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 | MAPeriod=120; TrailingStop=0; TakeProfit=0; InitialStopLoss=0; Type=5; SignalOfFullCandle=0; FridayNightHour=16; | ||||
| Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
| Mismatched charts errors | 113 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -219.99 | Gross profit | 898.33 | Gross loss | -1118.32 |
| Profit factor | 0.80 | Expected payoff | -16.92 | ||
| Absolute drawdown | 359.23 | Maximal drawdown | 1157.29 (10.72%) | Relative drawdown | 10.72% (1157.29) |
| Total trades | 13 | Short positions (won %) | 5 (40.00%) | Long positions (won %) | 8 (37.50%) |
| Profit trades (% of total) | 5 (38.46%) | Loss trades (% of total) | 8 (61.54%) | ||
| Largest | profit trade | 363.57 | loss trade | -265.63 | |
| Average | profit trade | 179.67 | loss trade | -139.79 | |
| Maximum | consecutive wins (profit in money) | 2 (561.37) | consecutive losses (loss in money) | 4 (-762.36) | |
| Maximal | consecutive profit (count of wins) | 561.37 (2) | consecutive loss (count of losses) | -762.36 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.03 14:00 | buy | 1 | 1.00 | 90.190 | 0.000 | 0.000 | ||
| 2 | 2009.11.04 02:00 | close | 1 | 1.00 | 90.119 | 0.000 | 0.000 | -78.45 | 9921.55 |
| 3 | 2009.11.04 21:00 | sell | 2 | 1.00 | 90.798 | 0.000 | 0.000 | ||
| 4 | 2009.11.05 14:00 | close | 2 | 1.00 | 90.467 | 0.000 | 0.000 | 363.57 | 10285.12 |
| 5 | 2009.11.05 14:00 | buy | 3 | 1.00 | 90.467 | 0.000 | 0.000 | ||
| 6 | 2009.11.06 03:00 | close | 3 | 1.00 | 90.646 | 0.000 | 0.000 | 197.80 | 10482.92 |
| 7 | 2009.11.06 03:00 | sell | 4 | 1.00 | 90.646 | 0.000 | 0.000 | ||
| 8 | 2009.11.06 13:00 | close | 4 | 1.00 | 90.691 | 0.000 | 0.000 | -49.62 | 10433.30 |
| 9 | 2009.11.09 02:00 | buy | 5 | 1.00 | 89.945 | 0.000 | 0.000 | ||
| 10 | 2009.11.09 11:00 | close | 5 | 1.00 | 90.014 | 0.000 | 0.000 | 76.65 | 10509.95 |
| 11 | 2009.11.11 17:00 | sell | 6 | 1.00 | 89.825 | 0.000 | 0.000 | ||
| 12 | 2009.11.12 01:00 | close | 6 | 1.00 | 89.935 | 0.000 | 0.000 | -124.62 | 10385.33 |
| 13 | 2009.11.13 01:00 | sell | 7 | 1.00 | 90.282 | 0.000 | 0.000 | ||
| 14 | 2009.11.13 08:00 | close | 7 | 1.00 | 90.391 | 0.000 | 0.000 | -120.59 | 10264.74 |
| 15 | 2009.11.16 04:00 | buy | 8 | 1.00 | 89.680 | 0.000 | 0.000 | ||
| 16 | 2009.11.16 10:00 | close | 8 | 1.00 | 89.455 | 0.000 | 0.000 | -251.52 | 10013.22 |
| 17 | 2009.11.17 04:00 | buy | 9 | 1.00 | 89.081 | 0.000 | 0.000 | ||
| 18 | 2009.11.17 09:00 | close | 9 | 1.00 | 88.845 | 0.000 | 0.000 | -265.63 | 9747.59 |
| 19 | 2009.11.17 11:00 | buy | 10 | 1.00 | 89.030 | 0.000 | 0.000 | ||
| 20 | 2009.11.17 23:00 | close | 10 | 1.00 | 89.244 | 0.000 | 0.000 | 239.79 | 9987.38 |
| 21 | 2009.11.17 23:00 | sell | 11 | 1.00 | 89.244 | 0.000 | 0.000 | ||
| 22 | 2009.11.18 15:00 | close | 11 | 1.00 | 89.225 | 0.000 | 0.000 | 20.52 | 10007.90 |
| 23 | 2009.11.19 20:00 | buy | 12 | 1.00 | 88.939 | 0.000 | 0.000 | ||
| 24 | 2009.11.20 04:00 | close | 12 | 1.00 | 88.823 | 0.000 | 0.000 | -130.27 | 9877.63 |
| 25 | 2009.11.20 13:00 | buy | 13 | 1.00 | 88.905 | 0.000 | 0.000 | ||
| 26 | 2009.11.23 00:00 | close | 13 | 1.00 | 88.818 | 0.000 | 0.000 | -97.62 | 9780.01 |