Strategy Tester Report
jMasterRSXv1C
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 | MAGICMA=72609; Lots=0.1; DecreaseFactor=0; UseMoneyManagement=false; MaximumRisk=0.01; Max_Lot_Size=50; Max_Num_Lots=500; LongPer=30; ShortPer=5; LongRSX=14; ShortRSX=14; LongParBuy=50; ShortParBuy=25; LongParSell=50; ShortParSell=75; LongTrendSpread=3; s2=""__________________Take"; s2a=""..................Mode"; s2b=""..................Mode"; s2c=""..................Mode"; UseTakeProfit=false; TakeProfitMode=1; s3=""__________________Stop"; s31=""..................Mode"; s32=""..................Mode"; s33=""..................Mode"; UseStopLoss=false; StopMode=1; s4=""__________________Trailing"; s41=""..................Mode"; s42=""..................Mode"; s43=""..................Mode"; UseTrail=false; TrailMode=1; s5=""__________________Buy"; TakeProfitPip_Buy=150; TakeProfitBar_Buy=7; StopPip_Buy=150; StopBar_Buy=7; TrailPip_Buy=75; TrailBar_Buy=7; TrailMin_Buy=75; s6=""__________________Sell"; TakeProfitPip_Sell=150; TakeProfitBar_Sell=7; StopPip_Sell=150; StopBar_Sell=7; TrailPip_Sell=75; TrailBar_Sell=7; TrailMin_Sell=75; | ||||
| Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -251.52 | Gross profit | 219.38 | Gross loss | -470.90 |
| Profit factor | 0.47 | Expected payoff | -125.76 | ||
| Absolute drawdown | 623.40 | Maximal drawdown | 922.80 (8.96%) | Relative drawdown | 8.96% (922.80) |
| Total trades | 2 | Short positions (won %) | 1 (100.00%) | Long positions (won %) | 1 (0.00%) |
| Profit trades (% of total) | 1 (50.00%) | Loss trades (% of total) | 1 (50.00%) | ||
| Largest | profit trade | 219.38 | loss trade | -470.90 | |
| Average | profit trade | 219.38 | loss trade | -470.90 | |
| Maximum | consecutive wins (profit in money) | 1 (219.38) | consecutive losses (loss in money) | 1 (-470.90) | |
| Maximal | consecutive profit (count of wins) | 219.38 (1) | consecutive loss (count of losses) | -470.90 (1) | |
| Average | consecutive wins | 1 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.04 10:00 | buy | 1 | 0.10 | 1.61582 | 0.00000 | 0.00000 | ||
| 2 | 2010.02.17 21:00 | close | 1 | 0.10 | 1.56873 | 0.00000 | 0.00000 | -470.90 | 9529.10 |
| 3 | 2010.02.24 07:00 | sell | 2 | 0.10 | 1.54613 | 0.00000 | 0.00000 | ||
| 4 | 2010.02.26 22:56 | close at stop | 2 | 0.10 | 1.52410 | 0.00000 | 0.00000 | 219.38 | 9748.48 |