Strategy Tester Report
IchiMaWa
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=1; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -3044.10 | Gross profit | 6972.70 | Gross loss | -10016.80 |
Profit factor | 0.70 | Expected payoff | -179.06 | ||
Absolute drawdown | 4005.20 | Maximal drawdown | 5231.30 (46.60%) | Relative drawdown | 46.60% (5231.30) |
Total trades | 17 | Short positions (won %) | 7 (71.43%) | Long positions (won %) | 10 (20.00%) |
Profit trades (% of total) | 7 (41.18%) | Loss trades (% of total) | 10 (58.82%) | ||
Largest | profit trade | 1000.10 | loss trade | -1010.00 | |
Average | profit trade | 996.10 | loss trade | -1001.68 | |
Maximum | consecutive wins (profit in money) | 3 (2992.70) | consecutive losses (loss in money) | 3 (-3009.90) | |
Maximal | consecutive profit (count of wins) | 2992.70 (3) | consecutive loss (count of losses) | -3009.90 (3) | |
Average | consecutive wins | 2 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.06 23:00 | buy | 1 | 1.00 | 1.60179 | 1.59179 | 1.61179 | ||
2 | 2010.01.07 03:00 | buy | 2 | 1.00 | 1.60260 | 1.59260 | 1.61260 | ||
3 | 2010.01.07 09:50 | s/l | 1 | 1.00 | 1.59179 | 1.59179 | 1.61179 | -999.70 | 9000.30 |
4 | 2010.01.07 09:50 | s/l | 2 | 1.00 | 1.59260 | 1.59260 | 1.61260 | -1000.00 | 8000.30 |
5 | 2010.01.08 16:00 | buy | 3 | 1.00 | 1.60312 | 1.59312 | 1.61312 | ||
6 | 2010.01.11 08:20 | t/p | 3 | 1.00 | 1.61312 | 1.59312 | 1.61312 | 1000.10 | 9000.40 |
7 | 2010.01.18 10:00 | buy | 4 | 1.00 | 1.63506 | 1.62506 | 1.64506 | ||
8 | 2010.01.19 10:32 | t/p | 4 | 1.00 | 1.64506 | 1.62506 | 1.64506 | 1000.10 | 10000.50 |
9 | 2010.01.20 10:00 | sell | 5 | 1.00 | 1.62801 | 1.63801 | 1.61801 | ||
10 | 2010.01.21 10:20 | t/p | 5 | 1.00 | 1.61801 | 1.63801 | 1.61801 | 992.50 | 10993.00 |
11 | 2010.01.25 21:00 | buy | 6 | 1.00 | 1.62445 | 1.61445 | 1.63445 | ||
12 | 2010.01.26 10:46 | s/l | 6 | 1.00 | 1.61445 | 1.61445 | 1.63445 | -999.90 | 9993.10 |
13 | 2010.01.26 20:00 | sell | 7 | 1.00 | 1.61545 | 1.62545 | 1.60545 | ||
14 | 2010.01.28 08:50 | s/l | 7 | 1.00 | 1.62545 | 1.62545 | 1.60545 | -1010.00 | 8983.10 |
15 | 2010.01.28 09:00 | buy | 8 | 1.00 | 1.62520 | 1.61520 | 1.63520 | ||
16 | 2010.01.28 16:20 | s/l | 8 | 1.00 | 1.61520 | 1.61520 | 1.63520 | -1000.00 | 7983.10 |
17 | 2010.01.28 21:00 | sell | 9 | 1.00 | 1.61250 | 1.62250 | 1.60250 | ||
18 | 2010.01.29 16:07 | t/p | 9 | 1.00 | 1.60250 | 1.62250 | 1.60250 | 997.50 | 8980.60 |
19 | 2010.02.03 20:00 | sell | 10 | 1.00 | 1.59081 | 1.60081 | 1.58081 | ||
20 | 2010.02.04 12:50 | t/p | 10 | 1.00 | 1.58081 | 1.60081 | 1.58081 | 992.50 | 9973.10 |
21 | 2010.02.09 23:00 | buy | 11 | 1.00 | 1.57180 | 1.56180 | 1.58180 | ||
22 | 2010.02.10 13:50 | s/l | 11 | 1.00 | 1.56180 | 1.56180 | 1.58180 | -999.90 | 8973.20 |
23 | 2010.02.10 21:00 | sell | 12 | 1.00 | 1.55876 | 1.56876 | 1.54876 | ||
24 | 2010.02.11 18:15 | s/l | 12 | 1.00 | 1.56876 | 1.56876 | 1.54876 | -1007.50 | 7965.70 |
25 | 2010.02.12 03:00 | buy | 13 | 1.00 | 1.56883 | 1.55883 | 1.57883 | ||
26 | 2010.02.12 12:20 | s/l | 13 | 1.00 | 1.55883 | 1.55883 | 1.57883 | -1000.00 | 6965.70 |
27 | 2010.02.18 02:00 | sell | 14 | 1.00 | 1.56615 | 1.57615 | 1.55615 | ||
28 | 2010.02.18 14:50 | t/p | 14 | 1.00 | 1.55615 | 1.57615 | 1.55615 | 1000.00 | 7965.70 |
29 | 2010.02.22 04:00 | buy | 15 | 1.00 | 1.54905 | 1.53905 | 1.55905 | ||
30 | 2010.02.23 07:00 | buy | 16 | 1.00 | 1.55278 | 1.54278 | 1.56278 | ||
31 | 2010.02.23 11:10 | s/l | 16 | 1.00 | 1.54278 | 1.54278 | 1.56278 | -1000.00 | 6965.70 |
32 | 2010.02.23 20:00 | sell | 17 | 1.00 | 1.54355 | 1.55355 | 1.53355 | ||
33 | 2010.02.24 20:50 | s/l | 15 | 1.00 | 1.53905 | 1.53905 | 1.55905 | -999.80 | 5965.90 |
34 | 2010.02.25 05:20 | t/p | 17 | 1.00 | 1.53355 | 1.55355 | 1.53355 | 990.00 | 6955.90 |