Strategy Tester Report
SonicStoIkEA
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 | SMA_Filter_Period=200; RSI_Filter_Period=45; | ||||
| Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -911.80 | Gross profit | 32.50 | Gross loss | -944.30 |
| Profit factor | 0.03 | Expected payoff | -151.97 | ||
| Absolute drawdown | 995.40 | Maximal drawdown | 1027.90 (10.25%) | Relative drawdown | 10.25% (1027.90) |
| Total trades | 6 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 6 (83.33%) |
| Profit trades (% of total) | 5 (83.33%) | Loss trades (% of total) | 1 (16.67%) | ||
| Largest | profit trade | 6.50 | loss trade | -944.30 | |
| Average | profit trade | 6.50 | loss trade | -944.30 | |
| Maximum | consecutive wins (profit in money) | 5 (32.50) | consecutive losses (loss in money) | 1 (-944.30) | |
| Maximal | consecutive profit (count of wins) | 32.50 (5) | consecutive loss (count of losses) | -944.30 (1) | |
| Average | consecutive wins | 5 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.04 11:00 | buy | 1 | 0.10 | 1.62052 | 0.00000 | 1.62117 | ||
| 2 | 2010.01.04 11:10 | t/p | 1 | 0.10 | 1.62117 | 0.00000 | 1.62117 | 6.50 | 10006.50 |
| 3 | 2010.01.06 09:20 | buy | 2 | 0.10 | 1.60470 | 0.00000 | 1.60535 | ||
| 4 | 2010.01.06 09:32 | t/p | 2 | 0.10 | 1.60535 | 0.00000 | 1.60535 | 6.50 | 10013.00 |
| 5 | 2010.01.06 17:20 | buy | 3 | 0.10 | 1.60447 | 0.00000 | 1.60512 | ||
| 6 | 2010.01.07 01:20 | t/p | 3 | 0.10 | 1.60512 | 0.00000 | 1.60512 | 6.50 | 10019.50 |
| 7 | 2010.01.12 11:15 | buy | 4 | 0.10 | 1.61546 | 0.00000 | 1.61611 | ||
| 8 | 2010.01.12 11:20 | t/p | 4 | 0.10 | 1.61611 | 0.00000 | 1.61611 | 6.50 | 10026.00 |
| 9 | 2010.01.14 14:50 | buy | 5 | 0.10 | 1.63259 | 0.00000 | 1.63324 | ||
| 10 | 2010.01.14 18:15 | t/p | 5 | 0.10 | 1.63324 | 0.00000 | 1.63324 | 6.50 | 10032.50 |
| 11 | 2010.01.29 09:20 | buy | 6 | 0.10 | 1.61797 | 0.00000 | 1.61862 | ||
| 12 | 2010.02.26 22:56 | close at stop | 6 | 0.10 | 1.52354 | 0.00000 | 1.61862 | -944.30 | 9088.20 |