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=10; MA_timeframe=30; MAtype=0; Percent=0.1; TradeOnFriday=1; slip=100; Lots=0.1; TakeProfit=30; Stoploss=300; Fast_Period=23; Fast_Price=0; Slow_Period=84; Slow_Price=0; DivergenceLimit=0.002; PipStep=30; IncreasementType=0; DVLimit=10; PipsGoal=500; PipsLoss=500; GMT=0; DST=0; OpeningHour=0; ClosingHour=23; writelog=0; | ||||
Bars in test | 551 | Ticks modelled | 11401 | Modelling quality | n/a |
Mismatched charts errors | 4 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 16.76 | Gross profit | 16.76 | Gross loss | 0.00 |
Profit factor | Expected payoff | 3.35 | |||
Absolute drawdown | 33.01 | Maximal drawdown | 36.36 (0.36%) | Relative drawdown | 0.36% (36.36) |
Total trades | 5 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 5 (100.00%) |
Profit trades (% of total) | 5 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
Largest | profit trade | 3.36 | loss trade | 0.00 | |
Average | profit trade | 3.35 | loss trade | 0.00 | |
Maximum | consecutive wins (profit in money) | 5 (16.76) | consecutive losses (loss in money) | 0 (0.00) | |
Maximal | consecutive profit (count of wins) | 16.76 (5) | consecutive loss (count of losses) | 0.00 (0) | |
Average | consecutive wins | 5 | consecutive losses | 0 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.16 01:16 | buy | 1 | 0.10 | 89.501 | 89.201 | 89.531 | ||
2 | 2009.11.16 01:26 | t/p | 1 | 0.10 | 89.531 | 89.201 | 89.531 | 3.35 | 10003.35 |
3 | 2009.11.16 01:26 | buy | 2 | 0.10 | 89.530 | 89.230 | 89.560 | ||
4 | 2009.11.16 01:33 | buy | 3 | 0.10 | 89.486 | 89.186 | 89.516 | ||
5 | 2009.11.16 01:40 | buy | 4 | 0.10 | 89.449 | 89.149 | 89.479 | ||
6 | 2009.11.16 01:46 | buy | 5 | 0.10 | 89.400 | 89.100 | 89.430 | ||
7 | 2009.11.16 02:03 | t/p | 5 | 0.10 | 89.430 | 89.100 | 89.430 | 3.36 | 10006.71 |
8 | 2009.11.16 02:16 | t/p | 4 | 0.10 | 89.479 | 89.149 | 89.479 | 3.35 | 10010.06 |
9 | 2009.11.16 02:40 | t/p | 3 | 0.10 | 89.516 | 89.186 | 89.516 | 3.35 | 10013.41 |
10 | 2009.11.16 02:50 | t/p | 2 | 0.10 | 89.560 | 89.230 | 89.560 | 3.35 | 10016.76 |