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 | MagicNumber=3333; AccountIsMini=false; MoneyManagement=false; TradeSizePercent=5; Lots=10; MaxLots=100; FastMA_Method=0; FastMAPeriod=9; FastMA_Shift=0; FastMA_AppliedPrice=0; MiddleMA_Method=0; MiddleMAPeriod=14; MiddleMA_Shift=0; MiddleMA_AppliedPrice=0; SlowMA_Method=0; SlowMAPeriod=29; SlowMA_Shift=0; SlowMA_AppliedPrice=0; Fast_MiddleSpread=0; Middle_SlowSpread=0; SignalCandle=1; StopLoss=0; UseTrailingStop=false; TrailingStopType=3; TrailingStop=40; TRStopLevel_1=20; TrailingStop1=20; TRStopLevel_2=30; TrailingStop2=20; TRStopLevel_3=50; TrailingStop3=20; TakeProfit=0; Margincutoff=800; Slippage=10; | ||||
Bars in test | 551 | Ticks modelled | 11401 | Modelling quality | n/a |
Mismatched charts errors | 4 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -9645.01 | Gross profit | 0.00 | Gross loss | -9645.01 |
Profit factor | 0.00 | Expected payoff | -3215.00 | ||
Absolute drawdown | 9645.01 | Maximal drawdown | 9645.01 (96.45%) | Relative drawdown | 96.45% (9645.01) |
Total trades | 3 | Short positions (won %) | 1 (0.00%) | Long positions (won %) | 2 (0.00%) |
Profit trades (% of total) | 0 (0.00%) | Loss trades (% of total) | 3 (100.00%) | ||
Largest | profit trade | 0.00 | loss trade | -5675.04 | |
Average | profit trade | 0.00 | loss trade | -3215.00 | |
Maximum | consecutive wins (profit in money) | 0 (0.00) | consecutive losses (loss in money) | 3 (-9645.01) | |
Maximal | consecutive profit (count of wins) | 0.00 (0) | consecutive loss (count of losses) | -9645.01 (3) | |
Average | consecutive wins | 0 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 02:00 | buy | 1 | 10.00 | 90.473 | 0.000 | 0.000 | ||
2 | 2009.11.03 05:00 | close | 1 | 10.00 | 90.281 | 0.000 | 0.000 | -2126.69 | 7873.31 |
3 | 2009.11.03 08:00 | buy | 2 | 10.00 | 90.223 | 0.000 | 0.000 | ||
4 | 2009.11.03 09:00 | close | 2 | 10.00 | 90.057 | 0.000 | 0.000 | -1843.28 | 6030.03 |
5 | 2009.11.03 13:00 | sell | 3 | 10.00 | 90.058 | 0.000 | 0.000 | ||
6 | 2009.11.03 16:02 | close at stop | 3 | 10.00 | 90.572 | 0.000 | 0.000 | -5675.04 | 354.99 |