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 | Lots=0.1; MaximumRisk=0.02; DecreaseFactor=3; MovingPeriod=12; MovingShift=6; PeriodWATR=10; Kwatr=1; highlow=0; cbars=1000; from=0; maP=50; lots=0.1; SMAspread=0; StopLoss=0; Slippage=4; | ||||
| Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
| Mismatched charts errors | 113 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 24.97 | Gross profit | 371.60 | Gross loss | -346.63 |
| Profit factor | 1.07 | Expected payoff | 1.31 | ||
| Absolute drawdown | 243.39 | Maximal drawdown | 373.50 (3.69%) | Relative drawdown | 3.69% (373.50) |
| Total trades | 19 | Short positions (won %) | 11 (27.27%) | Long positions (won %) | 8 (25.00%) |
| Profit trades (% of total) | 5 (26.32%) | Loss trades (% of total) | 14 (73.68%) | ||
| Largest | profit trade | 229.10 | loss trade | -74.03 | |
| Average | profit trade | 74.32 | loss trade | -24.76 | |
| Maximum | consecutive wins (profit in money) | 1 (229.10) | consecutive losses (loss in money) | 6 (-138.72) | |
| Maximal | consecutive profit (count of wins) | 229.10 (1) | consecutive loss (count of losses) | -138.72 (6) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.03 16:00 | buy | 1 | 0.20 | 90.453 | 0.000 | 0.000 | ||
| 2 | 2009.11.04 02:00 | close | 1 | 0.20 | 90.119 | 0.000 | 0.000 | -74.03 | 9925.97 |
| 3 | 2009.11.04 07:00 | buy | 2 | 0.20 | 90.380 | 0.000 | 0.000 | ||
| 4 | 2009.11.04 22:00 | close | 2 | 0.20 | 90.584 | 0.000 | 0.000 | 45.04 | 9971.01 |
| 5 | 2009.11.05 00:00 | buy | 3 | 0.20 | 90.864 | 0.000 | 0.000 | ||
| 6 | 2009.11.05 01:00 | close | 3 | 0.20 | 90.688 | 0.000 | 0.000 | -38.81 | 9932.20 |
| 7 | 2009.11.06 15:00 | sell | 4 | 0.20 | 90.120 | 0.000 | 0.000 | ||
| 8 | 2009.11.09 04:00 | close | 4 | 0.20 | 90.212 | 0.000 | 0.000 | -20.55 | 9911.64 |
| 9 | 2009.11.09 12:00 | sell | 5 | 0.10 | 89.877 | 0.000 | 0.000 | ||
| 10 | 2009.11.09 22:00 | close | 5 | 0.10 | 90.017 | 0.000 | 0.000 | -15.55 | 9896.09 |
| 11 | 2009.11.09 23:00 | sell | 6 | 0.10 | 89.908 | 0.000 | 0.000 | ||
| 12 | 2009.11.10 00:00 | close | 6 | 0.10 | 89.984 | 0.000 | 0.000 | -8.53 | 9887.57 |
| 13 | 2009.11.10 01:00 | sell | 7 | 0.10 | 89.852 | 0.000 | 0.000 | ||
| 14 | 2009.11.10 02:00 | close | 7 | 0.10 | 89.994 | 0.000 | 0.000 | -15.78 | 9871.79 |
| 15 | 2009.11.10 07:00 | sell | 8 | 0.10 | 89.766 | 0.000 | 0.000 | ||
| 16 | 2009.11.10 12:00 | close | 8 | 0.10 | 90.122 | 0.000 | 0.000 | -39.50 | 9832.29 |
| 17 | 2009.11.10 14:00 | sell | 9 | 0.10 | 89.831 | 0.000 | 0.000 | ||
| 18 | 2009.11.11 08:00 | close | 9 | 0.10 | 89.823 | 0.000 | 0.000 | 0.81 | 9833.10 |
| 19 | 2009.11.12 01:00 | buy | 10 | 0.20 | 89.935 | 0.000 | 0.000 | ||
| 20 | 2009.11.12 02:00 | close | 10 | 0.20 | 89.847 | 0.000 | 0.000 | -19.59 | 9813.51 |
| 21 | 2009.11.12 08:00 | buy | 11 | 0.20 | 89.890 | 0.000 | 0.000 | ||
| 22 | 2009.11.12 09:00 | close | 11 | 0.20 | 89.795 | 0.000 | 0.000 | -21.16 | 9792.35 |
| 23 | 2009.11.12 14:00 | buy | 12 | 0.10 | 89.998 | 0.000 | 0.000 | ||
| 24 | 2009.11.13 04:00 | close | 12 | 0.10 | 90.209 | 0.000 | 0.000 | 23.43 | 9815.78 |
| 25 | 2009.11.13 08:00 | buy | 13 | 0.20 | 90.391 | 0.000 | 0.000 | ||
| 26 | 2009.11.13 09:00 | close | 13 | 0.20 | 90.301 | 0.000 | 0.000 | -19.93 | 9795.85 |
| 27 | 2009.11.16 14:00 | sell | 14 | 0.20 | 89.482 | 0.000 | 0.000 | ||
| 28 | 2009.11.17 13:00 | close | 14 | 0.20 | 89.155 | 0.000 | 0.000 | 73.21 | 9869.06 |
| 29 | 2009.11.18 03:00 | buy | 15 | 0.20 | 89.315 | 0.000 | 0.000 | ||
| 30 | 2009.11.19 03:00 | close | 15 | 0.20 | 89.175 | 0.000 | 0.000 | -31.14 | 9837.92 |
| 31 | 2009.11.20 04:00 | sell | 16 | 0.20 | 88.823 | 0.000 | 0.000 | ||
| 32 | 2009.11.20 05:00 | close | 16 | 0.20 | 88.929 | 0.000 | 0.000 | -23.84 | 9814.08 |
| 33 | 2009.11.23 00:00 | sell | 17 | 0.10 | 88.818 | 0.000 | 0.000 | ||
| 34 | 2009.11.23 02:00 | close | 17 | 0.10 | 88.948 | 0.000 | 0.000 | -14.62 | 9799.46 |
| 35 | 2009.11.23 11:00 | sell | 18 | 0.10 | 88.865 | 0.000 | 0.000 | ||
| 36 | 2009.11.23 16:00 | close | 18 | 0.10 | 88.897 | 0.000 | 0.000 | -3.60 | 9795.86 |
| 37 | 2009.11.25 02:00 | sell | 19 | 0.10 | 88.466 | 0.000 | 0.000 | ||
| 38 | 2009.11.27 22:59 | close at stop | 19 | 0.10 | 86.482 | 0.000 | 0.000 | 229.10 | 10024.97 |