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=1; TakeProfit=100; Stoploss=0; TrailingStop=60; Slippage=5; StopYear=2005; MM=0; Leverage=1; AcctSize=10000; | ||||
| Bars in test | 551 | Ticks modelled | 11401 | Modelling quality | n/a |
| Mismatched charts errors | 4 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 281.31 | Gross profit | 281.31 | Gross loss | 0.00 |
| Profit factor | Expected payoff | 93.77 | |||
| Absolute drawdown | 78.45 | Maximal drawdown | 283.11 (2.77%) | Relative drawdown | 2.77% (283.11) |
| Total trades | 3 | Short positions (won %) | 1 (100.00%) | Long positions (won %) | 2 (100.00%) |
| Profit trades (% of total) | 3 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
| Largest | profit trade | 113.08 | loss trade | 0.00 | |
| Average | profit trade | 93.77 | loss trade | 0.00 | |
| Maximum | consecutive wins (profit in money) | 3 (281.31) | consecutive losses (loss in money) | 0 (0.00) | |
| Maximal | consecutive profit (count of wins) | 281.31 (3) | consecutive loss (count of losses) | 0.00 (0) | |
| Average | consecutive wins | 3 | consecutive losses | 0 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.03 02:13 | buy stop | 1 | 1.00 | 90.689 | 89.436 | 90.789 | ||
| 2 | 2009.11.04 00:05 | modify | 1 | 1.00 | 90.577 | 89.869 | 90.789 | ||
| 3 | 2009.11.04 08:20 | buy | 1 | 1.00 | 90.577 | 89.869 | 90.789 | ||
| 4 | 2009.11.04 09:20 | modify | 1 | 1.00 | 90.577 | 90.651 | 90.811 | ||
| 5 | 2009.11.04 09:27 | s/l | 1 | 1.00 | 90.651 | 90.651 | 90.811 | 81.64 | 10081.64 |
| 6 | 2009.11.09 00:13 | buy stop | 2 | 1.00 | 90.852 | 89.607 | 90.952 | ||
| 7 | 2009.11.10 00:05 | modify | 2 | 1.00 | 90.257 | 89.679 | 90.952 | ||
| 8 | 2009.11.11 00:05 | modify | 2 | 1.00 | 90.171 | 89.675 | 90.952 | ||
| 9 | 2009.11.12 00:13 | modify | 2 | 1.00 | 90.037 | 89.279 | 90.952 | ||
| 10 | 2009.11.12 14:10 | buy | 2 | 1.00 | 90.037 | 89.279 | 90.952 | ||
| 11 | 2009.11.12 14:20 | modify | 2 | 1.00 | 90.037 | 90.115 | 90.275 | ||
| 12 | 2009.11.12 14:27 | s/l | 2 | 1.00 | 90.115 | 90.115 | 90.275 | 86.59 | 10168.23 |
| 13 | 2009.11.16 00:05 | buy stop | 3 | 1.00 | 90.406 | 89.458 | 90.506 | ||
| 14 | 2009.11.17 00:05 | modify | 3 | 1.00 | 89.701 | 88.747 | 90.506 | ||
| 15 | 2009.11.18 00:05 | modify | 3 | 1.00 | 89.526 | 88.724 | 90.506 | ||
| 16 | 2009.11.19 00:05 | modify | 3 | 1.00 | 89.476 | 89.004 | 90.506 | ||
| 17 | 2009.11.20 00:05 | modify | 3 | 1.00 | 89.430 | 88.630 | 90.506 | ||
| 18 | 2009.11.23 00:05 | delete | 3 | 1.00 | 89.430 | 88.630 | 90.506 | ||
| 19 | 2009.11.24 00:05 | sell stop | 4 | 1.00 | 88.563 | 89.182 | 88.463 | ||
| 20 | 2009.11.24 09:20 | sell | 4 | 1.00 | 88.563 | 89.182 | 88.463 | ||
| 21 | 2009.11.24 14:45 | t/p | 4 | 1.00 | 88.463 | 89.182 | 88.463 | 113.08 | 10281.31 |