Strategy Tester Report
ytg_2MA_4Level
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 | _____1_____=""Òîðãîâûå"; _=130; _=1000; =1; _____2_____=""Íàñòðîéêè"; _=1; __=14; __=2; ___=4; __=180; __=2; ___=4; _____3_____=""Íàñòðîéêè"; _1=500; _2=250; _1=500; _2=250; | ||||
| Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 68.80 | Gross profit | 4143.20 | Gross loss | -4074.40 |
| Profit factor | 1.02 | Expected payoff | 1.91 | ||
| Absolute drawdown | 1379.00 | Maximal drawdown | 1748.00 (16.86%) | Relative drawdown | 16.86% (1748.00) |
| Total trades | 36 | Short positions (won %) | 15 (93.33%) | Long positions (won %) | 21 (85.71%) |
| Profit trades (% of total) | 32 (88.89%) | Loss trades (% of total) | 4 (11.11%) | ||
| Largest | profit trade | 130.00 | loss trade | -1020.40 | |
| Average | profit trade | 129.47 | loss trade | -1018.60 | |
| Maximum | consecutive wins (profit in money) | 13 (1685.20) | consecutive losses (loss in money) | 1 (-1020.40) | |
| Maximal | consecutive profit (count of wins) | 1685.20 (13) | consecutive loss (count of losses) | -1020.40 (1) | |
| Average | consecutive wins | 6 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.04 02:00 | buy | 1 | 1.00 | 1.61216 | 1.60198 | 1.61346 | ||
| 2 | 2010.01.04 09:20 | t/p | 1 | 1.00 | 1.61346 | 1.60198 | 1.61346 | 130.00 | 10130.00 |
| 3 | 2010.01.04 11:00 | buy | 2 | 1.00 | 1.62053 | 1.61035 | 1.62183 | ||
| 4 | 2010.01.04 11:15 | t/p | 2 | 1.00 | 1.62183 | 1.61035 | 1.62183 | 130.00 | 10260.00 |
| 5 | 2010.01.04 11:15 | buy | 3 | 1.00 | 1.62298 | 1.61280 | 1.62428 | ||
| 6 | 2010.01.04 16:45 | s/l | 3 | 1.00 | 1.61280 | 1.61280 | 1.62428 | -1018.00 | 9242.00 |
| 7 | 2010.01.04 16:45 | buy | 4 | 1.00 | 1.61273 | 1.60255 | 1.61403 | ||
| 8 | 2010.01.05 07:45 | t/p | 4 | 1.00 | 1.61403 | 1.60255 | 1.61403 | 130.00 | 9372.00 |
| 9 | 2010.01.05 12:00 | sell | 5 | 1.00 | 1.59996 | 1.61014 | 1.59866 | ||
| 10 | 2010.01.05 19:15 | t/p | 5 | 1.00 | 1.59866 | 1.61014 | 1.59866 | 130.00 | 9502.00 |
| 11 | 2010.01.05 19:15 | sell | 6 | 1.00 | 1.59787 | 1.60805 | 1.59657 | ||
| 12 | 2010.01.06 01:40 | t/p | 6 | 1.00 | 1.59657 | 1.60805 | 1.59657 | 127.60 | 9629.60 |
| 13 | 2010.01.11 06:00 | buy | 7 | 1.00 | 1.60857 | 1.59839 | 1.60987 | ||
| 14 | 2010.01.11 08:10 | t/p | 7 | 1.00 | 1.60987 | 1.59839 | 1.60987 | 130.00 | 9759.60 |
| 15 | 2010.01.11 11:00 | buy | 8 | 1.00 | 1.61477 | 1.60459 | 1.61607 | ||
