Strategy Tester Report
Alpha9v1.19
InterbankFX-Demo Accounts (Build 216)
| Symbol | CHFJPY (Swiss Frank vs Japanese Yen) | ||||
| Period | 4 Hours (H4) 2008.01.02 08:00 - 2008.05.25 20:00 (2008.01.01 - 2008.05.26) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | StopAfterNoTrades=false; UseAlpha9Trader=false; UseSRSITrader=true; MMType=0; lot=0.4; risk=0.3; SRSI_Risk=0.2; BreakevenPips=0; MagicNumber=597820; AccountEquityPercentProtection=90; HoursToRestart=96; EquityTrailing=true; PercentEquityTrailing=1; SpreadProtection=true; PipTolerance=2; PipRegion=25; SMAFilter=100; SLPipsUnderOverSMA=100; PrefSettings=true; TradePositiveSwapOnly=false; UseMomentumDeviation=true; SRSI_Period=4; UsePSAR_TS=true; TrailingStop=10; UsePredefinedTP=false; UseMNTrend=true; UseW1Trend=true; UseD1Trend=true; UseH4Trend=true; UseH1Trend=true; UseM30Trend=true; UseM15Trend=true; UseM5Trend=true; TakeProfitD1=70; TakeProfitH4=55; TakeProfitH1=35; TakeProfitM30=20; TakeProfitM15=15; TakeProfitM5=10; | ||||
| Bars in test | 1639 | Ticks modelled | 1672574 | Modelling quality | 90.00% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 312.40 | Gross profit | 312.40 | Gross loss | 0.00 |
| Profit factor | Expected payoff | 104.13 | |||
| Absolute drawdown | 119.19 | Maximal drawdown | 241.24 (2.36%) | Relative drawdown | 2.36% (241.24) |
| Total trades | 3 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 3 (100.00%) |
| Profit trades (% of total) | 3 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
| Largest | profit trade | 104.78 | loss trade | 0.00 | |
| Average | profit trade | 104.13 | loss trade | 0.00 | |
| Maximum | consecutive wins (profit in money) | 3 (312.40) | consecutive losses (loss in money) | 0 (0.00) | |
| Maximal | consecutive profit (count of wins) | 312.40 (3) | consecutive loss (count of losses) | 0.00 (0) | |
| Average | consecutive wins | 3 | consecutive losses | 0 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2008.04.14 00:00 | buy | 1 | 0.40 | 100.65 | 0.00 | 0.00 | ||
| 2 | 2008.04.14 09:36 | close | 1 | 0.40 | 100.92 | 0.00 | 0.00 | 103.82 | 10103.82 |
| 3 | 2008.04.30 00:00 | buy | 2 | 0.40 | 100.27 | 0.00 | 0.00 | ||
| 4 | 2008.04.30 11:33 | close | 2 | 0.40 | 100.54 | 0.00 | 0.00 | 103.80 | 10207.62 |
| 5 | 2008.05.20 10:19 | buy | 3 | 0.40 | 100.03 | 0.00 | 0.00 | ||
| 6 | 2008.05.21 09:45 | close | 3 | 0.40 | 100.30 | 0.00 | 0.00 | 104.78 | 10312.40 |