Strategy Tester Report
50MAcrossv01
AlpariUK-Demo (Build 226)
Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Period | 1 Hour (H1) 2010.01.04 00:00 - 2010.04.16 00:00 (2010.01.01 - 2010.04.16) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | MinutesBetweenOrders=120; MAperiod=50; StopLoss=30; 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 | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
Mismatched charts errors | 9 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -1867.76 | Gross profit | 29.34 | Gross loss | -1897.10 |
Profit factor | 0.02 | Expected payoff | -27.88 | ||
Absolute drawdown | 1867.76 | Maximal drawdown | 1867.76 (18.68%) | Relative drawdown | 18.68% (1867.76) |
Total trades | 67 | Short positions (won %) | 25 (4.00%) | Long positions (won %) | 42 (11.90%) |
Profit trades (% of total) | 6 (8.96%) | Loss trades (% of total) | 61 (91.04%) | ||
Largest | profit trade | 5.00 | loss trade | -31.10 | |
Average | profit trade | 4.89 | loss trade | -31.10 | |
Maximum | consecutive wins (profit in money) | 2 (9.34) | consecutive losses (loss in money) | 27 (-839.70) | |
Maximal | consecutive profit (count of wins) | 9.34 (2) | consecutive loss (count of losses) | -839.70 (27) | |
Average | consecutive wins | 1 | consecutive losses | 10 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.05 08:00 | buy | 1 | 0.10 | 1.61777 | 1.61466 | 1.61827 | ||
2 | 2010.01.05 08:05 | s/l | 1 | 0.10 | 1.61466 | 1.61466 | 1.61827 | -31.10 | 9968.90 |
3 | 2010.01.05 10:02 | sell | 2 | 0.10 | 1.60430 | 1.60741 | 1.60380 | ||
4 | 2010.01.05 10:05 | s/l | 2 | 0.10 | 1.60741 | 1.60741 | 1.60380 | -31.10 | 9937.80 |
5 | 2010.01.07 03:00 | buy | 3 | 0.10 | 1.60528 | 1.60217 | 1.60578 | ||
6 | 2010.01.07 03:03 | s/l | 3 | 0.10 | 1.60217 | 1.60217 | 1.60578 | -31.10 | 9906.70 |
7 | 2010.01.08 10:00 | buy | 4 | 0.10 | 1.60432 | 1.60121 | 1.60482 | ||
8 | 2010.01.08 11:50 | s/l | 4 | 0.10 | 1.60121 | 1.60121 | 1.60482 | -31.10 | 9875.60 |
9 | 2010.01.08 19:00 | buy | 5 | 0.10 | 1.60324 | 1.60013 | 1.60374 | ||
10 | 2010.01.08 19:37 | t/p | 5 | 0.10 | 1.60374 | 1.60013 | 1.60374 | 5.00 | 9880.60 |
11 | 2010.01.15 16:20 | sell | 6 | 0.10 | 1.62623 | 1.62934 | 1.62573 | ||
12 | 2010.01.15 16:22 | s/l | 6 | 0.10 | 1.62934 | 1.62934 | 1.62573 | -31.10 | 9849.50 |
13 | 2010.01.18 06:00 | buy | 7 | 0.10 | 1.63361 | 1.63050 | 1.63411 | ||
14 | 2010.01.18 06:02 | s/l | 7 | 0.10 | 1.63050 | 1.63050 | 1.63411 | -31.10 | 9818.40 |
