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 | myMagic=1; TakeProfit=700; StopLoss=200; BreakEvenStop=5000; TrailingStop=5000; slippage=2; OrderTriesNumber=2; Lots=0.1; MinLot=0.1; MaximumRisk=5; FixedLot=false; ip1="__HMA env__"; _maPeriod=20; deviation=0.5; price1=0; price2=0; ip2="__HMA angle__"; _maPeriodA=20; priceA=0; DirectionFilter=0; Angle=0; OpenOutside=0; ExitAtClose=0; FlatExit=0; EAName="HMAchan"; | ||||
Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
Mismatched charts errors | 113 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -115.69 | Gross profit | 492.73 | Gross loss | -608.43 |
Profit factor | 0.81 | Expected payoff | -6.81 | ||
Absolute drawdown | 297.81 | Maximal drawdown | 348.36 (3.47%) | Relative drawdown | 3.47% (348.36) |
Total trades | 17 | Short positions (won %) | 8 (37.50%) | Long positions (won %) | 9 (11.11%) |
Profit trades (% of total) | 4 (23.53%) | Loss trades (% of total) | 13 (76.47%) | ||
Largest | profit trade | 164.09 | loss trade | -70.30 | |
Average | profit trade | 123.18 | loss trade | -46.80 | |
Maximum | consecutive wins (profit in money) | 1 (164.09) | consecutive losses (loss in money) | 6 (-271.33) | |
Maximal | consecutive profit (count of wins) | 164.09 (1) | consecutive loss (count of losses) | -271.33 (6) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 16:02 | buy | 1 | 0.30 | 90.548 | 90.348 | 91.248 | ||
2 | 2009.11.03 16:12 | s/l | 1 | 0.30 | 90.348 | 90.348 | 91.248 | -66.41 | 9933.59 |
3 | 2009.11.04 09:32 | buy | 2 | 0.20 | 90.778 | 90.578 | 91.478 | ||
4 | 2009.11.04 21:57 | s/l | 2 | 0.20 | 90.578 | 90.578 | 91.478 | -44.16 | 9889.43 |
5 | 2009.11.06 14:40 | sell | 3 | 0.20 | 90.093 | 90.293 | 89.393 | ||
6 | 2009.11.09 03:58 | close | 3 | 0.20 | 90.216 | 90.293 | 89.393 | -27.42 | 9862.01 |
7 | 2009.11.09 03:58 | buy | 4 | 0.20 | 90.216 | 90.016 | 90.916 | ||
8 | 2009.11.09 05:22 | s/l | 4 | 0.20 | 90.016 | 90.016 | 90.916 | -44.44 | 9817.57 |
9 | 2009.11.11 08:33 | buy | 5 | 0.20 | 89.973 | 89.773 | 90.673 | ||
10 | 2009.11.11 15:03 | s/l | 5 | 0.20 | 89.773 | 89.773 | 90.673 | -44.56 | 9773.01 |
11 | 2009.11.12 14:31 | buy | 6 | 0.20 | 90.245 | 90.045 | 90.945 | ||
12 | 2009.11.13 10:07 | s/l | 6 | 0.20 | 90.045 | 90.045 | 90.945 | -44.33 | 9728.67 |
13 | 2009.11.13 10:27 | sell | 7 | 0.20 | 89.767 | 89.967 | 89.067 | ||
14 | 2009.11.16 19:58 | t/p | 7 | 0.20 | 89.067 | 89.967 | 89.067 | 157.04 | 9885.71 |
15 | 2009.11.16 20:07 | sell | 8 | 0.20 | 88.841 | 89.041 | 88.141 | ||
16 | 2009.11.16 21:24 | s/l | 8 | 0.20 | 89.041 | 89.041 | 88.141 | -44.93 | 9840.78 |
17 | 2009.11.17 13:18 | buy | 9 | 0.20 | 89.435 | 89.235 | 90.135 | ||
18 | 2009.11.17 14:18 | s/l | 9 | 0.20 | 89.235 | 89.235 | 90.135 | -44.83 | 9795.95 |
19 | 2009.11.25 10:17 | sell | 10 | 0.20 | 87.807 | 88.007 | 87.107 | ||
20 | 2009.11.26 04:30 | t/p | 10 | 0.20 | 87.107 | 88.007 | 87.107 | 160.27 | 9956.22 |
21 | 2009.11.26 04:30 | sell | 11 | 0.20 | 86.816 | 87.016 | 86.116 | ||
22 | 2009.11.26 07:55 | s/l | 11 | 0.20 | 87.016 | 87.016 | 86.116 | -45.97 | 9910.25 |
23 | 2009.11.27 00:16 | sell | 12 | 0.20 | 86.021 | 86.221 | 85.321 | ||
24 | 2009.11.27 00:41 | t/p | 12 | 0.20 | 85.321 | 86.221 | 85.321 | 164.09 | 10074.34 |
25 | 2009.11.27 01:00 | sell | 13 | 0.30 | 85.153 | 85.353 | 84.453 | ||
26 | 2009.11.27 01:02 | s/l | 13 | 0.30 | 85.353 | 85.353 | 84.453 | -70.30 | 10004.04 |
27 | 2009.11.27 05:36 | buy | 14 | 0.30 | 86.382 | 86.182 | 87.082 | ||
28 | 2009.11.27 06:24 | s/l | 14 | 0.30 | 86.182 | 86.182 | 87.082 | -69.62 | 9934.42 |
29 | 2009.11.27 06:39 | buy | 15 | 0.20 | 86.379 | 86.179 | 87.079 | ||
30 | 2009.11.27 06:47 | s/l | 15 | 0.20 | 86.179 | 86.179 | 87.079 | -46.42 | 9888.00 |
31 | 2009.11.27 09:06 | buy | 16 | 0.20 | 86.365 | 86.165 | 87.065 | ||
32 | 2009.11.27 22:18 | close | 16 | 0.20 | 86.414 | 86.165 | 87.065 | 11.34 | 9899.34 |
33 | 2009.11.27 22:18 | sell | 17 | 0.20 | 86.417 | 86.617 | 85.717 | ||
34 | 2009.11.27 22:59 | close at stop | 17 | 0.20 | 86.482 | 86.617 | 85.717 | -15.03 | 9884.31 |