Strategy Tester Report
easyLMA_v6
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 | MAGIC=363278; PARAMETERS_TRADE=""PARAMETERS"; Lots=0.1; Slippage=4; lStopLoss=60; sStopLoss=60; lTakeProfit=100; sTakeProfit=100; lTrailingStop=50; sTrailingStop=50; PARAMETERS_EXPERT=""PARAMETERS"; clOpenBuy=Black; clCloseBuy=Black; clOpenSell=Black; clCloseSell=Black; clModiBuy=Black; clModiSell=Black; Name_Expert=""easyLMA""; UseSound=false; NameFileSound=""alert.wav""; UseHourTrade=false; FromHourTrade=8; ToHourTrade=19; PARAMETERS_INDICATOR_ONE=""Moving"; MAsmallMode=1; MAsmall=55; MAbig=200; MAbigMode=1; PARAMETERS_INDICATOR_TWO=""Stochastic""; KPeriod=14; DPeriod=5; Slowing=5; PARAMETERS_INDICATOR_THREE=""Parabolic"; Step=0.008; Maximum=0.05; PARAMETERS_INDICATOR_FOUR=""Parabolic"; Step2=0.02; Maximum2=0.2; PARAMETERS_INDICATOR_FIVE=""I_XO_A_H""; BoxSize=34; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -0.20 | Gross profit | 31.80 | Gross loss | -32.00 |
Profit factor | 0.99 | Expected payoff | -0.02 | ||
Absolute drawdown | 20.20 | Maximal drawdown | 21.00 (0.21%) | Relative drawdown | 0.21% (21.00) |
Total trades | 8 | Short positions (won %) | 3 (33.33%) | Long positions (won %) | 5 (60.00%) |
Profit trades (% of total) | 4 (50.00%) | Loss trades (% of total) | 4 (50.00%) | ||
Largest | profit trade | 10.00 | loss trade | -8.00 | |
Average | profit trade | 7.95 | loss trade | -8.00 | |
Maximum | consecutive wins (profit in money) | 2 (20.00) | consecutive losses (loss in money) | 2 (-16.00) | |
Maximal | consecutive profit (count of wins) | 20.00 (2) | consecutive loss (count of losses) | -16.00 (2) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.05 22:50 | sell | 1 | 0.10 | 1.59878 | 1.59958 | 1.59778 | ||
2 | 2010.01.05 22:57 | s/l | 1 | 0.10 | 1.59958 | 1.59958 | 1.59778 | -8.00 | 9992.00 |
3 | 2010.01.05 22:59 | sell | 2 | 0.10 | 1.59891 | 1.59971 | 1.59791 | ||
4 | 2010.01.05 23:20 | s/l | 2 | 0.10 | 1.59971 | 1.59971 | 1.59791 | -8.00 | 9984.00 |
5 | 2010.01.11 12:00 | buy | 3 | 0.10 | 1.61673 | 1.61593 | 1.61773 | ||
6 | 2010.01.11 12:13 | modify | 3 | 0.10 | 1.61673 | 1.61715 | 1.61773 | ||
7 | 2010.01.11 12:20 | t/p | 3 | 0.10 | 1.61773 | 1.61715 | 1.61773 | 10.00 | 9994.00 |
8 | 2010.01.11 12:20 | buy | 4 | 0.10 | 1.61859 | 1.61779 | 1.61959 | ||
9 | 2010.01.11 12:26 | modify | 4 | 0.10 | 1.61859 | 1.61863 | 1.61959 | ||
10 | 2010.01.11 12:30 | modify | 4 | 0.10 | 1.61859 | 1.61864 | 1.61959 | ||
11 | 2010.01.11 12:37 | modify | 4 | 0.10 | 1.61859 | 1.61877 | 1.61959 | ||
12 | 2010.01.11 12:40 | s/l | 4 | 0.10 | 1.61877 | 1.61877 | 1.61959 | 1.80 | 9995.80 |
13 | 2010.01.11 12:40 | buy | 5 | 0.10 | 1.61846 | 1.61766 | 1.61946 | ||
14 | 2010.01.11 12:45 | s/l | 5 | 0.10 | 1.61766 | 1.61766 | 1.61946 | -8.00 | 9987.80 |
15 | 2010.01.11 12:45 | buy | 6 | 0.10 | 1.61769 | 1.61689 | 1.61869 | ||
16 | 2010.01.11 12:50 | s/l | 6 | 0.10 | 1.61689 | 1.61689 | 1.61869 | -8.00 | 9979.80 |
17 | 2010.01.11 12:50 | buy | 7 | 0.10 | 1.61668 | 1.61588 | 1.61768 | ||
18 | 2010.01.11 12:57 | modify | 7 | 0.10 | 1.61668 | 1.61699 | 1.61768 | ||
19 | 2010.01.11 13:00 | modify | 7 | 0.10 | 1.61668 | 1.61700 | 1.61768 | ||
20 | 2010.01.11 13:05 | modify | 7 | 0.10 | 1.61668 | 1.61706 | 1.61768 | ||
21 | 2010.01.11 13:10 | t/p | 7 | 0.10 | 1.61768 | 1.61706 | 1.61768 | 10.00 | 9989.80 |
22 | 2010.02.17 19:45 | sell | 8 | 0.10 | 1.56791 | 1.56871 | 1.56691 | ||
23 | 2010.02.17 20:02 | modify | 8 | 0.10 | 1.56791 | 1.56749 | 1.56691 | ||
24 | 2010.02.17 20:07 | t/p | 8 | 0.10 | 1.56691 | 1.56749 | 1.56691 | 10.00 | 9999.80 |