Strategy Tester Report
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 | maxLoss=100; maxYield=0.1; lTakeProfit=300; sTakeProfit=300; takeProfit=300; pr=300; stopLoss=0; magicEA=124; lTrailingStop=15; sTrailingStop=15; clOpenBuy=Black; clCloseBuy=Black; clOpenSell=Black; clCloseSell=Black; clModiBuy=Black; clModiSell=Black; Slippage=3; nameEA=""FarhadCrab6.mq4""; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 162.50 | Gross profit | 705.50 | Gross loss | -543.00 |
Profit factor | 1.30 | Expected payoff | 10.83 | ||
Absolute drawdown | 341.50 | Maximal drawdown | 873.00 (8.15%) | Relative drawdown | 8.15% (873.00) |
Total trades | 15 | Short positions (won %) | 5 (80.00%) | Long positions (won %) | 10 (100.00%) |
Profit trades (% of total) | 14 (93.33%) | Loss trades (% of total) | 1 (6.67%) | ||
Largest | profit trade | 102.00 | loss trade | -543.00 | |
Average | profit trade | 50.39 | loss trade | -543.00 | |
Maximum | consecutive wins (profit in money) | 14 (705.50) | consecutive losses (loss in money) | 1 (-543.00) | |
Maximal | consecutive profit (count of wins) | 705.50 (14) | consecutive loss (count of losses) | -543.00 (1) | |
Average | consecutive wins | 14 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.02.25 12:45 | buy | 1 | 1.00 | 1.53048 | 0.00000 | 1.53348 | ||
2 | 2010.02.25 13:02 | close | 1 | 1.00 | 1.53075 | 0.00000 | 1.53348 | 27.00 | 10027.00 |
3 | 2010.02.25 13:20 | buy | 2 | 1.00 | 1.52800 | 0.00000 | 1.53100 | ||
4 | 2010.02.25 13:27 | close | 2 | 1.00 | 1.52876 | 0.00000 | 1.53100 | 76.00 | 10103.00 |
5 | 2010.02.25 14:20 | buy | 3 | 1.00 | 1.52724 | 0.00000 | 1.53024 | ||
6 | 2010.02.25 14:22 | close | 3 | 1.00 | 1.52756 | 0.00000 | 1.53024 | 32.00 | 10135.00 |
7 | 2010.02.25 14:25 | buy | 4 | 1.00 | 1.52768 | 0.00000 | 1.53068 | ||
8 | 2010.02.25 14:27 | close | 4 | 1.00 | 1.52844 | 0.00000 | 1.53068 | 76.00 | 10211.00 |
9 | 2010.02.25 14:27 | buy | 5 | 1.00 | 1.52804 | 0.00000 | 1.53104 | ||
10 | 2010.02.25 14:37 | close | 5 | 1.00 | 1.52819 | 0.00000 | 1.53104 | 15.00 | 10226.00 |
11 | 2010.02.25 14:55 | buy | 6 | 1.00 | 1.52530 | 0.00000 | 1.52830 | ||
12 | 2010.02.25 14:57 | close | 6 | 1.00 | 1.52577 | 0.00000 | 1.52830 | 47.00 | 10273.00 |
13 | 2010.02.25 15:20 | sell | 7 | 1.00 | 1.52845 | 0.00000 | 1.52545 | ||
14 | 2010.02.25 15:27 | close | 7 | 1.00 | 1.52792 | 0.00000 | 1.52545 | 53.00 | 10326.00 |
15 | 2010.02.25 17:20 | buy | 8 | 1.00 | 1.52222 | 0.00000 | 1.52522 | ||
16 | 2010.02.25 17:22 | close | 8 | 1.00 | 1.52240 | 0.00000 | 1.52522 | 18.00 | 10344.00 |
17 | 2010.02.25 17:50 | buy | 9 | 1.00 | 1.51947 | 0.00000 | 1.52247 | ||
18 | 2010.02.25 17:57 | close | 9 | 1.00 | 1.52007 | 0.00000 | 1.52247 | 60.00 | 10404.00 |
19 | 2010.02.25 18:52 | sell | 10 | 1.00 | 1.52334 | 0.00000 | 1.52034 | ||
20 | 2010.02.25 19:20 | close | 10 | 1.00 | 1.52232 | 0.00000 | 1.52034 | 102.00 | 10506.00 |
21 | 2010.02.25 19:40 | sell | 11 | 1.00 | 1.52390 | 0.00000 | 1.52090 | ||
22 | 2010.02.26 12:45 | close | 11 | 1.00 | 1.52352 | 0.00000 | 1.52090 | 35.50 | 10541.50 |
23 | 2010.02.26 12:50 | buy | 12 | 1.00 | 1.52236 | 0.00000 | 1.52536 | ||
24 | 2010.02.26 12:57 | close | 12 | 1.00 | 1.52296 | 0.00000 | 1.52536 | 60.00 | 10601.50 |
25 | 2010.02.26 13:20 | sell | 13 | 1.00 | 1.52459 | 0.00000 | 1.52159 | ||
26 | 2010.02.26 13:27 | close | 13 | 1.00 | 1.52397 | 0.00000 | 1.52159 | 62.00 | 10663.50 |
27 | 2010.02.26 14:02 | buy | 14 | 1.00 | 1.51853 | 0.00000 | 1.52153 | ||
28 | 2010.02.26 14:10 | close | 14 | 1.00 | 1.51895 | 0.00000 | 1.52153 | 42.00 | 10705.50 |
29 | 2010.02.26 16:15 | sell | 15 | 1.00 | 1.51847 | 0.00000 | 1.51547 | ||
30 | 2010.02.26 22:59 | close at stop | 15 | 1.00 | 1.52390 | 0.00000 | 1.51547 | -543.00 | 10162.50 |