Strategy Tester Report
e-Friday-abricOS
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 | _Parameters_Trade=""-----"; Lots=0.1; StopLoss=37; TakeProfit=90; HourSetOrders=20; MinuteSetOrders=55; DeltaSetOrders=30; Slippage=3; _Parameters_Expert=""-----"; clOpenBuy=Black; clOpenSell=Black; clModifyBuy=Black; clModifySell=Black; clCloseBuy=Black; clCloseSell=Black; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -13.20 | Gross profit | 9.00 | Gross loss | -22.20 |
Profit factor | 0.41 | Expected payoff | -1.89 | ||
Absolute drawdown | 13.20 | Maximal drawdown | 15.40 (0.15%) | Relative drawdown | 0.15% (15.40) |
Total trades | 7 | Short positions (won %) | 2 (0.00%) | Long positions (won %) | 5 (20.00%) |
Profit trades (% of total) | 1 (14.29%) | Loss trades (% of total) | 6 (85.71%) | ||
Largest | profit trade | 9.00 | loss trade | -3.70 | |
Average | profit trade | 9.00 | loss trade | -3.70 | |
Maximum | consecutive wins (profit in money) | 1 (9.00) | consecutive losses (loss in money) | 3 (-11.10) | |
Maximal | consecutive profit (count of wins) | 9.00 (1) | consecutive loss (count of losses) | -11.10 (3) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.08 20:55 | buy stop | 1 | 0.10 | 1.60458 | 1.60421 | 1.60548 | ||
2 | 2010.01.08 20:57 | sell stop | 2 | 0.10 | 1.60305 | 1.60342 | 1.60215 | ||
3 | 2010.01.08 21:02 | sell | 2 | 0.10 | 1.60305 | 1.60342 | 1.60215 | ||
4 | 2010.01.08 21:02 | delete | 1 | 0.10 | 1.60458 | 1.60421 | 1.60548 | ||
5 | 2010.01.08 21:10 | s/l | 2 | 0.10 | 1.60342 | 1.60342 | 1.60215 | -3.70 | 9996.30 |
6 | 2010.01.15 20:55 | buy stop | 3 | 0.10 | 1.62631 | 1.62594 | 1.62721 | ||
7 | 2010.01.15 20:57 | sell stop | 4 | 0.10 | 1.62498 | 1.62535 | 1.62408 | ||
8 | 2010.01.15 21:02 | buy | 3 | 0.10 | 1.62631 | 1.62594 | 1.62721 | ||
9 | 2010.01.15 21:02 | delete | 4 | 0.10 | 1.62498 | 1.62535 | 1.62408 | ||
10 | 2010.01.15 21:15 | s/l | 3 | 0.10 | 1.62594 | 1.62594 | 1.62721 | -3.70 | 9992.60 |
11 | 2010.01.29 20:55 | buy stop | 5 | 0.10 | 1.59939 | 1.59902 | 1.60029 | ||
12 | 2010.01.29 20:57 | buy | 5 | 0.10 | 1.59939 | 1.59902 | 1.60029 | ||
13 | 2010.01.29 20:57 | sell stop | 6 | 0.10 | 1.59935 | 1.59972 | 1.59845 | ||
14 | 2010.01.29 20:57 | delete | 6 | 0.10 | 1.59935 | 1.59972 | 1.59845 | ||
15 | 2010.01.29 21:02 | s/l | 5 | 0.10 | 1.59902 | 1.59902 | 1.60029 | -3.70 | 9988.90 |
16 | 2010.02.05 20:55 | buy stop | 7 | 0.10 | 1.56120 | 1.56083 | 1.56210 | ||
17 | 2010.02.05 20:57 | sell stop | 8 | 0.10 | 1.55981 | 1.56018 | 1.55891 | ||
18 | 2010.02.05 21:10 | buy | 7 | 0.10 | 1.56120 | 1.56083 | 1.56210 | ||
19 | 2010.02.05 21:10 | delete | 8 | 0.10 | 1.55981 | 1.56018 | 1.55891 | ||
20 | 2010.02.05 21:15 | t/p | 7 | 0.10 | 1.56210 | 1.56083 | 1.56210 | 9.00 | 9997.90 |
21 | 2010.02.12 20:55 | buy stop | 9 | 0.10 | 1.56705 | 1.56668 | 1.56795 | ||
22 | 2010.02.12 20:57 | buy | 9 | 0.10 | 1.56705 | 1.56668 | 1.56795 | ||
23 | 2010.02.12 20:57 | sell stop | 10 | 0.10 | 1.56679 | 1.56716 | 1.56589 | ||
24 | 2010.02.12 20:57 | delete | 10 | 0.10 | 1.56679 | 1.56716 | 1.56589 | ||
25 | 2010.02.12 20:59 | s/l | 9 | 0.10 | 1.56668 | 1.56668 | 1.56795 | -3.70 | 9994.20 |
26 | 2010.02.19 20:55 | buy stop | 11 | 0.10 | 1.54769 | 1.54732 | 1.54859 | ||
27 | 2010.02.19 20:57 | sell stop | 12 | 0.10 | 1.54639 | 1.54676 | 1.54549 | ||
28 | 2010.02.19 20:59 | sell | 12 | 0.10 | 1.54639 | 1.54676 | 1.54549 | ||
29 | 2010.02.19 20:59 | delete | 11 | 0.10 | 1.54769 | 1.54732 | 1.54859 | ||
30 | 2010.02.19 21:10 | s/l | 12 | 0.10 | 1.54676 | 1.54676 | 1.54549 | -3.70 | 9990.50 |
31 | 2010.02.26 20:55 | buy stop | 13 | 0.10 | 1.52504 | 1.52467 | 1.52594 | ||
32 | 2010.02.26 20:57 | buy | 13 | 0.10 | 1.52504 | 1.52467 | 1.52594 | ||
33 | 2010.02.26 20:57 | sell stop | 14 | 0.10 | 1.52485 | 1.52522 | 1.52395 | ||
34 | 2010.02.26 20:57 | delete | 14 | 0.10 | 1.52485 | 1.52522 | 1.52395 | ||
35 | 2010.02.26 21:20 | s/l | 13 | 0.10 | 1.52467 | 1.52467 | 1.52594 | -3.70 | 9986.80 |