Strategy Tester Report
Contrarian_trade_ma
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 | Lots=0.5; CalcPeriod=4; MAPeriod=7; StopLoss=300; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -1807.05 | Gross profit | 1045.85 | Gross loss | -2852.90 |
Profit factor | 0.37 | Expected payoff | -90.35 | ||
Absolute drawdown | 1807.05 | Maximal drawdown | 2837.40 (25.72%) | Relative drawdown | 25.72% (2837.40) |
Total trades | 20 | Short positions (won %) | 10 (0.00%) | Long positions (won %) | 10 (10.00%) |
Profit trades (% of total) | 1 (5.00%) | Loss trades (% of total) | 19 (95.00%) | ||
Largest | profit trade | 1045.85 | loss trade | -151.25 | |
Average | profit trade | 1045.85 | loss trade | -150.15 | |
Maximum | consecutive wins (profit in money) | 1 (1045.85) | consecutive losses (loss in money) | 16 (-2402.95) | |
Maximal | consecutive profit (count of wins) | 1045.85 (1) | consecutive loss (count of losses) | -2402.95 (16) | |
Average | consecutive wins | 1 | consecutive losses | 10 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 00:00 | buy | 1 | 0.50 | 1.61235 | 1.60935 | 0.00000 | ||
2 | 2010.01.04 02:46 | s/l | 1 | 0.50 | 1.60935 | 1.60935 | 0.00000 | -150.00 | 9850.00 |
3 | 2010.01.04 02:46 | buy | 2 | 0.50 | 1.60896 | 1.60596 | 0.00000 | ||
4 | 2010.01.04 08:16 | s/l | 2 | 0.50 | 1.60596 | 1.60596 | 0.00000 | -150.00 | 9700.00 |
5 | 2010.01.04 08:16 | buy | 3 | 0.50 | 1.60602 | 1.60302 | 0.00000 | ||
6 | 2010.01.05 09:32 | s/l | 3 | 0.50 | 1.60302 | 1.60302 | 0.00000 | -149.95 | 9550.05 |
7 | 2010.01.11 00:00 | buy | 4 | 0.50 | 1.60593 | 1.60293 | 0.00000 | ||
8 | 2010.01.18 00:02 | close | 4 | 0.50 | 1.62684 | 1.60293 | 0.00000 | 1045.85 | 10595.90 |
9 | 2010.01.18 00:05 | sell | 5 | 0.50 | 1.62696 | 1.62996 | 0.00000 | ||
10 | 2010.01.18 04:40 | s/l | 5 | 0.50 | 1.62996 | 1.62996 | 0.00000 | -150.00 | 10445.90 |
11 | 2010.01.18 04:40 | sell | 6 | 0.50 | 1.62996 | 1.63296 | 0.00000 | ||
12 | 2010.01.18 09:10 | s/l | 6 | 0.50 | 1.63296 | 1.63296 | 0.00000 | -150.00 | 10295.90 |
13 | 2010.01.18 09:10 | sell | 7 | 0.50 | 1.63298 | 1.63598 | 0.00000 | ||
14 | 2010.01.18 11:15 | s/l | 7 | 0.50 | 1.63598 | 1.63598 | 0.00000 | -150.00 | 10145.90 |
15 | 2010.01.18 11:15 | sell | 8 | 0.50 | 1.63681 | 1.63981 | 0.00000 | ||
16 | 2010.01.19 01:45 | s/l | 8 | 0.50 | 1.63981 | 1.63981 | 0.00000 | -151.25 | 9994.65 |
17 | 2010.01.25 00:00 | buy | 9 | 0.50 | 1.61096 | 1.60796 | 0.00000 | ||
18 | 2010.01.29 14:45 | s/l | 9 | 0.50 | 1.60796 | 1.60796 | 0.00000 | -149.70 | 9844.95 |
19 | 2010.02.01 00:00 | buy | 10 | 0.50 | 1.59458 | 1.59158 | 0.00000 | ||
20 | 2010.02.01 09:50 | s/l | 10 | 0.50 | 1.59158 | 1.59158 | 0.00000 | -150.00 | 9694.95 |
21 | 2010.02.01 09:50 | buy | 11 | 0.50 | 1.59073 | 1.58773 | 0.00000 | ||
22 | 2010.02.01 11:20 | s/l | 11 | 0.50 | 1.58773 | 1.58773 | 0.00000 | -150.00 | 9544.95 |
23 | 2010.02.01 11:20 | buy | 12 | 0.50 | 1.58597 | 1.58297 | 0.00000 | ||
24 | 2010.02.04 11:03 | s/l | 12 | 0.50 | 1.58297 | 1.58297 | 0.00000 | -149.75 | 9395.20 |
25 | 2010.02.08 00:00 | sell | 13 | 0.50 | 1.55970 | 1.56270 | 0.00000 | ||
26 | 2010.02.08 09:50 | s/l | 13 | 0.50 | 1.56270 | 1.56270 | 0.00000 | -150.00 | 9245.20 |
27 | 2010.02.08 09:50 | sell | 14 | 0.50 | 1.56265 | 1.56565 | 0.00000 | ||
28 | 2010.02.08 17:20 | s/l | 14 | 0.50 | 1.56565 | 1.56565 | 0.00000 | -150.00 | 9095.20 |
29 | 2010.02.08 17:20 | sell | 15 | 0.50 | 1.56601 | 1.56901 | 0.00000 | ||
30 | 2010.02.09 18:10 | s/l | 15 | 0.50 | 1.56901 | 1.56901 | 0.00000 | -151.25 | 8943.95 |
31 | 2010.02.15 00:00 | buy | 16 | 0.50 | 1.56681 | 1.56381 | 0.00000 | ||
32 | 2010.02.15 07:20 | s/l | 16 | 0.50 | 1.56381 | 1.56381 | 0.00000 | -150.00 | 8793.95 |
33 | 2010.02.15 07:20 | buy | 17 | 0.50 | 1.56394 | 1.56094 | 0.00000 | ||
34 | 2010.02.18 09:20 | s/l | 17 | 0.50 | 1.56094 | 1.56094 | 0.00000 | -149.75 | 8644.20 |
35 | 2010.02.22 00:00 | sell | 18 | 0.50 | 1.54548 | 1.54848 | 0.00000 | ||
36 | 2010.02.22 02:16 | s/l | 18 | 0.50 | 1.54848 | 1.54848 | 0.00000 | -150.00 | 8494.20 |
37 | 2010.02.22 02:16 | sell | 19 | 0.50 | 1.54873 | 1.55173 | 0.00000 | ||
38 | 2010.02.22 16:20 | s/l | 19 | 0.50 | 1.55173 | 1.55173 | 0.00000 | -150.00 | 8344.20 |
39 | 2010.02.22 16:20 | sell | 20 | 0.50 | 1.55206 | 1.55506 | 0.00000 | ||
40 | 2010.02.23 08:15 | s/l | 20 | 0.50 | 1.55506 | 1.55506 | 0.00000 | -151.25 | 8192.95 |