Strategy Tester Report
50MAcrossv01
AlpariUK-Demo (Build 225)
Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Period | 1 Hour (H1) 2010.01.04 00:00 - 2010.02.26 22:00 (2010.01.01 - 2010.02.27) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | MinutesBetweenOrders=120; MAperiod=50; StopLoss=30; TakeProfit=50; TrailingStop=0; clOpenBuy=Black; clCloseBuy=Black; clOpenSell=Black; clCloseSell=Black; clModiBuy=Black; clModiSell=Black; Name_Expert=""MA"; Slippage=5; UseSound=false; NameFileSound=""alert.wav""; Lots=0.1; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -133.20 | Gross profit | 45.00 | Gross loss | -178.20 |
Profit factor | 0.25 | Expected payoff | -3.17 | ||
Absolute drawdown | 133.20 | Maximal drawdown | 133.20 (1.33%) | Relative drawdown | 1.33% (133.20) |
Total trades | 42 | Short positions (won %) | 21 (23.81%) | Long positions (won %) | 21 (19.05%) |
Profit trades (% of total) | 9 (21.43%) | Loss trades (% of total) | 33 (78.57%) | ||
Largest | profit trade | 5.00 | loss trade | -5.40 | |
Average | profit trade | 5.00 | loss trade | -5.40 | |
Maximum | consecutive wins (profit in money) | 2 (10.00) | consecutive losses (loss in money) | 11 (-59.40) | |
Maximal | consecutive profit (count of wins) | 10.00 (2) | consecutive loss (count of losses) | -59.40 (11) | |
Average | consecutive wins | 1 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 21:00 | sell | 1 | 0.10 | 1.60927 | 1.60981 | 1.60877 | ||
2 | 2010.01.04 21:20 | s/l | 1 | 0.10 | 1.60981 | 1.60981 | 1.60877 | -5.40 | 9994.60 |
3 | 2010.01.05 08:00 | buy | 2 | 0.10 | 1.61520 | 1.61466 | 1.61570 | ||
4 | 2010.01.05 08:05 | s/l | 2 | 0.10 | 1.61466 | 1.61466 | 1.61570 | -5.40 | 9989.20 |
5 | 2010.01.05 10:02 | sell | 3 | 0.10 | 1.60430 | 1.60484 | 1.60380 | ||
6 | 2010.01.05 10:05 | s/l | 3 | 0.10 | 1.60484 | 1.60484 | 1.60380 | -5.40 | 9983.80 |
7 | 2010.01.07 03:00 | buy | 4 | 0.10 | 1.60271 | 1.60217 | 1.60321 | ||
8 | 2010.01.07 03:03 | s/l | 4 | 0.10 | 1.60217 | 1.60217 | 1.60321 | -5.40 | 9978.40 |
9 | 2010.01.07 05:02 | sell | 5 | 0.10 | 1.60090 | 1.60144 | 1.60040 | ||
10 | 2010.01.07 05:10 | s/l | 5 | 0.10 | 1.60144 | 1.60144 | 1.60040 | -5.40 | 9973.00 |
11 | 2010.01.08 10:00 | buy | 6 | 0.10 | 1.60175 | 1.60121 | 1.60225 | ||
12 | 2010.01.08 10:10 | t/p | 6 | 0.10 | 1.60225 | 1.60121 | 1.60225 | 5.00 | 9978.00 |
13 | 2010.01.08 19:00 | buy | 7 | 0.10 | 1.60067 | 1.60013 | 1.60117 | ||
14 | 2010.01.08 19:10 | t/p | 7 | 0.10 | 1.60117 | 1.60013 | 1.60117 | 5.00 | 9983.00 |
15 | 2010.01.15 13:00 | sell | 8 | 0.10 | 1.62881 | 1.62935 | 1.62831 | ||
16 | 2010.01.15 13:10 | s/l | 8 | 0.10 | 1.62935 | 1.62935 | 1.62831 | -5.40 | 9977.60 |
17 | 2010.01.15 16:00 | sell | 9 | 0.10 | 1.62920 | 1.62974 | 1.62870 | ||
