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 | Lots=1; Stop_Loss=1000; Take_Profit=1000; Trailing_Stop=0; Vlim=50; fper=12; sper=26; sigper=9; stop=300; hedg=1; kh=10; lok=0; rpr=1; ttime=900; hstop=-3000; | ||||
| Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -9330.00 | Gross profit | 1470.00 | Gross loss | -10800.00 |
| Profit factor | 0.14 | Expected payoff | -2332.50 | ||
| Absolute drawdown | 9330.00 | Maximal drawdown | 10659.00 (94.09%) | Relative drawdown | 94.09% (10659.00) |
| Total trades | 4 | Short positions (won %) | 1 (0.00%) | Long positions (won %) | 3 (33.33%) |
| Profit trades (% of total) | 1 (25.00%) | Loss trades (% of total) | 3 (75.00%) | ||
| Largest | profit trade | 1470.00 | loss trade | -9580.00 | |
| Average | profit trade | 1470.00 | loss trade | -3600.00 | |
| Maximum | consecutive wins (profit in money) | 1 (1470.00) | consecutive losses (loss in money) | 3 (-10800.00) | |
| Maximal | consecutive profit (count of wins) | 1470.00 (1) | consecutive loss (count of losses) | -10800.00 (3) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.05 02:20 | sell | 1 | 1.00 | 1.60652 | 1.61652 | 1.59652 | ||
| 2 | 2010.01.05 03:20 | buy | 2 | 10.00 | 1.60977 | 1.59977 | 1.61977 | ||
| 3 | 2010.01.05 05:32 | close | 2 | 10.00 | 1.61124 | 1.59977 | 1.61977 | 1470.00 | 11470.00 |
| 4 | 2010.01.05 05:32 | close | 1 | 1.00 | 1.61180 | 1.61652 | 1.59652 | -528.00 | 10942.00 |
| 5 | 2010.01.07 01:05 | buy | 3 | 1.00 | 1.60302 | 1.59302 | 1.61302 | ||
| 6 | 2010.01.07 01:20 | buy | 4 | 10.00 | 1.60568 | 1.59568 | 1.61568 | ||
| 7 | 2010.01.07 07:20 | close at stop | 4 | 10.00 | 1.59610 | 1.59568 | 1.61568 | -9580.00 | 1362.00 |
| 8 | 2010.01.07 07:20 | close at stop | 3 | 1.00 | 1.59610 | 1.59302 | 1.61302 | -692.00 | 670.00 |