Strategy Tester Report
MA_Angle_EAv2
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; SignalTimeFrame=60; MA_Period=34; m=""--Moving"; m0="""; m1="""; m2="""; m3="""; m4="""; MA_Type=1; p=""--Applied"; p0="""; p1="""; p2="""; p3="""; p4="""; p5="""; p6="""; MA_AppliedPrice=0; EntryAngle_Threshold=10; ExitAngle_Threshold=2; PrevMAShift=3; CurMAShift=1; UseTradingHours=false; StartHour=2; StopHour=15; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -2081.40 | Gross profit | 9862.60 | Gross loss | -11944.00 |
Profit factor | 0.83 | Expected payoff | -61.22 | ||
Absolute drawdown | 4625.40 | Maximal drawdown | 5763.00 (51.74%) | Relative drawdown | 51.74% (5763.00) |
Total trades | 34 | Short positions (won %) | 18 (33.33%) | Long positions (won %) | 16 (12.50%) |
Profit trades (% of total) | 8 (23.53%) | Loss trades (% of total) | 26 (76.47%) | ||
Largest | profit trade | 2623.00 | loss trade | -1172.00 | |
Average | profit trade | 1232.83 | loss trade | -459.38 | |
Maximum | consecutive wins (profit in money) | 2 (1924.00) | consecutive losses (loss in money) | 9 (-3948.60) | |
Maximal | consecutive profit (count of wins) | 2623.00 (1) | consecutive loss (count of losses) | -3948.60 (9) | |
Average | consecutive wins | 1 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 00:00 | buy | 1 | 1.00 | 1.61238 | 0.00000 | 0.00000 | ||
2 | 2010.01.04 06:00 | close | 1 | 1.00 | 1.60890 | 0.00000 | 0.00000 | -348.00 | 9652.00 |
3 | 2010.01.04 11:00 | buy | 2 | 1.00 | 1.62052 | 0.00000 | 0.00000 | ||
4 | 2010.01.04 18:00 | close | 2 | 1.00 | 1.61059 | 0.00000 | 0.00000 | -993.00 | 8659.00 |
5 | 2010.01.05 10:00 | sell | 3 | 1.00 | 1.60436 | 0.00000 | 0.00000 | ||
6 | 2010.01.06 10:00 | close | 3 | 1.00 | 1.60422 | 0.00000 | 0.00000 | 11.60 | 8670.60 |
7 | 2010.01.06 14:00 | sell | 4 | 1.00 | 1.59651 | 0.00000 | 0.00000 | ||
8 | 2010.01.06 18:00 | close | 4 | 1.00 | 1.60148 | 0.00000 | 0.00000 | -497.00 | 8173.60 |
9 | 2010.01.07 08:00 | sell | 5 | 1.00 | 1.59673 | 0.00000 | 0.00000 | ||
10 | 2010.01.08 09:00 | close | 5 | 1.00 | 1.59717 | 0.00000 | 0.00000 | -46.40 | 8127.20 |
11 | 2010.01.08 10:00 | buy | 6 | 1.00 | 1.60168 | 0.00000 | 0.00000 | ||
12 | 2010.01.08 18:00 | close | 6 | 1.00 | 1.59908 | 0.00000 | 0.00000 | -260.00 | 7867.20 |
13 | 2010.01.08 20:00 | buy | 7 | 1.00 | 1.60271 | 0.00000 | 0.00000 | ||
14 | 2010.01.12 03:00 | close | 7 | 1.00 | 1.60811 | 0.00000 | 0.00000 | 540.00 | 8407.20 |
15 | 2010.01.12 12:00 | buy | 8 | 1.00 | 1.61473 | 0.00000 | 0.00000 | ||
16 | 2010.01.15 12:00 | close | 8 | 1.00 | 1.62857 | 0.00000 | 0.00000 | 1384.00 | 9791.20 |
17 | 2010.01.15 18:00 | sell | 9 | 1.00 | 1.62375 | 0.00000 | 0.00000 | ||
18 | 2010.01.18 04:00 | close | 9 | 1.00 | 1.62845 | 0.00000 | 0.00000 | -472.40 | 9318.80 |
19 | 2010.01.18 10:00 | buy | 10 | 1.00 | 1.63510 | 0.00000 | 0.00000 | ||
20 | 2010.01.19 13:00 | close | 10 | 1.00 | 1.63380 | 0.00000 | 0.00000 | -130.00 | 9188.80 |
21 | 2010.01.20 04:00 | sell | 11 | 1.00 | 1.63223 | 0.00000 | 0.00000 | ||
22 | 2010.01.22 09:00 | close | 11 | 1.00 | 1.62503 | 0.00000 | 0.00000 | 710.40 | 9899.20 |
23 | 2010.01.22 14:00 | sell | 12 | 1.00 | 1.61120 | 0.00000 | 0.00000 | ||
24 | 2010.01.25 10:00 | close | 12 | 1.00 | 1.61634 | 0.00000 | 0.00000 | -516.40 | 9382.80 |
25 | 2010.01.25 17:00 | buy | 13 | 1.00 | 1.62085 | 0.00000 | 0.00000 | ||
26 | 2010.01.26 07:00 | close | 13 | 1.00 | 1.62055 | 0.00000 | 0.00000 | -30.00 | 9352.80 |
27 | 2010.01.26 12:00 | sell | 14 | 1.00 | 1.61196 | 0.00000 | 0.00000 | ||
