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 | Lots=1; Stop_Loss=1000; Take_Profit=1000; Trailing_Stop=0; Vlim=50; fper=12; sper=26; sigper=9; stop=300; hedg=1; kh=10; lok=0; rpr=1; ttime=900; hstop=-3000; | ||||
| Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
| Mismatched charts errors | 113 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 4324.28 | Gross profit | 6477.30 | Gross loss | -2153.02 |
| Profit factor | 3.01 | Expected payoff | 308.88 | ||
| Absolute drawdown | 9338.17 | Maximal drawdown | 10008.14 (93.80%) | Relative drawdown | 93.80% (10008.14) |
| Total trades | 14 | Short positions (won %) | 5 (100.00%) | Long positions (won %) | 9 (44.44%) |
| Profit trades (% of total) | 9 (64.29%) | Loss trades (% of total) | 5 (35.71%) | ||
| Largest | profit trade | 1078.74 | loss trade | -442.09 | |
| Average | profit trade | 719.70 | loss trade | -430.60 | |
| Maximum | consecutive wins (profit in money) | 4 (1242.36) | consecutive losses (loss in money) | 1 (-442.09) | |
| Maximal | consecutive profit (count of wins) | 1242.36 (4) | consecutive loss (count of losses) | -442.09 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.09 23:01 | buy | 1 | 1.00 | 89.972 | 88.972 | 90.972 | ||
| 2 | 2009.11.10 06:42 | sell | 2 | 10.00 | 89.702 | 90.702 | 88.702 | ||
| 3 | 2009.11.11 01:02 | close | 2 | 10.00 | 89.609 | 90.702 | 88.702 | 1030.14 | 11030.14 |
| 4 | 2009.11.11 01:02 | close | 1 | 1.00 | 89.589 | 88.972 | 90.972 | -426.85 | 10603.29 |
| 5 | 2009.11.11 12:01 | buy | 3 | 1.00 | 89.920 | 88.920 | 90.920 | ||
| 6 | 2009.11.12 08:50 | sell | 4 | 10.00 | 89.651 | 90.651 | 88.651 | ||
| 7 | 2009.11.13 14:32 | close | 4 | 10.00 | 89.557 | 90.651 | 88.651 | 1041.91 | 11645.20 |
| 8 | 2009.11.13 14:32 | close | 3 | 1.00 | 89.537 | 88.920 | 90.920 | -426.44 | 11218.76 |
| 9 | 2009.11.16 07:00 | buy | 5 | 1.00 | 89.580 | 88.580 | 90.580 | ||
| 10 | 2009.11.16 16:40 | sell | 6 | 10.00 | 89.312 | 90.312 | 88.312 | ||
| 11 | 2009.11.16 19:07 | close | 6 | 10.00 | 89.219 | 90.312 | 88.312 | 1042.38 | 12261.14 |
| 12 | 2009.11.16 19:07 | close | 5 | 1.00 | 89.199 | 88.580 | 90.580 | -427.13 | 11834.01 |
| 13 | 2009.11.18 02:20 | buy | 7 | 1.00 | 89.316 | 88.316 | 90.316 | ||
| 14 | 2009.11.18 10:53 | sell | 8 | 10.00 | 89.040 | 90.040 | 88.040 | ||
| 15 | 2009.11.19 08:13 | close | 8 | 10.00 | 88.942 | 90.040 | 88.040 | 1078.74 | 12912.75 |
| 16 | 2009.11.19 08:13 | close | 7 | 1.00 | 88.922 | 88.316 | 90.316 | -442.09 | 12470.66 |
| 17 | 2009.11.19 23:00 | buy | 9 | 1.00 | 88.978 | 87.978 | 89.978 | ||
| 18 | 2009.11.20 07:30 | sell | 10 | 10.00 | 88.709 | 89.709 | 87.709 | ||
| 19 | 2009.11.23 08:13 | close | 10 | 10.00 | 88.616 | 89.709 | 87.709 | 1041.77 | 13512.43 |
| 20 | 2009.11.23 08:13 | close | 9 | 1.00 | 88.596 | 87.978 | 89.978 | -430.51 | 13081.92 |
| 21 | 2009.11.27 08:00 | buy | 11 | 1.00 | 85.918 | 84.918 | 86.918 | ||
| 22 | 2009.11.27 08:32 | buy | 12 | 10.00 | 86.069 | 85.069 | 87.069 | ||
| 23 | 2009.11.27 08:33 | close | 12 | 10.00 | 86.103 | 85.069 | 87.069 | 394.88 | 13476.80 |
| 24 | 2009.11.27 08:33 | close | 11 | 1.00 | 86.103 | 84.918 | 86.918 | 214.86 | 13691.66 |
| 25 | 2009.11.27 08:33 | buy | 13 | 1.00 | 86.122 | 85.122 | 87.122 | ||
| 26 | 2009.11.27 09:05 | buy | 14 | 10.00 | 86.272 | 85.272 | 87.272 | ||
| 27 | 2009.11.27 09:06 | close | 14 | 10.00 | 86.308 | 85.272 | 87.272 | 417.11 | 14108.77 |
| 28 | 2009.11.27 09:06 | close | 13 | 1.00 | 86.308 | 85.122 | 87.122 | 215.51 | 14324.28 |