Strategy Tester Report
MA cross exp_v4
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 | ma_fast=8; ma_slow=21; ma_method=1; stop_loss=110; take_profit=370; TrailingStop=110; applied_price=0; ma_shifft=0; Lots=0.1; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 12.10 | Gross profit | 320.10 | Gross loss | -308.00 |
Profit factor | 1.04 | Expected payoff | 0.28 | ||
Absolute drawdown | 44.90 | Maximal drawdown | 93.60 (0.93%) | Relative drawdown | 0.93% (93.60) |
Total trades | 43 | Short positions (won %) | 22 (22.73%) | Long positions (won %) | 21 (47.62%) |
Profit trades (% of total) | 15 (34.88%) | Loss trades (% of total) | 28 (65.12%) | ||
Largest | profit trade | 37.00 | loss trade | -11.00 | |
Average | profit trade | 21.34 | loss trade | -11.00 | |
Maximum | consecutive wins (profit in money) | 4 (63.40) | consecutive losses (loss in money) | 6 (-66.00) | |
Maximal | consecutive profit (count of wins) | 63.40 (4) | consecutive loss (count of losses) | -66.00 (6) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 06:00 | sell | 1 | 0.10 | 1.60890 | 1.61000 | 1.60520 | ||
2 | 2010.01.04 07:02 | s/l | 1 | 0.10 | 1.61000 | 1.61000 | 1.60520 | -11.00 | 9989.00 |
3 | 2010.01.04 10:00 | buy | 2 | 0.10 | 1.61537 | 1.61427 | 1.61907 | ||
4 | 2010.01.04 10:45 | t/p | 2 | 0.10 | 1.61907 | 1.61427 | 1.61907 | 37.00 | 10026.00 |
5 | 2010.01.04 20:00 | sell | 3 | 0.10 | 1.60976 | 1.61086 | 1.60606 | ||
6 | 2010.01.04 20:15 | s/l | 3 | 0.10 | 1.61086 | 1.61086 | 1.60606 | -11.00 | 10015.00 |
7 | 2010.01.06 23:00 | buy | 4 | 0.10 | 1.60177 | 1.60067 | 1.60547 | ||
8 | 2010.01.06 23:20 | s/l | 4 | 0.10 | 1.60067 | 1.60067 | 1.60547 | -11.00 | 10004.00 |
9 | 2010.01.07 07:00 | sell | 5 | 0.10 | 1.59735 | 1.59845 | 1.59365 | ||
10 | 2010.01.07 07:32 | s/l | 5 | 0.10 | 1.59845 | 1.59845 | 1.59365 | -11.00 | 9993.00 |
11 | 2010.01.08 09:00 | buy | 6 | 0.10 | 1.59711 | 1.59601 | 1.60081 | ||
12 | 2010.01.08 09:45 | t/p | 6 | 0.10 | 1.60081 | 1.59601 | 1.60081 | 37.00 | 10030.00 |
13 | 2010.01.12 03:00 | sell | 7 | 0.10 | 1.60811 | 1.60921 | 1.60441 | ||
14 | 2010.01.12 03:50 | s/l | 7 | 0.10 | 1.60921 | 1.60921 | 1.60441 | -11.00 | 10019.00 |
15 | 2010.01.12 11:00 | buy | 8 | 0.10 | 1.61361 | 1.61251 | 1.61731 | ||
16 | 2010.01.12 12:15 | s/l | 8 | 0.10 | 1.61251 | 1.61251 | 1.61731 | -11.00 | 10008.00 |
17 | 2010.01.15 13:00 | sell | 9 | 0.10 | 1.62881 | 1.62991 | 1.62511 | ||
18 | 2010.01.15 13:15 | s/l | 9 | 0.10 | 1.62991 | 1.62991 | 1.62511 | -11.00 | 9997.00 |
19 | 2010.01.18 06:00 | buy | 10 | 0.10 | 1.63091 | 1.62981 | 1.63461 | ||
20 | 2010.01.18 07:15 | s/l | 10 | 0.10 | 1.62981 | 1.62981 | 1.63461 | -11.00 | 9986.00 |
