Strategy Tester Report
Breakthrough_BB
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 | Period_MA_Long=100; Period_BB=25; reserve=50; deviation=1.5; Lots=0.1; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 241.30 | Gross profit | 845.30 | Gross loss | -604.00 |
Profit factor | 1.40 | Expected payoff | 12.70 | ||
Absolute drawdown | 323.35 | Maximal drawdown | 422.10 (4.18%) | Relative drawdown | 4.18% (422.10) |
Total trades | 19 | Short positions (won %) | 17 (35.29%) | Long positions (won %) | 2 (0.00%) |
Profit trades (% of total) | 6 (31.58%) | Loss trades (% of total) | 13 (68.42%) | ||
Largest | profit trade | 301.15 | loss trade | -73.50 | |
Average | profit trade | 140.88 | loss trade | -46.46 | |
Maximum | consecutive wins (profit in money) | 2 (407.70) | consecutive losses (loss in money) | 6 (-296.65) | |
Maximal | consecutive profit (count of wins) | 407.70 (2) | consecutive loss (count of losses) | -296.65 (6) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.05 10:00 | sell | 1 | 0.10 | 1.60436 | 1.61872 | 0.00000 | ||
2 | 2010.01.06 09:00 | close | 1 | 0.10 | 1.60172 | 1.61872 | 0.00000 | 26.15 | 10026.15 |
3 | 2010.01.06 16:00 | sell | 2 | 0.10 | 1.59468 | 1.60337 | 0.00000 | ||
4 | 2010.01.06 17:00 | close | 2 | 0.10 | 1.59990 | 1.60337 | 0.00000 | -52.20 | 9973.95 |
5 | 2010.01.07 09:00 | sell | 3 | 0.10 | 1.59514 | 1.60405 | 0.00000 | ||
6 | 2010.01.08 05:00 | close | 3 | 0.10 | 1.59395 | 1.60405 | 0.00000 | 11.65 | 9985.60 |
7 | 2010.01.14 14:00 | sell | 4 | 0.10 | 1.62573 | 1.63020 | 0.00000 | ||
8 | 2010.01.14 14:45 | s/l | 4 | 0.10 | 1.63020 | 1.63020 | 0.00000 | -44.70 | 9940.90 |
9 | 2010.01.15 15:00 | sell | 5 | 0.10 | 1.62891 | 1.63481 | 0.00000 | ||
10 | 2010.01.18 05:00 | close | 5 | 0.10 | 1.63087 | 1.63481 | 0.00000 | -19.85 | 9921.05 |
11 | 2010.01.19 02:00 | buy | 6 | 0.10 | 1.64095 | 1.62763 | 0.00000 | ||
12 | 2010.01.19 13:00 | close | 6 | 0.10 | 1.63380 | 1.62763 | 0.00000 | -71.50 | 9849.55 |
13 | 2010.01.22 09:00 | buy | 7 | 0.10 | 1.62497 | 1.61541 | 0.00000 | ||
14 | 2010.01.22 13:00 | close | 7 | 0.10 | 1.61762 | 1.61541 | 0.00000 | -73.50 | 9776.05 |
15 | 2010.01.26 11:00 | sell | 8 | 0.10 | 1.61371 | 1.62754 | 0.00000 | ||
16 | 2010.01.27 11:00 | close | 8 | 0.10 | 1.61869 | 1.62754 | 0.00000 | -50.05 | 9726.00 |
17 | 2010.01.28 17:00 | sell | 9 | 0.10 | 1.61352 | 1.62591 | 0.00000 | ||
18 | 2010.01.29 10:00 | close | 9 | 0.10 | 1.61720 | 1.62591 | 0.00000 | -37.05 | 9688.95 |
19 | 2010.01.29 15:00 | sell | 10 | 0.10 | 1.60560 | 1.61950 | 0.00000 | ||
20 | 2010.02.01 19:00 | close | 10 | 0.10 | 1.59492 | 1.61950 | 0.00000 | 106.55 | 9795.50 |
21 | 2010.02.03 15:00 | sell | 11 | 0.10 | 1.59423 | 1.60296 | 0.00000 | ||
22 | 2010.02.08 17:00 | close | 11 | 0.10 | 1.56399 | 1.60296 | 0.00000 | 301.15 | 10096.65 |
23 | 2010.02.10 14:00 | sell | 12 | 0.10 | 1.56204 | 1.57272 | 0.00000 | ||
24 | 2010.02.11 04:00 | close | 12 | 0.10 | 1.56416 | 1.57272 | 0.00000 | -21.95 | 10074.70 |
25 | 2010.02.12 13:00 | sell | 13 | 0.10 | 1.56141 | 1.57284 | 0.00000 | ||
26 | 2010.02.15 00:00 | close | 13 | 0.10 | 1.56678 | 1.57284 | 0.00000 | -53.95 | 10020.75 |
27 | 2010.02.16 16:00 | sell | 14 | 0.10 | 1.56412 | 1.57097 | 0.00000 | ||
28 | 2010.02.16 17:40 | s/l | 14 | 0.10 | 1.57097 | 1.57097 | 0.00000 | -68.50 | 9952.25 |
29 | 2010.02.17 17:00 | sell | 15 | 0.10 | 1.57235 | 1.58108 | 0.00000 | ||
30 | 2010.02.19 19:00 | close | 15 | 0.10 | 1.54555 | 1.58108 | 0.00000 | 267.00 | 10219.25 |
31 | 2010.02.23 11:00 | sell | 16 | 0.10 | 1.54315 | 1.55395 | 0.00000 | ||
32 | 2010.02.24 07:00 | close | 16 | 0.10 | 1.54624 | 1.55395 | 0.00000 | -31.15 | 10188.10 |
33 | 2010.02.24 15:00 | sell | 17 | 0.10 | 1.54131 | 1.54658 | 0.00000 | ||
34 | 2010.02.24 16:50 | s/l | 17 | 0.10 | 1.54658 | 1.54658 | 0.00000 | -52.70 | 10135.40 |
35 | 2010.02.24 19:00 | sell | 18 | 0.10 | 1.54148 | 1.54633 | 0.00000 | ||
36 | 2010.02.26 07:00 | close | 18 | 0.10 | 1.52810 | 1.54633 | 0.00000 | 132.80 | 10268.20 |
37 | 2010.02.26 13:00 | sell | 19 | 0.10 | 1.52219 | 1.52994 | 0.00000 | ||
38 | 2010.02.26 21:00 | close | 19 | 0.10 | 1.52488 | 1.52994 | 0.00000 | -26.90 | 10241.30 |