Strategy Tester Report
Scalp_8_12_v1_2(ICEedition)+BG
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 | Lastrange=71; Hours2Check=8; CloseHour=9; EarliestOpenHour=14; Days2Check=10; ChannelK=2.1; CheckHour_8=8; ProfitK_8=2.1; LossK_8=2.7; OffsetK_8=2.5; CheckHour_12=12; ProfitK_12=2.1; LossK_12=1.5; OffsetK_12=2.4; FilterDay=0; 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 | 321.30 | Gross profit | 511.86 | Gross loss | -190.56 |
| Profit factor | 2.69 | Expected payoff | 40.16 | ||
| Absolute drawdown | 89.60 | Maximal drawdown | 226.86 (2.16%) | Relative drawdown | 2.16% (226.86) |
| Total trades | 8 | Short positions (won %) | 8 (62.50%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 5 (62.50%) | Loss trades (% of total) | 3 (37.50%) | ||
| Largest | profit trade | 191.32 | loss trade | -142.20 | |
| Average | profit trade | 102.37 | loss trade | -63.52 | |
| Maximum | consecutive wins (profit in money) | 5 (511.86) | consecutive losses (loss in money) | 3 (-190.56) | |
| Maximal | consecutive profit (count of wins) | 511.86 (5) | consecutive loss (count of losses) | -190.56 (3) | |
| Average | consecutive wins | 5 | consecutive losses | 3 | |
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| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.29 16:00 | sell | 1 | 0.20 | 1.60467 | 1.61320 | 0.50000 | ||
| 2 | 2010.01.29 16:00 | sell | 2 | 0.20 | 1.60467 | 1.62040 | 0.50000 | ||
| 3 | 2010.02.01 03:00 | close | 1 | 0.20 | 1.59508 | 1.61320 | 0.50000 | 191.32 | 10191.32 |
| 4 | 2010.02.01 03:00 | close | 2 | 0.20 | 1.59508 | 1.62040 | 0.50000 | 191.32 | 10382.64 |
| 5 | 2010.02.03 18:00 | sell | 3 | 0.10 | 1.59122 | 1.60740 | 0.50000 | ||
| 6 | 2010.02.03 21:00 | sell | 4 | 0.10 | 1.58952 | 1.59840 | 0.50000 | ||
| 7 | 2010.02.04 09:00 | close | 4 | 0.10 | 1.58827 | 1.59840 | 0.50000 | 11.78 | 10394.42 |
| 8 | 2010.02.04 09:00 | close | 3 | 0.10 | 1.58827 | 1.60740 | 0.50000 | 28.78 | 10423.20 |
| 9 | 2010.02.04 18:00 | sell | 5 | 0.10 | 1.57610 | 1.58560 | 0.50000 | ||
| 10 | 2010.02.05 09:00 | close | 5 | 0.10 | 1.56721 | 1.58560 | 0.50000 | 88.66 | 10511.86 |
| 11 | 2010.02.05 20:00 | sell | 6 | 0.20 | 1.55600 | 1.56560 | 0.50000 | ||
| 12 | 2010.02.05 22:00 | close | 6 | 0.20 | 1.56311 | 1.56560 | 0.50000 | -142.20 | 10369.66 |
| 13 | 2010.02.10 17:00 | sell | 7 | 0.10 | 1.55877 | 1.56810 | 0.50000 | ||
| 14 | 2010.02.11 09:00 | close | 7 | 0.10 | 1.56080 | 1.56810 | 0.50000 | -21.02 | 10348.64 |
| 15 | 2010.02.23 22:00 | sell | 8 | 0.10 | 1.54060 | 1.54990 | 0.50000 | ||
| 16 | 2010.02.24 10:00 | close | 8 | 0.10 | 1.54331 | 1.54990 | 0.50000 | -27.34 | 10321.30 |