Strategy Tester Report
Moving Average_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 | Lots=0.1; MaximumRisk=0.02; DecreaseFactor=3; MovingPeriod=12; MovingShift=6; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 70.91 | Gross profit | 1266.23 | Gross loss | -1195.32 |
Profit factor | 1.06 | Expected payoff | 1.58 | ||
Absolute drawdown | 251.61 | Maximal drawdown | 681.79 (6.50%) | Relative drawdown | 6.50% (681.79) |
Total trades | 45 | Short positions (won %) | 20 (30.00%) | Long positions (won %) | 25 (16.00%) |
Profit trades (% of total) | 10 (22.22%) | Loss trades (% of total) | 35 (77.78%) | ||
Largest | profit trade | 335.88 | loss trade | -110.00 | |
Average | profit trade | 126.62 | loss trade | -34.15 | |
Maximum | consecutive wins (profit in money) | 3 (547.56) | consecutive losses (loss in money) | 10 (-213.53) | |
Maximal | consecutive profit (count of wins) | 547.56 (3) | consecutive loss (count of losses) | -237.63 (6) | |
Average | consecutive wins | 2 | consecutive losses | 5 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 01:00 | buy | 1 | 0.20 | 1.61378 | 0.00000 | 0.00000 | ||
2 | 2010.01.04 17:00 | close | 1 | 0.20 | 1.61191 | 0.00000 | 0.00000 | -37.40 | 9962.60 |
3 | 2010.01.05 07:00 | buy | 2 | 0.20 | 1.61330 | 0.00000 | 0.00000 | ||
4 | 2010.01.05 09:00 | close | 2 | 0.20 | 1.60993 | 0.00000 | 0.00000 | -67.40 | 9895.20 |
5 | 2010.01.05 10:00 | sell | 3 | 0.10 | 1.60436 | 0.00000 | 0.00000 | ||
6 | 2010.01.06 09:00 | close | 3 | 0.10 | 1.60170 | 0.00000 | 0.00000 | 26.37 | 9921.57 |
7 | 2010.01.06 13:00 | sell | 4 | 0.20 | 1.59816 | 0.00000 | 0.00000 | ||
8 | 2010.01.06 17:00 | close | 4 | 0.20 | 1.59988 | 0.00000 | 0.00000 | -34.40 | 9887.17 |
9 | 2010.01.06 20:00 | sell | 5 | 0.20 | 1.59901 | 0.00000 | 0.00000 | ||
10 | 2010.01.08 05:00 | close | 5 | 0.20 | 1.59393 | 0.00000 | 0.00000 | 99.76 | 9986.93 |
11 | 2010.01.08 18:00 | buy | 6 | 0.20 | 1.59917 | 0.00000 | 0.00000 | ||
12 | 2010.01.12 09:00 | close | 6 | 0.20 | 1.60954 | 0.00000 | 0.00000 | 207.40 | 10194.33 |
13 | 2010.01.13 03:00 | buy | 7 | 0.20 | 1.61618 | 0.00000 | 0.00000 | ||
14 | 2010.01.14 09:00 | close | 7 | 0.20 | 1.62820 | 0.00000 | 0.00000 | 240.40 | 10434.73 |
15 | 2010.01.14 10:00 | buy | 8 | 0.20 | 1.62924 | 0.00000 | 0.00000 | ||
16 | 2010.01.14 11:00 | close | 8 | 0.20 | 1.62809 | 0.00000 | 0.00000 | -23.00 | 10411.73 |
17 | 2010.01.14 15:00 | buy | 9 | 0.20 | 1.63118 | 0.00000 | 0.00000 | ||
18 | 2010.01.15 03:00 | close | 9 | 0.20 | 1.63020 | 0.00000 | 0.00000 | -19.60 | 10392.13 |
19 | 2010.01.15 04:00 | buy | 10 | 0.10 | 1.63135 | 0.00000 | 0.00000 | ||
20 | 2010.01.15 11:00 | close | 10 | 0.10 | 1.63054 | 0.00000 | 0.00000 | -8.10 | 10384.03 |
21 | 2010.01.18 02:00 | sell | 11 | 0.10 | 1.62597 | 0.00000 | 0.00000 | ||
22 | 2010.01.18 04:00 | close | 11 | 0.10 | 1.62837 | 0.00000 | 0.00000 | -24.00 | 10360.03 |
