Strategy Tester Report
TECH_ANALYST-S_NIGHTMARE11
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 | BALANCE_INIT=2000; Lots=0.1; StepTP=11; total=6; doClose=false; XL=0.87; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -199.20 | Gross profit | 10461.60 | Gross loss | -10660.80 |
Profit factor | 0.98 | Expected payoff | -33.20 | ||
Absolute drawdown | 199.20 | Maximal drawdown | 199.20 (1.99%) | Relative drawdown | 1.99% (199.20) |
Total trades | 6 | Short positions (won %) | 3 (100.00%) | Long positions (won %) | 3 (0.00%) |
Profit trades (% of total) | 3 (50.00%) | Loss trades (% of total) | 3 (50.00%) | ||
Largest | profit trade | 3498.00 | loss trade | -3564.40 | |
Average | profit trade | 3487.20 | loss trade | -3553.60 | |
Maximum | consecutive wins (profit in money) | 1 (3498.00) | consecutive losses (loss in money) | 1 (-3564.40) | |
Maximal | consecutive profit (count of wins) | 3498.00 (1) | consecutive loss (count of losses) | -3564.40 (1) | |
Average | consecutive wins | 1 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 00:00 | sell | 1 | 0.40 | 1.61221 | 0.00000 | 0.00000 | ||
2 | 2010.01.04 00:00 | buy | 2 | 0.40 | 1.61238 | 0.00000 | 0.00000 | ||
3 | 2010.01.04 00:05 | sell | 3 | 0.40 | 1.61248 | 0.00000 | 0.00000 | ||
4 | 2010.01.04 00:05 | buy | 4 | 0.40 | 1.61265 | 0.00000 | 0.00000 | ||
5 | 2010.01.04 00:07 | sell | 5 | 0.40 | 1.61194 | 0.00000 | 0.00000 | ||
6 | 2010.01.04 00:07 | buy | 6 | 0.40 | 1.61211 | 0.00000 | 0.00000 | ||
7 | 2010.02.26 22:56 | close at stop | 6 | 0.40 | 1.52354 | 0.00000 | 0.00000 | -3542.80 | 6457.20 |
8 | 2010.02.26 22:56 | close at stop | 5 | 0.40 | 1.52371 | 0.00000 | 0.00000 | 3476.40 | 9933.60 |
9 | 2010.02.26 22:56 | close at stop | 4 | 0.40 | 1.52354 | 0.00000 | 0.00000 | -3564.40 | 6369.20 |
10 | 2010.02.26 22:56 | close at stop | 3 | 0.40 | 1.52371 | 0.00000 | 0.00000 | 3498.00 | 9867.20 |
11 | 2010.02.26 22:56 | close at stop | 2 | 0.40 | 1.52354 | 0.00000 | 0.00000 | -3553.60 | 6313.60 |
12 | 2010.02.26 22:56 | close at stop | 1 | 0.40 | 1.52371 | 0.00000 | 0.00000 | 3487.20 | 9800.80 |