Strategy Tester Report
tttttt_v1
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 | MAGICMA=20050610; lots=0.1; StopLoss=200; TakeProfit=200; checkhour=8; checkminute=0; days2check=7; checkmode=1; profitK=2; lossK=2; offsetK=2; closemode=1; | ||||
| Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -0.69 | Gross profit | 119.31 | Gross loss | -120.00 |
| Profit factor | 0.99 | Expected payoff | -0.06 | ||
| Absolute drawdown | 75.30 | Maximal drawdown | 75.90 (0.76%) | Relative drawdown | 0.76% (75.90) |
| Total trades | 12 | Short positions (won %) | 10 (50.00%) | Long positions (won %) | 2 (50.00%) |
| Profit trades (% of total) | 6 (50.00%) | Loss trades (% of total) | 6 (50.00%) | ||
| Largest | profit trade | 20.00 | loss trade | -20.00 | |
| Average | profit trade | 19.89 | loss trade | -20.00 | |
| Maximum | consecutive wins (profit in money) | 2 (40.00) | consecutive losses (loss in money) | 3 (-60.00) | |
| Maximal | consecutive profit (count of wins) | 40.00 (2) | consecutive loss (count of losses) | -60.00 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.05 20:00 | sell | 1 | 0.10 | 1.59750 | 1.59950 | 1.59550 | ||
| 2 | 2010.01.05 20:45 | s/l | 1 | 0.10 | 1.59950 | 1.59950 | 1.59550 | -20.00 | 9980.00 |
| 3 | 2010.01.08 15:00 | buy | 2 | 0.10 | 1.60916 | 1.60716 | 1.61116 | ||
| 4 | 2010.01.08 15:20 | s/l | 2 | 0.10 | 1.60716 | 1.60716 | 1.61116 | -20.00 | 9960.00 |
| 5 | 2010.01.21 11:00 | sell | 3 | 0.10 | 1.61493 | 1.61693 | 1.61293 | ||
| 6 | 2010.01.21 11:20 | s/l | 3 | 0.10 | 1.61693 | 1.61693 | 1.61293 | -20.00 | 9940.00 |
| 7 | 2010.01.22 15:00 | sell | 4 | 0.10 | 1.61018 | 1.61218 | 1.60818 | ||
| 8 | 2010.01.22 16:02 | t/p | 4 | 0.10 | 1.60818 | 1.61218 | 1.60818 | 20.00 | 9960.00 |
| 9 | 2010.01.25 18:00 | buy | 5 | 0.10 | 1.62363 | 1.62163 | 1.62563 | ||
| 10 | 2010.01.25 20:32 | t/p | 5 | 0.10 | 1.62563 | 1.62163 | 1.62563 | 20.00 | 9980.00 |
| 11 | 2010.01.26 13:00 | sell | 6 | 0.10 | 1.61160 | 1.61360 | 1.60960 | ||
| 12 | 2010.01.26 13:45 | s/l | 6 | 0.10 | 1.61360 | 1.61360 | 1.60960 | -20.00 | 9960.00 |
| 13 | 2010.01.29 17:00 | sell | 7 | 0.10 | 1.60245 | 1.60445 | 1.60045 | ||
| 14 | 2010.01.29 17:50 | t/p | 7 | 0.10 | 1.60045 | 1.60445 | 1.60045 | 20.00 | 9980.00 |
| 15 | 2010.02.04 16:00 | sell | 8 | 0.10 | 1.57876 | 1.58076 | 1.57676 | ||
| 16 | 2010.02.04 16:20 | t/p | 8 | 0.10 | 1.57676 | 1.58076 | 1.57676 | 20.00 | 10000.00 |
| 17 | 2010.02.05 18:00 | sell | 9 | 0.10 | 1.56165 | 1.56365 | 1.55965 | ||
| 18 | 2010.02.05 18:16 | s/l | 9 | 0.10 | 1.56365 | 1.56365 | 1.55965 | -20.00 | 9980.00 |
| 19 | 2010.02.17 22:00 | sell | 10 | 0.10 | 1.56795 | 1.56995 | 1.56595 | ||
| 20 | 2010.02.18 01:45 | t/p | 10 | 0.10 | 1.56595 | 1.56995 | 1.56595 | 19.31 | 9999.31 |
| 21 | 2010.02.18 23:00 | sell | 11 | 0.10 | 1.55264 | 1.55464 | 1.55064 | ||
| 22 | 2010.02.18 23:20 | t/p | 11 | 0.10 | 1.55064 | 1.55464 | 1.55064 | 20.00 | 10019.31 |
| 23 | 2010.02.25 18:00 | sell | 12 | 0.10 | 1.51997 | 1.52197 | 1.51797 | ||
| 24 | 2010.02.25 18:20 | s/l | 12 | 0.10 | 1.52197 | 1.52197 | 1.51797 | -20.00 | 9999.31 |