Strategy Tester Report
LSMA_Daily_EA[1]
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 | Expert_Name=""LSMA_Daily""; LSMAShortPeriod=7; LSMALongPeriod=16; mm=""---Money"; Lots=1; MaxLots=100; UseMoneyManagement=false; BrokerIsIBFX=false; m1="Set mini and micro to false for standard account"; AccountIsMini=false; AccountIsMicro=false; fm="UseFreeMargin = false to use Account Balance"; UseFreeMargin=false; TradeSizePercent=10; BrokerPermitsFractionalLots=false; st6=""--Profit"; StopLoss=0; TakeProfit=0; Slippage=3; | ||||
| Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 4826.90 | Gross profit | 7623.20 | Gross loss | -2796.30 |
| Profit factor | 2.73 | Expected payoff | 804.48 | ||
| Absolute drawdown | 2286.00 | Maximal drawdown | 5125.80 (31.75%) | Relative drawdown | 31.75% (5125.80) |
| Total trades | 6 | Short positions (won %) | 3 (66.67%) | Long positions (won %) | 3 (33.33%) |
| Profit trades (% of total) | 3 (50.00%) | Loss trades (% of total) | 3 (50.00%) | ||
| Largest | profit trade | 4938.70 | loss trade | -2143.00 | |
| Average | profit trade | 2541.07 | loss trade | -932.10 | |
| Maximum | consecutive wins (profit in money) | 2 (5191.70) | consecutive losses (loss in money) | 2 (-653.30) | |
| Maximal | consecutive profit (count of wins) | 5191.70 (2) | consecutive loss (count of losses) | -2143.00 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.04 00:00 | buy | 1 | 1.00 | 1.61239 | 0.00000 | 0.00000 | ||
| 2 | 2010.01.12 00:00 | close | 1 | 1.00 | 1.61140 | 0.00000 | 0.00000 | -99.00 | 9901.00 |
| 3 | 2010.01.12 00:00 | sell | 2 | 1.00 | 1.61140 | 0.00000 | 0.00000 | ||
| 4 | 2010.01.13 00:00 | close | 2 | 1.00 | 1.61692 | 0.00000 | 0.00000 | -554.30 | 9346.70 |
| 5 | 2010.01.13 00:00 | buy | 3 | 1.00 | 1.61692 | 0.00000 | 0.00000 | ||
| 6 | 2010.01.22 00:00 | close | 3 | 1.00 | 1.61945 | 0.00000 | 0.00000 | 253.00 | 9599.70 |
| 7 | 2010.01.22 00:00 | sell | 4 | 1.00 | 1.61945 | 0.00000 | 0.00000 | ||
| 8 | 2010.02.12 00:00 | close | 4 | 1.00 | 1.56958 | 0.00000 | 0.00000 | 4938.70 | 14538.40 |
| 9 | 2010.02.12 00:00 | buy | 5 | 1.00 | 1.56958 | 0.00000 | 0.00000 | ||
| 10 | 2010.02.23 00:00 | close | 5 | 1.00 | 1.54815 | 0.00000 | 0.00000 | -2143.00 | 12395.40 |
| 11 | 2010.02.23 00:00 | sell | 6 | 1.00 | 1.54815 | 0.00000 | 0.00000 | ||
| 12 | 2010.02.26 22:56 | close at stop | 6 | 1.00 | 1.52372 | 0.00000 | 0.00000 | 2431.50 | 14826.90 |