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 | -10.56 | Gross profit | 39.00 | Gross loss | -49.56 |
Profit factor | 0.79 | Expected payoff | -0.59 | ||
Absolute drawdown | 14.49 | Maximal drawdown | 26.07 (0.26%) | Relative drawdown | 0.26% (26.07) |
Total trades | 18 | Short positions (won %) | 6 (83.33%) | Long positions (won %) | 12 (41.67%) |
Profit trades (% of total) | 10 (55.56%) | Loss trades (% of total) | 8 (44.44%) | ||
Largest | profit trade | 3.95 | loss trade | -6.37 | |
Average | profit trade | 3.90 | loss trade | -6.19 | |
Maximum | consecutive wins (profit in money) | 3 (11.82) | consecutive losses (loss in money) | 2 (-12.67) | |
Maximal | consecutive profit (count of wins) | 11.82 (3) | consecutive loss (count of losses) | -12.67 (2) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.04 00:05 | buy | 1 | 0.10 | 90.292 | 90.237 | 90.327 | ||
2 | 2009.11.04 00:16 | t/p | 1 | 0.10 | 90.327 | 90.237 | 90.327 | 3.87 | 10003.87 |
3 | 2009.11.05 00:05 | sell | 2 | 0.10 | 90.813 | 90.868 | 90.778 | ||
4 | 2009.11.05 00:08 | t/p | 2 | 0.10 | 90.778 | 90.868 | 90.778 | 3.86 | 10007.73 |
5 | 2009.11.06 00:05 | buy | 3 | 0.10 | 90.757 | 90.702 | 90.792 | ||
6 | 2009.11.06 00:22 | t/p | 3 | 0.10 | 90.792 | 90.702 | 90.792 | 3.85 | 10011.58 |
7 | 2009.11.09 00:05 | buy | 4 | 0.10 | 89.762 | 89.707 | 89.797 | ||
8 | 2009.11.09 00:08 | s/l | 4 | 0.10 | 89.707 | 89.707 | 89.797 | -6.13 | 10005.45 |
9 | 2009.11.10 00:05 | sell | 5 | 0.10 | 89.965 | 90.020 | 89.930 | ||
10 | 2009.11.10 00:16 | t/p | 5 | 0.10 | 89.930 | 90.020 | 89.930 | 3.89 | 10009.34 |
11 | 2009.11.11 00:05 | buy | 6 | 0.10 | 89.773 | 89.718 | 89.808 | ||
12 | 2009.11.11 00:56 | s/l | 6 | 0.10 | 89.718 | 89.718 | 89.808 | -6.13 | 10003.21 |
13 | 2009.11.12 00:05 | sell | 7 | 0.10 | 89.880 | 89.935 | 89.845 | ||
14 | 2009.11.12 00:09 | s/l | 7 | 0.10 | 89.935 | 89.935 | 89.845 | -6.12 | 9997.09 |
15 | 2009.11.13 00:05 | sell | 8 | 0.10 | 90.376 | 90.431 | 90.341 | ||
16 | 2009.11.13 00:32 | t/p | 8 | 0.10 | 90.341 | 90.431 | 90.341 | 3.87 | 10000.96 |
17 | 2009.11.16 00:05 | buy | 9 | 0.10 | 89.586 | 89.531 | 89.621 | ||
18 | 2009.11.16 00:07 | s/l | 9 | 0.10 | 89.531 | 89.531 | 89.621 | -6.14 | 9994.82 |
19 | 2009.11.17 00:05 | buy | 10 | 0.10 | 89.110 | 89.055 | 89.145 | ||
20 | 2009.11.17 00:10 | s/l | 10 | 0.10 | 89.055 | 89.055 | 89.145 | -6.18 | 9988.64 |
21 | 2009.11.18 00:05 | sell | 11 | 0.10 | 89.320 | 89.375 | 89.285 | ||
22 | 2009.11.18 00:23 | t/p | 11 | 0.10 | 89.285 | 89.375 | 89.285 | 3.92 | 9992.56 |
23 | 2009.11.19 00:05 | buy | 12 | 0.10 | 89.319 | 89.264 | 89.354 | ||
24 | 2009.11.19 00:25 | t/p | 12 | 0.10 | 89.354 | 89.264 | 89.354 | 3.92 | 9996.48 |
25 | 2009.11.20 00:05 | buy | 13 | 0.10 | 88.951 | 88.896 | 88.986 | ||
26 | 2009.11.20 00:16 | s/l | 13 | 0.10 | 88.896 | 88.896 | 88.986 | -6.19 | 9990.29 |
27 | 2009.11.23 00:05 | buy | 14 | 0.10 | 88.848 | 88.793 | 88.883 | ||
28 | 2009.11.23 00:07 | t/p | 14 | 0.10 | 88.883 | 88.793 | 88.883 | 3.93 | 9994.22 |
29 | 2009.11.24 00:06 | sell | 15 | 0.10 | 89.028 | 89.083 | 88.993 | ||
30 | 2009.11.24 00:42 | t/p | 15 | 0.10 | 88.993 | 89.083 | 88.993 | 3.94 | 9998.16 |
31 | 2009.11.25 00:05 | buy | 16 | 0.10 | 88.525 | 88.470 | 88.560 | ||
32 | 2009.11.25 00:37 | t/p | 16 | 0.10 | 88.560 | 88.470 | 88.560 | 3.95 | 10002.11 |
33 | 2009.11.26 00:06 | buy | 17 | 0.10 | 87.340 | 87.285 | 87.375 | ||
34 | 2009.11.26 00:08 | s/l | 17 | 0.10 | 87.285 | 87.285 | 87.375 | -6.30 | 9995.81 |
35 | 2009.11.27 00:05 | buy | 18 | 0.10 | 86.362 | 86.307 | 86.397 | ||
36 | 2009.11.27 00:10 | s/l | 18 | 0.10 | 86.307 | 86.307 | 86.397 | -6.37 | 9989.44 |