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 | x="Настройки BB:"; BB1=20; BB2=20; BB3=20; x1="Настройки RSI:"; RSI=14; predel=6; otstup=10; Lots=1; | ||||
| Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
| Mismatched charts errors | 113 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -1056.58 | Gross profit | 492.29 | Gross loss | -1548.87 |
| Profit factor | 0.32 | Expected payoff | -105.66 | ||
| Absolute drawdown | 1925.19 | Maximal drawdown | 2185.68 (21.30%) | Relative drawdown | 21.30% (2185.68) |
| Total trades | 10 | Short positions (won %) | 3 (33.33%) | Long positions (won %) | 7 (71.43%) |
| Profit trades (% of total) | 6 (60.00%) | Loss trades (% of total) | 4 (40.00%) | ||
| Largest | profit trade | 330.78 | loss trade | -820.21 | |
| Average | profit trade | 82.05 | loss trade | -387.22 | |
| Maximum | consecutive wins (profit in money) | 2 (90.42) | consecutive losses (loss in money) | 2 (-612.24) | |
| Maximal | consecutive profit (count of wins) | 330.78 (1) | consecutive loss (count of losses) | -820.21 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.04 13:00 | sell | 1 | 1.00 | 90.835 | 91.047 | 0.000 | ||
| 2 | 2009.11.04 17:00 | close | 1 | 0.50 | 90.824 | 91.047 | 0.000 | 6.06 | 10006.06 |
| 3 | 2009.11.04 17:00 | sell | 2 | 0.50 | 90.835 | 91.047 | 0.000 | ||
| 4 | 2009.11.04 20:15 | s/l | 2 | 0.50 | 91.047 | 91.047 | 0.000 | -116.42 | 9889.64 |
| 5 | 2009.11.06 20:00 | buy | 3 | 1.00 | 89.854 | 89.598 | 0.000 | ||
| 6 | 2009.11.09 03:00 | modify | 3 | 1.00 | 89.854 | 89.854 | 0.000 | ||
| 7 | 2009.11.09 03:00 | close | 3 | 0.50 | 90.016 | 89.854 | 0.000 | 90.20 | 9979.84 |
| 8 | 2009.11.09 03:00 | buy | 4 | 0.50 | 89.854 | 89.854 | 0.000 | ||
| 9 | 2009.11.09 11:33 | s/l | 4 | 0.50 | 89.854 | 89.854 | 0.000 | 0.22 | 9980.06 |
| 10 | 2009.11.12 19:00 | sell | 5 | 1.00 | 90.422 | 90.586 | 0.000 | ||
| 11 | 2009.11.12 19:03 | s/l | 5 | 1.00 | 90.586 | 90.586 | 0.000 | -181.04 | 9799.02 |
| 12 | 2009.11.16 22:00 | buy | 6 | 1.00 | 89.121 | 88.738 | 0.000 | ||
| 13 | 2009.11.17 09:25 | s/l | 6 | 1.00 | 88.738 | 88.738 | 0.000 | -431.20 | 9367.82 |
| 14 | 2009.11.25 15:00 | buy | 7 | 1.00 | 87.543 | 87.370 | 0.000 | ||
| 15 | 2009.11.25 17:00 | modify | 7 | 1.00 | 87.543 | 87.543 | 0.000 | ||
| 16 | 2009.11.25 17:00 | close | 7 | 0.50 | 87.657 | 87.543 | 0.000 | 65.03 | 9432.85 |
| 17 | 2009.11.25 17:00 | buy | 8 | 0.50 | 87.543 | 87.543 | 0.000 | ||
| 18 | 2009.11.25 19:06 | s/l | 8 | 0.50 | 87.543 | 87.543 | 0.000 | 0.00 | 9432.85 |
| 19 | 2009.11.26 08:00 | buy | 9 | 1.00 | 86.981 | 86.273 | 0.000 | ||
| 20 | 2009.11.27 00:11 | s/l | 9 | 1.00 | 86.273 | 86.273 | 0.000 | -820.21 | 8612.64 |
| 21 | 2009.11.27 02:00 | buy | 10 | 1.00 | 86.176 | 85.065 | 0.000 | ||
| 22 | 2009.11.27 22:59 | close at stop | 10 | 1.00 | 86.462 | 85.065 | 0.000 | 330.78 | 8943.42 |