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 | StopLoss=500; TakeProfit=100; Lots=0.1; timeframe=0; pips=500; | ||||
| Bars in test | 551 | Ticks modelled | 11401 | Modelling quality | n/a |
| Mismatched charts errors | 4 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -39.22 | Gross profit | 79.87 | Gross loss | -119.09 |
| Profit factor | 0.67 | Expected payoff | -4.36 | ||
| Absolute drawdown | 101.00 | Maximal drawdown | 118.18 (1.18%) | Relative drawdown | 1.18% (118.18) |
| Total trades | 9 | Short positions (won %) | 3 (100.00%) | Long positions (won %) | 6 (66.67%) |
| Profit trades (% of total) | 7 (77.78%) | Loss trades (% of total) | 2 (22.22%) | ||
| Largest | profit trade | 11.69 | loss trade | -61.07 | |
| Average | profit trade | 11.41 | loss trade | -59.55 | |
| Maximum | consecutive wins (profit in money) | 3 (34.88) | consecutive losses (loss in money) | 1 (-61.07) | |
| Maximal | consecutive profit (count of wins) | 34.88 (3) | consecutive loss (count of losses) | -61.07 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.04 20:20 | sell | 1 | 0.10 | 91.312 | 91.832 | 91.212 | ||
| 2 | 2009.11.04 20:27 | t/p | 1 | 0.10 | 91.212 | 91.832 | 91.212 | 10.97 | 10010.97 |
| 3 | 2009.11.06 14:45 | buy | 2 | 0.10 | 90.178 | 89.658 | 90.278 | ||
| 4 | 2009.11.06 16:32 | s/l | 2 | 0.10 | 89.658 | 89.658 | 90.278 | -58.02 | 9952.95 |
| 5 | 2009.11.06 16:32 | buy | 3 | 0.10 | 89.650 | 89.130 | 89.750 | ||
| 6 | 2009.11.06 16:45 | t/p | 3 | 0.10 | 89.750 | 89.130 | 89.750 | 11.13 | 9964.08 |
| 7 | 2009.11.25 10:20 | buy | 4 | 0.10 | 87.565 | 87.045 | 87.665 | ||
| 8 | 2009.11.25 10:27 | t/p | 4 | 0.10 | 87.665 | 87.045 | 87.665 | 11.39 | 9975.47 |
| 9 | 2009.11.26 04:40 | buy | 5 | 0.10 | 86.770 | 86.250 | 86.870 | ||
| 10 | 2009.11.26 07:45 | t/p | 5 | 0.10 | 86.870 | 86.250 | 86.870 | 11.50 | 9986.97 |
| 11 | 2009.11.27 00:15 | buy | 6 | 0.10 | 85.835 | 85.315 | 85.935 | ||
| 12 | 2009.11.27 00:45 | s/l | 6 | 0.10 | 85.315 | 85.315 | 85.935 | -61.07 | 9925.90 |
| 13 | 2009.11.27 01:15 | sell | 7 | 0.10 | 85.639 | 86.159 | 85.539 | ||
| 14 | 2009.11.27 01:27 | t/p | 7 | 0.10 | 85.539 | 86.159 | 85.539 | 11.69 | 9937.59 |
| 15 | 2009.11.27 05:50 | sell | 8 | 0.10 | 86.532 | 87.052 | 86.432 | ||
| 16 | 2009.11.27 05:59 | t/p | 8 | 0.10 | 86.432 | 87.052 | 86.432 | 11.57 | 9949.16 |
| 17 | 2009.11.27 06:50 | buy | 9 | 0.10 | 85.902 | 85.382 | 86.002 | ||
| 18 | 2009.11.27 06:57 | t/p | 9 | 0.10 | 86.002 | 85.382 | 86.002 | 11.62 | 9960.78 |