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 | MAGIC_NUMBER=613; MaxTradesPerSymbol=3; Slippage=2; Lots=1; MaximumRisk=0.05; DecreaseFactor=6; Stop=10; MAPeriod=85; CloseMa=70; MinLot=0.1; buyccilevel=-200; sellccilevel=200; price=0; | ||||
Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
Mismatched charts errors | 113 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -218.47 | Gross profit | 13.86 | Gross loss | -232.33 |
Profit factor | 0.06 | Expected payoff | -54.62 | ||
Absolute drawdown | 577.48 | Maximal drawdown | 608.66 (6.07%) | Relative drawdown | 6.07% (608.66) |
Total trades | 4 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 4 (25.00%) |
Profit trades (% of total) | 1 (25.00%) | Loss trades (% of total) | 3 (75.00%) | ||
Largest | profit trade | 13.86 | loss trade | -82.07 | |
Average | profit trade | 13.86 | loss trade | -77.44 | |
Maximum | consecutive wins (profit in money) | 1 (13.86) | consecutive losses (loss in money) | 3 (-232.33) | |
Maximal | consecutive profit (count of wins) | 13.86 (1) | consecutive loss (count of losses) | -232.33 (3) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.27 21:44 | buy | 1 | 1.00 | 86.586 | 0.000 | 0.000 | ||
2 | 2009.11.27 21:44 | buy | 2 | 1.00 | 86.578 | 0.000 | 0.000 | ||
3 | 2009.11.27 21:44 | buy | 3 | 1.00 | 86.581 | 0.000 | 0.000 | ||
4 | 2009.11.27 21:44 | close | 2 | 1.00 | 86.590 | 0.000 | 0.000 | 13.86 | 10013.86 |
5 | 2009.11.27 21:47 | buy | 4 | 1.00 | 86.586 | 0.000 | 0.000 | ||
6 | 2009.11.27 22:30 | close | 1 | 1.00 | 86.521 | 0.000 | 0.000 | -75.13 | 9938.73 |
7 | 2009.11.27 22:30 | close | 4 | 1.00 | 86.521 | 0.000 | 0.000 | -75.13 | 9863.60 |
8 | 2009.11.27 22:30 | close | 3 | 1.00 | 86.510 | 0.000 | 0.000 | -82.07 | 9781.53 |