Strategy Tester Report
AlpariUK-Demo (Build 225)
| Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
| Period | 1 Hour (H1) 2009.11.03 02:00 - 2009.11.30 00:00 (2009.11.01 - 2009.11.30) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | MaximumRisk=0.5; DecreaseFactor=2; TrendSMA=21; AddStopLoss=false; | ||||
| Bars in test | 551 | Ticks modelled | 11401 | Modelling quality | n/a |
| Mismatched charts errors | 4 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -3195.50 | Gross profit | 264.55 | Gross loss | -3460.05 |
| Profit factor | 0.08 | Expected payoff | -319.55 | ||
| Absolute drawdown | 3479.14 | Maximal drawdown | 4062.43 (38.39%) | Relative drawdown | 38.39% (4062.43) |
| Total trades | 10 | Short positions (won %) | 10 (10.00%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 1 (10.00%) | Loss trades (% of total) | 9 (90.00%) | ||
| Largest | profit trade | 264.55 | loss trade | -2621.79 | |
| Average | profit trade | 264.55 | loss trade | -384.45 | |
| Maximum | consecutive wins (profit in money) | 1 (264.55) | consecutive losses (loss in money) | 9 (-3460.05) | |
| Maximal | consecutive profit (count of wins) | 264.55 (1) | consecutive loss (count of losses) | -3460.05 (9) | |
| Average | consecutive wins | 1 | consecutive losses | 9 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.05 10:00 | sell | 1 | 5.00 | 90.112 | 0.000 | 0.000 | ||
| 2 | 2009.11.05 15:00 | close | 1 | 5.00 | 90.587 | 0.000 | 0.000 | -2621.79 | 7378.21 |
| 3 | 2009.11.06 16:00 | sell | 2 | 3.70 | 90.038 | 0.000 | 0.000 | ||
| 4 | 2009.11.09 04:00 | close | 2 | 3.70 | 90.212 | 0.000 | 0.000 | -722.20 | 6656.01 |
| 5 | 2009.11.09 15:00 | sell | 3 | 0.10 | 89.856 | 0.000 | 0.000 | ||
| 6 | 2009.11.09 20:00 | close | 3 | 0.10 | 89.973 | 0.000 | 0.000 | -13.00 | 6643.01 |
| 7 | 2009.11.10 20:00 | sell | 4 | 0.10 | 89.752 | 0.000 | 0.000 | ||
| 8 | 2009.11.11 09:00 | close | 4 | 0.10 | 90.028 | 0.000 | 0.000 | -30.89 | 6612.12 |
| 9 | 2009.11.16 20:00 | sell | 5 | 0.10 | 89.031 | 0.000 | 0.000 | ||
| 10 | 2009.11.17 13:00 | close | 5 | 0.10 | 89.155 | 0.000 | 0.000 | -14.14 | 6597.98 |
| 11 | 2009.11.18 11:00 | sell | 6 | 0.10 | 89.020 | 0.000 | 0.000 | ||
| 12 | 2009.11.18 16:00 | close | 6 | 0.10 | 89.255 | 0.000 | 0.000 | -26.33 | 6571.65 |
| 13 | 2009.11.19 14:00 | sell | 7 | 0.10 | 88.890 | 0.000 | 0.000 | ||
| 14 | 2009.11.19 20:00 | close | 7 | 0.10 | 88.939 | 0.000 | 0.000 | -5.51 | 6566.14 |
| 15 | 2009.11.20 08:00 | sell | 8 | 0.10 | 88.765 | 0.000 | 0.000 | ||
| 16 | 2009.11.20 14:00 | close | 8 | 0.10 | 88.980 | 0.000 | 0.000 | -24.16 | 6541.98 |
| 17 | 2009.11.23 07:00 | sell | 9 | 0.10 | 88.825 | 0.000 | 0.000 | ||
| 18 | 2009.11.23 12:00 | close | 9 | 0.10 | 88.843 | 0.000 | 0.000 | -2.03 | 6539.95 |
| 19 | 2009.11.24 07:00 | sell | 10 | 0.10 | 88.824 | 0.000 | 0.000 | ||
| 20 | 2009.11.27 11:00 | close | 10 | 0.10 | 86.525 | 0.000 | 0.000 | 264.55 | 6804.50 |