Strategy Tester Report
bouncingPipEA_mpowerV41
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 | Debug=false; MagicID=12345; MoneyManagement=""-------------------------------------""; Lots=0.1; mm0=""MM"; mm1="""; mm2="""; mm3="""; mm4="""; MM_Method=2; AccountIsMini=false; Risk=10; MIN_lots=0.1; MAX_lots=5; s0=""---StopLoss"; s1="""; s2="""; s3="""; StopLossMethod=2; StopLoss=30; TakeProfit=0; z0=""---ZigZag"; z1=""---ZigZag"; ExtDepth=100; ExtDeviation=75; ExtBackstep=15; z2=""NonLagZigZag_v2""; Price=0; Length=100; PctFilter=2; f0=""---FilterMethods---""; f1="""; f2="""; useWick=0; useHA=0; useHAS=0; useStoch=0; useCCI=0; useNonLagDot=1; useQQE=0; useNonLagMA=0; f3=""---Exit"; useZigZag_Exit=1; useHA_Exit=0; useHAS_Exit=0; useStoch_Exit=0; useCCI_Exit=0; useNonLagDot_Exit=0; useQQE_Exit=0; useNonLagMA_Exit=0; f=""Wick""; Wick=0; w1=""Wait"; WaitSignal=3; h1=""Heiken"; has=""HAS"; MaMethod=2; MaPeriod=6; MaMethod2=3; MaPeriod2=2; sto0=""Stochastic"; K_Period=14; D_Period=3; Slowing=3; sto1=""Price"; sto2="""; sto3="""; StochPrice=0; StochBuyLevel=20; StochSellLevel=80; cci=""CCI"; CCI_Period=34; p=""--Applied"; p0="""; p1="""; p2="""; p3="""; p4="""; p5="""; p6="""; CCI_Price=5; CCI_BuyCrossLevel=0; CCI_SellCrossLevel=0; dt0=""NonLagDots"; NLD_Price=0; NLD_Length=20; NLD_Displace=0; NLD_Filter=0; NLD_Color=1; NLD_ColorBarBack=0; NLD_Deviation=0; nl0=""NonLagMA"; sPrice=0; sLength=55; sPctFilter=0; sDeviation=0; ts0=""---TrailingStop"; ts1="""; ts2="""; ts3="""; ts4="""; ts5="""; TrailingStopMethod=1; ts6=""2."; Trigger=10; ts7=""3."; BreakEvenLevel=30; LockInPips=5; ts8=""4."; BeginTrailingStop=35; SignalCandle=1; | ||||
| Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -663.12 | Gross profit | 4113.47 | Gross loss | -4776.59 |
| Profit factor | 0.86 | Expected payoff | -18.95 | ||
| Absolute drawdown | 663.12 | Maximal drawdown | 3462.84 (27.05%) | Relative drawdown | 27.05% (3462.84) |
| Total trades | 35 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 35 (5.71%) |
| Profit trades (% of total) | 2 (5.71%) | Loss trades (% of total) | 33 (94.29%) | ||
| Largest | profit trade | 2415.00 | loss trade | -933.80 | |
| Average | profit trade | 2056.74 | loss trade | -144.75 | |
| Maximum | consecutive wins (profit in money) | 1 (2415.00) | consecutive losses (loss in money) | 19 (-2122.80) | |
| Maximal | consecutive profit (count of wins) | 2415.00 (1) | consecutive loss (count of losses) | -2631.79 (12) | |
| Average | consecutive wins | 1 | consecutive losses | 11 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.07 10:00 | buy | 1 | 1.00 | 1.59242 | 1.59135 | 0.00000 | ||
| 2 | 2010.01.07 10:00 | close | 1 | 1.00 | 1.59231 | 1.59135 | 0.00000 | -11.00 | 9989.00 |
| 3 | 2010.01.07 13:00 | buy | 2 | 1.00 | 1.59079 | 1.58986 | 0.00000 | ||
| 4 | 2010.01.07 13:00 | close | 2 | 1.00 | 1.59068 | 1.58986 | 0.00000 | -11.00 | 9978.00 |