18 | 2010.01.15 16:10 | t/p | 9 | 0.10 | 1.62870 | 1.62974 | 1.62870 | 5.00 | 9982.60 |
19 | 2010.01.18 06:00 | buy | 10 | 0.10 | 1.63104 | 1.63050 | 1.63154 | ||
20 | 2010.01.18 06:02 | s/l | 10 | 0.10 | 1.63050 | 1.63050 | 1.63154 | -5.40 | 9977.20 |
21 | 2010.01.20 04:00 | sell | 11 | 0.10 | 1.63223 | 1.63277 | 1.63173 | ||
22 | 2010.01.20 04:15 | s/l | 11 | 0.10 | 1.63277 | 1.63277 | 1.63173 | -5.40 | 9971.80 |
23 | 2010.01.22 10:00 | buy | 12 | 0.10 | 1.62662 | 1.62608 | 1.62712 | ||
24 | 2010.01.22 10:05 | s/l | 12 | 0.10 | 1.62608 | 1.62608 | 1.62712 | -5.40 | 9966.40 |
25 | 2010.01.22 14:00 | sell | 13 | 0.10 | 1.61120 | 1.61174 | 1.61070 | ||
26 | 2010.01.22 14:10 | s/l | 13 | 0.10 | 1.61174 | 1.61174 | 1.61070 | -5.40 | 9961.00 |
27 | 2010.01.25 14:00 | sell | 14 | 0.10 | 1.61336 | 1.61390 | 1.61286 | ||
28 | 2010.01.25 14:07 | t/p | 14 | 0.10 | 1.61286 | 1.61390 | 1.61286 | 5.00 | 9966.00 |
29 | 2010.01.25 17:00 | buy | 15 | 0.10 | 1.62092 | 1.62038 | 1.62142 | ||
30 | 2010.01.25 17:07 | s/l | 15 | 0.10 | 1.62038 | 1.62038 | 1.62142 | -5.40 | 9960.60 |
31 | 2010.01.26 12:00 | sell | 16 | 0.10 | 1.61196 | 1.61250 | 1.61146 | ||
32 | 2010.01.26 12:07 | s/l | 16 | 0.10 | 1.61250 | 1.61250 | 1.61146 | -5.40 | 9955.20 |
33 | 2010.01.27 12:00 | buy | 17 | 0.10 | 1.62101 | 1.62047 | 1.62151 | ||
34 | 2010.01.27 12:02 | s/l | 17 | 0.10 | 1.62047 | 1.62047 | 1.62151 | -5.40 | 9949.80 |
35 | 2010.01.27 20:00 | sell | 18 | 0.10 | 1.61717 | 1.61771 | 1.61667 | ||
36 | 2010.01.27 20:02 | s/l | 18 | 0.10 | 1.61771 | 1.61771 | 1.61667 | -5.40 | 9944.40 |
37 | 2010.01.28 01:00 | buy | 19 | 0.10 | 1.61781 | 1.61727 | 1.61831 | ||
38 | 2010.01.28 01:40 | s/l | 19 | 0.10 | 1.61727 | 1.61727 | 1.61831 | -5.40 | 9939.00 |
39 | 2010.01.28 03:02 | sell | 20 | 0.10 | 1.61547 | 1.61601 | 1.61497 | ||
40 | 2010.01.28 03:10 | s/l | 20 | 0.10 | 1.61601 | 1.61601 | 1.61497 | -5.40 | 9933.60 |
41 | 2010.01.28 05:05 | buy | 21 | 0.10 | 1.62190 | 1.62136 | 1.62240 | ||
42 | 2010.01.28 05:10 | s/l | 21 | 0.10 | 1.62136 | 1.62136 | 1.62240 | -5.40 | 9928.20 |
43 | 2010.01.28 18:00 | sell | 22 | 0.10 | 1.61451 | 1.61505 | 1.61401 | ||
44 | 2010.01.28 18:07 | s/l | 22 | 0.10 | 1.61505 | 1.61505 | 1.61401 | -5.40 | 9922.80 |
45 | 2010.02.02 18:00 | buy | 23 | 0.10 | 1.59673 | 1.59619 | 1.59723 | ||
46 | 2010.02.02 18:07 | s/l | 23 | 0.10 | 1.59619 | 1.59619 | 1.59723 | -5.40 | 9917.40 |
47 | 2010.02.03 18:00 | sell | 24 | 0.10 | 1.59122 | 1.59176 | 1.59072 | ||
48 | 2010.02.03 18:10 | s/l | 24 | 0.10 | 1.59176 | 1.59176 | 1.59072 | -5.40 | 9912.00 |
49 | 2010.02.09 09:00 | buy | 25 | 0.10 | 1.56459 | 1.56405 | 1.56509 | ||
50 | 2010.02.09 09:03 | s/l | 25 | 0.10 | 1.56405 | 1.56405 | 1.56509 | -5.40 | 9906.60 |
51 | 2010.02.09 11:02 | sell | 26 | 0.10 | 1.55844 | 1.55898 | 1.55794 | ||
