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 | StartDayOfWeek=2; StartHour=2; StopDayOfWeek=5; StopHour=21; Range=50; TakeProfit=0; StopLoss=100; Lots=0.1; UseMM=false; PercentMM=20; MinLots=0.1; MinStop=11; ShiftGMT=1; | ||||
| Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
| Mismatched charts errors | 113 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 175.16 | Gross profit | 253.25 | Gross loss | -78.08 |
| Profit factor | 3.24 | Expected payoff | 21.90 | ||
| Absolute drawdown | 85.96 | Maximal drawdown | 265.33 (2.55%) | Relative drawdown | 2.55% (265.33) |
| Total trades | 8 | Short positions (won %) | 4 (25.00%) | Long positions (won %) | 4 (0.00%) |
| Profit trades (% of total) | 1 (12.50%) | Loss trades (% of total) | 7 (87.50%) | ||
| Largest | profit trade | 253.25 | loss trade | -11.26 | |
| Average | profit trade | 253.25 | loss trade | -11.15 | |
| Maximum | consecutive wins (profit in money) | 1 (253.25) | consecutive losses (loss in money) | 7 (-78.08) | |
| Maximal | consecutive profit (count of wins) | 253.25 (1) | consecutive loss (count of losses) | -78.08 (7) | |
| Average | consecutive wins | 1 | consecutive losses | 7 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.03 03:00 | buy stop | 1 | 0.10 | 90.436 | 90.336 | 0.000 | ||
| 2 | 2009.11.03 03:00 | sell stop | 2 | 0.10 | 90.315 | 90.415 | 0.000 | ||
| 3 | 2009.11.03 03:13 | sell | 2 | 0.10 | 90.315 | 90.415 | 0.000 | ||
| 4 | 2009.11.03 15:52 | s/l | 2 | 0.10 | 90.415 | 90.415 | 0.000 | -11.06 | 9988.94 |
| 5 | 2009.11.03 15:52 | buy | 1 | 0.10 | 90.436 | 90.336 | 0.000 | ||
| 6 | 2009.11.03 16:18 | s/l | 1 | 0.10 | 90.336 | 90.336 | 0.000 | -11.07 | 9977.87 |
| 7 | 2009.11.10 03:00 | buy stop | 3 | 0.10 | 90.077 | 89.977 | 0.000 | ||
| 8 | 2009.11.10 03:00 | sell stop | 4 | 0.10 | 89.958 | 90.058 | 0.000 | ||
| 9 | 2009.11.10 03:42 | sell | 4 | 0.10 | 89.958 | 90.058 | 0.000 | ||
| 10 | 2009.11.10 11:32 | s/l | 4 | 0.10 | 90.058 | 90.058 | 0.000 | -11.10 | 9966.77 |
| 11 | 2009.11.10 11:32 | buy | 3 | 0.10 | 90.077 | 89.977 | 0.000 | ||
| 12 | 2009.11.10 13:52 | s/l | 3 | 0.10 | 89.977 | 89.977 | 0.000 | -11.12 | 9955.65 |
| 13 | 2009.11.17 03:00 | buy stop | 5 | 0.10 | 89.123 | 89.023 | 0.000 | ||
| 14 | 2009.11.17 03:00 | sell stop | 6 | 0.10 | 89.004 | 89.104 | 0.000 | ||
| 15 | 2009.11.17 05:50 | buy | 5 | 0.10 | 89.123 | 89.023 | 0.000 | ||
| 16 | 2009.11.17 08:01 | s/l | 5 | 0.10 | 89.023 | 89.023 | 0.000 | -11.24 | 9944.41 |
| 17 | 2009.11.17 08:08 | sell | 6 | 0.10 | 89.004 | 89.104 | 0.000 | ||
| 18 | 2009.11.17 11:22 | s/l | 6 | 0.10 | 89.104 | 89.104 | 0.000 | -11.23 | 9933.18 |
| 19 | 2009.11.24 03:00 | buy stop | 7 | 0.10 | 88.900 | 88.800 | 0.000 | ||
| 20 | 2009.11.24 03:00 | sell stop | 8 | 0.10 | 88.779 | 88.879 | 0.000 | ||
| 21 | 2009.11.24 03:35 | buy | 7 | 0.10 | 88.900 | 88.800 | 0.000 | ||
| 22 | 2009.11.24 06:34 | s/l | 7 | 0.10 | 88.800 | 88.800 | 0.000 | -11.26 | 9921.92 |
| 23 | 2009.11.24 06:56 | sell | 8 | 0.10 | 88.779 | 88.879 | 0.000 | ||
| 24 | 2009.11.27 22:00 | close | 8 | 0.10 | 86.583 | 88.879 | 0.000 | 253.25 | 10175.16 |