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 | TakeProfit=100; StopLoss=3000; | ||||
Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
Mismatched charts errors | 113 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -257.57 | Gross profit | 89.06 | Gross loss | -346.64 |
Profit factor | 0.26 | Expected payoff | -28.62 | ||
Absolute drawdown | 270.90 | Maximal drawdown | 353.55 (3.51%) | Relative drawdown | 3.51% (353.55) |
Total trades | 9 | Short positions (won %) | 4 (100.00%) | Long positions (won %) | 5 (80.00%) |
Profit trades (% of total) | 8 (88.89%) | Loss trades (% of total) | 1 (11.11%) | ||
Largest | profit trade | 11.49 | loss trade | -346.64 | |
Average | profit trade | 11.13 | loss trade | -346.64 | |
Maximum | consecutive wins (profit in money) | 7 (77.57) | consecutive losses (loss in money) | 1 (-346.64) | |
Maximal | consecutive profit (count of wins) | 77.57 (7) | consecutive loss (count of losses) | -346.64 (1) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 02:00 | buy | 1 | 0.10 | 90.473 | 87.473 | 90.573 | ||
2 | 2009.11.03 16:02 | t/p | 1 | 0.10 | 90.573 | 87.473 | 90.573 | 11.04 | 10011.04 |
3 | 2009.11.04 00:00 | sell | 2 | 0.10 | 90.328 | 93.328 | 90.228 | ||
4 | 2009.11.04 01:32 | t/p | 2 | 0.10 | 90.228 | 93.328 | 90.228 | 11.08 | 10022.12 |
5 | 2009.11.05 00:00 | sell | 3 | 0.10 | 90.844 | 93.844 | 90.744 | ||
6 | 2009.11.05 00:12 | t/p | 3 | 0.10 | 90.744 | 93.844 | 90.744 | 11.02 | 10033.14 |
7 | 2009.11.06 00:00 | sell | 4 | 0.10 | 90.747 | 93.747 | 90.647 | ||
8 | 2009.11.06 02:50 | t/p | 4 | 0.10 | 90.647 | 93.747 | 90.647 | 11.03 | 10044.17 |
9 | 2009.11.11 11:00 | buy | 5 | 0.10 | 89.958 | 86.958 | 90.058 | ||
10 | 2009.11.12 14:03 | t/p | 5 | 0.10 | 90.058 | 86.958 | 90.058 | 11.23 | 10055.40 |
11 | 2009.11.12 14:03 | buy | 6 | 0.10 | 90.078 | 87.078 | 90.178 | ||
12 | 2009.11.12 14:30 | t/p | 6 | 0.10 | 90.178 | 87.078 | 90.178 | 11.09 | 10066.49 |
13 | 2009.11.13 00:00 | sell | 7 | 0.10 | 90.379 | 93.379 | 90.279 | ||
14 | 2009.11.13 01:03 | t/p | 7 | 0.10 | 90.279 | 93.379 | 90.279 | 11.08 | 10077.57 |
15 | 2009.11.17 18:00 | buy | 8 | 0.10 | 89.430 | 86.430 | 89.530 | ||
16 | 2009.11.26 05:51 | s/l | 8 | 0.10 | 86.430 | 86.430 | 89.530 | -346.64 | 9730.94 |
17 | 2009.11.27 16:00 | buy | 9 | 0.10 | 86.896 | 83.896 | 86.996 | ||
18 | 2009.11.27 16:11 | t/p | 9 | 0.10 | 86.996 | 83.896 | 86.996 | 11.49 | 9742.43 |