Strategy Tester Report
YourExpertAdvisor
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 | MagicNumber=0; SignalMail=false; EachTickMode=false; Lots=1; Slippage=3; UseStopLoss=false; StopLoss=30; UseTakeProfit=false; TakeProfit=60; UseTrailingStop=false; TrailingStop=30; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -1485.60 | Gross profit | 1486.00 | Gross loss | -2971.60 |
Profit factor | 0.50 | Expected payoff | -87.39 | ||
Absolute drawdown | 1975.60 | Maximal drawdown | 2156.60 (21.18%) | Relative drawdown | 21.18% (2156.60) |
Total trades | 17 | Short positions (won %) | 17 (35.29%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 6 (35.29%) | Loss trades (% of total) | 11 (64.71%) | ||
Largest | profit trade | 476.00 | loss trade | -732.00 | |
Average | profit trade | 247.67 | loss trade | -270.15 | |
Maximum | consecutive wins (profit in money) | 2 (586.00) | consecutive losses (loss in money) | 5 (-1040.30) | |
Maximal | consecutive profit (count of wins) | 586.00 (2) | consecutive loss (count of losses) | -1159.00 (2) | |
Average | consecutive wins | 2 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.02.18 11:00 | sell | 1 | 1.00 | 1.55763 | 0.00000 | 0.00000 | ||
2 | 2010.02.18 16:00 | close | 1 | 1.00 | 1.56495 | 0.00000 | 0.00000 | -732.00 | 9268.00 |
3 | 2010.02.18 18:00 | sell | 2 | 1.00 | 1.55807 | 0.00000 | 0.00000 | ||
4 | 2010.02.18 20:00 | close | 2 | 1.00 | 1.56234 | 0.00000 | 0.00000 | -427.00 | 8841.00 |
5 | 2010.02.19 00:00 | sell | 3 | 1.00 | 1.54788 | 0.00000 | 0.00000 | ||
6 | 2010.02.19 04:00 | close | 3 | 1.00 | 1.54380 | 0.00000 | 0.00000 | 408.00 | 9249.00 |
7 | 2010.02.19 05:00 | sell | 4 | 1.00 | 1.54288 | 0.00000 | 0.00000 | ||
8 | 2010.02.19 09:00 | close | 4 | 1.00 | 1.54110 | 0.00000 | 0.00000 | 178.00 | 9427.00 |
9 | 2010.02.19 11:00 | sell | 5 | 1.00 | 1.53637 | 0.00000 | 0.00000 | ||
10 | 2010.02.19 13:00 | close | 5 | 1.00 | 1.53849 | 0.00000 | 0.00000 | -212.00 | 9215.00 |
11 | 2010.02.22 10:00 | sell | 6 | 1.00 | 1.54605 | 0.00000 | 0.00000 | ||
12 | 2010.02.22 13:00 | close | 6 | 1.00 | 1.54730 | 0.00000 | 0.00000 | -125.00 | 9090.00 |
13 | 2010.02.23 11:00 | sell | 7 | 1.00 | 1.54315 | 0.00000 | 0.00000 | ||
14 | 2010.02.23 14:00 | close | 7 | 1.00 | 1.54251 | 0.00000 | 0.00000 | 64.00 | 9154.00 |
15 | 2010.02.23 22:00 | sell | 8 | 1.00 | 1.54060 | 0.00000 | 0.00000 | ||
16 | 2010.02.24 00:00 | close | 8 | 1.00 | 1.54372 | 0.00000 | 0.00000 | -314.30 | 8839.70 |
17 | 2010.02.24 14:00 | sell | 9 | 1.00 | 1.54384 | 0.00000 | 0.00000 | ||
18 | 2010.02.24 17:00 | close | 9 | 1.00 | 1.54505 | 0.00000 | 0.00000 | -121.00 | 8718.70 |
19 | 2010.02.25 02:00 | sell | 10 | 1.00 | 1.53825 | 0.00000 | 0.00000 | ||
20 | 2010.02.25 09:00 | close | 10 | 1.00 | 1.53349 | 0.00000 | 0.00000 | 476.00 | 9194.70 |
21 | 2010.02.25 10:00 | sell | 11 | 1.00 | 1.53114 | 0.00000 | 0.00000 | ||
22 | 2010.02.25 12:00 | close | 11 | 1.00 | 1.53041 | 0.00000 | 0.00000 | 73.00 | 9267.70 |
23 | 2010.02.25 17:00 | sell | 12 | 1.00 | 1.52524 | 0.00000 | 0.00000 | ||
24 | 2010.02.25 20:00 | close | 12 | 1.00 | 1.52619 | 0.00000 | 0.00000 | -95.00 | 9172.70 |
25 | 2010.02.25 21:00 | sell | 13 | 1.00 | 1.52448 | 0.00000 | 0.00000 | ||
26 | 2010.02.25 22:00 | close | 13 | 1.00 | 1.52717 | 0.00000 | 0.00000 | -269.00 | 8903.70 |
27 | 2010.02.25 23:00 | sell | 14 | 1.00 | 1.52627 | 0.00000 | 0.00000 | ||
28 | 2010.02.26 03:00 | close | 14 | 1.00 | 1.52800 | 0.00000 | 0.00000 | -175.30 | 8728.40 |
29 | 2010.02.26 04:00 | sell | 15 | 1.00 | 1.52547 | 0.00000 | 0.00000 | ||
30 | 2010.02.26 06:00 | close | 15 | 1.00 | 1.52761 | 0.00000 | 0.00000 | -214.00 | 8514.40 |
31 | 2010.02.26 09:00 | sell | 16 | 1.00 | 1.52475 | 0.00000 | 0.00000 | ||
32 | 2010.02.26 10:00 | close | 16 | 1.00 | 1.52762 | 0.00000 | 0.00000 | -287.00 | 8227.40 |
33 | 2010.02.26 11:00 | sell | 17 | 1.00 | 1.52546 | 0.00000 | 0.00000 | ||
34 | 2010.02.26 17:00 | close | 17 | 1.00 | 1.52259 | 0.00000 | 0.00000 | 287.00 | 8514.40 |