Strategy Tester Report
Pipso
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 | start=21; end=9; period=36; SLpp=300; | ||||
| Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -260.60 | Gross profit | 5577.40 | Gross loss | -5838.00 |
| Profit factor | 0.96 | Expected payoff | -23.69 | ||
| Absolute drawdown | 1252.60 | Maximal drawdown | 5169.00 (37.14%) | Relative drawdown | 37.14% (5169.00) |
| Total trades | 11 | Short positions (won %) | 5 (100.00%) | Long positions (won %) | 6 (16.67%) |
| Profit trades (% of total) | 6 (54.55%) | Loss trades (% of total) | 5 (45.45%) | ||
| Largest | profit trade | 1625.00 | loss trade | -2086.00 | |
| Average | profit trade | 929.57 | loss trade | -1167.60 | |
| Maximum | consecutive wins (profit in money) | 3 (2162.40) | consecutive losses (loss in money) | 2 (-2500.00) | |
| Maximal | consecutive profit (count of wins) | 2162.40 (3) | consecutive loss (count of losses) | -2500.00 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.06 01:40 | buy | 1 | 1.00 | 1.59684 | 1.51858 | 0.00000 | ||
| 2 | 2010.01.08 14:40 | close | 1 | 1.00 | 1.60533 | 1.51858 | 0.00000 | 849.00 | 10849.00 |
| 3 | 2010.01.14 01:50 | sell | 2 | 1.00 | 1.63080 | 1.68863 | 0.00000 | ||
| 4 | 2010.01.15 16:50 | close | 2 | 1.00 | 1.62547 | 1.68863 | 0.00000 | 530.70 | 11379.70 |
| 5 | 2010.01.19 01:40 | sell | 3 | 1.00 | 1.63882 | 1.69002 | 0.00000 | ||
| 6 | 2010.01.20 05:15 | close | 3 | 1.00 | 1.63097 | 1.69002 | 0.00000 | 782.70 | 12162.40 |
| 7 | 2010.01.20 05:15 | buy | 4 | 1.00 | 1.63097 | 1.58535 | 0.00000 | ||
| 8 | 2010.01.26 00:40 | close | 4 | 1.00 | 1.62611 | 1.58535 | 0.00000 | -486.00 | 11676.40 |
| 9 | 2010.01.26 00:40 | sell | 5 | 1.00 | 1.62611 | 1.68157 | 0.00000 | ||
| 10 | 2010.01.26 15:07 | close | 5 | 1.00 | 1.60986 | 1.68157 | 0.00000 | 1625.00 | 13301.40 |
| 11 | 2010.01.29 01:20 | buy | 6 | 1.00 | 1.61175 | 1.56229 | 0.00000 | ||
| 12 | 2010.02.02 16:50 | close | 6 | 1.00 | 1.59848 | 1.56229 | 0.00000 | -1327.00 | 11974.40 |
| 13 | 2010.02.03 01:20 | sell | 7 | 1.00 | 1.59961 | 1.63869 | 0.00000 | ||
| 14 | 2010.02.03 20:10 | close | 7 | 1.00 | 1.59072 | 1.63869 | 0.00000 | 889.00 | 12863.40 |
| 15 | 2010.02.03 22:45 | buy | 8 | 1.00 | 1.58911 | 1.53338 | 0.00000 | ||
| 16 | 2010.02.09 17:50 | close | 8 | 1.00 | 1.56825 | 1.53338 | 0.00000 | -2086.00 | 10777.40 |
| 17 | 2010.02.18 22:45 | buy | 9 | 1.00 | 1.55468 | 1.47888 | 0.00000 | ||
| 18 | 2010.02.22 15:32 | close | 9 | 1.00 | 1.55054 | 1.47888 | 0.00000 | -414.00 | 10363.40 |
| 19 | 2010.02.23 05:20 | sell | 10 | 1.00 | 1.55221 | 1.59465 | 0.00000 | ||
| 20 | 2010.02.23 11:10 | close | 10 | 1.00 | 1.54320 | 1.59465 | 0.00000 | 901.00 | 11264.40 |
| 21 | 2010.02.25 01:50 | buy | 11 | 1.00 | 1.53879 | 1.51120 | 0.00000 | ||
| 22 | 2010.02.26 22:56 | close at stop | 11 | 1.00 | 1.52354 | 1.51120 | 0.00000 | -1525.00 | 9739.40 |