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 | TakeProfit=130; StopLoss=100; Lots=1; TrailingStop=20; ShortEma=10; LongEma=80; | ||||
| Bars in test | 551 | Ticks modelled | 11401 | Modelling quality | n/a |
| Mismatched charts errors | 4 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -631.74 | Gross profit | 143.65 | Gross loss | -775.39 |
| Profit factor | 0.19 | Expected payoff | -78.97 | ||
| Absolute drawdown | 631.74 | Maximal drawdown | 631.74 (6.32%) | Relative drawdown | 6.32% (631.74) |
| Total trades | 8 | Short positions (won %) | 3 (0.00%) | Long positions (won %) | 5 (20.00%) |
| Profit trades (% of total) | 1 (12.50%) | Loss trades (% of total) | 7 (87.50%) | ||
| Largest | profit trade | 143.65 | loss trade | -111.57 | |
| Average | profit trade | 143.65 | loss trade | -110.77 | |
| Maximum | consecutive wins (profit in money) | 1 (143.65) | consecutive losses (loss in money) | 5 (-554.57) | |
| Maximal | consecutive profit (count of wins) | 143.65 (1) | consecutive loss (count of losses) | -554.57 (5) | |
| Average | consecutive wins | 1 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.03 02:03 | buy | 1 | 1.00 | 90.404 | 90.304 | 90.534 | ||
| 2 | 2009.11.03 02:16 | s/l | 1 | 1.00 | 90.304 | 90.304 | 90.534 | -110.79 | 9889.21 |
| 3 | 2009.11.04 10:20 | sell | 2 | 1.00 | 90.721 | 90.821 | 90.591 | ||
| 4 | 2009.11.04 10:45 | s/l | 2 | 1.00 | 90.821 | 90.821 | 90.591 | -110.03 | 9779.18 |
| 5 | 2009.11.05 05:50 | buy | 3 | 1.00 | 90.345 | 90.245 | 90.475 | ||
| 6 | 2009.11.05 06:45 | t/p | 3 | 1.00 | 90.475 | 90.245 | 90.475 | 143.65 | 9922.83 |
| 7 | 2009.11.05 20:00 | sell | 4 | 1.00 | 90.656 | 90.756 | 90.526 | ||
| 8 | 2009.11.05 20:45 | s/l | 4 | 1.00 | 90.756 | 90.756 | 90.526 | -110.18 | 9812.65 |
| 9 | 2009.11.06 14:40 | buy | 5 | 1.00 | 90.313 | 90.213 | 90.443 | ||
| 10 | 2009.11.06 14:45 | s/l | 5 | 1.00 | 90.213 | 90.213 | 90.443 | -110.92 | 9701.73 |
| 11 | 2009.11.06 14:45 | buy | 6 | 1.00 | 90.178 | 90.078 | 90.308 | ||
| 12 | 2009.11.06 14:50 | s/l | 6 | 1.00 | 90.078 | 90.078 | 90.308 | -111.14 | 9590.59 |
| 13 | 2009.11.12 15:00 | sell | 7 | 1.00 | 90.145 | 90.245 | 90.015 | ||
| 14 | 2009.11.12 15:03 | s/l | 7 | 1.00 | 90.245 | 90.245 | 90.015 | -110.76 | 9479.83 |
| 15 | 2009.11.13 13:00 | buy | 8 | 1.00 | 89.793 | 89.693 | 89.923 | ||
| 16 | 2009.11.13 14:33 | s/l | 8 | 1.00 | 89.693 | 89.693 | 89.923 | -111.57 | 9368.26 |