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=0.02; maxcount=10; pipstep=100; backstep=20; quiescenow=false; donow=false; stopnow=false; closenow=false; use_sessionTP=false; sessionTP=2000; use_sessionSL=false; sessionSL=4000; useinvalues=false; inmax=0; inmin=0; | ||||
Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
Mismatched charts errors | 113 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -183.39 | Gross profit | 1.15 | Gross loss | -184.54 |
Profit factor | 0.01 | Expected payoff | -45.85 | ||
Absolute drawdown | 265.45 | Maximal drawdown | 303.95 (3.03%) | Relative drawdown | 3.03% (303.95) |
Total trades | 4 | Short positions (won %) | 2 (50.00%) | Long positions (won %) | 2 (0.00%) |
Profit trades (% of total) | 1 (25.00%) | Loss trades (% of total) | 3 (75.00%) | ||
Largest | profit trade | 1.15 | loss trade | -92.56 | |
Average | profit trade | 1.15 | loss trade | -61.51 | |
Maximum | consecutive wins (profit in money) | 1 (1.15) | consecutive losses (loss in money) | 3 (-184.54) | |
Maximal | consecutive profit (count of wins) | 1.15 (1) | consecutive loss (count of losses) | -184.54 (3) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 02:00 | buy | 1 | 0.02 | 90.471 | 0.000 | 0.000 | ||
2 | 2009.11.03 02:00 | sell | 2 | 0.02 | 90.448 | 0.000 | 0.000 | ||
3 | 2009.11.03 02:03 | sell | 3 | 0.02 | 90.350 | 0.000 | 0.000 | ||
4 | 2009.11.03 02:42 | close | 2 | 0.02 | 90.396 | 0.000 | 0.000 | 1.15 | 10001.15 |
5 | 2009.11.03 02:42 | close | 3 | 0.02 | 90.398 | 0.000 | 0.000 | -1.06 | 10000.09 |
6 | 2009.11.03 02:42 | buy | 4 | 0.02 | 90.400 | 0.000 | 0.000 | ||
7 | 2009.11.27 22:59 | close at stop | 4 | 0.02 | 86.462 | 0.000 | 0.000 | -90.92 | 9909.17 |
8 | 2009.11.27 22:59 | close at stop | 1 | 0.02 | 86.462 | 0.000 | 0.000 | -92.56 | 9816.61 |