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 | -8.99 | Gross profit | 73.65 | Gross loss | -82.64 |
| Profit factor | 0.89 | Expected payoff | -1.50 | ||
| Absolute drawdown | 149.41 | Maximal drawdown | 255.90 (2.53%) | Relative drawdown | 2.53% (255.90) |
| Total trades | 6 | Short positions (won %) | 6 (66.67%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 4 (66.67%) | Loss trades (% of total) | 2 (33.33%) | ||
| Largest | profit trade | 44.26 | loss trade | -63.17 | |
| Average | profit trade | 18.41 | loss trade | -41.32 | |
| Maximum | consecutive wins (profit in money) | 4 (73.65) | consecutive losses (loss in money) | 2 (-82.64) | |
| Maximal | consecutive profit (count of wins) | 73.65 (4) | consecutive loss (count of losses) | -82.64 (2) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
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| # | 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 | 2009.11.06 17:00 | sell | 2 | 0.20 | 89.841 | 90.485 | 0.500 | ||
| 3 | 2009.11.09 09:00 | close | 2 | 0.20 | 90.125 | 90.485 | 0.500 | -63.17 | 9936.83 |
| 4 | 2009.11.09 09:00 | close | 1 | 0.20 | 90.125 | 90.892 | 0.500 | -19.46 | 9917.36 |
| 5 | 2009.11.13 15:00 | sell | 3 | 0.20 | 89.579 | 90.272 | 0.500 | ||
| 6 | 2009.11.16 09:00 | close | 3 | 0.20 | 89.575 | 90.272 | 0.500 | 0.74 | 9918.10 |
| 7 | 2009.11.16 20:00 | sell | 4 | 0.10 | 89.031 | 89.838 | 0.500 | ||
| 8 | 2009.11.16 21:00 | sell | 5 | 0.10 | 88.955 | 89.599 | 0.500 | ||
| 9 | 2009.11.17 09:00 | close | 5 | 0.10 | 88.865 | 89.599 | 0.500 | 10.05 | 9928.15 |
| 10 | 2009.11.17 09:00 | close | 4 | 0.10 | 88.865 | 89.838 | 0.500 | 18.60 | 9946.75 |
| 11 | 2009.11.25 14:00 | sell | 6 | 0.10 | 87.602 | 88.129 | 0.500 | ||
| 12 | 2009.11.26 04:00 | close | 6 | 0.10 | 87.214 | 88.129 | 0.500 | 44.26 | 9991.01 |