Strategy Tester Report
FarhadHill1
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=0.1; MaxLots=100; MACD_Price=1; UseMA_Cross=false; MA_SlowPeriod=21; MA_FastPeriod=2; MA_Shift=1; MA_Mode=2; MA_Price=5; MomentumPeriod=14; MomentumPrice=1; MomentumHigh=100; MomentumLow=100; Stoch_Mode=0; StochPrice=0; StochHigh=60; StochLow=35; SignalCandle=0; SignalTimeFrame=15; StopLoss=0; UseTrailingStop=false; TrailingStopType=2; TrailingStop=15; FirstMove=20; TrailingStop1=20; SecondMove=30; TrailingStop2=20; ThirdMove=50; TrailingStop3=20; TakeProfit=20; MarginCutoff=300; Slippage=3; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 28.00 | Gross profit | 28.00 | Gross loss | 0.00 |
Profit factor | Expected payoff | 2.00 | |||
Absolute drawdown | 90.30 | Maximal drawdown | 92.20 (0.92%) | Relative drawdown | 0.92% (92.20) |
Total trades | 14 | Short positions (won %) | 6 (100.00%) | Long positions (won %) | 8 (100.00%) |
Profit trades (% of total) | 14 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
Largest | profit trade | 2.00 | loss trade | 0.00 | |
Average | profit trade | 2.00 | loss trade | 0.00 | |
Maximum | consecutive wins (profit in money) | 14 (28.00) | consecutive losses (loss in money) | 0 (0.00) | |
Maximal | consecutive profit (count of wins) | 28.00 (14) | consecutive loss (count of losses) | 0.00 (0) | |
Average | consecutive wins | 14 | consecutive losses | 0 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.07 07:40 | buy | 1 | 0.10 | 1.59856 | 0.00000 | 1.59876 | ||
2 | 2010.01.08 09:20 | t/p | 1 | 0.10 | 1.59876 | 0.00000 | 1.59876 | 2.00 | 10002.00 |
3 | 2010.01.08 14:22 | buy | 2 | 0.10 | 1.60034 | 0.00000 | 1.60054 | ||
4 | 2010.01.08 14:27 | t/p | 2 | 0.10 | 1.60054 | 0.00000 | 1.60054 | 2.00 | 10004.00 |
5 | 2010.01.13 02:57 | buy | 3 | 0.10 | 1.61538 | 0.00000 | 1.61558 | ||
6 | 2010.01.13 02:59 | t/p | 3 | 0.10 | 1.61558 | 0.00000 | 1.61558 | 2.00 | 10006.00 |
7 | 2010.01.21 01:57 | sell | 4 | 0.10 | 1.62921 | 0.00000 | 1.62901 | ||
8 | 2010.01.21 01:59 | t/p | 4 | 0.10 | 1.62901 | 0.00000 | 1.62901 | 2.00 | 10008.00 |
9 | 2010.01.21 12:57 | buy | 5 | 0.10 | 1.61456 | 0.00000 | 1.61476 | ||
10 | 2010.01.21 12:59 | t/p | 5 | 0.10 | 1.61476 | 0.00000 | 1.61476 | 2.00 | 10010.00 |
11 | 2010.01.21 16:20 | sell | 6 | 0.10 | 1.61928 | 0.00000 | 1.61908 | ||
12 | 2010.01.21 16:45 | t/p | 6 | 0.10 | 1.61908 | 0.00000 | 1.61908 | 2.00 | 10012.00 |
13 | 2010.01.25 11:22 | sell | 7 | 0.10 | 1.61507 | 0.00000 | 1.61487 | ||
14 | 2010.01.25 12:50 | t/p | 7 | 0.10 | 1.61487 | 0.00000 | 1.61487 | 2.00 | 10014.00 |
15 | 2010.01.28 02:59 | sell | 8 | 0.10 | 1.61710 | 0.00000 | 1.61690 | ||
16 | 2010.01.28 03:02 | t/p | 8 | 0.10 | 1.61690 | 0.00000 | 1.61690 | 2.00 | 10016.00 |
17 | 2010.01.29 01:27 | sell | 9 | 0.10 | 1.61234 | 0.00000 | 1.61214 | ||
18 | 2010.01.29 01:27 | t/p | 9 | 0.10 | 1.61214 | 0.00000 | 1.61214 | 2.00 | 10018.00 |
19 | 2010.02.03 10:27 | sell | 10 | 0.10 | 1.60449 | 0.00000 | 1.60429 | ||
20 | 2010.02.03 10:27 | t/p | 10 | 0.10 | 1.60429 | 0.00000 | 1.60429 | 2.00 | 10020.00 |
21 | 2010.02.05 20:16 | buy | 11 | 0.10 | 1.56085 | 0.00000 | 1.56105 | ||
22 | 2010.02.05 21:10 | t/p | 11 | 0.10 | 1.56105 | 0.00000 | 1.56105 | 2.00 | 10022.00 |
23 | 2010.02.10 05:30 | buy | 12 | 0.10 | 1.56713 | 0.00000 | 1.56733 | ||
24 | 2010.02.10 05:45 | t/p | 12 | 0.10 | 1.56733 | 0.00000 | 1.56733 | 2.00 | 10024.00 |
25 | 2010.02.16 12:52 | buy | 13 | 0.10 | 1.56954 | 0.00000 | 1.56974 | ||
26 | 2010.02.16 12:59 | t/p | 13 | 0.10 | 1.56974 | 0.00000 | 1.56974 | 2.00 | 10026.00 |
27 | 2010.02.22 08:27 | buy | 14 | 0.10 | 1.54707 | 0.00000 | 1.54727 | ||
28 | 2010.02.22 08:27 | t/p | 14 | 0.10 | 1.54727 | 0.00000 | 1.54727 | 2.00 | 10028.00 |