Strategy Tester Report
Firebird_ v057
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 | MA_length=10; Percent=0.7; TradeOnFriday=1; MAtype=1; slip=100; Lots=1; TakeProfit=30; Stoploss=200; PipStep=30; IncreasementType=0; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 150.00 | Gross profit | 150.00 | Gross loss | 0.00 |
Profit factor | Expected payoff | 30.00 | |||
Absolute drawdown | 106.00 | Maximal drawdown | 136.00 (1.36%) | Relative drawdown | 1.36% (136.00) |
Total trades | 5 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 5 (100.00%) |
Profit trades (% of total) | 5 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
Largest | profit trade | 30.00 | loss trade | 0.00 | |
Average | profit trade | 30.00 | loss trade | 0.00 | |
Maximum | consecutive wins (profit in money) | 5 (150.00) | consecutive losses (loss in money) | 0 (0.00) | |
Maximal | consecutive profit (count of wins) | 150.00 (5) | consecutive loss (count of losses) | 0.00 (0) | |
Average | consecutive wins | 5 | consecutive losses | 0 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.02.19 00:50 | buy | 1 | 1.00 | 1.54114 | 1.53914 | 1.54144 | ||
2 | 2010.02.19 00:52 | t/p | 1 | 1.00 | 1.54144 | 1.53914 | 1.54144 | 30.00 | 10030.00 |
3 | 2010.02.19 00:52 | buy | 2 | 1.00 | 1.54274 | 1.54074 | 1.54304 | ||
4 | 2010.02.19 00:55 | buy | 3 | 1.00 | 1.54194 | 1.53994 | 1.54224 | ||
5 | 2010.02.19 00:57 | t/p | 2 | 1.00 | 1.54304 | 1.54074 | 1.54304 | 30.00 | 10060.00 |
6 | 2010.02.19 00:57 | t/p | 3 | 1.00 | 1.54224 | 1.53994 | 1.54224 | 30.00 | 10090.00 |
7 | 2010.02.19 00:59 | buy | 4 | 1.00 | 1.54312 | 1.54112 | 1.54342 | ||
8 | 2010.02.19 01:07 | buy | 5 | 1.00 | 1.54238 | 1.54038 | 1.54268 | ||
9 | 2010.02.19 01:10 | t/p | 4 | 1.00 | 1.54342 | 1.54112 | 1.54342 | 30.00 | 10120.00 |
10 | 2010.02.19 01:10 | t/p | 5 | 1.00 | 1.54268 | 1.54038 | 1.54268 | 30.00 | 10150.00 |