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 | Expert_Name=""LSMA_Daily""; LSMAShortPeriod=7; LSMALongPeriod=16; mm=""---Money"; Lots=1; MaxLots=100; UseMoneyManagement=false; BrokerIsIBFX=false; m1="Set mini and micro to false for standard account"; AccountIsMini=false; AccountIsMicro=false; fm="UseFreeMargin = false to use Account Balance"; UseFreeMargin=false; TradeSizePercent=10; BrokerPermitsFractionalLots=false; st6=""--Profit"; StopLoss=0; TakeProfit=0; Slippage=3; | ||||
| Bars in test | 551 | Ticks modelled | 11401 | Modelling quality | n/a |
| Mismatched charts errors | 4 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -1935.11 | Gross profit | 1279.36 | Gross loss | -3214.47 |
| Profit factor | 0.40 | Expected payoff | -387.02 | ||
| Absolute drawdown | 3101.66 | Maximal drawdown | 4382.25 (38.85%) | Relative drawdown | 38.85% (4382.25) |
| Total trades | 5 | Short positions (won %) | 3 (100.00%) | Long positions (won %) | 2 (0.00%) |
| Profit trades (% of total) | 3 (60.00%) | Loss trades (% of total) | 2 (40.00%) | ||
| Largest | profit trade | 968.82 | loss trade | -1990.01 | |
| Average | profit trade | 426.45 | loss trade | -1607.24 | |
| Maximum | consecutive wins (profit in money) | 1 (968.82) | consecutive losses (loss in money) | 1 (-1990.01) | |
| Maximal | consecutive profit (count of wins) | 968.82 (1) | consecutive loss (count of losses) | -1990.01 (1) | |
| Average | consecutive wins | 1 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.03 02:00 | sell | 1 | 1.00 | 90.453 | 0.000 | 0.000 | ||
| 2 | 2009.11.13 00:00 | close | 1 | 1.00 | 90.399 | 0.000 | 0.000 | 43.90 | 10043.90 |
| 3 | 2009.11.13 00:00 | buy | 2 | 1.00 | 90.399 | 0.000 | 0.000 | ||
| 4 | 2009.11.19 00:00 | close | 2 | 1.00 | 89.302 | 0.000 | 0.000 | -1224.46 | 8819.44 |
| 5 | 2009.11.19 00:00 | sell | 3 | 1.00 | 89.302 | 0.000 | 0.000 | ||
| 6 | 2009.11.24 00:00 | close | 3 | 1.00 | 89.061 | 0.000 | 0.000 | 266.64 | 9086.08 |
| 7 | 2009.11.24 00:00 | buy | 4 | 1.00 | 89.061 | 0.000 | 0.000 | ||
| 8 | 2009.11.26 00:00 | close | 4 | 1.00 | 87.321 | 0.000 | 0.000 | -1990.01 | 7096.07 |
| 9 | 2009.11.26 00:00 | sell | 5 | 1.00 | 87.321 | 0.000 | 0.000 | ||
| 10 | 2009.11.27 22:59 | close at stop | 5 | 1.00 | 86.482 | 0.000 | 0.000 | 968.82 | 8064.89 |