Strategy Tester Report
Expert_Ichimoku
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 | Magic=5675; Orders=5; StopLoss=50; TakeProfit=100; ___=""Ïàðàìåòðû"; Tenkan=5; Kijun=10; Senkou=20; LipsPeriod=5; LipsShift=3; ____=""Ïàðàìåòðû"; UseTrailing=false; lMinProfit=40; lTrailingStop=50; lTrailingStep=5; sMinProfit=40; sTrailingStop=50; sTrailingStep=5; ______=""Ïàðàìåòðû"; Lots=0.01; MoneyManagement=true; MarginPercent=3; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -195.00 | Gross profit | 210.00 | Gross loss | -405.00 |
Profit factor | 0.52 | Expected payoff | -5.74 | ||
Absolute drawdown | 225.00 | Maximal drawdown | 252.30 (2.52%) | Relative drawdown | 2.52% (252.30) |
Total trades | 34 | Short positions (won %) | 19 (26.32%) | Long positions (won %) | 15 (13.33%) |
Profit trades (% of total) | 7 (20.59%) | Loss trades (% of total) | 27 (79.41%) | ||
Largest | profit trade | 30.00 | loss trade | -15.00 | |
Average | profit trade | 30.00 | loss trade | -15.00 | |
Maximum | consecutive wins (profit in money) | 2 (60.00) | consecutive losses (loss in money) | 10 (-150.00) | |
Maximal | consecutive profit (count of wins) | 60.00 (2) | consecutive loss (count of losses) | -150.00 (10) | |
Average | consecutive wins | 1 | consecutive losses | 5 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.05 08:00 | buy | 1 | 0.30 | 1.61509 | 0.00000 | 0.00000 | ||
2 | 2010.01.05 08:00 | modify | 1 | 0.30 | 1.61509 | 1.61459 | 1.61609 | ||
3 | 2010.01.05 08:10 | s/l | 1 | 0.30 | 1.61459 | 1.61459 | 1.61609 | -15.00 | 9985.00 |
4 | 2010.01.05 22:00 | sell | 2 | 0.30 | 1.59945 | 0.00000 | 0.00000 | ||
5 | 2010.01.05 22:00 | modify | 2 | 0.30 | 1.59945 | 1.59995 | 1.59845 | ||
6 | 2010.01.05 22:20 | s/l | 2 | 0.30 | 1.59995 | 1.59995 | 1.59845 | -15.00 | 9970.00 |
7 | 2010.01.06 16:00 | sell | 3 | 0.30 | 1.59468 | 0.00000 | 0.00000 | ||
8 | 2010.01.06 16:00 | modify | 3 | 0.30 | 1.59468 | 1.59518 | 1.59368 | ||
9 | 2010.01.06 16:05 | s/l | 3 | 0.30 | 1.59518 | 1.59518 | 1.59368 | -15.00 | 9955.00 |
10 | 2010.01.07 07:00 | sell | 4 | 0.30 | 1.59735 | 0.00000 | 0.00000 | ||
11 | 2010.01.07 07:00 | modify | 4 | 0.30 | 1.59735 | 1.59785 | 1.59635 | ||
12 | 2010.01.07 07:20 | t/p | 4 | 0.30 | 1.59635 | 1.59785 | 1.59635 | 30.00 | 9985.00 |
13 | 2010.01.08 09:00 | buy | 5 | 0.30 | 1.59713 | 0.00000 | 0.00000 | ||
14 | 2010.01.08 09:00 | modify | 5 | 0.30 | 1.59713 | 1.59663 | 1.59813 | ||