| 16 | 2010.01.11 11:20 | t/p | 8 | 1.00 | 1.61607 | 1.60459 | 1.61607 | 130.00 | 9889.60 |
| 17 | 2010.01.11 11:20 | buy | 9 | 1.00 | 1.61666 | 1.60648 | 1.61796 | ||
| 18 | 2010.01.11 12:20 | t/p | 9 | 1.00 | 1.61796 | 1.60648 | 1.61796 | 130.00 | 10019.60 |
| 19 | 2010.01.11 15:00 | buy | 10 | 1.00 | 1.61631 | 1.60613 | 1.61761 | ||
| 20 | 2010.01.11 17:07 | t/p | 10 | 1.00 | 1.61761 | 1.60613 | 1.61761 | 130.00 | 10149.60 |
| 21 | 2010.01.12 14:00 | buy | 11 | 1.00 | 1.61585 | 1.60567 | 1.61715 | ||
| 22 | 2010.01.12 16:40 | t/p | 11 | 1.00 | 1.61715 | 1.60567 | 1.61715 | 130.00 | 10279.60 |
| 23 | 2010.01.12 23:00 | buy | 12 | 1.00 | 1.61632 | 1.60614 | 1.61762 | ||
| 24 | 2010.01.13 05:15 | t/p | 12 | 1.00 | 1.61762 | 1.60614 | 1.61762 | 130.00 | 10409.60 |
| 25 | 2010.01.21 13:00 | sell | 13 | 1.00 | 1.61526 | 1.62544 | 1.61396 | ||
| 26 | 2010.01.21 17:20 | t/p | 13 | 1.00 | 1.61396 | 1.62544 | 1.61396 | 130.00 | 10539.60 |
| 27 | 2010.01.21 19:00 | sell | 14 | 1.00 | 1.62096 | 1.63114 | 1.61966 | ||
| 28 | 2010.01.21 19:02 | t/p | 14 | 1.00 | 1.61966 | 1.63114 | 1.61966 | 130.00 | 10669.60 |
| 29 | 2010.01.21 19:02 | sell | 15 | 1.00 | 1.61948 | 1.62966 | 1.61818 | ||
| 30 | 2010.01.22 00:20 | t/p | 15 | 1.00 | 1.61818 | 1.62966 | 1.61818 | 127.60 | 10797.20 |
| 31 | 2010.01.22 15:00 | sell | 16 | 1.00 | 1.61018 | 1.62036 | 1.60888 | ||
| 32 | 2010.01.22 15:37 | t/p | 16 | 1.00 | 1.60888 | 1.62036 | 1.60888 | 130.00 | 10927.20 |
| 33 | 2010.01.22 15:37 | sell | 17 | 1.00 | 1.60854 | 1.61872 | 1.60724 | ||
| 34 | 2010.01.25 15:50 | s/l | 17 | 1.00 | 1.61872 | 1.61872 | 1.60724 | -1020.40 | 9906.80 |
| 35 | 2010.01.25 17:00 | buy | 18 | 1.00 | 1.62086 | 1.61068 | 1.62216 | ||
| 36 | 2010.01.25 17:15 | t/p | 18 | 1.00 | 1.62216 | 1.61068 | 1.62216 | 130.00 | 10036.80 |
| 37 | 2010.01.25 17:15 | buy | 19 | 1.00 | 1.62260 | 1.61242 | 1.62390 | ||
| 38 | 2010.01.25 17:45 | t/p | 19 | 1.00 | 1.62390 | 1.61242 | 1.62390 | 130.00 | 10166.80 |
| 39 | 2010.01.25 17:45 | buy | 20 | 1.00 | 1.62426 | 1.61408 | 1.62556 | ||
| 40 | 2010.01.25 20:32 | t/p | 20 | 1.00 | 1.62556 | 1.61408 | 1.62556 | 130.00 | 10296.80 |
| 41 | 2010.01.25 22:00 | buy | 21 | 1.00 | 1.62415 | 1.61397 | 1.62545 | ||
| 42 | 2010.01.26 00:33 | t/p | 21 | 1.00 | 1.62545 | 1.61397 | 1.62545 | 130.00 | 10426.80 |
| 43 | 2010.01.26 04:00 | buy | 22 | 1.00 | 1.62399 | 1.61381 | 1.62529 | ||
| 44 | 2010.01.26 09:32 | t/p | 22 | 1.00 | 1.62529 | 1.61381 | 1.62529 | 130.00 | 10556.80 |
