Strategy Tester Report
MA2CCI
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 | FMa=4; SMa=8; PCCi=4; pATR=4; Lots=0.1; SndMl=true; DcF=3; MaxR=0.02; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -145.32 | Gross profit | 293.98 | Gross loss | -439.30 |
Profit factor | 0.67 | Expected payoff | -9.69 | ||
Absolute drawdown | 184.93 | Maximal drawdown | 271.93 (2.70%) | Relative drawdown | 2.70% (271.93) |
Total trades | 15 | Short positions (won %) | 8 (37.50%) | Long positions (won %) | 7 (14.29%) |
Profit trades (% of total) | 4 (26.67%) | Loss trades (% of total) | 11 (73.33%) | ||
Largest | profit trade | 140.34 | loss trade | -72.00 | |
Average | profit trade | 73.50 | loss trade | -39.94 | |
Maximum | consecutive wins (profit in money) | 2 (165.34) | consecutive losses (loss in money) | 5 (-144.00) | |
Maximal | consecutive profit (count of wins) | 165.34 (2) | consecutive loss (count of losses) | -144.00 (5) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.06 09:00 | buy | 1 | 0.20 | 1.60194 | 1.59834 | 0.00000 | ||
2 | 2010.01.06 12:50 | s/l | 1 | 0.20 | 1.59834 | 1.59834 | 0.00000 | -72.00 | 9928.00 |
3 | 2010.01.08 05:00 | buy | 2 | 0.20 | 1.59417 | 1.59206 | 0.00000 | ||
4 | 2010.01.08 06:00 | close | 2 | 0.20 | 1.59409 | 1.59206 | 0.00000 | -1.60 | 9926.40 |
5 | 2010.01.08 17:00 | sell | 3 | 0.10 | 1.59612 | 1.60402 | 0.00000 | ||
6 | 2010.01.08 18:00 | close | 3 | 0.10 | 1.59941 | 1.60402 | 0.00000 | -32.90 | 9893.50 |
7 | 2010.01.11 18:00 | sell | 4 | 0.10 | 1.61429 | 1.61813 | 0.00000 | ||
8 | 2010.01.12 08:00 | close | 4 | 0.10 | 1.61195 | 1.61813 | 0.00000 | 23.17 | 9916.67 |
9 | 2010.01.19 11:00 | buy | 5 | 0.20 | 1.64181 | 1.63780 | 0.00000 | ||
10 | 2010.01.19 12:00 | close | 5 | 0.20 | 1.63826 | 1.63780 | 0.00000 | -71.00 | 9845.67 |
11 | 2010.01.19 23:00 | sell | 6 | 0.20 | 1.63587 | 1.63802 | 0.00000 | ||
12 | 2010.01.20 18:00 | close | 6 | 0.20 | 1.62883 | 1.63802 | 0.00000 | 140.34 | 9986.01 |
13 | 2010.01.27 11:00 | buy | 7 | 0.20 | 1.61891 | 1.61476 | 0.00000 | ||
14 | 2010.01.27 18:00 | close | 7 | 0.20 | 1.62016 | 1.61476 | 0.00000 | 25.00 | 10011.01 |
15 | 2010.02.04 03:00 | buy | 8 | 0.20 | 1.59110 | 1.58894 | 0.00000 | ||
16 | 2010.02.04 07:00 | close | 8 | 0.20 | 1.58958 | 1.58894 | 0.00000 | -30.40 | 9980.61 |
17 | 2010.02.10 04:00 | sell | 9 | 0.20 | 1.56803 | 1.57042 | 0.00000 | ||
18 | 2010.02.10 10:10 | s/l | 9 | 0.20 | 1.57042 | 1.57042 | 0.00000 | -47.80 | 9932.81 |
19 | 2010.02.17 09:00 | buy | 10 | 0.10 | 1.58024 | 1.57802 | 0.00000 | ||
20 | 2010.02.17 09:59 | s/l | 10 | 0.10 | 1.57802 | 1.57802 | 0.00000 | -22.20 | 9910.61 |
21 | 2010.02.18 08:00 | buy | 11 | 0.10 | 1.56734 | 1.56566 | 0.00000 | ||
22 | 2010.02.18 08:03 | s/l | 11 | 0.10 | 1.56566 | 1.56566 | 0.00000 | -16.80 | 9893.81 |
23 | 2010.02.18 09:00 | sell | 12 | 0.10 | 1.56204 | 1.56472 | 0.00000 | ||
24 | 2010.02.18 15:45 | s/l | 12 | 0.10 | 1.56472 | 1.56472 | 0.00000 | -26.80 | 9867.01 |
25 | 2010.02.18 23:00 | sell | 13 | 0.10 | 1.55264 | 1.55781 | 0.00000 | ||
26 | 2010.02.19 16:00 | close | 13 | 0.10 | 1.54207 | 1.55781 | 0.00000 | 105.47 | 9972.48 |
27 | 2010.02.23 11:00 | sell | 14 | 0.20 | 1.54315 | 1.54882 | 0.00000 | ||
28 | 2010.02.23 18:00 | close | 14 | 0.20 | 1.54664 | 1.54882 | 0.00000 | -69.80 | 9902.68 |
29 | 2010.02.23 22:00 | sell | 15 | 0.20 | 1.54060 | 1.54300 | 0.00000 | ||
30 | 2010.02.23 22:50 | s/l | 15 | 0.20 | 1.54300 | 1.54300 | 0.00000 | -48.00 | 9854.68 |