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=1; pcci=9; fastmacd=41; slowmacd=58; signalmacd=55; magic=888; slippage=0; | ||||
| Bars in test | 551 | Ticks modelled | 11401 | Modelling quality | n/a |
| Mismatched charts errors | 4 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -2078.56 | Gross profit | 1307.88 | Gross loss | -3386.44 |
| Profit factor | 0.39 | Expected payoff | -159.89 | ||
| Absolute drawdown | 4095.65 | Maximal drawdown | 5773.24 (49.44%) | Relative drawdown | 49.44% (5773.24) |
| Total trades | 13 | Short positions (won %) | 6 (66.67%) | Long positions (won %) | 7 (85.71%) |
| Profit trades (% of total) | 10 (76.92%) | Loss trades (% of total) | 3 (23.08%) | ||
| Largest | profit trade | 671.63 | loss trade | -2849.81 | |
| Average | profit trade | 130.79 | loss trade | -1128.81 | |
| Maximum | consecutive wins (profit in money) | 4 (835.65) | consecutive losses (loss in money) | 1 (-2849.81) | |
| Maximal | consecutive profit (count of wins) | 835.65 (4) | consecutive loss (count of losses) | -2849.81 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.03 05:00 | buy | 1 | 1.00 | 90.301 | 0.000 | 0.000 | ||
| 2 | 2009.11.05 14:00 | sell | 2 | 2.00 | 90.447 | 0.000 | 0.000 | ||
| 3 | 2009.11.05 14:00 | close by | 2 | 1.00 | 90.301 | 0.000 | 0.000 | 164.02 | 10164.02 |
| 4 | 2009.11.05 14:00 | sell | 3 | 1.00 | 90.447 | 0.000 | 0.000 | ||
| 5 | 2009.11.05 14:00 | close by | 1 | 0.00 | 90.301 | 0.000 | 0.000 | 0.00 | 10164.02 |
| 6 | 2009.11.11 15:00 | buy | 4 | 2.00 | 89.839 | 0.000 | 0.000 | ||
| 7 | 2009.11.11 15:00 | close by | 4 | 1.00 | 90.447 | 0.000 | 0.000 | 671.63 | 10835.65 |
| 8 | 2009.11.11 15:00 | buy | 5 | 1.00 | 89.839 | 0.000 | 0.000 | ||
| 9 | 2009.11.11 15:00 | close by | 3 | 0.00 | 90.447 | 0.000 | 0.000 | 0.00 | 10835.65 |
| 10 | 2009.11.13 21:00 | sell | 6 | 2.00 | 89.655 | 0.000 | 0.000 | ||
| 11 | 2009.11.13 21:00 | close by | 6 | 1.00 | 89.839 | 0.000 | 0.000 | -202.54 | 10633.11 |
| 12 | 2009.11.13 21:00 | sell | 7 | 1.00 | 89.655 | 0.000 | 0.000 | ||
| 13 | 2009.11.13 21:00 | close by | 5 | 0.00 | 89.839 | 0.000 | 0.000 | 0.00 | 10633.11 |
| 14 | 2009.11.18 02:00 | buy | 8 | 2.00 | 89.249 | 0.000 | 0.000 | ||
| 15 | 2009.11.18 02:00 | close by | 8 | 1.00 | 89.655 | 0.000 | 0.000 | 451.05 | 11084.16 |
| 16 | 2009.11.18 02:00 | buy | 9 | 1.00 | 89.249 | 0.000 | 0.000 | ||
| 17 | 2009.11.18 02:00 | close by | 7 | 0.00 | 89.655 | 0.000 | 0.000 | 0.00 | 11084.16 |
| 18 | 2009.11.19 18:00 | sell | 10 | 2.00 | 88.950 | 0.000 | 0.000 | ||
| 19 | 2009.11.19 18:00 | close by | 10 | 1.00 | 89.249 | 0.000 | 0.000 | -334.09 | 10750.07 |
| 20 | 2009.11.19 18:00 | sell | 11 | 1.00 | 88.950 | 0.000 | 0.000 | ||
| 21 | 2009.11.19 18:00 | close by | 9 | 0.00 | 89.249 | 0.000 | 0.000 | 0.00 | 10750.07 |
| 22 | 2009.11.20 18:00 | buy | 12 | 2.00 | 88.930 | 0.000 | 0.000 | ||
| 23 | 2009.11.20 18:00 | close by | 12 | 1.00 | 88.950 | 0.000 | 0.000 | 21.18 | 10771.25 |
| 24 | 2009.11.20 18:00 | buy | 13 | 1.00 | 88.930 | 0.000 | 0.000 | ||
| 25 | 2009.11.20 18:00 | close by | 11 | 0.00 | 88.950 | 0.000 | 0.000 | 0.00 | 10771.25 |
| 26 | 2009.11.27 22:59 | close at stop | 13 | 1.00 | 86.462 | 0.000 | 0.000 | -2849.81 | 7921.44 |