| 45 | 2010.01.26 13:00 | sell | 23 | 1.00 | 1.61160 | 1.62178 | 1.61030 | ||
| 46 | 2010.01.26 15:02 | t/p | 23 | 1.00 | 1.61030 | 1.62178 | 1.61030 | 130.00 | 10686.80 |
| 47 | 2010.01.26 21:00 | sell | 24 | 1.00 | 1.61440 | 1.62458 | 1.61310 | ||
| 48 | 2010.01.27 01:20 | t/p | 24 | 1.00 | 1.61310 | 1.62458 | 1.61310 | 127.60 | 10814.40 |
| 49 | 2010.01.27 16:00 | buy | 25 | 1.00 | 1.61919 | 1.60901 | 1.62049 | ||
| 50 | 2010.01.27 16:32 | t/p | 25 | 1.00 | 1.62049 | 1.60901 | 1.62049 | 130.00 | 10944.40 |
| 51 | 2010.01.27 16:32 | buy | 26 | 1.00 | 1.62077 | 1.61059 | 1.62207 | ||
| 52 | 2010.01.28 04:15 | t/p | 26 | 1.00 | 1.62207 | 1.61059 | 1.62207 | 130.00 | 11074.40 |
| 53 | 2010.01.28 12:00 | buy | 27 | 1.00 | 1.62353 | 1.61335 | 1.62483 | ||
| 54 | 2010.01.28 12:15 | t/p | 27 | 1.00 | 1.62483 | 1.61335 | 1.62483 | 130.00 | 11204.40 |
| 55 | 2010.01.28 12:15 | buy | 28 | 1.00 | 1.62551 | 1.61533 | 1.62681 | ||
| 56 | 2010.01.28 16:20 | s/l | 28 | 1.00 | 1.61533 | 1.61533 | 1.62681 | -1018.00 | 10186.40 |
| 57 | 2010.01.28 20:00 | sell | 29 | 1.00 | 1.61311 | 1.62329 | 1.61181 | ||
| 58 | 2010.01.28 20:20 | t/p | 29 | 1.00 | 1.61181 | 1.62329 | 1.61181 | 130.00 | 10316.40 |
| 59 | 2010.01.28 20:20 | sell | 30 | 1.00 | 1.61126 | 1.62144 | 1.60996 | ||
| 60 | 2010.01.29 14:40 | t/p | 30 | 1.00 | 1.60996 | 1.62144 | 1.60996 | 127.60 | 10444.00 |
| 61 | 2010.01.29 17:00 | sell | 31 | 1.00 | 1.60245 | 1.61263 | 1.60115 | ||
| 62 | 2010.01.29 17:50 | t/p | 31 | 1.00 | 1.60115 | 1.61263 | 1.60115 | 130.00 | 10574.00 |
| 63 | 2010.01.29 17:50 | sell | 32 | 1.00 | 1.60032 | 1.61050 | 1.59902 | ||
| 64 | 2010.01.29 20:50 | t/p | 32 | 1.00 | 1.59902 | 1.61050 | 1.59902 | 130.00 | 10704.00 |
| 65 | 2010.02.17 14:00 | buy | 33 | 1.00 | 1.57916 | 1.56898 | 1.58046 | ||
| 66 | 2010.02.17 14:07 | t/p | 33 | 1.00 | 1.58046 | 1.56898 | 1.58046 | 130.00 | 10834.00 |
| 67 | 2010.02.17 14:07 | buy | 34 | 1.00 | 1.58086 | 1.57068 | 1.58216 | ||
| 68 | 2010.02.17 16:50 | s/l | 34 | 1.00 | 1.57068 | 1.57068 | 1.58216 | -1018.00 | 9816.00 |
| 69 | 2010.02.17 19:00 | sell | 35 | 1.00 | 1.56965 | 1.57983 | 1.56835 | ||
| 70 | 2010.02.17 19:45 | t/p | 35 | 1.00 | 1.56835 | 1.57983 | 1.56835 | 130.00 | 9946.00 |
| 71 | 2010.02.17 19:45 | sell | 36 | 1.00 | 1.56791 | 1.57809 | 1.56661 | ||
| 72 | 2010.02.18 01:20 | t/p | 36 | 1.00 | 1.56661 | 1.57809 | 1.56661 | 122.80 | 10068.80 |