Strategy Tester Report
MA_Angle_EA
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 | Debug=false; AccountIsMini=false; MoneyManagement=false; TradeSizePercent=10; Lots=0.1; MaxLots=30; StopLoss=0; UseTrailingStop=false; TrailingStopType=1; TrailingStop=20; Slippage=10; TakeProfit=0; Margincutoff=800; MA_Period=34; m=""--Moving"; m0="""; m1="""; m2="""; m3="""; m4="""; MA_Type=1; p=""--Applied"; p0="""; p1="""; p2="""; p3="""; p4="""; p5="""; p6="""; MA_AppliedPrice=4; Angle_Threshold=15; PrevMAShift=4; CurMAShift=0; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 1321.00 | Gross profit | 9986.60 | Gross loss | -8665.60 |
Profit factor | 1.15 | Expected payoff | 94.36 | ||
Absolute drawdown | 3837.60 | Maximal drawdown | 6809.00 (52.49%) | Relative drawdown | 52.49% (6809.00) |
Total trades | 14 | Short positions (won %) | 7 (57.14%) | Long positions (won %) | 7 (14.29%) |
Profit trades (% of total) | 5 (35.71%) | Loss trades (% of total) | 9 (64.29%) | ||
Largest | profit trade | 4277.60 | loss trade | -1500.00 | |
Average | profit trade | 1997.32 | loss trade | -962.84 | |
Maximum | consecutive wins (profit in money) | 2 (2865.00) | consecutive losses (loss in money) | 3 (-3225.40) | |
Maximal | consecutive profit (count of wins) | 4277.60 (1) | consecutive loss (count of losses) | -3225.40 (3) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 00:00 | buy | 1 | 1.00 | 1.61242 | 0.00000 | 0.00000 | ||
2 | 2010.01.05 12:00 | close | 1 | 1.00 | 1.59996 | 0.00000 | 0.00000 | -1246.00 | 8754.00 |
3 | 2010.01.05 12:00 | sell | 2 | 1.00 | 1.59996 | 0.00000 | 0.00000 | ||
4 | 2010.01.08 12:00 | close | 2 | 1.00 | 1.60172 | 0.00000 | 0.00000 | -188.00 | 8566.00 |
5 | 2010.01.08 12:00 | buy | 3 | 1.00 | 1.60172 | 0.00000 | 0.00000 | ||
6 | 2010.01.20 09:00 | close | 3 | 1.00 | 1.62689 | 0.00000 | 0.00000 | 2517.00 | 11083.00 |
7 | 2010.01.20 09:00 | sell | 4 | 1.00 | 1.62689 | 0.00000 | 0.00000 | ||
8 | 2010.01.25 19:00 | close | 4 | 1.00 | 1.62329 | 0.00000 | 0.00000 | 348.00 | 11431.00 |
9 | 2010.01.25 19:00 | buy | 5 | 1.00 | 1.62329 | 0.00000 | 0.00000 | ||
10 | 2010.01.26 13:00 | close | 5 | 1.00 | 1.61160 | 0.00000 | 0.00000 | -1169.00 | 10262.00 |
11 | 2010.01.26 13:00 | sell | 6 | 1.00 | 1.61160 | 0.00000 | 0.00000 | ||
12 | 2010.01.27 14:00 | close | 6 | 1.00 | 1.62282 | 0.00000 | 0.00000 | -1124.40 | 9137.60 |
13 | 2010.01.27 14:00 | buy | 7 | 1.00 | 1.62282 | 0.00000 | 0.00000 | ||
14 | 2010.01.28 19:00 | close | 7 | 1.00 | 1.61350 | 0.00000 | 0.00000 | -932.00 | 8205.60 |
15 | 2010.01.28 19:00 | sell | 8 | 1.00 | 1.61350 | 0.00000 | 0.00000 | ||
16 | 2010.02.03 09:50 | close | 8 | 1.00 | 1.60589 | 0.00000 | 0.00000 | 751.40 | 8957.00 |
17 | 2010.02.03 09:50 | buy | 9 | 1.00 | 1.60589 | 0.00000 | 0.00000 | ||
18 | 2010.02.03 19:07 | close | 9 | 1.00 | 1.59089 | 0.00000 | 0.00000 | -1500.00 | 7457.00 |
19 | 2010.02.03 19:07 | sell | 10 | 1.00 | 1.59089 | 0.00000 | 0.00000 | ||
20 | 2010.02.09 20:00 | close | 10 | 1.00 | 1.56982 | 0.00000 | 0.00000 | 2092.60 | 9549.60 |
21 | 2010.02.09 20:00 | buy | 11 | 1.00 | 1.56982 | 0.00000 | 0.00000 | ||
22 | 2010.02.10 17:00 | close | 11 | 1.00 | 1.55877 | 0.00000 | 0.00000 | -1105.00 | 8444.60 |
23 | 2010.02.10 17:00 | sell | 12 | 1.00 | 1.55877 | 0.00000 | 0.00000 | ||
24 | 2010.02.11 21:00 | close | 12 | 1.00 | 1.56975 | 0.00000 | 0.00000 | -1105.20 | 7339.40 |
25 | 2010.02.11 21:00 | buy | 13 | 1.00 | 1.56975 | 0.00000 | 0.00000 | ||
26 | 2010.02.17 20:02 | close | 13 | 1.00 | 1.56679 | 0.00000 | 0.00000 | -296.00 | 7043.40 |
27 | 2010.02.17 20:02 | sell | 14 | 1.00 | 1.56679 | 0.00000 | 0.00000 | ||
28 | 2010.02.26 22:56 | close at stop | 14 | 1.00 | 1.52375 | 0.00000 | 0.00000 | 4277.60 | 11321.00 |