Strategy Tester Report
HarVesteR
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 | x="Настройки MACD:"; FastEMA=12; SlowEMA=24; predel=6; x1="Настройки MA:"; SMA1=50; SMA2=100; otstup=10; x2="Значение баров для расчета Стоп-Лосс :"; stoplossbars=6; x3="Коэффициент для расчета профит уровня и закрытия половины позиций:"; pprofitum=2; x4="фильтр по ADX:"; enable=0; periodADX=14; Lots=1; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 4453.60 | Gross profit | 12751.00 | Gross loss | -8297.40 |
Profit factor | 1.54 | Expected payoff | 212.08 | ||
Absolute drawdown | 1466.40 | Maximal drawdown | 4269.20 (30.66%) | Relative drawdown | 30.66% (4269.20) |
Total trades | 21 | Short positions (won %) | 12 (75.00%) | Long positions (won %) | 9 (44.44%) |
Profit trades (% of total) | 13 (61.90%) | Loss trades (% of total) | 8 (38.10%) | ||
Largest | profit trade | 1681.00 | loss trade | -1535.40 | |
Average | profit trade | 980.85 | loss trade | -1037.18 | |
Maximum | consecutive wins (profit in money) | 6 (4152.10) | consecutive losses (loss in money) | 4 (-3680.40) | |
Maximal | consecutive profit (count of wins) | 4541.20 (4) | consecutive loss (count of losses) | -3770.60 (3) | |
Average | consecutive wins | 4 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.07 07:00 | sell | 1 | 1.00 | 1.59735 | 1.60579 | 0.00000 | ||
2 | 2010.01.08 10:00 | buy | 2 | 1.00 | 1.60173 | 1.59161 | 0.00000 | ||
3 | 2010.01.08 14:45 | s/l | 1 | 1.00 | 1.60579 | 1.60579 | 0.00000 | -846.40 | 9153.60 |
4 | 2010.01.13 11:00 | modify | 2 | 1.00 | 1.60173 | 1.60173 | 0.00000 | ||
5 | 2010.01.13 11:00 | close | 2 | 0.50 | 1.62399 | 1.60173 | 0.00000 | 1113.00 | 10266.60 |
6 | 2010.01.13 11:00 | buy | 3 | 0.50 | 1.60173 | 1.60173 | 0.00000 | ||
7 | 2010.01.15 12:00 | close | 3 | 0.50 | 1.62857 | 1.60173 | 0.00000 | 1342.00 | 11608.60 |
8 | 2010.01.18 08:00 | buy | 4 | 1.00 | 1.63075 | 1.62520 | 0.00000 | ||
9 | 2010.01.19 08:00 | modify | 4 | 1.00 | 1.63075 | 1.63075 | 0.00000 | ||
10 | 2010.01.19 08:00 | close | 4 | 0.50 | 1.64202 | 1.63075 | 0.00000 | 563.50 | 12172.10 |
11 | 2010.01.19 08:00 | buy | 5 | 0.50 | 1.63075 | 1.63075 | 0.00000 | ||
12 | 2010.01.20 03:00 | sell | 6 | 1.00 | 1.63240 | 1.63816 | 0.00000 | ||
13 | 2010.01.20 03:00 | close | 5 | 0.50 | 1.63240 | 1.63075 | 0.00000 | 82.50 | 12254.60 |
14 | 2010.01.21 10:00 | modify | 6 | 1.00 | 1.63240 | 1.63240 | 0.00000 | ||
15 | 2010.01.21 10:00 | close | 6 | 0.50 | 1.61853 | 1.63240 | 0.00000 | 689.90 | 12944.50 |
16 | 2010.01.21 10:00 | sell | 7 | 0.50 | 1.63240 | 1.63240 | 0.00000 | ||
17 | 2010.01.22 09:00 | close | 7 | 0.50 | 1.62508 | 1.63240 | 0.00000 | 361.20 | 13305.70 |
