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 | Magic=5675; Orders=3; StopLoss=50; TakeProfit=50; ___=""Ïàðàìåòðû"; JawsPeriod=13; JawsShift=8; TeethPeriod=8; TeethShift=5; LipsPeriod=5; LipsShift=3; ____=""Ïàðàìåòðû"; UseTrailing=false; lMinProfit=40; lTrailingStop=50; lTrailingStep=5; sMinProfit=40; sTrailingStop=50; sTrailingStep=5; ______=""Ïàðàìåòðû"; Lots=0.1; MoneyManagement=true; MarginPercent=3; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -2698.98 | Gross profit | 3352.41 | Gross loss | -6051.39 |
Profit factor | 0.55 | Expected payoff | -207.61 | ||
Absolute drawdown | 3433.38 | Maximal drawdown | 4051.02 (38.15%) | Relative drawdown | 38.15% (4051.02) |
Total trades | 13 | Short positions (won %) | 6 (100.00%) | Long positions (won %) | 7 (57.14%) |
Profit trades (% of total) | 10 (76.92%) | Loss trades (% of total) | 3 (23.08%) | ||
Largest | profit trade | 931.20 | loss trade | -3045.45 | |
Average | profit trade | 335.24 | loss trade | -2017.13 | |
Maximum | consecutive wins (profit in money) | 10 (3352.41) | consecutive losses (loss in money) | 3 (-6051.39) | |
Maximal | consecutive profit (count of wins) | 3352.41 (10) | consecutive loss (count of losses) | -6051.39 (3) | |
Average | consecutive wins | 10 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 10:00 | sell | 1 | 0.30 | 1.61526 | 0.00000 | 0.00000 | ||
2 | 2010.01.04 13:00 | buy | 2 | 0.30 | 1.62253 | 0.00000 | 0.00000 | ||
3 | 2010.01.04 23:00 | sell | 3 | 0.30 | 1.60815 | 0.00000 | 0.00000 | ||
4 | 2010.01.05 11:00 | close | 3 | 0.30 | 1.60542 | 0.00000 | 0.00000 | 81.15 | 10081.15 |
5 | 2010.01.05 11:00 | close | 1 | 0.30 | 1.60542 | 0.00000 | 0.00000 | 294.45 | 10375.60 |
6 | 2010.01.07 02:00 | buy | 4 | 0.30 | 1.60374 | 0.00000 | 0.00000 | ||
7 | 2010.01.07 10:00 | sell | 5 | 0.30 | 1.59231 | 0.00000 | 0.00000 | ||
8 | 2010.01.12 01:00 | close | 4 | 0.30 | 1.61093 | 0.00000 | 0.00000 | 215.79 | 10591.39 |
9 | 2010.01.12 07:00 | sell | 6 | 0.30 | 1.60892 | 0.00000 | 0.00000 | ||
10 | 2010.01.14 17:00 | close | 2 | 0.30 | 1.63111 | 0.00000 | 0.00000 | 257.76 | 10849.15 |
11 | 2010.01.15 16:00 | sell | 7 | 0.30 | 1.62920 | 0.00000 | 0.00000 | ||
12 | 2010.01.21 04:00 | close | 7 | 0.30 | 1.62586 | 0.00000 | 0.00000 | 95.70 | 10944.85 |
13 | 2010.01.22 12:00 | buy | 8 | 0.30 | 1.62489 | 0.00000 | 0.00000 | ||
14 | 2010.02.02 01:00 | close | 6 | 0.30 | 1.59495 | 0.00000 | 0.00000 | 403.35 | 11348.20 |
15 | 2010.02.02 21:00 | buy | 9 | 0.30 | 1.59829 | 0.00000 | 0.00000 | ||
16 | 2010.02.08 20:00 | close | 5 | 0.30 | 1.56260 | 0.00000 | 0.00000 | 868.80 | 12217.00 |
17 | 2010.02.09 11:00 | buy | 10 | 0.30 | 1.55906 | 0.00000 | 0.00000 | ||
18 | 2010.02.09 14:00 | close | 10 | 0.30 | 1.56339 | 0.00000 | 0.00000 | 129.90 | 12346.90 |
19 | 2010.02.09 19:00 | buy | 11 | 0.30 | 1.57068 | 0.00000 | 0.00000 | ||
20 | 2010.02.16 18:00 | close | 11 | 0.30 | 1.57315 | 0.00000 | 0.00000 | 74.31 | 12421.21 |
21 | 2010.02.16 19:00 | sell | 12 | 0.30 | 1.57723 | 0.00000 | 0.00000 | ||
22 | 2010.02.22 00:00 | close | 12 | 0.30 | 1.54604 | 0.00000 | 0.00000 | 931.20 | 13352.41 |
23 | 2010.02.22 06:00 | buy | 13 | 0.30 | 1.54862 | 0.00000 | 0.00000 | ||
24 | 2010.02.26 22:59 | close at stop | 13 | 0.30 | 1.52334 | 0.00000 | 0.00000 | -758.22 | 12594.19 |
25 | 2010.02.26 22:59 | close at stop | 9 | 0.30 | 1.52334 | 0.00000 | 0.00000 | -2247.72 | 10346.47 |
26 | 2010.02.26 22:59 | close at stop | 8 | 0.30 | 1.52334 | 0.00000 | 0.00000 | -3045.45 | 7301.02 |