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 | ExpertID=994488; TakeProfit=300; StopLoss=50; LotSize=0.1; useStopLoss=false; Slippage=10; BuyComment=""Join"; SellComment=""Join"; | ||||
Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
Mismatched charts errors | 113 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 35.39 | Gross profit | 99.54 | Gross loss | -64.15 |
Profit factor | 1.55 | Expected payoff | 8.85 | ||
Absolute drawdown | 44.06 | Maximal drawdown | 138.64 (1.37%) | Relative drawdown | 1.37% (138.64) |
Total trades | 4 | Short positions (won %) | 1 (100.00%) | Long positions (won %) | 3 (66.67%) |
Profit trades (% of total) | 3 (75.00%) | Loss trades (% of total) | 1 (25.00%) | ||
Largest | profit trade | 33.36 | loss trade | -64.15 | |
Average | profit trade | 33.18 | loss trade | -64.15 | |
Maximum | consecutive wins (profit in money) | 2 (66.18) | consecutive losses (loss in money) | 1 (-64.15) | |
Maximal | consecutive profit (count of wins) | 66.18 (2) | consecutive loss (count of losses) | -64.15 (1) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 09:32 | buy | 1 | 0.10 | 89.989 | 0.000 | 90.289 | ||
2 | 2009.11.03 15:21 | t/p | 1 | 0.10 | 90.289 | 0.000 | 90.289 | 33.23 | 10033.23 |
3 | 2009.11.04 16:01 | buy | 2 | 0.10 | 90.740 | 0.000 | 91.040 | ||
4 | 2009.11.04 20:15 | t/p | 2 | 0.10 | 91.040 | 0.000 | 91.040 | 32.95 | 10066.18 |
5 | 2009.11.04 21:57 | buy | 3 | 0.10 | 90.597 | 0.000 | 90.897 | ||
6 | 2009.11.09 20:15 | close | 3 | 0.10 | 90.018 | 0.000 | 90.897 | -64.15 | 10002.03 |
7 | 2009.11.09 20:15 | sell | 4 | 0.10 | 90.018 | 0.000 | 89.718 | ||
8 | 2009.11.10 06:42 | t/p | 4 | 0.10 | 89.718 | 0.000 | 89.718 | 33.36 | 10035.39 |