18 | 2010.01.25 18:00 | buy | 8 | 1.00 | 1.62373 | 1.61255 | 0.00000 | ||
19 | 2010.01.26 10:46 | s/l | 8 | 1.00 | 1.61255 | 1.61255 | 0.00000 | -1118.00 | 12187.70 |
20 | 2010.01.26 12:00 | sell | 9 | 1.00 | 1.61196 | 1.62631 | 0.00000 | ||
21 | 2010.01.27 13:00 | buy | 10 | 1.00 | 1.62277 | 1.61069 | 0.00000 | ||
22 | 2010.01.28 09:15 | s/l | 9 | 1.00 | 1.62631 | 1.62631 | 0.00000 | -1444.60 | 10743.10 |
23 | 2010.01.28 19:00 | sell | 11 | 1.00 | 1.61350 | 1.62612 | 0.00000 | ||
24 | 2010.01.29 13:50 | s/l | 10 | 1.00 | 1.61069 | 1.61069 | 0.00000 | -1208.00 | 9535.10 |
25 | 2010.02.01 12:00 | modify | 11 | 1.00 | 1.61350 | 1.61350 | 0.00000 | ||
26 | 2010.02.01 12:00 | close | 11 | 0.50 | 1.58624 | 1.61350 | 0.00000 | 1360.60 | 10895.70 |
27 | 2010.02.01 12:00 | sell | 12 | 0.50 | 1.61350 | 1.61350 | 0.00000 | ||
28 | 2010.02.02 17:00 | close | 12 | 0.50 | 1.59691 | 1.61350 | 0.00000 | 825.90 | 11721.60 |
29 | 2010.02.03 17:00 | sell | 13 | 1.00 | 1.59348 | 1.60264 | 0.00000 | ||
30 | 2010.02.04 22:00 | modify | 13 | 1.00 | 1.59348 | 1.59348 | 0.00000 | ||
31 | 2010.02.04 22:00 | close | 13 | 0.50 | 1.57552 | 1.59348 | 0.00000 | 894.40 | 12616.00 |
32 | 2010.02.04 22:00 | sell | 14 | 0.50 | 1.59348 | 1.59348 | 0.00000 | ||
33 | 2010.02.09 08:00 | close | 14 | 0.50 | 1.56413 | 1.59348 | 0.00000 | 1460.30 | 14076.30 |
34 | 2010.02.10 15:00 | sell | 15 | 1.00 | 1.56131 | 1.57652 | 0.00000 | ||
35 | 2010.02.11 19:00 | buy | 16 | 1.00 | 1.56806 | 1.55836 | 0.00000 | ||
36 | 2010.02.12 12:37 | s/l | 16 | 1.00 | 1.55836 | 1.55836 | 0.00000 | -970.00 | 13106.30 |
37 | 2010.02.12 22:00 | buy | 17 | 1.00 | 1.56724 | 1.56177 | 0.00000 | ||
38 | 2010.02.15 08:20 | s/l | 17 | 1.00 | 1.56177 | 1.56177 | 0.00000 | -547.00 | 12559.30 |
39 | 2010.02.15 11:00 | buy | 18 | 1.00 | 1.56746 | 1.56118 | 0.00000 | ||
40 | 2010.02.16 18:10 | s/l | 15 | 1.00 | 1.57652 | 1.57652 | 0.00000 | -1535.40 | 11023.90 |
41 | 2010.02.17 19:00 | sell | 19 | 1.00 | 1.56965 | 1.58068 | 0.00000 | ||
42 | 2010.02.18 09:20 | s/l | 18 | 1.00 | 1.56118 | 1.56118 | 0.00000 | -628.00 | 10395.90 |
43 | 2010.02.19 01:00 | modify | 19 | 1.00 | 1.56965 | 1.56965 | 0.00000 | ||
44 | 2010.02.19 01:00 | close | 19 | 0.50 | 1.54278 | 1.56965 | 0.00000 | 1338.70 | 11734.60 |
45 | 2010.02.19 01:00 | sell | 20 | 0.50 | 1.56965 | 1.56965 | 0.00000 | ||
46 | 2010.02.22 16:00 | close | 20 | 0.50 | 1.54877 | 1.56965 | 0.00000 | 1038.00 | 12772.60 |
47 | 2010.02.23 13:00 | sell | 21 | 1.00 | 1.54069 | 1.55749 | 0.00000 | ||
48 | 2010.02.26 22:56 | close at stop | 21 | 1.00 | 1.52376 | 1.55749 | 0.00000 | 1681.00 | 14453.60 |