Strategy Tester Report
AlpariUK-Demo (Build 225)
Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
Period | 1 Hour (H1) 2009.11.03 02:00 - 2009.11.30 00:00 (2009.11.01 - 2009.11.30) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | Lots=0.1; TakeProfit=100; RiskPercent=1; SignalLifeBars=24; PVoffset=2; | ||||
Bars in test | 551 | Ticks modelled | 11401 | Modelling quality | n/a |
Mismatched charts errors | 4 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 250.06 | Gross profit | 552.04 | Gross loss | -301.98 |
Profit factor | 1.83 | Expected payoff | 15.63 | ||
Absolute drawdown | 183.65 | Maximal drawdown | 1262.49 (11.24%) | Relative drawdown | 11.24% (1262.49) |
Total trades | 16 | Short positions (won %) | 16 (50.00%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 8 (50.00%) | Loss trades (% of total) | 8 (50.00%) | ||
Largest | profit trade | 192.81 | loss trade | -165.16 | |
Average | profit trade | 69.00 | loss trade | -37.75 | |
Maximum | consecutive wins (profit in money) | 3 (52.53) | consecutive losses (loss in money) | 4 (-53.84) | |
Maximal | consecutive profit (count of wins) | 276.02 (2) | consecutive loss (count of losses) | -165.16 (1) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 06:00 | sell | 1 | 0.10 | 90.186 | 0.000 | 0.000 | ||
2 | 2009.11.03 18:00 | close | 1 | 0.10 | 90.317 | 0.000 | 0.000 | -14.50 | 9985.50 |
3 | 2009.11.09 12:00 | sell | 2 | 0.10 | 89.877 | 0.000 | 0.000 | ||
4 | 2009.11.10 01:00 | sell | 3 | 0.10 | 89.852 | 0.000 | 0.000 | ||
5 | 2009.11.10 07:00 | sell | 4 | 0.10 | 89.766 | 0.000 | 0.000 | ||
6 | 2009.11.10 15:00 | sell | 5 | 0.10 | 89.788 | 0.000 | 0.000 | ||
7 | 2009.11.11 01:00 | sell | 6 | 0.10 | 89.686 | 0.000 | 0.000 | ||
8 | 2009.11.11 14:00 | close | 2 | 0.10 | 89.893 | 0.000 | 0.000 | -2.04 | 9983.46 |
9 | 2009.11.11 14:00 | close | 4 | 0.10 | 89.893 | 0.000 | 0.000 | -14.26 | 9969.19 |
10 | 2009.11.11 14:00 | close | 6 | 0.10 | 89.893 | 0.000 | 0.000 | -23.03 | 9946.16 |
11 | 2009.11.11 15:00 | close | 3 | 0.10 | 89.839 | 0.000 | 0.000 | 1.32 | 9947.48 |
12 | 2009.11.11 16:00 | close | 5 | 0.10 | 89.912 | 0.000 | 0.000 | -13.92 | 9933.56 |
13 | 2009.11.16 02:00 | sell | 7 | 0.10 | 89.390 | 0.000 | 0.000 | ||
14 | 2009.11.16 10:00 | sell | 8 | 0.10 | 89.455 | 0.000 | 0.000 | ||
15 | 2009.11.16 16:00 | sell | 9 | 0.10 | 89.444 | 0.000 | 0.000 | ||
16 | 2009.11.17 09:00 | sell | 10 | 0.10 | 88.845 | 0.000 | 0.000 | ||
17 | 2009.11.18 02:00 | close | 7 | 0.10 | 89.249 | 0.000 | 0.000 | 15.54 | 9949.10 |
18 | 2009.11.18 02:00 | close | 9 | 0.10 | 89.249 | 0.000 | 0.000 | 21.59 | 9970.68 |
19 | 2009.11.18 03:00 | close | 8 | 0.10 | 89.315 | 0.000 | 0.000 | 15.41 | 9986.09 |
20 | 2009.11.18 04:00 | close | 10 | 0.10 | 89.295 | 0.000 | 0.000 | -50.52 | 9935.57 |
21 | 2009.11.20 04:00 | sell | 11 | 0.10 | 88.823 | 0.000 | 0.000 | ||
22 | 2009.11.20 15:00 | close | 11 | 0.10 | 88.988 | 0.000 | 0.000 | -18.54 | 9917.03 |
23 | 2009.11.25 03:00 | sell | 12 | 0.10 | 88.251 | 0.000 | 0.000 | ||
24 | 2009.11.25 10:00 | sell | 13 | 0.10 | 88.154 | 0.000 | 0.000 | ||
25 | 2009.11.25 22:00 | sell | 14 | 0.10 | 87.314 | 0.000 | 0.000 | ||
26 | 2009.11.26 05:00 | sell | 15 | 0.10 | 86.737 | 0.000 | 0.000 | ||
27 | 2009.11.27 01:00 | sell | 16 | 0.10 | 85.153 | 0.000 | 0.000 | ||
28 | 2009.11.27 22:00 | close | 12 | 0.10 | 86.583 | 0.000 | 0.000 | 192.12 | 10109.15 |
29 | 2009.11.27 22:00 | close | 14 | 0.10 | 86.583 | 0.000 | 0.000 | 83.90 | 10193.05 |
30 | 2009.11.27 22:00 | close | 16 | 0.10 | 86.583 | 0.000 | 0.000 | -165.16 | 10027.89 |
31 | 2009.11.27 22:59 | close at stop | 15 | 0.10 | 86.482 | 0.000 | 0.000 | 29.36 | 10057.25 |
32 | 2009.11.27 22:59 | close at stop | 13 | 0.10 | 86.482 | 0.000 | 0.000 | 192.81 | 10250.06 |