Strategy Tester Report
EL_FODEURO-logging
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 | Lots=0.3; Slippage=3; Order_Comment=""EL"; Order_Arrow_Color=Black; PercentMargin=0.005; NOGOVolatility=200; SMALLGOVolatility=100; SSP=34; SSK=29; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 688.05 | Gross profit | 1770.63 | Gross loss | -1082.58 |
Profit factor | 1.64 | Expected payoff | 36.21 | ||
Absolute drawdown | 906.48 | Maximal drawdown | 1000.08 (9.91%) | Relative drawdown | 9.91% (1000.08) |
Total trades | 19 | Short positions (won %) | 15 (33.33%) | Long positions (won %) | 4 (75.00%) |
Profit trades (% of total) | 8 (42.11%) | Loss trades (% of total) | 11 (57.89%) | ||
Largest | profit trade | 878.40 | loss trade | -339.30 | |
Average | profit trade | 221.33 | loss trade | -98.42 | |
Maximum | consecutive wins (profit in money) | 4 (1573.50) | consecutive losses (loss in money) | 4 (-297.15) | |
Maximal | consecutive profit (count of wins) | 1573.50 (4) | consecutive loss (count of losses) | -552.48 (3) | |
Average | consecutive wins | 2 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.05 15:00 | buy | 1 | 0.30 | 1.60383 | 0.00000 | 0.00000 | ||
2 | 2010.01.07 05:00 | close | 1 | 0.30 | 1.60117 | 0.00000 | 0.00000 | -79.68 | 9920.32 |
3 | 2010.01.08 14:00 | sell | 2 | 0.30 | 1.59787 | 0.00000 | 0.00000 | ||
4 | 2010.01.08 15:00 | close | 2 | 0.30 | 1.60918 | 0.00000 | 0.00000 | -339.30 | 9581.02 |
5 | 2010.01.08 17:00 | sell | 3 | 0.30 | 1.59612 | 0.00000 | 0.00000 | ||
6 | 2010.01.08 19:00 | close | 3 | 0.30 | 1.60057 | 0.00000 | 0.00000 | -133.50 | 9447.52 |
7 | 2010.01.15 19:00 | buy | 4 | 0.30 | 1.62469 | 0.00000 | 0.00000 | ||
8 | 2010.01.15 20:00 | close | 4 | 0.30 | 1.62575 | 0.00000 | 0.00000 | 31.80 | 9479.32 |
9 | 2010.01.19 15:00 | buy | 5 | 0.30 | 1.63428 | 0.00000 | 0.00000 | ||
10 | 2010.01.19 23:00 | close | 5 | 0.30 | 1.63587 | 0.00000 | 0.00000 | 47.70 | 9527.02 |
11 | 2010.01.22 11:00 | sell | 6 | 0.30 | 1.62214 | 0.00000 | 0.00000 | ||
12 | 2010.01.22 12:00 | close | 6 | 0.30 | 1.62447 | 0.00000 | 0.00000 | -69.90 | 9457.12 |
13 | 2010.01.26 11:00 | sell | 7 | 0.30 | 1.61371 | 0.00000 | 0.00000 | ||
14 | 2010.01.27 11:00 | close | 7 | 0.30 | 1.61872 | 0.00000 | 0.00000 | -151.05 | 9306.07 |
15 | 2010.01.27 20:00 | sell | 8 | 0.30 | 1.61717 | 0.00000 | 0.00000 | ||
16 | 2010.01.27 21:00 | close | 8 | 0.30 | 1.61739 | 0.00000 | 0.00000 | -6.60 | 9299.47 |
17 | 2010.01.28 07:00 | sell | 9 | 0.30 | 1.61800 | 0.00000 | 0.00000 | ||
18 | 2010.01.28 08:00 | close | 9 | 0.30 | 1.62032 | 0.00000 | 0.00000 | -69.60 | 9229.87 |
19 | 2010.01.28 17:00 | sell | 10 | 0.30 | 1.61352 | 0.00000 | 0.00000 | ||
20 | 2010.02.02 14:00 | close | 10 | 0.30 | 1.59380 | 0.00000 | 0.00000 | 589.35 | 9819.22 |
21 | 2010.02.03 13:00 | sell | 11 | 0.30 | 1.59784 | 0.00000 | 0.00000 | ||
22 | 2010.02.03 16:00 | close | 11 | 0.30 | 1.59639 | 0.00000 | 0.00000 | 43.50 | 9862.72 |
23 | 2010.02.03 17:00 | sell | 12 | 0.30 | 1.59348 | 0.00000 | 0.00000 | ||
24 | 2010.02.09 08:00 | close | 12 | 0.30 | 1.56405 | 0.00000 | 0.00000 | 878.40 | 10741.12 |
25 | 2010.02.10 14:00 | sell | 13 | 0.30 | 1.56204 | 0.00000 | 0.00000 | ||
26 | 2010.02.11 00:00 | close | 13 | 0.30 | 1.55989 | 0.00000 | 0.00000 | 62.25 | 10803.37 |
27 | 2010.02.12 11:00 | sell | 14 | 0.30 | 1.56542 | 0.00000 | 0.00000 | ||
28 | 2010.02.12 18:00 | close | 14 | 0.30 | 1.56689 | 0.00000 | 0.00000 | -44.10 | 10759.27 |
29 | 2010.02.15 02:00 | sell | 15 | 0.30 | 1.56624 | 0.00000 | 0.00000 | ||
30 | 2010.02.15 03:00 | close | 15 | 0.30 | 1.56632 | 0.00000 | 0.00000 | -2.40 | 10756.87 |
31 | 2010.02.15 06:00 | sell | 16 | 0.30 | 1.56445 | 0.00000 | 0.00000 | ||
32 | 2010.02.15 10:00 | close | 16 | 0.30 | 1.56752 | 0.00000 | 0.00000 | -92.10 | 10664.77 |
33 | 2010.02.16 17:00 | buy | 17 | 0.30 | 1.56766 | 0.00000 | 0.00000 | ||
34 | 2010.02.17 18:00 | close | 17 | 0.30 | 1.57008 | 0.00000 | 0.00000 | 72.63 | 10737.40 |
35 | 2010.02.23 11:00 | sell | 18 | 0.30 | 1.54315 | 0.00000 | 0.00000 | ||
36 | 2010.02.24 07:00 | close | 18 | 0.30 | 1.54627 | 0.00000 | 0.00000 | -94.35 | 10643.05 |
37 | 2010.02.24 08:00 | sell | 19 | 0.30 | 1.54540 | 0.00000 | 0.00000 | ||
38 | 2010.02.24 11:00 | close | 19 | 0.30 | 1.54390 | 0.00000 | 0.00000 | 45.00 | 10688.05 |