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 | FMa=4; SMa=8; PCCi=4; pATR=4; Lots=0.1; SndMl=true; DcF=3; MaxR=0.02; | ||||
| Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
| Mismatched charts errors | 113 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -130.54 | Gross profit | 52.31 | Gross loss | -182.85 |
| Profit factor | 0.29 | Expected payoff | -10.88 | ||
| Absolute drawdown | 130.54 | Maximal drawdown | 158.04 (1.58%) | Relative drawdown | 1.58% (158.04) |
| Total trades | 12 | Short positions (won %) | 7 (0.00%) | Long positions (won %) | 5 (40.00%) |
| Profit trades (% of total) | 2 (16.67%) | Loss trades (% of total) | 10 (83.33%) | ||
| Largest | profit trade | 46.69 | loss trade | -38.76 | |
| Average | profit trade | 26.15 | loss trade | -18.29 | |
| Maximum | consecutive wins (profit in money) | 1 (46.69) | consecutive losses (loss in money) | 5 (-81.61) | |
| Maximal | consecutive profit (count of wins) | 46.69 (1) | consecutive loss (count of losses) | -81.61 (5) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.03 23:00 | sell | 1 | 0.20 | 90.322 | 90.434 | 0.000 | ||
| 2 | 2009.11.04 00:00 | close | 1 | 0.20 | 90.348 | 90.434 | 0.000 | -5.91 | 9994.09 |
| 3 | 2009.11.04 02:00 | sell | 2 | 0.20 | 90.119 | 90.294 | 0.000 | ||
| 4 | 2009.11.04 04:36 | s/l | 2 | 0.20 | 90.294 | 90.294 | 0.000 | -38.76 | 9955.33 |
| 5 | 2009.11.04 07:00 | buy | 3 | 0.10 | 90.380 | 90.289 | 0.000 | ||
| 6 | 2009.11.04 17:00 | close | 3 | 0.10 | 90.804 | 90.289 | 0.000 | 46.69 | 10002.02 |
| 7 | 2009.11.10 07:00 | sell | 4 | 0.20 | 89.766 | 89.898 | 0.000 | ||
| 8 | 2009.11.10 08:27 | s/l | 4 | 0.20 | 89.898 | 89.898 | 0.000 | -29.37 | 9972.65 |
| 9 | 2009.11.12 05:00 | sell | 5 | 0.20 | 89.740 | 89.889 | 0.000 | ||
| 10 | 2009.11.12 07:02 | s/l | 5 | 0.20 | 89.889 | 89.889 | 0.000 | -33.15 | 9939.50 |
| 11 | 2009.11.12 23:00 | sell | 6 | 0.10 | 90.354 | 90.470 | 0.000 | ||
| 12 | 2009.11.13 08:00 | close | 6 | 0.10 | 90.391 | 90.470 | 0.000 | -4.17 | 9935.33 |
| 13 | 2009.11.17 05:00 | sell | 7 | 0.10 | 89.045 | 89.138 | 0.000 | ||
| 14 | 2009.11.17 06:03 | s/l | 7 | 0.10 | 89.138 | 89.138 | 0.000 | -10.44 | 9924.89 |
| 15 | 2009.11.18 03:00 | buy | 8 | 0.10 | 89.315 | 89.212 | 0.000 | ||
| 16 | 2009.11.18 04:00 | close | 8 | 0.10 | 89.275 | 89.212 | 0.000 | -4.48 | 9920.41 |
| 17 | 2009.11.20 13:00 | buy | 9 | 0.10 | 88.905 | 88.814 | 0.000 | ||
| 18 | 2009.11.20 20:00 | close | 9 | 0.10 | 88.955 | 88.814 | 0.000 | 5.62 | 9926.03 |
| 19 | 2009.11.23 15:00 | sell | 10 | 0.20 | 88.826 | 88.915 | 0.000 | ||
| 20 | 2009.11.23 16:00 | close | 10 | 0.20 | 88.897 | 88.915 | 0.000 | -15.97 | 9910.06 |
| 21 | 2009.11.24 21:00 | buy | 11 | 0.20 | 88.538 | 88.434 | 0.000 | ||
| 22 | 2009.11.24 23:00 | close | 11 | 0.20 | 88.494 | 88.434 | 0.000 | -9.94 | 9900.12 |
| 23 | 2009.11.27 06:00 | buy | 12 | 0.10 | 86.377 | 86.113 | 0.000 | ||
| 24 | 2009.11.27 06:52 | s/l | 12 | 0.10 | 86.113 | 86.113 | 0.000 | -30.66 | 9869.46 |