Strategy Tester Report
NarrowBreakout__GBPM30
AlpariUK-Demo (Build 225)
| Symbol | USDCAD (US Dollar vs Canadian Dollar) | ||||
| Period | 1 Hour (H1) 2009.01.05 17:00 - 2009.12.31 18:00 (2009.01.01 - 2010.01.01) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | Broker="Alpari"; UseMM=true; LotsIfNoMM=1; MMRiskFactor=0.2; Spread=4; Start=9; EOD=17; NLookbackBars=4; NPips=10; NStopLoss=45; NBreakEven=15; NTakeProfit=0; NRangeMax=43; | ||||
| Bars in test | 6211 | Ticks modelled | 152607 | Modelling quality | n/a |
| Mismatched charts errors | 70 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -38.41 | Gross profit | 3.61 | Gross loss | -42.02 |
| Profit factor | 0.09 | Expected payoff | -7.68 | ||
| Absolute drawdown | 38.41 | Maximal drawdown | 64.74 (0.65%) | Relative drawdown | 0.65% (64.74) |
| Total trades | 5 | Short positions (won %) | 1 (100.00%) | Long positions (won %) | 4 (25.00%) |
| Profit trades (% of total) | 2 (40.00%) | Loss trades (% of total) | 3 (60.00%) | ||
| Largest | profit trade | 1.85 | loss trade | -14.52 | |
| Average | profit trade | 1.81 | loss trade | -14.01 | |
| Maximum | consecutive wins (profit in money) | 1 (1.85) | consecutive losses (loss in money) | 1 (-14.52) | |
| Maximal | consecutive profit (count of wins) | 1.85 (1) | consecutive loss (count of losses) | -14.52 (1) | |
| Average | consecutive wins | 1 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2009.03.12 12:30 | buy stop | 1 | 0.40 | 1.29025 | 1.28983 | 0.00000 | ||
| 2 | 2009.03.12 14:20 | buy | 1 | 0.40 | 1.29025 | 1.28983 | 0.00000 | ||
| 3 | 2009.03.12 14:22 | s/l | 1 | 0.40 | 1.28983 | 1.28983 | 0.00000 | -13.03 | 9986.97 |
| 4 | 2009.07.15 10:02 | sell stop | 2 | 0.40 | 1.13341 | 1.13382 | 0.00000 | ||
| 5 | 2009.07.15 10:15 | sell | 2 | 0.40 | 1.13341 | 1.13382 | 0.00000 | ||
| 6 | 2009.07.15 10:20 | modify | 2 | 0.40 | 1.13341 | 1.13336 | 0.00000 | ||
| 7 | 2009.07.15 10:40 | s/l | 2 | 0.40 | 1.13336 | 1.13336 | 0.00000 | 1.76 | 9988.73 |
| 8 | 2009.07.15 10:40 | buy stop | 3 | 0.40 | 1.13382 | 1.13341 | 0.00000 | ||
| 9 | 2009.07.15 10:45 | buy | 3 | 0.40 | 1.13382 | 1.13341 | 0.00000 | ||
| 10 | 2009.07.15 10:59 | s/l | 3 | 0.40 | 1.13341 | 1.13341 | 0.00000 | -14.47 | 9974.26 |
| 11 | 2009.07.15 10:59 | buy stop | 4 | 0.40 | 1.13382 | 1.13341 | 0.00000 | ||
| 12 | 2009.07.15 16:59 | delete | 4 | 0.40 | 1.13382 | 1.13341 | 0.00000 | ||
| 13 | 2009.07.31 09:00 | buy stop | 5 | 0.40 | 1.07998 | 1.07957 | 0.00000 | ||
| 14 | 2009.07.31 09:10 | buy | 5 | 0.40 | 1.07998 | 1.07957 | 0.00000 | ||
| 15 | 2009.07.31 09:15 | modify | 5 | 0.40 | 1.07998 | 1.08003 | 0.00000 | ||
| 16 | 2009.07.31 09:40 | s/l | 5 | 0.40 | 1.08003 | 1.08003 | 0.00000 | 1.85 | 9976.11 |
| 17 | 2009.09.03 11:00 | buy stop | 6 | 0.40 | 1.10274 | 1.10234 | 0.00000 | ||
| 18 | 2009.09.03 14:50 | buy | 6 | 0.40 | 1.10274 | 1.10234 | 0.00000 | ||
| 19 | 2009.09.03 14:57 | s/l | 6 | 0.40 | 1.10234 | 1.10234 | 0.00000 | -14.52 | 9961.59 |