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=30; TakeProfit=4; 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 | -4367.27 | Gross profit | 964.94 | Gross loss | -5332.21 |
| Profit factor | 0.18 | Expected payoff | -727.88 | ||
| Absolute drawdown | 4367.27 | Maximal drawdown | 5332.21 (48.63%) | Relative drawdown | 48.63% (5332.21) |
| Total trades | 6 | Short positions (won %) | 4 (100.00%) | Long positions (won %) | 2 (0.00%) |
| Profit trades (% of total) | 4 (66.67%) | Loss trades (% of total) | 2 (33.33%) | ||
| Largest | profit trade | 533.09 | loss trade | -2668.68 | |
| Average | profit trade | 241.24 | loss trade | -2666.11 | |
| Maximum | consecutive wins (profit in money) | 4 (964.94) | consecutive losses (loss in money) | 2 (-5332.21) | |
| Maximal | consecutive profit (count of wins) | 964.94 (4) | consecutive loss (count of losses) | -5332.21 (2) | |
| Average | consecutive wins | 4 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.03 02:59 | sell | 1 | 30.00 | 90.352 | 90.432 | 90.319 | ||
| 2 | 2009.11.03 03:12 | close | 1 | 30.00 | 90.348 | 90.432 | 90.319 | 132.82 | 10132.82 |
| 3 | 2009.11.03 03:59 | sell | 2 | 30.00 | 90.320 | 90.400 | 90.287 | ||
| 4 | 2009.11.03 04:26 | close | 2 | 30.00 | 90.315 | 90.400 | 90.287 | 166.09 | 10298.91 |
| 5 | 2009.11.03 04:59 | sell | 3 | 30.00 | 90.272 | 90.352 | 90.239 | ||
| 6 | 2009.11.03 05:13 | close | 3 | 30.00 | 90.268 | 90.352 | 90.239 | 132.94 | 10431.85 |
| 7 | 2009.11.03 09:59 | sell | 4 | 30.00 | 90.057 | 90.137 | 90.024 | ||
| 8 | 2009.11.03 09:59 | close | 4 | 30.00 | 90.041 | 90.137 | 90.024 | 533.09 | 10964.94 |
| 9 | 2009.11.03 10:59 | buy | 5 | 30.00 | 90.012 | 89.932 | 90.045 | ||
| 10 | 2009.11.03 11:00 | s/l | 5 | 30.00 | 89.932 | 89.932 | 90.045 | -2668.68 | 8296.26 |
| 11 | 2009.11.03 11:59 | buy | 6 | 30.00 | 90.186 | 90.106 | 90.219 | ||
| 12 | 2009.11.03 12:02 | s/l | 6 | 30.00 | 90.106 | 90.106 | 90.219 | -2663.53 | 5632.73 |