Strategy Tester Report
sistem4
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=4; Lots=20; StopLoss=80; TimeOpen=2; p1=13; p2=14; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -4460.00 | Gross profit | 340.00 | Gross loss | -4800.00 |
Profit factor | 0.07 | Expected payoff | -1115.00 | ||
Absolute drawdown | 4460.00 | Maximal drawdown | 4460.00 (44.60%) | Relative drawdown | 44.60% (4460.00) |
Total trades | 4 | Short positions (won %) | 2 (0.00%) | Long positions (won %) | 2 (50.00%) |
Profit trades (% of total) | 1 (25.00%) | Loss trades (% of total) | 3 (75.00%) | ||
Largest | profit trade | 340.00 | loss trade | -1600.00 | |
Average | profit trade | 340.00 | loss trade | -1600.00 | |
Maximum | consecutive wins (profit in money) | 1 (340.00) | consecutive losses (loss in money) | 2 (-3200.00) | |
Maximal | consecutive profit (count of wins) | 340.00 (1) | consecutive loss (count of losses) | -3200.00 (2) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 06:59 | sell | 1 | 20.00 | 1.60930 | 1.61010 | 1.60897 | ||
2 | 2010.01.04 07:02 | s/l | 1 | 20.00 | 1.61010 | 1.61010 | 1.60897 | -1600.00 | 8400.00 |
3 | 2010.01.04 07:59 | buy | 2 | 20.00 | 1.60893 | 1.60813 | 1.60926 | ||
4 | 2010.01.04 08:03 | s/l | 2 | 20.00 | 1.60813 | 1.60813 | 1.60926 | -1600.00 | 6800.00 |
5 | 2010.01.04 08:59 | buy | 3 | 20.00 | 1.60993 | 1.60913 | 1.61026 | ||
6 | 2010.01.04 09:05 | close | 3 | 20.00 | 1.61010 | 1.60913 | 1.61026 | 340.00 | 7140.00 |
7 | 2010.01.04 09:59 | sell | 4 | 20.00 | 1.61519 | 1.61599 | 1.61486 | ||
8 | 2010.01.04 10:10 | s/l | 4 | 20.00 | 1.61599 | 1.61599 | 1.61486 | -1600.00 | 5540.00 |