Strategy Tester Report
hadi4emacrossheadg
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 | TakeProfit=180; TrailingStop=30; StopLoss=70; UseStopLoss=false; slippage=3; HedgingTakeProfit=90; HedgingStopLoss=70; HedgingLevel=10; UseHedging=false; ShortEma=10; LongEma=80; ImmediateTrade=false; CounterTrend=false; Lots=1; UseMoneyManagement=false; AccountIsMicro=false; Risk=10; UseHourTrade=false; FromHourTrade=8; ToHourTrade=18; Show_Settings=false; Summarized=false; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -5871.90 | Gross profit | 1568.60 | Gross loss | -7440.50 |
Profit factor | 0.21 | Expected payoff | -255.30 | ||
Absolute drawdown | 6707.90 | Maximal drawdown | 8306.50 (71.62%) | Relative drawdown | 71.62% (8306.50) |
Total trades | 23 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 23 (95.65%) |
Profit trades (% of total) | 22 (95.65%) | Loss trades (% of total) | 1 (4.35%) | ||
Largest | profit trade | 180.00 | loss trade | -7440.50 | |
Average | profit trade | 71.30 | loss trade | -7440.50 | |
Maximum | consecutive wins (profit in money) | 22 (1568.60) | consecutive losses (loss in money) | 1 (-7440.50) | |
Maximal | consecutive profit (count of wins) | 1568.60 (22) | consecutive loss (count of losses) | -7440.50 (1) | |
Average | consecutive wins | 22 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.05 11:20 | buy | 1 | 1.00 | 1.60222 | 0.00000 | 1.60402 | ||
2 | 2010.01.05 11:22 | modify | 1 | 1.00 | 1.60222 | 1.60238 | 1.60402 | ||
3 | 2010.01.05 11:25 | s/l | 1 | 1.00 | 1.60238 | 1.60238 | 1.60402 | 16.00 | 10016.00 |
4 | 2010.01.05 11:40 | buy | 2 | 1.00 | 1.60227 | 0.00000 | 1.60407 | ||
5 | 2010.01.05 13:35 | modify | 2 | 1.00 | 1.60227 | 1.60236 | 1.60407 | ||
6 | 2010.01.05 13:37 | s/l | 2 | 1.00 | 1.60236 | 1.60236 | 1.60407 | 9.00 | 10025.00 |
7 | 2010.01.08 13:00 | buy | 3 | 1.00 | 1.60089 | 0.00000 | 1.60269 | ||
8 | 2010.01.08 13:07 | modify | 3 | 1.00 | 1.60089 | 1.60096 | 1.60269 | ||
9 | 2010.01.08 13:10 | s/l | 3 | 1.00 | 1.60096 | 1.60096 | 1.60269 | 7.00 | 10032.00 |
10 | 2010.01.08 13:10 | buy | 4 | 1.00 | 1.60037 | 0.00000 | 1.60217 | ||
11 | 2010.01.08 14:20 | modify | 4 | 1.00 | 1.60037 | 1.60052 | 1.60217 | ||
12 | 2010.01.08 14:22 | s/l | 4 | 1.00 | 1.60052 | 1.60052 | 1.60217 | 15.00 | 10047.00 |
13 | 2010.01.08 14:22 | buy | 5 | 1.00 | 1.60028 | 0.00000 | 1.60208 | ||