15 | 2010.01.20 04:00 | sell | 8 | 0.10 | 1.63223 | 1.63534 | 1.63173 | ||
16 | 2010.01.20 04:15 | s/l | 8 | 0.10 | 1.63534 | 1.63534 | 1.63173 | -31.10 | 9787.30 |
17 | 2010.01.22 10:00 | buy | 9 | 0.10 | 1.62919 | 1.62608 | 1.62969 | ||
18 | 2010.01.22 10:05 | s/l | 9 | 0.10 | 1.62608 | 1.62608 | 1.62969 | -31.10 | 9756.20 |
19 | 2010.01.22 14:00 | sell | 10 | 0.10 | 1.61120 | 1.61431 | 1.61070 | ||
20 | 2010.01.22 14:10 | s/l | 10 | 0.10 | 1.61431 | 1.61431 | 1.61070 | -31.10 | 9725.10 |
21 | 2010.01.25 14:00 | sell | 11 | 0.10 | 1.61336 | 1.61647 | 1.61286 | ||
22 | 2010.01.25 14:15 | s/l | 11 | 0.10 | 1.61647 | 1.61647 | 1.61286 | -31.10 | 9694.00 |
23 | 2010.01.25 17:00 | buy | 12 | 0.10 | 1.62349 | 1.62038 | 1.62399 | ||
24 | 2010.01.25 17:07 | s/l | 12 | 0.10 | 1.62038 | 1.62038 | 1.62399 | -31.10 | 9662.90 |
25 | 2010.01.26 12:00 | sell | 13 | 0.10 | 1.61196 | 1.61507 | 1.61146 | ||
26 | 2010.01.26 12:07 | s/l | 13 | 0.10 | 1.61507 | 1.61507 | 1.61146 | -31.10 | 9631.80 |
27 | 2010.01.27 12:00 | buy | 14 | 0.10 | 1.62358 | 1.62047 | 1.62408 | ||
28 | 2010.01.27 12:02 | s/l | 14 | 0.10 | 1.62047 | 1.62047 | 1.62408 | -31.10 | 9600.70 |
29 | 2010.01.27 20:20 | sell | 15 | 0.10 | 1.61475 | 1.61786 | 1.61425 | ||
30 | 2010.01.27 20:22 | s/l | 15 | 0.10 | 1.61786 | 1.61786 | 1.61425 | -31.10 | 9569.60 |
31 | 2010.01.28 01:00 | buy | 16 | 0.10 | 1.62038 | 1.61727 | 1.62088 | ||
32 | 2010.01.28 01:40 | s/l | 16 | 0.10 | 1.61727 | 1.61727 | 1.62088 | -31.10 | 9538.50 |
33 | 2010.01.28 05:00 | buy | 17 | 0.10 | 1.62384 | 1.62073 | 1.62434 | ||
34 | 2010.01.28 05:20 | s/l | 17 | 0.10 | 1.62073 | 1.62073 | 1.62434 | -31.10 | 9507.40 |
35 | 2010.01.28 18:00 | sell | 18 | 0.10 | 1.61451 | 1.61762 | 1.61401 | ||
36 | 2010.01.28 18:07 | s/l | 18 | 0.10 | 1.61762 | 1.61762 | 1.61401 | -31.10 | 9476.30 |
37 | 2010.02.02 18:00 | buy | 19 | 0.10 | 1.59930 | 1.59619 | 1.59980 | ||
38 | 2010.02.02 18:07 | s/l | 19 | 0.10 | 1.59619 | 1.59619 | 1.59980 | -31.10 | 9445.20 |
39 | 2010.02.03 18:00 | sell | 20 | 0.10 | 1.59122 | 1.59433 | 1.59072 | ||
40 | 2010.02.03 18:10 | s/l | 20 | 0.10 | 1.59433 | 1.59433 | 1.59072 | -31.10 | 9414.10 |
41 | 2010.02.09 09:00 | buy | 21 | 0.10 | 1.56716 | 1.56405 | 1.56766 | ||
42 | 2010.02.09 09:03 | s/l | 21 | 0.10 | 1.56405 | 1.56405 | 1.56766 | -31.10 | 9383.00 |
43 | 2010.02.09 11:02 | sell | 22 | 0.10 | 1.55844 | 1.56155 | 1.55794 | ||
44 | 2010.02.09 11:50 | s/l | 22 | 0.10 | 1.56155 | 1.56155 | 1.55794 | -31.10 | 9351.90 |
