Strategy Tester Report
SuperStochs v3
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 | Magic=42008; LotSize=0.1; TP=400; SL=1800; LongComment=""SSL""; ShortComment=""SSS""; BreakEven=100; BEOffset=10; TrailStop=400; MoneyManagement=false; MaxLotSize=1.5; Risk=15; PreventPos=1; MaxOpenTrades=20; EMA=""EMA"; UseEMAFilter=false; ShortEma=19; LongEma=110; MinEmaDiverg=10; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 237.02 | Gross profit | 479.60 | Gross loss | -242.58 |
Profit factor | 1.98 | Expected payoff | 14.81 | ||
Absolute drawdown | 41.98 | Maximal drawdown | 281.02 (2.74%) | Relative drawdown | 2.74% (281.02) |
Total trades | 16 | Short positions (won %) | 14 (85.71%) | Long positions (won %) | 2 (100.00%) |
Profit trades (% of total) | 14 (87.50%) | Loss trades (% of total) | 2 (12.50%) | ||
Largest | profit trade | 40.00 | loss trade | -180.48 | |
Average | profit trade | 34.26 | loss trade | -121.29 | |
Maximum | consecutive wins (profit in money) | 8 (241.04) | consecutive losses (loss in money) | 1 (-180.48) | |
Maximal | consecutive profit (count of wins) | 241.04 (8) | consecutive loss (count of losses) | -180.48 (1) | |
Average | consecutive wins | 7 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.02.17 20:12 | sell | 1 | 0.10 | 1.56736 | 1.58536 | 1.56336 | ||
2 | 2010.02.18 08:16 | t/p | 1 | 0.10 | 1.56336 | 1.58536 | 1.56336 | 39.28 | 10039.28 |
3 | 2010.02.18 09:00 | sell | 2 | 0.10 | 1.56204 | 1.58004 | 1.55804 | ||
4 | 2010.02.18 10:46 | t/p | 2 | 0.10 | 1.55804 | 1.58004 | 1.55804 | 40.00 | 10079.28 |
5 | 2010.02.18 11:00 | sell | 3 | 0.10 | 1.55763 | 1.57563 | 1.55363 | ||
6 | 2010.02.18 22:50 | t/p | 3 | 0.10 | 1.55363 | 1.57563 | 1.55363 | 40.00 | 10119.28 |
7 | 2010.02.18 22:50 | sell | 4 | 0.10 | 1.54919 | 1.56719 | 1.54519 | ||
8 | 2010.02.19 00:45 | t/p | 4 | 0.10 | 1.54519 | 1.56719 | 1.54519 | 39.76 | 10159.04 |
9 | 2010.02.19 00:45 | sell | 5 | 0.10 | 1.54379 | 1.56179 | 1.53979 | ||
10 | 2010.02.19 07:10 | t/p | 5 | 0.10 | 1.53979 | 1.56179 | 1.53979 | 40.00 | 10199.04 |
11 | 2010.02.19 07:10 | sell | 6 | 0.10 | 1.53933 | 1.55733 | 1.53533 | ||
12 | 2010.02.19 10:50 | t/p | 6 | 0.10 | 1.53533 | 1.55733 | 1.53533 | 40.00 | 10239.04 |
13 | 2010.02.19 10:50 | sell | 7 | 0.10 | 1.53438 | 1.55238 | 1.53038 | ||
14 | 2010.02.19 18:50 | buy | 8 | 0.10 | 1.54571 | 1.52771 | 1.54971 | ||
15 | 2010.02.19 19:45 | modify | 8 | 0.10 | 1.54571 | 1.54581 | 1.54971 | ||
16 | 2010.02.19 19:59 | s/l | 8 | 0.10 | 1.54581 | 1.54581 | 1.54971 | 1.00 | 10240.04 |
17 | 2010.02.19 20:50 | buy | 9 | 0.10 | 1.54744 | 1.52944 | 1.55144 | ||
18 | 2010.02.22 02:16 | modify | 9 | 0.10 | 1.54744 | 1.54754 | 1.55144 | ||
19 | 2010.02.22 02:26 | s/l | 9 | 0.10 | 1.54754 | 1.54754 | 1.55144 | 1.00 | 10241.04 |
20 | 2010.02.22 02:30 | sell | 10 | 0.10 | 1.54739 | 1.56539 | 1.54339 | ||
21 | 2010.02.23 05:45 | s/l | 7 | 0.10 | 1.55238 | 1.55238 | 1.53038 | -180.48 | 10060.56 |
22 | 2010.02.23 10:50 | t/p | 10 | 0.10 | 1.54339 | 1.56539 | 1.54339 | 39.76 | 10100.32 |
23 | 2010.02.23 10:50 | sell | 11 | 0.10 | 1.54324 | 1.56124 | 1.53924 | ||
24 | 2010.02.24 20:50 | t/p | 11 | 0.10 | 1.53924 | 1.56124 | 1.53924 | 39.76 | 10140.08 |
25 | 2010.02.24 20:55 | sell | 12 | 0.10 | 1.53878 | 1.55678 | 1.53478 | ||
26 | 2010.02.25 05:15 | t/p | 12 | 0.10 | 1.53478 | 1.55678 | 1.53478 | 39.28 | 10179.36 |
27 | 2010.02.25 05:20 | sell | 13 | 0.10 | 1.53259 | 1.55059 | 1.52859 | ||
28 | 2010.02.25 10:20 | t/p | 13 | 0.10 | 1.52859 | 1.55059 | 1.52859 | 40.00 | 10219.36 |
29 | 2010.02.25 10:20 | sell | 14 | 0.10 | 1.52779 | 1.54579 | 1.52379 | ||
30 | 2010.02.25 17:15 | t/p | 14 | 0.10 | 1.52379 | 1.54579 | 1.52379 | 40.00 | 10259.36 |
31 | 2010.02.25 17:20 | sell | 15 | 0.10 | 1.52166 | 1.53966 | 1.51766 | ||
32 | 2010.02.26 15:15 | t/p | 15 | 0.10 | 1.51766 | 1.53966 | 1.51766 | 39.76 | 10299.12 |
33 | 2010.02.26 15:15 | sell | 16 | 0.10 | 1.51746 | 1.53546 | 1.51346 | ||
34 | 2010.02.26 22:56 | close at stop | 16 | 0.10 | 1.52367 | 1.53546 | 1.51346 | -62.10 | 10237.02 |