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 | a="KEY PARAMETERS OF THE ADVISER"; mno=2; Cg1=20; Cg2=96; Cg3=288; FullAuto=true; ha="the percentage of risk as% of deposit amount"; Risk=3; x="Permission to use the dynamic changes in the lot"; Martin=false; gb="dynamic change lot factor. if <1 it increases lot , if > 1 it is lot decreases "; MartinKoff=0.75; k="Trailing step on equity as% of the deposit"; EqwTralStep=0.03; í="minimum break between the opening of orders in minutes"; MinTradePause=1; m="Permission to restrict trade in time"; TradeTime=false; n="Hour start of trading"; StartTrade=20; o="Hour late trade"; EndTrade=8; p="Permission to display information in the main window"; ShowComment=true; r="switch alarm systems and security"; MargineVarning=false; ss="switch emergency return"; EmergencyReturn=false; rr="the percentage of the deposit for the emergency return"; EmergencyPersent=100; s="permission for drawing graphic elements"; SetArrow=true; t="Key closing level position without loss"; WithoutLoss=false; | ||||
| Bars in test | 551 | Ticks modelled | 11401 | Modelling quality | n/a |
| Mismatched charts errors | 4 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 66.13 | Gross profit | 77.94 | Gross loss | -11.81 |
| Profit factor | 6.60 | Expected payoff | 9.45 | ||
| Absolute drawdown | 201.29 | Maximal drawdown | 201.29 (2.01%) | Relative drawdown | 2.01% (201.29) |
| Total trades | 7 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 7 (85.71%) |
| Profit trades (% of total) | 6 (85.71%) | Loss trades (% of total) | 1 (14.29%) | ||
| Largest | profit trade | 27.74 | loss trade | -11.81 | |
| Average | profit trade | 12.99 | loss trade | -11.81 | |
| Maximum | consecutive wins (profit in money) | 4 (42.51) | consecutive losses (loss in money) | 1 (-11.81) | |
| Maximal | consecutive profit (count of wins) | 42.51 (4) | consecutive loss (count of losses) | -11.81 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.03 02:00 | buy | 1 | 0.30 | 90.473 | 0.000 | 0.000 | ||
| 2 | 2009.11.03 16:10 | close | 1 | 0.30 | 90.479 | 0.000 | 0.000 | 1.99 | 10001.99 |
| 3 | 2009.11.03 17:00 | buy | 2 | 0.30 | 90.345 | 0.000 | 0.000 | ||
| 4 | 2009.11.04 07:59 | close | 2 | 0.30 | 90.428 | 0.000 | 0.000 | 27.74 | 10029.73 |
| 5 | 2009.11.10 05:00 | buy | 3 | 0.30 | 89.919 | 0.000 | 0.000 | ||
| 6 | 2009.11.10 11:27 | close | 3 | 0.30 | 89.925 | 0.000 | 0.000 | 2.00 | 10031.73 |
| 7 | 2009.11.17 11:00 | buy | 4 | 0.30 | 89.030 | 0.000 | 0.000 | ||
| 8 | 2009.11.17 11:27 | close | 4 | 0.30 | 89.062 | 0.000 | 0.000 | 10.78 | 10042.51 |
| 9 | 2009.11.19 11:00 | buy | 5 | 0.30 | 88.965 | 0.000 | 0.000 | ||
| 10 | 2009.11.19 19:00 | buy | 6 | 0.30 | 88.885 | 0.000 | 0.000 | ||
| 11 | 2009.11.19 19:50 | close | 5 | 0.30 | 88.930 | 0.000 | 0.000 | -11.81 | 10030.70 |
| 12 | 2009.11.19 19:50 | close | 6 | 0.30 | 88.930 | 0.000 | 0.000 | 15.18 | 10045.88 |
| 13 | 2009.11.23 07:00 | buy | 7 | 0.30 | 88.845 | 0.000 | 0.000 | ||
| 14 | 2009.11.23 10:15 | close | 7 | 0.30 | 88.905 | 0.000 | 0.000 | 20.25 | 10066.13 |