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 | Lots=0.5; CalcPeriod=4; MAPeriod=7; StopLoss=300; | ||||
| Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
| Mismatched charts errors | 113 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 670.94 | Gross profit | 1511.30 | Gross loss | -840.36 |
| Profit factor | 1.80 | Expected payoff | 111.82 | ||
| Absolute drawdown | 896.97 | Maximal drawdown | 1331.42 (11.40%) | Relative drawdown | 11.40% (1331.42) |
| Total trades | 6 | Short positions (won %) | 2 (50.00%) | Long positions (won %) | 4 (0.00%) |
| Profit trades (% of total) | 1 (16.67%) | Loss trades (% of total) | 5 (83.33%) | ||
| Largest | profit trade | 1511.30 | loss trade | -168.56 | |
| Average | profit trade | 1511.30 | loss trade | -168.07 | |
| Maximum | consecutive wins (profit in money) | 1 (1511.30) | consecutive losses (loss in money) | 5 (-840.36) | |
| Maximal | consecutive profit (count of wins) | 1511.30 (1) | consecutive loss (count of losses) | -840.36 (5) | |
| Average | consecutive wins | 1 | consecutive losses | 5 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.09 00:00 | buy | 1 | 0.50 | 89.834 | 89.534 | 0.000 | ||
| 2 | 2009.11.11 01:02 | s/l | 1 | 0.50 | 89.534 | 89.534 | 0.000 | -167.20 | 9832.80 |
| 3 | 2009.11.16 00:00 | buy | 2 | 0.50 | 89.576 | 89.276 | 0.000 | ||
| 4 | 2009.11.16 16:56 | s/l | 2 | 0.50 | 89.276 | 89.276 | 0.000 | -168.02 | 9664.78 |
| 5 | 2009.11.16 16:56 | buy | 3 | 0.50 | 89.295 | 88.995 | 0.000 | ||
| 6 | 2009.11.16 20:01 | s/l | 3 | 0.50 | 88.995 | 88.995 | 0.000 | -168.56 | 9496.22 |
| 7 | 2009.11.16 20:01 | buy | 4 | 0.50 | 89.013 | 88.713 | 0.000 | ||
| 8 | 2009.11.19 14:33 | s/l | 4 | 0.50 | 88.713 | 88.713 | 0.000 | -168.27 | 9327.95 |
| 9 | 2009.11.23 00:00 | sell | 5 | 0.50 | 88.818 | 89.118 | 0.000 | ||
| 10 | 2009.11.23 17:41 | s/l | 5 | 0.50 | 89.118 | 89.118 | 0.000 | -168.31 | 9159.65 |
| 11 | 2009.11.23 17:41 | sell | 6 | 0.50 | 89.100 | 89.400 | 0.000 | ||
| 12 | 2009.11.27 22:59 | close at stop | 6 | 0.50 | 86.482 | 89.400 | 0.000 | 1511.30 | 10670.95 |