15 | 2010.01.08 09:02 | s/l | 5 | 0.30 | 1.59663 | 1.59663 | 1.59813 | -15.00 | 9970.00 |
16 | 2010.01.11 01:00 | buy | 6 | 0.30 | 1.60880 | 0.00000 | 0.00000 | ||
17 | 2010.01.11 01:00 | modify | 6 | 0.30 | 1.60880 | 1.60830 | 1.60980 | ||
18 | 2010.01.11 01:02 | t/p | 6 | 0.30 | 1.60980 | 1.60830 | 1.60980 | 30.00 | 10000.00 |
19 | 2010.01.13 08:00 | buy | 7 | 0.30 | 1.62148 | 0.00000 | 0.00000 | ||
20 | 2010.01.13 08:00 | modify | 7 | 0.30 | 1.62148 | 1.62098 | 1.62248 | ||
21 | 2010.01.13 08:20 | s/l | 7 | 0.30 | 1.62098 | 1.62098 | 1.62248 | -15.00 | 9985.00 |
22 | 2010.01.14 01:00 | buy | 8 | 0.30 | 1.62823 | 0.00000 | 0.00000 | ||
23 | 2010.01.14 01:00 | modify | 8 | 0.30 | 1.62823 | 1.62773 | 1.62923 | ||
24 | 2010.01.14 01:20 | s/l | 8 | 0.30 | 1.62773 | 1.62773 | 1.62923 | -15.00 | 9970.00 |
25 | 2010.01.14 19:00 | buy | 9 | 0.30 | 1.63214 | 0.00000 | 0.00000 | ||
26 | 2010.01.14 19:00 | modify | 9 | 0.30 | 1.63214 | 1.63164 | 1.63314 | ||
27 | 2010.01.14 19:07 | s/l | 9 | 0.30 | 1.63164 | 1.63164 | 1.63314 | -15.00 | 9955.00 |
28 | 2010.01.15 08:00 | buy | 10 | 0.30 | 1.63452 | 0.00000 | 0.00000 | ||
29 | 2010.01.15 08:00 | modify | 10 | 0.30 | 1.63452 | 1.63402 | 1.63552 | ||
30 | 2010.01.15 08:05 | s/l | 10 | 0.30 | 1.63402 | 1.63402 | 1.63552 | -15.00 | 9940.00 |
31 | 2010.01.15 12:00 | sell | 11 | 0.30 | 1.62857 | 0.00000 | 0.00000 | ||
32 | 2010.01.15 12:00 | modify | 11 | 0.30 | 1.62857 | 1.62907 | 1.62757 | ||
33 | 2010.01.15 12:02 | s/l | 11 | 0.30 | 1.62907 | 1.62907 | 1.62757 | -15.00 | 9925.00 |
34 | 2010.01.18 22:00 | buy | 12 | 0.30 | 1.63356 | 0.00000 | 0.00000 | ||
35 | 2010.01.18 22:00 | modify | 12 | 0.30 | 1.63356 | 1.63306 | 1.63456 | ||
36 | 2010.01.18 22:10 | s/l | 12 | 0.30 | 1.63306 | 1.63306 | 1.63456 | -15.00 | 9910.00 |
37 | 2010.01.21 07:00 | sell | 13 | 0.30 | 1.62623 | 0.00000 | 0.00000 | ||
38 | 2010.01.21 07:00 | modify | 13 | 0.30 | 1.62623 | 1.62673 | 1.62523 | ||
39 | 2010.01.21 07:10 | s/l | 13 | 0.30 | 1.62673 | 1.62673 | 1.62523 | -15.00 | 9895.00 |
40 | 2010.01.22 08:00 | buy | 14 | 0.30 | 1.62233 | 0.00000 | 0.00000 | ||
41 | 2010.01.22 08:00 | modify | 14 | 0.30 | 1.62233 | 1.62183 | 1.62333 | ||
42 | 2010.01.22 08:10 | s/l | 14 | 0.30 | 1.62183 | 1.62183 | 1.62333 | -15.00 | 9880.00 |
43 | 2010.01.22 15:00 | sell | 15 | 0.30 | 1.61018 | 0.00000 | 0.00000 | ||