23 | 2010.01.19 13:00 | sell | 12 | 0.10 | 1.63380 | 0.00000 | 0.00000 | ||
24 | 2010.01.20 02:00 | close | 12 | 0.10 | 1.63674 | 0.00000 | 0.00000 | -29.63 | 10330.40 |
25 | 2010.01.20 21:00 | buy | 13 | 0.10 | 1.62897 | 0.00000 | 0.00000 | ||
26 | 2010.01.21 03:00 | close | 13 | 0.10 | 1.62725 | 0.00000 | 0.00000 | -17.20 | 10313.20 |
27 | 2010.01.21 08:00 | buy | 14 | 0.10 | 1.62892 | 0.00000 | 0.00000 | ||
28 | 2010.01.21 09:00 | close | 14 | 0.10 | 1.62300 | 0.00000 | 0.00000 | -59.20 | 10254.00 |
29 | 2010.01.21 20:00 | buy | 15 | 0.10 | 1.62225 | 0.00000 | 0.00000 | ||
30 | 2010.01.21 22:00 | close | 15 | 0.10 | 1.61964 | 0.00000 | 0.00000 | -26.10 | 10227.90 |
31 | 2010.01.21 23:00 | sell | 16 | 0.10 | 1.61912 | 0.00000 | 0.00000 | ||
32 | 2010.01.22 00:00 | close | 16 | 0.10 | 1.61954 | 0.00000 | 0.00000 | -4.43 | 10223.47 |
33 | 2010.01.22 13:00 | sell | 17 | 0.10 | 1.61762 | 0.00000 | 0.00000 | ||
34 | 2010.01.25 08:00 | close | 17 | 0.10 | 1.61308 | 0.00000 | 0.00000 | 45.17 | 10268.64 |
35 | 2010.01.26 06:00 | sell | 18 | 0.20 | 1.62078 | 0.00000 | 0.00000 | ||
36 | 2010.01.27 03:00 | close | 18 | 0.20 | 1.61478 | 0.00000 | 0.00000 | 119.54 | 10388.18 |
37 | 2010.01.27 04:00 | sell | 19 | 0.20 | 1.61317 | 0.00000 | 0.00000 | ||
38 | 2010.01.27 11:00 | close | 19 | 0.20 | 1.61867 | 0.00000 | 0.00000 | -110.00 | 10278.18 |
39 | 2010.01.28 04:00 | buy | 20 | 0.20 | 1.62070 | 0.00000 | 0.00000 | ||
40 | 2010.01.28 07:00 | close | 20 | 0.20 | 1.61800 | 0.00000 | 0.00000 | -54.00 | 10224.18 |
41 | 2010.01.29 08:00 | buy | 21 | 0.10 | 1.61497 | 0.00000 | 0.00000 | ||
42 | 2010.01.29 14:00 | close | 21 | 0.10 | 1.61102 | 0.00000 | 0.00000 | -39.50 | 10184.68 |
43 | 2010.02.01 19:00 | buy | 22 | 0.10 | 1.59490 | 0.00000 | 0.00000 | ||
44 | 2010.02.02 10:00 | close | 22 | 0.10 | 1.59180 | 0.00000 | 0.00000 | -31.00 | 10153.68 |
45 | 2010.02.02 16:00 | buy | 23 | 0.10 | 1.59516 | 0.00000 | 0.00000 | ||
46 | 2010.02.03 13:00 | close | 23 | 0.10 | 1.59784 | 0.00000 | 0.00000 | 26.80 | 10180.48 |
47 | 2010.02.08 10:00 | buy | 24 | 0.20 | 1.56190 | 0.00000 | 0.00000 | ||
48 | 2010.02.08 11:00 | close | 24 | 0.20 | 1.55751 | 0.00000 | 0.00000 | -87.80 | 10092.68 |
49 | 2010.02.08 14:00 | buy | 25 | 0.20 | 1.56030 | 0.00000 | 0.00000 | ||
50 | 2010.02.08 23:00 | close | 25 | 0.20 | 1.55825 | 0.00000 | 0.00000 | -41.00 | 10051.68 |
51 | 2010.02.09 06:00 | buy | 26 | 0.10 | 1.56173 | 0.00000 | 0.00000 | ||
52 | 2010.02.09 10:00 | close | 26 | 0.10 | 1.55869 | 0.00000 | 0.00000 | -30.40 | 10021.28 |
53 | 2010.02.09 14:00 | buy | 27 | 0.10 | 1.56348 | 0.00000 | 0.00000 | ||
54 | 2010.02.10 12:00 | close | 27 | 0.10 | 1.56848 | 0.00000 | 0.00000 | 50.00 | 10071.28 |
55 | 2010.02.11 03:00 | buy | 28 | 0.20 | 1.56386 | 0.00000 | 0.00000 | ||
56 | 2010.02.11 15:00 | close | 28 | 0.20 | 1.56084 | 0.00000 | 0.00000 | -60.40 | 10010.88 |
