Strategy Tester Report
R12_4hr
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 | LotSize=0.01; Slippage=3; StopLoss=0; TakeProfit=700; RiskPercent=1; UseMoneyMgmt=true; RSIsetting=12; RSI_TF=240; RSI_Overbought_Value=75; RSI_Oversold_Value=25; | ||||
| Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -1118.92 | Gross profit | 982.29 | Gross loss | -2101.22 |
| Profit factor | 0.47 | Expected payoff | -159.85 | ||
| Absolute drawdown | 1917.24 | Maximal drawdown | 2297.24 (22.13%) | Relative drawdown | 22.13% (2297.24) |
| Total trades | 7 | Short positions (won %) | 4 (75.00%) | Long positions (won %) | 3 (33.33%) |
| Profit trades (% of total) | 4 (57.14%) | Loss trades (% of total) | 3 (42.86%) | ||
| Largest | profit trade | 341.00 | loss trade | -1009.58 | |
| Average | profit trade | 245.57 | loss trade | -700.41 | |
| Maximum | consecutive wins (profit in money) | 3 (641.29) | consecutive losses (loss in money) | 3 (-2101.22) | |
| Maximal | consecutive profit (count of wins) | 641.29 (3) | consecutive loss (count of losses) | -2101.22 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.05 08:00 | sell | 1 | 0.50 | 1.61496 | 0.00000 | 1.60814 | ||
| 2 | 2010.01.05 09:10 | t/p | 1 | 0.50 | 1.60814 | 0.00000 | 1.60814 | 341.00 | 10341.00 |
| 3 | 2010.01.20 04:00 | buy | 2 | 0.52 | 1.63241 | 0.00000 | 1.63923 | ||
| 4 | 2010.01.25 08:00 | close | 2 | 0.52 | 1.61299 | 0.00000 | 1.63923 | -1009.58 | 9331.42 |
| 5 | 2010.01.25 08:00 | sell | 3 | 0.47 | 1.61299 | 0.00000 | 1.60617 | ||
| 6 | 2010.01.26 08:00 | close | 3 | 0.47 | 1.62345 | 0.00000 | 1.60617 | -492.80 | 8838.63 |
| 7 | 2010.01.26 08:00 | buy | 4 | 0.44 | 1.62345 | 0.00000 | 1.63027 | ||
| 8 | 2010.01.26 11:00 | modify | 4 | 0.44 | 1.62345 | 1.60984 | 1.63027 | ||
| 9 | 2010.01.26 15:02 | s/l | 4 | 0.44 | 1.60984 | 1.60984 | 1.63027 | -598.84 | 8239.78 |
| 10 | 2010.01.27 12:00 | sell | 5 | 0.41 | 1.62077 | 0.00000 | 1.61395 | ||
| 11 | 2010.01.27 21:20 | t/p | 5 | 0.41 | 1.61395 | 0.00000 | 1.61395 | 279.62 | 8519.41 |
| 12 | 2010.01.28 20:00 | buy | 6 | 0.43 | 1.61329 | 0.00000 | 1.62011 | ||
| 13 | 2010.01.29 08:00 | close | 6 | 0.43 | 1.61488 | 0.00000 | 1.62011 | 68.41 | 8587.82 |
| 14 | 2010.01.29 08:00 | sell | 7 | 0.43 | 1.61488 | 0.00000 | 1.60806 | ||
| 15 | 2010.01.29 14:45 | t/p | 7 | 0.43 | 1.60806 | 0.00000 | 1.60806 | 293.26 | 8881.08 |