Strategy Tester Report
JS_Signal_Baes
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 | SS1="""; Lot=0.01; StopLoss=100; TakeProfit=300; MM=false; Minsum=200; Risk=5; Step=3; Magic=12321; MACD_Fast=8; MACD_Slow=17; MACD_Sig=9; CCI_Per=13; SH_K_Per=5; SH_D_Per=3; SH_Slow=3; MA_Fast=5; MA_Slow=9; MA_MODE=3; RSI_Per=9; SS5=""ÒÐÅÉËÈÍÃ"; Tmfrm=30; Bars_n=13; Indent=1; SS6="""; UseSound=false; Sound_o=""ok.wav""; OpenBuy=Black; OpenSell=Black; loseBuy=Blue; loseSell=Red; | ||||
| Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -1.00 | Gross profit | 6.00 | Gross loss | -7.00 |
| Profit factor | 0.86 | Expected payoff | -0.11 | ||
| Absolute drawdown | 3.68 | Maximal drawdown | 4.85 (0.05%) | Relative drawdown | 0.05% (4.85) |
| Total trades | 9 | Short positions (won %) | 9 (22.22%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 2 (22.22%) | Loss trades (% of total) | 7 (77.78%) | ||
| Largest | profit trade | 3.00 | loss trade | -1.00 | |
| Average | profit trade | 3.00 | loss trade | -1.00 | |
| Maximum | consecutive wins (profit in money) | 1 (3.00) | consecutive losses (loss in money) | 3 (-3.00) | |
| Maximal | consecutive profit (count of wins) | 3.00 (1) | consecutive loss (count of losses) | -3.00 (3) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.02.25 13:20 | sell | 1 | 0.01 | 1.52744 | 1.52844 | 1.52444 | ||
| 2 | 2010.02.25 13:27 | s/l | 1 | 0.01 | 1.52844 | 1.52844 | 1.52444 | -1.00 | 9999.00 |
| 3 | 2010.02.25 14:50 | sell | 2 | 0.01 | 1.52439 | 1.52539 | 1.52139 | ||
| 4 | 2010.02.25 14:57 | s/l | 2 | 0.01 | 1.52539 | 1.52539 | 1.52139 | -1.00 | 9998.00 |
| 5 | 2010.02.25 14:57 | sell | 3 | 0.01 | 1.52577 | 1.52677 | 1.52277 | ||
| 6 | 2010.02.25 15:10 | s/l | 3 | 0.01 | 1.52677 | 1.52677 | 1.52277 | -1.00 | 9997.00 |
| 7 | 2010.02.25 16:59 | sell | 4 | 0.01 | 1.52526 | 1.52626 | 1.52226 | ||
| 8 | 2010.02.25 17:20 | t/p | 4 | 0.01 | 1.52226 | 1.52626 | 1.52226 | 3.00 | 10000.00 |
| 9 | 2010.02.25 17:20 | sell | 5 | 0.01 | 1.52166 | 1.52266 | 1.51866 | ||
| 10 | 2010.02.25 17:27 | s/l | 5 | 0.01 | 1.52266 | 1.52266 | 1.51866 | -1.00 | 9999.00 |
| 11 | 2010.02.25 17:27 | sell | 6 | 0.01 | 1.52200 | 1.52300 | 1.51900 | ||
| 12 | 2010.02.25 18:45 | s/l | 6 | 0.01 | 1.52300 | 1.52300 | 1.51900 | -1.00 | 9998.00 |
| 13 | 2010.02.26 12:40 | sell | 7 | 0.01 | 1.52383 | 1.52483 | 1.52083 | ||
| 14 | 2010.02.26 13:50 | t/p | 7 | 0.01 | 1.52083 | 1.52483 | 1.52083 | 3.00 | 10001.00 |
| 15 | 2010.02.26 13:59 | sell | 8 | 0.01 | 1.51933 | 1.52033 | 1.51633 | ||
| 16 | 2010.02.26 14:20 | s/l | 8 | 0.01 | 1.52033 | 1.52033 | 1.51633 | -1.00 | 10000.00 |
| 17 | 2010.02.26 15:10 | sell | 9 | 0.01 | 1.51831 | 1.51931 | 1.51531 | ||
| 18 | 2010.02.26 16:20 | s/l | 9 | 0.01 | 1.51931 | 1.51931 | 1.51531 | -1.00 | 9999.00 |