21 | 2010.01.19 15:00 | sell | 11 | 0.10 | 1.63414 | 1.63524 | 1.63044 | ||
22 | 2010.01.19 15:20 | s/l | 11 | 0.10 | 1.63524 | 1.63524 | 1.63044 | -11.00 | 9975.00 |
23 | 2010.01.19 19:00 | buy | 12 | 0.10 | 1.63776 | 1.63666 | 1.64146 | ||
24 | 2010.01.19 20:10 | s/l | 12 | 0.10 | 1.63666 | 1.63666 | 1.64146 | -11.00 | 9964.00 |
25 | 2010.01.20 00:00 | sell | 13 | 0.10 | 1.63620 | 1.63730 | 1.63250 | ||
26 | 2010.01.20 02:10 | modify | 13 | 0.10 | 1.63620 | 1.63604 | 1.63250 | ||
27 | 2010.01.20 02:15 | modify | 13 | 0.10 | 1.63620 | 1.63459 | 1.63250 | ||
28 | 2010.01.20 02:20 | t/p | 13 | 0.10 | 1.63250 | 1.63459 | 1.63250 | 37.00 | 10001.00 |
29 | 2010.01.22 09:00 | buy | 14 | 0.10 | 1.62497 | 1.62387 | 1.62867 | ||
30 | 2010.01.22 10:00 | modify | 14 | 0.10 | 1.62497 | 1.62528 | 1.62867 | ||
31 | 2010.01.22 10:07 | modify | 14 | 0.10 | 1.62497 | 1.62540 | 1.62867 | ||
32 | 2010.01.22 10:10 | s/l | 14 | 0.10 | 1.62540 | 1.62540 | 1.62867 | 4.30 | 10005.30 |
33 | 2010.01.22 14:00 | sell | 15 | 0.10 | 1.61120 | 1.61230 | 1.60750 | ||
34 | 2010.01.22 14:15 | s/l | 15 | 0.10 | 1.61230 | 1.61230 | 1.60750 | -11.00 | 9994.30 |
35 | 2010.01.25 12:00 | buy | 16 | 0.10 | 1.61707 | 1.61597 | 1.62077 | ||
36 | 2010.01.25 12:20 | s/l | 16 | 0.10 | 1.61597 | 1.61597 | 1.62077 | -11.00 | 9983.30 |
37 | 2010.01.26 11:00 | sell | 17 | 0.10 | 1.61371 | 1.61481 | 1.61001 | ||
38 | 2010.01.26 12:00 | modify | 17 | 0.10 | 1.61371 | 1.61317 | 1.61001 | ||
39 | 2010.01.26 12:10 | modify | 17 | 0.10 | 1.61371 | 1.61280 | 1.61001 | ||
40 | 2010.01.26 12:15 | modify | 17 | 0.10 | 1.61371 | 1.61220 | 1.61001 | ||
41 | 2010.01.26 12:20 | modify | 17 | 0.10 | 1.61371 | 1.61140 | 1.61001 | ||
42 | 2010.01.26 12:40 | s/l | 17 | 0.10 | 1.61140 | 1.61140 | 1.61001 | 23.10 | 10006.40 |
43 | 2010.01.27 12:00 | buy | 18 | 0.10 | 1.62088 | 1.61978 | 1.62458 | ||
44 | 2010.01.27 13:00 | modify | 18 | 0.10 | 1.62088 | 1.62145 | 1.62458 | ||
45 | 2010.01.27 13:02 | modify | 18 | 0.10 | 1.62088 | 1.62147 | 1.62458 | ||
46 | 2010.01.27 13:05 | modify | 18 | 0.10 | 1.62088 | 1.62166 | 1.62458 | ||
47 | 2010.01.27 13:10 | modify | 18 | 0.10 | 1.62088 | 1.62221 | 1.62458 | ||
48 | 2010.01.27 13:15 | modify | 18 | 0.10 | 1.62088 | 1.62277 | 1.62458 | ||
49 | 2010.01.27 13:20 | modify | 18 | 0.10 | 1.62088 | 1.62332 | 1.62458 | ||
50 | 2010.01.27 13:27 | s/l | 18 | 0.10 | 1.62332 | 1.62332 | 1.62458 | 24.40 | 10030.80 |
51 | 2010.01.28 18:00 | sell | 19 | 0.10 | 1.61451 | 1.61561 | 1.61081 | ||
52 | 2010.01.28 19:02 | modify | 19 | 0.10 | 1.61451 | 1.61354 | 1.61081 | ||
53 | 2010.01.28 19:07 | modify | 19 | 0.10 | 1.61451 | 1.61340 | 1.61081 | ||
54 | 2010.01.28 19:15 | s/l | 19 | 0.10 | 1.61340 | 1.61340 | 1.61081 | 11.10 | 10041.90 |