28 | 2010.01.27 11:00 | close | 14 | 1.00 | 1.61875 | 0.00000 | 0.00000 | -681.40 | 8671.40 |
29 | 2010.01.27 12:00 | buy | 15 | 1.00 | 1.62094 | 0.00000 | 0.00000 | ||
30 | 2010.01.27 20:00 | close | 15 | 1.00 | 1.61717 | 0.00000 | 0.00000 | -377.00 | 8294.40 |
31 | 2010.01.28 05:00 | buy | 16 | 1.00 | 1.62120 | 0.00000 | 0.00000 | ||
32 | 2010.01.28 07:00 | close | 16 | 1.00 | 1.61800 | 0.00000 | 0.00000 | -320.00 | 7974.40 |
33 | 2010.01.28 09:00 | buy | 17 | 1.00 | 1.62524 | 0.00000 | 0.00000 | ||
34 | 2010.01.28 17:00 | close | 17 | 1.00 | 1.61352 | 0.00000 | 0.00000 | -1172.00 | 6802.40 |
35 | 2010.01.28 18:00 | sell | 18 | 1.00 | 1.61451 | 0.00000 | 0.00000 | ||
36 | 2010.01.29 10:00 | close | 18 | 1.00 | 1.61726 | 0.00000 | 0.00000 | -277.40 | 6525.00 |
37 | 2010.01.29 15:00 | sell | 19 | 1.00 | 1.60560 | 0.00000 | 0.00000 | ||
38 | 2010.02.02 17:00 | close | 19 | 1.00 | 1.59686 | 0.00000 | 0.00000 | 869.20 | 7394.20 |
39 | 2010.02.03 08:00 | buy | 20 | 1.00 | 1.60266 | 0.00000 | 0.00000 | ||
40 | 2010.02.03 13:00 | close | 20 | 1.00 | 1.59784 | 0.00000 | 0.00000 | -482.00 | 6912.20 |
41 | 2010.02.03 18:00 | sell | 21 | 1.00 | 1.59122 | 0.00000 | 0.00000 | ||
42 | 2010.02.08 18:00 | close | 21 | 1.00 | 1.56487 | 0.00000 | 0.00000 | 2623.00 | 9535.20 |
43 | 2010.02.08 23:00 | sell | 22 | 1.00 | 1.55825 | 0.00000 | 0.00000 | ||
44 | 2010.02.09 07:00 | close | 22 | 1.00 | 1.56115 | 0.00000 | 0.00000 | -292.40 | 9242.80 |
45 | 2010.02.09 12:00 | sell | 23 | 1.00 | 1.55748 | 0.00000 | 0.00000 | ||
46 | 2010.02.09 15:00 | close | 23 | 1.00 | 1.56239 | 0.00000 | 0.00000 | -491.00 | 8751.80 |
47 | 2010.02.09 19:00 | buy | 24 | 1.00 | 1.57029 | 0.00000 | 0.00000 | ||
48 | 2010.02.10 13:00 | close | 24 | 1.00 | 1.56572 | 0.00000 | 0.00000 | -457.00 | 8294.80 |
49 | 2010.02.10 15:00 | sell | 25 | 1.00 | 1.56131 | 0.00000 | 0.00000 | ||
50 | 2010.02.11 03:00 | close | 25 | 1.00 | 1.56394 | 0.00000 | 0.00000 | -270.20 | 8024.60 |
51 | 2010.02.11 10:00 | sell | 26 | 1.00 | 1.55789 | 0.00000 | 0.00000 | ||
52 | 2010.02.11 14:00 | close | 26 | 1.00 | 1.56249 | 0.00000 | 0.00000 | -460.00 | 7564.60 |
53 | 2010.02.11 19:00 | buy | 27 | 1.00 | 1.56801 | 0.00000 | 0.00000 | ||
54 | 2010.02.12 12:00 | close | 27 | 1.00 | 1.56142 | 0.00000 | 0.00000 | -659.00 | 6905.60 |
55 | 2010.02.12 13:00 | sell | 28 | 1.00 | 1.56141 | 0.00000 | 0.00000 | ||
56 | 2010.02.12 18:00 | close | 28 | 1.00 | 1.56692 | 0.00000 | 0.00000 | -551.00 | 6354.60 |
57 | 2010.02.16 08:00 | buy | 29 | 1.00 | 1.57117 | 0.00000 | 0.00000 | ||
58 | 2010.02.16 12:00 | close | 29 | 1.00 | 1.56854 | 0.00000 | 0.00000 | -263.00 | 6091.60 |
59 | 2010.02.16 19:00 | buy | 30 | 1.00 | 1.57740 | 0.00000 | 0.00000 | ||
60 | 2010.02.17 17:00 | close | 30 | 1.00 | 1.57235 | 0.00000 | 0.00000 | -505.00 | 5586.60 |
61 | 2010.02.17 18:00 | sell | 31 | 1.00 | 1.57008 | 0.00000 | 0.00000 | ||
62 | 2010.02.22 03:00 | close | 31 | 1.00 | 1.54860 | 0.00000 | 0.00000 | 2136.00 | 7722.60 |
63 | 2010.02.23 06:00 | buy | 32 | 1.00 | 1.55280 | 0.00000 | 0.00000 | ||
64 | 2010.02.23 11:00 | close | 32 | 1.00 | 1.54315 | 0.00000 | 0.00000 | -965.00 | 6757.60 |
65 | 2010.02.23 12:00 | sell | 33 | 1.00 | 1.54125 | 0.00000 | 0.00000 | ||
66 | 2010.02.24 04:00 | close | 33 | 1.00 | 1.54550 | 0.00000 | 0.00000 | -427.40 | 6330.20 |
67 | 2010.02.24 21:00 | sell | 34 | 1.00 | 1.53969 | 0.00000 | 0.00000 | ||
68 | 2010.02.26 22:56 | close at stop | 34 | 1.00 | 1.52371 | 0.00000 | 0.00000 | 1588.40 | 7918.60 |