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 | Broker="Alpari"; UseMM=true; LotsIfNoMM=1; MMRiskFactor=0.2; Spread=4; Start=9; EOD=17; NLookbackBars=4; NPips=10; NStopLoss=45; NBreakEven=15; NTakeProfit=0; NRangeMax=43; | ||||
Bars in test | 551 | Ticks modelled | 11401 | Modelling quality | n/a |
Mismatched charts errors | 4 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -17.14 | Gross profit | 2.22 | Gross loss | -19.36 |
Profit factor | 0.11 | Expected payoff | -8.57 | ||
Absolute drawdown | 17.14 | Maximal drawdown | 128.04 (1.27%) | Relative drawdown | 1.27% (128.04) |
Total trades | 2 | Short positions (won %) | 1 (0.00%) | Long positions (won %) | 1 (100.00%) |
Profit trades (% of total) | 1 (50.00%) | Loss trades (% of total) | 1 (50.00%) | ||
Largest | profit trade | 2.22 | loss trade | -19.36 | |
Average | profit trade | 2.22 | loss trade | -19.36 | |
Maximum | consecutive wins (profit in money) | 1 (2.22) | consecutive losses (loss in money) | 1 (-19.36) | |
Maximal | consecutive profit (count of wins) | 2.22 (1) | consecutive loss (count of losses) | -19.36 (1) | |
Average | consecutive wins | 1 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.10 09:00 | buy stop | 1 | 0.40 | 89.920 | 89.887 | 0.000 | ||
2 | 2009.11.10 11:15 | buy | 1 | 0.40 | 89.920 | 89.887 | 0.000 | ||
3 | 2009.11.10 12:00 | modify | 1 | 0.40 | 89.920 | 89.925 | 0.000 | ||
4 | 2009.11.10 13:45 | s/l | 1 | 0.40 | 89.925 | 89.925 | 0.000 | 2.22 | 10002.22 |
5 | 2009.11.17 15:30 | sell stop | 2 | 0.40 | 89.120 | 89.154 | 0.000 | ||
6 | 2009.11.17 16:59 | delete | 2 | 0.40 | 89.120 | 89.154 | 0.000 | ||
7 | 2009.11.23 11:00 | sell stop | 3 | 0.40 | 88.785 | 88.828 | 0.000 | ||
8 | 2009.11.23 14:45 | sell | 3 | 0.40 | 88.785 | 88.828 | 0.000 | ||
9 | 2009.11.23 14:59 | s/l | 3 | 0.40 | 88.828 | 88.828 | 0.000 | -19.36 | 9982.86 |