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 | Hours2Check=8; CloseHour=9; EarliestOpenHour=14; Days2Check=10; ChannelK=1.5; CheckHour_8=8; ProfitK_8=2; LossK_8=2; OffsetK_8=2; CheckHour_12=12; ProfitK_12=2; LossK_12=1.5; OffsetK_12=2.5; FilterDay=4; DoubleDay=5; UseMM=false; TradesPerDayAllowed=2; | ||||
| Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -157.85 | Gross profit | 216.35 | Gross loss | -374.20 |
| Profit factor | 0.58 | Expected payoff | -22.55 | ||
| Absolute drawdown | 238.05 | Maximal drawdown | 430.40 (4.22%) | Relative drawdown | 4.22% (430.40) |
| Total trades | 7 | Short positions (won %) | 7 (28.57%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 2 (28.57%) | Loss trades (% of total) | 5 (71.43%) | ||
| Largest | profit trade | 191.30 | loss trade | -136.40 | |
| Average | profit trade | 108.18 | loss trade | -74.84 | |
| Maximum | consecutive wins (profit in money) | 2 (216.35) | consecutive losses (loss in money) | 3 (-287.00) | |
| Maximal | consecutive profit (count of wins) | 216.35 (2) | consecutive loss (count of losses) | -287.00 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.05 20:00 | sell | 1 | 0.10 | 1.59750 | 1.60940 | 0.50000 | ||
| 2 | 2010.01.06 09:00 | close | 1 | 0.10 | 1.60217 | 1.60940 | 0.50000 | -46.95 | 9953.05 |
| 3 | 2010.01.26 15:00 | sell | 2 | 0.10 | 1.61060 | 1.62140 | 0.50000 | ||
| 4 | 2010.01.27 09:00 | close | 2 | 0.10 | 1.61460 | 1.62140 | 0.50000 | -40.25 | 9912.80 |
| 5 | 2010.01.29 16:00 | sell | 3 | 0.20 | 1.60467 | 1.62040 | 0.50000 | ||
| 6 | 2010.02.01 04:00 | close | 3 | 0.20 | 1.59508 | 1.62040 | 0.50000 | 191.30 | 10104.10 |
| 7 | 2010.02.03 18:00 | sell | 4 | 0.10 | 1.59122 | 1.60740 | 0.50000 | ||
| 8 | 2010.02.04 09:00 | close | 4 | 0.10 | 1.58864 | 1.60740 | 0.50000 | 25.05 | 10129.15 |
| 9 | 2010.02.05 20:00 | sell | 5 | 0.20 | 1.55600 | 1.56900 | 0.50000 | ||
| 10 | 2010.02.05 20:00 | sell | 6 | 0.20 | 1.55600 | 1.57340 | 0.50000 | ||
| 11 | 2010.02.08 09:00 | close | 5 | 0.20 | 1.55711 | 1.56900 | 0.50000 | -22.70 | 10106.45 |
| 12 | 2010.02.08 10:00 | close | 6 | 0.20 | 1.56237 | 1.57340 | 0.50000 | -127.90 | 9978.55 |
| 13 | 2010.02.26 16:00 | sell | 7 | 0.20 | 1.51708 | 1.53420 | 0.50000 | ||
| 14 | 2010.02.26 22:59 | close at stop | 7 | 0.20 | 1.52390 | 1.53420 | 0.50000 | -136.40 | 9842.15 |