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=0.02; maxcount=10; pipstep=50; quiescenow=false; donow=false; stopnow=false; closenow=false; use_sessionTP=false; sessionTP=1000; use_sessionSL=false; sessionSL=300; useinvalues=false; inmax=0; inmin=0; | ||||
| Bars in test | 551 | Ticks modelled | 11401 | Modelling quality | n/a |
| Mismatched charts errors | 4 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -509.05 | Gross profit | 181.78 | Gross loss | -690.83 |
| Profit factor | 0.26 | Expected payoff | -50.91 | ||
| Absolute drawdown | 754.36 | Maximal drawdown | 910.29 (8.96%) | Relative drawdown | 8.96% (910.29) |
| Total trades | 10 | Short positions (won %) | 2 (100.00%) | Long positions (won %) | 8 (0.00%) |
| Profit trades (% of total) | 2 (20.00%) | Loss trades (% of total) | 8 (80.00%) | ||
| Largest | profit trade | 92.35 | loss trade | -90.95 | |
| Average | profit trade | 90.89 | loss trade | -86.35 | |
| Maximum | consecutive wins (profit in money) | 1 (92.35) | consecutive losses (loss in money) | 7 (-599.88) | |
| Maximal | consecutive profit (count of wins) | 92.35 (1) | consecutive loss (count of losses) | -599.88 (7) | |
| Average | consecutive wins | 1 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.03 02:03 | buy | 1 | 0.02 | 90.404 | 0.000 | 0.000 | ||
| 2 | 2009.11.03 02:06 | sell | 2 | 0.02 | 90.401 | 0.000 | 0.000 | ||
| 3 | 2009.11.03 02:13 | buy | 3 | 0.02 | 90.369 | 0.000 | 0.000 | ||
| 4 | 2009.11.03 02:20 | buy | 4 | 0.02 | 90.318 | 0.000 | 0.000 | ||
| 5 | 2009.11.03 04:22 | buy | 5 | 0.02 | 90.245 | 0.000 | 0.000 | ||
| 6 | 2009.11.03 04:40 | buy | 6 | 0.02 | 90.249 | 0.000 | 0.000 | ||
| 7 | 2009.11.03 08:22 | buy | 7 | 0.02 | 90.108 | 0.000 | 0.000 | ||
| 8 | 2009.11.03 08:52 | buy | 8 | 0.02 | 90.021 | 0.000 | 0.000 | ||
| 9 | 2009.11.03 09:35 | buy | 9 | 0.02 | 89.926 | 0.000 | 0.000 | ||
| 10 | 2009.11.03 16:05 | sell | 10 | 0.02 | 90.527 | 0.000 | 0.000 | ||
| 11 | 2009.11.27 22:59 | close at stop | 10 | 0.02 | 86.482 | 0.000 | 0.000 | 92.35 | 10092.35 |
| 12 | 2009.11.27 22:59 | close at stop | 9 | 0.02 | 86.462 | 0.000 | 0.000 | -79.90 | 10012.45 |
| 13 | 2009.11.27 22:59 | close at stop | 8 | 0.02 | 86.462 | 0.000 | 0.000 | -82.10 | 9930.35 |
| 14 | 2009.11.27 22:59 | close at stop | 7 | 0.02 | 86.462 | 0.000 | 0.000 | -84.11 | 9846.24 |
| 15 | 2009.11.27 22:59 | close at stop | 6 | 0.02 | 86.462 | 0.000 | 0.000 | -87.37 | 9758.86 |
| 16 | 2009.11.27 22:59 | close at stop | 5 | 0.02 | 86.462 | 0.000 | 0.000 | -87.28 | 9671.58 |
| 17 | 2009.11.27 22:59 | close at stop | 4 | 0.02 | 86.462 | 0.000 | 0.000 | -88.97 | 9582.61 |
| 18 | 2009.11.27 22:59 | close at stop | 3 | 0.02 | 86.462 | 0.000 | 0.000 | -90.14 | 9492.47 |
| 19 | 2009.11.27 22:59 | close at stop | 2 | 0.02 | 86.482 | 0.000 | 0.000 | 89.43 | 9581.90 |
| 20 | 2009.11.27 22:59 | close at stop | 1 | 0.02 | 86.462 | 0.000 | 0.000 | -90.95 | 9490.95 |