Strategy Tester Report
MA2CCI_v1
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 | -200.52 | Gross profit | 280.18 | Gross loss | -480.70 |
Profit factor | 0.58 | Expected payoff | -13.37 | ||
Absolute drawdown | 207.93 | Maximal drawdown | 290.33 (2.88%) | Relative drawdown | 2.88% (290.33) |
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 | 135.74 | loss trade | -76.60 | |
Average | profit trade | 70.05 | loss trade | -43.70 | |
Maximum | consecutive wins (profit in money) | 2 (156.14) | consecutive losses (loss in money) | 5 (-160.10) | |
Maximal | consecutive profit (count of wins) | 156.14 (2) | consecutive loss (count of losses) | -160.10 (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 | 1.60217 | 1.59834 | 0.00000 | ||
2 | 2010.01.06 12:50 | s/l | 1 | 0.20 | 1.59834 | 1.59834 | 0.00000 | -76.60 | 9923.40 |
3 | 2010.01.08 05:00 | buy | 2 | 0.20 | 1.59440 | 1.59206 | 0.00000 | ||
4 | 2010.01.08 06:00 | close | 2 | 0.20 | 1.59409 | 1.59206 | 0.00000 | -6.20 | 9917.20 |
5 | 2010.01.08 17:00 | sell | 3 | 0.10 | 1.59612 | 1.60425 | 0.00000 | ||
6 | 2010.01.08 18:00 | close | 3 | 0.10 | 1.59964 | 1.60425 | 0.00000 | -35.20 | 9882.00 |
7 | 2010.01.11 18:00 | sell | 4 | 0.10 | 1.61429 | 1.61836 | 0.00000 | ||
8 | 2010.01.12 08:00 | close | 4 | 0.10 | 1.61218 | 1.61836 | 0.00000 | 20.87 | 9902.87 |
9 | 2010.01.19 11:00 | buy | 5 | 0.20 | 1.64204 | 1.63780 | 0.00000 | ||
10 | 2010.01.19 12:00 | close | 5 | 0.20 | 1.63826 | 1.63780 | 0.00000 | -75.60 | 9827.27 |
11 | 2010.01.19 23:00 | sell | 6 | 0.20 | 1.63587 | 1.63825 | 0.00000 | ||
12 | 2010.01.20 18:00 | close | 6 | 0.20 | 1.62906 | 1.63825 | 0.00000 | 135.74 | 9963.01 |
13 | 2010.01.27 11:00 | buy | 7 | 0.20 | 1.61914 | 1.61476 | 0.00000 | ||
14 | 2010.01.27 18:00 | close | 7 | 0.20 | 1.62016 | 1.61476 | 0.00000 | 20.40 | 9983.41 |
15 | 2010.02.04 03:00 | buy | 8 | 0.20 | 1.59133 | 1.58894 | 0.00000 | ||
16 | 2010.02.04 07:00 | close | 8 | 0.20 | 1.58958 | 1.58894 | 0.00000 | -35.00 | 9948.41 |
17 | 2010.02.10 04:00 | sell | 9 | 0.20 | 1.56803 | 1.57065 | 0.00000 | ||
18 | 2010.02.10 10:10 | s/l | 9 | 0.20 | 1.57065 | 1.57065 | 0.00000 | -52.40 | 9896.01 |
19 | 2010.02.17 09:00 | buy | 10 | 0.10 | 1.58047 | 1.57802 | 0.00000 | ||
20 | 2010.02.17 09:59 | s/l | 10 | 0.10 | 1.57802 | 1.57802 | 0.00000 | -24.50 | 9871.51 |
21 | 2010.02.18 08:00 | buy | 11 | 0.10 | 1.56757 | 1.56566 | 0.00000 | ||
22 | 2010.02.18 08:03 | s/l | 11 | 0.10 | 1.56566 | 1.56566 | 0.00000 | -19.10 | 9852.41 |
23 | 2010.02.18 09:00 | sell | 12 | 0.10 | 1.56204 | 1.56495 | 0.00000 | ||
24 | 2010.02.18 15:45 | s/l | 12 | 0.10 | 1.56495 | 1.56495 | 0.00000 | -29.10 | 9823.31 |
25 | 2010.02.18 23:00 | sell | 13 | 0.10 | 1.55264 | 1.55804 | 0.00000 | ||
26 | 2010.02.19 16:00 | close | 13 | 0.10 | 1.54230 | 1.55804 | 0.00000 | 103.17 | 9926.48 |
27 | 2010.02.23 11:00 | sell | 14 | 0.20 | 1.54315 | 1.54905 | 0.00000 | ||
28 | 2010.02.23 18:00 | close | 14 | 0.20 | 1.54687 | 1.54905 | 0.00000 | -74.40 | 9852.08 |
29 | 2010.02.23 22:00 | sell | 15 | 0.20 | 1.54060 | 1.54323 | 0.00000 | ||
30 | 2010.02.23 22:50 | s/l | 15 | 0.20 | 1.54323 | 1.54323 | 0.00000 | -52.60 | 9799.48 |