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 | AlertsOn=false; MultiPositions=false; ProfitToMoveSL=40; PositiveSL=10; SL_Offset=0; TP_Offset=0; Comments=true; TrendLine=true; TrendLineStyle=0; TrendLineWidth=1; UpperTrendLineColour=LimeGreen; LowerTrendLineColour=Red; ProjectionLines=true; ProjectionLinesStyle=2; ProjectionLinesWidth=1; UpperProjectionLineColour=LimeGreen; LowerProjectionLineColour=Red; HorizontLine=true; Lots=0.1; MaximumRisk=0.02; DecreaseFactor=3; | ||||
| Bars in test | 551 | Ticks modelled | 11401 | Modelling quality | n/a |
| Mismatched charts errors | 4 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -30.80 | Gross profit | 2.21 | Gross loss | -33.01 |
| Profit factor | 0.07 | Expected payoff | -15.40 | ||
| Absolute drawdown | 30.80 | Maximal drawdown | 127.58 (1.26%) | Relative drawdown | 1.26% (127.58) |
| Total trades | 2 | Short positions (won %) | 1 (100.00%) | Long positions (won %) | 1 (0.00%) |
| Profit trades (% of total) | 1 (50.00%) | Loss trades (% of total) | 1 (50.00%) | ||
| Largest | profit trade | 2.21 | loss trade | -33.01 | |
| Average | profit trade | 2.21 | loss trade | -33.01 | |
| Maximum | consecutive wins (profit in money) | 1 (2.21) | consecutive losses (loss in money) | 1 (-33.01) | |
| Maximal | consecutive profit (count of wins) | 2.21 (1) | consecutive loss (count of losses) | -33.01 (1) | |
| Average | consecutive wins | 1 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.03 04:00 | sell | 1 | 0.20 | 90.325 | 90.590 | 89.601 | ||
| 2 | 2009.11.03 08:00 | modify | 1 | 0.20 | 90.325 | 90.315 | 89.601 | ||
| 3 | 2009.11.03 08:00 | modify | 1 | 0.20 | 90.325 | 90.468 | 89.479 | ||
| 4 | 2009.11.03 12:00 | modify | 1 | 0.20 | 90.325 | 90.315 | 89.479 | ||
| 5 | 2009.11.03 15:10 | s/l | 1 | 0.20 | 90.315 | 90.315 | 89.479 | 2.21 | 10002.21 |
| 6 | 2009.11.03 16:00 | buy | 2 | 0.20 | 90.453 | 90.304 | 90.742 | ||
| 7 | 2009.11.03 17:10 | s/l | 2 | 0.20 | 90.304 | 90.304 | 90.742 | -33.01 | 9969.20 |