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 | PeriodX=60; Limit=1000; Grid=1500; Amount=40; LockDown=0; | ||||
| Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
| Mismatched charts errors | 113 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -434.87 | Gross profit | 309.80 | Gross loss | -744.67 |
| Profit factor | 0.42 | Expected payoff | -72.48 | ||
| Absolute drawdown | 1816.99 | Maximal drawdown | 1894.48 (18.80%) | Relative drawdown | 18.80% (1894.48) |
| Total trades | 6 | Short positions (won %) | 1 (100.00%) | Long positions (won %) | 5 (40.00%) |
| Profit trades (% of total) | 3 (50.00%) | Loss trades (% of total) | 3 (50.00%) | ||
| Largest | profit trade | 139.96 | loss trade | -315.33 | |
| Average | profit trade | 103.27 | loss trade | -248.22 | |
| Maximum | consecutive wins (profit in money) | 2 (185.35) | consecutive losses (loss in money) | 2 (-599.73) | |
| Maximal | consecutive profit (count of wins) | 185.35 (2) | consecutive loss (count of losses) | -599.73 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.03 02:00 | buy | 1 | 0.10 | 90.473 | 0.000 | 0.000 | ||
| 2 | 2009.11.03 02:00 | buy limit | 2 | 0.20 | 88.973 | 0.000 | 0.000 | ||
| 3 | 2009.11.03 02:00 | buy limit | 3 | 0.40 | 87.473 | 0.000 | 0.000 | ||
| 4 | 2009.11.03 02:00 | buy limit | 4 | 0.80 | 85.973 | 0.000 | 0.000 | ||
| 5 | 2009.11.03 02:00 | buy limit | 5 | 1.60 | 84.473 | 0.000 | 0.000 | ||
| 6 | 2009.11.03 02:00 | sell | 6 | 0.10 | 90.453 | 0.000 | 0.000 | ||
| 7 | 2009.11.03 02:00 | sell limit | 7 | 0.20 | 91.953 | 0.000 | 0.000 | ||
| 8 | 2009.11.03 02:00 | sell limit | 8 | 0.40 | 93.453 | 0.000 | 0.000 | ||
| 9 | 2009.11.03 02:00 | sell limit | 9 | 0.80 | 94.953 | 0.000 | 0.000 | ||
| 10 | 2009.11.03 02:00 | sell limit | 10 | 1.60 | 96.453 | 0.000 | 0.000 | ||
| 11 | 2009.11.16 20:02 | buy | 2 | 0.20 | 88.973 | 0.000 | 0.000 | ||
| 12 | 2009.11.17 13:02 | delete | 10 | 1.60 | 96.453 | 0.000 | 0.000 | ||
| 13 | 2009.11.17 13:02 | delete | 9 | 0.80 | 94.953 | 0.000 | 0.000 | ||
| 14 | 2009.11.17 13:02 | delete | 8 | 0.40 | 93.453 | 0.000 | 0.000 | ||
| 15 | 2009.11.17 13:02 | delete | 7 | 0.20 | 91.953 | 0.000 | 0.000 | ||
| 16 | 2009.11.17 13:02 | close | 6 | 0.10 | 89.195 | 0.000 | 0.000 | 139.96 | 10139.96 |
| 17 | 2009.11.17 13:02 | delete | 5 | 1.60 | 84.473 | 0.000 | 0.000 | ||
| 18 | 2009.11.17 13:02 | delete | 4 | 0.80 | 85.973 | 0.000 | 0.000 | ||
| 19 | 2009.11.17 13:02 | delete | 3 | 0.40 | 87.473 | 0.000 | 0.000 | ||
| 20 | 2009.11.17 13:02 | close | 2 | 0.20 | 89.175 | 0.000 | 0.000 | 45.39 | 10185.35 |
| 21 | 2009.11.17 13:02 | close | 1 | 0.10 | 89.175 | 0.000 | 0.000 | -144.94 | 10040.41 |
| 22 | 2009.11.17 13:02 | buy | 11 | 0.10 | 89.193 | 0.000 | 0.000 | ||
| 23 | 2009.11.17 13:02 | buy limit | 12 | 0.20 | 87.693 | 0.000 | 0.000 | ||
| 24 | 2009.11.17 13:02 | buy limit | 13 | 0.40 | 86.193 | 0.000 | 0.000 | ||
| 25 | 2009.11.17 13:02 | buy limit | 14 | 0.80 | 84.693 | 0.000 | 0.000 | ||
| 26 | 2009.11.17 13:02 | buy limit | 15 | 1.60 | 83.193 | 0.000 | 0.000 | ||
| 27 | 2009.11.25 10:27 | buy | 12 | 0.20 | 87.693 | 0.000 | 0.000 | ||
| 28 | 2009.11.27 00:13 | buy | 13 | 0.40 | 86.193 | 0.000 | 0.000 | ||
| 29 | 2009.11.27 22:59 | close at stop | 13 | 0.40 | 86.462 | 0.000 | 0.000 | 124.45 | 10164.86 |
| 30 | 2009.11.27 22:59 | close at stop | 12 | 0.20 | 86.462 | 0.000 | 0.000 | -284.40 | 9880.46 |
| 31 | 2009.11.27 22:59 | close at stop | 11 | 0.10 | 86.462 | 0.000 | 0.000 | -315.33 | 9565.13 |