55 | 2010.02.02 03:00 | buy | 20 | 0.10 | 1.59575 | 1.59465 | 1.59945 | ||
56 | 2010.02.02 04:20 | modify | 20 | 0.10 | 1.59575 | 1.59623 | 1.59945 | ||
57 | 2010.02.02 04:33 | s/l | 20 | 0.10 | 1.59623 | 1.59623 | 1.59945 | 4.80 | 10046.70 |
58 | 2010.02.02 05:00 | sell | 21 | 0.10 | 1.59319 | 1.59429 | 1.58949 | ||
59 | 2010.02.02 05:50 | s/l | 21 | 0.10 | 1.59429 | 1.59429 | 1.58949 | -11.00 | 10035.70 |
60 | 2010.02.02 17:00 | buy | 22 | 0.10 | 1.59680 | 1.59570 | 1.60050 | ||
61 | 2010.02.02 17:20 | s/l | 22 | 0.10 | 1.59570 | 1.59570 | 1.60050 | -11.00 | 10024.70 |
62 | 2010.02.03 15:00 | sell | 23 | 0.10 | 1.59423 | 1.59533 | 1.59053 | ||
63 | 2010.02.03 15:15 | s/l | 23 | 0.10 | 1.59533 | 1.59533 | 1.59053 | -11.00 | 10013.70 |
64 | 2010.02.08 19:00 | buy | 24 | 0.10 | 1.56464 | 1.56354 | 1.56834 | ||
65 | 2010.02.08 19:10 | s/l | 24 | 0.10 | 1.56354 | 1.56354 | 1.56834 | -11.00 | 10002.70 |
66 | 2010.02.08 22:00 | sell | 25 | 0.10 | 1.55990 | 1.56100 | 1.55620 | ||
67 | 2010.02.08 23:00 | modify | 25 | 0.10 | 1.55990 | 1.55946 | 1.55620 | ||
68 | 2010.02.08 23:02 | modify | 25 | 0.10 | 1.55990 | 1.55935 | 1.55620 | ||
69 | 2010.02.08 23:05 | modify | 25 | 0.10 | 1.55990 | 1.55918 | 1.55620 | ||
70 | 2010.02.08 23:10 | modify | 25 | 0.10 | 1.55990 | 1.55884 | 1.55620 | ||
71 | 2010.02.08 23:15 | modify | 25 | 0.10 | 1.55990 | 1.55832 | 1.55620 | ||
72 | 2010.02.08 23:20 | modify | 25 | 0.10 | 1.55990 | 1.55764 | 1.55620 | ||
73 | 2010.02.08 23:40 | s/l | 25 | 0.10 | 1.55764 | 1.55764 | 1.55620 | 22.60 | 10025.30 |
74 | 2010.02.09 08:00 | buy | 26 | 0.10 | 1.56402 | 1.56292 | 1.56772 | ||
75 | 2010.02.09 08:02 | s/l | 26 | 0.10 | 1.56292 | 1.56292 | 1.56772 | -11.00 | 10014.30 |
76 | 2010.02.09 11:00 | sell | 27 | 0.10 | 1.55850 | 1.55960 | 1.55480 | ||
77 | 2010.02.09 12:02 | modify | 27 | 0.10 | 1.55850 | 1.55763 | 1.55480 | ||
78 | 2010.02.09 12:07 | modify | 27 | 0.10 | 1.55850 | 1.55736 | 1.55480 | ||
79 | 2010.02.09 12:10 | s/l | 27 | 0.10 | 1.55736 | 1.55736 | 1.55480 | 11.40 | 10025.70 |
80 | 2010.02.09 15:00 | buy | 28 | 0.10 | 1.56233 | 1.56123 | 1.56603 | ||
81 | 2010.02.09 15:02 | s/l | 28 | 0.10 | 1.56123 | 1.56123 | 1.56603 | -11.00 | 10014.70 |
82 | 2010.02.10 14:00 | sell | 29 | 0.10 | 1.56204 | 1.56314 | 1.55834 | ||
83 | 2010.02.10 14:20 | s/l | 29 | 0.10 | 1.56314 | 1.56314 | 1.55834 | -11.00 | 10003.70 |
84 | 2010.02.11 06:00 | buy | 30 | 0.10 | 1.56528 | 1.56418 | 1.56898 | ||
85 | 2010.02.11 06:59 | s/l | 30 | 0.10 | 1.56418 | 1.56418 | 1.56898 | -11.00 | 9992.70 |
86 | 2010.02.11 09:00 | sell | 31 | 0.10 | 1.56061 | 1.56171 | 1.55691 | ||
