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 | MA_length=20; MA_timeframe=30; MAtype=1; Percent=0.148; TradeOnFriday=1; slip=100; Lots=0.3; TakeProfit=73; Stoploss=90; Fast_Period=10; Fast_Price=0; Slow_Period=100; Slow_Price=0; DivergenceLimit=0.0033; PipStep=9; IncreasementType=0; MagicNumber=12345; | ||||
| Bars in test | 551 | Ticks modelled | 11401 | Modelling quality | n/a |
| Mismatched charts errors | 4 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 67.15 | Gross profit | 97.15 | Gross loss | -30.00 |
| Profit factor | 3.24 | Expected payoff | 13.43 | ||
| Absolute drawdown | 42.67 | Maximal drawdown | 46.59 (0.46%) | Relative drawdown | 0.46% (46.59) |
| Total trades | 5 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 5 (80.00%) |
| Profit trades (% of total) | 4 (80.00%) | Loss trades (% of total) | 1 (20.00%) | ||
| Largest | profit trade | 24.30 | loss trade | -30.00 | |
| Average | profit trade | 24.29 | loss trade | -30.00 | |
| Maximum | consecutive wins (profit in money) | 4 (97.15) | consecutive losses (loss in money) | 1 (-30.00) | |
| Maximal | consecutive profit (count of wins) | 97.15 (4) | consecutive loss (count of losses) | -30.00 (1) | |
| Average | consecutive wins | 4 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.05 10:00 | buy | 1 | 0.30 | 90.132 | 90.042 | 90.205 | ||
| 2 | 2009.11.05 10:02 | s/l | 1 | 0.30 | 90.042 | 90.042 | 90.205 | -30.00 | 9970.00 |
| 3 | 2009.11.05 10:02 | buy | 2 | 0.30 | 90.025 | 89.935 | 90.098 | ||
| 4 | 2009.11.05 10:07 | buy | 3 | 0.30 | 90.007 | 89.917 | 90.080 | ||
| 5 | 2009.11.05 10:15 | t/p | 2 | 0.30 | 90.098 | 89.935 | 90.098 | 24.30 | 9994.30 |
| 6 | 2009.11.05 10:15 | t/p | 3 | 0.30 | 90.080 | 89.917 | 90.080 | 24.30 | 10018.60 |
| 7 | 2009.11.05 10:15 | buy | 4 | 0.30 | 90.147 | 90.057 | 90.220 | ||
| 8 | 2009.11.05 10:17 | buy | 5 | 0.30 | 90.130 | 90.040 | 90.203 | ||
| 9 | 2009.11.05 10:45 | t/p | 4 | 0.30 | 90.220 | 90.057 | 90.220 | 24.28 | 10042.88 |
| 10 | 2009.11.05 10:45 | t/p | 5 | 0.30 | 90.203 | 90.040 | 90.203 | 24.27 | 10067.15 |