Strategy Tester Report
i_Trend ea
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 | MagicNumber=0; SignalMail=false; EachTickMode=false; Lots=1; Slippage=3; UseStopLoss=false; StopLoss=30; UseTakeProfit=false; TakeProfit=30; UseTrailingStop=false; TrailingStop=30; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -1646.50 | Gross profit | 11731.00 | Gross loss | -13377.50 |
Profit factor | 0.88 | Expected payoff | -27.44 | ||
Absolute drawdown | 4606.50 | Maximal drawdown | 5352.50 (49.81%) | Relative drawdown | 49.81% (5352.50) |
Total trades | 60 | Short positions (won %) | 60 (23.33%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 14 (23.33%) | Loss trades (% of total) | 46 (76.67%) | ||
Largest | profit trade | 3735.50 | loss trade | -795.00 | |
Average | profit trade | 837.93 | loss trade | -290.82 | |
Maximum | consecutive wins (profit in money) | 2 (267.50) | consecutive losses (loss in money) | 10 (-2962.50) | |
Maximal | consecutive profit (count of wins) | 3735.50 (1) | consecutive loss (count of losses) | -2962.50 (10) | |
Average | consecutive wins | 1 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 01:00 | sell | 1 | 1.00 | 1.61369 | 0.00000 | 0.00000 | ||
2 | 2010.01.04 10:00 | close | 1 | 1.00 | 1.61582 | 0.00000 | 0.00000 | -213.00 | 9787.00 |
3 | 2010.01.04 17:00 | sell | 2 | 1.00 | 1.61191 | 0.00000 | 0.00000 | ||
4 | 2010.01.05 07:00 | close | 2 | 1.00 | 1.61377 | 0.00000 | 0.00000 | -188.50 | 9598.50 |
5 | 2010.01.05 10:00 | sell | 3 | 1.00 | 1.60436 | 0.00000 | 0.00000 | ||
6 | 2010.01.06 09:00 | close | 3 | 1.00 | 1.60217 | 0.00000 | 0.00000 | 216.50 | 9815.00 |
7 | 2010.01.06 13:00 | sell | 4 | 1.00 | 1.59816 | 0.00000 | 0.00000 | ||
8 | 2010.01.06 18:00 | close | 4 | 1.00 | 1.60187 | 0.00000 | 0.00000 | -371.00 | 9444.00 |
9 | 2010.01.06 20:00 | sell | 5 | 1.00 | 1.59901 | 0.00000 | 0.00000 | ||
10 | 2010.01.06 21:00 | close | 5 | 1.00 | 1.60012 | 0.00000 | 0.00000 | -111.00 | 9333.00 |
11 | 2010.01.07 05:00 | sell | 6 | 1.00 | 1.60117 | 0.00000 | 0.00000 | ||
12 | 2010.01.07 06:00 | close | 6 | 1.00 | 1.60072 | 0.00000 | 0.00000 | 45.00 | 9378.00 |
13 | 2010.01.07 07:00 | sell | 7 | 1.00 | 1.59735 | 0.00000 | 0.00000 | ||
14 | 2010.01.08 02:00 | close | 7 | 1.00 | 1.59510 | 0.00000 | 0.00000 | 222.50 | 9600.50 |
15 | 2010.01.08 04:00 | sell | 8 | 1.00 | 1.59200 | 0.00000 | 0.00000 | ||
16 | 2010.01.08 05:00 | close | 8 | 1.00 | 1.59440 | 0.00000 | 0.00000 | -240.00 | 9360.50 |
17 | 2010.01.08 17:00 | sell | 9 | 1.00 | 1.59612 | 0.00000 | 0.00000 | ||
18 | 2010.01.08 19:00 | close | 9 | 1.00 | 1.60099 | 0.00000 | 0.00000 | -487.00 | 8873.50 |
19 | 2010.01.11 20:00 | sell | 10 | 1.00 | 1.61146 | 0.00000 | 0.00000 | ||
20 | 2010.01.12 08:00 | close | 10 | 1.00 | 1.61218 | 0.00000 | 0.00000 | -74.50 | 8799.00 |
