Strategy Tester Report
LSMA_Daily_EA_SLMM
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; BrokerIsIBFX=false; m1="Set mini and micro to false for standard account"; AccountIsMini=false; AccountIsMicro=false; TradeSizePercent=10; BrokerPermitsFractionalLots=false; st6=""--Profit"; StopLoss=0; TakeProfit=0; Slippage=3; st8=""--"; UseMoneyManagement=false; UseStopLossMM=false; UseFreeMargin=false; Risk=5; maxPipsLoss=100; | ||||
| Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 4802.90 | Gross profit | 7611.20 | Gross loss | -2808.30 |
| Profit factor | 2.71 | Expected payoff | 800.48 | ||
| Absolute drawdown | 2290.00 | Maximal drawdown | 5129.80 (31.81%) | Relative drawdown | 31.81% (5129.80) |
| 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 | 4934.70 | loss trade | -2147.00 | |
| Average | profit trade | 2537.07 | loss trade | -936.10 | |
| Maximum | consecutive wins (profit in money) | 2 (5183.70) | consecutive losses (loss in money) | 2 (-661.30) | |
| Maximal | consecutive profit (count of wins) | 5183.70 (2) | consecutive loss (count of losses) | -2147.00 (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 | 1.61243 | 0.00000 | 0.00000 | ||
| 2 | 2010.01.12 00:00 | close | 1 | 1.00 | 1.61140 | 0.00000 | 0.00000 | -103.00 | 9897.00 |
| 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 | 1.61696 | 0.00000 | 0.00000 | -558.30 | 9338.70 |
| 5 | 2010.01.13 00:00 | buy | 3 | 1.00 | 1.61696 | 0.00000 | 0.00000 | ||
| 6 | 2010.01.22 00:00 | close | 3 | 1.00 | 1.61945 | 0.00000 | 0.00000 | 249.00 | 9587.70 |
| 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 | 1.56962 | 0.00000 | 0.00000 | 4934.70 | 14522.40 |
| 9 | 2010.02.12 00:00 | buy | 5 | 1.00 | 1.56962 | 0.00000 | 0.00000 | ||
| 10 | 2010.02.23 00:00 | close | 5 | 1.00 | 1.54815 | 0.00000 | 0.00000 | -2147.00 | 12375.40 |
| 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 | 1.52376 | 0.00000 | 0.00000 | 2427.50 | 14802.90 |