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 | mn=818; tp=2000; sl=1000; TrailingStop=300; lots=0.1; Risk=0.005; multilot=0; closeby=false; sh2=3; sh3=3; sh4=3; sh5=3; per_rsi=3; sars1=0.02; sars2=0.03; | ||||
| Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
| Mismatched charts errors | 113 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -331.99 | Gross profit | 134.28 | Gross loss | -466.27 |
| Profit factor | 0.29 | Expected payoff | -47.43 | ||
| Absolute drawdown | 431.83 | Maximal drawdown | 568.52 (5.61%) | Relative drawdown | 5.61% (568.52) |
| Total trades | 7 | Short positions (won %) | 1 (100.00%) | Long positions (won %) | 6 (33.33%) |
| Profit trades (% of total) | 3 (42.86%) | Loss trades (% of total) | 4 (57.14%) | ||
| Largest | profit trade | 60.06 | loss trade | -119.10 | |
| Average | profit trade | 44.76 | loss trade | -116.57 | |
| Maximum | consecutive wins (profit in money) | 2 (74.22) | consecutive losses (loss in money) | 4 (-466.27) | |
| Maximal | consecutive profit (count of wins) | 74.22 (2) | consecutive loss (count of losses) | -466.27 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.03 07:00 | buy | 1 | 0.10 | 90.288 | 89.268 | 92.268 | ||
| 2 | 2009.11.04 11:00 | modify | 1 | 0.10 | 90.288 | 90.634 | 92.268 | ||
| 3 | 2009.11.04 12:00 | modify | 1 | 0.10 | 90.288 | 90.645 | 92.268 | ||
| 4 | 2009.11.04 16:06 | s/l | 1 | 0.10 | 90.645 | 90.645 | 92.268 | 39.42 | 10039.42 |
| 5 | 2009.11.05 18:00 | sell | 2 | 0.10 | 90.449 | 91.469 | 88.469 | ||
| 6 | 2009.11.06 19:00 | modify | 2 | 0.10 | 90.449 | 90.138 | 88.469 | ||
| 7 | 2009.11.09 00:00 | modify | 2 | 0.10 | 90.449 | 90.134 | 88.469 | ||
| 8 | 2009.11.09 02:32 | s/l | 2 | 0.10 | 90.134 | 90.134 | 88.469 | 34.80 | 10074.22 |
| 9 | 2009.11.09 03:00 | buy | 3 | 0.10 | 90.036 | 89.016 | 92.016 | ||
| 10 | 2009.11.16 20:00 | s/l | 3 | 0.10 | 89.016 | 89.016 | 92.016 | -114.28 | 9959.94 |
| 11 | 2009.11.18 09:00 | buy | 4 | 0.10 | 89.180 | 88.160 | 91.160 | ||
| 12 | 2009.11.25 09:59 | s/l | 4 | 0.10 | 88.160 | 88.160 | 91.160 | -115.39 | 9844.55 |
| 13 | 2009.11.25 13:00 | buy | 5 | 0.10 | 87.736 | 86.716 | 89.716 | ||
| 14 | 2009.11.26 04:31 | s/l | 5 | 0.10 | 86.716 | 86.716 | 89.716 | -117.50 | 9727.05 |
| 15 | 2009.11.26 22:00 | buy | 6 | 0.10 | 86.641 | 85.621 | 88.621 | ||
| 16 | 2009.11.27 00:26 | s/l | 6 | 0.10 | 85.621 | 85.621 | 88.621 | -119.10 | 9607.95 |
| 17 | 2009.11.27 03:00 | buy | 7 | 0.10 | 86.056 | 85.036 | 88.036 | ||
| 18 | 2009.11.27 16:00 | modify | 7 | 0.10 | 86.056 | 86.576 | 88.036 | ||
| 19 | 2009.11.27 21:44 | s/l | 7 | 0.10 | 86.576 | 86.576 | 88.036 | 60.06 | 9668.01 |