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 | Lots=0.1; TakeProfit=150; StopLoss=100; TrailingStop=100; | ||||
Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
Mismatched charts errors | 113 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 88.23 | Gross profit | 133.18 | Gross loss | -44.95 |
Profit factor | 2.96 | Expected payoff | 14.70 | ||
Absolute drawdown | 11.25 | Maximal drawdown | 69.10 (0.68%) | Relative drawdown | 0.68% (69.10) |
Total trades | 6 | Short positions (won %) | 2 (100.00%) | Long positions (won %) | 4 (50.00%) |
Profit trades (% of total) | 4 (66.67%) | Loss trades (% of total) | 2 (33.33%) | ||
Largest | profit trade | 33.53 | loss trade | -22.53 | |
Average | profit trade | 33.29 | loss trade | -22.48 | |
Maximum | consecutive wins (profit in money) | 4 (133.18) | consecutive losses (loss in money) | 2 (-44.95) | |
Maximal | consecutive profit (count of wins) | 133.18 (4) | consecutive loss (count of losses) | -44.95 (2) | |
Average | consecutive wins | 4 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.04 10:00 | buy | 1 | 0.20 | 90.689 | 90.589 | 90.839 | ||
2 | 2009.11.04 10:42 | t/p | 1 | 0.20 | 90.839 | 90.589 | 90.839 | 33.03 | 10033.03 |
3 | 2009.11.06 22:00 | sell | 2 | 0.20 | 89.958 | 90.058 | 89.808 | ||
4 | 2009.11.09 00:00 | t/p | 2 | 0.20 | 89.808 | 90.058 | 89.808 | 33.25 | 10066.28 |
5 | 2009.11.12 11:00 | buy | 3 | 0.20 | 89.750 | 89.650 | 89.900 | ||
6 | 2009.11.12 13:31 | t/p | 3 | 0.20 | 89.900 | 89.650 | 89.900 | 33.37 | 10099.65 |
7 | 2009.11.16 05:00 | sell | 4 | 0.20 | 89.635 | 89.735 | 89.485 | ||
8 | 2009.11.16 09:33 | t/p | 4 | 0.20 | 89.485 | 89.735 | 89.485 | 33.53 | 10133.18 |
9 | 2009.11.19 00:00 | buy | 5 | 0.20 | 89.322 | 89.222 | 89.472 | ||
10 | 2009.11.19 02:48 | s/l | 5 | 0.20 | 89.222 | 89.222 | 89.472 | -22.42 | 10110.76 |
11 | 2009.11.24 02:00 | buy | 6 | 0.20 | 88.859 | 88.759 | 89.009 | ||
12 | 2009.11.24 07:10 | s/l | 6 | 0.20 | 88.759 | 88.759 | 89.009 | -22.53 | 10088.23 |