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 | MaxTrades=20; Pips=20; TakeProfit=240; TrailingStop=220; InitialStop=810; Note1=""TF"; MACDTimeFrame=0; | ||||
| Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -8644.88 | Gross profit | 1104.98 | Gross loss | -9749.86 |
| Profit factor | 0.11 | Expected payoff | -785.90 | ||
| Absolute drawdown | 8644.88 | Maximal drawdown | 9581.38 (87.61%) | Relative drawdown | 87.61% (9581.38) |
| Total trades | 11 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 11 (36.36%) |
| Profit trades (% of total) | 4 (36.36%) | Loss trades (% of total) | 7 (63.64%) | ||
| Largest | profit trade | 554.60 | loss trade | -3420.00 | |
| Average | profit trade | 276.25 | loss trade | -1392.84 | |
| Maximum | consecutive wins (profit in money) | 3 (550.38) | consecutive losses (loss in money) | 6 (-9672.46) | |
| Maximal | consecutive profit (count of wins) | 554.60 (1) | consecutive loss (count of losses) | -9672.46 (6) | |
| Average | consecutive wins | 2 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.04 00:00 | buy | 1 | 2.50 | 1.61277 | 1.60467 | 1.61517 | ||
| 2 | 2010.01.04 00:07 | buy | 2 | 3.75 | 1.61250 | 1.60440 | 1.61490 | ||
| 3 | 2010.01.04 00:10 | close | 2 | 3.75 | 1.61328 | 1.60440 | 1.61490 | 292.50 | 10292.50 |
| 4 | 2010.01.04 00:12 | close | 1 | 2.50 | 1.61301 | 1.60467 | 1.61517 | 60.00 | 10352.50 |
| 5 | 2010.01.04 00:15 | buy | 3 | 2.58 | 1.61465 | 1.60655 | 1.61705 | ||
| 6 | 2010.01.04 00:17 | buy | 4 | 3.88 | 1.61438 | 1.60628 | 1.61678 | ||
| 7 | 2010.01.04 00:20 | close | 4 | 3.88 | 1.61489 | 1.60628 | 1.61678 | 197.88 | 10550.38 |
| 8 | 2010.01.04 00:22 | close | 3 | 2.58 | 1.61435 | 1.60655 | 1.61705 | -77.40 | 10472.98 |
| 9 | 2010.01.04 00:25 | buy | 5 | 2.61 | 1.61518 | 1.60708 | 1.61758 | ||
| 10 | 2010.01.04 00:27 | buy | 6 | 3.93 | 1.61438 | 1.60628 | 1.61678 | ||
| 11 | 2010.01.04 00:27 | buy | 7 | 5.90 | 1.61362 | 1.60552 | 1.61602 | ||
| 12 | 2010.01.04 00:45 | close | 7 | 5.90 | 1.61456 | 1.60552 | 1.61602 | 554.60 | 11027.58 |
| 13 | 2010.01.04 00:47 | close | 6 | 3.93 | 1.61435 | 1.60628 | 1.61678 | -11.79 | 11015.79 |
| 14 | 2010.01.04 00:47 | close | 5 | 2.61 | 1.61435 | 1.60708 | 1.61758 | -216.63 | 10799.16 |
| 15 | 2010.01.04 00:50 | buy | 8 | 2.69 | 1.61575 | 1.60765 | 1.61815 | ||
| 16 | 2010.01.04 00:52 | buy | 9 | 4.05 | 1.61533 | 1.60723 | 1.61773 | ||
| 17 | 2010.01.04 00:57 | buy | 10 | 6.08 | 1.61491 | 1.60681 | 1.61731 | ||
| 18 | 2010.01.04 00:59 | buy | 11 | 9.12 | 1.61427 | 1.60617 | 1.61667 | ||
| 19 | 2010.01.04 01:20 | close at stop | 11 | 9.12 | 1.61052 | 1.60617 | 1.61667 | -3420.00 | 7379.16 |
| 20 | 2010.01.04 01:20 | close at stop | 10 | 6.08 | 1.61052 | 1.60681 | 1.61731 | -2669.12 | 4710.04 |
| 21 | 2010.01.04 01:20 | close at stop | 9 | 4.05 | 1.61052 | 1.60723 | 1.61773 | -1948.05 | 2761.99 |
| 22 | 2010.01.04 01:20 | close at stop | 8 | 2.69 | 1.61052 | 1.60765 | 1.61815 | -1406.87 | 1355.12 |