Strategy Tester Report
Bronzew_pan_v1
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 | MagicNumber=6290102; Lots=0.1; Slippage=3; lTakeProfit=0; sTakeProfit=0; lStopLoss=0; sStopLoss=0; lTrailingStop=0; sTrailingStop=0; FrMarg=3000; porog=500; per=14; d=3; test=0; workb=-50; works=50; pred=100; sliv=-2000; mm=30; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -2359.90 | Gross profit | 22180.10 | Gross loss | -24540.00 |
Profit factor | 0.90 | Expected payoff | -786.63 | ||
Absolute drawdown | 2359.90 | Maximal drawdown | 2393.60 (23.86%) | Relative drawdown | 23.86% (2393.60) |
Total trades | 3 | Short positions (won %) | 1 (100.00%) | Long positions (won %) | 2 (50.00%) |
Profit trades (% of total) | 2 (66.67%) | Loss trades (% of total) | 1 (33.33%) | ||
Largest | profit trade | 22175.40 | loss trade | -24540.00 | |
Average | profit trade | 11090.05 | loss trade | -24540.00 | |
Maximum | consecutive wins (profit in money) | 1 (22175.40) | consecutive losses (loss in money) | 1 (-24540.00) | |
Maximal | consecutive profit (count of wins) | 22175.40 (1) | consecutive loss (count of losses) | -24540.00 (1) | |
Average | consecutive wins | 1 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.05 10:00 | buy | 1 | 0.10 | 1.60492 | 0.00000 | 0.00000 | ||
2 | 2010.01.05 11:50 | sell | 2 | 3.00 | 1.59926 | 0.00000 | 0.00000 | ||
3 | 2010.01.05 13:50 | close | 1 | 0.10 | 1.60539 | 0.00000 | 0.00000 | 4.70 | 10004.70 |
4 | 2010.01.05 13:52 | buy | 3 | 3.00 | 1.60534 | 0.00000 | 0.00000 | ||
5 | 2010.02.26 22:56 | close at stop | 3 | 3.00 | 1.52354 | 0.00000 | 0.00000 | -24540.00 | -14535.30 |
6 | 2010.02.26 22:56 | close at stop | 2 | 3.00 | 1.52410 | 0.00000 | 0.00000 | 22175.40 | 7640.10 |