Strategy Tester Report
Moving Average
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=0.1; MaximumRisk=0.02; DecreaseFactor=3; MovingPeriod=12; MovingShift=6; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 13.95 | Gross profit | 1252.47 | Gross loss | -1238.52 |
Profit factor | 1.01 | Expected payoff | 0.31 | ||
Absolute drawdown | 259.85 | Maximal drawdown | 704.50 (6.73%) | Relative drawdown | 6.73% (704.50) |
Total trades | 45 | Short positions (won %) | 20 (30.00%) | Long positions (won %) | 25 (16.00%) |
Profit trades (% of total) | 10 (22.22%) | Loss trades (% of total) | 35 (77.78%) | ||
Largest | profit trade | 334.00 | loss trade | -111.80 | |
Average | profit trade | 125.25 | loss trade | -35.39 | |
Maximum | consecutive wins (profit in money) | 3 (542.10) | consecutive losses (loss in money) | 10 (-224.35) | |
Maximal | consecutive profit (count of wins) | 542.10 (3) | consecutive loss (count of losses) | -244.83 (6) | |
Average | consecutive wins | 2 | consecutive losses | 5 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 01:00 | buy | 1 | 0.20 | 1.61387 | 0.00000 | 0.00000 | ||
2 | 2010.01.04 17:00 | close | 1 | 0.20 | 1.61191 | 0.00000 | 0.00000 | -39.20 | 9960.80 |
3 | 2010.01.05 07:00 | buy | 2 | 0.20 | 1.61339 | 0.00000 | 0.00000 | ||
4 | 2010.01.05 09:00 | close | 2 | 0.20 | 1.60993 | 0.00000 | 0.00000 | -69.20 | 9891.60 |
5 | 2010.01.05 10:00 | sell | 3 | 0.10 | 1.60436 | 0.00000 | 0.00000 | ||
6 | 2010.01.06 09:00 | close | 3 | 0.10 | 1.60179 | 0.00000 | 0.00000 | 25.45 | 9917.05 |
7 | 2010.01.06 13:00 | sell | 4 | 0.20 | 1.59816 | 0.00000 | 0.00000 | ||
8 | 2010.01.06 17:00 | close | 4 | 0.20 | 1.59997 | 0.00000 | 0.00000 | -36.20 | 9880.85 |
9 | 2010.01.06 20:00 | sell | 5 | 0.20 | 1.59901 | 0.00000 | 0.00000 | ||
10 | 2010.01.08 05:00 | close | 5 | 0.20 | 1.59402 | 0.00000 | 0.00000 | 97.80 | 9978.65 |
11 | 2010.01.08 18:00 | buy | 6 | 0.20 | 1.59926 | 0.00000 | 0.00000 | ||
12 | 2010.01.12 09:00 | close | 6 | 0.20 | 1.60954 | 0.00000 | 0.00000 | 205.64 | 10184.29 |
13 | 2010.01.13 03:00 | buy | 7 | 0.20 | 1.61627 | 0.00000 | 0.00000 | ||
14 | 2010.01.14 09:00 | close | 7 | 0.20 | 1.62820 | 0.00000 | 0.00000 | 238.66 | 10422.95 |
15 | 2010.01.14 10:00 | buy | 8 | 0.20 | 1.62933 | 0.00000 | 0.00000 | ||
16 | 2010.01.14 11:00 | close | 8 | 0.20 | 1.62809 | 0.00000 | 0.00000 | -24.80 | 10398.15 |
17 | 2010.01.14 15:00 | buy | 9 | 0.20 | 1.63127 | 0.00000 | 0.00000 | ||
18 | 2010.01.15 03:00 | close | 9 | 0.20 | 1.63020 | 0.00000 | 0.00000 | -21.38 | 10376.77 |
19 | 2010.01.15 04:00 | buy | 10 | 0.10 | 1.63144 | 0.00000 | 0.00000 | ||
20 | 2010.01.15 11:00 | close | 10 | 0.10 | 1.63054 | 0.00000 | 0.00000 | -9.00 | 10367.77 |
21 | 2010.01.18 02:00 | sell | 11 | 0.10 | 1.62597 | 0.00000 | 0.00000 | ||
22 | 2010.01.18 04:00 | close | 11 | 0.10 | 1.62846 | 0.00000 | 0.00000 | -24.90 | 10342.87 |
