Strategy Tester Report
gpfTCPivotLimit
AlpariUK-Demo (Build 225)

SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period1 Hour (H1) 2010.01.04 00:00 - 2010.02.26 22:00 (2010.01.01 - 2010.02.27)
ModelControl points (a very crude method, the results must not be considered)
ParametersLots=0.1; SndMl=true; isFloatLots=false; DcF=3; MaxR=0.02; TgtProfit=1; Trailing=30; isTradeDay=false; isTrace=false;
Bars in test1953Ticks modelled24825Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00
Total net profit-280.27Gross profit415.01Gross loss-695.28
Profit factor0.60Expected payoff-8.76
Absolute drawdown382.57Maximal drawdown474.17 (4.70%)Relative drawdown4.70% (474.17)
Total trades32Short positions (won %)11 (81.82%)Long positions (won %)21 (76.19%)
Profit trades (% of total)25 (78.13%)Loss trades (% of total)7 (21.88%)
Largestprofit trade68.20loss trade-121.97
Averageprofit trade16.60loss trade-99.33
Maximumconsecutive wins (profit in money)6 (137.93)consecutive losses (loss in money)2 (-210.70)
Maximalconsecutive profit (count of wins)137.93 (6)consecutive loss (count of losses)-210.70 (2)
Averageconsecutive wins4consecutive losses1
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12010.01.04 13:00sell10.101.621971.633021.60492
22010.01.04 14:00modify10.101.621971.615151.60492
32010.01.04 14:10s/l10.101.615151.615151.6049268.2010068.20
42010.01.05 16:00buy20.101.604611.594471.62007
52010.01.06 01:50s/l20.101.594471.594471.62007-101.399966.81
62010.01.07 21:00buy30.101.594401.587581.60672
72010.01.08 09:00modify30.101.594401.596701.60672
82010.01.08 09:02s/l30.101.596701.596701.6067223.019989.82
92010.01.08 12:00sell40.101.601511.612191.58607
102010.01.08 13:00modify40.101.601511.601241.58607
112010.01.08 13:07s/l40.101.601241.601241.586072.709992.52
122010.01.11 22:00sell50.101.610571.621041.59198
132010.01.12 02:00modify50.101.610571.608971.59198
142010.01.12 02:15s/l50.101.608971.608971.5919815.7510008.27
152010.01.12 18:00sell60.101.617881.625631.60496
162010.01.12 19:00modify60.101.617881.617351.60496
172010.01.12 20:15s/l60.101.617351.617351.604965.3010013.57
182010.01.13 09:00sell70.101.621291.627321.60879
192010.01.13 12:33s/l70.101.627321.627321.60879-60.309953.27
202010.01.14 21:00sell80.101.633181.640681.61653
212010.01.14 22:00modify80.101.633181.632871.61653
222010.01.14 22:10s/l80.101.632871.632871.616533.109956.37
232010.01.14 23:00sell90.101.633281.640681.61653
242010.01.15 02:00modify90.101.633281.632481.61653
252010.01.15 02:20s/l90.101.632481.632481.616537.759964.12
262010.01.15 13:00buy100.101.629001.621331.63717
272010.01.15 14:00modify100.101.629001.630551.63717
282010.01.15 14:20s/l100.101.630551.630551.6371715.509979.62
292010.01.18 15:00sell110.101.630561.641941.61932
302010.01.19 02:20s/l110.101.641941.641941.61932-114.059865.57
312010.01.19 12:00sell120.101.638261.645461.62705
322010.01.19 13:00modify120.101.638261.634291.62705
332010.01.19 14:00modify120.101.638261.633791.62705
342010.01.19 14:15s/l120.101.633791.633791.6270544.709910.27
352010.01.20 08:00buy130.101.631821.623131.64425
362010.01.21 08:50s/l130.101.623131.623131.64425-86.879823.40
372010.01.22 19:00buy140.101.613371.602431.62952
382010.01.25 09:00modify140.101.613371.613601.62952
392010.01.25 09:15s/l140.101.613601.613601.629522.319825.71
402010.01.25 19:00sell150.101.623081.636471.60307
412010.01.26 05:00modify150.101.623081.622511.60307
422010.01.26 05:07s/l150.101.622511.622511.603075.459831.16
432010.01.26 20:00buy160.101.615641.603621.63049
442010.01.27 11:00modify160.101.615641.618281.63049
452010.01.27 11:07s/l160.101.618281.618281.6304926.419857.57
462010.02.01 11:00buy170.101.592071.584451.61165
472010.02.01 15:00modify170.101.592071.592091.61165
482010.02.01 15:02s/l170.101.592091.592091.611650.209857.77
492010.02.01 18:00buy180.101.592381.584451.61165
502010.02.01 19:00modify180.101.592381.594511.61165
512010.02.01 19:02s/l180.101.594511.594511.6116521.309879.07
522010.02.04 14:00buy190.101.586191.575621.60216
532010.02.04 17:16s/l190.101.575621.575621.60216-105.709773.37
542010.02.05 13:00buy200.101.572181.561681.58792
552010.02.05 15:50s/l200.101.561681.561681.58792-105.009668.37
562010.02.08 09:00buy210.101.556741.543971.57565
572010.02.08 10:00modify210.101.556741.561511.57565
582010.02.08 10:10s/l210.101.561511.561511.5756547.709716.07
592010.02.10 18:00buy220.101.560521.548651.57842
602010.02.10 19:00modify220.101.560521.560901.57842
612010.02.10 19:02s/l220.101.560901.560901.578423.809719.87
622010.02.10 20:00buy230.101.560071.548651.57842
632010.02.11 01:00modify230.101.560071.560381.57842
642010.02.11 02:00modify230.101.560071.561551.57842
652010.02.11 03:00modify230.101.560071.563471.57842
662010.02.11 03:20s/l230.101.563471.563471.5784234.039753.90
672010.02.12 13:00buy240.101.561601.549961.57543
682010.02.12 15:00modify240.101.561601.562611.57543
692010.02.12 15:10s/l240.101.562611.562611.5754310.109764.00
702010.02.12 17:00buy250.101.564361.549961.57543
712010.02.12 18:00modify250.101.564361.566451.57543
722010.02.12 18:02s/l250.101.566451.566451.5754320.909784.90
732010.02.16 10:00sell260.101.571011.577461.56116
742010.02.16 11:00modify260.101.571011.568871.56116
752010.02.16 11:10s/l260.101.568871.568871.5611621.409806.30
762010.02.17 21:00buy270.101.568921.556721.58423
772010.02.18 14:50s/l270.101.556721.556721.58423-121.979684.33
782010.02.19 09:00buy280.101.541071.532781.56218
792010.02.19 16:00modify280.101.541071.541441.56218
802010.02.19 16:05s/l280.101.541441.541441.562183.709688.03
812010.02.19 18:00buy290.101.543651.532781.56218
822010.02.19 19:00modify290.101.543651.545141.56218
832010.02.19 19:15s/l290.101.545141.545141.5621814.909702.93
842010.02.23 17:00buy300.101.545101.538601.55249
852010.02.23 18:00modify300.101.545101.546011.55249
862010.02.23 18:10s/l300.101.546011.546011.552499.109712.03
872010.02.23 20:00buy310.101.543741.538601.55249
882010.02.23 21:00modify310.101.543741.544041.55249
892010.02.23 21:10s/l310.101.544041.544041.552493.009715.03
902010.02.26 18:00buy320.101.524001.505651.53882
912010.02.26 21:00modify320.101.524001.524471.53882
922010.02.26 21:20s/l320.101.524471.524471.538824.709719.73