Strategy Tester Report
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 | TakeProfit=50; Lots=0.1; TrailingStop=30; MACDOpenLevel=3; MACDCloseLevel=2; MATrendPeriod=26; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -192.36 | Gross profit | 52.30 | Gross loss | -244.66 |
Profit factor | 0.21 | Expected payoff | -13.74 | ||
Absolute drawdown | 273.96 | Maximal drawdown | 326.26 (3.25%) | Relative drawdown | 3.25% (326.26) |
Total trades | 14 | Short positions (won %) | 7 (100.00%) | Long positions (won %) | 7 (85.71%) |
Profit trades (% of total) | 13 (92.86%) | Loss trades (% of total) | 1 (7.14%) | ||
Largest | profit trade | 5.00 | loss trade | -244.66 | |
Average | profit trade | 4.02 | loss trade | -244.66 | |
Maximum | consecutive wins (profit in money) | 13 (52.30) | consecutive losses (loss in money) | 1 (-244.66) | |
Maximal | consecutive profit (count of wins) | 52.30 (13) | consecutive loss (count of losses) | -244.66 (1) | |
Average | consecutive wins | 13 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.28 16:00 | sell | 1 | 0.10 | 1.62080 | 0.00000 | 1.62030 | ||
2 | 2010.01.28 16:10 | t/p | 1 | 0.10 | 1.62030 | 0.00000 | 1.62030 | 5.00 | 10005.00 |
3 | 2010.01.28 16:10 | sell | 2 | 0.10 | 1.61867 | 0.00000 | 1.61817 | ||
4 | 2010.01.28 16:15 | t/p | 2 | 0.10 | 1.61817 | 0.00000 | 1.61817 | 5.00 | 10010.00 |
5 | 2010.01.28 16:15 | sell | 3 | 0.10 | 1.61636 | 0.00000 | 1.61586 | ||
6 | 2010.01.28 16:20 | t/p | 3 | 0.10 | 1.61586 | 0.00000 | 1.61586 | 5.00 | 10015.00 |
7 | 2010.01.28 16:20 | sell | 4 | 0.10 | 1.61329 | 0.00000 | 1.61279 | ||
8 | 2010.01.28 16:50 | t/p | 4 | 0.10 | 1.61279 | 0.00000 | 1.61279 | 5.00 | 10020.00 |
9 | 2010.01.28 16:50 | sell | 5 | 0.10 | 1.61214 | 0.00000 | 1.61164 | ||
10 | 2010.01.28 20:20 | modify | 5 | 0.10 | 1.61214 | 1.61212 | 1.61164 | ||
11 | 2010.01.28 20:22 | s/l | 5 | 0.10 | 1.61212 | 1.61212 | 1.61164 | 0.20 | 10020.20 |
12 | 2010.02.02 13:00 | buy | 6 | 0.10 | 1.59442 | 0.00000 | 1.59492 | ||
13 | 2010.02.02 13:20 | modify | 6 | 0.10 | 1.59442 | 1.59454 | 1.59492 | ||
14 | 2010.02.02 13:27 | s/l | 6 | 0.10 | 1.59454 | 1.59454 | 1.59492 | 1.20 | 10021.40 |
15 | 2010.02.02 13:27 | buy | 7 | 0.10 | 1.59492 | 0.00000 | 1.59542 | ||
16 | 2010.02.02 14:20 | modify | 7 | 0.10 | 1.59492 | 1.59501 | 1.59542 | ||
17 | 2010.02.02 14:22 | s/l | 7 | 0.10 | 1.59501 | 1.59501 | 1.59542 | 0.90 | 10022.30 |
18 | 2010.02.09 13:45 | buy | 8 | 0.10 | 1.56319 | 0.00000 | 1.56369 | ||
19 | 2010.02.09 13:50 | t/p | 8 | 0.10 | 1.56369 | 0.00000 | 1.56369 | 5.00 | 10027.30 |
20 | 2010.02.09 13:50 | buy | 9 | 0.10 | 1.56456 | 0.00000 | 1.56506 | ||
21 | 2010.02.09 16:20 | t/p | 9 | 0.10 | 1.56506 | 0.00000 | 1.56506 | 5.00 | 10032.30 |
22 | 2010.02.12 19:00 | buy | 10 | 0.10 | 1.56758 | 0.00000 | 1.56808 | ||
23 | 2010.02.12 20:15 | modify | 10 | 0.10 | 1.56758 | 1.56762 | 1.56808 | ||
24 | 2010.02.12 20:20 | t/p | 10 | 0.10 | 1.56808 | 1.56762 | 1.56808 | 5.00 | 10037.30 |
25 | 2010.02.15 05:00 | sell | 11 | 0.10 | 1.56640 | 0.00000 | 1.56590 | ||
26 | 2010.02.15 05:30 | modify | 11 | 0.10 | 1.56640 | 1.56638 | 1.56590 | ||
27 | 2010.02.15 05:33 | t/p | 11 | 0.10 | 1.56590 | 1.56638 | 1.56590 | 5.00 | 10042.30 |
28 | 2010.02.15 05:33 | sell | 12 | 0.10 | 1.56511 | 0.00000 | 1.56461 | ||
29 | 2010.02.15 06:02 | modify | 12 | 0.10 | 1.56511 | 1.56498 | 1.56461 | ||
30 | 2010.02.15 06:07 | t/p | 12 | 0.10 | 1.56461 | 1.56498 | 1.56461 | 5.00 | 10047.30 |
31 | 2010.02.24 16:02 | buy | 13 | 0.10 | 1.54539 | 0.00000 | 1.54589 | ||
32 | 2010.02.24 16:50 | t/p | 13 | 0.10 | 1.54589 | 0.00000 | 1.54589 | 5.00 | 10052.30 |
33 | 2010.02.24 16:50 | buy | 14 | 0.10 | 1.54781 | 0.00000 | 1.54831 | ||
34 | 2010.02.26 22:59 | close at stop | 14 | 0.10 | 1.52334 | 0.00000 | 1.54831 | -244.66 | 9807.64 |