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 | Debug=false; AccountIsMini=false; MoneyManagement=false; TradeSizePercent=10; Lots=0.1; MaxLots=30; StopLoss=0; UseTrailingStop=false; TrailingStopType=1; TrailingStop=20; Slippage=10; TakeProfit=0; Margincutoff=800; MA_Period=34; m=""--Moving"; m0="""; m1="""; m2="""; m3="""; m4="""; MA_Type=1; p=""--Applied"; p0="""; p1="""; p2="""; p3="""; p4="""; p5="""; p6="""; MA_AppliedPrice=4; Angle_Threshold=15; PrevMAShift=4; CurMAShift=0; | ||||
| Bars in test | 551 | Ticks modelled | 11401 | Modelling quality | n/a |
| Mismatched charts errors | 4 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -727.01 | Gross profit | 2951.24 | Gross loss | -3678.25 |
| Profit factor | 0.80 | Expected payoff | -181.75 | ||
| Absolute drawdown | 4244.78 | Maximal drawdown | 4584.28 (44.34%) | Relative drawdown | 44.34% (4584.28) |
| Total trades | 4 | Short positions (won %) | 2 (50.00%) | Long positions (won %) | 2 (0.00%) |
| Profit trades (% of total) | 1 (25.00%) | Loss trades (% of total) | 3 (75.00%) | ||
| Largest | profit trade | 2951.24 | loss trade | -1606.06 | |
| Average | profit trade | 2951.24 | loss trade | -1226.08 | |
| Maximum | consecutive wins (profit in money) | 1 (2951.24) | consecutive losses (loss in money) | 3 (-3678.25) | |
| Maximal | consecutive profit (count of wins) | 2951.24 (1) | consecutive loss (count of losses) | -3678.25 (3) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.04 14:02 | buy | 1 | 1.00 | 91.002 | 0.000 | 0.000 | ||
| 2 | 2009.11.06 17:10 | close | 1 | 1.00 | 89.803 | 0.000 | 0.000 | -1335.14 | 8664.86 |
| 3 | 2009.11.06 17:10 | sell | 2 | 1.00 | 89.803 | 0.000 | 0.000 | ||
| 4 | 2009.11.12 19:05 | close | 2 | 1.00 | 90.468 | 0.000 | 0.000 | -737.05 | 7927.81 |
| 5 | 2009.11.12 19:05 | buy | 3 | 1.00 | 90.468 | 0.000 | 0.000 | ||
| 6 | 2009.11.16 22:02 | close | 3 | 1.00 | 89.038 | 0.000 | 0.000 | -1606.06 | 6321.75 |
| 7 | 2009.11.16 22:02 | sell | 4 | 1.00 | 89.038 | 0.000 | 0.000 | ||
| 8 | 2009.11.27 22:59 | close at stop | 4 | 1.00 | 86.482 | 0.000 | 0.000 | 2951.24 | 9272.99 |