14 | 2010.01.08 14:27 | modify | 5 | 1.00 | 1.60028 | 1.60030 | 1.60208 | ||
15 | 2010.01.08 14:30 | modify | 5 | 1.00 | 1.60028 | 1.60039 | 1.60208 | ||
16 | 2010.01.08 14:32 | modify | 5 | 1.00 | 1.60028 | 1.60127 | 1.60208 | ||
17 | 2010.01.08 14:35 | t/p | 5 | 1.00 | 1.60208 | 1.60127 | 1.60208 | 180.00 | 10227.00 |
18 | 2010.01.08 14:35 | buy | 6 | 1.00 | 1.60265 | 0.00000 | 1.60445 | ||
19 | 2010.01.08 14:40 | t/p | 6 | 1.00 | 1.60445 | 0.00000 | 1.60445 | 180.00 | 10407.00 |
20 | 2010.01.08 14:40 | buy | 7 | 1.00 | 1.60547 | 0.00000 | 1.60727 | ||
21 | 2010.01.08 14:45 | t/p | 7 | 1.00 | 1.60727 | 0.00000 | 1.60727 | 180.00 | 10587.00 |
22 | 2010.01.08 14:45 | buy | 8 | 1.00 | 1.60830 | 0.00000 | 1.61010 | ||
23 | 2010.01.08 14:50 | t/p | 8 | 1.00 | 1.61010 | 0.00000 | 1.61010 | 180.00 | 10767.00 |
24 | 2010.01.08 14:50 | buy | 9 | 1.00 | 1.61112 | 0.00000 | 1.61292 | ||
25 | 2010.01.11 08:15 | modify | 9 | 1.00 | 1.61112 | 1.61148 | 1.61292 | ||
26 | 2010.01.11 08:17 | s/l | 9 | 1.00 | 1.61148 | 1.61148 | 1.61292 | 36.10 | 10803.10 |
27 | 2010.01.20 07:00 | buy | 10 | 1.00 | 1.62918 | 0.00000 | 1.63098 | ||
28 | 2010.01.20 07:15 | modify | 10 | 1.00 | 1.62918 | 1.62923 | 1.63098 | ||
29 | 2010.01.20 07:20 | modify | 10 | 1.00 | 1.62918 | 1.62955 | 1.63098 | ||
30 | 2010.01.20 07:27 | s/l | 10 | 1.00 | 1.62955 | 1.62955 | 1.63098 | 37.00 | 10840.10 |
31 | 2010.01.20 07:27 | buy | 11 | 1.00 | 1.62956 | 0.00000 | 1.63136 | ||
32 | 2010.01.20 07:40 | modify | 11 | 1.00 | 1.62956 | 1.63039 | 1.63136 | ||
33 | 2010.01.20 07:42 | s/l | 11 | 1.00 | 1.63039 | 1.63039 | 1.63136 | 83.00 | 10923.10 |
34 | 2010.01.20 07:42 | buy | 12 | 1.00 | 1.63052 | 0.00000 | 1.63232 | ||
35 | 2010.01.20 07:45 | modify | 12 | 1.00 | 1.63052 | 1.63131 | 1.63232 | ||
36 | 2010.01.20 07:47 | s/l | 12 | 1.00 | 1.63131 | 1.63131 | 1.63232 | 79.00 | 11002.10 |
37 | 2010.01.20 08:00 | buy | 13 | 1.00 | 1.63177 | 0.00000 | 1.63357 | ||
38 | 2010.01.20 10:37 | modify | 13 | 1.00 | 1.63177 | 1.63193 | 1.63357 | ||
39 | 2010.01.20 10:40 | s/l | 13 | 1.00 | 1.63193 | 1.63193 | 1.63357 | 16.00 | 11018.10 |
40 | 2010.01.25 20:00 | buy | 14 | 1.00 | 1.62447 | 0.00000 | 1.62627 | ||
41 | 2010.01.25 20:32 | modify | 14 | 1.00 | 1.62447 | 1.62545 | 1.62627 | ||
42 | 2010.01.25 20:37 | modify | 14 | 1.00 | 1.62447 | 1.62570 | 1.62627 | ||
43 | 2010.01.25 20:40 | s/l | 14 | 1.00 | 1.62570 | 1.62570 | 1.62627 | 123.00 | 11141.10 |
