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 | Hours2Check=8; CloseHour=9; EarliestOpenHour=14; Days2Check=10; ChannelK=1.5; CheckHour_8=8; ProfitK_8=2; LossK_8=2; OffsetK_8=2; CheckHour_12=12; ProfitK_12=2; LossK_12=1.5; OffsetK_12=2.5; FilterDay=4; DoubleDay=5; UseMM=false; TradesPerDayAllowed=2; | ||||
Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
Mismatched charts errors | 113 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 44.13 | Gross profit | 63.60 | Gross loss | -19.46 |
Profit factor | 3.27 | Expected payoff | 11.03 | ||
Absolute drawdown | 63.79 | Maximal drawdown | 155.28 (1.54%) | Relative drawdown | 1.54% (155.28) |
Total trades | 4 | Short positions (won %) | 4 (75.00%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 3 (75.00%) | Loss trades (% of total) | 1 (25.00%) | ||
Largest | profit trade | 44.26 | loss trade | -19.46 | |
Average | profit trade | 21.20 | loss trade | -19.46 | |
Maximum | consecutive wins (profit in money) | 3 (63.60) | consecutive losses (loss in money) | 1 (-19.46) | |
Maximal | consecutive profit (count of wins) | 63.60 (3) | consecutive loss (count of losses) | -19.46 (1) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.06 16:00 | sell | 1 | 0.20 | 90.038 | 90.892 | 0.500 | ||
2 | 2009.11.09 09:00 | close | 1 | 0.20 | 90.125 | 90.892 | 0.500 | -19.46 | 9980.54 |
3 | 2009.11.13 15:00 | sell | 2 | 0.20 | 89.579 | 90.272 | 0.500 | ||
4 | 2009.11.16 09:00 | close | 2 | 0.20 | 89.575 | 90.272 | 0.500 | 0.74 | 9981.27 |
5 | 2009.11.16 20:00 | sell | 3 | 0.10 | 89.031 | 89.838 | 0.500 | ||
6 | 2009.11.17 09:00 | close | 3 | 0.10 | 88.865 | 89.838 | 0.500 | 18.60 | 9999.88 |
7 | 2009.11.25 14:00 | sell | 4 | 0.10 | 87.602 | 88.129 | 0.500 | ||
8 | 2009.11.26 04:00 | close | 4 | 0.10 | 87.214 | 88.129 | 0.500 | 44.26 | 10044.13 |