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 | MovingPeriod=23; Magic_¹=1; MaximumRisk=0.05; Lots=0.1; DecreaseFactor=0; | ||||
| Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
| Mismatched charts errors | 113 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -340.86 | Gross profit | 1256.66 | Gross loss | -1597.52 |
| Profit factor | 0.79 | Expected payoff | -26.22 | ||
| Absolute drawdown | 1475.76 | Maximal drawdown | 1887.11 (18.13%) | Relative drawdown | 18.13% (1887.11) |
| Total trades | 13 | Short positions (won %) | 7 (28.57%) | Long positions (won %) | 6 (16.67%) |
| Profit trades (% of total) | 3 (23.08%) | Loss trades (% of total) | 10 (76.92%) | ||
| Largest | profit trade | 1014.16 | loss trade | -529.13 | |
| Average | profit trade | 418.89 | loss trade | -159.75 | |
| Maximum | consecutive wins (profit in money) | 1 (1014.16) | consecutive losses (loss in money) | 6 (-838.17) | |
| Maximal | consecutive profit (count of wins) | 1014.16 (1) | consecutive loss (count of losses) | -838.17 (6) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.03 06:00 | sell | 1 | 0.50 | 90.186 | 0.000 | 0.000 | ||
| 2 | 2009.11.03 07:00 | close | 1 | 0.50 | 90.288 | 0.000 | 0.000 | -56.49 | 9943.51 |
| 3 | 2009.11.03 14:00 | sell | 2 | 0.50 | 90.170 | 0.000 | 0.000 | ||
| 4 | 2009.11.04 06:00 | close | 2 | 0.50 | 90.246 | 0.000 | 0.000 | -42.49 | 9901.01 |
| 5 | 2009.11.04 07:00 | buy | 3 | 0.50 | 90.380 | 0.000 | 0.000 | ||
| 6 | 2009.11.05 13:00 | close | 3 | 0.50 | 90.242 | 0.000 | 0.000 | -75.96 | 9825.05 |
| 7 | 2009.11.05 13:00 | sell | 4 | 0.50 | 90.243 | 0.000 | 0.000 | ||
| 8 | 2009.11.06 04:00 | close | 4 | 0.50 | 90.623 | 0.000 | 0.000 | -210.04 | 9615.01 |
| 9 | 2009.11.06 04:00 | buy | 5 | 0.50 | 90.622 | 0.000 | 0.000 | ||
| 10 | 2009.11.06 19:00 | close | 5 | 0.50 | 89.818 | 0.000 | 0.000 | -447.57 | 9167.44 |
| 11 | 2009.11.06 19:00 | sell | 6 | 0.50 | 89.817 | 0.000 | 0.000 | ||
| 12 | 2009.11.11 22:00 | close | 6 | 0.50 | 89.825 | 0.000 | 0.000 | -5.61 | 9161.83 |
| 13 | 2009.11.11 23:00 | buy | 7 | 0.50 | 89.900 | 0.000 | 0.000 | ||
| 14 | 2009.11.12 15:00 | close | 7 | 0.50 | 90.145 | 0.000 | 0.000 | 136.38 | 9298.22 |
| 15 | 2009.11.12 17:00 | buy | 8 | 0.50 | 90.500 | 0.000 | 0.000 | ||
| 16 | 2009.11.13 18:00 | close | 8 | 0.50 | 89.552 | 0.000 | 0.000 | -529.13 | 8769.08 |
| 17 | 2009.11.13 18:00 | sell | 9 | 0.40 | 89.554 | 0.000 | 0.000 | ||
| 18 | 2009.11.18 03:00 | close | 9 | 0.40 | 89.315 | 0.000 | 0.000 | 106.12 | 8875.20 |
| 19 | 2009.11.18 03:00 | buy | 10 | 0.40 | 89.324 | 0.000 | 0.000 | ||
| 20 | 2009.11.18 16:00 | close | 10 | 0.40 | 89.235 | 0.000 | 0.000 | -39.89 | 8835.31 |
| 21 | 2009.11.19 00:00 | buy | 11 | 0.40 | 89.322 | 0.000 | 0.000 | ||
| 22 | 2009.11.19 13:00 | close | 11 | 0.40 | 88.915 | 0.000 | 0.000 | -183.10 | 8652.21 |
| 23 | 2009.11.19 13:00 | sell | 12 | 0.40 | 88.917 | 0.000 | 0.000 | ||
| 24 | 2009.11.24 01:00 | close | 12 | 0.40 | 88.931 | 0.000 | 0.000 | -7.22 | 8644.98 |
| 25 | 2009.11.24 12:00 | sell | 13 | 0.40 | 88.678 | 0.000 | 0.000 | ||
| 26 | 2009.11.27 22:59 | close at stop | 13 | 0.40 | 86.482 | 0.000 | 0.000 | 1014.16 | 9659.14 |