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=50; Lots=1; InitialStop=10; TrailingStop=10; | ||||
| Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
| Mismatched charts errors | 113 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -2631.57 | Gross profit | 2320.60 | Gross loss | -4952.17 |
| Profit factor | 0.47 | Expected payoff | -97.47 | ||
| Absolute drawdown | 2635.04 | Maximal drawdown | 2820.82 (27.69%) | Relative drawdown | 27.69% (2820.82) |
| Total trades | 27 | Short positions (won %) | 19 (31.58%) | Long positions (won %) | 8 (37.50%) |
| Profit trades (% of total) | 9 (33.33%) | Loss trades (% of total) | 18 (66.67%) | ||
| Largest | profit trade | 959.82 | loss trade | -1417.04 | |
| Average | profit trade | 257.84 | loss trade | -275.12 | |
| Maximum | consecutive wins (profit in money) | 3 (563.03) | consecutive losses (loss in money) | 6 (-1438.11) | |
| Maximal | consecutive profit (count of wins) | 1122.46 (2) | consecutive loss (count of losses) | -1728.57 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.03 09:00 | sell | 1 | 1.00 | 90.057 | 0.000 | 0.000 | ||
| 2 | 2009.11.03 16:00 | close | 1 | 1.00 | 90.453 | 0.000 | 0.000 | -437.80 | 9562.20 |
| 3 | 2009.11.04 01:00 | buy | 2 | 1.00 | 90.445 | 0.000 | 0.000 | ||
| 4 | 2009.11.04 02:00 | close | 2 | 1.00 | 90.119 | 0.000 | 0.000 | -361.74 | 9200.46 |
| 5 | 2009.11.04 08:00 | buy | 3 | 1.00 | 90.456 | 0.000 | 0.000 | ||
| 6 | 2009.11.04 15:00 | close | 3 | 1.00 | 90.799 | 0.000 | 0.000 | 377.76 | 9578.22 |
| 7 | 2009.11.05 06:00 | sell | 4 | 1.00 | 90.340 | 0.000 | 0.000 | ||
| 8 | 2009.11.05 15:00 | close | 4 | 1.00 | 90.587 | 0.000 | 0.000 | -272.67 | 9305.55 |
| 9 | 2009.11.05 20:00 | buy | 5 | 1.00 | 90.676 | 0.000 | 0.000 | ||
| 10 | 2009.11.06 02:00 | close | 5 | 1.00 | 90.712 | 0.000 | 0.000 | 40.02 | 9345.57 |
| 11 | 2009.11.06 15:00 | sell | 6 | 1.00 | 90.120 | 0.000 | 0.000 | ||
| 12 | 2009.11.09 03:00 | close | 6 | 1.00 | 90.036 | 0.000 | 0.000 | 92.53 | 9438.10 |
| 13 | 2009.11.09 17:00 | sell | 7 | 1.00 | 89.829 | 0.000 | 0.000 | ||
| 14 | 2009.11.09 19:00 | close | 7 | 1.00 | 90.019 | 0.000 | 0.000 | -211.07 | 9227.03 |
| 15 | 2009.11.10 07:00 | sell | 8 | 1.00 | 89.766 | 0.000 | 0.000 | ||
| 16 | 2009.11.10 12:00 | close | 8 | 1.00 | 90.122 | 0.000 | 0.000 | -395.02 | 8832.01 |
| 17 | 2009.11.10 17:00 | sell | 9 | 1.00 | 89.766 | 0.000 | 0.000 | ||
| 18 | 2009.11.11 00:00 | close | 9 | 1.00 | 89.804 | 0.000 | 0.000 | -43.08 | 8788.93 |
| 19 | 2009.11.11 01:00 | sell | 10 | 1.00 | 89.686 | 0.000 | 0.000 | ||
| 20 | 2009.11.11 09:00 | close | 10 | 1.00 | 90.028 | 0.000 | 0.000 | -379.88 | 8409.05 |
| 21 | 2009.11.11 13:00 | buy | 11 | 1.00 | 89.983 | 0.000 | 0.000 | ||
