Strategy Tester Report
HI_Line_E_RSI_2
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=0.1; p=23; TakeProfit=980; | ||||
| Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 70.84 | Gross profit | 686.20 | Gross loss | -615.36 |
| Profit factor | 1.12 | Expected payoff | 7.08 | ||
| Absolute drawdown | 282.42 | Maximal drawdown | 666.16 (6.39%) | Relative drawdown | 6.39% (666.16) |
| Total trades | 10 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 10 (70.00%) |
| Profit trades (% of total) | 7 (70.00%) | Loss trades (% of total) | 3 (30.00%) | ||
| Largest | profit trade | 98.09 | loss trade | -550.78 | |
| Average | profit trade | 98.03 | loss trade | -205.12 | |
| Maximum | consecutive wins (profit in money) | 7 (686.20) | consecutive losses (loss in money) | 3 (-615.36) | |
| Maximal | consecutive profit (count of wins) | 686.20 (7) | consecutive loss (count of losses) | -615.36 (3) | |
| Average | consecutive wins | 7 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.02.01 06:00 | buy | 1 | 0.10 | 1.59541 | 0.00000 | 1.60521 | ||
| 2 | 2010.02.01 14:00 | buy | 2 | 0.10 | 1.59009 | 0.00000 | 1.59989 | ||
| 3 | 2010.02.03 01:45 | t/p | 2 | 0.10 | 1.59989 | 0.00000 | 1.59989 | 98.02 | 10098.02 |
| 4 | 2010.02.03 08:32 | t/p | 1 | 0.10 | 1.60521 | 0.00000 | 1.60521 | 98.02 | 10196.04 |
| 5 | 2010.02.04 19:00 | buy | 3 | 0.10 | 1.57864 | 0.00000 | 1.58844 | ||
| 6 | 2010.02.05 10:00 | buy | 4 | 0.10 | 1.56914 | 0.00000 | 1.57894 | ||
| 7 | 2010.02.05 21:00 | buy | 5 | 0.10 | 1.56051 | 0.00000 | 1.57031 | ||
| 8 | 2010.02.09 18:10 | t/p | 5 | 0.10 | 1.57031 | 0.00000 | 1.57031 | 98.02 | 10294.06 |
| 9 | 2010.02.16 18:16 | t/p | 4 | 0.10 | 1.57894 | 0.00000 | 1.57894 | 98.09 | 10392.15 |
| 10 | 2010.02.19 02:00 | buy | 6 | 0.10 | 1.54436 | 0.00000 | 1.55416 | ||
| 11 | 2010.02.19 04:00 | buy | 7 | 0.10 | 1.54382 | 0.00000 | 1.55362 | ||
| 12 | 2010.02.19 12:00 | buy | 8 | 0.10 | 1.53822 | 0.00000 | 1.54802 | ||
| 13 | 2010.02.22 01:50 | t/p | 8 | 0.10 | 1.54802 | 0.00000 | 1.54802 | 98.01 | 10490.16 |
| 14 | 2010.02.23 06:20 | t/p | 7 | 0.10 | 1.55362 | 0.00000 | 1.55362 | 98.02 | 10588.18 |
| 15 | 2010.02.23 08:10 | t/p | 6 | 0.10 | 1.55416 | 0.00000 | 1.55416 | 98.02 | 10686.20 |
| 16 | 2010.02.25 16:00 | buy | 9 | 0.10 | 1.52953 | 0.00000 | 1.53933 | ||
| 17 | 2010.02.25 19:00 | buy | 10 | 0.10 | 1.52401 | 0.00000 | 1.53381 | ||
| 18 | 2010.02.26 22:56 | close at stop | 10 | 0.10 | 1.52354 | 0.00000 | 1.53381 | -4.69 | 10681.51 |
| 19 | 2010.02.26 22:56 | close at stop | 9 | 0.10 | 1.52354 | 0.00000 | 1.53933 | -59.89 | 10621.62 |
| 20 | 2010.02.26 22:56 | close at stop | 3 | 0.10 | 1.52354 | 0.00000 | 1.58844 | -550.78 | 10070.84 |