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 | MagicNumber=0; SignalMail=false; EachTickMode=false; Lots=1; Slippage=3; StopLossMode=false; StopLoss=30; TakeProfitMode=false; TakeProfit=60; TrailingStopMode=false; TrailingStop=30; | ||||
| Bars in test | 551 | Ticks modelled | 11401 | Modelling quality | n/a |
| Mismatched charts errors | 4 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -3726.28 | Gross profit | 1929.48 | Gross loss | -5655.76 |
| Profit factor | 0.34 | Expected payoff | -248.42 | ||
| Absolute drawdown | 5716.94 | Maximal drawdown | 7149.72 (62.54%) | Relative drawdown | 62.54% (7149.72) |
| Total trades | 15 | Short positions (won %) | 1 (100.00%) | Long positions (won %) | 14 (28.57%) |
| Profit trades (% of total) | 5 (33.33%) | Loss trades (% of total) | 10 (66.67%) | ||
| Largest | profit trade | 657.30 | loss trade | -2882.49 | |
| Average | profit trade | 385.90 | loss trade | -565.58 | |
| Maximum | consecutive wins (profit in money) | 2 (779.48) | consecutive losses (loss in money) | 6 (-5287.47) | |
| Maximal | consecutive profit (count of wins) | 779.48 (2) | consecutive loss (count of losses) | -5287.47 (6) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.03 03:00 | sell | 1 | 1.00 | 90.366 | 0.000 | 0.000 | ||
| 2 | 2009.11.03 12:00 | close | 1 | 1.00 | 90.182 | 0.000 | 0.000 | 204.03 | 10204.03 |
| 3 | 2009.11.03 14:00 | buy | 2 | 1.00 | 90.190 | 0.000 | 0.000 | ||
| 4 | 2009.11.06 02:00 | close | 2 | 1.00 | 90.712 | 0.000 | 0.000 | 575.45 | 10779.48 |
| 5 | 2009.11.06 21:00 | buy | 3 | 1.00 | 89.984 | 0.000 | 0.000 | ||
| 6 | 2009.11.09 23:00 | close | 3 | 1.00 | 89.908 | 0.000 | 0.000 | -84.53 | 10694.95 |
| 7 | 2009.11.10 00:00 | buy | 4 | 1.00 | 89.984 | 0.000 | 0.000 | ||
| 8 | 2009.11.10 04:00 | close | 4 | 1.00 | 89.918 | 0.000 | 0.000 | -73.40 | 10621.55 |
| 9 | 2009.11.10 06:00 | buy | 5 | 1.00 | 89.979 | 0.000 | 0.000 | ||
| 10 | 2009.11.10 14:00 | close | 5 | 1.00 | 89.831 | 0.000 | 0.000 | -164.75 | 10456.80 |
| 11 | 2009.11.10 22:00 | buy | 6 | 1.00 | 89.865 | 0.000 | 0.000 | ||
| 12 | 2009.11.11 14:00 | close | 6 | 1.00 | 89.873 | 0.000 | 0.000 | 8.90 | 10465.70 |
| 13 | 2009.11.11 18:00 | buy | 7 | 1.00 | 89.924 | 0.000 | 0.000 | ||
| 14 | 2009.11.11 19:00 | close | 7 | 1.00 | 89.883 | 0.000 | 0.000 | -45.61 | 10420.09 |
| 15 | 2009.11.12 00:00 | buy | 8 | 1.00 | 89.889 | 0.000 | 0.000 | ||
| 16 | 2009.11.12 21:00 | close | 8 | 1.00 | 90.326 | 0.000 | 0.000 | 483.80 | 10903.89 |
| 17 | 2009.11.13 08:00 | buy | 9 | 1.00 | 90.391 | 0.000 | 0.000 | ||
| 18 | 2009.11.16 09:00 | close | 9 | 1.00 | 89.555 | 0.000 | 0.000 | -933.50 | 9970.39 |
| 19 | 2009.11.16 13:00 | buy | 10 | 1.00 | 89.625 | 0.000 | 0.000 | ||
| 20 | 2009.11.18 04:00 | close | 10 | 1.00 | 89.275 | 0.000 | 0.000 | -392.05 | 9578.34 |
| 21 | 2009.11.18 14:00 | buy | 11 | 1.00 | 89.160 | 0.000 | 0.000 | ||
| 22 | 2009.11.20 00:00 | close | 11 | 1.00 | 88.920 | 0.000 | 0.000 | -269.91 | 9308.43 |
| 23 | 2009.11.20 02:00 | buy | 12 | 1.00 | 89.035 | 0.000 | 0.000 | ||
| 24 | 2009.11.23 15:00 | close | 12 | 1.00 | 88.826 | 0.000 | 0.000 | -235.29 | 9073.14 |
| 25 | 2009.11.23 17:00 | buy | 13 | 1.00 | 88.974 | 0.000 | 0.000 | ||
| 26 | 2009.11.25 02:00 | close | 13 | 1.00 | 88.466 | 0.000 | 0.000 | -574.23 | 8498.91 |
| 27 | 2009.11.25 09:00 | buy | 14 | 1.00 | 88.374 | 0.000 | 0.000 | ||
| 28 | 2009.11.27 08:00 | close | 14 | 1.00 | 85.898 | 0.000 | 0.000 | -2882.49 | 5616.42 |
| 29 | 2009.11.27 09:00 | buy | 15 | 1.00 | 86.148 | 0.000 | 0.000 | ||
| 30 | 2009.11.27 21:00 | close | 15 | 1.00 | 86.718 | 0.000 | 0.000 | 657.30 | 6273.72 |