| 22 | 2009.11.11 14:00 | close | 11 | 1.00 | 89.873 | 0.000 | 0.000 | -122.39 | 8286.66 |
| 23 | 2009.11.12 05:00 | sell | 12 | 1.00 | 89.740 | 0.000 | 0.000 | ||
| 24 | 2009.11.12 14:00 | close | 12 | 1.00 | 89.998 | 0.000 | 0.000 | -286.67 | 7999.99 |
| 25 | 2009.11.12 15:00 | buy | 13 | 1.00 | 90.165 | 0.000 | 0.000 | ||
| 26 | 2009.11.12 21:00 | close | 13 | 1.00 | 90.326 | 0.000 | 0.000 | 178.24 | 8178.23 |
| 27 | 2009.11.13 12:00 | sell | 14 | 1.00 | 89.808 | 0.000 | 0.000 | ||
| 28 | 2009.11.16 04:00 | close | 14 | 1.00 | 89.680 | 0.000 | 0.000 | 141.96 | 8320.19 |
| 29 | 2009.11.16 17:00 | sell | 15 | 1.00 | 89.298 | 0.000 | 0.000 | ||
| 30 | 2009.11.17 04:00 | close | 15 | 1.00 | 89.081 | 0.000 | 0.000 | 242.83 | 8563.02 |
| 31 | 2009.11.17 10:00 | sell | 16 | 1.00 | 88.825 | 0.000 | 0.000 | ||
| 32 | 2009.11.17 11:00 | close | 16 | 1.00 | 89.030 | 0.000 | 0.000 | -230.26 | 8332.76 |
| 33 | 2009.11.18 07:00 | sell | 17 | 1.00 | 89.160 | 0.000 | 0.000 | ||
| 34 | 2009.11.18 16:00 | close | 17 | 1.00 | 89.255 | 0.000 | 0.000 | -106.44 | 8226.32 |
| 35 | 2009.11.18 18:00 | buy | 18 | 1.00 | 89.380 | 0.000 | 0.000 | ||
| 36 | 2009.11.18 22:00 | close | 18 | 1.00 | 89.369 | 0.000 | 0.000 | -12.31 | 8214.01 |
| 37 | 2009.11.19 08:00 | sell | 19 | 1.00 | 89.050 | 0.000 | 0.000 | ||
| 38 | 2009.11.19 20:00 | close | 19 | 1.00 | 88.939 | 0.000 | 0.000 | 124.80 | 8338.81 |
| 39 | 2009.11.20 08:00 | sell | 20 | 1.00 | 88.765 | 0.000 | 0.000 | ||
| 40 | 2009.11.20 13:00 | close | 20 | 1.00 | 88.905 | 0.000 | 0.000 | -157.47 | 8181.34 |
| 41 | 2009.11.23 07:00 | sell | 21 | 1.00 | 88.825 | 0.000 | 0.000 | ||
| 42 | 2009.11.23 15:00 | close | 21 | 1.00 | 88.846 | 0.000 | 0.000 | -23.64 | 8157.70 |
| 43 | 2009.11.23 18:00 | buy | 22 | 1.00 | 89.154 | 0.000 | 0.000 | ||
| 44 | 2009.11.23 21:00 | close | 22 | 1.00 | 88.991 | 0.000 | 0.000 | -183.16 | 7974.54 |
| 45 | 2009.11.24 08:00 | sell | 23 | 1.00 | 88.683 | 0.000 | 0.000 | ||
| 46 | 2009.11.24 22:00 | close | 23 | 1.00 | 88.539 | 0.000 | 0.000 | 162.64 | 8137.18 |
| 47 | 2009.11.25 03:00 | sell | 24 | 1.00 | 88.251 | 0.000 | 0.000 | ||
| 48 | 2009.11.26 02:00 | close | 24 | 1.00 | 87.410 | 0.000 | 0.000 | 959.82 | 9097.00 |
| 49 | 2009.11.26 05:00 | sell | 25 | 1.00 | 86.737 | 0.000 | 0.000 | ||
| 50 | 2009.11.26 12:00 | close | 25 | 1.00 | 86.773 | 0.000 | 0.000 | -41.49 | 9055.51 |
| 51 | 2009.11.27 01:00 | sell | 26 | 1.00 | 85.153 | 0.000 | 0.000 | ||
| 52 | 2009.11.27 06:00 | close | 26 | 1.00 | 86.377 | 0.000 | 0.000 | -1417.04 | 7638.47 |
| 53 | 2009.11.27 18:00 | buy | 27 | 1.00 | 86.888 | 0.000 | 0.000 | ||
| 54 | 2009.11.27 20:00 | close | 27 | 1.00 | 86.654 | 0.000 | 0.000 | -270.04 | 7368.43 |