Strategy Tester Report
GoldenCross
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 | smallma=50; bigma=200; MinutesBetweenOrders=120; MAperiod=50; StopLoss=97; 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 | -3.80 | Gross profit | 20.00 | Gross loss | -23.80 |
| Profit factor | 0.84 | Expected payoff | -0.63 | ||
| Absolute drawdown | 22.60 | Maximal drawdown | 22.60 (0.23%) | Relative drawdown | 0.23% (22.60) |
| Total trades | 6 | Short positions (won %) | 3 (100.00%) | Long positions (won %) | 3 (33.33%) |
| Profit trades (% of total) | 4 (66.67%) | Loss trades (% of total) | 2 (33.33%) | ||
| Largest | profit trade | 5.00 | loss trade | -11.90 | |
| Average | profit trade | 5.00 | loss trade | -11.90 | |
| Maximum | consecutive wins (profit in money) | 3 (15.00) | consecutive losses (loss in money) | 1 (-11.90) | |
| Maximal | consecutive profit (count of wins) | 15.00 (3) | consecutive loss (count of losses) | -11.90 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.04 04:00 | buy | 1 | 0.10 | 1.61118 | 1.60999 | 1.61168 | ||
| 2 | 2010.01.04 04:15 | s/l | 1 | 0.10 | 1.60999 | 1.60999 | 1.61168 | -11.90 | 9988.10 |
| 3 | 2010.01.07 07:02 | sell | 2 | 0.10 | 1.59732 | 1.59851 | 1.59682 | ||
| 4 | 2010.01.07 07:15 | t/p | 2 | 0.10 | 1.59682 | 1.59851 | 1.59682 | 5.00 | 9993.10 |
| 5 | 2010.01.11 20:00 | buy | 3 | 0.10 | 1.61168 | 1.61049 | 1.61218 | ||
| 6 | 2010.01.11 20:20 | s/l | 3 | 0.10 | 1.61049 | 1.61049 | 1.61218 | -11.90 | 9981.20 |
| 7 | 2010.01.22 00:02 | sell | 4 | 0.10 | 1.61930 | 1.62049 | 1.61880 | ||
| 8 | 2010.01.22 00:15 | t/p | 4 | 0.10 | 1.61880 | 1.62049 | 1.61880 | 5.00 | 9986.20 |
| 9 | 2010.02.16 16:10 | buy | 5 | 0.10 | 1.56462 | 1.56343 | 1.56512 | ||
| 10 | 2010.02.16 16:20 | t/p | 5 | 0.10 | 1.56512 | 1.56343 | 1.56512 | 5.00 | 9991.20 |
| 11 | 2010.02.19 05:00 | sell | 6 | 0.10 | 1.54288 | 1.54407 | 1.54238 | ||
| 12 | 2010.02.19 05:20 | t/p | 6 | 0.10 | 1.54238 | 1.54407 | 1.54238 | 5.00 | 9996.20 |