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 | -132.45 | Gross profit | 52.09 | Gross loss | -184.54 |
| Profit factor | 0.28 | Expected payoff | -11.04 | ||
| Absolute drawdown | 132.45 | Maximal drawdown | 159.46 (1.59%) | Relative drawdown | 1.59% (159.46) |
| 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 | 46.58 | loss trade | -38.98 | |
| Average | profit trade | 26.04 | loss trade | -18.45 | |
| Maximum | consecutive wins (profit in money) | 1 (46.58) | consecutive losses (loss in money) | 5 (-82.35) | |
| Maximal | consecutive profit (count of wins) | 46.58 (1) | consecutive loss (count of losses) | -82.35 (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 | 90.435 | 0.000 | ||
| 2 | 2009.11.04 00:00 | close | 1 | 0.20 | 90.349 | 90.435 | 0.000 | -6.07 | 9993.93 |
| 3 | 2009.11.04 02:00 | sell | 2 | 0.20 | 90.119 | 90.295 | 0.000 | ||
| 4 | 2009.11.04 04:36 | s/l | 2 | 0.20 | 90.295 | 90.295 | 0.000 | -38.98 | 9954.95 |
| 5 | 2009.11.04 07:00 | buy | 3 | 0.10 | 90.381 | 90.289 | 0.000 | ||
| 6 | 2009.11.04 17:00 | close | 3 | 0.10 | 90.804 | 90.289 | 0.000 | 46.58 | 10001.53 |
| 7 | 2009.11.10 07:00 | sell | 4 | 0.20 | 89.766 | 89.899 | 0.000 | ||
| 8 | 2009.11.10 08:27 | s/l | 4 | 0.20 | 89.899 | 89.899 | 0.000 | -29.59 | 9971.94 |
| 9 | 2009.11.12 05:00 | sell | 5 | 0.20 | 89.740 | 89.890 | 0.000 | ||
| 10 | 2009.11.12 07:02 | s/l | 5 | 0.20 | 89.890 | 89.890 | 0.000 | -33.38 | 9938.56 |
| 11 | 2009.11.12 23:00 | sell | 6 | 0.10 | 90.354 | 90.471 | 0.000 | ||
| 12 | 2009.11.13 08:00 | close | 6 | 0.10 | 90.392 | 90.471 | 0.000 | -4.24 | 9934.32 |
| 13 | 2009.11.17 05:00 | sell | 7 | 0.10 | 89.045 | 89.139 | 0.000 | ||
| 14 | 2009.11.17 06:03 | s/l | 7 | 0.10 | 89.139 | 89.139 | 0.000 | -10.55 | 9923.77 |
| 15 | 2009.11.18 03:00 | buy | 8 | 0.10 | 89.316 | 89.212 | 0.000 | ||
| 16 | 2009.11.18 04:00 | close | 8 | 0.10 | 89.275 | 89.212 | 0.000 | -4.59 | 9919.18 |
| 17 | 2009.11.20 13:00 | buy | 9 | 0.10 | 88.906 | 88.814 | 0.000 | ||
| 18 | 2009.11.20 20:00 | close | 9 | 0.10 | 88.955 | 88.814 | 0.000 | 5.51 | 9924.69 |
| 19 | 2009.11.23 15:00 | sell | 10 | 0.20 | 88.826 | 88.916 | 0.000 | ||
| 20 | 2009.11.23 16:00 | close | 10 | 0.20 | 88.898 | 88.916 | 0.000 | -16.20 | 9908.49 |
| 21 | 2009.11.24 21:00 | buy | 11 | 0.20 | 88.539 | 88.434 | 0.000 | ||
| 22 | 2009.11.24 23:00 | close | 11 | 0.20 | 88.494 | 88.434 | 0.000 | -10.17 | 9898.32 |
| 23 | 2009.11.27 06:00 | buy | 12 | 0.10 | 86.378 | 86.113 | 0.000 | ||
| 24 | 2009.11.27 06:52 | s/l | 12 | 0.10 | 86.113 | 86.113 | 0.000 | -30.77 | 9867.55 |