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 | 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; Use_V63D_Divergence=false; 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 | 541880 | Modelling quality | n/a |
| Mismatched charts errors | 113 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 44.11 | Gross profit | 44.11 | Gross loss | 0.00 |
| Profit factor | Expected payoff | 3.39 | |||
| Absolute drawdown | 57.47 | Maximal drawdown | 64.07 (0.64%) | Relative drawdown | 0.64% (64.07) |
| Total trades | 13 | Short positions (won %) | 2 (100.00%) | Long positions (won %) | 11 (100.00%) |
| Profit trades (% of total) | 13 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
| Largest | profit trade | 3.49 | loss trade | 0.00 | |
| Average | profit trade | 3.39 | loss trade | 0.00 | |
| Maximum | consecutive wins (profit in money) | 13 (44.11) | consecutive losses (loss in money) | 0 (0.00) | |
| Maximal | consecutive profit (count of wins) | 44.11 (13) | consecutive loss (count of losses) | 0.00 (0) | |
| Average | consecutive wins | 13 | consecutive losses | 0 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.06 00:23 | sell | 1 | 0.10 | 90.811 | 91.111 | 90.781 | ||
| 2 | 2009.11.06 00:33 | sell | 2 | 0.10 | 90.842 | 91.142 | 90.812 | ||
| 3 | 2009.11.06 00:40 | t/p | 2 | 0.10 | 90.812 | 91.142 | 90.812 | 3.30 | 10003.30 |
| 4 | 2009.11.06 00:46 | t/p | 1 | 0.10 | 90.781 | 91.111 | 90.781 | 3.30 | 10006.60 |
| 5 | 2009.11.11 05:02 | buy | 3 | 0.10 | 89.502 | 89.202 | 89.532 | ||
| 6 | 2009.11.11 05:03 | buy | 4 | 0.10 | 89.470 | 89.170 | 89.500 | ||
| 7 | 2009.11.11 05:06 | buy | 5 | 0.10 | 89.440 | 89.140 | 89.470 | ||
| 8 | 2009.11.11 06:52 | t/p | 5 | 0.10 | 89.470 | 89.140 | 89.470 | 3.35 | 10009.95 |
| 9 | 2009.11.11 06:56 | t/p | 4 | 0.10 | 89.500 | 89.170 | 89.500 | 3.36 | 10013.31 |
| 10 | 2009.11.11 06:57 | t/p | 3 | 0.10 | 89.532 | 89.202 | 89.532 | 3.35 | 10016.66 |
| 11 | 2009.11.19 08:09 | buy | 6 | 0.10 | 89.026 | 88.726 | 89.056 | ||
| 12 | 2009.11.19 08:55 | buy | 7 | 0.10 | 88.995 | 88.695 | 89.025 | ||
| 13 | 2009.11.19 09:18 | t/p | 7 | 0.10 | 89.025 | 88.695 | 89.025 | 3.37 | 10020.03 |
| 14 | 2009.11.19 09:44 | t/p | 6 | 0.10 | 89.056 | 88.726 | 89.056 | 3.37 | 10023.40 |
| 15 | 2009.11.19 10:57 | buy | 8 | 0.10 | 88.957 | 88.657 | 88.987 | ||
| 16 | 2009.11.19 11:43 | t/p | 8 | 0.10 | 88.987 | 88.657 | 88.987 | 3.38 | 10026.78 |
| 17 | 2009.11.20 18:03 | buy | 9 | 0.10 | 88.889 | 88.589 | 88.919 | ||
| 18 | 2009.11.20 18:21 | t/p | 9 | 0.10 | 88.919 | 88.589 | 88.919 | 3.37 | 10030.15 |
| 19 | 2009.11.27 03:19 | buy | 10 | 0.10 | 85.956 | 85.656 | 85.986 | ||
| 20 | 2009.11.27 03:20 | buy | 11 | 0.10 | 85.922 | 85.622 | 85.952 | ||
| 21 | 2009.11.27 03:24 | t/p | 11 | 0.10 | 85.952 | 85.622 | 85.952 | 3.49 | 10033.64 |
| 22 | 2009.11.27 03:35 | buy | 12 | 0.10 | 85.904 | 85.604 | 85.934 | ||
| 23 | 2009.11.27 03:45 | t/p | 12 | 0.10 | 85.934 | 85.604 | 85.934 | 3.49 | 10037.13 |
| 24 | 2009.11.27 03:49 | buy | 13 | 0.10 | 85.903 | 85.603 | 85.933 | ||
| 25 | 2009.11.27 03:50 | t/p | 13 | 0.10 | 85.933 | 85.603 | 85.933 | 3.49 | 10040.62 |
| 26 | 2009.11.27 03:54 | t/p | 10 | 0.10 | 85.986 | 85.656 | 85.986 | 3.49 | 10044.11 |