Strategy Tester Report
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=0.1; MAGIC=55; | ||||
| Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -630.65 | Gross profit | 50.03 | Gross loss | -680.68 |
| Profit factor | 0.07 | Expected payoff | -57.33 | ||
| Absolute drawdown | 712.25 | Maximal drawdown | 764.78 (7.61%) | Relative drawdown | 7.61% (764.78) |
| Total trades | 11 | Short positions (won %) | 5 (100.00%) | Long positions (won %) | 6 (83.33%) |
| Profit trades (% of total) | 10 (90.91%) | Loss trades (% of total) | 1 (9.09%) | ||
| Largest | profit trade | 5.03 | loss trade | -680.68 | |
| Average | profit trade | 5.00 | loss trade | -680.68 | |
| Maximum | consecutive wins (profit in money) | 10 (50.03) | consecutive losses (loss in money) | 1 (-680.68) | |
| Maximal | consecutive profit (count of wins) | 50.03 (10) | consecutive loss (count of losses) | -680.68 (1) | |
| Average | consecutive wins | 10 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.13 15:52 | sell | 1 | 0.10 | 1.62773 | 0.00000 | 1.62723 | ||
| 2 | 2010.01.13 16:15 | t/p | 1 | 0.10 | 1.62723 | 0.00000 | 1.62723 | 5.00 | 10005.00 |
| 3 | 2010.01.15 04:00 | sell | 2 | 0.10 | 1.63126 | 0.00000 | 1.63076 | ||
| 4 | 2010.01.15 09:20 | t/p | 2 | 0.10 | 1.63076 | 0.00000 | 1.63076 | 5.00 | 10010.00 |
| 5 | 2010.01.15 21:00 | buy | 3 | 0.10 | 1.62638 | 0.00000 | 1.62688 | ||
| 6 | 2010.01.15 21:07 | t/p | 3 | 0.10 | 1.62688 | 0.00000 | 1.62688 | 5.00 | 10015.00 |
| 7 | 2010.01.21 13:55 | buy | 4 | 0.10 | 1.61908 | 0.00000 | 1.61958 | ||
| 8 | 2010.01.21 15:15 | t/p | 4 | 0.10 | 1.61958 | 0.00000 | 1.61958 | 5.00 | 10020.00 |
| 9 | 2010.01.26 01:00 | sell | 5 | 0.10 | 1.62451 | 0.00000 | 1.62401 | ||
| 10 | 2010.01.26 04:10 | t/p | 5 | 0.10 | 1.62401 | 0.00000 | 1.62401 | 5.00 | 10025.00 |
| 11 | 2010.01.26 05:00 | sell | 6 | 0.10 | 1.62202 | 0.00000 | 1.62152 | ||
| 12 | 2010.01.26 05:20 | t/p | 6 | 0.10 | 1.62152 | 0.00000 | 1.62152 | 5.00 | 10030.00 |
| 13 | 2010.01.27 08:00 | buy | 7 | 0.10 | 1.61466 | 0.00000 | 1.61516 | ||
| 14 | 2010.01.27 08:20 | t/p | 7 | 0.10 | 1.61516 | 0.00000 | 1.61516 | 5.00 | 10035.00 |
| 15 | 2010.01.28 04:00 | buy | 8 | 0.10 | 1.62117 | 0.00000 | 1.62167 | ||
| 16 | 2010.01.28 04:15 | t/p | 8 | 0.10 | 1.62167 | 0.00000 | 1.62167 | 5.00 | 10040.00 |
| 17 | 2010.01.29 20:42 | buy | 9 | 0.10 | 1.60125 | 0.00000 | 1.60175 | ||
| 18 | 2010.02.03 07:15 | t/p | 9 | 0.10 | 1.60175 | 0.00000 | 1.60175 | 5.03 | 10045.03 |
| 19 | 2010.02.03 10:20 | sell | 10 | 0.10 | 1.60308 | 0.00000 | 1.60258 | ||
| 20 | 2010.02.03 10:45 | t/p | 10 | 0.10 | 1.60258 | 0.00000 | 1.60258 | 5.00 | 10050.03 |
| 21 | 2010.02.04 00:52 | buy | 11 | 0.10 | 1.59143 | 0.00000 | 1.59193 | ||
| 22 | 2010.02.26 22:59 | close at stop | 11 | 0.10 | 1.52334 | 0.00000 | 1.59193 | -680.68 | 9369.35 |