21 | 2010.01.12 09:00 | sell | 11 | 1.00 | 1.60954 | 0.00000 | 0.00000 | ||
22 | 2010.01.12 11:00 | close | 11 | 1.00 | 1.61406 | 0.00000 | 0.00000 | -452.00 | 8347.00 |
23 | 2010.01.13 02:00 | sell | 12 | 1.00 | 1.61501 | 0.00000 | 0.00000 | ||
24 | 2010.01.13 05:00 | close | 12 | 1.00 | 1.61715 | 0.00000 | 0.00000 | -214.00 | 8133.00 |
25 | 2010.01.14 12:00 | sell | 13 | 1.00 | 1.62792 | 0.00000 | 0.00000 | ||
26 | 2010.01.14 15:00 | close | 13 | 1.00 | 1.63165 | 0.00000 | 0.00000 | -373.00 | 7760.00 |
27 | 2010.01.15 03:00 | sell | 14 | 1.00 | 1.63020 | 0.00000 | 0.00000 | ||
28 | 2010.01.15 05:00 | close | 14 | 1.00 | 1.63287 | 0.00000 | 0.00000 | -267.00 | 7493.00 |
29 | 2010.01.15 10:00 | sell | 15 | 1.00 | 1.63289 | 0.00000 | 0.00000 | ||
30 | 2010.01.18 01:00 | close | 15 | 1.00 | 1.62934 | 0.00000 | 0.00000 | 352.50 | 7845.50 |
31 | 2010.01.18 02:00 | sell | 16 | 1.00 | 1.62597 | 0.00000 | 0.00000 | ||
32 | 2010.01.18 04:00 | close | 16 | 1.00 | 1.62884 | 0.00000 | 0.00000 | -287.00 | 7558.50 |
33 | 2010.01.19 13:00 | sell | 17 | 1.00 | 1.63380 | 0.00000 | 0.00000 | ||
34 | 2010.01.19 20:00 | close | 17 | 1.00 | 1.63861 | 0.00000 | 0.00000 | -481.00 | 7077.50 |
35 | 2010.01.19 21:00 | sell | 18 | 1.00 | 1.63613 | 0.00000 | 0.00000 | ||
36 | 2010.01.20 23:00 | close | 18 | 1.00 | 1.62952 | 0.00000 | 0.00000 | 658.50 | 7736.00 |
37 | 2010.01.21 03:00 | sell | 19 | 1.00 | 1.62725 | 0.00000 | 0.00000 | ||
38 | 2010.01.21 08:00 | close | 19 | 1.00 | 1.62939 | 0.00000 | 0.00000 | -214.00 | 7522.00 |
39 | 2010.01.21 09:00 | sell | 20 | 1.00 | 1.62300 | 0.00000 | 0.00000 | ||
40 | 2010.01.21 20:00 | close | 20 | 1.00 | 1.62272 | 0.00000 | 0.00000 | 28.00 | 7550.00 |
41 | 2010.01.21 22:00 | sell | 21 | 1.00 | 1.61964 | 0.00000 | 0.00000 | ||
42 | 2010.01.22 04:00 | close | 21 | 1.00 | 1.62134 | 0.00000 | 0.00000 | -172.50 | 7377.50 |
43 | 2010.01.22 13:00 | sell | 22 | 1.00 | 1.61762 | 0.00000 | 0.00000 | ||
44 | 2010.01.25 08:00 | close | 22 | 1.00 | 1.61355 | 0.00000 | 0.00000 | 404.50 | 7782.00 |
45 | 2010.01.26 06:00 | sell | 23 | 1.00 | 1.62078 | 0.00000 | 0.00000 | ||
46 | 2010.01.26 08:00 | close | 23 | 1.00 | 1.62383 | 0.00000 | 0.00000 | -305.00 | 7477.00 |
47 | 2010.01.26 11:00 | sell | 24 | 1.00 | 1.61371 | 0.00000 | 0.00000 | ||
48 | 2010.01.27 09:00 | close | 24 | 1.00 | 1.61460 | 0.00000 | 0.00000 | -91.50 | 7385.50 |
49 | 2010.01.27 10:00 | sell | 25 | 1.00 | 1.61178 | 0.00000 | 0.00000 | ||
50 | 2010.01.27 11:00 | close | 25 | 1.00 | 1.61914 | 0.00000 | 0.00000 | -736.00 | 6649.50 |
51 | 2010.01.27 20:00 | sell | 26 | 1.00 | 1.61717 | 0.00000 | 0.00000 | ||
52 | 2010.01.28 04:00 | close | 26 | 1.00 | 1.62117 | 0.00000 | 0.00000 | -407.50 | 6242.00 |
53 | 2010.01.28 07:00 | sell | 27 | 1.00 | 1.61800 | 0.00000 | 0.00000 | ||
54 | 2010.01.28 08:00 | close | 27 | 1.00 | 1.62074 | 0.00000 | 0.00000 | -274.00 | 5968.00 |
