Strategy Tester Report
AI_REVERS3
AlpariUK-Demo (Build 211)

SymbolUSDJPY (US Dollar vs Japanese Yen)
Period15 Minutes (M15) 2008.01.02 08:00 - 2008.01.18 22:45 (2008.01.01 - 2008.01.20)
ModelEvery tick (the most precise method based on all available least timeframes)
Parametersiac1=40; iac2=30; iac3=484; iac4=476; iacw=0; rsi1=20; rsi2=-95; rsi3=-100; rsi4=65; rsiw=1; macd1=7; macd2=-100; macd3=86; macd4=51; macdw=0; wait_sec=3000; sl=60; lots=1; MagicNumber=808;
Bars in test2205Ticks modelled171049Modelling quality81.90%
Mismatched charts errors31
Initial deposit10000.00
Total net profit3959.64Gross profit5738.01Gross loss-1778.37
Profit factor3.23Expected payoff395.96
Absolute drawdown455.60Maximal drawdown2340.13 (17.58%)Relative drawdown17.58% (2340.13)
Total trades10Short positions (won %)10 (60.00%)Long positions (won %)0 (0.00%)
Profit trades (% of total)6 (60.00%)Loss trades (% of total)4 (40.00%)
Largestprofit trade3074.88loss trade-586.32
Averageprofit trade956.33loss trade-444.59
Maximumconsecutive wins (profit in money)2 (2261.15)consecutive losses (loss in money)2 (-631.60)
Maximalconsecutive profit (count of wins)3074.88 (1)consecutive loss (count of losses)-631.60 (2)
Averageconsecutive wins2consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12008.01.02 08:00sell11.00111.43112.060.00
22008.01.02 16:15modify11.00111.43111.190.00
32008.01.02 17:00modify11.00111.43110.380.00
42008.01.03 11:00modify11.00111.43109.740.00
52008.01.03 12:00modify11.00111.43109.040.00
62008.01.03 14:15s/l11.00109.04109.040.002150.9112150.91
72008.01.03 14:30sell21.00109.21109.840.00
82008.01.04 15:00modify21.00109.21109.060.00
92008.01.07 02:17s/l21.00109.06109.060.00110.2412261.15
102008.01.07 02:30sell31.00109.01109.640.00
112008.01.07 11:14s/l31.00109.64109.640.00-574.6111686.54
122008.01.07 11:15sell41.00109.63110.260.00
132008.01.07 15:00modify41.00109.63109.600.00
142008.01.08 07:39s/l41.00109.60109.600.0013.7211700.26
152008.01.08 07:45sell51.00109.52110.150.00
162008.01.08 22:15modify51.00109.52109.500.00
172008.01.09 06:55s/l51.00109.50109.500.004.6111704.87
182008.01.09 07:00sell61.00109.48110.110.00
192008.01.09 22:46s/l61.00110.11110.110.00-572.1611132.71
202008.01.09 23:00sell71.00109.99110.620.00
212008.01.10 15:45modify71.00109.99109.960.00
222008.01.14 06:45modify71.00109.99109.310.00
232008.01.14 09:15modify71.00109.99108.630.00
242008.01.15 09:15modify71.00109.99107.980.00
252008.01.15 15:15modify71.00109.99107.340.00
262008.01.16 07:15modify71.00109.99106.610.00
272008.01.16 15:00s/l71.00106.61106.610.003074.8814207.60
282008.01.16 15:15sell81.00106.82107.450.00
292008.01.16 18:01s/l81.00107.45107.450.00-586.3213621.28
302008.01.16 18:15sell91.00107.33107.960.00
312008.01.17 22:00modify91.00107.33107.320.00
322008.01.18 08:08s/l91.00107.32107.320.00-45.2813576.00
332008.01.18 08:15sell101.00107.28107.910.00
342008.01.18 20:30modify101.00107.28107.260.00
352008.01.18 22:59close at stop101.00106.87107.260.00383.6413959.64