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 | Debug=false; MagicID=12345; MoneyManagement=""-------------------------------------""; Lots=0.1; mm0=""MM"; mm1="""; mm2="""; mm3="""; mm4="""; MM_Method=2; AccountIsMini=false; Risk=10; MIN_lots=0.1; MAX_lots=5; s0=""---StopLoss"; s1="""; s2="""; s3="""; StopLossMethod=2; StopLoss=30; TakeProfit=0; z0=""---ZigZag"; z1=""---ZigZag"; ExtDepth=100; ExtDeviation=75; ExtBackstep=15; z2=""NonLagZigZag_v2""; Price=0; Length=100; PctFilter=2; f0=""---FilterMethods---""; f1="""; f2="""; useWick=0; useHA=0; useHAS=0; useStoch=0; useCCI=0; useNonLagDot=1; useQQE=0; useNonLagMA=0; f3=""---Exit"; useZigZag_Exit=1; useHA_Exit=0; useHAS_Exit=0; useStoch_Exit=0; useCCI_Exit=0; useNonLagDot_Exit=0; useQQE_Exit=0; useNonLagMA_Exit=0; f=""Wick""; Wick=0; w1=""Wait"; WaitSignal=3; h1=""Heiken"; has=""HAS"; MaMethod=2; MaPeriod=6; MaMethod2=3; MaPeriod2=2; sto0=""Stochastic"; K_Period=14; D_Period=3; Slowing=3; sto1=""Price"; sto2="""; sto3="""; StochPrice=0; StochBuyLevel=20; StochSellLevel=80; cci=""CCI"; CCI_Period=34; p=""--Applied"; p0="""; p1="""; p2="""; p3="""; p4="""; p5="""; p6="""; CCI_Price=5; CCI_BuyCrossLevel=0; CCI_SellCrossLevel=0; dt0=""NonLagDots"; NLD_Price=0; NLD_Length=20; NLD_Displace=0; NLD_Filter=0; NLD_Color=1; NLD_ColorBarBack=0; NLD_Deviation=0; nl0=""NonLagMA"; sPrice=0; sLength=55; sPctFilter=0; sDeviation=0; ts0=""---TrailingStop"; ts1="""; ts2="""; ts3="""; ts4="""; ts5="""; TrailingStopMethod=1; ts6=""2."; Trigger=10; ts7=""3."; BreakEvenLevel=30; LockInPips=5; ts8=""4."; BeginTrailingStop=35; SignalCandle=1; | ||||
Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
Mismatched charts errors | 113 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -346.08 | Gross profit | 307.63 | Gross loss | -653.71 |
Profit factor | 0.47 | Expected payoff | -34.61 | ||
Absolute drawdown | 1153.89 | Maximal drawdown | 1662.00 (15.82%) | Relative drawdown | 15.82% (1662.00) |
Total trades | 10 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 10 (10.00%) |
Profit trades (% of total) | 1 (10.00%) | Loss trades (% of total) | 9 (90.00%) | ||
Largest | profit trade | 307.63 | loss trade | -305.65 | |
Average | profit trade | 307.63 | loss trade | -72.63 | |
Maximum | consecutive wins (profit in money) | 1 (307.63) | consecutive losses (loss in money) | 9 (-653.71) | |
Maximal | consecutive profit (count of wins) | 307.63 (1) | consecutive loss (count of losses) | -653.71 (9) | |
Average | consecutive wins | 1 | consecutive losses | 9 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.11 07:00 | buy | 1 | 1.00 | 89.598 | 89.310 | 0.000 | ||
2 | 2009.11.11 07:00 | close | 1 | 1.00 | 89.578 | 89.310 | 0.000 | -22.33 | 9977.67 |
3 | 2009.11.16 21:00 | buy | 2 | 1.00 | 88.975 | 88.779 | 0.000 | ||
4 | 2009.11.16 21:00 | close | 2 | 1.00 | 88.955 | 88.779 | 0.000 | -22.48 | 9955.19 |
5 | 2009.11.17 11:00 | buy | 3 | 1.00 | 89.030 | 88.855 | 0.000 | ||
6 | 2009.11.19 08:48 | s/l | 3 | 1.00 | 88.855 | 88.855 | 0.000 | -195.63 | 9759.56 |
7 | 2009.11.23 10:00 | buy | 4 | 0.98 | 88.998 | 88.721 | 0.000 | ||
8 | 2009.11.24 07:33 | s/l | 4 | 0.98 | 88.721 | 88.721 | 0.000 | -305.65 | 9453.91 |
9 | 2009.11.24 15:00 | buy | 5 | 0.95 | 88.430 | 88.376 | 0.000 | ||
10 | 2009.11.24 15:00 | close | 5 | 0.95 | 88.410 | 88.376 | 0.000 | -21.49 | 9432.42 |
11 | 2009.11.25 04:00 | buy | 6 | 0.94 | 88.334 | 88.226 | 0.000 | ||
12 | 2009.11.25 04:00 | close | 6 | 0.94 | 88.314 | 88.226 | 0.000 | -21.29 | 9411.13 |
13 | 2009.11.25 11:00 | buy | 7 | 0.94 | 87.661 | 87.575 | 0.000 | ||
14 | 2009.11.25 11:00 | close | 7 | 0.94 | 87.641 | 87.575 | 0.000 | -21.45 | 9389.68 |
15 | 2009.11.26 05:00 | buy | 8 | 0.94 | 86.757 | 86.551 | 0.000 | ||
16 | 2009.11.26 05:00 | close | 8 | 0.94 | 86.737 | 86.551 | 0.000 | -21.67 | 9368.01 |
17 | 2009.11.26 07:00 | buy | 9 | 0.94 | 86.583 | 86.313 | 0.000 | ||
18 | 2009.11.26 07:00 | close | 9 | 0.94 | 86.563 | 86.313 | 0.000 | -21.72 | 9346.29 |
19 | 2009.11.27 02:00 | buy | 10 | 0.93 | 86.176 | 85.105 | 0.000 | ||
20 | 2009.11.27 22:59 | close at stop | 10 | 0.93 | 86.462 | 85.105 | 0.000 | 307.63 | 9653.92 |