Strategy Tester Report
AlpariUK-Demo (Build 225)
| Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
| Period | 1 Hour (H1) 2009.11.03 02:00 - 2009.11.30 00:00 (2009.11.01 - 2009.11.30) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | takeProfit=60; FastEMA=8; FFastEMA=7; FFFastEMA=6; SlowEMA=17; SSlowEMA=16; SSSlowEMA=15; SignalSMA=9; SSignalSMA=8; SSSignalSMA=7; | ||||
| Bars in test | 551 | Ticks modelled | 11401 | Modelling quality | n/a |
| Mismatched charts errors | 4 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -50.35 | Gross profit | 6.90 | Gross loss | -57.25 |
| Profit factor | 0.12 | Expected payoff | -25.18 | ||
| Absolute drawdown | 68.76 | Maximal drawdown | 81.18 (0.81%) | Relative drawdown | 0.81% (81.18) |
| Total trades | 2 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 2 (50.00%) |
| Profit trades (% of total) | 1 (50.00%) | Loss trades (% of total) | 1 (50.00%) | ||
| Largest | profit trade | 6.90 | loss trade | -57.25 | |
| Average | profit trade | 6.90 | loss trade | -57.25 | |
| Maximum | consecutive wins (profit in money) | 1 (6.90) | consecutive losses (loss in money) | 1 (-57.25) | |
| Maximal | consecutive profit (count of wins) | 6.90 (1) | consecutive loss (count of losses) | -57.25 (1) | |
| Average | consecutive wins | 1 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.27 11:20 | buy | 1 | 0.10 | 86.838 | 0.000 | 86.898 | ||
| 2 | 2009.11.27 15:45 | t/p | 1 | 0.10 | 86.898 | 0.000 | 86.898 | 6.90 | 10006.90 |
| 3 | 2009.11.27 15:55 | buy | 2 | 0.10 | 86.957 | 0.000 | 87.017 | ||
| 4 | 2009.11.27 22:59 | close at stop | 2 | 0.10 | 86.462 | 0.000 | 87.017 | -57.25 | 9949.65 |