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; UseProfitLockStop=true; ProfitLockTriggerPips=25; ProfitLockStopLevel=3; 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 | 3.95 | Gross profit | 3.95 | Gross loss | 0.00 |
| Profit factor | Expected payoff | 1.32 | |||
| Absolute drawdown | 34.95 | Maximal drawdown | 63.99 (0.64%) | Relative drawdown | 0.64% (63.99) |
| Total trades | 3 | Short positions (won %) | 1 (100.00%) | Long positions (won %) | 2 (100.00%) |
| Profit trades (% of total) | 3 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
| Largest | profit trade | 3.28 | loss trade | 0.00 | |
| Average | profit trade | 1.32 | loss trade | 0.00 | |
| Maximum | consecutive wins (profit in money) | 3 (3.95) | consecutive losses (loss in money) | 0 (0.00) | |
| Maximal | consecutive profit (count of wins) | 3.95 (3) | consecutive loss (count of losses) | 0.00 (0) | |
| Average | consecutive wins | 3 | consecutive losses | 0 | |
| # | 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 | 2009.11.04 23:46 | modify | 1 | 0.10 | 90.818 | 90.821 | 0.000 | ||
| 3 | 2009.11.04 23:47 | s/l | 1 | 0.10 | 90.821 | 90.821 | 0.000 | 0.33 | 10000.33 |
| 4 | 2009.11.06 22:00 | sell | 2 | 0.10 | 89.958 | 0.000 | 0.000 | ||
| 5 | 2009.11.09 23:00 | close | 2 | 0.10 | 89.928 | 0.000 | 0.000 | 3.28 | 10003.62 |
| 6 | 2009.11.23 21:00 | buy | 3 | 0.10 | 89.011 | 0.000 | 0.000 | ||
| 7 | 2009.11.23 23:30 | modify | 3 | 0.10 | 89.011 | 89.014 | 0.000 | ||
| 8 | 2009.11.23 23:33 | s/l | 3 | 0.10 | 89.014 | 89.014 | 0.000 | 0.34 | 10003.96 |