52 | 2010.02.09 11:15 | t/p | 26 | 0.10 | 1.55794 | 1.55898 | 1.55794 | 5.00 | 9911.60 |
53 | 2010.02.09 15:00 | buy | 27 | 0.10 | 1.56246 | 1.56192 | 1.56296 | ||
54 | 2010.02.09 15:02 | s/l | 27 | 0.10 | 1.56192 | 1.56192 | 1.56296 | -5.40 | 9906.20 |
55 | 2010.02.09 19:00 | buy | 28 | 0.10 | 1.57036 | 1.56982 | 1.57086 | ||
56 | 2010.02.09 19:02 | s/l | 28 | 0.10 | 1.56982 | 1.56982 | 1.57086 | -5.40 | 9900.80 |
57 | 2010.02.10 15:00 | sell | 29 | 0.10 | 1.56131 | 1.56185 | 1.56081 | ||
58 | 2010.02.10 15:02 | s/l | 29 | 0.10 | 1.56185 | 1.56185 | 1.56081 | -5.40 | 9895.40 |
59 | 2010.02.11 05:00 | buy | 30 | 0.10 | 1.56435 | 1.56381 | 1.56485 | ||
60 | 2010.02.11 05:03 | t/p | 30 | 0.10 | 1.56485 | 1.56381 | 1.56485 | 5.00 | 9900.40 |
61 | 2010.02.11 08:00 | sell | 31 | 0.10 | 1.56224 | 1.56278 | 1.56174 | ||
62 | 2010.02.11 08:02 | s/l | 31 | 0.10 | 1.56278 | 1.56278 | 1.56174 | -5.40 | 9895.00 |
63 | 2010.02.11 19:00 | buy | 32 | 0.10 | 1.56808 | 1.56754 | 1.56858 | ||
64 | 2010.02.11 19:07 | s/l | 32 | 0.10 | 1.56754 | 1.56754 | 1.56858 | -5.40 | 9889.60 |
65 | 2010.02.12 13:00 | sell | 33 | 0.10 | 1.56141 | 1.56195 | 1.56091 | ||
66 | 2010.02.12 13:10 | s/l | 33 | 0.10 | 1.56195 | 1.56195 | 1.56091 | -5.40 | 9884.20 |
67 | 2010.02.12 17:00 | buy | 34 | 0.10 | 1.56441 | 1.56387 | 1.56491 | ||
68 | 2010.02.12 17:02 | s/l | 34 | 0.10 | 1.56387 | 1.56387 | 1.56491 | -5.40 | 9878.80 |
69 | 2010.02.15 07:00 | sell | 35 | 0.10 | 1.56467 | 1.56521 | 1.56417 | ||
70 | 2010.02.15 07:20 | t/p | 35 | 0.10 | 1.56417 | 1.56521 | 1.56417 | 5.00 | 9883.80 |
71 | 2010.02.15 11:00 | buy | 36 | 0.10 | 1.56748 | 1.56694 | 1.56798 | ||
72 | 2010.02.15 11:02 | s/l | 36 | 0.10 | 1.56694 | 1.56694 | 1.56798 | -5.40 | 9878.40 |
73 | 2010.02.15 17:00 | sell | 37 | 0.10 | 1.56523 | 1.56577 | 1.56473 | ||
74 | 2010.02.15 17:10 | s/l | 37 | 0.10 | 1.56577 | 1.56577 | 1.56473 | -5.40 | 9873.00 |
75 | 2010.02.16 04:00 | buy | 38 | 0.10 | 1.56848 | 1.56794 | 1.56898 | ||
76 | 2010.02.16 04:02 | s/l | 38 | 0.10 | 1.56794 | 1.56794 | 1.56898 | -5.40 | 9867.60 |
77 | 2010.02.16 18:00 | buy | 39 | 0.10 | 1.57339 | 1.57285 | 1.57389 | ||
78 | 2010.02.16 18:03 | t/p | 39 | 0.10 | 1.57389 | 1.57285 | 1.57389 | 5.00 | 9872.60 |
79 | 2010.02.17 19:00 | sell | 40 | 0.10 | 1.56965 | 1.57019 | 1.56915 | ||
80 | 2010.02.17 19:20 | t/p | 40 | 0.10 | 1.56915 | 1.57019 | 1.56915 | 5.00 | 9877.60 |
81 | 2010.02.22 17:00 | buy | 41 | 0.10 | 1.54932 | 1.54878 | 1.54982 | ||
82 | 2010.02.22 17:15 | s/l | 41 | 0.10 | 1.54878 | 1.54878 | 1.54982 | -5.40 | 9872.20 |
83 | 2010.02.23 12:00 | sell | 42 | 0.10 | 1.54125 | 1.54179 | 1.54075 | ||
84 | 2010.02.23 12:02 | s/l | 42 | 0.10 | 1.54179 | 1.54179 | 1.54075 | -5.40 | 9866.80 |