Strategy Tester Report
Farhad_hill_version_2
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 | AccountIsMini=false; MoneyManagement=false; TradeSizePercent=5; Lots=1; MaxLots=100; StopLoss=0; TrailingStop=15; UseTrailingStop=true; TrailingStopType=2; FirstMove=20; TrailingStop1=20; SecondMove=30; TrailingStop2=20; ThirdMove=40; TrailingStop3=20; TakeProfit=20; MarginCutoff=300; Slippage=3; UseMACD=true; MACD_Price=1; UseMA_Cross=false; MA_SlowPeriod=21; MA_FastPeriod=2; MA_Shift=1; MA_Mode=2; MA_Price=5; UseMomentum=true; UsePSAR=true; MomentumPeriod=14; MomentumPrice=1; MomentumHigh=100; MomentumLow=100; UseStochLevel=true; Stoch_Mode=0; StochPrice=0; StochHigh=60; StochLow=35; UseStochCross=false; SignalCandle=0; SignalTimeFrame=0; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 120.00 | Gross profit | 120.00 | Gross loss | 0.00 |
Profit factor | Expected payoff | 20.00 | |||
Absolute drawdown | 210.00 | Maximal drawdown | 310.00 (3.07%) | Relative drawdown | 3.07% (310.00) |
Total trades | 6 | Short positions (won %) | 4 (100.00%) | Long positions (won %) | 2 (100.00%) |
Profit trades (% of total) | 6 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
Largest | profit trade | 20.00 | loss trade | 0.00 | |
Average | profit trade | 20.00 | loss trade | 0.00 | |
Maximum | consecutive wins (profit in money) | 6 (120.00) | consecutive losses (loss in money) | 0 (0.00) | |
Maximal | consecutive profit (count of wins) | 120.00 (6) | consecutive loss (count of losses) | 0.00 (0) | |
Average | consecutive wins | 6 | consecutive losses | 0 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.08 14:35 | sell | 1 | 1.00 | 1.60251 | 0.00000 | 1.60231 | ||
2 | 2010.01.08 14:37 | t/p | 1 | 1.00 | 1.60231 | 0.00000 | 1.60231 | 20.00 | 10020.00 |
3 | 2010.01.22 02:40 | sell | 2 | 1.00 | 1.62028 | 0.00000 | 1.62008 | ||
4 | 2010.01.22 04:20 | t/p | 2 | 1.00 | 1.62008 | 0.00000 | 1.62008 | 20.00 | 10040.00 |
5 | 2010.01.26 03:40 | sell | 3 | 1.00 | 1.62434 | 0.00000 | 1.62414 | ||
6 | 2010.01.26 03:50 | t/p | 3 | 1.00 | 1.62414 | 0.00000 | 1.62414 | 20.00 | 10060.00 |
7 | 2010.02.01 06:20 | buy | 4 | 1.00 | 1.59614 | 0.00000 | 1.59634 | ||
8 | 2010.02.01 08:10 | t/p | 4 | 1.00 | 1.59634 | 0.00000 | 1.59634 | 20.00 | 10080.00 |
9 | 2010.02.04 23:16 | buy | 5 | 1.00 | 1.57729 | 0.00000 | 1.57749 | ||
10 | 2010.02.05 01:20 | t/p | 5 | 1.00 | 1.57749 | 0.00000 | 1.57749 | 20.00 | 10100.00 |
11 | 2010.02.12 09:00 | sell | 6 | 1.00 | 1.57154 | 0.00000 | 1.57134 | ||
12 | 2010.02.12 09:32 | t/p | 6 | 1.00 | 1.57134 | 0.00000 | 1.57134 | 20.00 | 10120.00 |