87 | 2010.02.11 09:07 | s/l | 31 | 0.10 | 1.56171 | 1.56171 | 1.55691 | -11.00 | 9981.70 |
88 | 2010.02.11 18:00 | buy | 32 | 0.10 | 1.56728 | 1.56618 | 1.57098 | ||
89 | 2010.02.11 19:10 | modify | 32 | 0.10 | 1.56728 | 1.56738 | 1.57098 | ||
90 | 2010.02.11 19:15 | modify | 32 | 0.10 | 1.56728 | 1.56800 | 1.57098 | ||
91 | 2010.02.11 19:20 | modify | 32 | 0.10 | 1.56728 | 1.56862 | 1.57098 | ||
92 | 2010.02.11 19:37 | modify | 32 | 0.10 | 1.56728 | 1.56870 | 1.57098 | ||
93 | 2010.02.11 19:45 | s/l | 32 | 0.10 | 1.56870 | 1.56870 | 1.57098 | 14.20 | 9995.90 |
94 | 2010.02.12 13:00 | sell | 33 | 0.10 | 1.56141 | 1.56251 | 1.55771 | ||
95 | 2010.02.12 13:15 | s/l | 33 | 0.10 | 1.56251 | 1.56251 | 1.55771 | -11.00 | 9984.90 |
96 | 2010.02.12 22:00 | buy | 34 | 0.10 | 1.56713 | 1.56603 | 1.57083 | ||
97 | 2010.02.12 22:16 | t/p | 34 | 0.10 | 1.57083 | 1.56603 | 1.57083 | 37.00 | 10021.90 |
98 | 2010.02.15 06:00 | sell | 35 | 0.10 | 1.56445 | 1.56555 | 1.56075 | ||
99 | 2010.02.15 06:15 | s/l | 35 | 0.10 | 1.56555 | 1.56555 | 1.56075 | -11.00 | 10010.90 |
100 | 2010.02.15 11:00 | buy | 36 | 0.10 | 1.56735 | 1.56625 | 1.57105 | ||
101 | 2010.02.15 11:07 | s/l | 36 | 0.10 | 1.56625 | 1.56625 | 1.57105 | -11.00 | 9999.90 |
102 | 2010.02.15 19:00 | sell | 37 | 0.10 | 1.56574 | 1.56684 | 1.56204 | ||
103 | 2010.02.15 20:02 | s/l | 37 | 0.10 | 1.56684 | 1.56684 | 1.56204 | -11.00 | 9988.90 |
104 | 2010.02.16 03:00 | buy | 38 | 0.10 | 1.56829 | 1.56719 | 1.57199 | ||
105 | 2010.02.16 05:45 | modify | 38 | 0.10 | 1.56829 | 1.56894 | 1.57199 | ||
106 | 2010.02.16 05:50 | modify | 38 | 0.10 | 1.56829 | 1.56960 | 1.57199 | ||
107 | 2010.02.16 06:02 | s/l | 38 | 0.10 | 1.56960 | 1.56960 | 1.57199 | 13.10 | 10002.00 |
108 | 2010.02.16 16:00 | sell | 39 | 0.10 | 1.56412 | 1.56522 | 1.56042 | ||
109 | 2010.02.16 16:20 | s/l | 39 | 0.10 | 1.56522 | 1.56522 | 1.56042 | -11.00 | 9991.00 |
110 | 2010.02.16 18:00 | buy | 40 | 0.10 | 1.57326 | 1.57216 | 1.57696 | ||
111 | 2010.02.16 18:10 | t/p | 40 | 0.10 | 1.57696 | 1.57216 | 1.57696 | 37.00 | 10028.00 |
112 | 2010.02.17 18:00 | sell | 41 | 0.10 | 1.57008 | 1.57118 | 1.56638 | ||
113 | 2010.02.17 18:15 | s/l | 41 | 0.10 | 1.57118 | 1.57118 | 1.56638 | -11.00 | 10017.00 |
114 | 2010.02.22 01:00 | buy | 42 | 0.10 | 1.54702 | 1.54592 | 1.55072 | ||
115 | 2010.02.22 02:10 | modify | 42 | 0.10 | 1.54702 | 1.54716 | 1.55072 | ||
116 | 2010.02.22 02:16 | modify | 42 | 0.10 | 1.54702 | 1.54763 | 1.55072 | ||
117 | 2010.02.22 02:26 | s/l | 42 | 0.10 | 1.54763 | 1.54763 | 1.55072 | 6.10 | 10023.10 |
118 | 2010.02.23 12:00 | sell | 43 | 0.10 | 1.54125 | 1.54235 | 1.53755 | ||
119 | 2010.02.23 12:02 | s/l | 43 | 0.10 | 1.54235 | 1.54235 | 1.53755 | -11.00 | 10012.10 |