Strategy Tester Report
R12_4hr1
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 | -1099.98 | Gross profit | 992.87 | Gross loss | -2092.85 |
Profit factor | 0.47 | Expected payoff | -157.14 | ||
Absolute drawdown | 1903.42 | Maximal drawdown | 2289.54 (22.04%) | Relative drawdown | 22.04% (2289.54) |
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 | 344.00 | loss trade | -1006.72 | |
Average | profit trade | 248.22 | loss trade | -697.62 | |
Maximum | consecutive wins (profit in money) | 3 (648.87) | consecutive losses (loss in money) | 3 (-2092.85) | |
Maximal | consecutive profit (count of wins) | 648.87 (3) | consecutive loss (count of losses) | -2092.85 (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 | 1.60808 | ||
2 | 2010.01.05 09:10 | t/p | 1 | 0.50 | 1.60808 | 0.00000 | 1.60808 | 344.00 | 10344.00 |
3 | 2010.01.20 04:00 | buy | 2 | 0.52 | 1.63235 | 0.00000 | 1.63923 | ||
4 | 2010.01.25 08:00 | close | 2 | 0.52 | 1.61299 | 0.00000 | 1.63923 | -1006.72 | 9337.28 |
5 | 2010.01.25 08:00 | sell | 3 | 0.47 | 1.61299 | 0.00000 | 1.60611 | ||
6 | 2010.01.26 08:00 | close | 3 | 0.47 | 1.62339 | 0.00000 | 1.60611 | -489.93 | 8847.35 |
7 | 2010.01.26 08:00 | buy | 4 | 0.44 | 1.62339 | 0.00000 | 1.63027 | ||
8 | 2010.01.26 11:00 | modify | 4 | 0.44 | 1.62339 | 1.60984 | 1.63027 | ||
9 | 2010.01.26 15:02 | s/l | 4 | 0.44 | 1.60984 | 1.60984 | 1.63027 | -596.20 | 8251.15 |
10 | 2010.01.27 12:00 | sell | 5 | 0.41 | 1.62077 | 0.00000 | 1.61389 | ||
11 | 2010.01.27 21:20 | t/p | 5 | 0.41 | 1.61389 | 0.00000 | 1.61389 | 282.08 | 8533.23 |
12 | 2010.01.28 20:00 | buy | 6 | 0.43 | 1.61323 | 0.00000 | 1.62011 | ||
13 | 2010.01.29 08:00 | close | 6 | 0.43 | 1.61488 | 0.00000 | 1.62011 | 70.95 | 8604.18 |
14 | 2010.01.29 08:00 | sell | 7 | 0.43 | 1.61488 | 0.00000 | 1.60800 | ||
15 | 2010.01.29 14:45 | t/p | 7 | 0.43 | 1.60800 | 0.00000 | 1.60800 | 295.84 | 8900.02 |