44 | 2010.01.22 15:00 | modify | 15 | 0.30 | 1.61018 | 1.61068 | 1.60918 | ||
45 | 2010.01.22 15:02 | s/l | 15 | 0.30 | 1.61068 | 1.61068 | 1.60918 | -15.00 | 9865.00 |
46 | 2010.01.25 03:00 | sell | 16 | 0.30 | 1.61034 | 0.00000 | 0.00000 | ||
47 | 2010.01.25 03:00 | modify | 16 | 0.30 | 1.61034 | 1.61084 | 1.60934 | ||
48 | 2010.01.25 03:10 | s/l | 16 | 0.30 | 1.61084 | 1.61084 | 1.60934 | -15.00 | 9850.00 |
49 | 2010.01.26 15:00 | sell | 17 | 0.30 | 1.61060 | 0.00000 | 0.00000 | ||
50 | 2010.01.26 15:00 | modify | 17 | 0.30 | 1.61060 | 1.61110 | 1.60960 | ||
51 | 2010.01.26 15:07 | t/p | 17 | 0.30 | 1.60960 | 1.61110 | 1.60960 | 30.00 | 9880.00 |
52 | 2010.01.27 02:00 | sell | 18 | 0.30 | 1.61300 | 0.00000 | 0.00000 | ||
53 | 2010.01.27 02:00 | modify | 18 | 0.30 | 1.61300 | 1.61350 | 1.61200 | ||
54 | 2010.01.27 02:10 | s/l | 18 | 0.30 | 1.61350 | 1.61350 | 1.61200 | -15.00 | 9865.00 |
55 | 2010.01.28 04:00 | buy | 19 | 0.30 | 1.62074 | 0.00000 | 0.00000 | ||
56 | 2010.01.28 04:00 | modify | 19 | 0.30 | 1.62074 | 1.62024 | 1.62174 | ||
57 | 2010.01.28 04:07 | s/l | 19 | 0.30 | 1.62024 | 1.62024 | 1.62174 | -15.00 | 9850.00 |
58 | 2010.01.28 17:00 | sell | 20 | 0.30 | 1.61352 | 0.00000 | 0.00000 | ||
59 | 2010.01.28 17:00 | modify | 20 | 0.30 | 1.61352 | 1.61402 | 1.61252 | ||
60 | 2010.01.28 17:10 | s/l | 20 | 0.30 | 1.61402 | 1.61402 | 1.61252 | -15.00 | 9835.00 |
61 | 2010.01.29 15:00 | sell | 21 | 0.30 | 1.60560 | 0.00000 | 0.00000 | ||
62 | 2010.01.29 15:00 | modify | 21 | 0.30 | 1.60560 | 1.60610 | 1.60460 | ||
63 | 2010.01.29 15:07 | s/l | 21 | 0.30 | 1.60610 | 1.60610 | 1.60460 | -15.00 | 9820.00 |
64 | 2010.02.02 16:00 | buy | 22 | 0.30 | 1.59520 | 0.00000 | 0.00000 | ||
65 | 2010.02.02 16:00 | modify | 22 | 0.30 | 1.59520 | 1.59470 | 1.59620 | ||
66 | 2010.02.02 16:02 | s/l | 22 | 0.30 | 1.59470 | 1.59470 | 1.59620 | -15.00 | 9805.00 |
67 | 2010.02.04 08:00 | sell | 23 | 0.30 | 1.58803 | 0.00000 | 0.00000 | ||
68 | 2010.02.04 08:00 | modify | 23 | 0.30 | 1.58803 | 1.58853 | 1.58703 | ||
69 | 2010.02.04 08:07 | t/p | 23 | 0.30 | 1.58703 | 1.58853 | 1.58703 | 30.00 | 9835.00 |
70 | 2010.02.05 16:00 | sell | 24 | 0.30 | 1.56376 | 0.00000 | 0.00000 | ||
71 | 2010.02.05 16:00 | modify | 24 | 0.30 | 1.56376 | 1.56426 | 1.56276 | ||
72 | 2010.02.05 16:02 | s/l | 24 | 0.30 | 1.56426 | 1.56426 | 1.56276 | -15.00 | 9820.00 |
73 | 2010.02.08 07:00 | sell | 25 | 0.30 | 1.55919 | 0.00000 | 0.00000 | ||
