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 | _____1_____=""Òîðãîâûå"; _=130; _=1000; =1; _____2_____=""Íàñòðîéêè"; _=1; __=14; __=2; ___=4; __=180; __=2; ___=4; _____3_____=""Íàñòðîéêè"; _1=500; _2=250; _1=500; _2=250; | ||||
| Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
| Mismatched charts errors | 113 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -420.69 | Gross profit | 719.77 | Gross loss | -1140.46 |
| Profit factor | 0.63 | Expected payoff | -70.11 | ||
| Absolute drawdown | 420.69 | Maximal drawdown | 1175.30 (10.93%) | Relative drawdown | 10.93% (1175.30) |
| Total trades | 6 | Short positions (won %) | 3 (100.00%) | Long positions (won %) | 3 (66.67%) |
| Profit trades (% of total) | 5 (83.33%) | Loss trades (% of total) | 1 (16.67%) | ||
| Largest | profit trade | 144.17 | loss trade | -1140.46 | |
| Average | profit trade | 143.95 | loss trade | -1140.46 | |
| Maximum | consecutive wins (profit in money) | 5 (719.77) | consecutive losses (loss in money) | 1 (-1140.46) | |
| Maximal | consecutive profit (count of wins) | 719.77 (5) | consecutive loss (count of losses) | -1140.46 (1) | |
| Average | consecutive wins | 5 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.06 10:00 | sell | 1 | 1.00 | 90.564 | 91.584 | 90.434 | ||
| 2 | 2009.11.06 14:28 | t/p | 1 | 1.00 | 90.434 | 91.584 | 90.434 | 143.75 | 10143.75 |
| 3 | 2009.11.06 20:00 | sell | 2 | 1.00 | 89.834 | 90.854 | 89.704 | ||
| 4 | 2009.11.09 00:09 | t/p | 2 | 1.00 | 89.704 | 90.854 | 89.704 | 144.16 | 10287.91 |
| 5 | 2009.11.09 17:00 | sell | 3 | 1.00 | 89.829 | 90.849 | 89.699 | ||
| 6 | 2009.11.10 06:42 | t/p | 3 | 1.00 | 89.699 | 90.849 | 89.699 | 144.17 | 10432.08 |
| 7 | 2009.11.12 15:00 | buy | 4 | 1.00 | 90.165 | 89.145 | 90.295 | ||
| 8 | 2009.11.12 15:07 | t/p | 4 | 1.00 | 90.295 | 89.145 | 90.295 | 143.97 | 10576.05 |
| 9 | 2009.11.12 15:07 | buy | 5 | 1.00 | 90.319 | 89.299 | 90.449 | ||
| 10 | 2009.11.12 16:27 | t/p | 5 | 1.00 | 90.449 | 89.299 | 90.449 | 143.72 | 10719.77 |
| 11 | 2009.11.12 23:00 | buy | 6 | 1.00 | 90.374 | 89.354 | 90.504 | ||
| 12 | 2009.11.16 16:13 | s/l | 6 | 1.00 | 89.354 | 89.354 | 90.504 | -1140.46 | 9579.31 |