Strategy Tester Report
gpfTCPivotLimit
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 | Lots=0.1; SndMl=true; isFloatLots=false; DcF=3; MaxR=0.02; TgtProfit=1; Trailing=30; isTradeDay=false; isTrace=false; | ||||
| Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
| Mismatched charts errors | 8 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -103.44 | Gross profit | 124.43 | Gross loss | -227.87 |
| Profit factor | 0.55 | Expected payoff | -10.34 | ||
| Absolute drawdown | 120.84 | Maximal drawdown | 196.67 (1.95%) | Relative drawdown | 1.95% (196.67) |
| Total trades | 10 | Short positions (won %) | 3 (33.33%) | Long positions (won %) | 7 (71.43%) |
| Profit trades (% of total) | 6 (60.00%) | Loss trades (% of total) | 4 (40.00%) | ||
| Largest | profit trade | 29.40 | loss trade | -76.47 | |
| Average | profit trade | 20.74 | loss trade | -56.97 | |
| Maximum | consecutive wins (profit in money) | 3 (64.20) | consecutive losses (loss in money) | 2 (-149.27) | |
| Maximal | consecutive profit (count of wins) | 64.20 (3) | consecutive loss (count of losses) | -149.27 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.03.02 12:00 | buy | 1 | 0.10 | 1.35291 | 1.33668 | 1.36612 | ||
| 2 | 2010.03.02 13:00 | modify | 1 | 0.10 | 1.35291 | 1.35348 | 1.36612 | ||
| 3 | 2010.03.02 14:00 | modify | 1 | 0.10 | 1.35291 | 1.35585 | 1.36612 | ||
| 4 | 2010.03.02 14:15 | s/l | 1 | 0.10 | 1.35585 | 1.35585 | 1.36612 | 29.40 | 10029.40 |
| 5 | 2010.03.09 11:00 | buy | 2 | 0.10 | 1.35960 | 1.35474 | 1.36858 | ||
| 6 | 2010.03.09 14:20 | s/l | 2 | 0.10 | 1.35474 | 1.35474 | 1.36858 | -48.60 | 9980.80 |
| 7 | 2010.03.09 23:00 | buy | 3 | 0.10 | 1.36002 | 1.35474 | 1.36858 | ||
| 8 | 2010.03.10 01:00 | modify | 3 | 0.10 | 1.36002 | 1.36026 | 1.36858 | ||
| 9 | 2010.03.10 01:20 | s/l | 3 | 0.10 | 1.36026 | 1.36026 | 1.36858 | 2.33 | 9983.13 |
| 10 | 2010.03.10 11:00 | buy | 4 | 0.10 | 1.35833 | 1.34932 | 1.36454 | ||
| 11 | 2010.03.10 13:00 | modify | 4 | 0.10 | 1.35833 | 1.36118 | 1.36454 | ||
| 12 | 2010.03.10 13:07 | s/l | 4 | 0.10 | 1.36118 | 1.36118 | 1.36454 | 28.50 | 10011.63 |
| 13 | 2010.03.12 09:00 | sell | 5 | 0.10 | 1.36977 | 1.37277 | 1.36357 | ||
| 14 | 2010.03.12 10:15 | s/l | 5 | 0.10 | 1.37277 | 1.37277 | 1.36357 | -30.00 | 9981.63 |
| 15 | 2010.03.17 10:00 | sell | 6 | 0.10 | 1.37764 | 1.38608 | 1.36852 | ||
| 16 | 2010.03.17 14:00 | modify | 6 | 0.10 | 1.37764 | 1.37611 | 1.36852 | ||
| 17 | 2010.03.17 14:02 | s/l | 6 | 0.10 | 1.37611 | 1.37611 | 1.36852 | 15.30 | 9996.93 |
| 18 | 2010.03.22 15:00 | buy | 7 | 0.10 | 1.34930 | 1.34291 | 1.36025 | ||
| 19 | 2010.03.22 16:00 | modify | 7 | 0.10 | 1.34930 | 1.35200 | 1.36025 | ||
| 20 | 2010.03.22 16:20 | s/l | 7 | 0.10 | 1.35200 | 1.35200 | 1.36025 | 27.00 | 10023.93 |
| 21 | 2010.03.23 14:00 | buy | 8 | 0.10 | 1.35083 | 1.34246 | 1.35965 | ||
| 22 | 2010.03.23 16:00 | modify | 8 | 0.10 | 1.35083 | 1.35302 | 1.35965 | ||
| 23 | 2010.03.23 16:15 | s/l | 8 | 0.10 | 1.35302 | 1.35302 | 1.35965 | 21.90 | 10045.83 |
| 24 | 2010.03.23 21:00 | buy | 9 | 0.10 | 1.35010 | 1.34246 | 1.35965 | ||
| 25 | 2010.03.24 06:15 | s/l | 9 | 0.10 | 1.34246 | 1.34246 | 1.35965 | -76.47 | 9969.36 |
| 26 | 2010.03.26 08:00 | sell | 10 | 0.10 | 1.33359 | 1.34287 | 1.32299 | ||
| 27 | 2010.03.26 21:57 | close at stop | 10 | 0.10 | 1.34087 | 1.34287 | 1.32299 | -72.80 | 9896.56 |