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 | MaxTradesPerSymbol=3; Slippage=2; Lots=1; MaximumRisk=0.05; DecreaseFactor=6; Stop=20; MAPeriod=200; MinLot=0.1; | ||||
Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
Mismatched charts errors | 113 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -1056.79 | Gross profit | 176.13 | Gross loss | -1232.92 |
Profit factor | 0.14 | Expected payoff | -75.48 | ||
Absolute drawdown | 1570.97 | Maximal drawdown | 1570.97 (15.71%) | Relative drawdown | 15.71% (1570.97) |
Total trades | 14 | Short positions (won %) | 3 (0.00%) | Long positions (won %) | 11 (72.73%) |
Profit trades (% of total) | 8 (57.14%) | Loss trades (% of total) | 6 (42.86%) | ||
Largest | profit trade | 26.72 | loss trade | -291.46 | |
Average | profit trade | 22.02 | loss trade | -205.49 | |
Maximum | consecutive wins (profit in money) | 8 (176.13) | consecutive losses (loss in money) | 3 (-859.22) | |
Maximal | consecutive profit (count of wins) | 176.13 (8) | consecutive loss (count of losses) | -859.22 (3) | |
Average | consecutive wins | 8 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.27 08:32 | sell | 1 | 1.00 | 86.058 | 0.000 | 0.000 | ||
2 | 2009.11.27 08:32 | sell | 2 | 1.00 | 86.061 | 0.000 | 0.000 | ||
3 | 2009.11.27 08:32 | sell | 3 | 1.00 | 86.063 | 0.000 | 0.000 | ||
4 | 2009.11.27 08:45 | close | 1 | 1.00 | 86.169 | 0.000 | 0.000 | -128.82 | 9871.18 |
5 | 2009.11.27 08:45 | close | 2 | 1.00 | 86.168 | 0.000 | 0.000 | -124.18 | 9747.00 |
6 | 2009.11.27 08:45 | close | 3 | 1.00 | 86.167 | 0.000 | 0.000 | -120.70 | 9626.30 |
7 | 2009.11.27 08:48 | buy | 4 | 0.50 | 86.060 | 0.000 | 0.000 | ||
8 | 2009.11.27 08:49 | close | 4 | 0.50 | 86.082 | 0.000 | 0.000 | 12.78 | 9639.08 |
9 | 2009.11.27 08:51 | buy | 5 | 1.00 | 86.062 | 0.000 | 0.000 | ||
10 | 2009.11.27 08:51 | buy | 6 | 0.90 | 86.059 | 0.000 | 0.000 | ||
11 | 2009.11.27 08:51 | buy | 7 | 0.90 | 86.060 | 0.000 | 0.000 | ||
12 | 2009.11.27 08:53 | close | 6 | 0.90 | 86.081 | 0.000 | 0.000 | 23.00 | 9662.08 |
13 | 2009.11.27 08:53 | close | 5 | 1.00 | 86.085 | 0.000 | 0.000 | 26.72 | 9688.80 |
14 | 2009.11.27 08:53 | close | 7 | 0.90 | 86.084 | 0.000 | 0.000 | 25.09 | 9713.89 |
15 | 2009.11.27 19:32 | buy | 8 | 1.00 | 86.719 | 0.000 | 0.000 | ||
16 | 2009.11.27 19:32 | buy | 9 | 0.90 | 86.715 | 0.000 | 0.000 | ||
17 | 2009.11.27 19:32 | buy | 10 | 0.90 | 86.710 | 0.000 | 0.000 | ||
18 | 2009.11.27 20:03 | close | 10 | 0.90 | 86.731 | 0.000 | 0.000 | 21.79 | 9735.68 |
19 | 2009.11.27 20:05 | buy | 11 | 0.90 | 86.733 | 0.000 | 0.000 | ||
20 | 2009.11.27 20:09 | close | 9 | 0.90 | 86.735 | 0.000 | 0.000 | 20.75 | 9756.43 |
21 | 2009.11.27 20:14 | close | 8 | 1.00 | 86.740 | 0.000 | 0.000 | 24.21 | 9780.64 |
22 | 2009.11.27 20:25 | buy | 12 | 1.00 | 86.709 | 0.000 | 0.000 | ||
23 | 2009.11.27 20:25 | buy | 13 | 0.90 | 86.702 | 0.000 | 0.000 | ||
24 | 2009.11.27 20:53 | close | 13 | 0.90 | 86.723 | 0.000 | 0.000 | 21.79 | 9802.43 |
25 | 2009.11.27 20:53 | buy | 14 | 0.90 | 86.742 | 0.000 | 0.000 | ||
26 | 2009.11.27 22:59 | close at stop | 14 | 0.90 | 86.462 | 0.000 | 0.000 | -291.46 | 9510.97 |
27 | 2009.11.27 22:59 | close at stop | 12 | 1.00 | 86.462 | 0.000 | 0.000 | -285.67 | 9225.30 |
28 | 2009.11.27 22:59 | close at stop | 11 | 0.90 | 86.462 | 0.000 | 0.000 | -282.09 | 8943.21 |