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 | mm=1; reinv=10; MagicNumber=0; SignalMail=false; EachTickMode=false; Lots=0.1; Slippage=3; UseStopLoss=false; StopLoss=200; UseTakeProfit=false; TakeProfit=600; UseTrailingStop=false; TrailingStop=30; maxLots=50; emergencystoploss=true; stoponslowstoch=true; TPonWPR=true; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -232.10 | Gross profit | 442.00 | Gross loss | -674.10 |
Profit factor | 0.66 | Expected payoff | -77.37 | ||
Absolute drawdown | 438.00 | Maximal drawdown | 1821.00 (16.00%) | Relative drawdown | 16.00% (1821.00) |
Total trades | 3 | Short positions (won %) | 2 (0.00%) | Long positions (won %) | 1 (100.00%) |
Profit trades (% of total) | 1 (33.33%) | Loss trades (% of total) | 2 (66.67%) | ||
Largest | profit trade | 442.00 | loss trade | -655.60 | |
Average | profit trade | 442.00 | loss trade | -337.05 | |
Maximum | consecutive wins (profit in money) | 1 (442.00) | consecutive losses (loss in money) | 2 (-674.10) | |
Maximal | consecutive profit (count of wins) | 442.00 (1) | consecutive loss (count of losses) | -674.10 (2) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 09:00 | buy | 1 | 1.00 | 1.61024 | 0.00000 | 0.00000 | ||
2 | 2010.01.04 14:00 | close | 1 | 1.00 | 1.61466 | 0.00000 | 0.00000 | 442.00 | 10442.00 |
3 | 2010.01.22 06:00 | sell | 2 | 1.10 | 1.62098 | 0.00000 | 0.00000 | ||
4 | 2010.01.22 10:00 | close | 2 | 1.10 | 1.62694 | 0.00000 | 0.00000 | -655.60 | 9786.40 |
5 | 2010.02.08 20:00 | sell | 3 | 1.00 | 1.56204 | 0.00000 | 0.00000 | ||
6 | 2010.02.09 06:00 | close | 3 | 1.00 | 1.56220 | 0.00000 | 0.00000 | -18.50 | 9767.90 |