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 | S1="---------------- Entry Settings"; VIX_Period=22; VIX_BuyLevel=1; VIX_SellLevel=1; S2="---------------- Money Management"; Lots=0.1; RiskMM=false; RiskPercent=1; Martingale=false; Multiplier=2; MinLots=0.01; MaxLots=100; S3="---------------- Order Management"; StopLoss=0; TakeProfit=0; HideSL=false; HideTP=false; TrailingStop=0; TrailingStep=0; TrailingProfit=0; BreakEven=0; MaxOrders=100; Slippage=3; Magic=2009; S6="---------------- Extras"; Hedge=false; HedgeSL=0; HedgeTP=0; ReverseSystem=false; | ||||
| Bars in test | 551 | Ticks modelled | 11401 | Modelling quality | n/a |
| Mismatched charts errors | 4 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -208.99 | Gross profit | 167.05 | Gross loss | -376.03 |
| Profit factor | 0.44 | Expected payoff | -17.42 | ||
| Absolute drawdown | 397.24 | Maximal drawdown | 437.51 (4.36%) | Relative drawdown | 4.36% (437.51) |
| Total trades | 12 | Short positions (won %) | 6 (33.33%) | Long positions (won %) | 6 (33.33%) |
| Profit trades (% of total) | 4 (33.33%) | Loss trades (% of total) | 8 (66.67%) | ||
| Largest | profit trade | 149.57 | loss trade | -168.28 | |
| Average | profit trade | 41.76 | loss trade | -47.00 | |
| Maximum | consecutive wins (profit in money) | 2 (163.10) | consecutive losses (loss in money) | 4 (-274.10) | |
| Maximal | consecutive profit (count of wins) | 163.10 (2) | consecutive loss (count of losses) | -274.10 (4) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.05 11:00 | sell | 1 | 0.10 | 90.189 | 0.000 | 0.000 | ||
| 2 | 2009.11.05 12:00 | buy | 2 | 0.10 | 90.337 | 0.000 | 0.000 | ||
| 3 | 2009.11.05 12:00 | close | 1 | 0.10 | 90.337 | 0.000 | 0.000 | -16.38 | 9983.62 |
| 4 | 2009.11.06 16:00 | sell | 3 | 0.10 | 90.038 | 0.000 | 0.000 | ||
| 5 | 2009.11.06 16:00 | close | 2 | 0.10 | 90.038 | 0.000 | 0.000 | -33.14 | 9950.48 |
| 6 | 2009.11.09 03:00 | buy | 4 | 0.10 | 90.036 | 0.000 | 0.000 | ||
| 7 | 2009.11.09 03:00 | close | 3 | 0.10 | 90.036 | 0.000 | 0.000 | 0.09 | 9950.56 |
| 8 | 2009.11.13 15:00 | sell | 5 | 0.10 | 89.579 | 0.000 | 0.000 | ||
| 9 | 2009.11.13 15:00 | close | 4 | 0.10 | 89.579 | 0.000 | 0.000 | -50.62 | 9899.94 |
| 10 | 2009.11.13 20:00 | buy | 6 | 0.10 | 89.595 | 0.000 | 0.000 | ||
| 11 | 2009.11.13 20:00 | close | 5 | 0.10 | 89.595 | 0.000 | 0.000 | -1.79 | 9898.15 |
| 12 | 2009.11.16 01:00 | sell | 7 | 0.10 | 89.629 | 0.000 | 0.000 | ||
| 13 | 2009.11.16 01:00 | close | 6 | 0.10 | 89.629 | 0.000 | 0.000 | 3.86 | 9902.01 |
| 14 | 2009.11.16 04:00 | buy | 8 | 0.10 | 89.680 | 0.000 | 0.000 | ||
| 15 | 2009.11.16 04:00 | close | 7 | 0.10 | 89.680 | 0.000 | 0.000 | -5.69 | 9896.32 |
| 16 | 2009.11.16 21:00 | sell | 9 | 0.10 | 88.955 | 0.000 | 0.000 | ||
| 17 | 2009.11.16 21:00 | close | 8 | 0.10 | 88.955 | 0.000 | 0.000 | -81.50 | 9814.82 |
| 18 | 2009.11.16 22:00 | buy | 10 | 0.10 | 89.121 | 0.000 | 0.000 | ||
| 19 | 2009.11.16 22:00 | close | 9 | 0.10 | 89.121 | 0.000 | 0.000 | -18.63 | 9796.19 |
| 20 | 2009.11.25 11:00 | sell | 11 | 0.10 | 87.641 | 0.000 | 0.000 | ||
| 21 | 2009.11.25 11:00 | close | 10 | 0.10 | 87.641 | 0.000 | 0.000 | -168.28 | 9627.91 |
| 22 | 2009.11.27 10:00 | buy | 12 | 0.10 | 86.345 | 0.000 | 0.000 | ||
| 23 | 2009.11.27 10:00 | close | 11 | 0.10 | 86.345 | 0.000 | 0.000 | 149.57 | 9777.48 |
| 24 | 2009.11.27 22:59 | close at stop | 12 | 0.10 | 86.462 | 0.000 | 0.000 | 13.53 | 9791.01 |