Strategy Tester Report
HMAchannel-exp
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 | myMagic=1; TakeProfit=700; StopLoss=200; BreakEvenStop=5000; TrailingStop=5000; slippage=2; OrderTriesNumber=2; Lots=0.1; MinLot=0.1; MaximumRisk=5; FixedLot=false; ip1="__HMA env__"; _maPeriod=20; deviation=0.5; price1=0; price2=0; ip2="__HMA angle__"; _maPeriodA=20; priceA=0; DirectionFilter=0; Angle=0; OpenOutside=0; ExitAtClose=0; FlatExit=0; EAName="HMAchan"; | ||||
| Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -721.44 | Gross profit | 839.04 | Gross loss | -1560.48 |
| Profit factor | 0.54 | Expected payoff | -16.40 | ||
| Absolute drawdown | 891.08 | Maximal drawdown | 931.08 (9.27%) | Relative drawdown | 9.27% (931.08) |
| Total trades | 44 | Short positions (won %) | 27 (18.52%) | Long positions (won %) | 17 (5.88%) |
| Profit trades (% of total) | 6 (13.64%) | Loss trades (% of total) | 38 (86.36%) | ||
| Largest | profit trade | 140.00 | loss trade | -60.00 | |
| Average | profit trade | 139.84 | loss trade | -41.07 | |
| Maximum | consecutive wins (profit in money) | 1 (140.00) | consecutive losses (loss in money) | 14 (-580.00) | |
| Maximal | consecutive profit (count of wins) | 140.00 (1) | consecutive loss (count of losses) | -580.00 (14) | |
| Average | consecutive wins | 1 | consecutive losses | 5 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.04 01:20 | sell | 1 | 0.30 | 1.61052 | 1.61252 | 1.60352 | ||
| 2 | 2010.01.04 01:27 | s/l | 1 | 0.30 | 1.61252 | 1.61252 | 1.60352 | -60.00 | 9940.00 |
| 3 | 2010.01.04 02:46 | sell | 2 | 0.20 | 1.60882 | 1.61082 | 1.60182 | ||
| 4 | 2010.01.04 03:20 | s/l | 2 | 0.20 | 1.61082 | 1.61082 | 1.60182 | -40.00 | 9900.00 |
| 5 | 2010.01.04 09:50 | buy | 3 | 0.20 | 1.61591 | 1.61391 | 1.62291 | ||
| 6 | 2010.01.04 11:20 | t/p | 3 | 0.20 | 1.62291 | 1.61391 | 1.62291 | 140.00 | 10040.00 |
| 7 | 2010.01.04 11:20 | buy | 4 | 0.30 | 1.62420 | 1.62220 | 1.63120 | ||
| 8 | 2010.01.04 11:27 | s/l | 4 | 0.30 | 1.62220 | 1.62220 | 1.63120 | -60.00 | 9980.00 |
| 9 | 2010.01.04 12:03 | buy | 5 | 0.20 | 1.61993 | 1.61793 | 1.62693 | ||
| 10 | 2010.01.04 13:15 | s/l | 5 | 0.20 | 1.61793 | 1.61793 | 1.62693 | -40.00 | 9940.00 |
| 11 | 2010.01.04 17:20 | sell | 6 | 0.20 | 1.60840 | 1.61040 | 1.60140 | ||
| 12 | 2010.01.04 17:35 | s/l | 6 | 0.20 | 1.61040 | 1.61040 | 1.60140 | -40.00 | 9900.00 |
| 13 | 2010.01.05 11:45 | sell | 7 | 0.20 | 1.60090 | 1.60290 | 1.59390 | ||
| 14 | 2010.01.05 13:40 | s/l | 7 | 0.20 | 1.60290 | 1.60290 | 1.59390 | -40.00 | 9860.00 |
| 15 | 2010.01.06 09:32 | buy | 8 | 0.20 | 1.60619 | 1.60419 | 1.61319 | ||
| 16 | 2010.01.06 09:50 | s/l | 8 | 0.20 | 1.60419 | 1.60419 | 1.61319 | -40.00 | 9820.00 |
| 17 | 2010.01.07 09:50 | sell | 9 | 0.20 | 1.59104 | 1.59304 | 1.58404 | ||
| 18 | 2010.01.07 10:10 | s/l | 9 | 0.20 | 1.59304 | 1.59304 | 1.58404 | -40.00 | 9780.00 |
| 19 | 2010.01.08 09:50 | buy | 10 | 0.20 | 1.60230 | 1.60030 | 1.60930 | ||
