Strategy Tester Report
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 | daBUY=true; x1=9; x2=29; x3=94; x4=125; slb=68; daSELL=true; y1=61; y2=100; y3=117; y4=31; sls=72; | ||||
| Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -81.90 | Gross profit | 7.70 | Gross loss | -89.60 |
| Profit factor | 0.09 | Expected payoff | -10.24 | ||
| Absolute drawdown | 81.90 | Maximal drawdown | 86.30 (0.86%) | Relative drawdown | 0.86% (86.30) |
| Total trades | 8 | Short positions (won %) | 8 (12.50%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 1 (12.50%) | Loss trades (% of total) | 7 (87.50%) | ||
| Largest | profit trade | 7.70 | loss trade | -12.80 | |
| Average | profit trade | 7.70 | loss trade | -12.80 | |
| Maximum | consecutive wins (profit in money) | 1 (7.70) | consecutive losses (loss in money) | 4 (-51.20) | |
| Maximal | consecutive profit (count of wins) | 7.70 (1) | consecutive loss (count of losses) | -51.20 (4) | |
| Average | consecutive wins | 1 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.19 14:00 | sell | 1 | 0.10 | 1.63330 | 1.63458 | 0.00000 | ||
| 2 | 2010.01.19 14:15 | s/l | 1 | 0.10 | 1.63458 | 1.63458 | 0.00000 | -12.80 | 9987.20 |
| 3 | 2010.01.21 11:00 | sell | 2 | 0.10 | 1.61493 | 1.61621 | 0.00000 | ||
| 4 | 2010.01.21 11:15 | s/l | 2 | 0.10 | 1.61621 | 1.61621 | 0.00000 | -12.80 | 9974.40 |
| 5 | 2010.01.28 17:00 | sell | 3 | 0.10 | 1.61352 | 1.61480 | 0.00000 | ||
| 6 | 2010.01.28 17:15 | s/l | 3 | 0.10 | 1.61480 | 1.61480 | 0.00000 | -12.80 | 9961.60 |
| 7 | 2010.01.29 15:00 | sell | 4 | 0.10 | 1.60560 | 1.60688 | 0.00000 | ||
| 8 | 2010.01.29 16:40 | s/l | 4 | 0.10 | 1.60688 | 1.60688 | 0.00000 | -12.80 | 9948.80 |
| 9 | 2010.02.04 17:00 | sell | 5 | 0.10 | 1.57815 | 1.57943 | 0.00000 | ||
| 10 | 2010.02.04 18:00 | modify | 5 | 0.10 | 1.57815 | 1.57738 | 0.00000 | ||
| 11 | 2010.02.04 18:10 | s/l | 5 | 0.10 | 1.57738 | 1.57738 | 0.00000 | 7.70 | 9956.50 |
| 12 | 2010.02.10 14:00 | sell | 6 | 0.10 | 1.56204 | 1.56332 | 0.00000 | ||
| 13 | 2010.02.10 14:15 | s/l | 6 | 0.10 | 1.56332 | 1.56332 | 0.00000 | -12.80 | 9943.70 |
| 14 | 2010.02.15 16:00 | sell | 7 | 0.10 | 1.56629 | 1.56757 | 0.00000 | ||
| 15 | 2010.02.15 16:07 | s/l | 7 | 0.10 | 1.56757 | 1.56757 | 0.00000 | -12.80 | 9930.90 |
| 16 | 2010.02.23 12:00 | sell | 8 | 0.10 | 1.54125 | 1.54253 | 0.00000 | ||
| 17 | 2010.02.23 12:02 | s/l | 8 | 0.10 | 1.54253 | 1.54253 | 0.00000 | -12.80 | 9918.10 |