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 | LotsIfNoMM=1; TakeProfit=100; Stoploss=0; TrailingStop=60; Slippage=5; MM_Mode=0; MM_Risk=20; | ||||
Bars in test | 551 | Ticks modelled | 11401 | Modelling quality | n/a |
Mismatched charts errors | 4 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -790.91 | Gross profit | 168.23 | Gross loss | -959.14 |
Profit factor | 0.18 | Expected payoff | -263.64 | ||
Absolute drawdown | 894.16 | Maximal drawdown | 1019.86 (10.07%) | Relative drawdown | 10.07% (1019.86) |
Total trades | 3 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 3 (66.67%) |
Profit trades (% of total) | 2 (66.67%) | Loss trades (% of total) | 1 (33.33%) | ||
Largest | profit trade | 86.59 | loss trade | -959.14 | |
Average | profit trade | 84.12 | loss trade | -959.14 | |
Maximum | consecutive wins (profit in money) | 1 (86.59) | consecutive losses (loss in money) | 1 (-959.14) | |
Maximal | consecutive profit (count of wins) | 86.59 (1) | consecutive loss (count of losses) | -959.14 (1) | |
Average | consecutive wins | 1 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 02:00 | buy stop | 1 | 1.00 | 90.689 | 89.436 | 90.789 | ||
2 | 2009.11.04 00:00 | modify | 1 | 1.00 | 90.577 | 89.869 | 90.677 | ||
3 | 2009.11.04 08:20 | buy | 1 | 1.00 | 90.577 | 89.869 | 90.677 | ||
4 | 2009.11.04 08:20 | modify | 1 | 1.00 | 90.577 | 89.869 | 90.678 | ||
5 | 2009.11.04 09:00 | modify | 1 | 1.00 | 90.577 | 89.869 | 90.679 | ||
6 | 2009.11.04 09:15 | modify | 1 | 1.00 | 90.577 | 90.609 | 90.769 | ||
7 | 2009.11.04 09:20 | modify | 1 | 1.00 | 90.577 | 90.651 | 90.811 | ||
8 | 2009.11.04 09:27 | s/l | 1 | 1.00 | 90.651 | 90.651 | 90.811 | 81.64 | 10081.64 |
9 | 2009.11.05 00:00 | buy stop | 2 | 1.00 | 91.313 | 90.042 | 91.413 | ||
10 | 2009.11.06 00:00 | modify | 2 | 1.00 | 90.849 | 89.986 | 90.949 | ||
11 | 2009.11.06 00:32 | buy | 2 | 1.00 | 90.849 | 89.986 | 90.949 | ||
12 | 2009.11.06 00:32 | modify | 2 | 1.00 | 90.849 | 89.986 | 90.950 | ||
13 | 2009.11.06 01:00 | modify | 2 | 1.00 | 90.849 | 89.986 | 90.951 | ||
14 | 2009.11.06 02:00 | modify | 2 | 1.00 | 90.849 | 89.986 | 90.952 | ||
15 | 2009.11.06 03:00 | modify | 2 | 1.00 | 90.849 | 89.986 | 90.953 | ||
16 | 2009.11.06 04:00 | modify | 2 | 1.00 | 90.849 | 89.986 | 90.954 | ||
17 | 2009.11.06 05:00 | modify | 2 | 1.00 | 90.849 | 89.986 | 90.955 | ||
18 | 2009.11.06 06:00 | modify | 2 | 1.00 | 90.849 | 89.986 | 90.956 | ||
19 | 2009.11.06 07:00 | modify | 2 | 1.00 | 90.849 | 89.986 | 90.957 | ||
20 | 2009.11.06 08:00 | modify | 2 | 1.00 | 90.849 | 89.986 | 90.958 | ||
21 | 2009.11.06 09:00 | modify | 2 | 1.00 | 90.849 | 89.986 | 90.959 | ||
22 | 2009.11.06 10:00 | modify | 2 | 1.00 | 90.849 | 89.986 | 90.960 | ||
23 | 2009.11.06 11:00 | modify | 2 | 1.00 | 90.849 | 89.986 | 90.961 | ||
24 | 2009.11.06 12:00 | modify | 2 | 1.00 | 90.849 | 89.986 | 90.962 | ||
25 | 2009.11.06 13:00 | modify | 2 | 1.00 | 90.849 | 89.986 | 90.963 | ||
26 | 2009.11.06 14:00 | modify | 2 | 1.00 | 90.849 | 89.986 | 90.964 | ||
27 | 2009.11.06 14:50 | s/l | 2 | 1.00 | 89.986 | 89.986 | 90.964 | -959.14 | 9122.50 |
28 | 2009.11.09 00:00 | buy stop | 3 | 1.00 | 90.852 | 89.607 | 90.952 | ||
29 | 2009.11.10 00:00 | modify | 3 | 1.00 | 90.257 | 89.679 | 90.357 | ||
30 | 2009.11.11 00:00 | modify | 3 | 1.00 | 90.171 | 89.675 | 90.271 | ||
31 | 2009.11.12 00:00 | modify | 3 | 1.00 | 90.037 | 89.279 | 90.137 | ||
32 | 2009.11.12 14:10 | buy | 3 | 1.00 | 90.037 | 89.279 | 90.137 | ||
33 | 2009.11.12 14:10 | modify | 3 | 1.00 | 90.037 | 89.279 | 90.138 | ||
34 | 2009.11.12 14:15 | modify | 3 | 1.00 | 90.037 | 90.058 | 90.218 | ||
35 | 2009.11.12 14:20 | modify | 3 | 1.00 | 90.037 | 90.115 | 90.275 | ||
36 | 2009.11.12 14:27 | s/l | 3 | 1.00 | 90.115 | 90.115 | 90.275 | 86.59 | 9209.09 |
37 | 2009.11.13 00:00 | buy stop | 4 | 1.00 | 90.601 | 89.634 | 90.701 | ||
38 | 2009.11.16 00:00 | modify | 4 | 1.00 | 90.406 | 89.458 | 90.506 | ||
39 | 2009.11.17 00:00 | modify | 4 | 1.00 | 89.701 | 88.747 | 89.801 | ||
40 | 2009.11.18 00:00 | modify | 4 | 1.00 | 89.526 | 88.724 | 89.626 | ||
41 | 2009.11.19 00:00 | modify | 4 | 1.00 | 89.476 | 89.004 | 89.576 | ||
42 | 2009.11.20 00:00 | delete | 4 | 1.00 | 89.476 | 89.004 | 89.576 | ||
43 | 2009.11.20 00:02 | buy stop | 5 | 1.00 | 89.430 | 88.630 | 89.530 | ||
44 | 2009.11.23 00:00 | delete | 5 | 1.00 | 89.430 | 88.630 | 89.530 |