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=0.1; Slippage=2; Fast_Period=7; Fast_Price=0; Slow_Period=88; Slow_Price=0; DVBuySell=0.0011; DVStayOut=0.0079; ProfitMade=0; LossLimit=0; TrailStop=9999; PLBreakEven=9999; StartHour=0; StopHour=24; BasketProfit=75; BasketLoss=9999; FileData=false; | ||||
| Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
| Mismatched charts errors | 113 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -491.60 | Gross profit | 399.87 | Gross loss | -891.46 |
| Profit factor | 0.45 | Expected payoff | -98.32 | ||
| Absolute drawdown | 894.98 | Maximal drawdown | 987.62 (9.79%) | Relative drawdown | 9.79% (987.62) |
| Total trades | 5 | Short positions (won %) | 2 (100.00%) | Long positions (won %) | 3 (0.00%) |
| Profit trades (% of total) | 2 (40.00%) | Loss trades (% of total) | 3 (60.00%) | ||
| Largest | profit trade | 324.65 | loss trade | -315.74 | |
| Average | profit trade | 199.93 | loss trade | -297.15 | |
| Maximum | consecutive wins (profit in money) | 1 (324.65) | consecutive losses (loss in money) | 3 (-891.46) | |
| Maximal | consecutive profit (count of wins) | 324.65 (1) | consecutive loss (count of losses) | -891.46 (3) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.05 16:00 | sell | 1 | 0.10 | 90.596 | 0.000 | 0.000 | ||
| 2 | 2009.11.06 15:17 | close | 1 | 0.10 | 89.919 | 0.000 | 0.000 | 75.21 | 10075.21 |
| 3 | 2009.11.18 23:00 | sell | 2 | 0.10 | 89.297 | 0.000 | 0.000 | ||
| 4 | 2009.11.19 03:00 | buy | 3 | 0.10 | 89.195 | 0.000 | 0.000 | ||
| 5 | 2009.11.23 22:00 | buy | 4 | 0.10 | 88.975 | 0.000 | 0.000 | ||
| 6 | 2009.11.24 01:00 | buy | 5 | 0.10 | 88.931 | 0.000 | 0.000 | ||
| 7 | 2009.11.27 22:59 | close at stop | 5 | 0.10 | 86.462 | 0.000 | 0.000 | -285.34 | 9789.87 |
| 8 | 2009.11.27 22:59 | close at stop | 4 | 0.10 | 86.462 | 0.000 | 0.000 | -290.39 | 9499.49 |
| 9 | 2009.11.27 22:59 | close at stop | 3 | 0.10 | 86.462 | 0.000 | 0.000 | -315.74 | 9183.75 |
| 10 | 2009.11.27 22:59 | close at stop | 2 | 0.10 | 86.482 | 0.000 | 0.000 | 324.65 | 9508.40 |