Strategy Tester Report
GoldenCross
AlpariUK-Demo (Build 225)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 1 Hour (H1) 2010.03.01 00:00 - 2010.03.26 21:00 (2010.03.01 - 2010.03.27) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | smallma=50; bigma=200; MinutesBetweenOrders=120; MAperiod=50; StopLoss=97; TakeProfit=50; TrailingStop=0; clOpenBuy=Black; clCloseBuy=Black; clOpenSell=Black; clCloseSell=Black; clModiBuy=Black; clModiSell=Black; Name_Expert=""MA"; Slippage=5; UseSound=false; NameFileSound=""alert.wav""; Lots=0.1; | ||||
| Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
| Mismatched charts errors | 8 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 4.30 | Gross profit | 15.00 | Gross loss | -10.70 |
| Profit factor | 1.40 | Expected payoff | 1.08 | ||
| Absolute drawdown | 15.50 | Maximal drawdown | 20.80 (0.21%) | Relative drawdown | 0.21% (20.80) |
| Total trades | 4 | Short positions (won %) | 2 (50.00%) | Long positions (won %) | 2 (100.00%) |
| Profit trades (% of total) | 3 (75.00%) | Loss trades (% of total) | 1 (25.00%) | ||
| Largest | profit trade | 5.00 | loss trade | -10.70 | |
| Average | profit trade | 5.00 | loss trade | -10.70 | |
| Maximum | consecutive wins (profit in money) | 2 (10.00) | consecutive losses (loss in money) | 1 (-10.70) | |
| Maximal | consecutive profit (count of wins) | 10.00 (2) | consecutive loss (count of losses) | -10.70 (1) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.03.01 16:02 | buy | 1 | 0.10 | 1.35299 | 1.35192 | 1.35349 | ||
| 2 | 2010.03.01 16:07 | t/p | 1 | 0.10 | 1.35349 | 1.35192 | 1.35349 | 5.00 | 10005.00 |
| 3 | 2010.03.10 13:02 | sell | 2 | 0.10 | 1.36122 | 1.36229 | 1.36072 | ||
| 4 | 2010.03.10 13:20 | s/l | 2 | 0.10 | 1.36229 | 1.36229 | 1.36072 | -10.70 | 9994.30 |
| 5 | 2010.03.11 14:00 | buy | 3 | 0.10 | 1.36629 | 1.36522 | 1.36679 | ||
| 6 | 2010.03.11 14:32 | t/p | 3 | 0.10 | 1.36679 | 1.36522 | 1.36679 | 5.00 | 9999.30 |
| 7 | 2010.03.19 13:00 | sell | 4 | 0.10 | 1.35656 | 1.35763 | 1.35606 | ||
| 8 | 2010.03.19 13:10 | t/p | 4 | 0.10 | 1.35606 | 1.35763 | 1.35606 | 5.00 | 10004.30 |