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 | Expert_Name="---------- Universal MA Cross EA v5"; StopLoss=100; TakeProfit=200; TrailingStop=40; Indicator_Setting="---------- Indicator Setting"; FastMAPeriod=10; FastMAType=1; FastMAPrice=0; SlowMAPeriod=80; SlowMAType=1; SlowMAPrice=0; MinCrossDistance=0; Exit_Setting="---------- Exit Setting"; ReverseCondition=false; ConfirmedOnEntry=true; OneEntryPerBar=true; StopAndReverse=true; PureSAR=false; ThirdEMA_Setting="---------- Third MA Setting"; UseThirdMA=false; UseCounterTrend=false; ThirdMAPeriod=100; ThirdMAType=1; ThirdMAPrice=0; CTStopLoss=0; CTTakeProfit=0; Order_Setting="---------- Order Setting"; NumberOfTries=5; Slippage=5; MaxOpenTrade=2; MagicNumber=1234; Time_Parameters="---------- EA Active Time"; UseHourTrade=false; StartHour=10; EndHour=11; MM_Parameters="---------- Money Management"; Lots=1; MM=false; AccountIsMicro=false; Risk=10; Alert_Setting="---------- Alert Setting"; EnableAlert=true; SoundFilename="alert.wav"; Testing_Parameters="---------- Back Test Parameter"; PrintControl=true; Show_Settings=true; | ||||
| Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -613.00 | Gross profit | 790.00 | Gross loss | -1403.00 |
| Profit factor | 0.56 | Expected payoff | -26.65 | ||
| Absolute drawdown | 613.00 | Maximal drawdown | 680.00 (6.75%) | Relative drawdown | 6.75% (680.00) |
| Total trades | 23 | Short positions (won %) | 12 (50.00%) | Long positions (won %) | 11 (27.27%) |
| Profit trades (% of total) | 9 (39.13%) | Loss trades (% of total) | 14 (60.87%) | ||
| Largest | profit trade | 205.00 | loss trade | -105.00 | |
| Average | profit trade | 87.78 | loss trade | -100.21 | |
| Maximum | consecutive wins (profit in money) | 3 (184.00) | consecutive losses (loss in money) | 4 (-404.00) | |
| Maximal | consecutive profit (count of wins) | 219.00 (2) | consecutive loss (count of losses) | -404.00 (4) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.05 12:00 | sell | 1 | 1.00 | 1.59996 | 1.60100 | 1.59800 | ||
| 2 | 2010.01.05 12:02 | modify | 1 | 1.00 | 1.59996 | 1.59989 | 1.59800 | ||
| 3 | 2010.01.05 12:07 | modify | 1 | 1.00 | 1.59996 | 1.59969 | 1.59800 | ||
| 4 | 2010.01.05 12:10 | s/l | 1 | 1.00 | 1.59969 | 1.59969 | 1.59800 | 27.00 | 10027.00 |
| 5 | 2010.01.08 15:00 | buy | 2 | 1.00 | 1.60960 | 1.60860 | 1.61160 | ||
| 6 | 2010.01.08 15:10 | s/l | 2 | 1.00 | 1.60860 | 1.60860 | 1.61160 | -100.00 | 9927.00 |
| 7 | 2010.01.20 09:00 | sell | 3 | 1.00 | 1.62689 | 1.62790 | 1.62490 | ||
| 8 | 2010.01.20 09:15 | modify | 3 | 1.00 | 1.62689 | 1.62681 | 1.62490 | ||
| 9 | 2010.01.20 09:20 | modify | 3 | 1.00 | 1.62689 | 1.62615 | 1.62490 | ||
| 10 | 2010.01.20 09:27 | s/l | 3 | 1.00 | 1.62615 | 1.62615 | 1.62490 | 74.00 | 10001.00 |
| 11 | 2010.01.25 21:00 | buy | 4 | 1.00 | 1.62488 | 1.62390 | 1.62690 | ||
| 12 | 2010.01.25 21:10 | s/l | 4 | 1.00 | 1.62390 | 1.62390 | 1.62690 | -98.00 | 9903.00 |
| 13 | 2010.01.26 12:00 | sell | 5 | 1.00 | 1.61196 | 1.61300 | 1.61000 | ||
| 14 | 2010.01.26 12:15 | modify | 5 | 1.00 | 1.61196 | 1.61195 | 1.61000 | ||
| 15 | 2010.01.26 12:20 | modify | 5 | 1.00 | 1.61196 | 1.61115 | 1.61000 | ||
| 16 | 2010.01.26 12:22 | s/l | 5 | 1.00 | 1.61115 | 1.61115 | 1.61000 | 81.00 | 9984.00 |
| 17 | 2010.01.27 15:00 | buy | 6 | 1.00 | 1.62240 | 1.62140 | 1.62440 | ||
| 18 | 2010.01.27 15:05 | s/l | 6 | 1.00 | 1.62140 | 1.62140 | 1.62440 | -100.00 | 9884.00 |
| 19 | 2010.01.27 22:00 | sell | 7 | 1.00 | 1.61638 | 1.61740 | 1.61440 | ||
