| Mismatched charts errors | 113 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 4.64 | Gross profit | 4.64 | Gross loss | 0.00 |
| Profit factor | Expected payoff | 2.32 | |||
| Absolute drawdown | 2.87 | Maximal drawdown | 2.87 (0.03%) | Relative drawdown | 0.03% (2.87) |
| 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 | 2.43 | loss trade | 0.00 | |
| Average | profit trade | 2.32 | loss trade | 0.00 | |
| Maximum | consecutive wins (profit in money) | 2 (4.64) | consecutive losses (loss in money) | 0 (0.00) | |
| Maximal | consecutive profit (count of wins) | 4.64 (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 | 0.10 | 90.506 | 90.628 | 90.479 | ||
| 2 | 2009.11.05 03:06 | close | 1 | 0.10 | 90.486 | 90.628 | 90.479 | 2.21 | 10002.21 |
| 3 | 2009.11.12 17:00 | buy | 2 | 0.10 | 90.500 | 90.378 | 90.527 | ||
| 4 | 2009.11.12 17:02 | close | 2 | 0.10 | 90.522 | 90.378 | 90.527 | 2.43 | 10004.64 |