Strategy Tester Report
TSD-v11-MT4-JB-OsMA Daily
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; TakeProfit=100; Stoploss=0; TrailingStop=60; Slippage=5; StopYear=2005; MM=0; Leverage=1; AcctSize=10000; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -1987.00 | Gross profit | 939.00 | Gross loss | -2926.00 |
Profit factor | 0.32 | Expected payoff | -220.78 | ||
Absolute drawdown | 2220.00 | Maximal drawdown | 2801.00 (26.47%) | Relative drawdown | 26.47% (2801.00) |
Total trades | 9 | Short positions (won %) | 5 (60.00%) | Long positions (won %) | 4 (100.00%) |
Profit trades (% of total) | 7 (77.78%) | Loss trades (% of total) | 2 (22.22%) | ||
Largest | profit trade | 277.00 | loss trade | -1948.50 | |
Average | profit trade | 134.14 | loss trade | -1463.00 | |
Maximum | consecutive wins (profit in money) | 4 (287.00) | consecutive losses (loss in money) | 1 (-1948.50) | |
Maximal | consecutive profit (count of wins) | 515.00 (2) | consecutive loss (count of losses) | -1948.50 (1) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 00:10 | sell stop | 1 | 1.00 | 1.60473 | 1.62354 | 1.60373 | ||
2 | 2010.01.05 00:02 | modify | 1 | 1.00 | 1.60566 | 1.62408 | 1.60373 | ||
3 | 2010.01.05 09:20 | sell | 1 | 1.00 | 1.60566 | 1.62408 | 1.60373 | ||
4 | 2010.01.05 09:27 | modify | 1 | 1.00 | 1.60566 | 1.60488 | 1.60328 | ||
5 | 2010.01.05 09:32 | t/p | 1 | 1.00 | 1.60328 | 1.60488 | 1.60328 | 238.00 | 10238.00 |
6 | 2010.01.11 00:02 | sell stop | 2 | 1.00 | 1.59141 | 1.61099 | 1.59041 | ||
7 | 2010.01.12 00:02 | modify | 2 | 1.00 | 1.60575 | 1.61928 | 1.59041 | ||
8 | 2010.01.13 00:03 | modify | 2 | 1.00 | 1.60612 | 1.61938 | 1.59041 | ||
9 | 2010.01.14 00:02 | modify | 2 | 1.00 | 1.61353 | 1.63065 | 1.59041 | ||
10 | 2010.01.15 00:02 | modify | 2 | 1.00 | 1.62495 | 1.63470 | 1.59041 | ||
11 | 2010.01.15 16:50 | sell | 2 | 1.00 | 1.62495 | 1.63470 | 1.59041 | ||
12 | 2010.01.15 17:26 | modify | 2 | 1.00 | 1.62495 | 1.62378 | 1.62218 | ||
13 | 2010.01.15 17:32 | t/p | 2 | 1.00 | 1.62218 | 1.62378 | 1.62218 | 277.00 | 10515.00 |
14 | 2010.01.15 20:02 | sell stop | 3 | 1.00 | 1.62495 | 1.63470 | 1.62395 | ||
15 | 2010.01.15 20:32 | sell | 3 | 1.00 | 1.62495 | 1.63470 | 1.62395 | ||
16 | 2010.01.18 09:45 | s/l | 3 | 1.00 | 1.63470 | 1.63470 | 1.62395 | -977.50 | 9537.50 |
17 | 2010.01.18 10:02 | buy stop | 4 | 1.00 | 1.63554 | 1.62101 | 1.63654 | ||
18 | 2010.01.18 11:10 | buy | 4 | 1.00 | 1.63554 | 1.62101 | 1.63654 | ||
19 | 2010.01.18 11:15 | t/p | 4 | 1.00 | 1.63654 | 1.62101 | 1.63654 | 100.00 | 9637.50 |
20 | 2010.01.18 12:03 | buy stop | 5 | 1.00 | 1.63554 | 1.62101 | 1.63654 | ||
21 | 2010.01.19 00:15 | buy | 5 | 1.00 | 1.63554 | 1.62101 | 1.63654 | ||
22 | 2010.01.19 01:20 | t/p | 5 | 1.00 | 1.63654 | 1.62101 | 1.63654 | 100.00 | 9737.50 |
23 | 2010.01.21 00:02 | buy stop | 6 | 1.00 | 1.63699 | 1.62434 | 1.63799 | ||
24 | 2010.01.22 00:02 | modify | 6 | 1.00 | 1.63109 | 1.61249 | 1.63799 | ||
25 | 2010.01.25 00:02 | modify | 6 | 1.00 | 1.62843 | 1.60769 | 1.63799 | ||
26 | 2010.01.26 00:02 | modify | 6 | 1.00 | 1.62601 | 1.60957 | 1.63799 | ||
27 | 2010.01.26 00:33 | buy | 6 | 1.00 | 1.62601 | 1.60957 | 1.63799 | ||
28 | 2010.01.26 02:35 | modify | 6 | 1.00 | 1.62601 | 1.62622 | 1.62782 | ||
29 | 2010.01.26 02:50 | s/l | 6 | 1.00 | 1.62622 | 1.62622 | 1.62782 | 21.00 | 9758.50 |
30 | 2010.01.27 00:03 | buy stop | 7 | 1.00 | 1.62679 | 1.60929 | 1.62779 | ||
31 | 2010.01.28 00:02 | modify | 7 | 1.00 | 1.62443 | 1.61068 | 1.62779 | ||
32 | 2010.01.28 08:45 | buy | 7 | 1.00 | 1.62443 | 1.61068 | 1.62779 | ||
33 | 2010.01.28 08:50 | modify | 7 | 1.00 | 1.62443 | 1.62509 | 1.62669 | ||
34 | 2010.01.28 08:52 | s/l | 7 | 1.00 | 1.62509 | 1.62509 | 1.62669 | 66.00 | 9824.50 |
35 | 2010.01.29 00:02 | buy stop | 8 | 1.00 | 1.62757 | 1.61125 | 1.62857 | ||
36 | 2010.02.01 00:02 | delete | 8 | 1.00 | 1.62757 | 1.61125 | 1.62857 | ||
37 | 2010.02.10 00:02 | sell stop | 9 | 1.00 | 1.55614 | 1.57480 | 1.55514 | ||
38 | 2010.02.11 00:02 | modify | 9 | 1.00 | 1.55712 | 1.57653 | 1.55514 | ||
39 | 2010.02.11 09:50 | sell | 9 | 1.00 | 1.55712 | 1.57653 | 1.55514 | ||
40 | 2010.02.16 18:10 | s/l | 9 | 1.00 | 1.57653 | 1.57653 | 1.55514 | -1948.50 | 7876.00 |
41 | 2010.02.17 00:02 | sell stop | 10 | 1.00 | 1.56271 | 1.57949 | 1.56171 | ||
42 | 2010.02.18 00:02 | modify | 10 | 1.00 | 1.56659 | 1.58159 | 1.56171 | ||
43 | 2010.02.18 01:20 | sell | 10 | 1.00 | 1.56659 | 1.58159 | 1.56171 | ||
44 | 2010.02.18 01:50 | modify | 10 | 1.00 | 1.56659 | 1.56522 | 1.56362 | ||
45 | 2010.02.18 01:52 | s/l | 10 | 1.00 | 1.56522 | 1.56522 | 1.56362 | 137.00 | 8013.00 |