Strategy Tester Report
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 | TrailingStop=40; TakeProfit=1000; Lots=1; Slippage=5; CurrentBar=1; UseClose=false; MaMode=1; ShortEma=6; LongEma=12; | ||||
| Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -9959.60 | Gross profit | 1140.90 | Gross loss | -11100.50 |
| Profit factor | 0.10 | Expected payoff | -766.12 | ||
| Absolute drawdown | 9959.60 | Maximal drawdown | 11140.50 (99.64%) | Relative drawdown | 99.64% (11140.50) |
| Total trades | 13 | Short positions (won %) | 5 (100.00%) | Long positions (won %) | 8 (87.50%) |
| Profit trades (% of total) | 12 (92.31%) | Loss trades (% of total) | 1 (7.69%) | ||
| Largest | profit trade | 337.50 | loss trade | -11100.50 | |
| Average | profit trade | 95.08 | loss trade | -11100.50 | |
| Maximum | consecutive wins (profit in money) | 12 (1140.90) | consecutive losses (loss in money) | 1 (-11100.50) | |
| Maximal | consecutive profit (count of wins) | 1140.90 (12) | consecutive loss (count of losses) | -11100.50 (1) | |
| Average | consecutive wins | 12 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.04 03:00 | sell | 1 | 1.00 | 1.60881 | 0.00000 | 1.59881 | ||
| 2 | 2010.01.04 04:50 | modify | 1 | 1.00 | 1.60881 | 1.60796 | 1.59881 | ||
| 3 | 2010.01.04 04:52 | s/l | 1 | 1.00 | 1.60796 | 1.60796 | 1.59881 | 85.00 | 10085.00 |
| 4 | 2010.01.04 11:00 | buy | 2 | 1.00 | 1.62091 | 0.00000 | 1.63091 | ||
| 5 | 2010.01.04 11:10 | modify | 2 | 1.00 | 1.62091 | 1.62113 | 1.63091 | ||
| 6 | 2010.01.04 11:12 | s/l | 2 | 1.00 | 1.62113 | 1.62113 | 1.63091 | 22.00 | 10107.00 |
| 7 | 2010.01.04 11:12 | buy | 3 | 1.00 | 1.62166 | 0.00000 | 1.63166 | ||
| 8 | 2010.01.04 11:15 | modify | 3 | 1.00 | 1.62166 | 1.62240 | 1.63166 | ||
| 9 | 2010.01.04 11:17 | s/l | 3 | 1.00 | 1.62240 | 1.62240 | 1.63166 | 74.00 | 10181.00 |
| 10 | 2010.01.04 11:17 | buy | 4 | 1.00 | 1.62294 | 0.00000 | 1.63294 | ||
| 11 | 2010.01.04 11:20 | modify | 4 | 1.00 | 1.62294 | 1.62367 | 1.63294 | ||
| 12 | 2010.01.04 11:22 | s/l | 4 | 1.00 | 1.62367 | 1.62367 | 1.63294 | 73.00 | 10254.00 |
| 13 | 2010.01.04 11:22 | buy | 5 | 1.00 | 1.62378 | 0.00000 | 1.63378 | ||
| 14 | 2010.01.13 10:20 | modify | 5 | 1.00 | 1.62378 | 1.62503 | 1.63378 | ||
| 15 | 2010.01.13 10:22 | s/l | 5 | 1.00 | 1.62503 | 1.62503 | 1.63378 | 125.90 | 10379.90 |
| 16 | 2010.01.14 13:00 | sell | 6 | 1.00 | 1.62695 | 0.00000 | 1.61695 | ||
| 17 | 2010.01.14 13:15 | modify | 6 | 1.00 | 1.62695 | 1.62676 | 1.61695 | ||
