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 | StartHr=0; StartMin=0; StopLoss=80; TakeProfit=80; Lots=1; DaysOfClose=1; TS_Mode=0; TS_Trigger=12; TS_Sensitivity=12; emaFast=12; emaSlow=26; signalPeriod=9; timeFrame=0; | ||||
| Bars in test | 551 | Ticks modelled | 11401 | Modelling quality | n/a |
| Mismatched charts errors | 4 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -92.28 | Gross profit | 267.33 | Gross loss | -359.61 |
| Profit factor | 0.74 | Expected payoff | -13.18 | ||
| Absolute drawdown | 174.85 | Maximal drawdown | 263.00 (2.61%) | Relative drawdown | 2.61% (263.00) |
| Total trades | 7 | Short positions (won %) | 2 (50.00%) | Long positions (won %) | 5 (40.00%) |
| Profit trades (% of total) | 3 (42.86%) | Loss trades (% of total) | 4 (57.14%) | ||
| Largest | profit trade | 89.95 | loss trade | -91.70 | |
| Average | profit trade | 89.11 | loss trade | -89.90 | |
| Maximum | consecutive wins (profit in money) | 1 (89.95) | consecutive losses (loss in money) | 2 (-178.08) | |
| Maximal | consecutive profit (count of wins) | 89.95 (1) | consecutive loss (count of losses) | -178.08 (2) | |
| Average | consecutive wins | 1 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.05 00:00 | sell | 1 | 1.00 | 90.844 | 90.924 | 90.764 | ||
| 2 | 2009.11.05 00:15 | t/p | 1 | 1.00 | 90.764 | 90.924 | 90.764 | 88.15 | 10088.15 |
| 3 | 2009.11.09 00:00 | buy | 2 | 1.00 | 89.834 | 89.754 | 89.914 | ||
| 4 | 2009.11.09 00:10 | s/l | 2 | 1.00 | 89.754 | 89.754 | 89.914 | -89.16 | 9998.99 |
| 5 | 2009.11.12 00:00 | sell | 3 | 1.00 | 89.869 | 89.949 | 89.789 | ||
| 6 | 2009.11.12 00:10 | s/l | 3 | 1.00 | 89.949 | 89.949 | 89.789 | -88.92 | 9910.07 |
| 7 | 2009.11.16 00:00 | buy | 4 | 1.00 | 89.576 | 89.496 | 89.656 | ||
| 8 | 2009.11.16 00:32 | t/p | 4 | 1.00 | 89.656 | 89.496 | 89.656 | 89.23 | 9999.30 |
| 9 | 2009.11.17 00:00 | buy | 5 | 1.00 | 89.142 | 89.062 | 89.222 | ||
| 10 | 2009.11.17 00:10 | s/l | 5 | 1.00 | 89.062 | 89.062 | 89.222 | -89.83 | 9909.47 |
| 11 | 2009.11.23 00:00 | buy | 6 | 1.00 | 88.838 | 88.758 | 88.918 | ||
| 12 | 2009.11.23 00:20 | t/p | 6 | 1.00 | 88.918 | 88.758 | 88.918 | 89.95 | 9999.42 |
| 13 | 2009.11.26 00:00 | buy | 7 | 1.00 | 87.341 | 87.261 | 87.421 | ||
| 14 | 2009.11.26 00:15 | s/l | 7 | 1.00 | 87.261 | 87.261 | 87.421 | -91.70 | 9907.72 |