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 | MAGIC=0; LotsPercent=1; PrcProfit=0.5; PrcLose=30; PeriodMA=15; | ||||
Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
Mismatched charts errors | 113 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -8.98 | Gross profit | 10.38 | Gross loss | -19.36 |
Profit factor | 0.54 | Expected payoff | -0.43 | ||
Absolute drawdown | 14.51 | Maximal drawdown | 24.89 (0.25%) | Relative drawdown | 0.25% (24.89) |
Total trades | 21 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 21 (95.24%) |
Profit trades (% of total) | 20 (95.24%) | Loss trades (% of total) | 1 (4.76%) | ||
Largest | profit trade | 0.59 | loss trade | -19.36 | |
Average | profit trade | 0.52 | loss trade | -19.36 | |
Maximum | consecutive wins (profit in money) | 20 (10.38) | consecutive losses (loss in money) | 1 (-19.36) | |
Maximal | consecutive profit (count of wins) | 10.38 (20) | consecutive loss (count of losses) | -19.36 (1) | |
Average | consecutive wins | 20 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.27 09:30 | buy | 1 | 0.03 | 86.269 | 0.000 | 0.000 | ||
2 | 2009.11.27 09:31 | close | 1 | 0.03 | 86.284 | 0.000 | 0.000 | 0.52 | 10000.52 |
3 | 2009.11.27 09:31 | buy | 2 | 0.03 | 86.307 | 0.000 | 0.000 | ||
4 | 2009.11.27 09:32 | close | 2 | 0.03 | 86.322 | 0.000 | 0.000 | 0.52 | 10001.04 |
5 | 2009.11.27 09:32 | buy | 3 | 0.03 | 86.345 | 0.000 | 0.000 | ||
6 | 2009.11.27 10:04 | close | 3 | 0.03 | 86.360 | 0.000 | 0.000 | 0.52 | 10001.56 |
7 | 2009.11.27 10:04 | buy | 4 | 0.03 | 86.381 | 0.000 | 0.000 | ||
8 | 2009.11.27 10:49 | close | 4 | 0.03 | 86.395 | 0.000 | 0.000 | 0.49 | 10002.05 |
9 | 2009.11.27 10:49 | buy | 5 | 0.03 | 86.414 | 0.000 | 0.000 | ||
10 | 2009.11.27 10:50 | close | 5 | 0.03 | 86.429 | 0.000 | 0.000 | 0.52 | 10002.57 |
11 | 2009.11.27 10:50 | buy | 6 | 0.03 | 86.448 | 0.000 | 0.000 | ||
12 | 2009.11.27 10:54 | close | 6 | 0.03 | 86.462 | 0.000 | 0.000 | 0.49 | 10003.06 |
13 | 2009.11.27 10:54 | buy | 7 | 0.03 | 86.485 | 0.000 | 0.000 | ||
14 | 2009.11.27 10:56 | close | 7 | 0.03 | 86.502 | 0.000 | 0.000 | 0.59 | 10003.65 |
15 | 2009.11.27 10:56 | buy | 8 | 0.03 | 86.525 | 0.000 | 0.000 | ||
16 | 2009.11.27 11:12 | close | 8 | 0.03 | 86.539 | 0.000 | 0.000 | 0.49 | 10004.14 |
17 | 2009.11.27 11:12 | buy | 9 | 0.03 | 86.562 | 0.000 | 0.000 | ||
18 | 2009.11.27 11:14 | close | 9 | 0.03 | 86.577 | 0.000 | 0.000 | 0.52 | 10004.66 |
19 | 2009.11.27 11:14 | buy | 10 | 0.03 | 86.600 | 0.000 | 0.000 | ||
20 | 2009.11.27 11:15 | close | 10 | 0.03 | 86.616 | 0.000 | 0.000 | 0.55 | 10005.21 |
21 | 2009.11.27 11:15 | buy | 11 | 0.03 | 86.641 | 0.000 | 0.000 | ||
22 | 2009.11.27 11:15 | close | 11 | 0.03 | 86.657 | 0.000 | 0.000 | 0.55 | 10005.76 |
23 | 2009.11.27 11:15 | buy | 12 | 0.03 | 86.682 | 0.000 | 0.000 | ||
24 | 2009.11.27 11:17 | close | 12 | 0.03 | 86.696 | 0.000 | 0.000 | 0.48 | 10006.24 |
25 | 2009.11.27 11:17 | buy | 13 | 0.03 | 86.718 | 0.000 | 0.000 | ||
26 | 2009.11.27 11:20 | close | 13 | 0.03 | 86.733 | 0.000 | 0.000 | 0.52 | 10006.76 |
27 | 2009.11.27 11:20 | buy | 14 | 0.03 | 86.758 | 0.000 | 0.000 | ||
28 | 2009.11.27 11:20 | close | 14 | 0.03 | 86.774 | 0.000 | 0.000 | 0.55 | 10007.31 |
29 | 2009.11.27 11:20 | buy | 15 | 0.03 | 86.797 | 0.000 | 0.000 | ||
30 | 2009.11.27 11:21 | close | 15 | 0.03 | 86.811 | 0.000 | 0.000 | 0.48 | 10007.79 |
31 | 2009.11.27 11:21 | buy | 16 | 0.03 | 86.834 | 0.000 | 0.000 | ||
32 | 2009.11.27 15:35 | close | 16 | 0.03 | 86.851 | 0.000 | 0.000 | 0.59 | 10008.38 |
33 | 2009.11.27 15:35 | buy | 17 | 0.03 | 86.874 | 0.000 | 0.000 | ||
34 | 2009.11.27 15:35 | close | 17 | 0.03 | 86.888 | 0.000 | 0.000 | 0.48 | 10008.86 |
35 | 2009.11.27 15:35 | buy | 18 | 0.03 | 86.911 | 0.000 | 0.000 | ||
36 | 2009.11.27 15:41 | close | 18 | 0.03 | 86.925 | 0.000 | 0.000 | 0.48 | 10009.34 |
37 | 2009.11.27 15:41 | buy | 19 | 0.03 | 86.947 | 0.000 | 0.000 | ||
38 | 2009.11.27 16:01 | close | 19 | 0.03 | 86.962 | 0.000 | 0.000 | 0.52 | 10009.86 |
39 | 2009.11.27 16:01 | buy | 20 | 0.03 | 86.983 | 0.000 | 0.000 | ||
40 | 2009.11.27 16:11 | close | 20 | 0.03 | 86.998 | 0.000 | 0.000 | 0.52 | 10010.38 |
41 | 2009.11.27 16:11 | buy | 21 | 0.03 | 87.020 | 0.000 | 0.000 | ||
42 | 2009.11.27 22:59 | close at stop | 21 | 0.03 | 86.462 | 0.000 | 0.000 | -19.36 | 9991.02 |