| 18 | 2010.01.14 13:20 | modify | 6 | 1.00 | 1.62695 | 1.62592 | 1.61695 | ||
| 19 | 2010.01.14 13:22 | s/l | 6 | 1.00 | 1.62592 | 1.62592 | 1.61695 | 103.00 | 10482.90 |
| 20 | 2010.01.14 13:22 | sell | 7 | 1.00 | 1.62538 | 0.00000 | 1.61538 | ||
| 21 | 2010.01.15 17:26 | modify | 7 | 1.00 | 1.62538 | 1.62414 | 1.61538 | ||
| 22 | 2010.01.15 17:30 | modify | 7 | 1.00 | 1.62538 | 1.62410 | 1.61538 | ||
| 23 | 2010.01.15 17:32 | modify | 7 | 1.00 | 1.62538 | 1.62229 | 1.61538 | ||
| 24 | 2010.01.15 17:37 | modify | 7 | 1.00 | 1.62538 | 1.62198 | 1.61538 | ||
| 25 | 2010.01.15 17:40 | s/l | 7 | 1.00 | 1.62198 | 1.62198 | 1.61538 | 337.50 | 10820.40 |
| 26 | 2010.01.18 05:00 | buy | 8 | 1.00 | 1.63132 | 0.00000 | 1.64132 | ||
| 27 | 2010.01.18 05:33 | modify | 8 | 1.00 | 1.63132 | 1.63138 | 1.64132 | ||
| 28 | 2010.01.18 05:40 | modify | 8 | 1.00 | 1.63132 | 1.63148 | 1.64132 | ||
| 29 | 2010.01.18 05:43 | s/l | 8 | 1.00 | 1.63148 | 1.63148 | 1.64132 | 16.00 | 10836.40 |
| 30 | 2010.01.18 05:43 | buy | 9 | 1.00 | 1.63204 | 0.00000 | 1.64204 | ||
| 31 | 2010.01.18 09:05 | modify | 9 | 1.00 | 1.63204 | 1.63212 | 1.64204 | ||
| 32 | 2010.01.18 09:10 | modify | 9 | 1.00 | 1.63204 | 1.63258 | 1.64204 | ||
| 33 | 2010.01.18 09:15 | modify | 9 | 1.00 | 1.63204 | 1.63304 | 1.64204 | ||
| 34 | 2010.01.18 09:20 | modify | 9 | 1.00 | 1.63204 | 1.63350 | 1.64204 | ||
| 35 | 2010.01.18 09:27 | s/l | 9 | 1.00 | 1.63350 | 1.63350 | 1.64204 | 146.00 | 10982.40 |
| 36 | 2010.01.19 13:00 | sell | 10 | 1.00 | 1.63380 | 0.00000 | 1.62380 | ||
| 37 | 2010.01.19 13:15 | modify | 10 | 1.00 | 1.63380 | 1.63341 | 1.62380 | ||
| 38 | 2010.01.19 13:20 | modify | 10 | 1.00 | 1.63380 | 1.63254 | 1.62380 | ||
| 39 | 2010.01.19 13:22 | s/l | 10 | 1.00 | 1.63254 | 1.63254 | 1.62380 | 126.00 | 11108.40 |
| 40 | 2010.01.19 13:22 | sell | 11 | 1.00 | 1.63202 | 0.00000 | 1.62202 | ||
| 41 | 2010.01.20 03:20 | modify | 11 | 1.00 | 1.63202 | 1.63170 | 1.62202 | ||
| 42 | 2010.01.20 03:27 | s/l | 11 | 1.00 | 1.63170 | 1.63170 | 1.62202 | 29.50 | 11137.90 |
| 43 | 2010.01.21 01:00 | buy | 12 | 1.00 | 1.63065 | 0.00000 | 1.64065 | ||
| 44 | 2010.01.21 01:20 | modify | 12 | 1.00 | 1.63065 | 1.63068 | 1.64065 | ||
| 45 | 2010.01.21 01:27 | s/l | 12 | 1.00 | 1.63068 | 1.63068 | 1.64065 | 3.00 | 11140.90 |
| 46 | 2010.01.21 01:27 | buy | 13 | 1.00 | 1.63111 | 0.00000 | 1.64111 | ||
| 47 | 2010.02.25 17:45 | close at stop | 13 | 1.00 | 1.52007 | 0.00000 | 1.64111 | -11100.50 | 40.40 |