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 | daBUY=true; x1=9; x2=29; x3=94; x4=125; slb=68; daSELL=true; y1=61; y2=100; y3=117; y4=31; sls=72; | ||||
| Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
| Mismatched charts errors | 113 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -31.07 | Gross profit | 0.00 | Gross loss | -31.07 |
| Profit factor | 0.00 | Expected payoff | -10.36 | ||
| Absolute drawdown | 31.07 | Maximal drawdown | 38.87 (0.39%) | Relative drawdown | 0.39% (38.87) |
| Total trades | 3 | Short positions (won %) | 3 (0.00%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 0 (0.00%) | Loss trades (% of total) | 3 (100.00%) | ||
| Largest | profit trade | 0.00 | loss trade | -10.49 | |
| Average | profit trade | 0.00 | loss trade | -10.36 | |
| Maximum | consecutive wins (profit in money) | 0 (0.00) | consecutive losses (loss in money) | 3 (-31.07) | |
| Maximal | consecutive profit (count of wins) | 0.00 (0) | consecutive loss (count of losses) | -31.07 (3) | |
| Average | consecutive wins | 0 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.13 11:00 | sell | 1 | 0.10 | 89.782 | 89.874 | 0.000 | ||
| 2 | 2009.11.13 11:48 | s/l | 1 | 0.10 | 89.874 | 89.874 | 0.000 | -10.23 | 9989.77 |
| 3 | 2009.11.17 10:00 | sell | 2 | 0.10 | 88.825 | 88.917 | 0.000 | ||
| 4 | 2009.11.17 10:11 | s/l | 2 | 0.10 | 88.917 | 88.917 | 0.000 | -10.35 | 9979.42 |
| 5 | 2009.11.25 11:00 | sell | 3 | 0.10 | 87.641 | 87.733 | 0.000 | ||
| 6 | 2009.11.25 11:21 | s/l | 3 | 0.10 | 87.733 | 87.733 | 0.000 | -10.49 | 9968.93 |