Strategy Tester Report
e-NightTrade
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 | _Parameters_Trade=""-----"; nDayOfWeek=1; HourOpenPos=23; MinuteOpenPos=0; DepthHistory=14; RangeCutOff=19; StopLoss=68; TakeProfit=25; UseClosePos=false; HourClosePos=3; | ||||
| Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -24.00 | Gross profit | 10.00 | Gross loss | -34.00 |
| Profit factor | 0.29 | Expected payoff | -2.67 | ||
| Absolute drawdown | 24.00 | Maximal drawdown | 26.50 (0.26%) | Relative drawdown | 0.26% (26.50) |
| Total trades | 9 | Short positions (won %) | 8 (37.50%) | Long positions (won %) | 1 (100.00%) |
| Profit trades (% of total) | 4 (44.44%) | Loss trades (% of total) | 5 (55.56%) | ||
| Largest | profit trade | 2.50 | loss trade | -6.80 | |
| Average | profit trade | 2.50 | loss trade | -6.80 | |
| Maximum | consecutive wins (profit in money) | 1 (2.50) | consecutive losses (loss in money) | 2 (-13.60) | |
| Maximal | consecutive profit (count of wins) | 2.50 (1) | consecutive loss (count of losses) | -13.60 (2) | |
| Average | consecutive wins | 1 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.04 23:00 | buy | 1 | 0.10 | 1.60834 | 1.60766 | 1.60859 | ||
| 2 | 2010.01.04 23:10 | t/p | 1 | 0.10 | 1.60859 | 1.60766 | 1.60859 | 2.50 | 10002.50 |
| 3 | 2010.01.11 23:00 | sell | 2 | 0.10 | 1.61126 | 1.61194 | 1.61101 | ||
| 4 | 2010.01.11 23:07 | s/l | 2 | 0.10 | 1.61194 | 1.61194 | 1.61101 | -6.80 | 9995.70 |
| 5 | 2010.01.18 23:00 | sell | 3 | 0.10 | 1.63369 | 1.63437 | 1.63344 | ||
| 6 | 2010.01.18 23:07 | t/p | 3 | 0.10 | 1.63344 | 1.63437 | 1.63344 | 2.50 | 9998.20 |
| 7 | 2010.01.25 23:00 | sell | 4 | 0.10 | 1.62427 | 1.62495 | 1.62402 | ||
| 8 | 2010.01.25 23:45 | s/l | 4 | 0.10 | 1.62495 | 1.62495 | 1.62402 | -6.80 | 9991.40 |
| 9 | 2010.02.01 23:00 | sell | 5 | 0.10 | 1.59556 | 1.59624 | 1.59531 | ||
| 10 | 2010.02.01 23:02 | t/p | 5 | 0.10 | 1.59531 | 1.59624 | 1.59531 | 2.50 | 9993.90 |
| 11 | 2010.02.01 23:02 | sell | 6 | 0.10 | 1.59512 | 1.59580 | 1.59487 | ||
| 12 | 2010.02.01 23:10 | s/l | 6 | 0.10 | 1.59580 | 1.59580 | 1.59487 | -6.80 | 9987.10 |
| 13 | 2010.02.08 23:00 | sell | 7 | 0.10 | 1.55825 | 1.55893 | 1.55800 | ||
| 14 | 2010.02.08 23:10 | t/p | 7 | 0.10 | 1.55800 | 1.55893 | 1.55800 | 2.50 | 9989.60 |
| 15 | 2010.02.15 23:00 | sell | 8 | 0.10 | 1.56565 | 1.56633 | 1.56540 | ||
| 16 | 2010.02.15 23:10 | s/l | 8 | 0.10 | 1.56633 | 1.56633 | 1.56540 | -6.80 | 9982.80 |
| 17 | 2010.02.22 23:00 | sell | 9 | 0.10 | 1.54791 | 1.54859 | 1.54766 | ||
| 18 | 2010.02.22 23:15 | s/l | 9 | 0.10 | 1.54859 | 1.54859 | 1.54766 | -6.80 | 9976.00 |