57 | 2010.02.11 18:00 | buy | 29 | 0.20 | 1.56726 | 0.00000 | 0.00000 | ||
58 | 2010.02.12 11:00 | close | 29 | 0.20 | 1.56542 | 0.00000 | 0.00000 | -36.80 | 9974.08 |
59 | 2010.02.15 06:00 | sell | 30 | 0.10 | 1.56445 | 0.00000 | 0.00000 | ||
60 | 2010.02.15 10:00 | close | 30 | 0.10 | 1.56747 | 0.00000 | 0.00000 | -30.20 | 9943.88 |
61 | 2010.02.15 17:00 | sell | 31 | 0.10 | 1.56523 | 0.00000 | 0.00000 | ||
62 | 2010.02.16 03:00 | close | 31 | 0.10 | 1.56827 | 0.00000 | 0.00000 | -30.63 | 9913.25 |
63 | 2010.02.16 14:00 | sell | 32 | 0.10 | 1.56727 | 0.00000 | 0.00000 | ||
64 | 2010.02.16 18:00 | close | 32 | 0.10 | 1.57324 | 0.00000 | 0.00000 | -59.70 | 9853.55 |
65 | 2010.02.17 11:00 | sell | 33 | 0.10 | 1.57708 | 0.00000 | 0.00000 | ||
66 | 2010.02.17 14:00 | close | 33 | 0.10 | 1.57907 | 0.00000 | 0.00000 | -19.90 | 9833.65 |
67 | 2010.02.17 15:00 | sell | 34 | 0.10 | 1.57638 | 0.00000 | 0.00000 | ||
68 | 2010.02.18 16:00 | close | 34 | 0.10 | 1.56482 | 0.00000 | 0.00000 | 114.91 | 9948.56 |
69 | 2010.02.18 17:00 | sell | 35 | 0.20 | 1.56393 | 0.00000 | 0.00000 | ||
70 | 2010.02.22 09:00 | close | 35 | 0.20 | 1.54709 | 0.00000 | 0.00000 | 335.88 | 10284.44 |
71 | 2010.02.22 10:00 | sell | 36 | 0.20 | 1.54605 | 0.00000 | 0.00000 | ||
72 | 2010.02.22 11:00 | close | 36 | 0.20 | 1.54733 | 0.00000 | 0.00000 | -25.60 | 10258.84 |
73 | 2010.02.22 12:00 | sell | 37 | 0.20 | 1.54579 | 0.00000 | 0.00000 | ||
74 | 2010.02.22 14:00 | close | 37 | 0.20 | 1.54739 | 0.00000 | 0.00000 | -32.00 | 10226.84 |
75 | 2010.02.22 19:00 | sell | 38 | 0.10 | 1.54723 | 0.00000 | 0.00000 | ||
76 | 2010.02.22 21:00 | close | 38 | 0.10 | 1.54888 | 0.00000 | 0.00000 | -16.50 | 10210.34 |
77 | 2010.02.23 11:00 | sell | 39 | 0.10 | 1.54315 | 0.00000 | 0.00000 | ||
78 | 2010.02.24 03:00 | close | 39 | 0.10 | 1.54539 | 0.00000 | 0.00000 | -22.63 | 10187.71 |
79 | 2010.02.24 09:00 | sell | 40 | 0.10 | 1.54275 | 0.00000 | 0.00000 | ||
80 | 2010.02.24 11:00 | close | 40 | 0.10 | 1.54385 | 0.00000 | 0.00000 | -11.00 | 10176.71 |
81 | 2010.02.24 12:00 | buy | 41 | 0.10 | 1.54551 | 0.00000 | 0.00000 | ||
82 | 2010.02.24 14:00 | close | 41 | 0.10 | 1.54384 | 0.00000 | 0.00000 | -16.70 | 10160.01 |
83 | 2010.02.24 17:00 | buy | 42 | 0.10 | 1.54492 | 0.00000 | 0.00000 | ||
84 | 2010.02.24 18:00 | close | 42 | 0.10 | 1.54310 | 0.00000 | 0.00000 | -18.20 | 10141.81 |
85 | 2010.02.26 03:00 | buy | 43 | 0.10 | 1.52787 | 0.00000 | 0.00000 | ||
86 | 2010.02.26 04:00 | close | 43 | 0.10 | 1.52547 | 0.00000 | 0.00000 | -24.00 | 10117.81 |
87 | 2010.02.26 05:00 | buy | 44 | 0.10 | 1.52741 | 0.00000 | 0.00000 | ||
88 | 2010.02.26 09:00 | close | 44 | 0.10 | 1.52475 | 0.00000 | 0.00000 | -26.60 | 10091.21 |
89 | 2010.02.26 10:00 | buy | 45 | 0.10 | 1.52749 | 0.00000 | 0.00000 | ||
90 | 2010.02.26 11:00 | close | 45 | 0.10 | 1.52546 | 0.00000 | 0.00000 | -20.30 | 10070.91 |