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=0.3; DecreaseFactor=100; | ||||
| Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
| Mismatched charts errors | 113 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -4478.98 | Gross profit | 2921.58 | Gross loss | -7400.57 |
| Profit factor | 0.39 | Expected payoff | -179.16 | ||
| Absolute drawdown | 4812.07 | Maximal drawdown | 6037.42 (53.78%) | Relative drawdown | 53.78% (6037.42) |
| Total trades | 25 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 25 (16.00%) |
| Profit trades (% of total) | 4 (16.00%) | Loss trades (% of total) | 21 (84.00%) | ||
| Largest | profit trade | 979.92 | loss trade | -1457.56 | |
| Average | profit trade | 730.40 | loss trade | -352.41 | |
| Maximum | consecutive wins (profit in money) | 2 (1160.52) | consecutive losses (loss in money) | 16 (-4692.19) | |
| Maximal | consecutive profit (count of wins) | 1160.52 (2) | consecutive loss (count of losses) | -4692.19 (16) | |
| Average | consecutive wins | 1 | consecutive losses | 5 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.03 03:00 | buy | 1 | 3.00 | 90.386 | 15.000 | 0.000 | ||
| 2 | 2009.11.03 04:00 | close | 1 | 3.00 | 90.325 | 15.000 | 0.000 | -202.60 | 9797.40 |
| 3 | 2009.11.03 10:00 | buy | 2 | 2.93 | 90.038 | 15.000 | 0.000 | ||
| 4 | 2009.11.03 11:00 | close | 2 | 2.93 | 89.956 | 15.000 | 0.000 | -267.09 | 9530.31 |
| 5 | 2009.11.03 13:00 | buy | 3 | 2.80 | 90.078 | 15.000 | 0.000 | ||
| 6 | 2009.11.03 20:00 | close | 3 | 2.80 | 90.330 | 15.000 | 0.000 | 781.14 | 10311.45 |
| 7 | 2009.11.05 01:00 | buy | 4 | 3.09 | 90.708 | 15.000 | 0.000 | ||
| 8 | 2009.11.05 02:00 | close | 4 | 3.09 | 90.563 | 15.000 | 0.000 | -494.74 | 9816.71 |
| 9 | 2009.11.05 05:00 | buy | 5 | 2.94 | 90.428 | 15.000 | 0.000 | ||
| 10 | 2009.11.05 06:00 | close | 5 | 2.94 | 90.340 | 15.000 | 0.000 | -286.38 | 9530.33 |
| 11 | 2009.11.05 13:00 | buy | 6 | 2.80 | 90.262 | 15.000 | 0.000 | ||
| 12 | 2009.11.05 19:00 | close | 6 | 2.80 | 90.579 | 15.000 | 0.000 | 979.92 | 10510.25 |
| 13 | 2009.11.06 11:00 | buy | 7 | 3.15 | 90.537 | 15.000 | 0.000 | ||
| 14 | 2009.11.06 15:00 | close | 7 | 3.15 | 90.120 | 15.000 | 0.000 | -1457.56 | 9052.69 |
| 15 | 2009.11.09 00:00 | buy | 8 | 2.71 | 89.834 | 15.000 | 0.000 | ||
| 16 | 2009.11.09 07:00 | close | 8 | 2.71 | 90.123 | 15.000 | 0.000 | 869.02 | 9921.71 |
| 17 | 2009.11.09 15:00 | buy | 9 | 2.97 | 89.876 | 15.000 | 0.000 | ||
| 18 | 2009.11.10 00:00 | close | 9 | 2.97 | 89.964 | 15.000 | 0.000 | 291.50 | 10213.21 |
| 19 | 2009.11.10 13:00 | buy | 10 | 3.06 | 90.034 | 15.000 | 0.000 | ||
