Strategy Tester Report
NinaEA v03
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; PeriodWATR=10; Kwatr=1; highlow=0; cbars=1000; from=0; maP=50; lots=0.1; SMAspread=0; StopLoss=0; Slippage=4; | ||||
| Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 1228.10 | Gross profit | 2005.50 | Gross loss | -777.40 |
| Profit factor | 2.58 | Expected payoff | 72.24 | ||
| Absolute drawdown | 336.10 | Maximal drawdown | 673.10 (6.03%) | Relative drawdown | 6.03% (673.10) |
| Total trades | 17 | Short positions (won %) | 16 (43.75%) | Long positions (won %) | 1 (0.00%) |
| Profit trades (% of total) | 7 (41.18%) | Loss trades (% of total) | 10 (58.82%) | ||
| Largest | profit trade | 1007.80 | loss trade | -382.20 | |
| Average | profit trade | 286.50 | loss trade | -77.74 | |
| Maximum | consecutive wins (profit in money) | 1 (1007.80) | consecutive losses (loss in money) | 2 (-48.80) | |
| Maximal | consecutive profit (count of wins) | 1007.80 (1) | consecutive loss (count of losses) | -382.20 (1) | |
| Average | consecutive wins | 1 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.04 17:00 | sell | 1 | 0.20 | 1.61191 | 0.00000 | 0.00000 | ||
| 2 | 2010.01.05 07:00 | close | 1 | 0.20 | 1.61343 | 0.00000 | 0.00000 | -30.90 | 9969.10 |
| 3 | 2010.01.05 09:00 | sell | 2 | 0.20 | 1.60993 | 0.00000 | 0.00000 | ||
| 4 | 2010.01.06 09:00 | close | 2 | 0.20 | 1.60183 | 0.00000 | 0.00000 | 161.50 | 10130.60 |
| 5 | 2010.01.06 13:00 | sell | 3 | 0.20 | 1.59816 | 0.00000 | 0.00000 | ||
| 6 | 2010.01.06 17:00 | close | 3 | 0.20 | 1.60001 | 0.00000 | 0.00000 | -37.00 | 10093.60 |
| 7 | 2010.01.06 20:00 | sell | 4 | 0.20 | 1.59901 | 0.00000 | 0.00000 | ||
| 8 | 2010.01.08 05:00 | close | 4 | 0.20 | 1.59406 | 0.00000 | 0.00000 | 97.00 | 10190.60 |
| 9 | 2010.01.12 09:00 | sell | 5 | 0.20 | 1.60954 | 0.00000 | 0.00000 | ||
| 10 | 2010.01.18 04:00 | close | 5 | 0.20 | 1.62850 | 0.00000 | 0.00000 | -382.20 | 9808.40 |
| 11 | 2010.01.19 13:00 | sell | 6 | 0.20 | 1.63380 | 0.00000 | 0.00000 | ||
| 12 | 2010.01.20 21:00 | close | 6 | 0.20 | 1.62910 | 0.00000 | 0.00000 | 93.50 | 9901.90 |
| 13 | 2010.01.21 03:00 | sell | 7 | 0.20 | 1.62725 | 0.00000 | 0.00000 | ||
| 14 | 2010.01.21 08:00 | close | 7 | 0.20 | 1.62905 | 0.00000 | 0.00000 | -36.00 | 9865.90 |
| 15 | 2010.01.21 09:00 | sell | 8 | 0.20 | 1.62300 | 0.00000 | 0.00000 | ||
| 16 | 2010.01.25 08:00 | close | 8 | 0.20 | 1.61321 | 0.00000 | 0.00000 | 194.80 | 10060.70 |
| 17 | 2010.01.27 04:00 | sell | 9 | 0.20 | 1.61317 | 0.00000 | 0.00000 | ||
| 18 | 2010.01.29 08:00 | close | 9 | 0.20 | 1.61510 | 0.00000 | 0.00000 | -40.60 | 10020.10 |
| 19 | 2010.01.29 14:00 | sell | 10 | 0.20 | 1.61102 | 0.00000 | 0.00000 | ||
| 20 | 2010.02.08 14:00 | close | 10 | 0.20 | 1.56043 | 0.00000 | 0.00000 | 1007.80 | 11027.90 |
| 21 | 2010.02.08 23:00 | sell | 11 | 0.20 | 1.55825 | 0.00000 | 0.00000 | ||
| 22 | 2010.02.11 03:00 | close | 11 | 0.20 | 1.56399 | 0.00000 | 0.00000 | -117.30 | 10910.60 |
| 23 | 2010.02.11 15:00 | sell | 12 | 0.20 | 1.56084 | 0.00000 | 0.00000 | ||
| 24 | 2010.02.24 03:00 | close | 12 | 0.20 | 1.54552 | 0.00000 | 0.00000 | 300.90 | 11211.50 |
| 25 | 2010.02.24 09:00 | sell | 13 | 0.20 | 1.54275 | 0.00000 | 0.00000 | ||
| 26 | 2010.02.24 11:00 | close | 13 | 0.20 | 1.54398 | 0.00000 | 0.00000 | -24.60 | 11186.90 |
| 27 | 2010.02.24 14:00 | sell | 14 | 0.20 | 1.54384 | 0.00000 | 0.00000 | ||
| 28 | 2010.02.24 17:00 | close | 14 | 0.20 | 1.54505 | 0.00000 | 0.00000 | -24.20 | 11162.70 |
| 29 | 2010.02.24 18:00 | sell | 15 | 0.10 | 1.54310 | 0.00000 | 0.00000 | ||
| 30 | 2010.02.26 03:00 | close | 15 | 0.10 | 1.52800 | 0.00000 | 0.00000 | 150.00 | 11312.70 |
| 31 | 2010.02.26 04:00 | sell | 16 | 0.20 | 1.52547 | 0.00000 | 0.00000 | ||
| 32 | 2010.02.26 05:00 | close | 16 | 0.20 | 1.52754 | 0.00000 | 0.00000 | -41.40 | 11271.30 |
| 33 | 2010.02.26 10:00 | buy | 17 | 0.20 | 1.52762 | 0.00000 | 0.00000 | ||
| 34 | 2010.02.26 11:00 | close | 17 | 0.20 | 1.52546 | 0.00000 | 0.00000 | -43.20 | 11228.10 |