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 | comment2=""***"; Lots=0.1; Stop_Loss=0; Take_Profit=0; Slippage=5; Order_Comment=""Simple"; Magic=112607; Order_Arrow_Color=Black; comment3=""***"; Long_MA_Period=200; Long_MA_Method=0; Long_MA_Applied_Price=4; Short_MA_Period=50; Short_MA_Method=0; Short_MA_Applied_Price=4; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 284.23 | Gross profit | 769.63 | Gross loss | -485.40 |
Profit factor | 1.59 | Expected payoff | 47.37 | ||
Absolute drawdown | 310.75 | Maximal drawdown | 545.55 (5.20%) | Relative drawdown | 5.20% (545.55) |
Total trades | 6 | Short positions (won %) | 3 (66.67%) | Long positions (won %) | 3 (33.33%) |
Profit trades (% of total) | 3 (50.00%) | Loss trades (% of total) | 3 (50.00%) | ||
Largest | profit trade | 508.45 | loss trade | -251.45 | |
Average | profit trade | 256.54 | loss trade | -161.80 | |
Maximum | consecutive wins (profit in money) | 2 (581.58) | consecutive losses (loss in money) | 2 (-233.95) | |
Maximal | consecutive profit (count of wins) | 581.58 (2) | consecutive loss (count of losses) | -251.45 (1) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 04:00 | buy | 1 | 0.10 | 1.61152 | 0.00000 | 0.00000 | ||
2 | 2010.01.07 06:00 | close | 1 | 0.10 | 1.60016 | 0.00000 | 0.00000 | -113.55 | 9886.45 |
3 | 2010.01.07 06:00 | sell | 2 | 0.10 | 1.60016 | 0.00000 | 0.00000 | ||
4 | 2010.01.11 19:00 | close | 2 | 0.10 | 1.61215 | 0.00000 | 0.00000 | -120.40 | 9766.05 |
5 | 2010.01.11 19:00 | buy | 3 | 0.10 | 1.61215 | 0.00000 | 0.00000 | ||
6 | 2010.01.22 00:00 | close | 3 | 0.10 | 1.61945 | 0.00000 | 0.00000 | 73.13 | 9839.18 |
7 | 2010.01.22 00:00 | sell | 4 | 0.10 | 1.61945 | 0.00000 | 0.00000 | ||
8 | 2010.02.16 15:00 | close | 4 | 0.10 | 1.56803 | 0.00000 | 0.00000 | 508.45 | 10347.63 |
9 | 2010.02.16 15:00 | buy | 5 | 0.10 | 1.56803 | 0.00000 | 0.00000 | ||
10 | 2010.02.19 05:00 | close | 5 | 0.10 | 1.54288 | 0.00000 | 0.00000 | -251.45 | 10096.18 |
11 | 2010.02.19 05:00 | sell | 6 | 0.10 | 1.54288 | 0.00000 | 0.00000 | ||
12 | 2010.02.26 22:59 | close at stop | 6 | 0.10 | 1.52390 | 0.00000 | 0.00000 | 188.05 | 10284.23 |