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 | TakeProfit=50; Lots=0.1; TrailingStop=30; MACDOpenLevel=3; MACDCloseLevel=2; MATrendPeriod=26; | ||||
Bars in test | 551 | Ticks modelled | 11401 | Modelling quality | n/a |
Mismatched charts errors | 4 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 37.53 | Gross profit | 37.53 | Gross loss | 0.00 |
Profit factor | Expected payoff | 4.17 | |||
Absolute drawdown | 17.31 | Maximal drawdown | 30.54 (0.30%) | Relative drawdown | 0.30% (30.54) |
Total trades | 9 | Short positions (won %) | 3 (100.00%) | Long positions (won %) | 6 (100.00%) |
Profit trades (% of total) | 9 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
Largest | profit trade | 5.61 | loss trade | 0.00 | |
Average | profit trade | 4.17 | loss trade | 0.00 | |
Maximum | consecutive wins (profit in money) | 9 (37.53) | consecutive losses (loss in money) | 0 (0.00) | |
Maximal | consecutive profit (count of wins) | 37.53 (9) | consecutive loss (count of losses) | 0.00 (0) | |
Average | consecutive wins | 9 | consecutive losses | 0 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 14:20 | buy | 1 | 0.10 | 90.299 | 0.000 | 90.349 | ||
2 | 2009.11.03 15:16 | t/p | 1 | 0.10 | 90.349 | 0.000 | 90.349 | 5.53 | 10005.53 |
3 | 2009.11.03 15:16 | buy | 2 | 0.10 | 90.369 | 0.000 | 90.419 | ||
4 | 2009.11.03 15:45 | modify | 2 | 0.10 | 90.369 | 90.372 | 90.419 | ||
5 | 2009.11.03 15:50 | t/p | 2 | 0.10 | 90.419 | 90.372 | 90.419 | 5.53 | 10011.06 |
6 | 2009.11.03 15:50 | buy | 3 | 0.10 | 90.477 | 0.000 | 90.527 | ||
7 | 2009.11.03 16:02 | t/p | 3 | 0.10 | 90.527 | 0.000 | 90.527 | 5.52 | 10016.58 |
8 | 2009.11.04 02:50 | sell | 4 | 0.10 | 90.223 | 0.000 | 90.173 | ||
9 | 2009.11.04 03:20 | modify | 4 | 0.10 | 90.223 | 90.213 | 90.173 | ||
10 | 2009.11.04 03:40 | s/l | 4 | 0.10 | 90.213 | 90.213 | 90.173 | 1.11 | 10017.69 |
11 | 2009.11.18 15:00 | buy | 5 | 0.10 | 89.225 | 0.000 | 89.275 | ||
12 | 2009.11.18 15:02 | modify | 5 | 0.10 | 89.225 | 89.243 | 89.275 | ||
13 | 2009.11.18 15:07 | t/p | 5 | 0.10 | 89.275 | 89.243 | 89.275 | 5.60 | 10023.29 |
14 | 2009.11.18 15:07 | buy | 6 | 0.10 | 89.315 | 0.000 | 89.365 | ||
15 | 2009.11.18 17:40 | modify | 6 | 0.10 | 89.315 | 89.319 | 89.365 | ||
16 | 2009.11.18 17:45 | t/p | 6 | 0.10 | 89.365 | 89.319 | 89.365 | 5.59 | 10028.88 |
17 | 2009.11.23 10:00 | buy | 7 | 0.10 | 88.998 | 0.000 | 89.048 | ||
18 | 2009.11.23 17:40 | t/p | 7 | 0.10 | 89.048 | 0.000 | 89.048 | 5.61 | 10034.49 |
19 | 2009.11.24 01:00 | sell | 8 | 0.10 | 88.911 | 0.000 | 88.861 | ||
20 | 2009.11.24 01:20 | modify | 8 | 0.10 | 88.911 | 88.895 | 88.861 | ||
21 | 2009.11.24 01:27 | s/l | 8 | 0.10 | 88.895 | 88.895 | 88.861 | 1.80 | 10036.29 |
22 | 2009.11.24 01:27 | sell | 9 | 0.10 | 88.879 | 0.000 | 88.829 | ||
23 | 2009.11.24 02:46 | modify | 9 | 0.10 | 88.879 | 88.868 | 88.829 | ||
24 | 2009.11.24 03:15 | s/l | 9 | 0.10 | 88.868 | 88.868 | 88.829 | 1.24 | 10037.53 |