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 | Lots=1; Stop_Loss=1000; Take_Profit=1000; Trailing_Stop=0; map=25; mash=1; map2=5; mash2=1; fper=12; sper=26; sigper=9; stop=300; hedg=1; kh=10; lok=0; rpr=1; ttime=900; hstop=-3000; | ||||
Bars in test | 551 | Ticks modelled | 11401 | Modelling quality | n/a |
Mismatched charts errors | 4 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 6026.61 | Gross profit | 8011.29 | Gross loss | -1984.68 |
Profit factor | 4.04 | Expected payoff | 502.22 | ||
Absolute drawdown | 9209.89 | Maximal drawdown | 10009.01 (92.68%) | Relative drawdown | 92.68% (10009.01) |
Total trades | 12 | Short positions (won %) | 4 (100.00%) | Long positions (won %) | 8 (50.00%) |
Profit trades (% of total) | 8 (66.67%) | Loss trades (% of total) | 4 (33.33%) | ||
Largest | profit trade | 1918.94 | loss trade | -533.21 | |
Average | profit trade | 1001.41 | loss trade | -496.17 | |
Maximum | consecutive wins (profit in money) | 4 (2149.19) | consecutive losses (loss in money) | 1 (-533.21) | |
Maximal | consecutive profit (count of wins) | 2149.19 (4) | consecutive loss (count of losses) | -533.21 (1) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.09 23:45 | buy | 1 | 1.00 | 89.971 | 88.971 | 90.971 | ||
2 | 2009.11.10 06:50 | sell | 2 | 10.00 | 89.676 | 90.676 | 88.676 | ||
3 | 2009.11.11 01:15 | close | 2 | 10.00 | 89.566 | 90.676 | 88.676 | 1224.84 | 11224.84 |
4 | 2009.11.11 01:15 | close | 1 | 1.00 | 89.546 | 88.971 | 90.971 | -474.62 | 10750.22 |
5 | 2009.11.11 12:10 | buy | 3 | 1.00 | 89.936 | 88.936 | 90.936 | ||
6 | 2009.11.12 08:32 | sell | 4 | 10.00 | 89.651 | 90.651 | 88.651 | ||
7 | 2009.11.13 14:46 | close | 4 | 10.00 | 89.479 | 90.651 | 88.651 | 1918.94 | 12669.16 |
8 | 2009.11.13 14:46 | close | 3 | 1.00 | 89.459 | 88.936 | 90.936 | -533.21 | 12135.95 |
9 | 2009.11.16 07:00 | buy | 5 | 1.00 | 89.580 | 88.580 | 90.580 | ||
10 | 2009.11.16 16:45 | sell | 6 | 10.00 | 89.290 | 90.290 | 88.290 | ||
11 | 2009.11.16 19:20 | close | 6 | 10.00 | 89.146 | 90.290 | 88.290 | 1615.33 | 13751.28 |
12 | 2009.11.16 19:20 | close | 5 | 1.00 | 89.126 | 88.580 | 90.580 | -509.39 | 13241.89 |
13 | 2009.11.19 23:00 | buy | 7 | 1.00 | 88.978 | 87.978 | 89.978 | ||
14 | 2009.11.20 07:32 | sell | 8 | 10.00 | 88.682 | 89.682 | 87.682 | ||
15 | 2009.11.23 08:20 | close | 8 | 10.00 | 88.584 | 89.682 | 87.682 | 1102.99 | 14344.88 |
16 | 2009.11.23 08:20 | close | 7 | 1.00 | 88.564 | 87.978 | 89.978 | -467.46 | 13877.42 |
17 | 2009.11.27 08:00 | buy | 9 | 1.00 | 85.918 | 84.918 | 86.918 | ||
18 | 2009.11.27 08:45 | buy | 10 | 10.00 | 86.135 | 85.135 | 87.135 | ||
19 | 2009.11.27 08:50 | close | 10 | 10.00 | 86.184 | 85.135 | 87.135 | 568.55 | 14445.97 |
20 | 2009.11.27 08:50 | close | 9 | 1.00 | 86.184 | 84.918 | 86.918 | 308.64 | 14754.61 |
21 | 2009.11.27 08:52 | buy | 11 | 1.00 | 86.158 | 85.158 | 87.158 | ||
22 | 2009.11.27 09:15 | buy | 12 | 10.00 | 86.400 | 85.400 | 87.400 | ||
23 | 2009.11.27 09:20 | close | 12 | 10.00 | 86.478 | 85.400 | 87.400 | 901.96 | 15656.57 |
24 | 2009.11.27 09:20 | close | 11 | 1.00 | 86.478 | 85.158 | 87.158 | 370.04 | 16026.61 |