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=1; fastmacd=47; slowmacd=95; signalmacd=74; psmma=45; stochD=12; stochK=25; stochS=56; magic=888; slippage=0; | ||||
| Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
| Mismatched charts errors | 113 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 1495.93 | Gross profit | 2960.16 | Gross loss | -1464.23 |
| Profit factor | 2.02 | Expected payoff | 299.19 | ||
| Absolute drawdown | 2017.02 | Maximal drawdown | 2798.23 (25.95%) | Relative drawdown | 25.95% (2798.23) |
| Total trades | 5 | Short positions (won %) | 3 (66.67%) | Long positions (won %) | 2 (50.00%) |
| Profit trades (% of total) | 3 (60.00%) | Loss trades (% of total) | 2 (40.00%) | ||
| Largest | profit trade | 2960.16 | loss trade | -1263.29 | |
| Average | profit trade | 986.72 | loss trade | -732.12 | |
| Maximum | consecutive wins (profit in money) | 2 (2960.16) | consecutive losses (loss in money) | 1 (-1263.29) | |
| Maximal | consecutive profit (count of wins) | 2960.16 (2) | consecutive loss (count of losses) | -1263.29 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.09 19:00 | sell | 1 | 1.00 | 89.999 | 0.000 | 0.000 | ||
| 2 | 2009.11.13 10:00 | buy | 2 | 2.00 | 90.176 | 0.000 | 0.000 | ||
| 3 | 2009.11.13 10:00 | close by | 2 | 1.00 | 89.999 | 0.000 | 0.000 | -200.94 | 9799.06 |
| 4 | 2009.11.13 10:00 | buy | 3 | 1.00 | 90.176 | 0.000 | 0.000 | ||
| 5 | 2009.11.13 10:00 | close by | 1 | 0.00 | 89.999 | 0.000 | 0.000 | 0.00 | 9799.06 |
| 6 | 2009.11.17 12:00 | sell | 4 | 2.00 | 89.050 | 0.000 | 0.000 | ||
| 7 | 2009.11.17 12:00 | close by | 4 | 1.00 | 90.176 | 0.000 | 0.000 | -1263.29 | 8535.77 |
| 8 | 2009.11.17 12:00 | sell | 5 | 1.00 | 89.050 | 0.000 | 0.000 | ||
| 9 | 2009.11.17 12:00 | close by | 3 | 0.00 | 90.176 | 0.000 | 0.000 | 0.00 | 8535.77 |
| 10 | 2009.11.27 22:59 | close at stop | 5 | 1.00 | 86.482 | 0.000 | 0.000 | 2960.16 | 11495.93 |