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 | Expert_Name=""----"; MagicNumberBase=10000; SignalMail=false; EachTickMode=false; Lots=1; Slippage=3; StopLossMode=false; StopLoss=30; TakeProfitMode=false; TakeProfit=150; TrailingStopMode=false; TrailingStop=30; sm0="--Trading Hours Filter--"; sm2="UseTradingHours - Enter 0 for false, 1 for true"; UseTradingHours=1; sm3="Trade Session 1 - Enter 0 for false, 1 for true"; TradeSession1=1; Session1Start=300; Session1Stop=500; sm4="Trade Session 2 - Enter 0 for false, 1 for true"; TradeSession2=1; Session2Start=800; Session2Stop=1300; sm5="Trade Session 3 - Enter 0 for false, 1 for true"; TradeSession3=1; Session3Start=1400; Session3Stop=1915; sm6="Trade Session 4 - Enter 0 for false, 1 for true"; TradeSession4=0; Session4Start=1330; Session4Stop=1500; sm7="Trade Session 5 - Enter 0 for false, 1 for true"; TradeSession5=0; Session5Start=1700; Session5Stop=1900; | ||||
| Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
| Mismatched charts errors | 113 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -2053.98 | Gross profit | 954.75 | Gross loss | -3008.73 |
| Profit factor | 0.32 | Expected payoff | -114.11 | ||
| Absolute drawdown | 2271.75 | Maximal drawdown | 2838.91 (26.87%) | Relative drawdown | 26.87% (2838.91) |
| Total trades | 18 | Short positions (won %) | 4 (50.00%) | Long positions (won %) | 14 (21.43%) |
| Profit trades (% of total) | 5 (27.78%) | Loss trades (% of total) | 13 (72.22%) | ||
| Largest | profit trade | 323.60 | loss trade | -635.82 | |
| Average | profit trade | 190.95 | loss trade | -231.44 | |
| Maximum | consecutive wins (profit in money) | 2 (159.30) | consecutive losses (loss in money) | 6 (-1901.17) | |
| Maximal | consecutive profit (count of wins) | 323.60 (1) | consecutive loss (count of losses) | -1901.17 (6) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.03 16:00 | buy | 1 | 1.00 | 90.453 | 0.000 | 0.000 | ||
| 2 | 2009.11.04 02:00 | close | 1 | 1.00 | 90.119 | 0.000 | 0.000 | -370.29 | 9629.71 |
| 3 | 2009.11.04 08:00 | buy | 2 | 1.00 | 90.456 | 0.000 | 0.000 | ||
| 4 | 2009.11.04 22:00 | close | 2 | 1.00 | 90.584 | 0.000 | 0.000 | 141.31 | 9771.02 |
| 5 | 2009.11.05 15:00 | buy | 3 | 1.00 | 90.587 | 0.000 | 0.000 | ||
| 6 | 2009.11.06 04:00 | close | 3 | 1.00 | 90.603 | 0.000 | 0.000 | 17.99 | 9789.01 |
| 7 | 2009.11.06 14:00 | buy | 4 | 1.00 | 90.693 | 0.000 | 0.000 | ||
| 8 | 2009.11.06 15:00 | close | 4 | 1.00 | 90.120 | 0.000 | 0.000 | -635.82 | 9153.19 |
| 9 | 2009.11.09 04:00 | buy | 5 | 1.00 | 90.212 | 0.000 | 0.000 | ||
| 10 | 2009.11.09 11:00 | close | 5 | 1.00 | 90.014 | 0.000 | 0.000 | -219.97 | 8933.22 |
| 11 | 2009.11.09 13:00 | sell | 6 | 1.00 | 89.879 | 0.000 | 0.000 | ||
| 12 | 2009.11.09 20:00 | close | 6 | 1.00 | 89.973 | 0.000 | 0.000 | -104.48 | 8828.74 |
| 13 | 2009.11.10 12:00 | buy | 7 | 1.00 | 90.122 | 0.000 | 0.000 | ||
| 14 | 2009.11.10 15:00 | close | 7 | 1.00 | 89.788 | 0.000 | 0.000 | -371.99 | 8456.75 |
| 15 | 2009.11.11 03:00 | sell | 8 | 1.00 | 89.525 | 0.000 | 0.000 | ||
| 16 | 2009.11.11 08:00 | close | 8 | 1.00 | 89.823 | 0.000 | 0.000 | -331.76 | 8124.99 |
| 17 | 2009.11.11 09:00 | buy | 9 | 1.00 | 90.028 | 0.000 | 0.000 | ||
| 18 | 2009.11.11 21:00 | close | 9 | 1.00 | 89.815 | 0.000 | 0.000 | -237.15 | 7887.84 |
| 19 | 2009.11.12 14:00 | buy | 10 | 1.00 | 89.998 | 0.000 | 0.000 | ||
| 20 | 2009.11.13 03:00 | close | 10 | 1.00 | 90.241 | 0.000 | 0.000 | 269.61 | 8157.45 |
| 21 | 2009.11.13 08:00 | buy | 11 | 1.00 | 90.391 | 0.000 | 0.000 | ||
| 22 | 2009.11.13 10:00 | close | 11 | 1.00 | 90.156 | 0.000 | 0.000 | -260.66 | 7896.79 |
| 23 | 2009.11.16 16:00 | sell | 12 | 1.00 | 89.444 | 0.000 | 0.000 | ||
| 24 | 2009.11.17 13:00 | close | 12 | 1.00 | 89.155 | 0.000 | 0.000 | 323.60 | 8220.39 |
| 25 | 2009.11.17 14:00 | buy | 13 | 1.00 | 89.285 | 0.000 | 0.000 | ||
| 26 | 2009.11.18 02:00 | close | 13 | 1.00 | 89.229 | 0.000 | 0.000 | -62.43 | 8157.96 |
| 27 | 2009.11.18 16:00 | buy | 14 | 1.00 | 89.255 | 0.000 | 0.000 | ||
| 28 | 2009.11.19 03:00 | close | 14 | 1.00 | 89.175 | 0.000 | 0.000 | -88.72 | 8069.24 |
| 29 | 2009.11.19 04:00 | sell | 15 | 1.00 | 89.185 | 0.000 | 0.000 | ||
| 30 | 2009.11.19 21:00 | close | 15 | 1.00 | 89.005 | 0.000 | 0.000 | 202.24 | 8271.48 |
| 31 | 2009.11.20 14:00 | buy | 16 | 1.00 | 88.980 | 0.000 | 0.000 | ||
| 32 | 2009.11.23 00:00 | close | 16 | 1.00 | 88.818 | 0.000 | 0.000 | -182.07 | 8089.41 |
| 33 | 2009.11.23 17:00 | buy | 17 | 1.00 | 88.974 | 0.000 | 0.000 | ||
| 34 | 2009.11.24 01:00 | close | 17 | 1.00 | 88.911 | 0.000 | 0.000 | -70.53 | 8018.88 |
| 35 | 2009.11.27 11:00 | buy | 18 | 1.00 | 86.525 | 0.000 | 0.000 | ||
| 36 | 2009.11.27 22:59 | close at stop | 18 | 1.00 | 86.462 | 0.000 | 0.000 | -72.86 | 7946.02 |