| 5 | 2010.01.07 15:00 | buy | 3 | 1.00 | 1.59238 | 1.58988 | 0.00000 | ||
| 6 | 2010.01.11 12:00 | close | 3 | 1.00 | 1.61653 | 1.58988 | 0.00000 | 2415.00 | 12393.00 |
| 7 | 2010.01.21 13:00 | buy | 4 | 1.24 | 1.61537 | 1.61281 | 0.00000 | ||
| 8 | 2010.01.21 13:00 | close | 4 | 1.24 | 1.61526 | 1.61281 | 0.00000 | -13.64 | 12379.36 |
| 9 | 2010.01.22 16:00 | buy | 5 | 1.24 | 1.60994 | 1.60884 | 0.00000 | ||
| 10 | 2010.01.22 16:00 | close | 5 | 1.24 | 1.60983 | 1.60884 | 0.00000 | -13.64 | 12365.72 |
| 11 | 2010.01.22 18:00 | buy | 6 | 1.24 | 1.61179 | 1.61081 | 0.00000 | ||
| 12 | 2010.01.22 21:15 | s/l | 6 | 1.24 | 1.61081 | 1.61081 | 0.00000 | -121.52 | 12244.20 |
| 13 | 2010.01.29 16:00 | buy | 7 | 1.22 | 1.60478 | 1.60385 | 0.00000 | ||
| 14 | 2010.01.29 16:00 | close | 7 | 1.22 | 1.60467 | 1.60385 | 0.00000 | -13.42 | 12230.78 |
| 15 | 2010.01.29 18:00 | buy | 8 | 1.22 | 1.60073 | 0.00000 | 0.00000 | ||
| 16 | 2010.01.29 18:00 | close | 8 | 1.22 | 1.60062 | 0.00000 | 0.00000 | -13.42 | 12217.36 |
| 17 | 2010.01.29 20:00 | buy | 9 | 1.22 | 1.60131 | 1.60040 | 0.00000 | ||
| 18 | 2010.01.29 20:45 | s/l | 9 | 1.22 | 1.60040 | 1.60040 | 0.00000 | -111.02 | 12106.34 |
| 19 | 2010.02.01 02:00 | buy | 10 | 1.21 | 1.59723 | 1.59633 | 0.00000 | ||
| 20 | 2010.02.01 02:02 | s/l | 10 | 1.21 | 1.59633 | 1.59633 | 0.00000 | -108.90 | 11997.44 |
| 21 | 2010.02.01 06:00 | buy | 11 | 1.20 | 1.59528 | 1.59389 | 0.00000 | ||
| 22 | 2010.02.01 08:59 | s/l | 11 | 1.20 | 1.59389 | 1.59389 | 0.00000 | -166.80 | 11830.64 |
| 23 | 2010.02.01 10:00 | buy | 12 | 1.18 | 1.59249 | 1.59090 | 0.00000 | ||
| 24 | 2010.02.01 10:00 | close | 12 | 1.18 | 1.59238 | 1.59090 | 0.00000 | -12.98 | 11817.66 |
| 25 | 2010.02.01 12:00 | buy | 13 | 1.18 | 1.58613 | 1.58536 | 0.00000 | ||
| 26 | 2010.02.01 12:00 | close | 13 | 1.18 | 1.58602 | 1.58536 | 0.00000 | -12.98 | 11804.68 |
| 27 | 2010.02.04 12:00 | buy | 14 | 1.18 | 1.58450 | 1.58262 | 0.00000 | ||
| 28 | 2010.02.04 12:00 | close | 14 | 1.18 | 1.58439 | 1.58262 | 0.00000 | -12.98 | 11791.70 |
| 29 | 2010.02.04 14:00 | buy | 15 | 1.18 | 1.58611 | 1.58082 | 0.00000 | ||
| 30 | 2010.02.04 15:45 | s/l | 15 | 1.18 | 1.58082 | 1.58082 | 0.00000 | -624.22 | 11167.48 |
| 31 | 2010.02.04 17:00 | buy | 16 | 1.12 | 1.57826 | 1.57618 | 0.00000 | ||
| 32 | 2010.02.04 17:00 | close | 16 | 1.12 | 1.57815 | 1.57618 | 0.00000 | -12.32 | 11155.16 |
| 33 | 2010.02.04 19:00 | buy | 17 | 1.12 | 1.57851 | 1.57598 | 0.00000 | ||
| 34 | 2010.02.04 20:20 | s/l | 17 | 1.12 | 1.57598 | 1.57598 | 0.00000 | -283.36 | 10871.80 |
| 35 | 2010.02.05 04:00 | buy | 18 | 1.09 | 1.57493 | 1.57373 | 0.00000 | ||
| 36 | 2010.02.05 04:30 | s/l | 18 | 1.09 | 1.57373 | 1.57373 | 0.00000 | -130.80 | 10741.00 |
| 37 | 2010.02.05 08:00 | buy | 19 | 1.07 | 1.57200 | 1.57069 | 0.00000 | ||
