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=0.1; Profit=35; Stop=55; Slippage=5; Symb="*"; StartTime="00:05"; | ||||
Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
Mismatched charts errors | 113 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -29.77 | Gross profit | 31.54 | Gross loss | -61.31 |
Profit factor | 0.51 | Expected payoff | -1.65 | ||
Absolute drawdown | 39.78 | Maximal drawdown | 39.78 (0.40%) | Relative drawdown | 0.40% (39.78) |
Total trades | 18 | Short positions (won %) | 12 (58.33%) | Long positions (won %) | 6 (16.67%) |
Profit trades (% of total) | 8 (44.44%) | Loss trades (% of total) | 10 (55.56%) | ||
Largest | profit trade | 4.05 | loss trade | -6.21 | |
Average | profit trade | 3.94 | loss trade | -6.13 | |
Maximum | consecutive wins (profit in money) | 2 (8.06) | consecutive losses (loss in money) | 3 (-18.57) | |
Maximal | consecutive profit (count of wins) | 8.06 (2) | consecutive loss (count of losses) | -18.57 (3) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.04 00:05 | sell | 1 | 0.10 | 90.272 | 90.327 | 90.237 | ||
2 | 2009.11.04 00:11 | s/l | 1 | 0.10 | 90.327 | 90.327 | 90.237 | -6.09 | 9993.91 |
3 | 2009.11.05 00:05 | buy | 2 | 0.10 | 90.833 | 90.778 | 90.868 | ||
4 | 2009.11.05 00:07 | s/l | 2 | 0.10 | 90.778 | 90.778 | 90.868 | -6.06 | 9987.85 |
5 | 2009.11.06 00:05 | sell | 3 | 0.10 | 90.737 | 90.792 | 90.702 | ||
6 | 2009.11.06 00:18 | s/l | 3 | 0.10 | 90.792 | 90.792 | 90.702 | -6.06 | 9981.79 |
7 | 2009.11.09 00:05 | sell | 4 | 0.10 | 89.742 | 89.797 | 89.707 | ||
8 | 2009.11.09 00:09 | t/p | 4 | 0.10 | 89.707 | 89.797 | 89.707 | 3.90 | 9985.69 |
9 | 2009.11.10 00:05 | buy | 5 | 0.10 | 89.985 | 89.930 | 90.020 | ||
10 | 2009.11.10 00:13 | s/l | 5 | 0.10 | 89.930 | 89.930 | 90.020 | -6.12 | 9979.57 |
11 | 2009.11.11 00:05 | sell | 6 | 0.10 | 89.753 | 89.808 | 89.718 | ||
12 | 2009.11.11 00:57 | t/p | 6 | 0.10 | 89.718 | 89.808 | 89.718 | 3.90 | 9983.47 |
13 | 2009.11.12 00:05 | buy | 7 | 0.10 | 89.900 | 89.845 | 89.935 | ||
14 | 2009.11.12 00:10 | t/p | 7 | 0.10 | 89.935 | 89.845 | 89.935 | 3.90 | 9987.37 |
15 | 2009.11.13 00:05 | buy | 8 | 0.10 | 90.396 | 90.341 | 90.431 | ||
16 | 2009.11.13 00:31 | s/l | 8 | 0.10 | 90.341 | 90.341 | 90.431 | -6.09 | 9981.28 |
17 | 2009.11.16 00:05 | sell | 9 | 0.10 | 89.566 | 89.621 | 89.531 | ||
18 | 2009.11.16 00:08 | t/p | 9 | 0.10 | 89.531 | 89.621 | 89.531 | 3.91 | 9985.19 |
19 | 2009.11.17 00:05 | sell | 10 | 0.10 | 89.090 | 89.145 | 89.055 | ||
20 | 2009.11.17 00:11 | t/p | 10 | 0.10 | 89.055 | 89.145 | 89.055 | 3.93 | 9989.12 |
21 | 2009.11.18 00:05 | buy | 11 | 0.10 | 89.340 | 89.285 | 89.375 | ||
22 | 2009.11.18 00:16 | s/l | 11 | 0.10 | 89.285 | 89.285 | 89.375 | -6.16 | 9982.96 |
23 | 2009.11.19 00:05 | sell | 12 | 0.10 | 89.299 | 89.354 | 89.264 | ||
24 | 2009.11.19 00:22 | s/l | 12 | 0.10 | 89.354 | 89.354 | 89.264 | -6.16 | 9976.80 |
25 | 2009.11.20 00:05 | sell | 13 | 0.10 | 88.931 | 88.986 | 88.896 | ||
26 | 2009.11.20 00:20 | t/p | 13 | 0.10 | 88.896 | 88.986 | 88.896 | 3.94 | 9980.74 |
27 | 2009.11.23 00:05 | sell | 14 | 0.10 | 88.828 | 88.883 | 88.793 | ||
28 | 2009.11.23 00:06 | s/l | 14 | 0.10 | 88.883 | 88.883 | 88.793 | -6.18 | 9974.56 |
29 | 2009.11.24 00:06 | buy | 15 | 0.10 | 89.048 | 88.993 | 89.083 | ||
30 | 2009.11.24 00:33 | s/l | 15 | 0.10 | 88.993 | 88.993 | 89.083 | -6.18 | 9968.38 |
31 | 2009.11.25 00:05 | sell | 16 | 0.10 | 88.505 | 88.560 | 88.470 | ||
32 | 2009.11.25 00:18 | s/l | 16 | 0.10 | 88.560 | 88.560 | 88.470 | -6.21 | 9962.17 |
33 | 2009.11.26 00:06 | sell | 17 | 0.10 | 87.320 | 87.375 | 87.285 | ||
34 | 2009.11.26 00:09 | t/p | 17 | 0.10 | 87.285 | 87.375 | 87.285 | 4.01 | 9966.18 |
35 | 2009.11.27 00:05 | sell | 18 | 0.10 | 86.342 | 86.397 | 86.307 | ||
36 | 2009.11.27 00:10 | t/p | 18 | 0.10 | 86.307 | 86.397 | 86.307 | 4.05 | 9970.23 |