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 | Lots=200; StopLoss=2000; TakeProfit=0; TradeAtCloseBar=false; TrailingStop=0; TrailingStep=1; BreakEven=0; MagicNumber=0; Repeat=3; Periods=5; UseAlert=false; SendEmail=true; TradeLog="MasterMind"; Slippage=3; Indicator_Setting="---------- Indicator Setting"; Crash=false; TimeFrame=0; Length=5; Method=3; Smoothing=1; Filter=5; RealTime=false; Steady=false; Color=false; Alerts=false; EmailON=false; SignalPrice=false; SignalPriceBUY=Black; SignalPriceSELL=Black; CountBars=1485; | ||||
Bars in test | 551 | Ticks modelled | 11401 | Modelling quality | n/a |
Mismatched charts errors | 4 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -2214.98 | Gross profit | 2626.87 | Gross loss | -4841.85 |
Profit factor | 0.54 | Expected payoff | -147.67 | ||
Absolute drawdown | 3377.70 | Maximal drawdown | 5579.73 (45.73%) | Relative drawdown | 45.73% (5579.73) |
Total trades | 15 | Short positions (won %) | 3 (100.00%) | Long positions (won %) | 12 (50.00%) |
Profit trades (% of total) | 9 (60.00%) | Loss trades (% of total) | 6 (40.00%) | ||
Largest | profit trade | 466.04 | loss trade | -911.83 | |
Average | profit trade | 291.87 | loss trade | -806.98 | |
Maximum | consecutive wins (profit in money) | 6 (1915.80) | consecutive losses (loss in money) | 6 (-4841.85) | |
Maximal | consecutive profit (count of wins) | 1915.80 (6) | consecutive loss (count of losses) | -4841.85 (6) | |
Average | consecutive wins | 5 | consecutive losses | 6 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.06 17:00 | buy | 1 | 0.30 | 89.861 | 87.861 | 0.000 | ||
2 | 2009.11.06 17:02 | buy | 2 | 0.30 | 89.858 | 87.858 | 0.000 | ||
3 | 2009.11.06 17:05 | buy | 3 | 0.30 | 89.846 | 87.846 | 0.000 | ||
4 | 2009.11.12 19:00 | close | 1 | 0.30 | 90.422 | 87.861 | 0.000 | 187.32 | 10187.32 |
5 | 2009.11.12 19:02 | close | 2 | 0.30 | 90.431 | 87.858 | 0.000 | 191.28 | 10378.60 |
6 | 2009.11.12 19:05 | close | 3 | 0.30 | 90.448 | 87.846 | 0.000 | 200.86 | 10579.45 |
7 | 2009.11.12 19:10 | sell | 4 | 0.40 | 90.499 | 92.499 | 0.000 | ||
8 | 2009.11.12 19:12 | sell | 5 | 0.40 | 90.482 | 92.482 | 0.000 | ||
9 | 2009.11.12 19:15 | sell | 6 | 0.40 | 90.549 | 92.549 | 0.000 | ||
10 | 2009.11.13 17:32 | close | 4 | 0.40 | 89.512 | 92.499 | 0.000 | 440.53 | 11019.99 |
11 | 2009.11.13 17:35 | close | 5 | 0.40 | 89.519 | 92.482 | 0.000 | 429.77 | 11449.76 |
12 | 2009.11.13 17:37 | close | 6 | 0.40 | 89.505 | 92.549 | 0.000 | 466.04 | 11915.80 |
13 | 2009.11.13 18:15 | buy | 7 | 0.40 | 89.522 | 87.522 | 0.000 | ||
14 | 2009.11.13 18:20 | buy | 8 | 0.40 | 89.486 | 87.486 | 0.000 | ||
15 | 2009.11.13 18:22 | buy | 9 | 0.40 | 89.504 | 87.504 | 0.000 | ||
16 | 2009.11.25 14:15 | s/l | 7 | 0.40 | 87.522 | 87.522 | 0.000 | -911.83 | 11003.97 |
17 | 2009.11.25 14:15 | s/l | 8 | 0.40 | 87.486 | 87.486 | 0.000 | -911.83 | 10092.14 |
18 | 2009.11.25 14:15 | s/l | 9 | 0.40 | 87.504 | 87.504 | 0.000 | -911.83 | 9180.31 |
19 | 2009.11.25 14:15 | buy | 10 | 0.30 | 87.503 | 85.503 | 0.000 | ||
20 | 2009.11.25 14:17 | buy | 11 | 0.30 | 87.529 | 85.529 | 0.000 | ||
21 | 2009.11.25 14:20 | buy | 12 | 0.30 | 87.400 | 85.400 | 0.000 | ||
22 | 2009.11.27 00:20 | s/l | 10 | 0.30 | 85.503 | 85.503 | 0.000 | -701.25 | 8479.06 |
23 | 2009.11.27 00:20 | s/l | 11 | 0.30 | 85.529 | 85.529 | 0.000 | -701.25 | 7777.81 |
24 | 2009.11.27 00:20 | buy | 13 | 0.20 | 85.485 | 83.485 | 0.000 | ||
25 | 2009.11.27 00:22 | buy | 14 | 0.20 | 85.660 | 83.660 | 0.000 | ||
26 | 2009.11.27 00:45 | s/l | 12 | 0.30 | 85.400 | 85.400 | 0.000 | -703.87 | 7073.95 |
27 | 2009.11.27 00:45 | buy | 15 | 0.20 | 85.167 | 83.167 | 0.000 | ||
28 | 2009.11.27 22:59 | close at stop | 15 | 0.20 | 86.462 | 83.167 | 0.000 | 299.55 | 7373.50 |
29 | 2009.11.27 22:59 | close at stop | 14 | 0.20 | 86.462 | 83.660 | 0.000 | 185.52 | 7559.02 |
30 | 2009.11.27 22:59 | close at stop | 13 | 0.20 | 86.462 | 83.485 | 0.000 | 226.00 | 7785.02 |