| 38 | 2010.02.05 08:00 | close | 19 | 1.07 | 1.57189 | 1.57069 | 0.00000 | -11.77 | 10729.23 |
| 39 | 2010.02.05 10:00 | buy | 20 | 1.07 | 1.56901 | 1.56564 | 0.00000 | ||
| 40 | 2010.02.05 10:00 | close | 20 | 1.07 | 1.56890 | 1.56564 | 0.00000 | -11.77 | 10717.46 |
| 41 | 2010.02.05 17:00 | buy | 21 | 1.07 | 1.56445 | 1.56070 | 0.00000 | ||
| 42 | 2010.02.05 17:00 | close | 21 | 1.07 | 1.56434 | 1.56070 | 0.00000 | -11.77 | 10705.69 |
| 43 | 2010.02.05 21:00 | buy | 22 | 1.07 | 1.56038 | 1.55631 | 0.00000 | ||
| 44 | 2010.02.08 07:16 | s/l | 22 | 1.07 | 1.55631 | 1.55631 | 0.00000 | -435.49 | 10270.20 |
| 45 | 2010.02.08 09:00 | buy | 23 | 1.03 | 1.55666 | 1.55463 | 0.00000 | ||
| 46 | 2010.02.16 18:00 | close | 23 | 1.03 | 1.57315 | 1.55463 | 0.00000 | 1698.47 | 11968.67 |
| 47 | 2010.02.18 12:00 | buy | 24 | 1.20 | 1.56091 | 1.55794 | 0.00000 | ||
| 48 | 2010.02.18 14:45 | s/l | 24 | 1.20 | 1.55794 | 1.55794 | 0.00000 | -356.40 | 11612.27 |
| 49 | 2010.02.18 16:00 | buy | 25 | 1.16 | 1.56484 | 1.55679 | 0.00000 | ||
| 50 | 2010.02.18 18:20 | s/l | 25 | 1.16 | 1.55679 | 1.55679 | 0.00000 | -933.80 | 10678.47 |
| 51 | 2010.02.19 00:00 | buy | 26 | 1.07 | 1.54799 | 1.54729 | 0.00000 | ||
| 52 | 2010.02.19 00:00 | close | 26 | 1.07 | 1.54788 | 1.54729 | 0.00000 | -11.77 | 10666.70 |
| 53 | 2010.02.19 02:00 | buy | 27 | 1.07 | 1.54423 | 1.54213 | 0.00000 | ||
| 54 | 2010.02.19 02:20 | s/l | 27 | 1.07 | 1.54213 | 1.54213 | 0.00000 | -224.70 | 10442.00 |
| 55 | 2010.02.19 08:00 | buy | 28 | 1.04 | 1.54022 | 1.53836 | 0.00000 | ||
| 56 | 2010.02.19 08:00 | close | 28 | 1.04 | 1.54011 | 1.53836 | 0.00000 | -11.44 | 10430.56 |
| 57 | 2010.02.19 11:00 | buy | 29 | 1.04 | 1.53648 | 1.53469 | 0.00000 | ||
| 58 | 2010.02.19 11:00 | close | 29 | 1.04 | 1.53637 | 1.53469 | 0.00000 | -11.44 | 10419.12 |
| 59 | 2010.02.25 09:00 | buy | 30 | 1.04 | 1.53338 | 1.53240 | 0.00000 | ||
| 60 | 2010.02.25 09:20 | s/l | 30 | 1.04 | 1.53240 | 1.53240 | 0.00000 | -101.92 | 10317.20 |
| 61 | 2010.02.25 11:00 | buy | 31 | 1.03 | 1.52940 | 1.52747 | 0.00000 | ||
| 62 | 2010.02.25 11:00 | close | 31 | 1.03 | 1.52929 | 1.52747 | 0.00000 | -11.33 | 10305.87 |
| 63 | 2010.02.25 16:00 | buy | 32 | 1.03 | 1.52940 | 1.52575 | 0.00000 | ||
| 64 | 2010.02.25 16:50 | s/l | 32 | 1.03 | 1.52575 | 1.52575 | 0.00000 | -375.95 | 9929.92 |
| 65 | 2010.02.25 19:00 | buy | 33 | 0.99 | 1.52388 | 1.52002 | 0.00000 | ||
| 66 | 2010.02.26 13:50 | s/l | 33 | 0.99 | 1.52002 | 1.52002 | 0.00000 | -382.14 | 9547.78 |
| 67 | 2010.02.26 16:00 | buy | 34 | 0.95 | 1.51719 | 1.51665 | 0.00000 | ||
| 68 | 2010.02.26 16:00 | close | 34 | 0.95 | 1.51708 | 1.51665 | 0.00000 | -10.45 | 9537.33 |
| 69 | 2010.02.26 18:00 | buy | 35 | 0.95 | 1.52392 | 1.52181 | 0.00000 | ||
| 70 | 2010.02.26 18:15 | s/l | 35 | 0.95 | 1.52181 | 1.52181 | 0.00000 | -200.45 | 9336.88 |