| 20 | 2010.01.08 12:50 | s/l | 10 | 0.20 | 1.60030 | 1.60030 | 1.60930 | -40.00 | 9740.00 |
| 21 | 2010.01.08 14:50 | buy | 11 | 0.20 | 1.61111 | 1.60911 | 1.61811 | ||
| 22 | 2010.01.08 14:52 | s/l | 11 | 0.20 | 1.60911 | 1.60911 | 1.61811 | -40.00 | 9700.00 |
| 23 | 2010.01.08 16:50 | sell | 12 | 0.20 | 1.59553 | 1.59753 | 1.58853 | ||
| 24 | 2010.01.08 17:15 | s/l | 12 | 0.20 | 1.59753 | 1.59753 | 1.58853 | -40.00 | 9660.00 |
| 25 | 2010.01.19 12:50 | sell | 13 | 0.20 | 1.63343 | 1.63543 | 1.62643 | ||
| 26 | 2010.01.19 15:33 | s/l | 13 | 0.20 | 1.63543 | 1.63543 | 1.62643 | -40.00 | 9620.00 |
| 27 | 2010.01.21 10:45 | sell | 14 | 0.20 | 1.61589 | 1.61789 | 1.60889 | ||
| 28 | 2010.01.21 13:45 | s/l | 14 | 0.20 | 1.61789 | 1.61789 | 1.60889 | -40.00 | 9580.00 |
| 29 | 2010.01.21 16:02 | buy | 15 | 0.20 | 1.62324 | 1.62124 | 1.63024 | ||
| 30 | 2010.01.21 16:15 | s/l | 15 | 0.20 | 1.62124 | 1.62124 | 1.63024 | -40.00 | 9540.00 |
| 31 | 2010.01.21 17:50 | buy | 16 | 0.20 | 1.62397 | 1.62197 | 1.63097 | ||
| 32 | 2010.01.21 17:57 | s/l | 16 | 0.20 | 1.62197 | 1.62197 | 1.63097 | -40.00 | 9500.00 |
| 33 | 2010.01.21 18:07 | buy | 17 | 0.20 | 1.62358 | 1.62158 | 1.63058 | ||
| 34 | 2010.01.21 18:15 | s/l | 17 | 0.20 | 1.62158 | 1.62158 | 1.63058 | -40.00 | 9460.00 |
| 35 | 2010.01.22 13:15 | sell | 18 | 0.20 | 1.61523 | 1.61723 | 1.60823 | ||
| 36 | 2010.01.22 16:02 | t/p | 18 | 0.20 | 1.60823 | 1.61723 | 1.60823 | 140.00 | 9600.00 |
| 37 | 2010.01.22 16:02 | sell | 19 | 0.20 | 1.60797 | 1.60997 | 1.60097 | ||
| 38 | 2010.01.22 16:15 | s/l | 19 | 0.20 | 1.60997 | 1.60997 | 1.60097 | -40.00 | 9560.00 |
| 39 | 2010.01.26 10:46 | sell | 20 | 0.20 | 1.61206 | 1.61406 | 1.60506 | ||
| 40 | 2010.01.26 10:56 | s/l | 20 | 0.20 | 1.61406 | 1.61406 | 1.60506 | -40.00 | 9520.00 |
| 41 | 2010.01.26 11:15 | sell | 21 | 0.20 | 1.61245 | 1.61445 | 1.60545 | ||
| 42 | 2010.01.26 14:02 | s/l | 21 | 0.20 | 1.61445 | 1.61445 | 1.60545 | -40.00 | 9480.00 |
| 43 | 2010.01.27 11:20 | buy | 22 | 0.20 | 1.62282 | 1.62082 | 1.62982 | ||
| 44 | 2010.01.27 11:59 | s/l | 22 | 0.20 | 1.62082 | 1.62082 | 1.62982 | -40.00 | 9440.00 |
| 45 | 2010.01.27 12:50 | buy | 23 | 0.20 | 1.62303 | 1.62103 | 1.63003 | ||
| 46 | 2010.01.27 15:10 | s/l | 23 | 0.20 | 1.62103 | 1.62103 | 1.63003 | -40.00 | 9400.00 |
| 47 | 2010.01.28 16:15 | sell | 24 | 0.20 | 1.61636 | 1.61836 | 1.60936 | ||
| 48 | 2010.01.29 14:45 | t/p | 24 | 0.20 | 1.60936 | 1.61836 | 1.60936 | 139.52 | 9539.52 |
| 49 | 2010.01.29 14:50 | sell | 25 | 0.20 | 1.60530 | 1.60730 | 1.59830 | ||
| 50 | 2010.01.29 14:57 | s/l | 25 | 0.20 | 1.60730 | 1.60730 | 1.59830 | -40.00 | 9499.52 |
| 51 | 2010.01.29 15:10 | sell | 26 | 0.20 | 1.60514 | 1.60714 | 1.59814 | ||
| 52 | 2010.01.29 22:50 | t/p | 26 | 0.20 | 1.59814 | 1.60714 | 1.59814 | 140.00 | 9639.52 |
| 53 | 2010.02.04 17:50 | sell | 27 | 0.20 | 1.57301 | 1.57501 | 1.56601 | ||
