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 | EOD=24; BreakEven=10; StopLoss=50; TrailingStopStep=20; TakeProfit=15; Lots=0.1; Pips=5; StartingBalance=5000; timeframe=0; | ||||
| Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
| Mismatched charts errors | 113 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -34.94 | Gross profit | 0.00 | Gross loss | -34.94 |
| Profit factor | 0.00 | Expected payoff | -11.65 | ||
| Absolute drawdown | 34.94 | Maximal drawdown | 34.94 (0.35%) | Relative drawdown | 0.35% (34.94) |
| Total trades | 3 | Short positions (won %) | 1 (0.00%) | Long positions (won %) | 2 (0.00%) |
| Profit trades (% of total) | 0 (0.00%) | Loss trades (% of total) | 3 (100.00%) | ||
| Largest | profit trade | 0.00 | loss trade | -11.96 | |
| Average | profit trade | 0.00 | loss trade | -11.65 | |
| Maximum | consecutive wins (profit in money) | 0 (0.00) | consecutive losses (loss in money) | 3 (-34.94) | |
| Maximal | consecutive profit (count of wins) | 0.00 (0) | consecutive loss (count of losses) | -34.94 (3) | |
| Average | consecutive wins | 0 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.04 00:00 | buy | 1 | 0.20 | 90.348 | 90.294 | 90.359 | ||
| 2 | 2009.11.04 00:02 | s/l | 1 | 0.20 | 90.294 | 90.294 | 90.359 | -11.96 | 9988.04 |
| 3 | 2009.11.13 00:00 | buy | 2 | 0.20 | 90.399 | 90.346 | 90.411 | ||
| 4 | 2009.11.13 00:31 | s/l | 2 | 0.20 | 90.346 | 90.346 | 90.411 | -11.74 | 9976.30 |
| 5 | 2009.11.20 00:00 | sell | 3 | 0.20 | 88.920 | 88.970 | 88.905 | ||
| 6 | 2009.11.20 00:08 | s/l | 3 | 0.20 | 88.970 | 88.970 | 88.905 | -11.24 | 9965.06 |