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 | 646.22 | Gross profit | 1088.64 | Gross loss | -442.42 |
| Profit factor | 2.46 | Expected payoff | 323.11 | ||
| Absolute drawdown | 4906.38 | Maximal drawdown | 4910.86 (49.09%) | Relative drawdown | 49.09% (4910.86) |
| 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 | 1088.64 | loss trade | -442.42 | |
| Average | profit trade | 1088.64 | loss trade | -442.42 | |
| Maximum | consecutive wins (profit in money) | 1 (1088.64) | consecutive losses (loss in money) | 1 (-442.42) | |
| Maximal | consecutive profit (count of wins) | 1088.64 (1) | consecutive loss (count of losses) | -442.42 (1) | |
| Average | consecutive wins | 1 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.18 02:20 | buy | 1 | 1.00 | 89.316 | 88.316 | 90.316 | ||
| 2 | 2009.11.18 10:53 | sell | 2 | 10.00 | 89.040 | 90.040 | 88.040 | ||
| 3 | 2009.11.19 08:13 | close | 2 | 10.00 | 88.942 | 90.040 | 88.040 | 1088.64 | 11088.64 |
| 4 | 2009.11.19 08:13 | close | 1 | 1.00 | 88.922 | 88.316 | 90.316 | -442.42 | 10646.22 |