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 | UseMM=true; Risk=2; Lots=0.1; TrailingStop=30; UseStartTime=false; DayStartHour=17; DayStartMinute=2; UseStopLoss=false; StopLoss=300; Spread=10; | ||||
| Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
| Mismatched charts errors | 113 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -974.33 | Gross profit | 20.10 | Gross loss | -994.43 |
| Profit factor | 0.02 | Expected payoff | -97.43 | ||
| Absolute drawdown | 1386.09 | Maximal drawdown | 1406.19 (14.03%) | Relative drawdown | 14.03% (1406.19) |
| Total trades | 10 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 10 (90.00%) |
| Profit trades (% of total) | 9 (90.00%) | Loss trades (% of total) | 1 (10.00%) | ||
| Largest | profit trade | 2.43 | loss trade | -994.43 | |
| Average | profit trade | 2.23 | loss trade | -994.43 | |
| Maximum | consecutive wins (profit in money) | 9 (20.10) | consecutive losses (loss in money) | 1 (-994.43) | |
| Maximal | consecutive profit (count of wins) | 20.10 (9) | consecutive loss (count of losses) | -994.43 (1) | |
| Average | consecutive wins | 9 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.03 02:02 | buy | 1 | 0.20 | 90.392 | 0.000 | 90.403 | ||
| 2 | 2009.11.03 02:43 | t/p | 1 | 0.20 | 90.403 | 0.000 | 90.403 | 2.43 | 10002.43 |
| 3 | 2009.11.03 03:12 | buy | 2 | 0.20 | 90.357 | 0.000 | 90.367 | ||
| 4 | 2009.11.03 03:33 | t/p | 2 | 0.20 | 90.367 | 0.000 | 90.367 | 2.22 | 10004.65 |
| 5 | 2009.11.03 03:37 | buy | 3 | 0.20 | 90.357 | 0.000 | 90.367 | ||
| 6 | 2009.11.03 15:42 | t/p | 3 | 0.20 | 90.367 | 0.000 | 90.367 | 2.21 | 10006.86 |
| 7 | 2009.11.04 01:18 | buy | 4 | 0.20 | 90.331 | 0.000 | 90.341 | ||
| 8 | 2009.11.04 06:38 | t/p | 4 | 0.20 | 90.341 | 0.000 | 90.341 | 2.21 | 10009.07 |
| 9 | 2009.11.04 21:43 | buy | 5 | 0.20 | 90.662 | 0.000 | 90.672 | ||
| 10 | 2009.11.04 21:47 | t/p | 5 | 0.20 | 90.672 | 0.000 | 90.672 | 2.21 | 10011.28 |
| 11 | 2009.11.04 21:57 | buy | 6 | 0.20 | 90.662 | 0.000 | 90.672 | ||
| 12 | 2009.11.04 22:13 | t/p | 6 | 0.20 | 90.672 | 0.000 | 90.672 | 2.21 | 10013.49 |
| 13 | 2009.11.04 22:23 | buy | 7 | 0.20 | 90.661 | 0.000 | 90.671 | ||
| 14 | 2009.11.04 22:27 | t/p | 7 | 0.20 | 90.671 | 0.000 | 90.671 | 2.21 | 10015.70 |
| 15 | 2009.11.05 00:07 | buy | 8 | 0.20 | 90.793 | 0.000 | 90.803 | ||
| 16 | 2009.11.05 23:16 | t/p | 8 | 0.20 | 90.803 | 0.000 | 90.803 | 2.20 | 10017.90 |
| 17 | 2009.11.06 00:47 | buy | 9 | 0.20 | 90.769 | 0.000 | 90.779 | ||
| 18 | 2009.11.06 00:51 | t/p | 9 | 0.20 | 90.779 | 0.000 | 90.779 | 2.20 | 10020.10 |
| 19 | 2009.11.06 01:02 | buy | 10 | 0.20 | 90.769 | 0.000 | 90.779 | ||
| 20 | 2009.11.27 22:59 | close at stop | 10 | 0.20 | 86.462 | 0.000 | 90.779 | -994.43 | 9025.67 |