| 54 | 2010.02.04 17:59 | s/l | 27 | 0.20 | 1.57501 | 1.57501 | 1.56601 | -40.00 | 9599.52 |
| 55 | 2010.02.05 16:20 | sell | 28 | 0.20 | 1.56040 | 1.56240 | 1.55340 | ||
| 56 | 2010.02.05 16:27 | s/l | 28 | 0.20 | 1.56240 | 1.56240 | 1.55340 | -40.00 | 9559.52 |
| 57 | 2010.02.05 19:50 | sell | 29 | 0.20 | 1.55578 | 1.55778 | 1.54878 | ||
| 58 | 2010.02.05 19:57 | s/l | 29 | 0.20 | 1.55778 | 1.55778 | 1.54878 | -40.00 | 9519.52 |
| 59 | 2010.02.09 18:10 | buy | 30 | 0.20 | 1.57089 | 1.56889 | 1.57789 | ||
| 60 | 2010.02.09 18:50 | s/l | 30 | 0.20 | 1.56889 | 1.56889 | 1.57789 | -40.00 | 9479.52 |
| 61 | 2010.02.09 19:20 | buy | 31 | 0.20 | 1.57145 | 1.56945 | 1.57845 | ||
| 62 | 2010.02.09 19:50 | s/l | 31 | 0.20 | 1.56945 | 1.56945 | 1.57845 | -40.00 | 9439.52 |
| 63 | 2010.02.10 11:20 | buy | 32 | 0.20 | 1.57665 | 1.57465 | 1.58365 | ||
| 64 | 2010.02.10 11:27 | s/l | 32 | 0.20 | 1.57465 | 1.57465 | 1.58365 | -40.00 | 9399.52 |
| 65 | 2010.02.11 18:15 | buy | 33 | 0.20 | 1.56908 | 1.56708 | 1.57608 | ||
| 66 | 2010.02.12 01:50 | s/l | 33 | 0.20 | 1.56708 | 1.56708 | 1.57608 | -40.00 | 9359.52 |
| 67 | 2010.02.12 11:20 | sell | 34 | 0.20 | 1.56034 | 1.56234 | 1.55334 | ||
| 68 | 2010.02.12 11:27 | s/l | 34 | 0.20 | 1.56234 | 1.56234 | 1.55334 | -40.00 | 9319.52 |
| 69 | 2010.02.12 12:10 | sell | 35 | 0.20 | 1.56058 | 1.56258 | 1.55358 | ||
| 70 | 2010.02.12 13:15 | s/l | 35 | 0.20 | 1.56258 | 1.56258 | 1.55358 | -40.00 | 9279.52 |
| 71 | 2010.02.16 18:03 | buy | 36 | 0.20 | 1.57608 | 1.57408 | 1.58308 | ||
| 72 | 2010.02.17 10:32 | s/l | 36 | 0.20 | 1.57408 | 1.57408 | 1.58308 | -40.00 | 9239.52 |
| 73 | 2010.02.17 17:32 | sell | 37 | 0.20 | 1.56815 | 1.57015 | 1.56115 | ||
| 74 | 2010.02.17 17:45 | s/l | 37 | 0.20 | 1.57015 | 1.57015 | 1.56115 | -40.00 | 9199.52 |
| 75 | 2010.02.18 15:50 | buy | 38 | 0.20 | 1.56765 | 1.56565 | 1.57465 | ||
| 76 | 2010.02.18 15:57 | s/l | 38 | 0.20 | 1.56565 | 1.56565 | 1.57465 | -40.00 | 9159.52 |
| 77 | 2010.02.18 22:50 | sell | 39 | 0.20 | 1.54919 | 1.55119 | 1.54219 | ||
| 78 | 2010.02.18 22:52 | s/l | 39 | 0.20 | 1.55119 | 1.55119 | 1.54219 | -40.00 | 9119.52 |
| 79 | 2010.02.18 23:15 | sell | 40 | 0.20 | 1.55144 | 1.55344 | 1.54444 | ||
| 80 | 2010.02.19 00:45 | t/p | 40 | 0.20 | 1.54444 | 1.55344 | 1.54444 | 139.52 | 9259.04 |
| 81 | 2010.02.19 00:45 | sell | 41 | 0.20 | 1.54379 | 1.54579 | 1.53679 | ||
| 82 | 2010.02.19 01:20 | s/l | 41 | 0.20 | 1.54579 | 1.54579 | 1.53679 | -40.00 | 9219.04 |
| 83 | 2010.02.19 01:20 | sell | 42 | 0.20 | 1.54584 | 1.54784 | 1.53884 | ||
| 84 | 2010.02.19 07:16 | t/p | 42 | 0.20 | 1.53884 | 1.54784 | 1.53884 | 140.00 | 9359.04 |
| 85 | 2010.02.23 10:40 | sell | 43 | 0.20 | 1.54556 | 1.54756 | 1.53856 | ||
| 86 | 2010.02.24 11:46 | s/l | 43 | 0.20 | 1.54756 | 1.54756 | 1.53856 | -40.48 | 9318.56 |
| 87 | 2010.02.25 17:50 | sell | 44 | 0.20 | 1.51891 | 1.52091 | 1.51191 | ||
| 88 | 2010.02.25 18:15 | s/l | 44 | 0.20 | 1.52091 | 1.52091 | 1.51191 | -40.00 | 9278.56 |