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 | ProfitTarget=80; TrailingStop=60; Lots=0.1; MagicNumber=123400; Slippage=5; UseNoTradeDay=false; NoTradeDay=5; volume=200; StopLoss=60; UseMoneyManagement=false; MM_Type=2; StrSep1=""-----MoneyManagementType"; MMRisk=0.15; LossMax=1000; StrSep2=""-----MoneyManagementType"; AccountIsMini=false; TradeSizePercent=35; GMT_Offset=0; sm="--Trading Hours--"; UseTradingHours=false; TradeAsianMarket=false; StartHour1=1; StopHour1=10; TradeEuropeanMarket=false; StartHour2=9; StopHour2=14; TradeNewYorkMarket=false; StartHour3=15; StopHour3=23; | ||||
| Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
| Mismatched charts errors | 113 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -180.53 | Gross profit | 90.51 | Gross loss | -271.04 |
| Profit factor | 0.33 | Expected payoff | -36.11 | ||
| Absolute drawdown | 226.17 | Maximal drawdown | 240.57 (2.40%) | Relative drawdown | 2.40% (240.57) |
| Total trades | 5 | Short positions (won %) | 4 (25.00%) | Long positions (won %) | 1 (0.00%) |
| Profit trades (% of total) | 1 (20.00%) | Loss trades (% of total) | 4 (80.00%) | ||
| Largest | profit trade | 90.51 | loss trade | -69.73 | |
| Average | profit trade | 90.51 | loss trade | -67.76 | |
| Maximum | consecutive wins (profit in money) | 1 (90.51) | consecutive losses (loss in money) | 3 (-201.31) | |
| Maximal | consecutive profit (count of wins) | 90.51 (1) | consecutive loss (count of losses) | -201.31 (3) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.05 08:00 | sell | 1 | 1.00 | 90.319 | 90.379 | 90.239 | ||
| 2 | 2009.11.05 08:02 | s/l | 1 | 1.00 | 90.379 | 90.379 | 90.239 | -66.39 | 9933.61 |
| 3 | 2009.11.23 00:00 | sell | 2 | 1.00 | 88.818 | 88.878 | 88.738 | ||
| 4 | 2009.11.23 00:06 | s/l | 2 | 1.00 | 88.878 | 88.878 | 88.738 | -67.51 | 9866.10 |
| 5 | 2009.11.24 00:00 | buy | 3 | 1.00 | 89.061 | 89.001 | 89.141 | ||
| 6 | 2009.11.24 00:33 | s/l | 3 | 1.00 | 89.001 | 89.001 | 89.141 | -67.41 | 9798.69 |
| 7 | 2009.11.25 02:00 | sell | 4 | 1.00 | 88.466 | 88.526 | 88.386 | ||
| 8 | 2009.11.25 02:03 | modify | 4 | 1.00 | 88.466 | 88.464 | 88.386 | ||
| 9 | 2009.11.25 02:03 | modify | 4 | 1.00 | 88.466 | 88.461 | 88.386 | ||
| 10 | 2009.11.25 02:03 | modify | 4 | 1.00 | 88.466 | 88.457 | 88.386 | ||
| 11 | 2009.11.25 02:03 | modify | 4 | 1.00 | 88.466 | 88.454 | 88.386 | ||
| 12 | 2009.11.25 02:03 | modify | 4 | 1.00 | 88.466 | 88.451 | 88.386 | ||
| 13 | 2009.11.25 02:03 | modify | 4 | 1.00 | 88.466 | 88.448 | 88.386 | ||
| 14 | 2009.11.25 02:03 | t/p | 4 | 1.00 | 88.386 | 88.448 | 88.386 | 90.51 | 9889.20 |
| 15 | 2009.11.27 07:00 | sell | 5 | 1.00 | 85.985 | 86.045 | 85.905 | ||
| 16 | 2009.11.27 07:01 | s/l | 5 | 1.00 | 86.045 | 86.045 | 85.905 | -69.73 | 9819.47 |