Strategy Tester Report
ssb_583
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 | lots=1; pcci=9; fastmacd=41; slowmacd=58; signalmacd=55; magic=888; slippage=0; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 1213.00 | Gross profit | 8841.00 | Gross loss | -7628.00 |
Profit factor | 1.16 | Expected payoff | 173.29 | ||
Absolute drawdown | 424.00 | Maximal drawdown | 9931.80 (48.90%) | Relative drawdown | 48.90% (9931.80) |
Total trades | 7 | Short positions (won %) | 3 (100.00%) | Long positions (won %) | 4 (75.00%) |
Profit trades (% of total) | 6 (85.71%) | Loss trades (% of total) | 1 (14.29%) | ||
Largest | profit trade | 3877.00 | loss trade | -7628.00 | |
Average | profit trade | 1473.50 | loss trade | -7628.00 | |
Maximum | consecutive wins (profit in money) | 6 (8841.00) | consecutive losses (loss in money) | 1 (-7628.00) | |
Maximal | consecutive profit (count of wins) | 8841.00 (6) | consecutive loss (count of losses) | -7628.00 (1) | |
Average | consecutive wins | 6 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.05 01:00 | sell | 1 | 1.00 | 1.61117 | 0.00000 | 0.00000 | ||
2 | 2010.01.08 14:00 | buy | 2 | 2.00 | 1.59800 | 0.00000 | 0.00000 | ||
3 | 2010.01.08 14:00 | close by | 2 | 1.00 | 1.61117 | 0.00000 | 0.00000 | 1305.00 | 11305.00 |
4 | 2010.01.08 14:00 | buy | 3 | 1.00 | 1.59800 | 0.00000 | 0.00000 | ||
5 | 2010.01.08 14:00 | close by | 1 | 0.00 | 1.61117 | 0.00000 | 0.00000 | 0.00 | 11305.00 |
6 | 2010.01.19 18:00 | sell | 4 | 2.00 | 1.63677 | 0.00000 | 0.00000 | ||
7 | 2010.01.19 18:00 | close by | 4 | 1.00 | 1.59800 | 0.00000 | 0.00000 | 3877.00 | 15182.00 |
8 | 2010.01.19 18:00 | sell | 5 | 1.00 | 1.63677 | 0.00000 | 0.00000 | ||
9 | 2010.01.19 18:00 | close by | 3 | 0.00 | 1.59800 | 0.00000 | 0.00000 | 0.00 | 15182.00 |
10 | 2010.02.03 12:00 | buy | 6 | 2.00 | 1.59982 | 0.00000 | 0.00000 | ||
11 | 2010.02.03 12:00 | close by | 6 | 1.00 | 1.63677 | 0.00000 | 0.00000 | 3659.00 | 18841.00 |
12 | 2010.02.03 12:00 | buy | 7 | 1.00 | 1.59982 | 0.00000 | 0.00000 | ||
13 | 2010.02.03 12:00 | close by | 5 | 0.00 | 1.63677 | 0.00000 | 0.00000 | 0.00 | 18841.00 |
14 | 2010.02.26 22:56 | close at stop | 7 | 1.00 | 1.52354 | 0.00000 | 0.00000 | -7628.00 | 11213.00 |