Strategy Tester Report
FrBestExp02_5_maloma_mod
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; map=25; mash=1; 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 | -2149.40 | Gross profit | 21212.60 | Gross loss | -23362.00 |
Profit factor | 0.91 | Expected payoff | -71.65 | ||
Absolute drawdown | 9229.40 | Maximal drawdown | 17542.90 (95.79%) | Relative drawdown | 95.79% (17542.90) |
Total trades | 30 | Short positions (won %) | 14 (92.86%) | Long positions (won %) | 16 (62.50%) |
Profit trades (% of total) | 23 (76.67%) | Loss trades (% of total) | 7 (23.33%) | ||
Largest | profit trade | 2500.00 | loss trade | -10000.00 | |
Average | profit trade | 922.29 | loss trade | -3337.43 | |
Maximum | consecutive wins (profit in money) | 11 (7395.50) | consecutive losses (loss in money) | 3 (-11531.00) | |
Maximal | consecutive profit (count of wins) | 7517.10 (9) | consecutive loss (count of losses) | -11531.00 (3) | |
Average | consecutive wins | 6 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.08 04:33 | buy | 1 | 1.00 | 1.59413 | 1.58413 | 1.60413 | ||
2 | 2010.01.08 07:20 | buy | 2 | 10.00 | 1.59583 | 1.58583 | 1.60583 | ||
3 | 2010.01.08 08:45 | close | 2 | 10.00 | 1.59670 | 1.58583 | 1.60583 | 870.00 | 10870.00 |
4 | 2010.01.08 08:45 | close | 1 | 1.00 | 1.59670 | 1.58413 | 1.60413 | 257.00 | 11127.00 |
5 | 2010.01.11 23:20 | sell | 3 | 1.00 | 1.60999 | 1.61999 | 1.59999 | ||
6 | 2010.01.12 01:50 | sell | 4 | 10.00 | 1.60798 | 1.61798 | 1.59798 | ||
7 | 2010.01.12 03:15 | close | 4 | 10.00 | 1.60729 | 1.61798 | 1.59798 | 690.00 | 11817.00 |
8 | 2010.01.12 03:15 | close | 3 | 1.00 | 1.60729 | 1.61999 | 1.59999 | 267.50 | 12084.50 |
9 | 2010.01.14 02:15 | sell | 5 | 1.00 | 1.62899 | 1.63899 | 1.61899 | ||
10 | 2010.01.14 07:20 | sell | 6 | 10.00 | 1.62708 | 1.63708 | 1.61708 | ||
11 | 2010.01.14 12:20 | close | 6 | 10.00 | 1.62636 | 1.63708 | 1.61708 | 720.00 | 12804.50 |
12 | 2010.01.14 12:20 | close | 5 | 1.00 | 1.62636 | 1.63899 | 1.61899 | 263.00 | 13067.50 |
13 | 2010.01.15 14:45 | sell | 7 | 1.00 | 1.62979 | 1.63979 | 1.61979 | ||
14 | 2010.01.15 16:15 | sell | 8 | 10.00 | 1.62739 | 1.63739 | 1.61739 | ||
15 | 2010.01.15 16:20 | close | 8 | 10.00 | 1.62643 | 1.63739 | 1.61739 | 960.00 | 14027.50 |
16 | 2010.01.15 16:20 | close | 7 | 1.00 | 1.62643 | 1.63979 | 1.61979 | 336.00 | 14363.50 |
17 | 2010.01.22 05:00 | buy | 9 | 1.00 | 1.62151 | 1.61151 | 1.63151 | ||
18 | 2010.01.22 07:20 | buy | 10 | 10.00 | 1.62363 | 1.61363 | 1.63363 | ||
19 | 2010.01.22 07:32 | close | 10 | 10.00 | 1.62403 | 1.61363 | 1.63363 | 400.00 | 14763.50 |
20 | 2010.01.22 07:32 | close | 9 | 1.00 | 1.62403 | 1.61151 | 1.63151 | 252.00 | 15015.50 |
21 | 2010.02.01 11:00 | buy | 11 | 1.00 | 1.59208 | 1.58208 | 1.60208 | ||
22 | 2010.02.01 11:15 | sell | 12 | 10.00 | 1.58841 | 1.59841 | 1.57841 | ||
23 | 2010.02.01 11:20 | close | 12 | 10.00 | 1.58603 | 1.59841 | 1.57841 | 2380.00 | 17395.50 |
24 | 2010.02.01 11:20 | close | 11 | 1.00 | 1.58583 | 1.58208 | 1.60208 | -625.00 | 16770.50 |