| 20 | 2009.11.10 14:00 | close | 10 | 3.06 | 89.831 | 15.000 | 0.000 | -691.50 | 9521.71 |
| 21 | 2009.11.11 00:00 | buy | 11 | 2.85 | 89.804 | 15.000 | 0.000 | ||
| 22 | 2009.11.11 01:00 | close | 11 | 2.85 | 89.686 | 15.000 | 0.000 | -374.97 | 9146.74 |
| 23 | 2009.11.11 05:00 | buy | 12 | 2.70 | 89.557 | 15.000 | 0.000 | ||
| 24 | 2009.11.11 06:00 | close | 12 | 2.70 | 89.382 | 15.000 | 0.000 | -528.63 | 8618.11 |
| 25 | 2009.11.12 00:00 | buy | 13 | 2.50 | 89.889 | 15.000 | 0.000 | ||
| 26 | 2009.11.12 03:00 | close | 13 | 2.50 | 89.715 | 15.000 | 0.000 | -484.87 | 8133.24 |
| 27 | 2009.11.13 05:00 | buy | 14 | 2.30 | 90.215 | 15.000 | 0.000 | ||
| 28 | 2009.11.13 10:00 | close | 14 | 2.30 | 90.156 | 15.000 | 0.000 | -150.52 | 7982.72 |
| 29 | 2009.11.16 05:00 | buy | 15 | 2.30 | 89.655 | 15.000 | 0.000 | ||
| 30 | 2009.11.16 06:00 | close | 15 | 2.30 | 89.570 | 15.000 | 0.000 | -218.27 | 7764.45 |
| 31 | 2009.11.16 14:00 | buy | 16 | 2.20 | 89.502 | 15.000 | 0.000 | ||
| 32 | 2009.11.16 15:00 | close | 16 | 2.20 | 89.410 | 15.000 | 0.000 | -226.37 | 7538.08 |
| 33 | 2009.11.16 23:00 | buy | 17 | 2.10 | 89.057 | 15.000 | 0.000 | ||
| 34 | 2009.11.17 09:00 | close | 17 | 2.10 | 88.845 | 15.000 | 0.000 | -500.41 | 7037.67 |
| 35 | 2009.11.19 19:00 | buy | 18 | 1.90 | 88.885 | 15.000 | 0.000 | ||
| 36 | 2009.11.20 04:00 | close | 18 | 1.90 | 88.823 | 15.000 | 0.000 | -131.99 | 6905.68 |
| 37 | 2009.11.20 11:00 | buy | 19 | 1.90 | 88.890 | 15.000 | 0.000 | ||
| 38 | 2009.11.20 12:00 | close | 19 | 1.90 | 88.830 | 15.000 | 0.000 | -128.34 | 6777.34 |
| 39 | 2009.11.24 06:00 | buy | 20 | 1.80 | 88.883 | 15.000 | 0.000 | ||
| 40 | 2009.11.24 07:00 | close | 20 | 1.80 | 88.824 | 15.000 | 0.000 | -119.56 | 6657.78 |
| 41 | 2009.11.24 13:00 | buy | 21 | 1.80 | 88.678 | 15.000 | 0.000 | ||
| 42 | 2009.11.24 14:00 | close | 21 | 1.80 | 88.569 | 15.000 | 0.000 | -221.52 | 6436.26 |
| 43 | 2009.11.25 13:00 | buy | 22 | 1.70 | 87.736 | 15.000 | 0.000 | ||
| 44 | 2009.11.25 14:00 | close | 22 | 1.70 | 87.602 | 15.000 | 0.000 | -260.04 | 6176.22 |
| 45 | 2009.11.26 09:00 | buy | 23 | 1.60 | 86.795 | 15.000 | 0.000 | ||
| 46 | 2009.11.26 14:00 | close | 23 | 1.60 | 86.668 | 15.000 | 0.000 | -234.46 | 5941.76 |
| 47 | 2009.11.26 23:00 | buy | 24 | 1.50 | 86.591 | 15.000 | 0.000 | ||
| 48 | 2009.11.27 00:00 | close | 24 | 1.50 | 86.399 | 15.000 | 0.000 | -332.84 | 5608.92 |
| 49 | 2009.11.27 03:00 | buy | 25 | 1.40 | 86.056 | 15.000 | 0.000 | ||
| 50 | 2009.11.27 04:00 | close | 25 | 1.40 | 86.002 | 15.000 | 0.000 | -87.90 | 5521.02 |