Strategy Tester Report
BigP2
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 | takeProfit=60; FastEMA=8; FFastEMA=7; FFFastEMA=6; SlowEMA=17; SSlowEMA=16; SSSlowEMA=15; SignalSMA=9; SSignalSMA=8; SSSignalSMA=7; | ||||
| Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 17.76 | Gross profit | 17.76 | Gross loss | 0.00 |
| Profit factor | Expected payoff | 5.92 | |||
| Absolute drawdown | 118.54 | Maximal drawdown | 126.14 (1.26%) | Relative drawdown | 1.26% (126.14) |
| Total trades | 3 | Short positions (won %) | 3 (100.00%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 3 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
| Largest | profit trade | 6.00 | loss trade | 0.00 | |
| Average | profit trade | 5.92 | loss trade | 0.00 | |
| Maximum | consecutive wins (profit in money) | 3 (17.76) | consecutive losses (loss in money) | 0 (0.00) | |
| Maximal | consecutive profit (count of wins) | 17.76 (3) | consecutive loss (count of losses) | 0.00 (0) | |
| Average | consecutive wins | 3 | consecutive losses | 0 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.02.25 14:50 | sell | 1 | 0.10 | 1.52439 | 0.00000 | 1.52379 | ||
| 2 | 2010.02.25 17:15 | t/p | 1 | 0.10 | 1.52379 | 0.00000 | 1.52379 | 6.00 | 10006.00 |
| 3 | 2010.02.25 17:52 | sell | 2 | 0.10 | 1.51949 | 0.00000 | 1.51889 | ||
| 4 | 2010.02.26 14:02 | t/p | 2 | 0.10 | 1.51889 | 0.00000 | 1.51889 | 5.76 | 10011.76 |
| 5 | 2010.02.26 14:02 | sell | 3 | 0.10 | 1.51797 | 0.00000 | 1.51737 | ||
| 6 | 2010.02.26 15:20 | t/p | 3 | 0.10 | 1.51737 | 0.00000 | 1.51737 | 6.00 | 10017.76 |