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 | TakeProfit=130; Lots=1; TrailingStop=20; ShortEma=10; LongEma=80; | ||||
| Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
| Mismatched charts errors | 113 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -3128.43 | Gross profit | 719.51 | Gross loss | -3847.94 |
| Profit factor | 0.19 | Expected payoff | -521.40 | ||
| Absolute drawdown | 5165.09 | Maximal drawdown | 5950.26 (55.17%) | Relative drawdown | 55.17% (5950.26) |
| Total trades | 6 | Short positions (won %) | 2 (100.00%) | Long positions (won %) | 4 (75.00%) |
| Profit trades (% of total) | 5 (83.33%) | Loss trades (% of total) | 1 (16.67%) | ||
| Largest | profit trade | 145.68 | loss trade | -3847.94 | |
| Average | profit trade | 143.90 | loss trade | -3847.94 | |
| Maximum | consecutive wins (profit in money) | 5 (719.51) | consecutive losses (loss in money) | 1 (-3847.94) | |
| Maximal | consecutive profit (count of wins) | 719.51 (5) | consecutive loss (count of losses) | -3847.94 (1) | |
| Average | consecutive wins | 5 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.03 02:00 | buy | 1 | 1.00 | 90.471 | 0.000 | 90.601 | ||
| 2 | 2009.11.04 09:12 | t/p | 1 | 1.00 | 90.601 | 0.000 | 90.601 | 143.82 | 10143.82 |
| 3 | 2009.11.04 10:08 | sell | 2 | 1.00 | 90.716 | 0.000 | 90.586 | ||
| 4 | 2009.11.04 21:57 | t/p | 2 | 1.00 | 90.586 | 0.000 | 90.586 | 143.51 | 10287.33 |
| 5 | 2009.11.05 05:57 | buy | 3 | 1.00 | 90.361 | 0.000 | 90.491 | ||
| 6 | 2009.11.05 06:41 | t/p | 3 | 1.00 | 90.491 | 0.000 | 90.491 | 143.66 | 10430.99 |
| 7 | 2009.11.05 20:00 | sell | 4 | 1.00 | 90.656 | 0.000 | 90.526 | ||
| 8 | 2009.11.06 07:35 | t/p | 4 | 1.00 | 90.526 | 0.000 | 90.526 | 142.84 | 10573.83 |
| 9 | 2009.11.06 14:32 | buy | 5 | 1.00 | 90.339 | 0.000 | 90.469 | ||
| 10 | 2009.11.12 16:28 | t/p | 5 | 1.00 | 90.469 | 0.000 | 90.469 | 145.68 | 10719.51 |
| 11 | 2009.11.13 13:00 | buy | 6 | 1.00 | 89.793 | 0.000 | 89.923 | ||
| 12 | 2009.11.27 22:59 | close at stop | 6 | 1.00 | 86.462 | 0.000 | 89.923 | -3847.94 | 6871.57 |