Strategy Tester Report
Sadukey_exp
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 | TakeProfit=300; StopLoss=200; TrailingStop=120; TrailingStep=20; CloseOppositePosition=false; Lots=0.1; Slippage=1; s______=""Ïàðàìåòðû"; KPeriod=30; Slowing=10; DPeriod=10; note4=""0sma,"; MAMethod=0; note5=""0high/low,"; PriceField=1; note6=""overbought"; overBought=60; note7=""oversold"; overSold=40; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -33.55 | Gross profit | 6.70 | Gross loss | -40.25 |
Profit factor | 0.17 | Expected payoff | -11.18 | ||
Absolute drawdown | 56.25 | Maximal drawdown | 66.60 (0.67%) | Relative drawdown | 0.67% (66.60) |
Total trades | 3 | Short positions (won %) | 1 (0.00%) | Long positions (won %) | 2 (50.00%) |
Profit trades (% of total) | 1 (33.33%) | Loss trades (% of total) | 2 (66.67%) | ||
Largest | profit trade | 6.70 | loss trade | -20.25 | |
Average | profit trade | 6.70 | loss trade | -20.13 | |
Maximum | consecutive wins (profit in money) | 1 (6.70) | consecutive losses (loss in money) | 2 (-40.25) | |
Maximal | consecutive profit (count of wins) | 6.70 (1) | consecutive loss (count of losses) | -40.25 (2) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.28 21:00 | sell | 1 | 0.10 | 1.61250 | 1.61450 | 1.60950 | ||
2 | 2010.01.29 00:50 | s/l | 1 | 0.10 | 1.61450 | 1.61450 | 1.60950 | -20.25 | 9979.75 |
3 | 2010.02.02 16:00 | buy | 2 | 0.10 | 1.59523 | 1.59323 | 1.59823 | ||
4 | 2010.02.02 16:02 | s/l | 2 | 0.10 | 1.59323 | 1.59323 | 1.59823 | -20.00 | 9959.75 |
5 | 2010.02.09 15:00 | buy | 3 | 0.10 | 1.56238 | 1.56038 | 1.56538 | ||
6 | 2010.02.09 15:32 | modify | 3 | 0.10 | 1.56238 | 1.56305 | 1.56538 | ||
7 | 2010.02.09 15:45 | s/l | 3 | 0.10 | 1.56305 | 1.56305 | 1.56538 | 6.70 | 9966.45 |