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 | block_01="""; LotSize=1; MM=false; LotExponent=7; LotExponentStart=1; LotExponentMax=3; SL=200; TP=41; kCCI=27; block_02="""; AllPositions=false; ProfitTrailing=false; TrailingStop=30; TrailingStep=8; UseSound=false; block_03="""; uplot=false; lotmin=0.1; lotmax=0.7; lotstep=0.1; lastprofit=1; | ||||
Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
Mismatched charts errors | 113 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 47.56 | Gross profit | 47.56 | Gross loss | 0.00 |
Profit factor | Expected payoff | 47.56 | |||
Absolute drawdown | 56.90 | Maximal drawdown | 56.90 (0.57%) | Relative drawdown | 0.57% (56.90) |
Total trades | 1 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 1 (100.00%) |
Profit trades (% of total) | 1 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
Largest | profit trade | 47.56 | loss trade | 0.00 | |
Average | profit trade | 47.56 | loss trade | 0.00 | |
Maximum | consecutive wins (profit in money) | 1 (47.56) | consecutive losses (loss in money) | 0 (0.00) | |
Maximal | consecutive profit (count of wins) | 47.56 (1) | consecutive loss (count of losses) | 0.00 (0) | |
Average | consecutive wins | 1 | consecutive losses | 0 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.27 08:59 | buy | 1 | 1.00 | 86.168 | 85.968 | 86.209 | ||
2 | 2009.11.27 08:59 | modify | 1 | 1.00 | 86.168 | 86.118 | 86.209 | ||
3 | 2009.11.27 09:04 | t/p | 1 | 1.00 | 86.209 | 86.118 | 86.209 | 47.56 | 10047.56 |