Strategy Tester Report
CandleStix
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 | ProfitTarget=80; TrailingStop=60; Lots=0.1; MagicNumber=123400; Slippage=5; UseNoTradeDay=false; NoTradeDay=5; volume=200; StopLoss=60; UseMoneyManagement=false; MM_Type=2; StrSep1=""-----MoneyManagementType"; MMRisk=0.15; LossMax=1000; StrSep2=""-----MoneyManagementType"; AccountIsMini=false; TradeSizePercent=35; GMT_Offset=0; sm="--Trading Hours--"; UseTradingHours=false; TradeAsianMarket=false; StartHour1=1; StopHour1=10; TradeEuropeanMarket=false; StartHour2=9; StopHour2=14; TradeNewYorkMarket=false; StartHour3=15; StopHour3=23; | ||||
| Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -254.00 | Gross profit | 346.00 | Gross loss | -600.00 |
| Profit factor | 0.58 | Expected payoff | -15.88 | ||
| Absolute drawdown | 254.00 | Maximal drawdown | 346.00 (3.43%) | Relative drawdown | 3.43% (346.00) |
| Total trades | 16 | Short positions (won %) | 9 (22.22%) | Long positions (won %) | 7 (57.14%) |
| Profit trades (% of total) | 6 (37.50%) | Loss trades (% of total) | 10 (62.50%) | ||
| Largest | profit trade | 80.00 | loss trade | -60.00 | |
| Average | profit trade | 57.67 | loss trade | -60.00 | |
| Maximum | consecutive wins (profit in money) | 2 (92.00) | consecutive losses (loss in money) | 3 (-180.00) | |
| Maximal | consecutive profit (count of wins) | 92.00 (2) | consecutive loss (count of losses) | -180.00 (3) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.08 15:00 | buy | 1 | 1.00 | 1.60921 | 1.60861 | 1.61001 | ||
| 2 | 2010.01.08 15:10 | s/l | 1 | 1.00 | 1.60861 | 1.60861 | 1.61001 | -60.00 | 9940.00 |
| 3 | 2010.01.11 01:00 | buy | 2 | 1.00 | 1.60884 | 1.60824 | 1.60964 | ||
| 4 | 2010.01.11 01:02 | t/p | 2 | 1.00 | 1.60964 | 1.60824 | 1.60964 | 80.00 | 10020.00 |
| 5 | 2010.01.14 01:00 | buy | 3 | 1.00 | 1.62827 | 1.62767 | 1.62907 | ||
| 6 | 2010.01.14 01:07 | modify | 3 | 1.00 | 1.62827 | 1.62839 | 1.62907 | ||
| 7 | 2010.01.14 01:15 | s/l | 3 | 1.00 | 1.62839 | 1.62839 | 1.62907 | 12.00 | 10032.00 |
| 8 | 2010.01.18 02:00 | sell | 4 | 1.00 | 1.62597 | 1.62657 | 1.62517 | ||
| 9 | 2010.01.18 02:02 | s/l | 4 | 1.00 | 1.62657 | 1.62657 | 1.62517 | -60.00 | 9972.00 |
| 10 | 2010.01.19 15:00 | buy | 5 | 1.00 | 1.63431 | 1.63371 | 1.63511 | ||
| 11 | 2010.01.19 15:02 | s/l | 5 | 1.00 | 1.63371 | 1.63371 | 1.63511 | -60.00 | 9912.00 |
| 12 | 2010.01.21 09:00 | sell | 6 | 1.00 | 1.62300 | 1.62360 | 1.62220 | ||
| 13 | 2010.01.21 09:02 | s/l | 6 | 1.00 | 1.62360 | 1.62360 | 1.62220 | -60.00 | 9852.00 |
| 14 | 2010.01.26 15:00 | sell | 7 | 1.00 | 1.61060 | 1.61120 | 1.60980 | ||
| 15 | 2010.01.26 15:02 | t/p | 7 | 1.00 | 1.60980 | 1.61120 | 1.60980 | 80.00 | 9932.00 |
| 16 | 2010.01.27 11:00 | buy | 8 | 1.00 | 1.61875 | 1.61815 | 1.61955 | ||
| 17 | 2010.01.27 11:07 | s/l | 8 | 1.00 | 1.61815 | 1.61815 | 1.61955 | -60.00 | 9872.00 |
| 18 | 2010.02.04 02:00 | sell | 9 | 1.00 | 1.58967 | 1.59027 | 1.58887 | ||
| 19 | 2010.02.04 02:02 | t/p | 9 | 1.00 | 1.58887 | 1.59027 | 1.58887 | 80.00 | 9952.00 |
| 20 | 2010.02.08 01:00 | sell | 10 | 1.00 | 1.55993 | 1.56053 | 1.55913 | ||
| 21 | 2010.02.08 01:20 | s/l | 10 | 1.00 | 1.56053 | 1.56053 | 1.55913 | -60.00 | 9892.00 |
| 22 | 2010.02.09 10:00 | sell | 11 | 1.00 | 1.55869 | 1.55929 | 1.55789 | ||
| 23 | 2010.02.09 10:10 | s/l | 11 | 1.00 | 1.55929 | 1.55929 | 1.55789 | -60.00 | 9832.00 |
| 24 | 2010.02.17 09:00 | buy | 12 | 1.00 | 1.58008 | 1.57948 | 1.58088 | ||
| 25 | 2010.02.17 09:02 | t/p | 12 | 1.00 | 1.58088 | 1.57948 | 1.58088 | 80.00 | 9912.00 |
| 26 | 2010.02.18 09:00 | sell | 13 | 1.00 | 1.56204 | 1.56264 | 1.56124 | ||
| 27 | 2010.02.18 09:02 | s/l | 13 | 1.00 | 1.56264 | 1.56264 | 1.56124 | -60.00 | 9852.00 |
| 28 | 2010.02.23 09:00 | buy | 14 | 1.00 | 1.55654 | 1.55594 | 1.55734 | ||
| 29 | 2010.02.23 09:07 | modify | 14 | 1.00 | 1.55654 | 1.55668 | 1.55734 | ||
| 30 | 2010.02.23 09:10 | s/l | 14 | 1.00 | 1.55668 | 1.55668 | 1.55734 | 14.00 | 9866.00 |
| 31 | 2010.02.24 02:00 | sell | 15 | 1.00 | 1.54305 | 1.54365 | 1.54225 | ||
| 32 | 2010.02.24 02:10 | s/l | 15 | 1.00 | 1.54365 | 1.54365 | 1.54225 | -60.00 | 9806.00 |
| 33 | 2010.02.25 02:00 | sell | 16 | 1.00 | 1.53825 | 1.53885 | 1.53745 | ||
| 34 | 2010.02.25 02:02 | s/l | 16 | 1.00 | 1.53885 | 1.53885 | 1.53745 | -60.00 | 9746.00 |