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=20; Lots=1; InitialStop=80; TrailingStop=40; | ||||
| Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
| Mismatched charts errors | 113 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -2145.61 | Gross profit | 333.52 | Gross loss | -2479.13 |
| Profit factor | 0.13 | Expected payoff | -143.04 | ||
| Absolute drawdown | 2360.20 | Maximal drawdown | 2815.66 (26.93%) | Relative drawdown | 26.93% (2815.66) |
| Total trades | 15 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 15 (13.33%) |
| Profit trades (% of total) | 2 (13.33%) | Loss trades (% of total) | 13 (86.67%) | ||
| Largest | profit trade | 284.41 | loss trade | -354.24 | |
| Average | profit trade | 166.76 | loss trade | -190.70 | |
| Maximum | consecutive wins (profit in money) | 1 (284.41) | consecutive losses (loss in money) | 6 (-954.30) | |
| Maximal | consecutive profit (count of wins) | 284.41 (1) | consecutive loss (count of losses) | -1042.84 (5) | |
| Average | consecutive wins | 1 | consecutive losses | 4 | |
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| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.03 02:00 | buy | 1 | 1.00 | 90.473 | 0.000 | 0.000 | ||
| 2 | 2009.11.03 06:00 | close | 1 | 1.00 | 90.186 | 0.000 | 0.000 | -318.23 | 9681.77 |
| 3 | 2009.11.03 17:00 | buy | 2 | 1.00 | 90.345 | 0.000 | 0.000 | ||
| 4 | 2009.11.04 03:00 | close | 2 | 1.00 | 90.197 | 0.000 | 0.000 | -163.76 | 9518.01 |
| 5 | 2009.11.04 08:00 | buy | 3 | 1.00 | 90.456 | 0.000 | 0.000 | ||
| 6 | 2009.11.04 23:00 | close | 3 | 1.00 | 90.714 | 0.000 | 0.000 | 284.41 | 9802.42 |
| 7 | 2009.11.05 16:00 | buy | 4 | 1.00 | 90.616 | 0.000 | 0.000 | ||
| 8 | 2009.11.06 08:00 | close | 4 | 1.00 | 90.510 | 0.000 | 0.000 | -116.78 | 9685.64 |
| 9 | 2009.11.09 05:00 | buy | 5 | 1.00 | 90.194 | 0.000 | 0.000 | ||
| 10 | 2009.11.09 13:00 | close | 5 | 1.00 | 89.879 | 0.000 | 0.000 | -350.47 | 9335.17 |
| 11 | 2009.11.10 13:00 | buy | 6 | 1.00 | 90.034 | 0.000 | 0.000 | ||
| 12 | 2009.11.10 16:00 | close | 6 | 1.00 | 89.830 | 0.000 | 0.000 | -227.10 | 9108.07 |
| 13 | 2009.11.11 09:00 | buy | 7 | 1.00 | 90.028 | 0.000 | 0.000 | ||
| 14 | 2009.11.11 22:00 | close | 7 | 1.00 | 89.805 | 0.000 | 0.000 | -248.32 | 8859.75 |
| 15 | 2009.11.12 01:00 | buy | 8 | 1.00 | 89.935 | 0.000 | 0.000 | ||
| 16 | 2009.11.12 04:00 | close | 8 | 1.00 | 89.845 | 0.000 | 0.000 | -100.17 | 8759.58 |
| 17 | 2009.11.12 15:00 | buy | 9 | 1.00 | 90.165 | 0.000 | 0.000 | ||
| 18 | 2009.11.13 04:00 | close | 9 | 1.00 | 90.209 | 0.000 | 0.000 | 49.11 | 8808.69 |
| 19 | 2009.11.17 14:00 | buy | 10 | 1.00 | 89.285 | 0.000 | 0.000 | ||
| 20 | 2009.11.18 06:00 | close | 10 | 1.00 | 89.180 | 0.000 | 0.000 | -117.41 | 8691.28 |
| 21 | 2009.11.18 17:00 | buy | 11 | 1.00 | 89.265 | 0.000 | 0.000 | ||
| 22 | 2009.11.19 04:00 | close | 11 | 1.00 | 89.185 | 0.000 | 0.000 | -88.71 | 8602.57 |
| 23 | 2009.11.19 22:00 | buy | 12 | 1.00 | 89.075 | 0.000 | 0.000 | ||
| 24 | 2009.11.20 05:00 | close | 12 | 1.00 | 88.909 | 0.000 | 0.000 | -186.38 | 8416.19 |
| 25 | 2009.11.20 15:00 | buy | 13 | 1.00 | 88.988 | 0.000 | 0.000 | ||
| 26 | 2009.11.23 01:00 | close | 13 | 1.00 | 88.868 | 0.000 | 0.000 | -134.70 | 8281.49 |
| 27 | 2009.11.23 18:00 | buy | 14 | 1.00 | 89.154 | 0.000 | 0.000 | ||
| 28 | 2009.11.24 02:00 | close | 14 | 1.00 | 88.839 | 0.000 | 0.000 | -354.24 | 7927.25 |
| 29 | 2009.11.27 11:00 | buy | 15 | 1.00 | 86.525 | 0.000 | 0.000 | ||
| 30 | 2009.11.27 22:59 | close at stop | 15 | 1.00 | 86.462 | 0.000 | 0.000 | -72.86 | 7854.39 |