44 | 2010.01.25 20:40 | buy | 15 | 1.00 | 1.62513 | 0.00000 | 1.62693 | ||
45 | 2010.01.26 00:33 | modify | 15 | 1.00 | 1.62513 | 1.62567 | 1.62693 | ||
46 | 2010.01.26 00:40 | modify | 15 | 1.00 | 1.62513 | 1.62581 | 1.62693 | ||
47 | 2010.01.26 00:43 | s/l | 15 | 1.00 | 1.62581 | 1.62581 | 1.62693 | 68.10 | 11209.20 |
48 | 2010.01.26 11:00 | buy | 16 | 1.00 | 1.61385 | 0.00000 | 1.61565 | ||
49 | 2010.01.26 11:02 | modify | 16 | 1.00 | 1.61385 | 1.61390 | 1.61565 | ||
50 | 2010.01.26 11:07 | modify | 16 | 1.00 | 1.61385 | 1.61419 | 1.61565 | ||
51 | 2010.01.26 11:10 | s/l | 16 | 1.00 | 1.61419 | 1.61419 | 1.61565 | 34.00 | 11243.20 |
52 | 2010.01.26 11:10 | buy | 17 | 1.00 | 1.61347 | 0.00000 | 1.61527 | ||
53 | 2010.01.26 13:50 | modify | 17 | 1.00 | 1.61347 | 1.61400 | 1.61527 | ||
54 | 2010.01.26 13:52 | s/l | 17 | 1.00 | 1.61400 | 1.61400 | 1.61527 | 53.00 | 11296.20 |
55 | 2010.01.27 13:10 | buy | 18 | 1.00 | 1.62345 | 0.00000 | 1.62525 | ||
56 | 2010.01.27 13:15 | modify | 18 | 1.00 | 1.62345 | 1.62357 | 1.62525 | ||
57 | 2010.01.27 13:20 | modify | 18 | 1.00 | 1.62345 | 1.62412 | 1.62525 | ||
58 | 2010.01.27 13:22 | s/l | 18 | 1.00 | 1.62412 | 1.62412 | 1.62525 | 67.00 | 11363.20 |
59 | 2010.01.27 13:22 | buy | 19 | 1.00 | 1.62419 | 0.00000 | 1.62599 | ||
60 | 2010.01.28 08:50 | modify | 19 | 1.00 | 1.62419 | 1.62520 | 1.62599 | ||
61 | 2010.01.28 08:52 | s/l | 19 | 1.00 | 1.62520 | 1.62520 | 1.62599 | 101.30 | 11464.50 |
62 | 2010.01.28 18:15 | buy | 20 | 1.00 | 1.61416 | 0.00000 | 1.61596 | ||
63 | 2010.01.29 02:50 | modify | 20 | 1.00 | 1.61416 | 1.61434 | 1.61596 | ||
64 | 2010.01.29 02:52 | s/l | 20 | 1.00 | 1.61434 | 1.61434 | 1.61596 | 18.10 | 11482.60 |
65 | 2010.02.03 08:32 | buy | 21 | 1.00 | 1.60573 | 0.00000 | 1.60753 | ||
66 | 2010.02.03 10:02 | modify | 21 | 1.00 | 1.60573 | 1.60630 | 1.60753 | ||
67 | 2010.02.03 10:05 | s/l | 21 | 1.00 | 1.60630 | 1.60630 | 1.60753 | 57.00 | 11539.60 |
68 | 2010.02.03 12:50 | buy | 22 | 1.00 | 1.59788 | 0.00000 | 1.59968 | ||
69 | 2010.02.03 12:57 | modify | 22 | 1.00 | 1.59788 | 1.59817 | 1.59968 | ||
70 | 2010.02.03 12:59 | s/l | 22 | 1.00 | 1.59817 | 1.59817 | 1.59968 | 29.00 | 11568.60 |
71 | 2010.02.03 12:59 | buy | 23 | 1.00 | 1.59797 | 0.00000 | 1.59977 | ||
72 | 2010.02.26 22:56 | close at stop | 23 | 1.00 | 1.52354 | 0.00000 | 1.59977 | -7440.50 | 4128.10 |