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 | tp1=700; sl1=2500; Expimin=5555; lots=0.1; Risk=0.05; multilot=1; closeby=false; mn=88; sh2=3; sh3=3; sh4=3; sh5=3; levelb=3; levels=3; | ||||
| Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
| Mismatched charts errors | 113 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -69.07 | Gross profit | 387.02 | Gross loss | -456.09 |
| Profit factor | 0.85 | Expected payoff | -7.67 | ||
| Absolute drawdown | 462.80 | Maximal drawdown | 840.50 (8.10%) | Relative drawdown | 8.10% (840.50) |
| Total trades | 9 | Short positions (won %) | 3 (66.67%) | Long positions (won %) | 6 (50.00%) |
| Profit trades (% of total) | 5 (55.56%) | Loss trades (% of total) | 4 (44.44%) | ||
| Largest | profit trade | 150.58 | loss trade | -291.54 | |
| Average | profit trade | 77.40 | loss trade | -114.02 | |
| Maximum | consecutive wins (profit in money) | 2 (226.51) | consecutive losses (loss in money) | 2 (-368.49) | |
| Maximal | consecutive profit (count of wins) | 226.51 (2) | consecutive loss (count of losses) | -368.49 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.03 02:00 | buy | 1 | 0.10 | 90.473 | 87.953 | 91.153 | ||
| 2 | 2009.11.04 20:15 | t/p | 1 | 0.10 | 91.153 | 87.953 | 91.153 | 74.64 | 10074.64 |
| 3 | 2009.11.05 02:00 | sell | 2 | 0.10 | 90.563 | 93.083 | 89.883 | ||
| 4 | 2009.11.06 15:27 | t/p | 2 | 0.10 | 89.883 | 93.083 | 89.883 | 75.58 | 10150.23 |
| 5 | 2009.11.06 17:00 | sell | 3 | 0.10 | 89.841 | 92.361 | 89.161 | ||
| 6 | 2009.11.10 14:00 | close | 3 | 0.10 | 89.851 | 92.361 | 89.161 | -1.26 | 10148.96 |
| 7 | 2009.11.10 18:00 | buy | 4 | 0.20 | 89.845 | 87.325 | 90.525 | ||
| 8 | 2009.11.12 16:41 | t/p | 4 | 0.20 | 90.525 | 87.325 | 90.525 | 150.58 | 10299.55 |
| 9 | 2009.11.13 10:00 | sell | 5 | 0.10 | 90.156 | 92.676 | 89.476 | ||
| 10 | 2009.11.16 01:32 | t/p | 5 | 0.10 | 89.476 | 92.676 | 89.476 | 75.92 | 10375.47 |
| 11 | 2009.11.16 04:00 | buy | 6 | 0.10 | 89.680 | 87.160 | 90.360 | ||
| 12 | 2009.11.20 01:00 | close | 6 | 0.10 | 88.910 | 87.160 | 90.360 | -86.34 | 10289.13 |
| 13 | 2009.11.20 03:00 | buy | 7 | 0.20 | 88.996 | 86.476 | 89.676 | ||
| 14 | 2009.11.24 00:00 | close | 7 | 0.20 | 89.041 | 86.476 | 89.676 | 10.29 | 10299.42 |
| 15 | 2009.11.24 05:00 | buy | 8 | 0.10 | 88.904 | 86.384 | 89.584 | ||
| 16 | 2009.11.26 05:52 | s/l | 8 | 0.10 | 86.384 | 86.384 | 89.584 | -291.54 | 10007.87 |
| 17 | 2009.11.26 09:00 | buy | 9 | 0.20 | 86.795 | 84.275 | 87.475 | ||
| 18 | 2009.11.27 22:59 | close at stop | 9 | 0.20 | 86.462 | 84.275 | 87.475 | -76.94 | 9930.93 |