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 | iTrlBars=5; | ||||
Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
Mismatched charts errors | 113 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -67.80 | Gross profit | 0.00 | Gross loss | -67.80 |
Profit factor | 0.00 | Expected payoff | -16.95 | ||
Absolute drawdown | 67.80 | Maximal drawdown | 138.36 (1.37%) | Relative drawdown | 1.37% (138.36) |
Total trades | 4 | Short positions (won %) | 2 (0.00%) | Long positions (won %) | 2 (0.00%) |
Profit trades (% of total) | 0 (0.00%) | Loss trades (% of total) | 4 (100.00%) | ||
Largest | profit trade | 0.00 | loss trade | -45.73 | |
Average | profit trade | 0.00 | loss trade | -16.95 | |
Maximum | consecutive wins (profit in money) | 0 (0.00) | consecutive losses (loss in money) | 4 (-67.80) | |
Maximal | consecutive profit (count of wins) | 0.00 (0) | consecutive loss (count of losses) | -67.80 (4) | |
Average | consecutive wins | 0 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 02:00 | buy stop | 1 | 0.10 | 90.509 | 90.416 | 0.000 | ||
2 | 2009.11.03 09:00 | sell stop | 2 | 0.10 | 89.967 | 90.020 | 0.000 | ||
3 | 2009.11.03 09:32 | sell | 2 | 0.10 | 89.967 | 90.020 | 0.000 | ||
4 | 2009.11.03 09:56 | s/l | 2 | 0.10 | 90.020 | 90.020 | 0.000 | -5.89 | 9994.11 |
5 | 2009.11.03 10:00 | sell stop | 3 | 0.10 | 89.867 | 89.920 | 0.000 | ||
6 | 2009.11.03 16:01 | buy | 1 | 0.10 | 90.509 | 90.416 | 0.000 | ||
7 | 2009.11.03 16:11 | s/l | 1 | 0.10 | 90.416 | 90.416 | 0.000 | -10.29 | 9983.82 |
8 | 2009.11.03 17:00 | buy stop | 4 | 0.10 | 90.599 | 90.506 | 0.000 | ||
9 | 2009.11.04 08:00 | modify | 4 | 0.10 | 90.520 | 90.107 | 0.000 | ||
10 | 2009.11.04 08:18 | buy | 4 | 0.10 | 90.520 | 90.107 | 0.000 | ||
11 | 2009.11.05 09:52 | s/l | 4 | 0.10 | 90.107 | 90.107 | 0.000 | -45.73 | 9938.09 |
12 | 2009.11.06 15:27 | sell | 3 | 0.10 | 89.867 | 89.920 | 0.000 | ||
13 | 2009.11.06 15:30 | s/l | 3 | 0.10 | 89.920 | 89.920 | 0.000 | -5.89 | 9932.20 |