Strategy Tester Report
AlpariUK-Demo (Build 225)
| Symbol | USDJPY (US Dollar vs Japanese Yen) | ||||
| Period | 1 Hour (H1) 2009.11.03 02:00 - 2009.11.27 22:00 (2009.11.01 - 2009.11.30) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | STO="---------------- Stochs"; First_Stoch_KP=4; Stoch_HLevel=80; Stoch_LLevel=20; LM="---------------- Lot Management"; Lots=0.1; MM=false; Risk=10; TSTB="---------------- TP SL TS BE"; SL=0; TP=0; TS=0; TS_Step=1; BE=0; EXT="---------------- Extras"; Reverse=false; Magic=0; | ||||
| Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
| Mismatched charts errors | 113 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 31.16 | Gross profit | 308.88 | Gross loss | -277.72 |
| Profit factor | 1.11 | Expected payoff | 3.89 | ||
| Absolute drawdown | 233.21 | Maximal drawdown | 313.37 (3.11%) | Relative drawdown | 3.11% (313.37) |
| Total trades | 8 | Short positions (won %) | 4 (75.00%) | Long positions (won %) | 4 (0.00%) |
| Profit trades (% of total) | 3 (37.50%) | Loss trades (% of total) | 5 (62.50%) | ||
| Largest | profit trade | 249.50 | loss trade | -121.86 | |
| Average | profit trade | 102.96 | loss trade | -55.54 | |
| Maximum | consecutive wins (profit in money) | 1 (249.50) | consecutive losses (loss in money) | 3 (-206.34) | |
| Maximal | consecutive profit (count of wins) | 249.50 (1) | consecutive loss (count of losses) | -206.34 (3) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.04 09:00 | buy | 1 | 0.10 | 90.580 | 0.000 | 0.000 | ||
| 2 | 2009.11.11 02:00 | close | 1 | 0.10 | 89.486 | 0.000 | 0.000 | -121.86 | 9878.14 |
| 3 | 2009.11.11 02:00 | sell | 2 | 0.10 | 89.487 | 0.000 | 0.000 | ||
| 4 | 2009.11.11 09:00 | close | 2 | 0.10 | 90.028 | 0.000 | 0.000 | -60.09 | 9818.05 |
| 5 | 2009.11.11 09:00 | buy | 3 | 0.10 | 90.029 | 0.000 | 0.000 | ||
| 6 | 2009.11.13 12:00 | close | 3 | 0.10 | 89.808 | 0.000 | 0.000 | -24.39 | 9793.65 |
| 7 | 2009.11.13 12:00 | sell | 4 | 0.10 | 89.807 | 0.000 | 0.000 | ||
| 8 | 2009.11.17 14:00 | close | 4 | 0.10 | 89.285 | 0.000 | 0.000 | 58.31 | 9851.96 |
| 9 | 2009.11.17 14:00 | buy | 5 | 0.10 | 89.289 | 0.000 | 0.000 | ||
| 10 | 2009.11.19 06:00 | close | 5 | 0.10 | 89.135 | 0.000 | 0.000 | -17.06 | 9834.90 |
| 11 | 2009.11.19 06:00 | sell | 6 | 0.10 | 89.138 | 0.000 | 0.000 | ||
| 12 | 2009.11.23 19:00 | close | 6 | 0.10 | 89.127 | 0.000 | 0.000 | 1.08 | 9835.98 |
| 13 | 2009.11.23 19:00 | buy | 7 | 0.10 | 89.126 | 0.000 | 0.000 | ||
| 14 | 2009.11.24 09:00 | close | 7 | 0.10 | 88.644 | 0.000 | 0.000 | -54.31 | 9781.66 |
| 15 | 2009.11.24 09:00 | sell | 8 | 0.10 | 88.643 | 0.000 | 0.000 | ||
| 16 | 2009.11.27 22:59 | close at stop | 8 | 0.10 | 86.482 | 0.000 | 0.000 | 249.50 | 10031.16 |