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 | Lots=0.1; MaximumRisk=0.1; DecreaseFactor=3; PeriodRSI=4; StohK1=10; StohD1=4; StohSlow1=4; StohK2=14; StohD2=7; StohSlow2=7; Control_period=15; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 3809.64 | Gross profit | 3993.07 | Gross loss | -183.43 |
Profit factor | 21.77 | Expected payoff | 761.93 | ||
Absolute drawdown | 93.00 | Maximal drawdown | 1135.50 (8.69%) | Relative drawdown | 8.77% (1080.69) |
Total trades | 5 | Short positions (won %) | 3 (100.00%) | Long positions (won %) | 2 (50.00%) |
Profit trades (% of total) | 4 (80.00%) | Loss trades (% of total) | 1 (20.00%) | ||
Largest | profit trade | 1361.50 | loss trade | -183.43 | |
Average | profit trade | 998.27 | loss trade | -183.43 | |
Maximum | consecutive wins (profit in money) | 3 (2631.57) | consecutive losses (loss in money) | 1 (-183.43) | |
Maximal | consecutive profit (count of wins) | 2631.57 (3) | consecutive loss (count of losses) | -183.43 (1) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 13:00 | sell | 1 | 1.00 | 1.62197 | 0.00000 | 0.00000 | ||
2 | 2010.01.05 03:00 | close | 1 | 1.00 | 1.60833 | 0.00000 | 0.00000 | 1361.50 | 11361.50 |
3 | 2010.01.07 09:00 | buy | 2 | 1.14 | 1.59570 | 0.00000 | 0.00000 | ||
4 | 2010.01.08 06:00 | close | 2 | 1.14 | 1.59409 | 0.00000 | 0.00000 | -183.43 | 11178.07 |
5 | 2010.02.12 14:00 | buy | 3 | 1.12 | 1.56057 | 0.00000 | 0.00000 | ||
6 | 2010.02.16 09:00 | close | 3 | 1.12 | 1.57101 | 0.00000 | 0.00000 | 1169.50 | 12347.58 |
7 | 2010.02.16 23:00 | sell | 4 | 1.23 | 1.57912 | 0.00000 | 0.00000 | ||
8 | 2010.02.17 15:00 | close | 4 | 1.23 | 1.57694 | 0.00000 | 0.00000 | 265.07 | 12612.64 |
9 | 2010.02.23 07:00 | sell | 5 | 1.26 | 1.55265 | 0.00000 | 0.00000 | ||
10 | 2010.02.23 19:00 | close | 5 | 1.26 | 1.54315 | 0.00000 | 0.00000 | 1197.00 | 13809.64 |