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 | Lots=0.05; dollar_profit=1000; quiesce_now=false; do_now=false; stop_now=false; close_now=false; use_sessionTP=false; sessionTP=1300; use_sessionSL=false; sessionSL=300; use_in_values=false; in_profit_sofar=0; in_safety_mode=0; in_safety_to_buy=0; in_used_safety_count=0; use_safety_mode=false; safety_start=2000; safety_lots=0.05; safety_step=3000; safety_profit=1300; safety_modeTP=500; | ||||
| Bars in test | 551 | Ticks modelled | 11401 | Modelling quality | n/a |
| Mismatched charts errors | 4 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -247.46 | Gross profit | 156.44 | Gross loss | -403.89 |
| Profit factor | 0.39 | Expected payoff | -49.49 | ||
| Absolute drawdown | 451.52 | Maximal drawdown | 585.23 (5.78%) | Relative drawdown | 5.78% (585.23) |
| Total trades | 5 | Short positions (won %) | 2 (100.00%) | Long positions (won %) | 3 (33.33%) |
| Profit trades (% of total) | 3 (60.00%) | Loss trades (% of total) | 2 (40.00%) | ||
| Largest | profit trade | 53.29 | loss trade | -227.10 | |
| Average | profit trade | 52.15 | loss trade | -201.94 | |
| Maximum | consecutive wins (profit in money) | 3 (156.44) | consecutive losses (loss in money) | 2 (-403.89) | |
| Maximal | consecutive profit (count of wins) | 156.44 (3) | consecutive loss (count of losses) | -403.89 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.03 02:03 | buy | 1 | 0.05 | 90.404 | 0.000 | 0.000 | ||
| 2 | 2009.11.03 02:06 | sell | 2 | 0.05 | 90.401 | 0.000 | 0.000 | ||
| 3 | 2009.11.11 01:20 | close | 2 | 0.05 | 89.485 | 0.000 | 0.000 | 50.65 | 10050.65 |
| 4 | 2009.11.11 01:22 | buy | 3 | 0.05 | 89.526 | 0.000 | 0.000 | ||
| 5 | 2009.11.12 16:20 | close | 3 | 0.05 | 90.474 | 0.000 | 0.000 | 52.49 | 10103.14 |
| 6 | 2009.11.12 16:22 | sell | 4 | 0.05 | 90.434 | 0.000 | 0.000 | ||
| 7 | 2009.11.13 14:46 | close | 4 | 0.05 | 89.479 | 0.000 | 0.000 | 53.29 | 10156.43 |
| 8 | 2009.11.13 14:50 | buy | 5 | 0.05 | 89.527 | 0.000 | 0.000 | ||
| 9 | 2009.11.27 22:59 | close at stop | 5 | 0.05 | 86.462 | 0.000 | 0.000 | -176.79 | 9979.65 |
| 10 | 2009.11.27 22:59 | close at stop | 1 | 0.05 | 86.462 | 0.000 | 0.000 | -227.10 | 9752.55 |