| 20 | 2010.01.27 22:20 | s/l | 7 | 1.00 | 1.61740 | 1.61740 | 1.61440 | -102.00 | 9782.00 |
| 21 | 2010.01.28 04:00 | buy | 8 | 1.00 | 1.62117 | 1.62020 | 1.62320 | ||
| 22 | 2010.01.28 04:07 | s/l | 8 | 1.00 | 1.62020 | 1.62020 | 1.62320 | -97.00 | 9685.00 |
| 23 | 2010.01.28 19:00 | sell | 9 | 1.00 | 1.61350 | 1.61450 | 1.61150 | ||
| 24 | 2010.01.28 19:02 | modify | 9 | 1.00 | 1.61350 | 1.61329 | 1.61150 | ||
| 25 | 2010.01.28 19:07 | modify | 9 | 1.00 | 1.61350 | 1.61315 | 1.61150 | ||
| 26 | 2010.01.28 19:10 | s/l | 9 | 1.00 | 1.61315 | 1.61315 | 1.61150 | 35.00 | 9720.00 |
| 27 | 2010.02.03 10:00 | buy | 10 | 1.00 | 1.60576 | 1.60480 | 1.60780 | ||
| 28 | 2010.02.03 10:02 | modify | 10 | 1.00 | 1.60576 | 1.60620 | 1.60780 | ||
| 29 | 2010.02.03 10:07 | modify | 10 | 1.00 | 1.60576 | 1.60655 | 1.60780 | ||
| 30 | 2010.02.03 10:10 | s/l | 10 | 1.00 | 1.60655 | 1.60655 | 1.60780 | 79.00 | 9799.00 |
| 31 | 2010.02.03 13:00 | sell | 11 | 1.00 | 1.59784 | 1.59880 | 1.59580 | ||
| 32 | 2010.02.03 13:20 | modify | 11 | 1.00 | 1.59784 | 1.59714 | 1.59580 | ||
| 33 | 2010.02.03 13:27 | s/l | 11 | 1.00 | 1.59714 | 1.59714 | 1.59580 | 70.00 | 9869.00 |
| 34 | 2010.02.10 01:00 | buy | 12 | 1.00 | 1.56982 | 1.56880 | 1.57180 | ||
| 35 | 2010.02.10 01:07 | s/l | 12 | 1.00 | 1.56880 | 1.56880 | 1.57180 | -102.00 | 9767.00 |
| 36 | 2010.02.10 07:00 | sell | 13 | 1.00 | 1.56717 | 1.56820 | 1.56520 | ||
| 37 | 2010.02.10 07:15 | s/l | 13 | 1.00 | 1.56820 | 1.56820 | 1.56520 | -103.00 | 9664.00 |
| 38 | 2010.02.10 11:00 | buy | 14 | 1.00 | 1.57325 | 1.57230 | 1.57530 | ||
| 39 | 2010.02.10 11:10 | modify | 14 | 1.00 | 1.57325 | 1.57385 | 1.57530 | ||
| 40 | 2010.02.10 11:15 | t/p | 14 | 1.00 | 1.57530 | 1.57385 | 1.57530 | 205.00 | 9869.00 |
| 41 | 2010.02.10 13:00 | sell | 15 | 1.00 | 1.56572 | 1.56670 | 1.56370 | ||
| 42 | 2010.02.10 13:07 | s/l | 15 | 1.00 | 1.56670 | 1.56670 | 1.56370 | -98.00 | 9771.00 |
| 43 | 2010.02.11 21:00 | buy | 16 | 1.00 | 1.57010 | 1.56910 | 1.57210 | ||
| 44 | 2010.02.11 21:20 | s/l | 16 | 1.00 | 1.56910 | 1.56910 | 1.57210 | -100.00 | 9671.00 |
| 45 | 2010.02.12 14:00 | sell | 17 | 1.00 | 1.56001 | 1.56100 | 1.55800 | ||
| 46 | 2010.02.12 14:10 | s/l | 17 | 1.00 | 1.56100 | 1.56100 | 1.55800 | -99.00 | 9572.00 |
| 47 | 2010.02.12 21:00 | buy | 18 | 1.00 | 1.56713 | 1.56610 | 1.56910 | ||
| 48 | 2010.02.12 22:03 | modify | 18 | 1.00 | 1.56713 | 1.56835 | 1.56910 | ||
| 49 | 2010.02.12 22:10 | t/p | 18 | 1.00 | 1.56910 | 1.56835 | 1.56910 | 197.00 | 9769.00 |
| 50 | 2010.02.15 07:00 | sell | 19 | 1.00 | 1.56467 | 1.56570 | 1.56270 | ||
| 51 | 2010.02.15 07:50 | modify | 19 | 1.00 | 1.56467 | 1.56445 | 1.56270 | ||
| 52 | 2010.02.15 07:57 | s/l | 19 | 1.00 | 1.56445 | 1.56445 | 1.56270 | 22.00 | 9791.00 |
| 53 | 2010.02.15 11:00 | buy | 20 | 1.00 | 1.56780 | 1.56680 | 1.56980 | ||
| 54 | 2010.02.15 11:02 | s/l | 20 | 1.00 | 1.56680 | 1.56680 | 1.56980 | -100.00 | 9691.00 |
| 55 | 2010.02.17 23:00 | sell | 21 | 1.00 | 1.56737 | 1.56840 | 1.56540 | ||
| 56 | 2010.02.17 23:40 | s/l | 21 | 1.00 | 1.56840 | 1.56840 | 1.56540 | -103.00 | 9588.00 |
| 57 | 2010.02.23 10:00 | buy | 22 | 1.00 | 1.55516 | 1.55420 | 1.55720 | ||
| 58 | 2010.02.23 10:02 | s/l | 22 | 1.00 | 1.55420 | 1.55420 | 1.55720 | -96.00 | 9492.00 |
| 59 | 2010.02.23 11:00 | sell | 23 | 1.00 | 1.54315 | 1.54420 | 1.54120 | ||
| 60 | 2010.02.23 11:02 | s/l | 23 | 1.00 | 1.54420 | 1.54420 | 1.54120 | -105.00 | 9387.00 |