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 | _STRATEGY_TIMEFRAME_CHOICE=1; _STRATEGY_TIMEFRAME=1; _SIGNAL_COMBINATION=1; | ||||
| Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
| Mismatched charts errors | 113 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -7.78 | Gross profit | 3.38 | Gross loss | -11.16 |
| Profit factor | 0.30 | Expected payoff | -2.59 | ||
| Absolute drawdown | 14.76 | Maximal drawdown | 14.76 (0.15%) | Relative drawdown | 0.15% (14.76) |
| Total trades | 3 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 3 (33.33%) |
| Profit trades (% of total) | 1 (33.33%) | Loss trades (% of total) | 2 (66.67%) | ||
| Largest | profit trade | 3.38 | loss trade | -5.59 | |
| Average | profit trade | 3.38 | loss trade | -5.58 | |
| Maximum | consecutive wins (profit in money) | 1 (3.38) | consecutive losses (loss in money) | 2 (-11.16) | |
| Maximal | consecutive profit (count of wins) | 3.38 (1) | consecutive loss (count of losses) | -11.16 (2) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.09 00:00 | buy | 1 | 0.10 | 89.834 | 89.784 | 0.000 | ||
| 2 | 2009.11.09 00:00 | s/l | 1 | 0.10 | 89.784 | 89.784 | 0.000 | -5.57 | 9994.43 |
| 3 | 2009.11.16 00:00 | buy | 2 | 0.10 | 89.576 | 89.526 | 0.000 | ||
| 4 | 2009.11.16 00:08 | s/l | 2 | 0.10 | 89.526 | 89.526 | 0.000 | -5.59 | 9988.84 |
| 5 | 2009.11.23 00:00 | buy | 3 | 0.10 | 88.838 | 88.788 | 0.000 | ||
| 6 | 2009.11.23 01:00 | close | 3 | 0.10 | 88.868 | 88.788 | 0.000 | 3.38 | 9992.22 |