45 | 2010.02.09 15:00 | buy | 23 | 0.10 | 1.56503 | 1.56192 | 1.56553 | ||
46 | 2010.02.09 15:02 | s/l | 23 | 0.10 | 1.56192 | 1.56192 | 1.56553 | -31.10 | 9320.80 |
47 | 2010.02.09 19:00 | buy | 24 | 0.10 | 1.57293 | 1.56982 | 1.57343 | ||
48 | 2010.02.09 19:02 | s/l | 24 | 0.10 | 1.56982 | 1.56982 | 1.57343 | -31.10 | 9289.70 |
49 | 2010.02.10 15:15 | sell | 25 | 0.10 | 1.56112 | 1.56423 | 1.56062 | ||
50 | 2010.02.10 15:45 | s/l | 25 | 0.10 | 1.56423 | 1.56423 | 1.56062 | -31.10 | 9258.60 |
51 | 2010.02.11 05:00 | buy | 26 | 0.10 | 1.56692 | 1.56381 | 1.56742 | ||
52 | 2010.02.11 05:37 | s/l | 26 | 0.10 | 1.56381 | 1.56381 | 1.56742 | -31.10 | 9227.50 |
53 | 2010.02.11 08:35 | sell | 27 | 0.10 | 1.56141 | 1.56452 | 1.56091 | ||
54 | 2010.02.11 09:07 | s/l | 27 | 0.10 | 1.56452 | 1.56452 | 1.56091 | -31.10 | 9196.40 |
55 | 2010.02.11 19:00 | buy | 28 | 0.10 | 1.57065 | 1.56754 | 1.57115 | ||
56 | 2010.02.11 19:07 | s/l | 28 | 0.10 | 1.56754 | 1.56754 | 1.57115 | -31.10 | 9165.30 |
57 | 2010.02.12 13:02 | sell | 29 | 0.10 | 1.56117 | 1.56428 | 1.56067 | ||
58 | 2010.02.12 13:10 | s/l | 29 | 0.10 | 1.56428 | 1.56428 | 1.56067 | -31.10 | 9134.20 |
59 | 2010.02.12 17:00 | buy | 30 | 0.10 | 1.56698 | 1.56387 | 1.56748 | ||
60 | 2010.02.12 17:02 | s/l | 30 | 0.10 | 1.56387 | 1.56387 | 1.56748 | -31.10 | 9103.10 |
61 | 2010.02.15 11:00 | buy | 31 | 0.10 | 1.57005 | 1.56694 | 1.57055 | ||
62 | 2010.02.15 11:02 | s/l | 31 | 0.10 | 1.56694 | 1.56694 | 1.57055 | -31.10 | 9072.00 |
63 | 2010.02.16 04:00 | buy | 32 | 0.10 | 1.57105 | 1.56794 | 1.57155 | ||
64 | 2010.02.16 04:02 | s/l | 32 | 0.10 | 1.56794 | 1.56794 | 1.57155 | -31.10 | 9040.90 |
65 | 2010.02.16 18:00 | buy | 33 | 0.10 | 1.57596 | 1.57285 | 1.57646 | ||
66 | 2010.02.16 18:10 | t/p | 33 | 0.10 | 1.57646 | 1.57285 | 1.57646 | 5.00 | 9045.90 |
67 | 2010.02.17 19:10 | sell | 34 | 0.10 | 1.56942 | 1.57253 | 1.56892 | ||
68 | 2010.02.18 01:20 | t/p | 34 | 0.10 | 1.56892 | 1.57253 | 1.56892 | 4.34 | 9050.24 |
69 | 2010.02.22 17:00 | buy | 35 | 0.10 | 1.55189 | 1.54878 | 1.55239 | ||
70 | 2010.02.22 17:15 | s/l | 35 | 0.10 | 1.54878 | 1.54878 | 1.55239 | -31.10 | 9019.14 |
71 | 2010.02.23 12:00 | sell | 36 | 0.10 | 1.54125 | 1.54436 | 1.54075 | ||
72 | 2010.02.23 12:02 | s/l | 36 | 0.10 | 1.54436 | 1.54436 | 1.54075 | -31.10 | 8988.04 |
73 | 2010.03.03 02:00 | buy | 37 | 0.10 | 1.50479 | 1.50168 | 1.50529 | ||
74 | 2010.03.03 02:02 | s/l | 37 | 0.10 | 1.50168 | 1.50168 | 1.50529 | -31.10 | 8956.94 |
