Strategy Tester Report
ssb5_123
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; fastmacd=47; slowmacd=95; signalmacd=74; psmma=45; stochD=12; stochK=25; stochS=56; 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 | 3137.90 | Gross profit | 8090.70 | Gross loss | -4952.80 |
| Profit factor | 1.63 | Expected payoff | 285.26 | ||
| Absolute drawdown | 3221.30 | Maximal drawdown | 5451.50 (35.85%) | Relative drawdown | 39.41% (4409.30) |
| Total trades | 11 | Short positions (won %) | 6 (66.67%) | Long positions (won %) | 5 (80.00%) |
| Profit trades (% of total) | 8 (72.73%) | Loss trades (% of total) | 3 (27.27%) | ||
| Largest | profit trade | 5192.00 | loss trade | -2512.50 | |
| Average | profit trade | 1011.34 | loss trade | -1650.93 | |
| Maximum | consecutive wins (profit in money) | 5 (6137.20) | consecutive losses (loss in money) | 1 (-2512.50) | |
| Maximal | consecutive profit (count of wins) | 6137.20 (5) | consecutive loss (count of losses) | -2512.50 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.04 02:00 | buy | 1 | 1.00 | 1.61219 | 0.00000 | 0.00000 | ||
| 2 | 2010.01.06 17:00 | sell | 2 | 2.00 | 1.59979 | 0.00000 | 0.00000 | ||
| 3 | 2010.01.06 17:00 | close by | 2 | 1.00 | 1.61219 | 0.00000 | 0.00000 | -1239.80 | 8760.20 |
| 4 | 2010.01.06 17:00 | sell | 3 | 1.00 | 1.59979 | 0.00000 | 0.00000 | ||
| 5 | 2010.01.06 17:00 | close by | 1 | 0.00 | 1.61219 | 0.00000 | 0.00000 | 0.00 | 8760.20 |
| 6 | 2010.01.11 20:00 | buy | 4 | 2.00 | 1.61167 | 0.00000 | 0.00000 | ||
| 7 | 2010.01.11 20:00 | close by | 4 | 1.00 | 1.59979 | 0.00000 | 0.00000 | -1200.50 | 7559.70 |
| 8 | 2010.01.11 20:00 | buy | 5 | 1.00 | 1.61167 | 0.00000 | 0.00000 | ||
| 9 | 2010.01.11 20:00 | close by | 3 | 0.00 | 1.59979 | 0.00000 | 0.00000 | 0.00 | 7559.70 |
| 10 | 2010.01.21 18:00 | sell | 6 | 2.00 | 1.62111 | 0.00000 | 0.00000 | ||
| 11 | 2010.01.21 18:00 | close by | 6 | 1.00 | 1.61167 | 0.00000 | 0.00000 | 945.20 | 8504.90 |
| 12 | 2010.01.21 18:00 | sell | 7 | 1.00 | 1.62111 | 0.00000 | 0.00000 | ||
| 13 | 2010.01.21 18:00 | close by | 5 | 0.00 | 1.61167 | 0.00000 | 0.00000 | 0.00 | 8504.90 |
| 14 | 2010.02.16 11:00 | buy | 8 | 2.00 | 1.56859 | 0.00000 | 0.00000 | ||
| 15 | 2010.02.16 11:00 | close by | 8 | 1.00 | 1.62111 | 0.00000 | 0.00000 | 5192.00 | 13696.90 |
| 16 | 2010.02.16 11:00 | buy | 9 | 1.00 | 1.56859 | 0.00000 | 0.00000 | ||
| 17 | 2010.02.16 11:00 | close by | 7 | 0.00 | 1.62111 | 0.00000 | 0.00000 | 0.00 | 13696.90 |
| 18 | 2010.02.19 18:00 | sell | 10 | 2.00 | 1.54346 | 0.00000 | 0.00000 | ||
| 19 | 2010.02.19 18:00 | close by | 10 | 1.00 | 1.56859 | 0.00000 | 0.00000 | -2512.50 | 11184.40 |
| 20 | 2010.02.19 18:00 | sell | 11 | 1.00 | 1.54346 | 0.00000 | 0.00000 | ||
| 21 | 2010.02.19 18:00 | close by | 9 | 0.00 | 1.56859 | 0.00000 | 0.00000 | 0.00 | 11184.40 |
| 22 | 2010.02.26 22:56 | close at stop | 11 | 1.00 | 1.52375 | 0.00000 | 0.00000 | 1953.50 | 13137.90 |