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 | Lots=0.1; p=23; TakeProfit=980; | ||||
Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
Mismatched charts errors | 113 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -429.80 | Gross profit | 33.08 | Gross loss | -462.88 |
Profit factor | 0.07 | Expected payoff | -85.96 | ||
Absolute drawdown | 1256.40 | Maximal drawdown | 1256.40 (12.56%) | Relative drawdown | 12.56% (1256.40) |
Total trades | 5 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 5 (20.00%) |
Profit trades (% of total) | 1 (20.00%) | Loss trades (% of total) | 4 (80.00%) | ||
Largest | profit trade | 33.08 | loss trade | -152.89 | |
Average | profit trade | 33.08 | loss trade | -115.72 | |
Maximum | consecutive wins (profit in money) | 1 (33.08) | consecutive losses (loss in money) | 4 (-462.88) | |
Maximal | consecutive profit (count of wins) | 33.08 (1) | consecutive loss (count of losses) | -462.88 (4) | |
Average | consecutive wins | 1 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.25 12:00 | buy | 1 | 0.10 | 87.785 | 0.000 | 88.765 | ||
2 | 2009.11.25 17:00 | buy | 2 | 0.10 | 87.677 | 0.000 | 88.657 | ||
3 | 2009.11.26 02:00 | buy | 3 | 0.10 | 87.410 | 0.000 | 88.390 | ||
4 | 2009.11.26 08:00 | buy | 4 | 0.10 | 86.981 | 0.000 | 87.961 | ||
5 | 2009.11.27 02:00 | buy | 5 | 0.10 | 86.176 | 0.000 | 87.156 | ||
6 | 2009.11.27 22:59 | close at stop | 5 | 0.10 | 86.462 | 0.000 | 87.156 | 33.08 | 10033.08 |
7 | 2009.11.27 22:59 | close at stop | 4 | 0.10 | 86.462 | 0.000 | 87.961 | -60.00 | 9973.08 |
8 | 2009.11.27 22:59 | close at stop | 3 | 0.10 | 86.462 | 0.000 | 88.390 | -109.61 | 9863.48 |
9 | 2009.11.27 22:59 | close at stop | 2 | 0.10 | 86.462 | 0.000 | 88.657 | -140.39 | 9723.09 |
10 | 2009.11.27 22:59 | close at stop | 1 | 0.10 | 86.462 | 0.000 | 88.765 | -152.89 | 9570.20 |