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 | Метка1="-= Параметры PriceChannel_Stop_v6 =-"; PriceChannel_ChannelPeriod=26; PriceChannel_Risk=0.1; Метка2="-= Параметры самого эксперта =-"; Отступ_от_точки_стопа=20; TP=200; | ||||
Bars in test | 551 | Ticks modelled | 11401 | Modelling quality | n/a |
Mismatched charts errors | 4 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -45.93 | Gross profit | 1.95 | Gross loss | -47.88 |
Profit factor | 0.04 | Expected payoff | -3.06 | ||
Absolute drawdown | 45.93 | Maximal drawdown | 45.93 (0.46%) | Relative drawdown | 0.46% (45.93) |
Total trades | 15 | Short positions (won %) | 15 (13.33%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 2 (13.33%) | Loss trades (% of total) | 13 (86.67%) | ||
Largest | profit trade | 1.77 | loss trade | -5.58 | |
Average | profit trade | 0.98 | loss trade | -3.68 | |
Maximum | consecutive wins (profit in money) | 1 (1.77) | consecutive losses (loss in money) | 5 (-17.81) | |
Maximal | consecutive profit (count of wins) | 1.77 (1) | consecutive loss (count of losses) | -17.81 (5) | |
Average | consecutive wins | 1 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2009.11.03 23:47 | sell | 1 | 0.10 | 90.323 | 0.000 | 0.000 | ||
2 | 2009.11.04 00:00 | close | 1 | 0.10 | 90.348 | 0.000 | 0.000 | -2.80 | 9997.20 |
3 | 2009.11.04 23:47 | sell | 2 | 0.10 | 90.827 | 0.000 | 0.000 | ||
4 | 2009.11.05 00:00 | close | 2 | 0.10 | 90.864 | 0.000 | 0.000 | -4.17 | 9993.03 |
5 | 2009.11.05 23:47 | sell | 3 | 0.10 | 90.742 | 0.000 | 0.000 | ||
6 | 2009.11.06 00:00 | close | 3 | 0.10 | 90.767 | 0.000 | 0.000 | -2.78 | 9990.25 |
7 | 2009.11.09 23:47 | sell | 4 | 0.10 | 89.954 | 0.000 | 0.000 | ||
8 | 2009.11.10 00:00 | close | 4 | 0.10 | 89.984 | 0.000 | 0.000 | -3.36 | 9986.88 |
9 | 2009.11.10 23:47 | sell | 5 | 0.10 | 89.806 | 0.000 | 0.000 | ||
10 | 2009.11.11 00:00 | close | 5 | 0.10 | 89.804 | 0.000 | 0.000 | 0.19 | 9987.07 |
11 | 2009.11.11 23:47 | sell | 6 | 0.10 | 89.856 | 0.000 | 0.000 | ||
12 | 2009.11.12 00:00 | close | 6 | 0.10 | 89.889 | 0.000 | 0.000 | -3.77 | 9983.30 |
13 | 2009.11.12 23:47 | sell | 7 | 0.10 | 90.357 | 0.000 | 0.000 | ||
14 | 2009.11.13 00:00 | close | 7 | 0.10 | 90.399 | 0.000 | 0.000 | -4.68 | 9978.62 |
15 | 2009.11.16 23:47 | sell | 8 | 0.10 | 89.112 | 0.000 | 0.000 | ||
16 | 2009.11.17 00:00 | close | 8 | 0.10 | 89.142 | 0.000 | 0.000 | -3.40 | 9975.21 |
17 | 2009.11.17 23:47 | sell | 9 | 0.10 | 89.325 | 0.000 | 0.000 | ||
18 | 2009.11.18 00:00 | close | 9 | 0.10 | 89.350 | 0.000 | 0.000 | -2.83 | 9972.38 |
19 | 2009.11.18 23:47 | sell | 10 | 0.10 | 89.295 | 0.000 | 0.000 | ||
20 | 2009.11.19 00:00 | close | 10 | 0.10 | 89.322 | 0.000 | 0.000 | -3.12 | 9969.26 |
21 | 2009.11.19 23:47 | sell | 11 | 0.10 | 88.956 | 0.000 | 0.000 | ||
22 | 2009.11.20 00:00 | close | 11 | 0.10 | 88.940 | 0.000 | 0.000 | 1.77 | 9971.03 |
23 | 2009.11.23 23:47 | sell | 12 | 0.10 | 89.027 | 0.000 | 0.000 | ||
24 | 2009.11.24 00:00 | close | 12 | 0.10 | 89.061 | 0.000 | 0.000 | -3.85 | 9967.18 |
25 | 2009.11.24 23:47 | sell | 13 | 0.10 | 88.493 | 0.000 | 0.000 | ||
26 | 2009.11.25 00:00 | close | 13 | 0.10 | 88.526 | 0.000 | 0.000 | -3.76 | 9963.41 |
27 | 2009.11.25 23:46 | sell | 14 | 0.10 | 87.309 | 0.000 | 0.000 | ||
28 | 2009.11.26 00:00 | close | 14 | 0.10 | 87.341 | 0.000 | 0.000 | -3.76 | 9959.65 |
29 | 2009.11.26 23:47 | sell | 15 | 0.10 | 86.371 | 0.000 | 0.000 | ||
30 | 2009.11.27 00:00 | close | 15 | 0.10 | 86.419 | 0.000 | 0.000 | -5.58 | 9954.07 |