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; 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 | 1078.50 | Gross profit | 1592.00 | Gross loss | -513.50 |
| Profit factor | 3.10 | Expected payoff | 539.25 | ||
| Absolute drawdown | 5176.79 | Maximal drawdown | 5190.22 (51.83%) | Relative drawdown | 51.83% (5190.22) |
| Total trades | 2 | Short positions (won %) | 1 (100.00%) | Long positions (won %) | 1 (0.00%) |
| Profit trades (% of total) | 1 (50.00%) | Loss trades (% of total) | 1 (50.00%) | ||
| Largest | profit trade | 1592.00 | loss trade | -513.50 | |
| Average | profit trade | 1592.00 | loss trade | -513.50 | |
| Maximum | consecutive wins (profit in money) | 1 (1592.00) | consecutive losses (loss in money) | 1 (-513.50) | |
| Maximal | consecutive profit (count of wins) | 1592.00 (1) | consecutive loss (count of losses) | -513.50 (1) | |
| Average | consecutive wins | 1 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.18 02:10 | buy | 1 | 1.00 | 89.308 | 88.308 | 90.308 | ||
| 2 | 2009.11.18 10:50 | sell | 2 | 10.00 | 89.015 | 90.015 | 88.015 | ||
| 3 | 2009.11.19 08:50 | close | 2 | 10.00 | 88.870 | 90.015 | 88.015 | 1592.00 | 11592.00 |
| 4 | 2009.11.19 08:50 | close | 1 | 1.00 | 88.850 | 88.308 | 90.308 | -513.50 | 11078.50 |