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 | TakeProfit=50; Lots=0.1; InitialStop=30; TrailingStop=20; | ||||
Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
Mismatched charts errors | 113 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 30.42 | Gross profit | 41.50 | Gross loss | -11.08 |
Profit factor | 3.75 | Expected payoff | 10.14 | ||
Absolute drawdown | 5.31 | Maximal drawdown | 34.61 (0.34%) | Relative drawdown | 0.34% (34.61) |
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 | 41.50 | loss trade | -5.57 | |
Average | profit trade | 41.50 | loss trade | -5.54 | |
Maximum | consecutive wins (profit in money) | 1 (41.50) | consecutive losses (loss in money) | 2 (-11.08) | |
Maximal | consecutive profit (count of wins) | 41.50 (1) | consecutive loss (count of losses) | -11.08 (2) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.04 08:00 | buy | 1 | 0.10 | 90.456 | 90.406 | 0.000 | ||
2 | 2009.11.04 16:00 | close | 1 | 0.10 | 90.833 | 90.406 | 0.000 | 41.50 | 10041.50 |
3 | 2009.11.05 21:00 | buy | 2 | 0.10 | 90.793 | 90.743 | 0.000 | ||
4 | 2009.11.05 21:06 | s/l | 2 | 0.10 | 90.743 | 90.743 | 0.000 | -5.51 | 10035.99 |
5 | 2009.11.12 02:00 | buy | 3 | 0.10 | 89.867 | 89.817 | 0.000 | ||
6 | 2009.11.12 02:16 | s/l | 3 | 0.10 | 89.817 | 89.817 | 0.000 | -5.57 | 10030.42 |