Strategy Tester Report
Momo_Trades_V3
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 | Lots=0.1; Risk=0.1; Sl=100; Tp=0; bu=0; magic=78977; PriseShift=10; AutoLot=false; CloseEndDay=true; BU=false; MaPeriod=22; MaShift=1; Fast=12; Slow=26; Signal=9; MacdShift=1; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 82.40 | Gross profit | 192.20 | Gross loss | -109.80 |
Profit factor | 1.75 | Expected payoff | 5.49 | ||
Absolute drawdown | 115.10 | Maximal drawdown | 143.50 (1.43%) | Relative drawdown | 1.43% (143.50) |
Total trades | 15 | Short positions (won %) | 7 (42.86%) | Long positions (won %) | 8 (12.50%) |
Profit trades (% of total) | 4 (26.67%) | Loss trades (% of total) | 11 (73.33%) | ||
Largest | profit trade | 151.80 | loss trade | -12.30 | |
Average | profit trade | 48.05 | loss trade | -9.98 | |
Maximum | consecutive wins (profit in money) | 2 (187.90) | consecutive losses (loss in money) | 4 (-49.20) | |
Maximal | consecutive profit (count of wins) | 187.90 (2) | consecutive loss (count of losses) | -49.20 (4) | |
Average | consecutive wins | 1 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.08 15:00 | buy | 1 | 0.10 | 1.60927 | 1.60804 | 0.00000 | ||
2 | 2010.01.08 15:15 | s/l | 1 | 0.10 | 1.60804 | 1.60804 | 0.00000 | -12.30 | 9987.70 |
3 | 2010.01.15 21:00 | sell | 2 | 0.10 | 1.62582 | 1.62705 | 0.00000 | ||
4 | 2010.01.15 21:00 | close | 2 | 0.10 | 1.62605 | 1.62705 | 0.00000 | -2.30 | 9985.40 |
5 | 2010.01.18 13:00 | buy | 3 | 0.10 | 1.63382 | 1.63259 | 0.00000 | ||
6 | 2010.01.18 14:15 | s/l | 3 | 0.10 | 1.63259 | 1.63259 | 0.00000 | -12.30 | 9973.10 |
7 | 2010.01.25 22:00 | buy | 4 | 0.10 | 1.62420 | 1.62297 | 0.00000 | ||
8 | 2010.01.25 23:00 | close | 4 | 0.10 | 1.62427 | 1.62297 | 0.00000 | 0.70 | 9973.80 |
9 | 2010.01.26 17:00 | sell | 5 | 0.10 | 1.61459 | 1.61582 | 0.00000 | ||
10 | 2010.01.26 17:10 | s/l | 5 | 0.10 | 1.61582 | 1.61582 | 0.00000 | -12.30 | 9961.50 |
11 | 2010.01.27 18:00 | buy | 6 | 0.10 | 1.62039 | 1.61916 | 0.00000 | ||
12 | 2010.01.27 18:15 | s/l | 6 | 0.10 | 1.61916 | 1.61916 | 0.00000 | -12.30 | 9949.20 |
13 | 2010.01.29 00:00 | sell | 7 | 0.10 | 1.61243 | 1.61366 | 0.00000 | ||
14 | 2010.01.29 00:45 | s/l | 7 | 0.10 | 1.61366 | 1.61366 | 0.00000 | -12.30 | 9936.90 |
15 | 2010.02.03 00:00 | buy | 8 | 0.10 | 1.59780 | 1.59657 | 0.00000 | ||
16 | 2010.02.03 13:20 | s/l | 8 | 0.10 | 1.59657 | 1.59657 | 0.00000 | -12.30 | 9924.60 |
17 | 2010.02.03 22:00 | sell | 9 | 0.10 | 1.58976 | 1.59099 | 0.00000 | ||
18 | 2010.02.03 23:00 | close | 9 | 0.10 | 1.58940 | 1.59099 | 0.00000 | 3.60 | 9928.20 |
19 | 2010.02.09 23:00 | buy | 10 | 0.10 | 1.57190 | 1.57067 | 0.00000 | ||
20 | 2010.02.09 23:00 | close | 10 | 0.10 | 1.57167 | 1.57067 | 0.00000 | -2.30 | 9925.90 |
21 | 2010.02.10 21:00 | sell | 11 | 0.10 | 1.55876 | 1.55999 | 0.00000 | ||
22 | 2010.02.10 23:00 | close | 11 | 0.10 | 1.55944 | 1.55999 | 0.00000 | -6.80 | 9919.10 |
23 | 2010.02.12 00:00 | buy | 12 | 0.10 | 1.56963 | 1.56840 | 0.00000 | ||
24 | 2010.02.12 01:20 | s/l | 12 | 0.10 | 1.56840 | 1.56840 | 0.00000 | -12.30 | 9906.80 |
25 | 2010.02.16 08:00 | buy | 13 | 0.10 | 1.57123 | 1.57000 | 0.00000 | ||
26 | 2010.02.16 10:15 | s/l | 13 | 0.10 | 1.57000 | 1.57000 | 0.00000 | -12.30 | 9894.50 |
27 | 2010.02.18 00:00 | sell | 14 | 0.10 | 1.56805 | 1.56928 | 0.00000 | ||
28 | 2010.02.18 23:00 | close | 14 | 0.10 | 1.55287 | 1.56928 | 0.00000 | 151.80 | 10046.30 |
29 | 2010.02.23 18:00 | sell | 15 | 0.10 | 1.54631 | 1.54754 | 0.00000 | ||
30 | 2010.02.23 23:00 | close | 15 | 0.10 | 1.54270 | 1.54754 | 0.00000 | 36.10 | 10082.40 |