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 | TakeProfit=300; StopLoss=200; TrailingStop=120; TrailingStep=20; CloseOppositePosition=false; Lots=0.1; Slippage=1; s______=""Ïàðàìåòðû"; KPeriod=30; Slowing=10; DPeriod=10; note4=""0sma,"; MAMethod=0; note5=""0high/low,"; PriceField=1; note6=""overbought"; overBought=60; note7=""oversold"; overSold=40; | ||||
Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
Mismatched charts errors | 113 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -42.18 | Gross profit | 48.15 | Gross loss | -90.33 |
Profit factor | 0.53 | Expected payoff | -7.03 | ||
Absolute drawdown | 42.18 | Maximal drawdown | 105.04 (1.04%) | Relative drawdown | 1.04% (105.04) |
Total trades | 6 | Short positions (won %) | 1 (0.00%) | Long positions (won %) | 5 (40.00%) |
Profit trades (% of total) | 2 (33.33%) | Loss trades (% of total) | 4 (66.67%) | ||
Largest | profit trade | 33.06 | loss trade | -23.06 | |
Average | profit trade | 24.08 | loss trade | -22.58 | |
Maximum | consecutive wins (profit in money) | 2 (48.15) | consecutive losses (loss in money) | 4 (-90.33) | |
Maximal | consecutive profit (count of wins) | 48.15 (2) | consecutive loss (count of losses) | -90.33 (4) | |
Average | consecutive wins | 2 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.04 08:00 | buy | 1 | 0.10 | 90.456 | 90.256 | 90.756 | ||
2 | 2009.11.04 08:23 | modify | 1 | 0.10 | 90.456 | 90.457 | 90.756 | ||
3 | 2009.11.04 08:25 | modify | 1 | 0.10 | 90.456 | 90.478 | 90.756 | ||
4 | 2009.11.04 09:16 | modify | 1 | 0.10 | 90.456 | 90.500 | 90.756 | ||
5 | 2009.11.04 09:17 | modify | 1 | 0.10 | 90.456 | 90.522 | 90.756 | ||
6 | 2009.11.04 09:17 | modify | 1 | 0.10 | 90.456 | 90.543 | 90.756 | ||
7 | 2009.11.04 09:18 | modify | 1 | 0.10 | 90.456 | 90.564 | 90.756 | ||
8 | 2009.11.04 09:31 | modify | 1 | 0.10 | 90.456 | 90.585 | 90.756 | ||
9 | 2009.11.04 09:31 | modify | 1 | 0.10 | 90.456 | 90.606 | 90.756 | ||
10 | 2009.11.04 09:32 | modify | 1 | 0.10 | 90.456 | 90.627 | 90.756 | ||
11 | 2009.11.04 09:32 | t/p | 1 | 0.10 | 90.756 | 90.627 | 90.756 | 33.06 | 10033.06 |
12 | 2009.11.12 14:00 | buy | 2 | 0.10 | 89.998 | 89.798 | 90.298 | ||
13 | 2009.11.12 14:27 | modify | 2 | 0.10 | 89.998 | 89.999 | 90.298 | ||
14 | 2009.11.12 14:28 | modify | 2 | 0.10 | 89.998 | 90.021 | 90.298 | ||
15 | 2009.11.12 14:30 | modify | 2 | 0.10 | 89.998 | 90.044 | 90.298 | ||
16 | 2009.11.12 14:30 | modify | 2 | 0.10 | 89.998 | 90.067 | 90.298 | ||
17 | 2009.11.12 14:31 | modify | 2 | 0.10 | 89.998 | 90.089 | 90.298 | ||
18 | 2009.11.12 14:32 | modify | 2 | 0.10 | 89.998 | 90.112 | 90.298 | ||
19 | 2009.11.12 14:32 | modify | 2 | 0.10 | 89.998 | 90.134 | 90.298 | ||
20 | 2009.11.12 14:43 | s/l | 2 | 0.10 | 90.134 | 90.134 | 90.298 | 15.09 | 10048.15 |
21 | 2009.11.18 20:00 | buy | 3 | 0.10 | 89.450 | 89.250 | 89.750 | ||
22 | 2009.11.19 02:17 | s/l | 3 | 0.10 | 89.250 | 89.250 | 89.750 | -22.28 | 10025.87 |
23 | 2009.11.23 09:00 | sell | 4 | 0.10 | 88.697 | 88.897 | 88.397 | ||
24 | 2009.11.23 09:23 | s/l | 4 | 0.10 | 88.897 | 88.897 | 88.397 | -22.50 | 10003.37 |
25 | 2009.11.23 19:00 | buy | 5 | 0.10 | 89.127 | 88.927 | 89.427 | ||
26 | 2009.11.23 23:08 | s/l | 5 | 0.10 | 88.927 | 88.927 | 89.427 | -22.49 | 9980.88 |
27 | 2009.11.27 16:00 | buy | 6 | 0.10 | 86.896 | 86.696 | 87.196 | ||
28 | 2009.11.27 16:57 | s/l | 6 | 0.10 | 86.696 | 86.696 | 87.196 | -23.06 | 9957.82 |