23 | 2010.01.19 13:00 | sell | 12 | 0.10 | 1.63380 | 0.00000 | 0.00000 | ||
24 | 2010.01.20 02:00 | close | 12 | 0.10 | 1.63683 | 0.00000 | 0.00000 | -30.55 | 10312.32 |
25 | 2010.01.20 21:00 | buy | 13 | 0.10 | 1.62906 | 0.00000 | 0.00000 | ||
26 | 2010.01.21 03:00 | close | 13 | 0.10 | 1.62725 | 0.00000 | 0.00000 | -18.07 | 10294.25 |
27 | 2010.01.21 08:00 | buy | 14 | 0.10 | 1.62901 | 0.00000 | 0.00000 | ||
28 | 2010.01.21 09:00 | close | 14 | 0.10 | 1.62300 | 0.00000 | 0.00000 | -60.10 | 10234.15 |
29 | 2010.01.21 20:00 | buy | 15 | 0.10 | 1.62234 | 0.00000 | 0.00000 | ||
30 | 2010.01.21 22:00 | close | 15 | 0.10 | 1.61964 | 0.00000 | 0.00000 | -27.00 | 10207.15 |
31 | 2010.01.21 23:00 | sell | 16 | 0.10 | 1.61912 | 0.00000 | 0.00000 | ||
32 | 2010.01.22 00:00 | close | 16 | 0.10 | 1.61963 | 0.00000 | 0.00000 | -5.35 | 10201.80 |
33 | 2010.01.22 13:00 | sell | 17 | 0.10 | 1.61762 | 0.00000 | 0.00000 | ||
34 | 2010.01.25 08:00 | close | 17 | 0.10 | 1.61317 | 0.00000 | 0.00000 | 44.25 | 10246.05 |
35 | 2010.01.26 06:00 | sell | 18 | 0.20 | 1.62078 | 0.00000 | 0.00000 | ||
36 | 2010.01.27 03:00 | close | 18 | 0.20 | 1.61487 | 0.00000 | 0.00000 | 117.70 | 10363.75 |
37 | 2010.01.27 04:00 | sell | 19 | 0.20 | 1.61317 | 0.00000 | 0.00000 | ||
38 | 2010.01.27 11:00 | close | 19 | 0.20 | 1.61876 | 0.00000 | 0.00000 | -111.80 | 10251.95 |
39 | 2010.01.28 04:00 | buy | 20 | 0.20 | 1.62079 | 0.00000 | 0.00000 | ||
40 | 2010.01.28 07:00 | close | 20 | 0.20 | 1.61800 | 0.00000 | 0.00000 | -55.80 | 10196.15 |
41 | 2010.01.29 08:00 | buy | 21 | 0.10 | 1.61506 | 0.00000 | 0.00000 | ||
42 | 2010.01.29 14:00 | close | 21 | 0.10 | 1.61102 | 0.00000 | 0.00000 | -40.40 | 10155.75 |
43 | 2010.02.01 19:00 | buy | 22 | 0.10 | 1.59499 | 0.00000 | 0.00000 | ||
44 | 2010.02.02 10:00 | close | 22 | 0.10 | 1.59180 | 0.00000 | 0.00000 | -31.89 | 10123.86 |
45 | 2010.02.02 16:00 | buy | 23 | 0.10 | 1.59525 | 0.00000 | 0.00000 | ||
46 | 2010.02.03 13:00 | close | 23 | 0.10 | 1.59784 | 0.00000 | 0.00000 | 25.91 | 10149.77 |
47 | 2010.02.08 10:00 | buy | 24 | 0.20 | 1.56199 | 0.00000 | 0.00000 | ||
48 | 2010.02.08 11:00 | close | 24 | 0.20 | 1.55751 | 0.00000 | 0.00000 | -89.60 | 10060.17 |
49 | 2010.02.08 14:00 | buy | 25 | 0.20 | 1.56039 | 0.00000 | 0.00000 | ||
50 | 2010.02.08 23:00 | close | 25 | 0.20 | 1.55825 | 0.00000 | 0.00000 | -42.80 | 10017.37 |
51 | 2010.02.09 06:00 | buy | 26 | 0.10 | 1.56182 | 0.00000 | 0.00000 | ||
52 | 2010.02.09 10:00 | close | 26 | 0.10 | 1.55869 | 0.00000 | 0.00000 | -31.30 | 9986.07 |
53 | 2010.02.09 14:00 | buy | 27 | 0.10 | 1.56357 | 0.00000 | 0.00000 | ||
54 | 2010.02.10 12:00 | close | 27 | 0.10 | 1.56848 | 0.00000 | 0.00000 | 49.11 | 10035.18 |
55 | 2010.02.11 03:00 | buy | 28 | 0.20 | 1.56395 | 0.00000 | 0.00000 | ||
56 | 2010.02.11 15:00 | close | 28 | 0.20 | 1.56084 | 0.00000 | 0.00000 | -62.20 | 9972.98 |