55 | 2010.01.28 17:00 | sell | 28 | 1.00 | 1.61352 | 0.00000 | 0.00000 | ||
56 | 2010.01.29 10:00 | close | 28 | 1.00 | 1.61765 | 0.00000 | 0.00000 | -415.50 | 5552.50 |
57 | 2010.01.29 14:00 | sell | 29 | 1.00 | 1.61102 | 0.00000 | 0.00000 | ||
58 | 2010.02.01 19:00 | close | 29 | 1.00 | 1.59537 | 0.00000 | 0.00000 | 1562.50 | 7115.00 |
59 | 2010.02.02 06:00 | sell | 30 | 1.00 | 1.59298 | 0.00000 | 0.00000 | ||
60 | 2010.02.02 08:00 | close | 30 | 1.00 | 1.59605 | 0.00000 | 0.00000 | -307.00 | 6808.00 |
61 | 2010.02.02 10:00 | sell | 31 | 1.00 | 1.59180 | 0.00000 | 0.00000 | ||
62 | 2010.02.02 14:00 | close | 31 | 1.00 | 1.59422 | 0.00000 | 0.00000 | -242.00 | 6566.00 |
63 | 2010.02.03 13:00 | sell | 32 | 1.00 | 1.59784 | 0.00000 | 0.00000 | ||
64 | 2010.02.08 15:00 | close | 32 | 1.00 | 1.56036 | 0.00000 | 0.00000 | 3735.50 | 10301.50 |
65 | 2010.02.08 22:00 | sell | 33 | 1.00 | 1.55990 | 0.00000 | 0.00000 | ||
66 | 2010.02.09 04:00 | close | 33 | 1.00 | 1.56025 | 0.00000 | 0.00000 | -37.50 | 10264.00 |
67 | 2010.02.09 05:00 | sell | 34 | 1.00 | 1.56011 | 0.00000 | 0.00000 | ||
68 | 2010.02.09 06:00 | close | 34 | 1.00 | 1.56220 | 0.00000 | 0.00000 | -209.00 | 10055.00 |
69 | 2010.02.09 10:00 | sell | 35 | 1.00 | 1.55869 | 0.00000 | 0.00000 | ||
70 | 2010.02.09 14:00 | close | 35 | 1.00 | 1.56395 | 0.00000 | 0.00000 | -526.00 | 9529.00 |
71 | 2010.02.10 07:00 | sell | 36 | 1.00 | 1.56717 | 0.00000 | 0.00000 | ||
72 | 2010.02.10 08:00 | close | 36 | 1.00 | 1.56882 | 0.00000 | 0.00000 | -165.00 | 9364.00 |
73 | 2010.02.10 09:00 | sell | 37 | 1.00 | 1.56633 | 0.00000 | 0.00000 | ||
74 | 2010.02.10 11:00 | close | 37 | 1.00 | 1.57325 | 0.00000 | 0.00000 | -692.00 | 8672.00 |
75 | 2010.02.10 13:00 | sell | 38 | 1.00 | 1.56572 | 0.00000 | 0.00000 | ||
76 | 2010.02.11 02:00 | close | 38 | 1.00 | 1.56241 | 0.00000 | 0.00000 | 323.50 | 8995.50 |
77 | 2010.02.11 09:00 | sell | 39 | 1.00 | 1.56061 | 0.00000 | 0.00000 | ||
78 | 2010.02.11 13:00 | close | 39 | 1.00 | 1.56355 | 0.00000 | 0.00000 | -294.00 | 8701.50 |
79 | 2010.02.11 16:00 | sell | 40 | 1.00 | 1.55978 | 0.00000 | 0.00000 | ||
80 | 2010.02.11 18:00 | close | 40 | 1.00 | 1.56773 | 0.00000 | 0.00000 | -795.00 | 7906.50 |
81 | 2010.02.12 11:00 | sell | 41 | 1.00 | 1.56542 | 0.00000 | 0.00000 | ||
82 | 2010.02.12 19:00 | close | 41 | 1.00 | 1.56758 | 0.00000 | 0.00000 | -216.00 | 7690.50 |
83 | 2010.02.15 01:00 | sell | 42 | 1.00 | 1.56651 | 0.00000 | 0.00000 | ||
84 | 2010.02.15 02:00 | close | 42 | 1.00 | 1.56680 | 0.00000 | 0.00000 | -29.00 | 7661.50 |
85 | 2010.02.15 03:00 | sell | 43 | 1.00 | 1.56618 | 0.00000 | 0.00000 | ||
86 | 2010.02.15 05:00 | close | 43 | 1.00 | 1.56696 | 0.00000 | 0.00000 | -78.00 | 7583.50 |
87 | 2010.02.15 06:00 | sell | 44 | 1.00 | 1.56445 | 0.00000 | 0.00000 | ||
