Strategy Tester Report
GridMaster_03
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; ProfitEntry=5; ProfitExit=100; ProfitIncrease=50; MaxProfitExit=500; MaxTrades=50; BalanceDelta=20; BucksPerPip=1; dFreeMargin=1500; Slippage=2; log=0; Version=""1.1""; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -9745.00 | Gross profit | 930.00 | Gross loss | -10675.00 |
Profit factor | 0.09 | Expected payoff | -573.24 | ||
Absolute drawdown | 9745.00 | Maximal drawdown | 10647.00 (97.66%) | Relative drawdown | 97.66% (10647.00) |
Total trades | 17 | Short positions (won %) | 2 (100.00%) | Long positions (won %) | 15 (0.00%) |
Profit trades (% of total) | 2 (11.76%) | Loss trades (% of total) | 15 (88.24%) | ||
Largest | profit trade | 492.00 | loss trade | -845.00 | |
Average | profit trade | 465.00 | loss trade | -711.67 | |
Maximum | consecutive wins (profit in money) | 2 (930.00) | consecutive losses (loss in money) | 14 (-10098.00) | |
Maximal | consecutive profit (count of wins) | 930.00 (2) | consecutive loss (count of losses) | -10098.00 (14) | |
Average | consecutive wins | 2 | consecutive losses | 8 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 00:00 | buy | 1 | 1.00 | 1.61277 | 0.00000 | 0.00000 | ||
2 | 2010.01.04 00:05 | sell | 2 | 1.00 | 1.61248 | 0.00000 | 0.00000 | ||
3 | 2010.01.04 00:07 | sell | 3 | 1.00 | 1.61194 | 0.00000 | 0.00000 | ||
4 | 2010.01.04 00:10 | buy | 4 | 1.00 | 1.61384 | 0.00000 | 0.00000 | ||
5 | 2010.01.04 00:12 | buy | 5 | 1.00 | 1.61357 | 0.00000 | 0.00000 | ||
6 | 2010.01.04 00:15 | buy | 6 | 1.00 | 1.61465 | 0.00000 | 0.00000 | ||
7 | 2010.01.04 00:17 | buy | 7 | 1.00 | 1.61438 | 0.00000 | 0.00000 | ||
8 | 2010.01.04 00:20 | buy | 8 | 1.00 | 1.61545 | 0.00000 | 0.00000 | ||
9 | 2010.01.04 00:22 | buy | 9 | 1.00 | 1.61491 | 0.00000 | 0.00000 | ||
10 | 2010.01.04 00:25 | buy | 10 | 1.00 | 1.61518 | 0.00000 | 0.00000 | ||
11 | 2010.01.04 00:27 | buy | 11 | 1.00 | 1.61362 | 0.00000 | 0.00000 | ||
12 | 2010.01.04 00:30 | buy | 12 | 1.00 | 1.61361 | 0.00000 | 0.00000 | ||
13 | 2010.01.04 00:32 | buy | 13 | 1.00 | 1.61366 | 0.00000 | 0.00000 | ||
14 | 2010.01.04 00:35 | buy | 14 | 1.00 | 1.61387 | 0.00000 | 0.00000 | ||
15 | 2010.01.04 00:37 | buy | 15 | 1.00 | 1.61345 | 0.00000 | 0.00000 | ||
16 | 2010.01.04 00:40 | buy | 16 | 1.00 | 1.61450 | 0.00000 | 0.00000 | ||
17 | 2010.01.04 00:42 | buy | 17 | 1.00 | 1.61429 | 0.00000 | 0.00000 | ||
18 | 2010.01.04 04:50 | close at stop | 17 | 1.00 | 1.60700 | 0.00000 | 0.00000 | -729.00 | 9271.00 |
19 | 2010.01.04 04:50 | close at stop | 16 | 1.00 | 1.60700 | 0.00000 | 0.00000 | -750.00 | 8521.00 |
20 | 2010.01.04 04:50 | close at stop | 15 | 1.00 | 1.60700 | 0.00000 | 0.00000 | -645.00 | 7876.00 |
21 | 2010.01.04 04:50 | close at stop | 14 | 1.00 | 1.60700 | 0.00000 | 0.00000 | -687.00 | 7189.00 |
22 | 2010.01.04 04:50 | close at stop | 13 | 1.00 | 1.60700 | 0.00000 | 0.00000 | -666.00 | 6523.00 |
23 | 2010.01.04 04:50 | close at stop | 12 | 1.00 | 1.60700 | 0.00000 | 0.00000 | -661.00 | 5862.00 |
24 | 2010.01.04 04:50 | close at stop | 11 | 1.00 | 1.60700 | 0.00000 | 0.00000 | -662.00 | 5200.00 |
25 | 2010.01.04 04:50 | close at stop | 10 | 1.00 | 1.60700 | 0.00000 | 0.00000 | -818.00 | 4382.00 |
26 | 2010.01.04 04:50 | close at stop | 9 | 1.00 | 1.60700 | 0.00000 | 0.00000 | -791.00 | 3591.00 |
27 | 2010.01.04 04:50 | close at stop | 8 | 1.00 | 1.60700 | 0.00000 | 0.00000 | -845.00 | 2746.00 |
28 | 2010.01.04 04:50 | close at stop | 7 | 1.00 | 1.60700 | 0.00000 | 0.00000 | -738.00 | 2008.00 |
29 | 2010.01.04 04:50 | close at stop | 6 | 1.00 | 1.60700 | 0.00000 | 0.00000 | -765.00 | 1243.00 |
30 | 2010.01.04 04:50 | close at stop | 5 | 1.00 | 1.60700 | 0.00000 | 0.00000 | -657.00 | 586.00 |
31 | 2010.01.04 04:50 | close at stop | 4 | 1.00 | 1.60700 | 0.00000 | 0.00000 | -684.00 | -98.00 |
32 | 2010.01.04 04:50 | close at stop | 3 | 1.00 | 1.60756 | 0.00000 | 0.00000 | 438.00 | 340.00 |
33 | 2010.01.04 04:50 | close at stop | 2 | 1.00 | 1.60756 | 0.00000 | 0.00000 | 492.00 | 832.00 |
34 | 2010.01.04 04:50 | close at stop | 1 | 1.00 | 1.60700 | 0.00000 | 0.00000 | -577.00 | 255.00 |