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 | Stop=15; phase="buy"; | ||||
| Bars in test | 551 | Ticks modelled | 11401 | Modelling quality | n/a |
| Mismatched charts errors | 4 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -4275.60 | Gross profit | 1113.46 | Gross loss | -5389.06 |
| Profit factor | 0.21 | Expected payoff | -237.53 | ||
| Absolute drawdown | 6342.61 | Maximal drawdown | 7467.04 (67.12%) | Relative drawdown | 67.12% (7467.04) |
| Total trades | 18 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 18 (94.44%) |
| Profit trades (% of total) | 17 (94.44%) | Loss trades (% of total) | 1 (5.56%) | ||
| Largest | profit trade | 198.22 | loss trade | -5389.06 | |
| Average | profit trade | 65.50 | loss trade | -5389.06 | |
| Maximum | consecutive wins (profit in money) | 17 (1113.46) | consecutive losses (loss in money) | 1 (-5389.06) | |
| Maximal | consecutive profit (count of wins) | 1113.46 (17) | consecutive loss (count of losses) | -5389.06 (1) | |
| Average | consecutive wins | 17 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.03 02:00 | buy | 1 | 1.00 | 90.473 | 0.000 | 0.000 | ||
| 2 | 2009.11.03 16:02 | close | 1 | 1.00 | 90.552 | 0.000 | 0.000 | 87.24 | 10087.24 |
| 3 | 2009.11.03 16:05 | buy | 2 | 1.00 | 90.547 | 0.000 | 0.000 | ||
| 4 | 2009.11.03 16:07 | close | 2 | 1.00 | 90.576 | 0.000 | 0.000 | 32.02 | 10119.26 |
| 5 | 2009.11.03 16:10 | buy | 3 | 1.00 | 90.499 | 0.000 | 0.000 | ||
| 6 | 2009.11.04 08:15 | close | 3 | 1.00 | 90.546 | 0.000 | 0.000 | 52.35 | 10171.61 |
| 7 | 2009.11.04 08:17 | buy | 4 | 1.00 | 90.549 | 0.000 | 0.000 | ||
| 8 | 2009.11.04 08:20 | close | 4 | 1.00 | 90.598 | 0.000 | 0.000 | 54.09 | 10225.70 |
| 9 | 2009.11.04 08:22 | buy | 5 | 1.00 | 90.583 | 0.000 | 0.000 | ||
| 10 | 2009.11.04 09:10 | close | 5 | 1.00 | 90.608 | 0.000 | 0.000 | 27.59 | 10253.29 |
| 11 | 2009.11.04 09:12 | buy | 6 | 1.00 | 90.614 | 0.000 | 0.000 | ||
| 12 | 2009.11.04 09:15 | close | 6 | 1.00 | 90.649 | 0.000 | 0.000 | 38.61 | 10291.90 |
| 13 | 2009.11.04 09:17 | buy | 7 | 1.00 | 90.655 | 0.000 | 0.000 | ||
| 14 | 2009.11.04 09:20 | close | 7 | 1.00 | 90.691 | 0.000 | 0.000 | 39.70 | 10331.60 |
| 15 | 2009.11.04 09:22 | buy | 8 | 1.00 | 90.683 | 0.000 | 0.000 | ||
| 16 | 2009.11.04 09:33 | close | 8 | 1.00 | 90.729 | 0.000 | 0.000 | 50.70 | 10382.30 |
| 17 | 2009.11.04 09:36 | buy | 9 | 1.00 | 90.735 | 0.000 | 0.000 | ||
| 18 | 2009.11.04 09:40 | close | 9 | 1.00 | 90.772 | 0.000 | 0.000 | 40.76 | 10423.06 |
| 19 | 2009.11.04 09:43 | buy | 10 | 1.00 | 90.778 | 0.000 | 0.000 | ||
| 20 | 2009.11.04 09:46 | close | 10 | 1.00 | 90.815 | 0.000 | 0.000 | 40.74 | 10463.80 |
| 21 | 2009.11.04 09:50 | buy | 11 | 1.00 | 90.806 | 0.000 | 0.000 | ||
| 22 | 2009.11.04 10:45 | close | 11 | 1.00 | 90.872 | 0.000 | 0.000 | 72.63 | 10536.43 |
| 23 | 2009.11.04 10:47 | buy | 12 | 1.00 | 90.863 | 0.000 | 0.000 | ||
| 24 | 2009.11.04 10:50 | close | 12 | 1.00 | 90.959 | 0.000 | 0.000 | 105.54 | 10641.97 |
| 25 | 2009.11.04 10:52 | buy | 13 | 1.00 | 90.921 | 0.000 | 0.000 | ||
| 26 | 2009.11.04 11:26 | close | 13 | 1.00 | 90.959 | 0.000 | 0.000 | 41.78 | 10683.75 |
| 27 | 2009.11.04 11:30 | buy | 14 | 1.00 | 90.978 | 0.000 | 0.000 | ||
| 28 | 2009.11.04 11:32 | close | 14 | 1.00 | 91.021 | 0.000 | 0.000 | 47.24 | 10730.99 |
| 29 | 2009.11.04 11:35 | buy | 15 | 1.00 | 91.024 | 0.000 | 0.000 | ||
| 30 | 2009.11.04 20:15 | close | 15 | 1.00 | 91.161 | 0.000 | 0.000 | 150.28 | 10881.27 |
| 31 | 2009.11.04 20:17 | buy | 16 | 1.00 | 91.131 | 0.000 | 0.000 | ||
| 32 | 2009.11.04 20:20 | close | 16 | 1.00 | 91.312 | 0.000 | 0.000 | 198.22 | 11079.49 |
| 33 | 2009.11.04 20:22 | buy | 17 | 1.00 | 91.231 | 0.000 | 0.000 | ||
| 34 | 2009.11.04 20:25 | close | 17 | 1.00 | 91.262 | 0.000 | 0.000 | 33.97 | 11113.46 |
| 35 | 2009.11.04 20:27 | buy | 18 | 1.00 | 91.131 | 0.000 | 0.000 | ||
| 36 | 2009.11.27 22:59 | close at stop | 18 | 1.00 | 86.462 | 0.000 | 0.000 | -5389.06 | 5724.40 |