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; LotsMultiplier=2; BreakEvenStart=25; ProtectProfit=5; TrailingStop=25; TakeProfit=100; RiskPercent=1; PositionManagement=false; OrderClosure=false; AllowedPositions=5; | ||||
Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
Mismatched charts errors | 113 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -302.44 | Gross profit | 3.20 | Gross loss | -305.64 |
Profit factor | 0.01 | Expected payoff | -27.49 | ||
Absolute drawdown | 320.84 | Maximal drawdown | 389.59 (3.87%) | Relative drawdown | 3.87% (389.59) |
Total trades | 11 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 11 (9.09%) |
Profit trades (% of total) | 1 (9.09%) | Loss trades (% of total) | 10 (90.91%) | ||
Largest | profit trade | 3.20 | loss trade | -63.36 | |
Average | profit trade | 3.20 | loss trade | -30.56 | |
Maximum | consecutive wins (profit in money) | 1 (3.20) | consecutive losses (loss in money) | 8 (-272.32) | |
Maximal | consecutive profit (count of wins) | 3.20 (1) | consecutive loss (count of losses) | -272.32 (8) | |
Average | consecutive wins | 1 | consecutive losses | 5 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 02:00 | buy | 1 | 0.10 | 90.473 | 0.000 | 0.000 | ||
2 | 2009.11.03 04:00 | close | 1 | 0.10 | 90.325 | 0.000 | 0.000 | -16.39 | 9983.61 |
3 | 2009.11.03 20:00 | buy | 2 | 0.10 | 90.350 | 0.000 | 0.000 | ||
4 | 2009.11.04 03:00 | close | 2 | 0.10 | 90.197 | 0.000 | 0.000 | -16.93 | 9966.68 |
5 | 2009.11.04 07:00 | buy | 3 | 0.10 | 90.380 | 0.000 | 0.000 | ||
6 | 2009.11.05 05:00 | close | 3 | 0.10 | 90.408 | 0.000 | 0.000 | 3.20 | 9969.88 |
7 | 2009.11.06 13:00 | buy | 4 | 0.10 | 90.691 | 0.000 | 0.000 | ||
8 | 2009.11.06 15:00 | close | 4 | 0.10 | 90.120 | 0.000 | 0.000 | -63.36 | 9906.52 |
9 | 2009.11.11 12:00 | buy | 5 | 0.10 | 89.897 | 0.000 | 0.000 | ||
10 | 2009.11.12 05:00 | close | 5 | 0.10 | 89.740 | 0.000 | 0.000 | -17.39 | 9889.13 |
11 | 2009.11.12 14:00 | buy | 6 | 0.10 | 89.998 | 0.000 | 0.000 | ||
12 | 2009.11.13 12:00 | close | 6 | 0.10 | 89.808 | 0.000 | 0.000 | -21.13 | 9868.00 |
13 | 2009.11.17 18:00 | buy | 7 | 0.10 | 89.430 | 0.000 | 0.000 | ||
14 | 2009.11.18 06:00 | close | 7 | 0.10 | 89.180 | 0.000 | 0.000 | -28.00 | 9840.01 |
15 | 2009.11.18 18:00 | buy | 8 | 0.10 | 89.380 | 0.000 | 0.000 | ||
16 | 2009.11.19 05:00 | close | 8 | 0.10 | 89.090 | 0.000 | 0.000 | -32.45 | 9807.56 |
17 | 2009.11.20 22:00 | buy | 9 | 0.10 | 89.034 | 0.000 | 0.000 | ||
18 | 2009.11.23 00:00 | close | 9 | 0.10 | 88.818 | 0.000 | 0.000 | -24.29 | 9783.27 |
19 | 2009.11.23 18:00 | buy | 10 | 0.10 | 89.154 | 0.000 | 0.000 | ||
20 | 2009.11.24 03:00 | close | 10 | 0.10 | 88.830 | 0.000 | 0.000 | -36.44 | 9746.83 |
21 | 2009.11.27 18:00 | buy | 11 | 0.10 | 86.888 | 0.000 | 0.000 | ||
22 | 2009.11.27 22:59 | close at stop | 11 | 0.10 | 86.462 | 0.000 | 0.000 | -49.27 | 9697.56 |