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 | k=5; period=24; exp=0; open.close=0; SL_pp=0; visualize=true; | ||||
| Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
| Mismatched charts errors | 113 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 809.02 | Gross profit | 3488.16 | Gross loss | -2679.14 |
| Profit factor | 1.30 | Expected payoff | 80.90 | ||
| Absolute drawdown | 2354.41 | Maximal drawdown | 2979.61 (28.04%) | Relative drawdown | 28.04% (2979.61) |
| Total trades | 10 | Short positions (won %) | 5 (60.00%) | Long positions (won %) | 5 (20.00%) |
| Profit trades (% of total) | 4 (40.00%) | Loss trades (% of total) | 6 (60.00%) | ||
| Largest | profit trade | 2768.92 | loss trade | -708.37 | |
| Average | profit trade | 872.04 | loss trade | -446.52 | |
| Maximum | consecutive wins (profit in money) | 2 (2773.55) | consecutive losses (loss in money) | 4 (-2041.75) | |
| Maximal | consecutive profit (count of wins) | 2773.55 (2) | consecutive loss (count of losses) | -2041.75 (4) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.03 02:00 | sell | 1 | 1.00 | 90.453 | 0.000 | 0.000 | ||
| 2 | 2009.11.04 09:31 | close | 1 | 1.00 | 90.740 | 0.000 | 0.000 | -316.73 | 9683.27 |
| 3 | 2009.11.04 09:31 | buy | 2 | 1.00 | 90.740 | 0.000 | 0.000 | ||
| 4 | 2009.11.05 09:45 | close | 2 | 1.00 | 90.262 | 0.000 | 0.000 | -528.91 | 9154.36 |
| 5 | 2009.11.05 09:45 | sell | 3 | 1.00 | 90.262 | 0.000 | 0.000 | ||
| 6 | 2009.11.06 12:20 | close | 3 | 1.00 | 90.704 | 0.000 | 0.000 | -487.74 | 8666.62 |
| 7 | 2009.11.06 12:20 | buy | 4 | 1.00 | 90.704 | 0.000 | 0.000 | ||
| 8 | 2009.11.06 14:57 | close | 4 | 1.00 | 90.066 | 0.000 | 0.000 | -708.37 | 7958.25 |
| 9 | 2009.11.06 14:57 | sell | 5 | 1.00 | 90.066 | 0.000 | 0.000 | ||
| 10 | 2009.11.12 13:28 | close | 5 | 1.00 | 89.905 | 0.000 | 0.000 | 176.44 | 8134.69 |
| 11 | 2009.11.12 13:28 | buy | 6 | 1.00 | 89.905 | 0.000 | 0.000 | ||
| 12 | 2009.11.13 10:26 | close | 6 | 1.00 | 89.825 | 0.000 | 0.000 | -88.84 | 8045.85 |
| 13 | 2009.11.13 10:26 | sell | 7 | 1.00 | 89.825 | 0.000 | 0.000 | ||
| 14 | 2009.11.18 17:32 | close | 7 | 1.00 | 89.343 | 0.000 | 0.000 | 538.17 | 8584.02 |
| 15 | 2009.11.18 17:32 | buy | 8 | 1.00 | 89.343 | 0.000 | 0.000 | ||
| 16 | 2009.11.19 08:48 | close | 8 | 1.00 | 88.855 | 0.000 | 0.000 | -548.55 | 8035.47 |
| 17 | 2009.11.19 08:48 | sell | 9 | 1.00 | 88.855 | 0.000 | 0.000 | ||
| 18 | 2009.11.27 05:45 | close | 9 | 1.00 | 86.458 | 0.000 | 0.000 | 2768.92 | 10804.39 |
| 19 | 2009.11.27 05:45 | buy | 10 | 1.00 | 86.458 | 0.000 | 0.000 | ||
| 20 | 2009.11.27 22:59 | close at stop | 10 | 1.00 | 86.462 | 0.000 | 0.000 | 4.63 | 10809.02 |