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 | BALANCE_INIT=2000; Lots=0.1; StepTP=11; total=6; doClose=false; XL=0.87; | ||||
Bars in test | 551 | Ticks modelled | 11401 | Modelling quality | n/a |
Mismatched charts errors | 4 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -67.08 | Gross profit | 5443.78 | Gross loss | -5510.86 |
Profit factor | 0.99 | Expected payoff | -11.18 | ||
Absolute drawdown | 68.78 | Maximal drawdown | 68.78 (0.69%) | Relative drawdown | 0.69% (68.78) |
Total trades | 6 | Short positions (won %) | 3 (100.00%) | Long positions (won %) | 3 (0.00%) |
Profit trades (% of total) | 3 (50.00%) | Loss trades (% of total) | 3 (50.00%) | ||
Largest | profit trade | 1833.25 | loss trade | -1855.61 | |
Average | profit trade | 1814.59 | loss trade | -1836.95 | |
Maximum | consecutive wins (profit in money) | 1 (1833.25) | consecutive losses (loss in money) | 1 (-1855.61) | |
Maximal | consecutive profit (count of wins) | 1833.25 (1) | consecutive loss (count of losses) | -1855.61 (1) | |
Average | consecutive wins | 1 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 02:00 | sell | 1 | 0.40 | 90.453 | 0.000 | 0.000 | ||
2 | 2009.11.03 02:00 | buy | 2 | 0.40 | 90.473 | 0.000 | 0.000 | ||
3 | 2009.11.03 02:03 | sell | 3 | 0.40 | 90.384 | 0.000 | 0.000 | ||
4 | 2009.11.03 02:03 | buy | 4 | 0.40 | 90.404 | 0.000 | 0.000 | ||
5 | 2009.11.03 02:06 | sell | 5 | 0.40 | 90.401 | 0.000 | 0.000 | ||
6 | 2009.11.03 02:06 | buy | 6 | 0.40 | 90.421 | 0.000 | 0.000 | ||
7 | 2009.11.27 22:59 | close at stop | 6 | 0.40 | 86.462 | 0.000 | 0.000 | -1831.56 | 8168.44 |
8 | 2009.11.27 22:59 | close at stop | 5 | 0.40 | 86.482 | 0.000 | 0.000 | 1809.20 | 9977.64 |
9 | 2009.11.27 22:59 | close at stop | 4 | 0.40 | 86.462 | 0.000 | 0.000 | -1823.69 | 8153.95 |
10 | 2009.11.27 22:59 | close at stop | 3 | 0.40 | 86.482 | 0.000 | 0.000 | 1801.34 | 9955.29 |
11 | 2009.11.27 22:59 | close at stop | 2 | 0.40 | 86.462 | 0.000 | 0.000 | -1855.61 | 8099.68 |
12 | 2009.11.27 22:59 | close at stop | 1 | 0.40 | 86.482 | 0.000 | 0.000 | 1833.25 | 9932.92 |