Strategy Tester Report
NarrowBreakout__GBPM30
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 | Broker="Alpari"; UseMM=true; LotsIfNoMM=1; MMRiskFactor=0.2; Spread=4; Start=9; EOD=17; NLookbackBars=4; NPips=10; NStopLoss=45; NBreakEven=15; NTakeProfit=0; NRangeMax=43; | ||||
| Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -77.20 | Gross profit | 4.00 | Gross loss | -81.20 |
| Profit factor | 0.05 | Expected payoff | -11.03 | ||
| Absolute drawdown | 77.20 | Maximal drawdown | 175.20 (1.73%) | Relative drawdown | 1.73% (175.20) |
| Total trades | 7 | Short positions (won %) | 5 (40.00%) | Long positions (won %) | 2 (0.00%) |
| Profit trades (% of total) | 2 (28.57%) | Loss trades (% of total) | 5 (71.43%) | ||
| Largest | profit trade | 2.00 | loss trade | -17.20 | |
| Average | profit trade | 2.00 | loss trade | -16.24 | |
| Maximum | consecutive wins (profit in money) | 1 (2.00) | consecutive losses (loss in money) | 3 (-46.80) | |
| Maximal | consecutive profit (count of wins) | 2.00 (1) | consecutive loss (count of losses) | -46.80 (3) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.12 09:00 | sell stop | 1 | 0.40 | 1.60882 | 1.60921 | 0.00000 | ||
| 2 | 2010.01.12 09:02 | sell | 1 | 0.40 | 1.60882 | 1.60921 | 0.00000 | ||
| 3 | 2010.01.12 09:02 | modify | 1 | 0.40 | 1.60882 | 1.60877 | 0.00000 | ||
| 4 | 2010.01.12 09:15 | s/l | 1 | 0.40 | 1.60877 | 1.60877 | 0.00000 | 2.00 | 10002.00 |
| 5 | 2010.01.12 09:15 | sell stop | 2 | 0.40 | 1.60882 | 1.60921 | 0.00000 | ||
| 6 | 2010.01.12 09:17 | sell | 2 | 0.40 | 1.60882 | 1.60921 | 0.00000 | ||
| 7 | 2010.01.12 09:20 | s/l | 2 | 0.40 | 1.60921 | 1.60921 | 0.00000 | -15.60 | 9986.40 |
| 8 | 2010.01.12 09:20 | sell stop | 3 | 0.40 | 1.60882 | 1.60921 | 0.00000 | ||
| 9 | 2010.01.12 09:27 | sell | 3 | 0.40 | 1.60882 | 1.60921 | 0.00000 | ||
| 10 | 2010.01.12 09:27 | s/l | 3 | 0.40 | 1.60921 | 1.60921 | 0.00000 | -15.60 | 9970.80 |
| 11 | 2010.01.12 09:27 | sell stop | 4 | 0.40 | 1.60882 | 1.60921 | 0.00000 | ||
| 12 | 2010.01.12 10:20 | sell | 4 | 0.40 | 1.60882 | 1.60921 | 0.00000 | ||
| 13 | 2010.01.12 10:27 | s/l | 4 | 0.40 | 1.60921 | 1.60921 | 0.00000 | -15.60 | 9955.20 |
| 14 | 2010.01.12 10:30 | sell stop | 5 | 0.40 | 1.60882 | 1.60921 | 0.00000 | ||
| 15 | 2010.01.12 16:59 | delete | 5 | 0.40 | 1.60882 | 1.60921 | 0.00000 | ||
| 16 | 2010.02.08 10:30 | sell stop | 6 | 0.40 | 1.55831 | 1.55874 | 0.00000 | ||
| 17 | 2010.02.08 10:50 | sell | 6 | 0.40 | 1.55831 | 1.55874 | 0.00000 | ||
| 18 | 2010.02.08 10:50 | modify | 6 | 0.40 | 1.55831 | 1.55826 | 0.00000 | ||
| 19 | 2010.02.08 10:52 | s/l | 6 | 0.40 | 1.55826 | 1.55826 | 0.00000 | 2.00 | 9957.20 |
| 20 | 2010.02.08 10:52 | buy stop | 7 | 0.40 | 1.55874 | 1.55831 | 0.00000 | ||
| 21 | 2010.02.08 10:57 | buy | 7 | 0.40 | 1.55874 | 1.55831 | 0.00000 | ||
| 22 | 2010.02.08 10:59 | s/l | 7 | 0.40 | 1.55831 | 1.55831 | 0.00000 | -17.20 | 9940.00 |
| 23 | 2010.02.08 10:59 | buy stop | 8 | 0.40 | 1.55874 | 1.55831 | 0.00000 | ||
| 24 | 2010.02.08 11:02 | buy | 8 | 0.40 | 1.55874 | 1.55831 | 0.00000 | ||
| 25 | 2010.02.08 11:10 | s/l | 8 | 0.40 | 1.55831 | 1.55831 | 0.00000 | -17.20 | 9922.80 |
| 26 | 2010.02.15 14:30 | buy stop | 9 | 0.40 | 1.56894 | 1.56863 | 0.00000 | ||
| 27 | 2010.02.15 16:59 | delete | 9 | 0.40 | 1.56894 | 1.56863 | 0.00000 | ||