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 | MAGIC=45; takeprofit=284; stoploss=60; lots=0.1; minHoursBetweenTrades=4; | ||||
Bars in test | 551 | Ticks modelled | 11401 | Modelling quality | n/a |
Mismatched charts errors | 4 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 12.03 | Gross profit | 32.02 | Gross loss | -19.99 |
Profit factor | 1.60 | Expected payoff | 3.01 | ||
Absolute drawdown | 23.36 | Maximal drawdown | 23.36 (0.23%) | Relative drawdown | 0.23% (23.36) |
Total trades | 4 | Short positions (won %) | 3 (33.33%) | Long positions (won %) | 1 (0.00%) |
Profit trades (% of total) | 1 (25.00%) | Loss trades (% of total) | 3 (75.00%) | ||
Largest | profit trade | 32.02 | loss trade | -6.67 | |
Average | profit trade | 32.02 | loss trade | -6.66 | |
Maximum | consecutive wins (profit in money) | 1 (32.02) | consecutive losses (loss in money) | 3 (-19.99) | |
Maximal | consecutive profit (count of wins) | 32.02 (1) | consecutive loss (count of losses) | -19.99 (3) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.09 22:00 | sell | 1 | 0.10 | 89.997 | 90.057 | 89.713 | ||
2 | 2009.11.09 22:20 | s/l | 1 | 0.10 | 90.057 | 90.057 | 89.713 | -6.66 | 9993.34 |
3 | 2009.11.11 08:00 | sell | 2 | 0.10 | 89.803 | 89.863 | 89.519 | ||
4 | 2009.11.11 08:15 | s/l | 2 | 0.10 | 89.863 | 89.863 | 89.519 | -6.67 | 9986.67 |
5 | 2009.11.13 10:00 | buy | 3 | 0.10 | 90.176 | 90.116 | 90.460 | ||
6 | 2009.11.13 10:05 | s/l | 3 | 0.10 | 90.116 | 90.116 | 90.460 | -6.66 | 9980.01 |
7 | 2009.11.20 02:00 | sell | 4 | 0.10 | 89.015 | 89.075 | 88.731 | ||
8 | 2009.11.20 07:32 | t/p | 4 | 0.10 | 88.731 | 89.075 | 88.731 | 32.02 | 10012.03 |