Strategy Tester Report
macd_adx
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 | DMILevels=25; ADXLevel=15; lots=0.1; StopLoss=60; Slippage=4; | ||||
| Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -72.00 | Gross profit | 0.00 | Gross loss | -72.00 |
| Profit factor | 0.00 | Expected payoff | -6.00 | ||
| Absolute drawdown | 72.00 | Maximal drawdown | 75.70 (0.76%) | Relative drawdown | 0.76% (75.70) |
| Total trades | 12 | Short positions (won %) | 6 (0.00%) | Long positions (won %) | 6 (0.00%) |
| Profit trades (% of total) | 0 (0.00%) | Loss trades (% of total) | 12 (100.00%) | ||
| Largest | profit trade | 0.00 | loss trade | -6.00 | |
| Average | profit trade | 0.00 | loss trade | -6.00 | |
| Maximum | consecutive wins (profit in money) | 0 (0.00) | consecutive losses (loss in money) | 12 (-72.00) | |
| Maximal | consecutive profit (count of wins) | 0.00 (0) | consecutive loss (count of losses) | -72.00 (12) | |
| Average | consecutive wins | 0 | consecutive losses | 12 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.04 05:00 | sell | 1 | 0.10 | 1.60863 | 1.60923 | 0.00000 | ||
| 2 | 2010.01.04 05:15 | s/l | 1 | 0.10 | 1.60923 | 1.60923 | 0.00000 | -6.00 | 9994.00 |
| 3 | 2010.01.18 05:00 | buy | 2 | 0.10 | 1.63091 | 1.63031 | 0.00000 | ||
| 4 | 2010.01.18 06:07 | s/l | 2 | 0.10 | 1.63031 | 1.63031 | 0.00000 | -6.00 | 9988.00 |
| 5 | 2010.01.19 14:00 | sell | 3 | 0.10 | 1.63330 | 1.63390 | 0.00000 | ||
| 6 | 2010.01.19 14:15 | s/l | 3 | 0.10 | 1.63390 | 1.63390 | 0.00000 | -6.00 | 9982.00 |
| 7 | 2010.01.25 16:00 | buy | 4 | 0.10 | 1.61844 | 1.61784 | 0.00000 | ||
| 8 | 2010.01.25 16:15 | s/l | 4 | 0.10 | 1.61784 | 1.61784 | 0.00000 | -6.00 | 9976.00 |
| 9 | 2010.01.28 17:00 | sell | 5 | 0.10 | 1.61352 | 1.61412 | 0.00000 | ||
| 10 | 2010.01.28 17:10 | s/l | 5 | 0.10 | 1.61412 | 1.61412 | 0.00000 | -6.00 | 9970.00 |
| 11 | 2010.02.01 21:00 | buy | 6 | 0.10 | 1.59545 | 1.59485 | 0.00000 | ||
| 12 | 2010.02.02 00:45 | s/l | 6 | 0.10 | 1.59485 | 1.59485 | 0.00000 | -6.00 | 9964.00 |
| 13 | 2010.02.03 15:00 | sell | 7 | 0.10 | 1.59423 | 1.59483 | 0.00000 | ||
| 14 | 2010.02.03 15:10 | s/l | 7 | 0.10 | 1.59483 | 1.59483 | 0.00000 | -6.00 | 9958.00 |
| 15 | 2010.02.08 18:00 | buy | 8 | 0.10 | 1.56485 | 1.56425 | 0.00000 | ||
| 16 | 2010.02.08 18:15 | s/l | 8 | 0.10 | 1.56425 | 1.56425 | 0.00000 | -6.00 | 9952.00 |
| 17 | 2010.02.10 14:00 | sell | 9 | 0.10 | 1.56204 | 1.56264 | 0.00000 | ||
| 18 | 2010.02.10 14:15 | s/l | 9 | 0.10 | 1.56264 | 1.56264 | 0.00000 | -6.00 | 9946.00 |
| 19 | 2010.02.11 02:00 | buy | 10 | 0.10 | 1.56200 | 1.56140 | 0.00000 | ||
| 20 | 2010.02.11 08:40 | s/l | 10 | 0.10 | 1.56140 | 1.56140 | 0.00000 | -6.00 | 9940.00 |
| 21 | 2010.02.15 17:00 | sell | 11 | 0.10 | 1.56523 | 1.56583 | 0.00000 | ||
| 22 | 2010.02.15 17:10 | s/l | 11 | 0.10 | 1.56583 | 1.56583 | 0.00000 | -6.00 | 9934.00 |
| 23 | 2010.02.19 20:00 | buy | 12 | 0.10 | 1.54579 | 1.54519 | 0.00000 | ||
| 24 | 2010.02.19 21:50 | s/l | 12 | 0.10 | 1.54519 | 1.54519 | 0.00000 | -6.00 | 9928.00 |