Strategy Tester Report
AlpariUK-Demo (Build 225)
Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
Period | 1 Hour (H1) 2009.11.03 02:00 - 2009.11.30 00:00 (2009.11.01 - 2009.11.30) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | Lots=1; | ||||
Bars in test | 551 | Ticks modelled | 11401 | Modelling quality | n/a |
Mismatched charts errors | 4 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 1120.79 | Gross profit | 4500.16 | Gross loss | -3379.37 |
Profit factor | 1.33 | Expected payoff | 160.11 | ||
Absolute drawdown | 1603.43 | Maximal drawdown | 1995.49 (19.20%) | Relative drawdown | 19.20% (1995.49) |
Total trades | 7 | Short positions (won %) | 4 (100.00%) | Long positions (won %) | 3 (0.00%) |
Profit trades (% of total) | 4 (57.14%) | Loss trades (% of total) | 3 (42.86%) | ||
Largest | profit trade | 1139.70 | loss trade | -1133.86 | |
Average | profit trade | 1125.04 | loss trade | -1126.46 | |
Maximum | consecutive wins (profit in money) | 3 (3399.20) | consecutive losses (loss in money) | 2 (-2267.72) | |
Maximal | consecutive profit (count of wins) | 3399.20 (3) | consecutive loss (count of losses) | -2267.72 (2) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.04 11:00 | buy | 1 | 1.00 | 90.954 | 89.954 | 91.954 | ||
2 | 2009.11.05 11:00 | sell | 2 | 1.00 | 90.189 | 91.189 | 89.189 | ||
3 | 2009.11.06 15:20 | s/l | 1 | 1.00 | 89.954 | 89.954 | 91.954 | -1111.65 | 8888.35 |
4 | 2009.11.16 19:20 | t/p | 2 | 1.00 | 89.189 | 91.189 | 89.189 | 1100.96 | 9989.31 |
5 | 2009.11.19 09:00 | sell | 3 | 1.00 | 88.906 | 89.906 | 87.906 | ||
6 | 2009.11.19 11:00 | sell | 4 | 1.00 | 88.945 | 89.945 | 87.945 | ||
7 | 2009.11.23 19:00 | buy | 5 | 1.00 | 89.127 | 88.127 | 90.127 | ||
8 | 2009.11.23 19:00 | buy | 6 | 1.00 | 89.127 | 88.127 | 90.127 | ||
9 | 2009.11.24 08:00 | sell | 7 | 1.00 | 88.683 | 89.683 | 87.683 | ||
10 | 2009.11.25 10:02 | s/l | 5 | 1.00 | 88.127 | 88.127 | 90.127 | -1133.86 | 8855.45 |
11 | 2009.11.25 10:02 | s/l | 6 | 1.00 | 88.127 | 88.127 | 90.127 | -1133.86 | 7721.59 |
12 | 2009.11.25 10:15 | t/p | 3 | 1.00 | 87.906 | 89.906 | 87.906 | 1129.75 | 8851.34 |
13 | 2009.11.25 10:15 | t/p | 4 | 1.00 | 87.945 | 89.945 | 87.945 | 1129.75 | 9981.09 |
14 | 2009.11.25 10:20 | t/p | 7 | 1.00 | 87.683 | 89.683 | 87.683 | 1139.70 | 11120.79 |