Strategy Tester Report
DayImpulse
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=0.4; takeprofit=200; | ||||
| Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 270.10 | Gross profit | 1263.30 | Gross loss | -993.20 |
| Profit factor | 1.27 | Expected payoff | 38.59 | ||
| Absolute drawdown | 75.60 | Maximal drawdown | 206.10 (2.03%) | Relative drawdown | 2.03% (206.10) |
| Total trades | 7 | Short positions (won %) | 5 (100.00%) | Long positions (won %) | 2 (50.00%) |
| Profit trades (% of total) | 6 (85.71%) | Loss trades (% of total) | 1 (14.29%) | ||
| Largest | profit trade | 1023.30 | loss trade | -993.20 | |
| Average | profit trade | 210.55 | loss trade | -993.20 | |
| Maximum | consecutive wins (profit in money) | 5 (1183.30) | consecutive losses (loss in money) | 1 (-993.20) | |
| Maximal | consecutive profit (count of wins) | 1183.30 (5) | consecutive loss (count of losses) | -993.20 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.05 17:00 | sell | 1 | 0.40 | 1.60310 | 0.00000 | 1.60110 | ||
| 2 | 2010.01.05 17:20 | t/p | 1 | 0.40 | 1.60110 | 0.00000 | 1.60110 | 80.00 | 10080.00 |
| 3 | 2010.01.21 11:00 | sell | 2 | 0.40 | 1.61493 | 0.00000 | 1.61293 | ||
| 4 | 2010.01.21 12:20 | t/p | 2 | 0.40 | 1.61293 | 0.00000 | 1.61293 | 80.00 | 10160.00 |
| 5 | 2010.01.28 10:00 | buy | 3 | 0.40 | 1.62749 | 0.00000 | 1.62949 | ||
| 6 | 2010.01.28 11:40 | sell | 4 | 0.50 | 1.62362 | 0.00000 | 0.00000 | ||
| 7 | 2010.01.28 11:40 | modify | 3 | 0.40 | 1.62749 | 0.00000 | 0.00000 | ||
| 8 | 2010.01.28 11:46 | modify | 4 | 0.50 | 1.62362 | 1.62362 | 0.00000 | ||
| 9 | 2010.01.28 11:56 | s/l | 4 | 0.50 | 1.62362 | 1.62362 | 0.00000 | 0.00 | 10160.00 |
| 10 | 2010.01.28 11:56 | sell | 5 | 0.50 | 1.62362 | 0.00000 | 0.00000 | ||
| 11 | 2010.01.28 12:02 | modify | 5 | 0.50 | 1.62362 | 1.62362 | 0.00000 | ||
| 12 | 2010.01.28 12:10 | s/l | 5 | 0.50 | 1.62362 | 1.62362 | 0.00000 | 0.00 | 10160.00 |
| 13 | 2010.01.28 12:46 | sell | 6 | 0.50 | 1.62329 | 0.00000 | 0.00000 | ||
| 14 | 2010.01.28 15:45 | modify | 6 | 0.50 | 1.62329 | 1.62329 | 0.00000 | ||
| 15 | 2010.01.29 16:02 | close | 6 | 0.50 | 1.60280 | 1.62329 | 0.00000 | 1023.30 | 11183.30 |
| 16 | 2010.01.29 16:02 | close | 3 | 0.40 | 1.60266 | 0.00000 | 0.00000 | -993.20 | 10190.10 |
| 17 | 2010.02.16 22:00 | buy | 7 | 0.40 | 1.57863 | 0.00000 | 1.58063 | ||
| 18 | 2010.02.17 08:50 | t/p | 7 | 0.40 | 1.58063 | 0.00000 | 1.58063 | 80.00 | 10270.10 |