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 | Lots=1; MaximumRisk=0.12; DecreaseFactor=3; StopLoss=400; JuiceLevel=0.0005; AllBars=240; | ||||
Bars in test | 551 | Ticks modelled | 11401 | Modelling quality | n/a |
Mismatched charts errors | 4 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 1409.52 | Gross profit | 2381.74 | Gross loss | -972.22 |
Profit factor | 2.45 | Expected payoff | 74.19 | ||
Absolute drawdown | 522.09 | Maximal drawdown | 1269.80 (11.09%) | Relative drawdown | 11.09% (1269.80) |
Total trades | 19 | Short positions (won %) | 1 (100.00%) | Long positions (won %) | 18 (66.67%) |
Profit trades (% of total) | 13 (68.42%) | Loss trades (% of total) | 6 (31.58%) | ||
Largest | profit trade | 946.75 | loss trade | -340.20 | |
Average | profit trade | 183.21 | loss trade | -162.04 | |
Maximum | consecutive wins (profit in money) | 7 (659.92) | consecutive losses (loss in money) | 2 (-598.42) | |
Maximal | consecutive profit (count of wins) | 961.92 (2) | consecutive loss (count of losses) | -598.42 (2) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 13:37 | buy | 1 | 2.40 | 90.295 | 89.895 | 0.000 | ||
2 | 2009.11.03 23:00 | close | 1 | 2.40 | 90.322 | 89.895 | 0.000 | 71.74 | 10071.74 |
3 | 2009.11.04 06:20 | buy | 2 | 2.40 | 90.309 | 89.909 | 0.000 | ||
4 | 2009.11.04 08:15 | close | 2 | 2.40 | 90.546 | 89.909 | 0.000 | 628.19 | 10699.93 |
5 | 2009.11.06 12:15 | buy | 3 | 2.60 | 90.682 | 90.282 | 0.000 | ||
6 | 2009.11.06 12:20 | close | 3 | 2.60 | 90.701 | 90.282 | 0.000 | 54.46 | 10754.39 |
7 | 2009.11.06 12:22 | buy | 4 | 2.60 | 90.695 | 90.295 | 0.000 | ||
8 | 2009.11.06 12:25 | close | 4 | 2.60 | 90.688 | 90.295 | 0.000 | -20.07 | 10734.32 |
9 | 2009.11.06 12:27 | buy | 5 | 2.60 | 90.669 | 90.269 | 0.000 | ||
10 | 2009.11.06 12:45 | close | 5 | 2.60 | 90.654 | 90.269 | 0.000 | -43.02 | 10691.30 |
11 | 2009.11.06 12:47 | buy | 6 | 1.00 | 90.668 | 90.268 | 0.000 | ||
12 | 2009.11.06 12:50 | close | 6 | 1.00 | 90.673 | 90.268 | 0.000 | 5.51 | 10696.81 |
13 | 2009.11.06 12:52 | buy | 7 | 2.60 | 90.680 | 90.280 | 0.000 | ||
14 | 2009.11.06 12:55 | close | 7 | 2.60 | 90.667 | 90.280 | 0.000 | -37.28 | 10659.53 |
15 | 2009.11.06 12:57 | buy | 8 | 2.60 | 90.668 | 90.268 | 0.000 | ||
16 | 2009.11.06 12:59 | close | 8 | 2.60 | 90.670 | 90.268 | 0.000 | 5.74 | 10665.27 |
17 | 2009.11.10 11:20 | buy | 9 | 2.60 | 90.040 | 89.640 | 0.000 | ||
18 | 2009.11.10 11:40 | close | 9 | 2.60 | 90.043 | 89.640 | 0.000 | 8.66 | 10673.93 |
19 | 2009.11.10 11:42 | buy | 10 | 2.60 | 90.042 | 89.642 | 0.000 | ||
20 | 2009.11.10 11:45 | close | 10 | 2.60 | 90.106 | 89.642 | 0.000 | 184.67 | 10858.60 |
21 | 2009.11.10 11:47 | buy | 11 | 2.60 | 90.105 | 89.705 | 0.000 | ||
22 | 2009.11.10 11:50 | close | 11 | 2.60 | 90.170 | 89.705 | 0.000 | 187.42 | 11046.02 |
23 | 2009.11.10 11:52 | buy | 12 | 2.70 | 90.148 | 89.748 | 0.000 | ||
24 | 2009.11.10 11:55 | close | 12 | 2.70 | 90.149 | 89.748 | 0.000 | 3.00 | 11049.02 |
25 | 2009.11.10 11:57 | buy | 13 | 2.70 | 90.105 | 89.705 | 0.000 | ||
26 | 2009.11.10 11:59 | close | 13 | 2.70 | 90.114 | 89.705 | 0.000 | 26.97 | 11075.99 |
27 | 2009.11.11 07:15 | buy | 14 | 2.70 | 89.750 | 89.350 | 0.000 | ||
28 | 2009.11.11 08:10 | close | 14 | 2.70 | 89.831 | 89.350 | 0.000 | 243.46 | 11319.45 |
29 | 2009.11.23 03:15 | buy | 15 | 2.70 | 88.960 | 88.560 | 0.000 | ||
30 | 2009.11.23 06:00 | close | 15 | 2.70 | 88.870 | 88.560 | 0.000 | -273.43 | 11046.02 |
31 | 2009.11.23 09:50 | buy | 16 | 2.70 | 89.013 | 88.613 | 0.000 | ||
32 | 2009.11.23 16:37 | close | 16 | 2.70 | 89.018 | 88.613 | 0.000 | 15.17 | 11061.19 |
33 | 2009.11.23 23:02 | sell | 17 | 2.70 | 88.921 | 89.321 | 0.000 | ||
34 | 2009.11.24 09:15 | close | 17 | 2.70 | 88.610 | 89.321 | 0.000 | 946.75 | 12007.94 |
35 | 2009.11.27 05:50 | buy | 18 | 2.90 | 86.552 | 86.152 | 0.000 | ||
36 | 2009.11.27 05:52 | close | 18 | 2.90 | 86.475 | 86.152 | 0.000 | -258.22 | 11749.72 |
37 | 2009.11.27 05:55 | buy | 19 | 2.80 | 86.524 | 86.124 | 0.000 | ||
38 | 2009.11.27 05:57 | close | 19 | 2.80 | 86.419 | 86.124 | 0.000 | -340.20 | 11409.52 |