Strategy Tester Report
AlpariUK-Demo (Build 225)
| Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
| Period | 1 Hour (H1) 2009.11.03 02:00 - 2009.11.27 22:00 (2009.11.01 - 2009.11.30) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | Expert_Name=""----"; MagicNumberBase=10000; SignalMail=false; EachTickMode=false; Lots=1; MaxSpread=8; Slippage=3; StopLossMode=false; StopLoss=150; TakeProfitMode=false; TakeProfit=150; TrailingStopMode=false; TrailingStop=150; Time_Period_=""Use"; Time_Period__=""Recommended"; Time_Period=5; Lower_Time_Period_=""Use"; Lower_Time_Period=1; sm0="--Trading Hours Filter--"; sm2="UseTradingHours - Enter 0 for false, 1 for true"; UseTradingHours=0; sm3="Trade Session 1 - Enter 0 for false, 1 for true"; TradeSession1=0; Session1Start=0; Session1Stop=1215; sm4="Trade Session 2 - Enter 0 for false, 1 for true"; TradeSession2=0; Session2Start=1215; Session2Stop=2000; sm5="Trade Session 3 - Enter 0 for false, 1 for true"; TradeSession3=0; Session3Start=700; Session3Stop=900; sm6="Trade Session 4 - Enter 0 for false, 1 for true"; TradeSession4=0; Session4Start=1330; Session4Stop=1500; sm7="Trade Session 5 - Enter 0 for false, 1 for true"; TradeSession5=0; Session5Start=1700; Session5Stop=1900; | ||||
| Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
| Mismatched charts errors | 113 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -4677.00 | Gross profit | 192.64 | Gross loss | -4869.64 |
| Profit factor | 0.04 | Expected payoff | -2338.50 | ||
| Absolute drawdown | 6336.51 | Maximal drawdown | 7574.47 (67.40%) | Relative drawdown | 67.40% (7574.47) |
| Total trades | 2 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 2 (50.00%) |
| Profit trades (% of total) | 1 (50.00%) | Loss trades (% of total) | 1 (50.00%) | ||
| Largest | profit trade | 192.64 | loss trade | -4869.64 | |
| Average | profit trade | 192.64 | loss trade | -4869.64 | |
| Maximum | consecutive wins (profit in money) | 1 (192.64) | consecutive losses (loss in money) | 1 (-4869.64) | |
| Maximal | consecutive profit (count of wins) | 192.64 (1) | consecutive loss (count of losses) | -4869.64 (1) | |
| Average | consecutive wins | 1 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.03 12:00 | buy | 1 | 1.00 | 90.182 | 0.000 | 0.000 | ||
| 2 | 2009.11.27 07:00 | close | 1 | 1.00 | 85.985 | 0.000 | 0.000 | -4869.64 | 5130.36 |
| 3 | 2009.11.27 11:00 | buy | 2 | 1.00 | 86.525 | 0.000 | 0.000 | ||
| 4 | 2009.11.27 17:00 | close | 2 | 1.00 | 86.692 | 0.000 | 0.000 | 192.64 | 5323.00 |