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 | Lots=0.02; maxcount=10; pipstep=100; backstep=20; quiescenow=false; donow=false; stopnow=false; closenow=false; use_sessionTP=false; sessionTP=2000; use_sessionSL=false; sessionSL=4000; useinvalues=false; inmax=0; inmin=0; | ||||
| Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 345.80 | Gross profit | 350.54 | Gross loss | -4.74 |
| Profit factor | 73.95 | Expected payoff | 69.16 | ||
| Absolute drawdown | 139.88 | Maximal drawdown | 225.92 (2.24%) | Relative drawdown | 2.24% (225.92) |
| Total trades | 5 | Short positions (won %) | 2 (100.00%) | Long positions (won %) | 3 (33.33%) |
| Profit trades (% of total) | 3 (60.00%) | Loss trades (% of total) | 2 (40.00%) | ||
| Largest | profit trade | 175.65 | loss trade | -3.72 | |
| Average | profit trade | 116.85 | loss trade | -2.37 | |
| Maximum | consecutive wins (profit in money) | 2 (348.98) | consecutive losses (loss in money) | 2 (-4.74) | |
| Maximal | consecutive profit (count of wins) | 348.98 (2) | consecutive loss (count of losses) | -4.74 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.04 00:05 | buy | 1 | 0.02 | 1.61304 | 0.00000 | 0.00000 | ||
| 2 | 2010.01.04 00:07 | sell | 2 | 0.02 | 1.61194 | 0.00000 | 0.00000 | ||
| 3 | 2010.01.04 00:12 | buy | 3 | 0.02 | 1.61357 | 0.00000 | 0.00000 | ||
| 4 | 2010.01.04 00:22 | buy | 4 | 0.02 | 1.61491 | 0.00000 | 0.00000 | ||
| 5 | 2010.01.04 00:27 | close | 1 | 0.02 | 1.61382 | 0.00000 | 0.00000 | 1.56 | 10001.56 |
| 6 | 2010.01.04 00:27 | close | 3 | 0.02 | 1.61306 | 0.00000 | 0.00000 | -1.02 | 10000.54 |
| 7 | 2010.01.04 00:30 | close | 4 | 0.02 | 1.61305 | 0.00000 | 0.00000 | -3.72 | 9996.82 |
| 8 | 2010.01.04 00:32 | sell | 5 | 0.02 | 1.61310 | 0.00000 | 0.00000 | ||
| 9 | 2010.02.26 22:59 | close at stop | 5 | 0.02 | 1.52390 | 0.00000 | 0.00000 | 175.65 | 10172.47 |
| 10 | 2010.02.26 22:59 | close at stop | 2 | 0.02 | 1.52390 | 0.00000 | 0.00000 | 173.33 | 10345.80 |