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=20; Lots=1; TrailingStop=5; | ||||
| Bars in test | 551 | Ticks modelled | 11401 | Modelling quality | n/a |
| Mismatched charts errors | 4 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -5373.22 | Gross profit | 242.81 | Gross loss | -5616.03 |
| Profit factor | 0.04 | Expected payoff | -447.77 | ||
| Absolute drawdown | 7444.79 | Maximal drawdown | 7687.60 (75.05%) | Relative drawdown | 75.05% (7687.60) |
| Total trades | 12 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 12 (91.67%) |
| Profit trades (% of total) | 11 (91.67%) | Loss trades (% of total) | 1 (8.33%) | ||
| Largest | profit trade | 22.74 | loss trade | -5616.03 | |
| Average | profit trade | 22.07 | loss trade | -5616.03 | |
| Maximum | consecutive wins (profit in money) | 11 (242.81) | consecutive losses (loss in money) | 1 (-5616.03) | |
| Maximal | consecutive profit (count of wins) | 242.81 (11) | consecutive loss (count of losses) | -5616.03 (1) | |
| Average | consecutive wins | 11 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.03 02:00 | buy | 1 | 1.00 | 90.473 | 0.000 | 90.493 | ||
| 2 | 2009.11.03 16:02 | t/p | 1 | 1.00 | 90.493 | 0.000 | 90.493 | 22.08 | 10022.08 |
| 3 | 2009.11.03 16:02 | buy | 2 | 1.00 | 90.572 | 0.000 | 90.592 | ||
| 4 | 2009.11.04 08:20 | t/p | 2 | 1.00 | 90.592 | 0.000 | 90.592 | 22.74 | 10044.82 |
| 5 | 2009.11.04 08:20 | buy | 3 | 1.00 | 90.618 | 0.000 | 90.638 | ||
| 6 | 2009.11.04 09:15 | t/p | 3 | 1.00 | 90.638 | 0.000 | 90.638 | 22.07 | 10066.89 |
| 7 | 2009.11.04 09:15 | buy | 4 | 1.00 | 90.669 | 0.000 | 90.689 | ||
| 8 | 2009.11.04 09:20 | t/p | 4 | 1.00 | 90.689 | 0.000 | 90.689 | 22.05 | 10088.94 |
| 9 | 2009.11.04 09:20 | buy | 5 | 1.00 | 90.711 | 0.000 | 90.731 | ||
| 10 | 2009.11.04 09:40 | t/p | 5 | 1.00 | 90.731 | 0.000 | 90.731 | 22.03 | 10110.97 |
| 11 | 2009.11.04 09:40 | buy | 6 | 1.00 | 90.792 | 0.000 | 90.812 | ||
| 12 | 2009.11.04 09:46 | t/p | 6 | 1.00 | 90.812 | 0.000 | 90.812 | 22.03 | 10133.00 |
| 13 | 2009.11.04 09:46 | buy | 7 | 1.00 | 90.835 | 0.000 | 90.855 | ||
| 14 | 2009.11.04 10:45 | t/p | 7 | 1.00 | 90.855 | 0.000 | 90.855 | 22.01 | 10155.01 |
| 15 | 2009.11.04 10:45 | buy | 8 | 1.00 | 90.892 | 0.000 | 90.912 | ||
| 16 | 2009.11.04 10:50 | t/p | 8 | 1.00 | 90.912 | 0.000 | 90.912 | 21.99 | 10177.00 |
| 17 | 2009.11.04 10:50 | buy | 9 | 1.00 | 90.979 | 0.000 | 90.999 | ||
| 18 | 2009.11.04 11:32 | t/p | 9 | 1.00 | 90.999 | 0.000 | 90.999 | 21.97 | 10198.97 |
| 19 | 2009.11.04 11:32 | buy | 10 | 1.00 | 91.041 | 0.000 | 91.061 | ||
| 20 | 2009.11.04 20:15 | t/p | 10 | 1.00 | 91.061 | 0.000 | 91.061 | 21.94 | 10220.91 |
| 21 | 2009.11.04 20:15 | buy | 11 | 1.00 | 91.181 | 0.000 | 91.201 | ||
| 22 | 2009.11.04 20:20 | t/p | 11 | 1.00 | 91.201 | 0.000 | 91.201 | 21.90 | 10242.81 |
| 23 | 2009.11.04 20:20 | buy | 12 | 1.00 | 91.332 | 0.000 | 91.352 | ||
| 24 | 2009.11.27 22:59 | close at stop | 12 | 1.00 | 86.462 | 0.000 | 91.352 | -5616.03 | 4626.78 |