Strategy Tester Report
FT_BillWillams_Trader
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 | FT1="------Настройки фрактала:----------"; CountBarsFractal=5; ClassicFractal=1; MaxDistance=1000; FT2="------Настройки типа пробоя фрактала:----------"; indent=1; TypeEntry=2; RedContol=1; FT3="------Настройки аллигатора:----------"; jaw_period=13; jaw_shift=8; teeth_period=8; teeth_shift=5; lips_period=5; lips_shift=3; ma_method=0; applied_price=4; FT4="-------Настройки контроля тренда по аллигатору:----------"; TrendAligControl=0; jaw_teeth_distense=10; teeth_lips_distense=10; FT5="-------Настройки контроля закрытия сделки:----------"; CloseDropTeeth=2; CloseReversSignal=2; FT6="-------Настройки сопровождения StopLoss сделки:----------"; TrailingGragus=1; smaperugol=5; raznica=5; FT7="-------Настройки StopLoss и TakeProfit ибьема сделки:----------"; StopLoss=50; TakeProfit=50; Lots=0.1; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -51.80 | Gross profit | 13.50 | Gross loss | -65.30 |
Profit factor | 0.21 | Expected payoff | -3.45 | ||
Absolute drawdown | 52.80 | Maximal drawdown | 52.80 (0.53%) | Relative drawdown | 0.53% (52.80) |
Total trades | 15 | Short positions (won %) | 11 (27.27%) | Long positions (won %) | 4 (0.00%) |
Profit trades (% of total) | 3 (20.00%) | Loss trades (% of total) | 12 (80.00%) | ||
Largest | profit trade | 4.50 | loss trade | -5.50 | |
Average | profit trade | 4.50 | loss trade | -5.44 | |
Maximum | consecutive wins (profit in money) | 2 (9.00) | consecutive losses (loss in money) | 8 (-43.40) | |
Maximal | consecutive profit (count of wins) | 9.00 (2) | consecutive loss (count of losses) | -43.40 (8) | |
Average | consecutive wins | 2 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 23:00 | sell | 1 | 0.10 | 1.60815 | 1.60870 | 1.60770 | ||
2 | 2010.01.04 23:10 | s/l | 1 | 0.10 | 1.60870 | 1.60870 | 1.60770 | -5.50 | 9994.50 |
3 | 2010.01.05 10:00 | sell | 2 | 0.10 | 1.60436 | 1.60490 | 1.60390 | ||
4 | 2010.01.05 10:10 | s/l | 2 | 0.10 | 1.60490 | 1.60490 | 1.60390 | -5.40 | 9989.10 |
5 | 2010.01.07 07:00 | sell | 3 | 0.10 | 1.59735 | 1.59790 | 1.59690 | ||
6 | 2010.01.07 07:15 | t/p | 3 | 0.10 | 1.59690 | 1.59790 | 1.59690 | 4.50 | 9993.60 |
7 | 2010.01.08 09:00 | buy | 4 | 0.10 | 1.59724 | 1.59670 | 1.59770 | ||
8 | 2010.01.08 09:02 | s/l | 4 | 0.10 | 1.59670 | 1.59670 | 1.59770 | -5.40 | 9988.20 |
9 | 2010.01.12 11:00 | buy | 5 | 0.10 | 1.61374 | 1.61320 | 1.61420 | ||
10 | 2010.01.12 11:02 | s/l | 5 | 0.10 | 1.61320 | 1.61320 | 1.61420 | -5.40 | 9982.80 |
11 | 2010.01.12 17:00 | buy | 6 | 0.10 | 1.61924 | 1.61870 | 1.61970 | ||
12 | 2010.01.12 17:05 | s/l | 6 | 0.10 | 1.61870 | 1.61870 | 1.61970 | -5.40 | 9977.40 |
13 | 2010.01.15 17:00 | sell | 7 | 0.10 | 1.62545 | 1.62600 | 1.62500 | ||
14 | 2010.01.15 17:03 | s/l | 7 | 0.10 | 1.62600 | 1.62600 | 1.62500 | -5.50 | 9971.90 |
15 | 2010.01.22 08:00 | buy | 8 | 0.10 | 1.62244 | 1.62190 | 1.62290 | ||
16 | 2010.01.22 08:10 | s/l | 8 | 0.10 | 1.62190 | 1.62190 | 1.62290 | -5.40 | 9966.50 |
17 | 2010.01.22 17:00 | sell | 9 | 0.10 | 1.61235 | 1.61290 | 1.61190 | ||
18 | 2010.01.22 17:10 | s/l | 9 | 0.10 | 1.61290 | 1.61290 | 1.61190 | -5.50 | 9961.00 |
19 | 2010.02.04 16:00 | sell | 10 | 0.10 | 1.57876 | 1.57930 | 1.57830 | ||
20 | 2010.02.04 16:02 | s/l | 10 | 0.10 | 1.57930 | 1.57930 | 1.57830 | -5.40 | 9955.60 |
21 | 2010.02.05 16:00 | sell | 11 | 0.10 | 1.56376 | 1.56430 | 1.56330 | ||
22 | 2010.02.05 16:02 | s/l | 11 | 0.10 | 1.56430 | 1.56430 | 1.56330 | -5.40 | 9950.20 |
23 | 2010.02.17 17:00 | sell | 12 | 0.10 | 1.57235 | 1.57290 | 1.57190 | ||
24 | 2010.02.17 17:10 | t/p | 12 | 0.10 | 1.57190 | 1.57290 | 1.57190 | 4.50 | 9954.70 |
25 | 2010.02.18 02:00 | sell | 13 | 0.10 | 1.56615 | 1.56670 | 1.56570 | ||
26 | 2010.02.18 02:02 | modify | 13 | 0.10 | 1.56615 | 1.57286 | 1.56570 | ||
27 | 2010.02.18 02:07 | t/p | 13 | 0.10 | 1.56570 | 1.57286 | 1.56570 | 4.50 | 9959.20 |
28 | 2010.02.23 11:00 | sell | 14 | 0.10 | 1.54315 | 1.54370 | 1.54270 | ||
29 | 2010.02.23 11:02 | s/l | 14 | 0.10 | 1.54370 | 1.54370 | 1.54270 | -5.50 | 9953.70 |
30 | 2010.02.25 02:00 | sell | 15 | 0.10 | 1.53825 | 1.53880 | 1.53780 | ||
31 | 2010.02.25 02:02 | s/l | 15 | 0.10 | 1.53880 | 1.53880 | 1.53780 | -5.50 | 9948.20 |