57 | 2010.02.11 18:00 | buy | 29 | 0.20 | 1.56735 | 0.00000 | 0.00000 | ||
58 | 2010.02.12 11:00 | close | 29 | 0.20 | 1.56542 | 0.00000 | 0.00000 | -38.58 | 9934.40 |
59 | 2010.02.15 06:00 | sell | 30 | 0.10 | 1.56445 | 0.00000 | 0.00000 | ||
60 | 2010.02.15 10:00 | close | 30 | 0.10 | 1.56756 | 0.00000 | 0.00000 | -31.10 | 9903.30 |
61 | 2010.02.15 17:00 | sell | 31 | 0.10 | 1.56523 | 0.00000 | 0.00000 | ||
62 | 2010.02.16 03:00 | close | 31 | 0.10 | 1.56836 | 0.00000 | 0.00000 | -31.55 | 9871.75 |
63 | 2010.02.16 14:00 | sell | 32 | 0.10 | 1.56727 | 0.00000 | 0.00000 | ||
64 | 2010.02.16 18:00 | close | 32 | 0.10 | 1.57333 | 0.00000 | 0.00000 | -60.60 | 9811.15 |
65 | 2010.02.17 11:00 | sell | 33 | 0.10 | 1.57708 | 0.00000 | 0.00000 | ||
66 | 2010.02.17 14:00 | close | 33 | 0.10 | 1.57916 | 0.00000 | 0.00000 | -20.80 | 9790.35 |
67 | 2010.02.17 15:00 | sell | 34 | 0.10 | 1.57638 | 0.00000 | 0.00000 | ||
68 | 2010.02.18 16:00 | close | 34 | 0.10 | 1.56491 | 0.00000 | 0.00000 | 113.95 | 9904.30 |
69 | 2010.02.18 17:00 | sell | 35 | 0.20 | 1.56393 | 0.00000 | 0.00000 | ||
70 | 2010.02.22 09:00 | close | 35 | 0.20 | 1.54718 | 0.00000 | 0.00000 | 334.00 | 10238.30 |
71 | 2010.02.22 10:00 | sell | 36 | 0.20 | 1.54605 | 0.00000 | 0.00000 | ||
72 | 2010.02.22 11:00 | close | 36 | 0.20 | 1.54742 | 0.00000 | 0.00000 | -27.40 | 10210.90 |
73 | 2010.02.22 12:00 | sell | 37 | 0.20 | 1.54579 | 0.00000 | 0.00000 | ||
74 | 2010.02.22 14:00 | close | 37 | 0.20 | 1.54748 | 0.00000 | 0.00000 | -33.80 | 10177.10 |
75 | 2010.02.22 19:00 | sell | 38 | 0.10 | 1.54723 | 0.00000 | 0.00000 | ||
76 | 2010.02.22 21:00 | close | 38 | 0.10 | 1.54897 | 0.00000 | 0.00000 | -17.40 | 10159.70 |
77 | 2010.02.23 11:00 | sell | 39 | 0.10 | 1.54315 | 0.00000 | 0.00000 | ||
78 | 2010.02.24 03:00 | close | 39 | 0.10 | 1.54548 | 0.00000 | 0.00000 | -23.55 | 10136.15 |
79 | 2010.02.24 09:00 | sell | 40 | 0.10 | 1.54275 | 0.00000 | 0.00000 | ||
80 | 2010.02.24 11:00 | close | 40 | 0.10 | 1.54394 | 0.00000 | 0.00000 | -11.90 | 10124.25 |
81 | 2010.02.24 12:00 | buy | 41 | 0.10 | 1.54560 | 0.00000 | 0.00000 | ||
82 | 2010.02.24 14:00 | close | 41 | 0.10 | 1.54384 | 0.00000 | 0.00000 | -17.60 | 10106.65 |
83 | 2010.02.24 17:00 | buy | 42 | 0.10 | 1.54501 | 0.00000 | 0.00000 | ||
84 | 2010.02.24 18:00 | close | 42 | 0.10 | 1.54310 | 0.00000 | 0.00000 | -19.10 | 10087.55 |
85 | 2010.02.26 03:00 | buy | 43 | 0.10 | 1.52796 | 0.00000 | 0.00000 | ||
86 | 2010.02.26 04:00 | close | 43 | 0.10 | 1.52547 | 0.00000 | 0.00000 | -24.90 | 10062.65 |
87 | 2010.02.26 05:00 | buy | 44 | 0.10 | 1.52750 | 0.00000 | 0.00000 | ||
88 | 2010.02.26 09:00 | close | 44 | 0.10 | 1.52475 | 0.00000 | 0.00000 | -27.50 | 10035.15 |
89 | 2010.02.26 10:00 | buy | 45 | 0.10 | 1.52758 | 0.00000 | 0.00000 | ||
90 | 2010.02.26 11:00 | close | 45 | 0.10 | 1.52546 | 0.00000 | 0.00000 | -21.20 | 10013.95 |