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=160; TrailingStop=20; StopLoss=70; UseStopLoss=false; ShortEma=10; LongEma=80; immediate_trade=false; reversal=false; Lots=1; MM=false; AccountIsMicro=false; Risk=10; Show_Settings=false; | ||||
| Bars in test | 551 | Ticks modelled | 11401 | Modelling quality | n/a |
| Mismatched charts errors | 4 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -1901.81 | Gross profit | 1947.67 | Gross loss | -3849.48 |
| Profit factor | 0.51 | Expected payoff | -158.48 | ||
| Absolute drawdown | 3938.47 | Maximal drawdown | 5847.15 (49.10%) | Relative drawdown | 49.10% (5847.15) |
| Total trades | 12 | Short positions (won %) | 6 (100.00%) | Long positions (won %) | 6 (83.33%) |
| Profit trades (% of total) | 11 (91.67%) | Loss trades (% of total) | 1 (8.33%) | ||
| Largest | profit trade | 178.62 | loss trade | -3849.48 | |
| Average | profit trade | 177.06 | loss trade | -3849.48 | |
| Maximum | consecutive wins (profit in money) | 11 (1947.67) | consecutive losses (loss in money) | 1 (-3849.48) | |
| Maximal | consecutive profit (count of wins) | 1947.67 (11) | consecutive loss (count of losses) | -3849.48 (1) | |
| Average | consecutive wins | 11 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.04 10:20 | buy | 1 | 1.00 | 90.741 | 0.000 | 90.901 | ||
| 2 | 2009.11.04 10:20 | sell | 2 | 1.00 | 90.721 | 0.000 | 90.561 | ||
| 3 | 2009.11.04 10:50 | t/p | 1 | 1.00 | 90.901 | 0.000 | 90.901 | 175.91 | 10175.91 |
| 4 | 2009.11.05 01:20 | t/p | 2 | 1.00 | 90.561 | 0.000 | 90.561 | 175.44 | 10351.35 |
| 5 | 2009.11.05 05:50 | buy | 3 | 1.00 | 90.345 | 0.000 | 90.505 | ||
| 6 | 2009.11.05 05:50 | sell | 4 | 1.00 | 90.325 | 0.000 | 90.165 | ||
| 7 | 2009.11.05 06:50 | t/p | 3 | 1.00 | 90.505 | 0.000 | 90.505 | 176.76 | 10528.11 |
| 8 | 2009.11.05 09:46 | t/p | 4 | 1.00 | 90.165 | 0.000 | 90.165 | 177.55 | 10705.66 |
| 9 | 2009.11.05 20:00 | buy | 5 | 1.00 | 90.676 | 0.000 | 90.836 | ||
| 10 | 2009.11.05 20:00 | sell | 6 | 1.00 | 90.656 | 0.000 | 90.496 | ||
| 11 | 2009.11.06 00:32 | t/p | 5 | 1.00 | 90.836 | 0.000 | 90.836 | 176.36 | 10882.02 |
| 12 | 2009.11.06 07:50 | t/p | 6 | 1.00 | 90.496 | 0.000 | 90.496 | 176.44 | 11058.46 |
| 13 | 2009.11.06 14:40 | buy | 7 | 1.00 | 90.313 | 0.000 | 90.473 | ||
| 14 | 2009.11.06 14:40 | sell | 8 | 1.00 | 90.293 | 0.000 | 90.133 | ||
| 15 | 2009.11.06 14:50 | t/p | 8 | 1.00 | 90.133 | 0.000 | 90.133 | 177.78 | 11236.24 |
| 16 | 2009.11.12 15:00 | buy | 9 | 1.00 | 90.165 | 0.000 | 90.325 | ||
| 17 | 2009.11.12 15:00 | sell | 10 | 1.00 | 90.145 | 0.000 | 89.985 | ||
| 18 | 2009.11.12 15:10 | t/p | 9 | 1.00 | 90.325 | 0.000 | 90.325 | 177.09 | 11413.33 |
| 19 | 2009.11.12 16:20 | t/p | 7 | 1.00 | 90.473 | 0.000 | 90.473 | 178.16 | 11591.49 |
| 20 | 2009.11.13 10:15 | t/p | 10 | 1.00 | 89.985 | 0.000 | 89.985 | 177.56 | 11769.05 |
| 21 | 2009.11.13 13:00 | buy | 11 | 1.00 | 89.793 | 0.000 | 89.953 | ||
| 22 | 2009.11.13 13:00 | sell | 12 | 1.00 | 89.773 | 0.000 | 89.613 | ||
| 23 | 2009.11.13 14:40 | t/p | 12 | 1.00 | 89.613 | 0.000 | 89.613 | 178.62 | 11947.67 |
| 24 | 2009.11.27 22:59 | close at stop | 11 | 1.00 | 86.462 | 0.000 | 89.953 | -3849.48 | 8098.19 |