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 | TakeProfit=4; Lots=20; StopLoss=80; TimeOpen=2; p1=13; p2=14; | ||||
| Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
| Mismatched charts errors | 113 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -6166.99 | Gross profit | 931.49 | Gross loss | -7098.48 |
| Profit factor | 0.13 | Expected payoff | -560.64 | ||
| Absolute drawdown | 6166.99 | Maximal drawdown | 6810.27 (63.99%) | Relative drawdown | 63.99% (6810.27) |
| Total trades | 11 | Short positions (won %) | 7 (71.43%) | Long positions (won %) | 4 (50.00%) |
| Profit trades (% of total) | 7 (63.64%) | Loss trades (% of total) | 4 (36.36%) | ||
| Largest | profit trade | 355.39 | loss trade | -1779.12 | |
| Average | profit trade | 133.07 | loss trade | -1774.62 | |
| Maximum | consecutive wins (profit in money) | 4 (643.28) | consecutive losses (loss in money) | 2 (-3554.81) | |
| Maximal | consecutive profit (count of wins) | 643.28 (4) | consecutive loss (count of losses) | -3554.81 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.03 02:59 | sell | 1 | 20.00 | 90.352 | 90.432 | 90.319 | ||
| 2 | 2009.11.03 03:12 | close | 1 | 20.00 | 90.348 | 90.432 | 90.319 | 88.55 | 10088.55 |
| 3 | 2009.11.03 03:59 | sell | 2 | 20.00 | 90.320 | 90.400 | 90.287 | ||
| 4 | 2009.11.03 04:26 | close | 2 | 20.00 | 90.315 | 90.400 | 90.287 | 110.72 | 10199.27 |
| 5 | 2009.11.03 04:59 | sell | 3 | 20.00 | 90.272 | 90.352 | 90.239 | ||
| 6 | 2009.11.03 05:13 | close | 3 | 20.00 | 90.268 | 90.352 | 90.239 | 88.62 | 10287.89 |
| 7 | 2009.11.03 09:59 | sell | 4 | 20.00 | 90.057 | 90.137 | 90.024 | ||
| 8 | 2009.11.03 09:59 | close | 4 | 20.00 | 90.041 | 90.137 | 90.024 | 355.39 | 10643.28 |
| 9 | 2009.11.03 10:59 | buy | 5 | 20.00 | 90.012 | 89.932 | 90.045 | ||
| 10 | 2009.11.03 11:00 | s/l | 5 | 20.00 | 89.932 | 89.932 | 90.045 | -1779.12 | 8864.16 |
| 11 | 2009.11.03 11:59 | buy | 6 | 20.00 | 90.186 | 90.106 | 90.219 | ||
| 12 | 2009.11.03 12:02 | s/l | 6 | 20.00 | 90.106 | 90.106 | 90.219 | -1775.69 | 7088.47 |
| 13 | 2009.11.03 12:59 | buy | 7 | 20.00 | 90.095 | 90.015 | 90.128 | ||
| 14 | 2009.11.03 13:06 | close | 7 | 20.00 | 90.099 | 90.015 | 90.128 | 88.79 | 7177.26 |
| 15 | 2009.11.03 13:59 | buy | 8 | 20.00 | 90.183 | 90.103 | 90.216 | ||
| 16 | 2009.11.03 14:01 | close | 8 | 20.00 | 90.187 | 90.103 | 90.216 | 88.70 | 7265.96 |
| 17 | 2009.11.03 14:59 | sell | 9 | 20.00 | 90.152 | 90.232 | 90.119 | ||
| 18 | 2009.11.03 15:00 | s/l | 9 | 20.00 | 90.232 | 90.232 | 90.119 | -1773.21 | 5492.75 |
| 19 | 2009.11.03 16:59 | sell | 10 | 20.00 | 90.323 | 90.403 | 90.290 | ||
| 20 | 2009.11.03 17:02 | close | 10 | 20.00 | 90.318 | 90.403 | 90.290 | 110.72 | 5603.47 |
| 21 | 2009.11.03 18:59 | sell | 11 | 20.00 | 90.292 | 90.372 | 90.259 | ||
| 22 | 2009.11.03 19:11 | s/l | 11 | 20.00 | 90.372 | 90.372 | 90.259 | -1770.46 | 3833.01 |