88 | 2010.02.15 10:00 | close | 44 | 1.00 | 1.56794 | 0.00000 | 0.00000 | -349.00 | 7234.50 |
89 | 2010.02.15 16:00 | sell | 45 | 1.00 | 1.56629 | 0.00000 | 0.00000 | ||
90 | 2010.02.16 00:00 | close | 45 | 1.00 | 1.56717 | 0.00000 | 0.00000 | -90.50 | 7144.00 |
91 | 2010.02.16 02:00 | sell | 46 | 1.00 | 1.56653 | 0.00000 | 0.00000 | ||
92 | 2010.02.16 03:00 | close | 46 | 1.00 | 1.56874 | 0.00000 | 0.00000 | -221.00 | 6923.00 |
93 | 2010.02.16 14:00 | sell | 47 | 1.00 | 1.56727 | 0.00000 | 0.00000 | ||
94 | 2010.02.16 18:00 | close | 47 | 1.00 | 1.57371 | 0.00000 | 0.00000 | -644.00 | 6279.00 |
95 | 2010.02.17 11:00 | sell | 48 | 1.00 | 1.57708 | 0.00000 | 0.00000 | ||
96 | 2010.02.17 14:00 | close | 48 | 1.00 | 1.57954 | 0.00000 | 0.00000 | -246.00 | 6033.00 |
97 | 2010.02.17 16:00 | sell | 49 | 1.00 | 1.57642 | 0.00000 | 0.00000 | ||
98 | 2010.02.18 17:00 | close | 49 | 1.00 | 1.56449 | 0.00000 | 0.00000 | 1185.50 | 7218.50 |
99 | 2010.02.18 18:00 | sell | 50 | 1.00 | 1.55807 | 0.00000 | 0.00000 | ||
100 | 2010.02.19 18:00 | close | 50 | 1.00 | 1.54402 | 0.00000 | 0.00000 | 1402.50 | 8621.00 |
101 | 2010.02.22 12:00 | sell | 51 | 1.00 | 1.54579 | 0.00000 | 0.00000 | ||
102 | 2010.02.22 13:00 | close | 51 | 1.00 | 1.54764 | 0.00000 | 0.00000 | -185.00 | 8436.00 |
103 | 2010.02.22 20:00 | sell | 52 | 1.00 | 1.54699 | 0.00000 | 0.00000 | ||
104 | 2010.02.22 21:00 | close | 52 | 1.00 | 1.54935 | 0.00000 | 0.00000 | -236.00 | 8200.00 |
105 | 2010.02.23 11:00 | sell | 53 | 1.00 | 1.54315 | 0.00000 | 0.00000 | ||
106 | 2010.02.24 03:00 | close | 53 | 1.00 | 1.54586 | 0.00000 | 0.00000 | -273.50 | 7926.50 |
107 | 2010.02.24 09:00 | sell | 54 | 1.00 | 1.54275 | 0.00000 | 0.00000 | ||
108 | 2010.02.24 12:00 | close | 54 | 1.00 | 1.54598 | 0.00000 | 0.00000 | -323.00 | 7603.50 |
109 | 2010.02.24 14:00 | sell | 55 | 1.00 | 1.54384 | 0.00000 | 0.00000 | ||
110 | 2010.02.24 17:00 | close | 55 | 1.00 | 1.54539 | 0.00000 | 0.00000 | -155.00 | 7448.50 |
111 | 2010.02.24 18:00 | sell | 56 | 1.00 | 1.54310 | 0.00000 | 0.00000 | ||
112 | 2010.02.26 03:00 | close | 56 | 1.00 | 1.52834 | 0.00000 | 0.00000 | 1466.00 | 8914.50 |
113 | 2010.02.26 04:00 | sell | 57 | 1.00 | 1.52547 | 0.00000 | 0.00000 | ||
114 | 2010.02.26 05:00 | close | 57 | 1.00 | 1.52788 | 0.00000 | 0.00000 | -241.00 | 8673.50 |
115 | 2010.02.26 09:00 | sell | 58 | 1.00 | 1.52475 | 0.00000 | 0.00000 | ||
116 | 2010.02.26 10:00 | close | 58 | 1.00 | 1.52796 | 0.00000 | 0.00000 | -321.00 | 8352.50 |
117 | 2010.02.26 12:00 | sell | 59 | 1.00 | 1.52565 | 0.00000 | 0.00000 | ||
118 | 2010.02.26 18:00 | close | 59 | 1.00 | 1.52437 | 0.00000 | 0.00000 | 128.00 | 8480.50 |
119 | 2010.02.26 19:00 | sell | 60 | 1.00 | 1.52356 | 0.00000 | 0.00000 | ||
120 | 2010.02.26 20:00 | close | 60 | 1.00 | 1.52483 | 0.00000 | 0.00000 | -127.00 | 8353.50 |