Strategy Tester Report
DoubleMA_Crossover_EA
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=2222; AccountIsMini=false; MoneyManagement=false; TradeSizePercent=5; Lots=3; MaxLots=100; FastMA_Mode=1; FastMA_Period=5; FastMA_Shift=0; FastMA_AppliedPrice=0; SlowMA_Mode=1; SlowMA_Period=12; SlowMA_Shift=0; SlowMA_AppliedPrice=0; Fast_SlowSpreadEntry=0; Fast_SlowSpreadExit=0; SignalCandle=1; StopLoss=250; UseTrailingStop=false; TrailingStopType=3; TrailingStop=40; FirstMove=20; FirstStopLoss=15; SecondMove=30; SecondStopLoss=20; ThirdMove=40; TrailingStop3=20; TakeProfit=0; Margincutoff=800; Slippage=10; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -9301.20 | Gross profit | 739.80 | Gross loss | -10041.00 |
Profit factor | 0.07 | Expected payoff | -620.08 | ||
Absolute drawdown | 9475.20 | Maximal drawdown | 11308.20 (95.56%) | Relative drawdown | 95.56% (11308.20) |
Total trades | 15 | Short positions (won %) | 6 (16.67%) | Long positions (won %) | 9 (0.00%) |
Profit trades (% of total) | 1 (6.67%) | Loss trades (% of total) | 14 (93.33%) | ||
Largest | profit trade | 739.80 | loss trade | -750.00 | |
Average | profit trade | 739.80 | loss trade | -717.21 | |
Maximum | consecutive wins (profit in money) | 1 (739.80) | consecutive losses (loss in money) | 8 (-6000.00) | |
Maximal | consecutive profit (count of wins) | 739.80 (1) | consecutive loss (count of losses) | -6000.00 (8) | |
Average | consecutive wins | 1 | consecutive losses | 7 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 02:00 | sell | 1 | 3.00 | 1.61198 | 1.61448 | 0.00000 | ||
2 | 2010.01.04 09:20 | s/l | 1 | 3.00 | 1.61448 | 1.61448 | 0.00000 | -750.00 | 9250.00 |
3 | 2010.01.04 11:00 | buy | 2 | 3.00 | 1.62055 | 1.61805 | 0.00000 | ||
4 | 2010.01.04 11:50 | s/l | 2 | 3.00 | 1.61805 | 1.61805 | 0.00000 | -750.00 | 8500.00 |
5 | 2010.01.04 11:50 | buy | 3 | 3.00 | 1.61688 | 1.61438 | 0.00000 | ||
6 | 2010.01.04 13:50 | s/l | 3 | 3.00 | 1.61438 | 1.61438 | 0.00000 | -750.00 | 7750.00 |
7 | 2010.01.04 18:00 | sell | 4 | 3.00 | 1.61059 | 1.61309 | 0.00000 | ||
8 | 2010.01.04 19:07 | s/l | 4 | 3.00 | 1.61309 | 1.61309 | 0.00000 | -750.00 | 7000.00 |
9 | 2010.01.05 08:00 | buy | 5 | 3.00 | 1.61516 | 1.61266 | 0.00000 | ||
10 | 2010.01.05 08:20 | s/l | 5 | 3.00 | 1.61266 | 1.61266 | 0.00000 | -750.00 | 6250.00 |
11 | 2010.01.05 08:20 | buy | 6 | 3.00 | 1.61194 | 1.60944 | 0.00000 | ||
12 | 2010.01.05 08:50 | s/l | 6 | 3.00 | 1.60944 | 1.60944 | 0.00000 | -750.00 | 5500.00 |
13 | 2010.01.05 08:50 | buy | 7 | 3.00 | 1.60927 | 1.60677 | 0.00000 | ||
14 | 2010.01.05 09:15 | s/l | 7 | 3.00 | 1.60677 | 1.60677 | 0.00000 | -750.00 | 4750.00 |
15 | 2010.01.05 10:00 | sell | 8 | 3.00 | 1.60436 | 1.60686 | 0.00000 | ||
16 | 2010.01.05 10:15 | s/l | 8 | 3.00 | 1.60686 | 1.60686 | 0.00000 | -750.00 | 4000.00 |
17 | 2010.01.05 10:15 | sell | 9 | 3.00 | 1.60674 | 1.60924 | 0.00000 | ||
18 | 2010.01.06 10:00 | close | 9 | 3.00 | 1.60425 | 1.60924 | 0.00000 | 739.80 | 4739.80 |
19 | 2010.01.06 10:00 | buy | 10 | 3.00 | 1.60425 | 1.60175 | 0.00000 | ||
20 | 2010.01.06 10:50 | s/l | 10 | 3.00 | 1.60175 | 1.60175 | 0.00000 | -750.00 | 3989.80 |
21 | 2010.01.06 10:50 | buy | 11 | 3.00 | 1.60052 | 1.59802 | 0.00000 | ||
22 | 2010.01.06 12:50 | s/l | 11 | 3.00 | 1.59802 | 1.59802 | 0.00000 | -750.00 | 3239.80 |
23 | 2010.01.06 14:00 | sell | 12 | 3.00 | 1.59651 | 1.59901 | 0.00000 | ||
24 | 2010.01.06 14:20 | s/l | 12 | 3.00 | 1.59901 | 1.59901 | 0.00000 | -750.00 | 2489.80 |
25 | 2010.01.06 14:20 | sell | 13 | 3.00 | 1.59909 | 1.60159 | 0.00000 | ||
26 | 2010.01.06 17:10 | s/l | 13 | 3.00 | 1.60159 | 1.60159 | 0.00000 | -750.00 | 1739.80 |
27 | 2010.01.06 18:00 | buy | 14 | 3.00 | 1.60151 | 1.59901 | 0.00000 | ||
28 | 2010.01.06 18:20 | s/l | 14 | 3.00 | 1.59901 | 1.59901 | 0.00000 | -750.00 | 989.80 |
29 | 2010.01.06 18:20 | buy | 15 | 3.00 | 1.59832 | 1.59582 | 0.00000 | ||
30 | 2010.01.07 07:00 | close | 15 | 3.00 | 1.59735 | 1.59582 | 0.00000 | -291.00 | 698.80 |