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 | MagicNumber=0; SignalMail=false; EachTickMode=false; Lots=1; Slippage=3; UseStopLoss=false; StopLoss=30; UseTakeProfit=false; TakeProfit=60; UseTrailingStop=false; TrailingStop=30; | ||||
| Bars in test | 551 | Ticks modelled | 541880 | Modelling quality | n/a |
| Mismatched charts errors | 113 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -1497.69 | Gross profit | 562.02 | Gross loss | -2059.71 |
| Profit factor | 0.27 | Expected payoff | -115.21 | ||
| Absolute drawdown | 1872.55 | Maximal drawdown | 1872.55 (18.73%) | Relative drawdown | 18.73% (1872.55) |
| Total trades | 13 | Short positions (won %) | 2 (50.00%) | Long positions (won %) | 11 (9.09%) |
| Profit trades (% of total) | 2 (15.38%) | Loss trades (% of total) | 11 (84.62%) | ||
| Largest | profit trade | 363.13 | loss trade | -517.69 | |
| Average | profit trade | 281.01 | loss trade | -187.25 | |
| Maximum | consecutive wins (profit in money) | 1 (363.13) | consecutive losses (loss in money) | 8 (-1207.56) | |
| Maximal | consecutive profit (count of wins) | 363.13 (1) | consecutive loss (count of losses) | -1207.56 (8) | |
| Average | consecutive wins | 1 | consecutive losses | 6 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.11.10 00:00 | buy | 1 | 1.00 | 89.984 | 0.000 | 0.000 | ||
| 2 | 2009.11.10 01:00 | close | 1 | 1.00 | 89.852 | 0.000 | 0.000 | -146.91 | 9853.09 |
| 3 | 2009.11.10 02:00 | buy | 2 | 1.00 | 89.994 | 0.000 | 0.000 | ||
| 4 | 2009.11.10 04:00 | close | 2 | 1.00 | 89.918 | 0.000 | 0.000 | -84.52 | 9768.57 |
| 5 | 2009.11.10 06:00 | buy | 3 | 1.00 | 89.979 | 0.000 | 0.000 | ||
| 6 | 2009.11.10 07:00 | close | 3 | 1.00 | 89.766 | 0.000 | 0.000 | -237.28 | 9531.29 |
| 7 | 2009.11.10 12:00 | buy | 4 | 1.00 | 90.122 | 0.000 | 0.000 | ||
| 8 | 2009.11.10 14:00 | close | 4 | 1.00 | 89.831 | 0.000 | 0.000 | -323.94 | 9207.35 |
| 9 | 2009.11.10 22:00 | buy | 5 | 1.00 | 89.865 | 0.000 | 0.000 | ||
| 10 | 2009.11.11 00:00 | close | 5 | 1.00 | 89.784 | 0.000 | 0.000 | -89.89 | 9117.46 |
| 11 | 2009.11.11 09:00 | buy | 6 | 1.00 | 90.028 | 0.000 | 0.000 | ||
| 12 | 2009.11.11 14:00 | close | 6 | 1.00 | 89.873 | 0.000 | 0.000 | -172.47 | 8944.99 |
| 13 | 2009.11.12 00:00 | buy | 7 | 1.00 | 89.889 | 0.000 | 0.000 | ||
| 14 | 2009.11.12 02:00 | close | 7 | 1.00 | 89.847 | 0.000 | 0.000 | -46.75 | 8898.24 |
| 15 | 2009.11.12 08:00 | buy | 8 | 1.00 | 89.890 | 0.000 | 0.000 | ||
| 16 | 2009.11.12 09:00 | close | 8 | 1.00 | 89.795 | 0.000 | 0.000 | -105.80 | 8792.44 |
| 17 | 2009.11.12 14:00 | buy | 9 | 1.00 | 89.998 | 0.000 | 0.000 | ||
| 18 | 2009.11.12 21:00 | close | 9 | 1.00 | 90.326 | 0.000 | 0.000 | 363.13 | 9155.57 |
| 19 | 2009.11.12 22:00 | buy | 10 | 1.00 | 90.446 | 0.000 | 0.000 | ||
| 20 | 2009.11.13 00:00 | close | 10 | 1.00 | 90.379 | 0.000 | 0.000 | -73.80 | 9081.77 |
| 21 | 2009.11.13 08:00 | buy | 11 | 1.00 | 90.391 | 0.000 | 0.000 | ||
| 22 | 2009.11.13 10:00 | close | 11 | 1.00 | 90.156 | 0.000 | 0.000 | -260.66 | 8821.11 |
| 23 | 2009.11.27 08:00 | sell | 12 | 1.00 | 85.898 | 0.000 | 0.000 | ||
| 24 | 2009.11.27 10:00 | close | 12 | 1.00 | 86.345 | 0.000 | 0.000 | -517.69 | 8303.42 |
| 25 | 2009.11.27 20:00 | sell | 13 | 1.00 | 86.654 | 0.000 | 0.000 | ||
| 26 | 2009.11.27 22:59 | close at stop | 13 | 1.00 | 86.482 | 0.000 | 0.000 | 198.89 | 8502.31 |