25 | 2010.02.04 06:00 | buy | 13 | 1.00 | 1.59039 | 1.58039 | 1.60039 | ||
26 | 2010.02.04 08:02 | sell | 14 | 10.00 | 1.58718 | 1.59718 | 1.57718 | ||
27 | 2010.02.04 10:20 | close | 14 | 10.00 | 1.58528 | 1.59718 | 1.57718 | 1900.00 | 18670.50 |
28 | 2010.02.04 10:20 | close | 13 | 1.00 | 1.58508 | 1.58039 | 1.60039 | -531.00 | 18139.50 |
29 | 2010.02.05 07:00 | buy | 15 | 1.00 | 1.57283 | 1.56283 | 1.58283 | ||
30 | 2010.02.05 08:20 | buy | 16 | 10.00 | 1.57477 | 1.56477 | 1.58477 | ||
31 | 2010.02.05 15:45 | s/l | 16 | 10.00 | 1.56477 | 1.56477 | 1.58477 | -10000.00 | 8139.50 |
32 | 2010.02.05 15:45 | sell | 17 | 10.00 | 1.56395 | 1.57395 | 1.55395 | ||
33 | 2010.02.05 15:50 | s/l | 15 | 1.00 | 1.56283 | 1.56283 | 1.58283 | -1000.00 | 7139.50 |
34 | 2010.02.05 15:50 | close | 17 | 10.00 | 1.56166 | 1.57395 | 1.55395 | 2290.00 | 9429.50 |
35 | 2010.02.08 02:00 | buy | 18 | 1.00 | 1.56199 | 1.55199 | 1.57199 | ||
36 | 2010.02.08 06:50 | sell | 19 | 10.00 | 1.55841 | 1.56841 | 1.54841 | ||
37 | 2010.02.08 07:16 | close | 19 | 10.00 | 1.55630 | 1.56841 | 1.54841 | 2110.00 | 11539.50 |
38 | 2010.02.08 07:16 | close | 18 | 1.00 | 1.55610 | 1.55199 | 1.57199 | -589.00 | 10950.50 |
39 | 2010.02.08 12:00 | buy | 20 | 1.00 | 1.55795 | 1.54795 | 1.56795 | ||
40 | 2010.02.08 13:20 | sell | 21 | 10.00 | 1.55490 | 1.56490 | 1.54490 | ||
41 | 2010.02.08 17:10 | s/l | 21 | 10.00 | 1.56490 | 1.56490 | 1.54490 | -10000.00 | 950.50 |
42 | 2010.02.09 17:50 | t/p | 20 | 1.00 | 1.56795 | 1.54795 | 1.56795 | 1000.10 | 1950.60 |
43 | 2010.02.11 15:00 | buy | 22 | 1.00 | 1.56104 | 1.55104 | 1.57104 | ||
44 | 2010.02.11 20:20 | t/p | 22 | 1.00 | 1.57104 | 1.55104 | 1.57104 | 1000.00 | 2950.60 |
45 | 2010.02.17 13:00 | sell | 23 | 1.00 | 1.57648 | 1.58648 | 1.56648 | ||
46 | 2010.02.17 16:50 | sell | 24 | 10.00 | 1.57054 | 1.58054 | 1.56054 | ||
47 | 2010.02.17 17:15 | close | 24 | 10.00 | 1.57041 | 1.58054 | 1.56054 | 130.00 | 3080.60 |
48 | 2010.02.17 17:15 | close | 23 | 1.00 | 1.57041 | 1.58648 | 1.56648 | 607.00 | 3687.60 |
49 | 2010.02.18 18:45 | buy | 25 | 1.00 | 1.55946 | 1.54946 | 1.56946 | ||
50 | 2010.02.18 19:45 | buy | 26 | 10.00 | 1.56194 | 1.55194 | 1.57194 | ||
51 | 2010.02.18 19:50 | close | 26 | 10.00 | 1.56275 | 1.55194 | 1.57194 | 810.00 | 4497.60 |
52 | 2010.02.18 19:50 | close | 25 | 1.00 | 1.56275 | 1.54946 | 1.56946 | 329.00 | 4826.60 |
53 | 2010.02.26 10:02 | buy | 27 | 1.00 | 1.52780 | 1.51780 | 1.53780 | ||
54 | 2010.02.26 10:15 | buy | 28 | 10.00 | 1.53019 | 1.52019 | 1.54019 | ||
55 | 2010.02.26 10:20 | close | 28 | 10.00 | 1.53101 | 1.52019 | 1.54019 | 820.00 | 5646.60 |
56 | 2010.02.26 10:20 | close | 27 | 1.00 | 1.53101 | 1.51780 | 1.53780 | 321.00 | 5967.60 |
57 | 2010.02.26 10:22 | buy | 29 | 1.00 | 1.53053 | 1.52053 | 1.54053 | ||
58 | 2010.02.26 10:45 | sell | 30 | 10.00 | 1.52706 | 1.53706 | 1.51706 | ||
59 | 2010.02.26 10:50 | close | 30 | 10.00 | 1.52456 | 1.53706 | 1.51706 | 2500.00 | 8467.60 |
60 | 2010.02.26 10:50 | close | 29 | 1.00 | 1.52436 | 1.52053 | 1.54053 | -617.00 | 7850.60 |