74 | 2010.02.08 07:00 | modify | 25 | 0.30 | 1.55919 | 1.55969 | 1.55819 | ||
75 | 2010.02.08 07:10 | t/p | 25 | 0.30 | 1.55819 | 1.55969 | 1.55819 | 30.00 | 9850.00 |
76 | 2010.02.09 18:00 | buy | 26 | 0.30 | 1.56778 | 0.00000 | 0.00000 | ||
77 | 2010.02.09 18:00 | modify | 26 | 0.30 | 1.56778 | 1.56728 | 1.56878 | ||
78 | 2010.02.09 18:10 | t/p | 26 | 0.30 | 1.56878 | 1.56728 | 1.56878 | 30.00 | 9880.00 |
79 | 2010.02.10 17:00 | sell | 27 | 0.30 | 1.55877 | 0.00000 | 0.00000 | ||
80 | 2010.02.10 17:00 | modify | 27 | 0.30 | 1.55877 | 1.55927 | 1.55777 | ||
81 | 2010.02.10 17:02 | s/l | 27 | 0.30 | 1.55927 | 1.55927 | 1.55777 | -15.00 | 9865.00 |
82 | 2010.02.12 07:00 | buy | 28 | 0.30 | 1.56966 | 0.00000 | 0.00000 | ||
83 | 2010.02.12 07:00 | modify | 28 | 0.30 | 1.56966 | 1.56916 | 1.57066 | ||
84 | 2010.02.12 07:20 | s/l | 28 | 0.30 | 1.56916 | 1.56916 | 1.57066 | -15.00 | 9850.00 |
85 | 2010.02.16 04:00 | buy | 29 | 0.30 | 1.56837 | 0.00000 | 0.00000 | ||
86 | 2010.02.16 04:00 | modify | 29 | 0.30 | 1.56837 | 1.56787 | 1.56937 | ||
87 | 2010.02.16 04:02 | s/l | 29 | 0.30 | 1.56787 | 1.56787 | 1.56937 | -15.00 | 9835.00 |
88 | 2010.02.18 13:00 | sell | 30 | 0.30 | 1.55929 | 0.00000 | 0.00000 | ||
89 | 2010.02.18 13:00 | modify | 30 | 0.30 | 1.55929 | 1.55979 | 1.55829 | ||
90 | 2010.02.18 13:15 | s/l | 30 | 0.30 | 1.55979 | 1.55979 | 1.55829 | -15.00 | 9820.00 |
91 | 2010.02.18 21:00 | sell | 31 | 0.30 | 1.56210 | 0.00000 | 0.00000 | ||
92 | 2010.02.18 21:00 | modify | 31 | 0.30 | 1.56210 | 1.56260 | 1.56110 | ||
93 | 2010.02.18 21:02 | s/l | 31 | 0.30 | 1.56260 | 1.56260 | 1.56110 | -15.00 | 9805.00 |
94 | 2010.02.22 16:00 | buy | 32 | 0.30 | 1.54868 | 0.00000 | 0.00000 | ||
95 | 2010.02.22 16:00 | modify | 32 | 0.30 | 1.54868 | 1.54818 | 1.54968 | ||
96 | 2010.02.22 16:02 | s/l | 32 | 0.30 | 1.54818 | 1.54818 | 1.54968 | -15.00 | 9790.00 |
97 | 2010.02.25 07:00 | sell | 33 | 0.30 | 1.53323 | 0.00000 | 0.00000 | ||
98 | 2010.02.25 07:00 | modify | 33 | 0.30 | 1.53323 | 1.53373 | 1.53223 | ||
99 | 2010.02.25 07:02 | s/l | 33 | 0.30 | 1.53373 | 1.53373 | 1.53223 | -15.00 | 9775.00 |
100 | 2010.02.26 16:00 | sell | 34 | 0.30 | 1.51708 | 0.00000 | 0.00000 | ||
101 | 2010.02.26 16:00 | modify | 34 | 0.30 | 1.51708 | 1.51758 | 1.51608 | ||
102 | 2010.02.26 16:02 | t/p | 34 | 0.30 | 1.51608 | 1.51758 | 1.51608 | 30.00 | 9805.00 |