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 | Period_MA_Long=100; Period_BB=25; reserve=50; deviation=1.5; Lots=0.1; | ||||
Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
Mismatched charts errors | 113 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 54.59 | Gross profit | 306.13 | Gross loss | -251.54 |
Profit factor | 1.22 | Expected payoff | 4.20 | ||
Absolute drawdown | 204.79 | Maximal drawdown | 217.92 (2.18%) | Relative drawdown | 2.18% (217.92) |
Total trades | 13 | Short positions (won %) | 13 (30.77%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 4 (30.77%) | Loss trades (% of total) | 9 (69.23%) | ||
Largest | profit trade | 249.03 | loss trade | -48.09 | |
Average | profit trade | 76.53 | loss trade | -27.95 | |
Maximum | consecutive wins (profit in money) | 2 (45.97) | consecutive losses (loss in money) | 4 (-94.87) | |
Maximal | consecutive profit (count of wins) | 249.03 (1) | consecutive loss (count of losses) | -94.87 (4) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 10:00 | sell | 1 | 0.10 | 90.018 | 90.534 | 0.000 | ||
2 | 2009.11.03 16:00 | close | 1 | 0.10 | 90.453 | 90.534 | 0.000 | -48.09 | 9951.91 |
3 | 2009.11.05 06:00 | sell | 2 | 0.10 | 90.340 | 91.052 | 0.000 | ||
4 | 2009.11.05 15:00 | close | 2 | 0.10 | 90.587 | 91.052 | 0.000 | -27.27 | 9924.64 |
5 | 2009.11.06 15:00 | sell | 3 | 0.10 | 90.120 | 90.864 | 0.000 | ||
6 | 2009.11.09 19:00 | close | 3 | 0.10 | 90.019 | 90.864 | 0.000 | 11.14 | 9935.78 |
7 | 2009.11.10 07:00 | sell | 4 | 0.10 | 89.766 | 90.134 | 0.000 | ||
8 | 2009.11.10 11:37 | s/l | 4 | 0.10 | 90.134 | 90.134 | 0.000 | -40.83 | 9894.95 |
9 | 2009.11.11 01:00 | sell | 5 | 0.10 | 89.686 | 90.047 | 0.000 | ||
10 | 2009.11.11 08:00 | close | 5 | 0.10 | 89.823 | 90.047 | 0.000 | -15.25 | 9879.70 |
11 | 2009.11.12 10:00 | sell | 6 | 0.10 | 89.751 | 89.978 | 0.000 | ||
12 | 2009.11.12 13:38 | s/l | 6 | 0.10 | 89.978 | 89.978 | 0.000 | -25.23 | 9854.47 |
13 | 2009.11.13 11:00 | sell | 7 | 0.10 | 89.782 | 90.593 | 0.000 | ||
14 | 2009.11.16 13:00 | close | 7 | 0.10 | 89.625 | 90.593 | 0.000 | 17.44 | 9871.92 |
15 | 2009.11.16 15:00 | sell | 8 | 0.10 | 89.410 | 89.762 | 0.000 | ||
16 | 2009.11.17 13:00 | close | 8 | 0.10 | 89.155 | 89.762 | 0.000 | 28.52 | 9900.44 |
17 | 2009.11.18 11:00 | sell | 9 | 0.10 | 89.020 | 89.419 | 0.000 | ||
18 | 2009.11.18 16:00 | close | 9 | 0.10 | 89.255 | 89.419 | 0.000 | -26.33 | 9874.11 |
19 | 2009.11.19 09:00 | sell | 10 | 0.10 | 88.906 | 89.473 | 0.000 | ||
20 | 2009.11.19 22:00 | close | 10 | 0.10 | 89.075 | 89.473 | 0.000 | -18.97 | 9855.14 |
21 | 2009.11.20 08:00 | sell | 11 | 0.10 | 88.765 | 89.102 | 0.000 | ||
22 | 2009.11.20 13:00 | close | 11 | 0.10 | 88.905 | 89.102 | 0.000 | -15.75 | 9839.39 |
23 | 2009.11.23 09:00 | sell | 12 | 0.10 | 88.697 | 89.061 | 0.000 | ||
24 | 2009.11.23 10:00 | close | 12 | 0.10 | 88.998 | 89.061 | 0.000 | -33.82 | 9805.57 |
25 | 2009.11.24 08:00 | sell | 13 | 0.10 | 88.683 | 89.116 | 0.000 | ||
26 | 2009.11.27 11:00 | close | 13 | 0.10 | 86.525 | 89.116 | 0.000 | 249.03 | 10054.59 |