Strategy Tester Report
DojiTrader1
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=0.1; MaximumRisk=0.02; DecreaseFactor=3; Target=15; TimeOpen=0; TimeClose=23; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -83.50 | Gross profit | 16.50 | Gross loss | -100.00 |
Profit factor | 0.17 | Expected payoff | -4.64 | ||
Absolute drawdown | 83.50 | Maximal drawdown | 83.50 (0.83%) | Relative drawdown | 0.83% (83.50) |
Total trades | 18 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 18 (38.89%) |
Profit trades (% of total) | 7 (38.89%) | Loss trades (% of total) | 11 (61.11%) | ||
Largest | profit trade | 3.00 | loss trade | -10.00 | |
Average | profit trade | 2.36 | loss trade | -9.09 | |
Maximum | consecutive wins (profit in money) | 3 (7.50) | consecutive losses (loss in money) | 3 (-25.00) | |
Maximal | consecutive profit (count of wins) | 7.50 (3) | consecutive loss (count of losses) | -25.00 (3) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.05 07:00 | buy | 1 | 0.20 | 1.61341 | 1.61291 | 1.61356 | ||
2 | 2010.01.05 07:05 | s/l | 1 | 0.20 | 1.61291 | 1.61291 | 1.61356 | -10.00 | 9990.00 |
3 | 2010.01.05 07:07 | buy | 2 | 0.20 | 1.61348 | 1.61298 | 1.61363 | ||
4 | 2010.01.05 07:10 | s/l | 2 | 0.20 | 1.61298 | 1.61298 | 1.61363 | -10.00 | 9980.00 |
5 | 2010.01.05 07:32 | buy | 3 | 0.10 | 1.61322 | 1.61272 | 1.61337 | ||
6 | 2010.01.05 07:40 | t/p | 3 | 0.10 | 1.61337 | 1.61272 | 1.61337 | 1.50 | 9981.50 |
7 | 2010.01.05 07:40 | buy | 4 | 0.20 | 1.61410 | 1.61360 | 1.61425 | ||
8 | 2010.01.05 07:45 | t/p | 4 | 0.20 | 1.61425 | 1.61360 | 1.61425 | 3.00 | 9984.50 |
9 | 2010.01.05 07:45 | buy | 5 | 0.20 | 1.61475 | 1.61425 | 1.61490 | ||
10 | 2010.01.05 07:50 | t/p | 5 | 0.20 | 1.61490 | 1.61425 | 1.61490 | 3.00 | 9987.50 |
11 | 2010.01.05 07:50 | buy | 6 | 0.20 | 1.61541 | 1.61491 | 1.61556 | ||
12 | 2010.01.05 07:52 | s/l | 6 | 0.20 | 1.61491 | 1.61491 | 1.61556 | -10.00 | 9977.50 |
13 | 2010.01.05 07:52 | buy | 7 | 0.20 | 1.61497 | 1.61447 | 1.61512 | ||
14 | 2010.01.05 07:57 | s/l | 7 | 0.20 | 1.61447 | 1.61447 | 1.61512 | -10.00 | 9967.50 |
15 | 2010.01.05 07:57 | buy | 8 | 0.10 | 1.61453 | 1.61403 | 1.61468 | ||
16 | 2010.01.05 07:59 | t/p | 8 | 0.10 | 1.61468 | 1.61403 | 1.61468 | 1.50 | 9969.00 |
17 | 2010.01.05 07:59 | buy | 9 | 0.20 | 1.61522 | 1.61472 | 1.61537 | ||
18 | 2010.01.05 08:05 | s/l | 9 | 0.20 | 1.61472 | 1.61472 | 1.61537 | -10.00 | 9959.00 |
19 | 2010.01.05 08:05 | buy | 10 | 0.20 | 1.61484 | 1.61434 | 1.61499 | ||
20 | 2010.01.05 08:07 | t/p | 10 | 0.20 | 1.61499 | 1.61434 | 1.61499 | 3.00 | 9962.00 |
21 | 2010.01.05 08:07 | buy | 11 | 0.20 | 1.61548 | 1.61498 | 1.61563 | ||
22 | 2010.01.05 08:10 | s/l | 11 | 0.20 | 1.61498 | 1.61498 | 1.61563 | -10.00 | 9952.00 |
23 | 2010.01.05 08:10 | buy | 12 | 0.20 | 1.61419 | 1.61369 | 1.61434 | ||
24 | 2010.01.05 08:15 | s/l | 12 | 0.20 | 1.61369 | 1.61369 | 1.61434 | -10.00 | 9942.00 |
25 | 2010.01.05 08:15 | buy | 13 | 0.10 | 1.61323 | 1.61273 | 1.61338 | ||
26 | 2010.01.05 08:20 | s/l | 13 | 0.10 | 1.61273 | 1.61273 | 1.61338 | -5.00 | 9937.00 |
27 | 2010.01.05 08:27 | buy | 14 | 0.10 | 1.61323 | 1.61273 | 1.61338 | ||
28 | 2010.01.05 08:27 | t/p | 14 | 0.10 | 1.61338 | 1.61273 | 1.61338 | 1.50 | 9938.50 |
29 | 2010.01.05 08:27 | buy | 15 | 0.20 | 1.61385 | 1.61335 | 1.61400 | ||
30 | 2010.01.05 08:37 | t/p | 15 | 0.20 | 1.61400 | 1.61335 | 1.61400 | 3.00 | 9941.50 |
31 | 2010.01.05 08:37 | buy | 16 | 0.20 | 1.61467 | 1.61417 | 1.61482 | ||
32 | 2010.01.05 08:40 | s/l | 16 | 0.20 | 1.61417 | 1.61417 | 1.61482 | -10.00 | 9931.50 |
33 | 2010.01.27 00:00 | buy | 17 | 0.20 | 1.61517 | 1.61467 | 1.61532 | ||
34 | 2010.01.27 00:03 | s/l | 17 | 0.20 | 1.61467 | 1.61467 | 1.61532 | -10.00 | 9921.50 |
35 | 2010.01.27 01:32 | buy | 18 | 0.10 | 1.61533 | 1.61483 | 1.61548 | ||
36 | 2010.01.27 01:40 | s/l | 18 | 0.10 | 1.61483 | 1.61483 | 1.61548 | -5.00 | 9916.50 |