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 | 30.41 | Gross profit | 30.41 | Gross loss | 0.00 |
| Profit factor | Expected payoff | 3.38 | |||
| Absolute drawdown | 32.37 | Maximal drawdown | 39.20 (0.39%) | Relative drawdown | 0.39% (39.20) |
| Total trades | 9 | Short positions (won %) | 2 (100.00%) | Long positions (won %) | 7 (100.00%) |
| Profit trades (% of total) | 9 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
| Largest | profit trade | 3.49 | loss trade | 0.00 | |
| Average | profit trade | 3.38 | loss trade | 0.00 | |
| Maximum | consecutive wins (profit in money) | 9 (30.41) | consecutive losses (loss in money) | 0 (0.00) | |
| Maximal | consecutive profit (count of wins) | 30.41 (9) | consecutive loss (count of losses) | 0.00 (0) | |
| Average | consecutive wins | 9 | consecutive losses | 0 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.06 00:20 | sell | 1 | 0.10 | 90.815 | 91.115 | 90.785 | ||
| 2 | 2009.11.06 00:37 | sell | 2 | 0.10 | 90.851 | 91.151 | 90.821 | ||
| 3 | 2009.11.06 00:45 | t/p | 2 | 0.10 | 90.821 | 91.151 | 90.821 | 3.31 | 10003.31 |
| 4 | 2009.11.06 00:50 | t/p | 1 | 0.10 | 90.785 | 91.115 | 90.785 | 3.30 | 10006.61 |
| 5 | 2009.11.11 05:10 | buy | 3 | 0.10 | 89.487 | 89.187 | 89.517 | ||
| 6 | 2009.11.11 05:15 | buy | 4 | 0.10 | 89.421 | 89.121 | 89.451 | ||
| 7 | 2009.11.11 06:40 | t/p | 4 | 0.10 | 89.451 | 89.121 | 89.451 | 3.36 | 10009.97 |
| 8 | 2009.11.11 06:45 | t/p | 3 | 0.10 | 89.517 | 89.187 | 89.517 | 3.35 | 10013.32 |
| 9 | 2009.11.19 10:50 | buy | 5 | 0.10 | 88.945 | 88.645 | 88.975 | ||
| 10 | 2009.11.19 10:57 | t/p | 5 | 0.10 | 88.975 | 88.645 | 88.975 | 3.37 | 10016.69 |
| 11 | 2009.11.19 10:59 | buy | 6 | 0.10 | 88.955 | 88.655 | 88.985 | ||
| 12 | 2009.11.19 11:20 | t/p | 6 | 0.10 | 88.985 | 88.655 | 88.985 | 3.37 | 10020.06 |
| 13 | 2009.11.20 18:03 | buy | 7 | 0.10 | 88.882 | 88.582 | 88.912 | ||
| 14 | 2009.11.20 18:26 | t/p | 7 | 0.10 | 88.912 | 88.582 | 88.912 | 3.37 | 10023.43 |
| 15 | 2009.11.27 03:20 | buy | 8 | 0.10 | 85.916 | 85.616 | 85.946 | ||
| 16 | 2009.11.27 03:27 | t/p | 8 | 0.10 | 85.946 | 85.616 | 85.946 | 3.49 | 10026.92 |
| 17 | 2009.11.27 03:42 | buy | 9 | 0.10 | 85.900 | 85.600 | 85.930 | ||
| 18 | 2009.11.27 03:45 | t/p | 9 | 0.10 | 85.930 | 85.600 | 85.930 | 3.49 | 10030.41 |