Strategy Tester Report
Alpha9v1.19
InterbankFX-Demo Accounts (Build 216)
| Symbol | NZDJPY (New Zealand Dollar 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=0.3; 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 | 1638 | Ticks modelled | 1231264 | Modelling quality | 90.00% |
| Mismatched charts errors | 33 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 432.50 | Gross profit | 432.50 | Gross loss | 0.00 |
| Profit factor | Expected payoff | 108.13 | |||
| Absolute drawdown | 603.35 | Maximal drawdown | 811.01 (7.95%) | Relative drawdown | 7.95% (811.01) |
| Total trades | 4 | Short positions (won %) | 4 (100.00%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 4 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
| Largest | profit trade | 120.56 | loss trade | 0.00 | |
| Average | profit trade | 108.13 | loss trade | 0.00 | |
| Maximum | consecutive wins (profit in money) | 4 (432.50) | consecutive losses (loss in money) | 0 (0.00) | |
| Maximal | consecutive profit (count of wins) | 432.50 (4) | consecutive loss (count of losses) | 0.00 (0) | |
| Average | consecutive wins | 4 | consecutive losses | 0 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2008.04.08 00:00 | sell | 1 | 0.40 | 81.65 | 0.00 | 0.00 | ||
| 2 | 2008.04.08 02:15 | close | 1 | 0.40 | 81.38 | 0.00 | 0.00 | 103.83 | 10103.83 |
| 3 | 2008.04.09 00:00 | sell | 2 | 0.40 | 81.91 | 0.00 | 0.00 | ||
| 4 | 2008.04.09 01:25 | close | 2 | 0.40 | 81.64 | 0.00 | 0.00 | 103.83 | 10207.66 |
| 5 | 2008.04.18 00:00 | sell | 3 | 0.40 | 80.92 | 0.00 | 0.00 | ||
| 6 | 2008.04.29 11:52 | close | 3 | 0.40 | 80.43 | 0.00 | 0.00 | 120.56 | 10328.22 |
| 7 | 2008.05.18 22:02 | sell | 4 | 0.40 | 80.50 | 0.00 | 0.00 | ||
| 8 | 2008.05.21 00:10 | close | 4 | 0.40 | 80.17 | 0.00 | 0.00 | 104.28 | 10432.50 |