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 | stoplossbars=6; takeprofitbars=20; otstup=10; lowema=5; fastema=13; maxur=0.0045; minur=-0.0045; x="Настройки MA:"; perema1=7; perema2=21; persma3=98; perema4=365; Lots=1; | ||||
Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
Mismatched charts errors | 113 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 664.97 | Gross profit | 973.35 | Gross loss | -308.38 |
Profit factor | 3.16 | Expected payoff | 166.24 | ||
Absolute drawdown | 97.20 | Maximal drawdown | 731.85 (6.76%) | Relative drawdown | 6.76% (731.85) |
Total trades | 4 | Short positions (won %) | 2 (100.00%) | Long positions (won %) | 2 (0.00%) |
Profit trades (% of total) | 2 (50.00%) | Loss trades (% of total) | 2 (50.00%) | ||
Largest | profit trade | 935.10 | loss trade | -206.03 | |
Average | profit trade | 486.67 | loss trade | -154.19 | |
Maximum | consecutive wins (profit in money) | 1 (935.10) | consecutive losses (loss in money) | 2 (-308.38) | |
Maximal | consecutive profit (count of wins) | 935.10 (1) | consecutive loss (count of losses) | -308.38 (2) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.05 01:00 | sell | 1 | 1.00 | 90.688 | 91.322 | 89.437 | ||
2 | 2009.11.05 02:00 | close | 1 | 0.33 | 90.583 | 91.322 | 89.437 | 38.25 | 10038.25 |
3 | 2009.11.05 02:00 | sell | 2 | 0.67 | 90.688 | 91.322 | 89.437 | ||
4 | 2009.11.10 00:00 | buy | 3 | 1.00 | 89.984 | 89.892 | 91.312 | ||
5 | 2009.11.10 00:17 | s/l | 3 | 1.00 | 89.892 | 89.892 | 91.312 | -102.35 | 9935.90 |
6 | 2009.11.10 06:00 | buy | 4 | 1.00 | 89.979 | 89.794 | 91.312 | ||
7 | 2009.11.10 06:37 | s/l | 4 | 1.00 | 89.794 | 89.794 | 91.312 | -206.03 | 9729.87 |
8 | 2009.11.11 05:06 | t/p | 2 | 0.67 | 89.437 | 91.322 | 89.437 | 935.10 | 10664.97 |