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 | 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 | 11401 | Modelling quality | n/a |
| Mismatched charts errors | 4 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 5596.06 | Gross profit | 7085.09 | Gross loss | -1489.03 |
| Profit factor | 4.76 | Expected payoff | 466.34 | ||
| Absolute drawdown | 5476.32 | Maximal drawdown | 6028.16 (57.13%) | Relative drawdown | 57.13% (6028.16) |
| Total trades | 12 | Short positions (won %) | 5 (100.00%) | Long positions (won %) | 7 (57.14%) |
| Profit trades (% of total) | 9 (75.00%) | Loss trades (% of total) | 3 (25.00%) | ||
| Largest | profit trade | 1615.33 | loss trade | -513.50 | |
| Average | profit trade | 787.23 | loss trade | -496.34 | |
| Maximum | consecutive wins (profit in money) | 4 (2149.19) | consecutive losses (loss in money) | 1 (-513.50) | |
| Maximal | consecutive profit (count of wins) | 2250.81 (3) | consecutive loss (count of losses) | -513.50 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.09 14:00 | sell | 1 | 1.00 | 89.924 | 90.924 | 88.924 | ||
| 2 | 2009.11.09 15:20 | sell | 2 | 10.00 | 89.724 | 90.724 | 88.724 | ||
| 3 | 2009.11.11 01:02 | close | 2 | 10.00 | 89.688 | 90.724 | 88.724 | 374.99 | 10374.99 |
| 4 | 2009.11.11 01:02 | close | 1 | 1.00 | 89.688 | 90.924 | 88.924 | 260.49 | 10635.48 |
| 5 | 2009.11.16 07:00 | buy | 3 | 1.00 | 89.580 | 88.580 | 90.580 | ||
| 6 | 2009.11.16 16:45 | sell | 4 | 10.00 | 89.290 | 90.290 | 88.290 | ||
| 7 | 2009.11.16 19:20 | close | 4 | 10.00 | 89.146 | 90.290 | 88.290 | 1615.33 | 12250.81 |
| 8 | 2009.11.16 19:20 | close | 3 | 1.00 | 89.126 | 88.580 | 90.580 | -509.39 | 11741.42 |
| 9 | 2009.11.18 02:10 | buy | 5 | 1.00 | 89.308 | 88.308 | 90.308 | ||
| 10 | 2009.11.18 10:50 | sell | 6 | 10.00 | 89.015 | 90.015 | 88.015 | ||
| 11 | 2009.11.19 08:50 | close | 6 | 10.00 | 88.870 | 90.015 | 88.015 | 1592.00 | 13333.42 |
| 12 | 2009.11.19 08:50 | close | 5 | 1.00 | 88.850 | 88.308 | 90.308 | -513.50 | 12819.92 |
| 13 | 2009.11.19 23:00 | buy | 7 | 1.00 | 88.978 | 87.978 | 89.978 | ||
| 14 | 2009.11.20 07:32 | sell | 8 | 10.00 | 88.682 | 89.682 | 87.682 | ||
| 15 | 2009.11.23 08:20 | close | 8 | 10.00 | 88.584 | 89.682 | 87.682 | 1093.09 | 13913.01 |
| 16 | 2009.11.23 08:20 | close | 7 | 1.00 | 88.564 | 87.978 | 89.978 | -466.14 | 13446.87 |
| 17 | 2009.11.27 08:00 | buy | 9 | 1.00 | 85.918 | 84.918 | 86.918 | ||
| 18 | 2009.11.27 08:45 | buy | 10 | 10.00 | 86.135 | 85.135 | 87.135 | ||
| 19 | 2009.11.27 08:50 | close | 10 | 10.00 | 86.184 | 85.135 | 87.135 | 568.55 | 14015.42 |
| 20 | 2009.11.27 08:50 | close | 9 | 1.00 | 86.184 | 84.918 | 86.918 | 308.64 | 14324.06 |
| 21 | 2009.11.27 08:52 | buy | 11 | 1.00 | 86.158 | 85.158 | 87.158 | ||
| 22 | 2009.11.27 09:15 | buy | 12 | 10.00 | 86.400 | 85.400 | 87.400 | ||
| 23 | 2009.11.27 09:20 | close | 12 | 10.00 | 86.478 | 85.400 | 87.400 | 901.96 | 15226.02 |
| 24 | 2009.11.27 09:20 | close | 11 | 1.00 | 86.478 | 85.158 | 87.158 | 370.04 | 15596.06 |