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 MACD:"; FastEMA=12; SlowEMA=24; predel=6; x1="Настройки MA:"; SMA1=50; SMA2=100; otstup=10; x2="Значение баров для расчета Стоп-Лосс :"; stoplossbars=6; x3="Коэффициент для расчета профит уровня и закрытия половины позиций:"; pprofitum=2; x4="фильтр по ADX:"; enable=0; periodADX=14; Lots=1; | ||||
| Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
| Mismatched charts errors | 113 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 28.60 | Gross profit | 2501.76 | Gross loss | -2473.16 |
| Profit factor | 1.01 | Expected payoff | 2.86 | ||
| Absolute drawdown | 1603.31 | Maximal drawdown | 2404.96 (22.26%) | Relative drawdown | 22.26% (2404.96) |
| Total trades | 10 | Short positions (won %) | 6 (66.67%) | Long positions (won %) | 4 (0.00%) |
| Profit trades (% of total) | 4 (40.00%) | Loss trades (% of total) | 6 (60.00%) | ||
| Largest | profit trade | 1145.43 | loss trade | -559.95 | |
| Average | profit trade | 625.44 | loss trade | -412.19 | |
| Maximum | consecutive wins (profit in money) | 2 (1405.51) | consecutive losses (loss in money) | 4 (-1834.39) | |
| Maximal | consecutive profit (count of wins) | 1405.51 (2) | consecutive loss (count of losses) | -1834.39 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.04 09:00 | buy | 1 | 1.00 | 90.580 | 90.163 | 0.000 | ||
| 2 | 2009.11.05 06:00 | sell | 2 | 1.00 | 90.340 | 90.848 | 0.000 | ||
| 3 | 2009.11.05 09:47 | s/l | 1 | 1.00 | 90.163 | 90.163 | 0.000 | -461.51 | 9538.49 |
| 4 | 2009.11.05 20:00 | buy | 3 | 1.00 | 90.676 | 90.307 | 0.000 | ||
| 5 | 2009.11.06 00:32 | s/l | 2 | 1.00 | 90.848 | 90.848 | 0.000 | -559.95 | 8978.54 |
| 6 | 2009.11.06 14:32 | s/l | 3 | 1.00 | 90.307 | 90.307 | 0.000 | -408.28 | 8570.26 |
| 7 | 2009.11.06 15:00 | sell | 4 | 1.00 | 90.120 | 90.743 | 0.000 | ||
| 8 | 2009.11.12 14:00 | buy | 5 | 1.00 | 89.998 | 89.635 | 0.000 | ||
| 9 | 2009.11.13 14:30 | s/l | 5 | 1.00 | 89.635 | 89.635 | 0.000 | -404.65 | 8165.61 |
| 10 | 2009.11.17 09:00 | modify | 4 | 1.00 | 90.120 | 90.120 | 0.000 | ||
| 11 | 2009.11.17 09:00 | close | 4 | 0.50 | 88.865 | 90.120 | 0.000 | 702.66 | 8868.27 |
| 12 | 2009.11.17 09:00 | sell | 6 | 0.50 | 90.120 | 90.120 | 0.000 | ||
| 13 | 2009.11.17 17:00 | close | 6 | 0.50 | 89.410 | 90.120 | 0.000 | 393.59 | 9261.86 |
| 14 | 2009.11.18 08:00 | sell | 7 | 1.00 | 89.179 | 89.320 | 0.000 | ||
| 15 | 2009.11.18 17:19 | s/l | 7 | 1.00 | 89.320 | 89.320 | 0.000 | -157.85 | 9104.01 |
| 16 | 2009.11.23 18:00 | buy | 8 | 1.00 | 89.154 | 88.727 | 0.000 | ||
| 17 | 2009.11.24 04:00 | sell | 9 | 1.00 | 88.890 | 89.051 | 0.000 | ||
| 18 | 2009.11.24 07:33 | s/l | 8 | 1.00 | 88.727 | 88.727 | 0.000 | -480.92 | 8623.09 |
| 19 | 2009.11.24 15:00 | modify | 9 | 1.00 | 88.890 | 88.890 | 0.000 | ||
| 20 | 2009.11.24 15:00 | close | 9 | 0.50 | 88.430 | 88.890 | 0.000 | 260.09 | 8883.18 |
| 21 | 2009.11.24 15:00 | sell | 10 | 0.50 | 88.890 | 88.890 | 0.000 | ||
| 22 | 2009.11.27 16:00 | close | 10 | 0.50 | 86.896 | 88.890 | 0.000 | 1145.43 | 10028.60 |