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 | MAGICMA=72609; Lots=0.1; DecreaseFactor=0; UseMoneyManagement=false; MaximumRisk=0.01; Max_Lot_Size=50; Max_Num_Lots=500; LongPer=30; ShortPer=5; LongRSX=14; ShortRSX=14; LongParBuy=50; ShortParBuy=25; LongParSell=50; ShortParSell=75; LongTrendSpread=3; s2=""__________________Take"; s2a=""..................Mode"; s2b=""..................Mode"; s2c=""..................Mode"; UseTakeProfit=false; TakeProfitMode=1; s3=""__________________Stop"; s31=""..................Mode"; s32=""..................Mode"; s33=""..................Mode"; UseStopLoss=false; StopMode=1; s4=""__________________Trailing"; s41=""..................Mode"; s42=""..................Mode"; s43=""..................Mode"; UseTrail=false; TrailMode=1; s5=""__________________Buy"; TakeProfitPip_Buy=150; TakeProfitBar_Buy=7; StopPip_Buy=150; StopBar_Buy=7; TrailPip_Buy=75; TrailBar_Buy=7; TrailMin_Buy=75; s6=""__________________Sell"; TakeProfitPip_Sell=150; TakeProfitBar_Sell=7; StopPip_Sell=150; StopBar_Sell=7; TrailPip_Sell=75; TrailBar_Sell=7; TrailMin_Sell=75; | ||||
| Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
| Mismatched charts errors | 113 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -45.00 | Gross profit | 38.17 | Gross loss | -83.16 |
| Profit factor | 0.46 | Expected payoff | -22.50 | ||
| Absolute drawdown | 168.68 | Maximal drawdown | 184.45 (1.84%) | Relative drawdown | 1.84% (184.45) |
| Total trades | 2 | Short positions (won %) | 1 (100.00%) | Long positions (won %) | 1 (0.00%) |
| Profit trades (% of total) | 1 (50.00%) | Loss trades (% of total) | 1 (50.00%) | ||
| Largest | profit trade | 38.17 | loss trade | -83.16 | |
| Average | profit trade | 38.17 | loss trade | -83.16 | |
| Maximum | consecutive wins (profit in money) | 1 (38.17) | consecutive losses (loss in money) | 1 (-83.16) | |
| Maximal | consecutive profit (count of wins) | 38.17 (1) | consecutive loss (count of losses) | -83.16 (1) | |
| Average | consecutive wins | 1 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.05 01:00 | buy | 1 | 0.10 | 90.708 | 0.000 | 0.000 | ||
| 2 | 2009.11.10 06:00 | close | 1 | 0.10 | 89.959 | 0.000 | 0.000 | -83.16 | 9916.84 |
| 3 | 2009.11.12 04:00 | sell | 2 | 0.10 | 89.845 | 0.000 | 0.000 | ||
| 4 | 2009.11.16 14:00 | close | 2 | 0.10 | 89.502 | 0.000 | 0.000 | 38.17 | 9955.00 |