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 | TakeProfit=180; StopLoss=50; MaximumRisk=0.03; | ||||
Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
Mismatched charts errors | 113 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 16.60 | Gross profit | 180.01 | Gross loss | -163.41 |
Profit factor | 1.10 | Expected payoff | 1.28 | ||
Absolute drawdown | 97.65 | Maximal drawdown | 108.69 (1.09%) | Relative drawdown | 1.09% (108.69) |
Total trades | 13 | Short positions (won %) | 6 (33.33%) | Long positions (won %) | 7 (57.14%) |
Profit trades (% of total) | 6 (46.15%) | Loss trades (% of total) | 7 (53.85%) | ||
Largest | profit trade | 60.64 | loss trade | -23.61 | |
Average | profit trade | 30.00 | loss trade | -23.34 | |
Maximum | consecutive wins (profit in money) | 3 (120.52) | consecutive losses (loss in money) | 2 (-46.63) | |
Maximal | consecutive profit (count of wins) | 120.52 (3) | consecutive loss (count of losses) | -46.63 (2) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 02:00 | buy | 1 | 0.30 | 90.473 | 90.403 | 90.653 | ||
2 | 2009.11.03 02:00 | s/l | 1 | 0.30 | 90.403 | 90.403 | 90.653 | -23.23 | 9976.77 |
3 | 2009.11.03 05:00 | sell | 2 | 0.30 | 90.281 | 90.351 | 90.101 | ||
4 | 2009.11.03 06:00 | modify | 2 | 0.30 | 90.281 | 90.281 | 90.101 | ||
5 | 2009.11.03 06:11 | s/l | 2 | 0.30 | 90.281 | 90.281 | 90.101 | 0.00 | 9976.77 |
6 | 2009.11.03 19:00 | buy | 3 | 0.30 | 90.317 | 90.247 | 90.497 | ||
7 | 2009.11.03 19:31 | s/l | 3 | 0.30 | 90.247 | 90.247 | 90.497 | -23.27 | 9953.50 |
8 | 2009.11.04 02:00 | sell | 4 | 0.30 | 90.119 | 90.189 | 89.939 | ||
9 | 2009.11.04 02:05 | s/l | 4 | 0.30 | 90.189 | 90.189 | 89.939 | -23.28 | 9930.22 |
10 | 2009.11.05 19:00 | buy | 5 | 0.30 | 90.599 | 90.529 | 90.779 | ||
11 | 2009.11.05 20:00 | modify | 5 | 0.30 | 90.599 | 90.599 | 90.779 | ||
12 | 2009.11.05 21:00 | t/p | 5 | 0.30 | 90.779 | 90.599 | 90.779 | 59.49 | 9989.71 |
13 | 2009.11.09 09:00 | buy | 6 | 0.30 | 90.125 | 90.055 | 90.305 | ||
14 | 2009.11.09 10:08 | s/l | 6 | 0.30 | 90.055 | 90.055 | 90.305 | -23.32 | 9966.39 |
15 | 2009.11.10 13:00 | sell | 7 | 0.30 | 90.014 | 90.084 | 89.834 | ||
16 | 2009.11.10 13:03 | s/l | 7 | 0.30 | 90.084 | 90.084 | 89.834 | -23.31 | 9943.08 |
17 | 2009.11.11 17:00 | buy | 8 | 0.30 | 89.845 | 89.775 | 90.025 | ||
18 | 2009.11.11 18:00 | modify | 8 | 0.30 | 89.845 | 89.845 | 90.025 | ||
19 | 2009.11.11 18:47 | s/l | 8 | 0.30 | 89.845 | 89.845 | 90.025 | 0.00 | 9943.08 |
20 | 2009.11.12 03:00 | sell | 9 | 0.30 | 89.715 | 89.785 | 89.535 | ||
21 | 2009.11.12 03:02 | s/l | 9 | 0.30 | 89.785 | 89.785 | 89.535 | -23.39 | 9919.69 |
22 | 2009.11.12 14:00 | buy | 10 | 0.30 | 89.998 | 89.928 | 90.178 | ||
23 | 2009.11.12 14:30 | t/p | 10 | 0.30 | 90.178 | 89.928 | 90.178 | 59.88 | 9979.57 |
24 | 2009.11.18 01:00 | buy | 11 | 0.30 | 89.260 | 89.190 | 89.440 | ||
25 | 2009.11.18 03:00 | modify | 11 | 0.30 | 89.260 | 89.260 | 89.440 | ||
26 | 2009.11.18 03:20 | s/l | 11 | 0.30 | 89.260 | 89.260 | 89.440 | 0.00 | 9979.57 |
27 | 2009.11.18 05:00 | sell | 12 | 0.30 | 89.232 | 89.302 | 89.052 | ||
28 | 2009.11.18 06:00 | modify | 12 | 0.30 | 89.232 | 89.232 | 89.052 | ||
29 | 2009.11.18 10:53 | t/p | 12 | 0.30 | 89.052 | 89.232 | 89.052 | 60.64 | 10040.21 |
30 | 2009.11.23 01:00 | sell | 13 | 0.30 | 88.868 | 88.938 | 88.688 | ||
31 | 2009.11.23 01:03 | s/l | 13 | 0.30 | 88.938 | 88.938 | 88.688 | -23.61 | 10016.60 |