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 | MagicNumber=0; SignalMail=false; EachTickMode=false; Lots=0.1; Slippage=3; StopLossMode=false; StopLoss=60; TakeProfitMode=false; TakeProfit=100; TrailingStopMode=false; TrailingStop=30; UseHourTrade=false; FromHourTrade=17; ToHourTrade=10; RequiredStochLevelSell=false; StochSell=40; RequiredStochLevelBuy=false; StochBuy=60; stochShort=1; stochMed=20; stochLong=50; ShortStochSellEntry=80; ShortStochBuyEntry=20; MaxStochDiffMedvsLong=false; MaxStochDifference=8; AdditionalTimeFilter=false; hour=18; EMAPeriod=40; | ||||
| Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
| Mismatched charts errors | 113 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -370.72 | Gross profit | 3.26 | Gross loss | -373.98 |
| Profit factor | 0.01 | Expected payoff | -123.57 | ||
| Absolute drawdown | 517.54 | Maximal drawdown | 521.86 (5.22%) | Relative drawdown | 5.22% (521.86) |
| Total trades | 3 | Short positions (won %) | 1 (100.00%) | Long positions (won %) | 2 (0.00%) |
| Profit trades (% of total) | 1 (33.33%) | Loss trades (% of total) | 2 (66.67%) | ||
| Largest | profit trade | 3.26 | loss trade | -349.62 | |
| Average | profit trade | 3.26 | loss trade | -186.99 | |
| Maximum | consecutive wins (profit in money) | 1 (3.26) | consecutive losses (loss in money) | 1 (-349.62) | |
| Maximal | consecutive profit (count of wins) | 3.26 (1) | consecutive loss (count of losses) | -349.62 (1) | |
| Average | consecutive wins | 1 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.04 21:00 | buy | 1 | 0.10 | 90.818 | 0.000 | 0.000 | ||
| 2 | 2009.11.05 16:00 | close | 1 | 0.10 | 90.596 | 0.000 | 0.000 | -24.37 | 9975.63 |
| 3 | 2009.11.06 22:00 | sell | 2 | 0.10 | 89.958 | 0.000 | 0.000 | ||
| 4 | 2009.11.09 23:00 | close | 2 | 0.10 | 89.928 | 0.000 | 0.000 | 3.26 | 9978.90 |
| 5 | 2009.11.23 21:00 | buy | 3 | 0.10 | 89.011 | 0.000 | 0.000 | ||
| 6 | 2009.11.27 04:00 | close | 3 | 0.10 | 86.002 | 0.000 | 0.000 | -349.62 | 9629.28 |