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 | LotSize=0.01; Slippage=3; StopLoss=0; TakeProfit=700; RiskPercent=1; UseMoneyMgmt=true; RSIsetting=12; RSI_TF=240; RSI_Overbought_Value=75; RSI_Oversold_Value=25; | ||||
| Bars in test | 551 | Ticks modelled | 11401 | Modelling quality | n/a |
| Mismatched charts errors | 4 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -419.23 | Gross profit | 351.65 | Gross loss | -770.88 |
| Profit factor | 0.46 | Expected payoff | -83.85 | ||
| Absolute drawdown | 922.20 | Maximal drawdown | 1235.36 (11.98%) | Relative drawdown | 11.98% (1235.36) |
| Total trades | 5 | Short positions (won %) | 3 (33.33%) | Long positions (won %) | 2 (0.00%) |
| Profit trades (% of total) | 1 (20.00%) | Loss trades (% of total) | 4 (80.00%) | ||
| Largest | profit trade | 351.65 | loss trade | -304.62 | |
| Average | profit trade | 351.65 | loss trade | -192.72 | |
| Maximum | consecutive wins (profit in money) | 1 (351.65) | consecutive losses (loss in money) | 4 (-770.88) | |
| Maximal | consecutive profit (count of wins) | 351.65 (1) | consecutive loss (count of losses) | -770.88 (4) | |
| Average | consecutive wins | 1 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.03 02:00 | sell | 1 | 0.50 | 90.453 | 0.000 | 89.773 | ||
| 2 | 2009.11.05 04:00 | close | 1 | 0.50 | 90.505 | 0.000 | 89.773 | -29.39 | 9970.61 |
| 3 | 2009.11.05 04:00 | buy | 2 | 0.50 | 90.505 | 0.000 | 91.185 | ||
| 4 | 2009.11.06 03:00 | modify | 2 | 0.50 | 90.505 | 89.918 | 91.185 | ||
| 5 | 2009.11.06 04:00 | modify | 2 | 0.50 | 90.505 | 89.974 | 91.185 | ||
| 6 | 2009.11.06 15:15 | s/l | 2 | 0.50 | 89.974 | 89.974 | 91.185 | -295.11 | 9675.50 |
| 7 | 2009.11.10 00:00 | sell | 3 | 0.48 | 89.964 | 0.000 | 89.284 | ||
| 8 | 2009.11.13 04:00 | close | 3 | 0.48 | 90.229 | 0.000 | 89.284 | -141.76 | 9533.74 |
| 9 | 2009.11.13 04:00 | buy | 4 | 0.48 | 90.229 | 0.000 | 90.909 | ||
| 10 | 2009.11.16 04:00 | close | 4 | 0.48 | 89.660 | 0.000 | 90.909 | -304.62 | 9229.12 |
| 11 | 2009.11.16 04:00 | sell | 5 | 0.46 | 89.660 | 0.000 | 88.980 | ||
| 12 | 2009.11.16 20:10 | t/p | 5 | 0.46 | 88.980 | 0.000 | 88.980 | 351.65 | 9580.77 |