75 | 2010.03.04 19:50 | sell | 38 | 0.10 | 1.50179 | 1.50490 | 1.50129 | ||
76 | 2010.03.04 19:57 | s/l | 38 | 0.10 | 1.50490 | 1.50490 | 1.50129 | -31.10 | 8925.84 |
77 | 2010.03.05 18:00 | buy | 39 | 0.10 | 1.51421 | 1.51110 | 1.51471 | ||
78 | 2010.03.05 18:20 | s/l | 39 | 0.10 | 1.51110 | 1.51110 | 1.51471 | -31.10 | 8894.74 |
79 | 2010.03.08 18:00 | sell | 40 | 0.10 | 1.50584 | 1.50895 | 1.50534 | ||
80 | 2010.03.08 18:15 | s/l | 40 | 0.10 | 1.50895 | 1.50895 | 1.50534 | -31.10 | 8863.64 |
81 | 2010.03.11 07:00 | buy | 41 | 0.10 | 1.50024 | 1.49713 | 1.50074 | ||
82 | 2010.03.11 07:20 | s/l | 41 | 0.10 | 1.49713 | 1.49713 | 1.50074 | -31.10 | 8832.54 |
83 | 2010.03.11 11:00 | buy | 42 | 0.10 | 1.50292 | 1.49981 | 1.50342 | ||
84 | 2010.03.11 11:45 | t/p | 42 | 0.10 | 1.50342 | 1.49981 | 1.50342 | 5.00 | 8837.54 |
85 | 2010.03.15 12:00 | sell | 43 | 0.10 | 1.50270 | 1.50581 | 1.50220 | ||
86 | 2010.03.15 12:10 | s/l | 43 | 0.10 | 1.50581 | 1.50581 | 1.50220 | -31.10 | 8806.44 |
87 | 2010.03.16 14:00 | buy | 44 | 0.10 | 1.51614 | 1.51303 | 1.51664 | ||
88 | 2010.03.16 14:02 | s/l | 44 | 0.10 | 1.51303 | 1.51303 | 1.51664 | -31.10 | 8775.34 |
89 | 2010.03.18 18:00 | sell | 45 | 0.10 | 1.52477 | 1.52788 | 1.52427 | ||
90 | 2010.03.18 18:05 | s/l | 45 | 0.10 | 1.52788 | 1.52788 | 1.52427 | -31.10 | 8744.24 |
91 | 2010.03.23 00:00 | buy | 46 | 0.10 | 1.51264 | 1.50953 | 1.51314 | ||
92 | 2010.03.23 00:20 | s/l | 46 | 0.10 | 1.50953 | 1.50953 | 1.51314 | -31.10 | 8713.14 |
93 | 2010.03.23 06:00 | buy | 47 | 0.10 | 1.51179 | 1.50868 | 1.51229 | ||
94 | 2010.03.23 06:10 | s/l | 47 | 0.10 | 1.50868 | 1.50868 | 1.51229 | -31.10 | 8682.04 |
95 | 2010.03.23 17:00 | buy | 48 | 0.10 | 1.50943 | 1.50632 | 1.50993 | ||
96 | 2010.03.23 17:07 | s/l | 48 | 0.10 | 1.50632 | 1.50632 | 1.50993 | -31.10 | 8650.94 |
97 | 2010.03.23 22:00 | buy | 49 | 0.10 | 1.50744 | 1.50433 | 1.50794 | ||
98 | 2010.03.23 22:03 | s/l | 49 | 0.10 | 1.50433 | 1.50433 | 1.50794 | -31.10 | 8619.84 |
99 | 2010.03.25 14:00 | sell | 50 | 0.10 | 1.49187 | 1.49498 | 1.49137 | ||
100 | 2010.03.25 14:02 | s/l | 50 | 0.10 | 1.49498 | 1.49498 | 1.49137 | -31.10 | 8588.74 |
101 | 2010.03.26 17:00 | buy | 51 | 0.10 | 1.49332 | 1.49021 | 1.49382 | ||
102 | 2010.03.26 17:15 | s/l | 51 | 0.10 | 1.49021 | 1.49021 | 1.49382 | -31.10 | 8557.64 |
103 | 2010.03.26 20:00 | buy | 52 | 0.10 | 1.49196 | 1.48885 | 1.49246 | ||
104 | 2010.03.26 20:15 | s/l | 52 | 0.10 | 1.48885 | 1.48885 | 1.49246 | -31.10 | 8526.54 |
105 | 2010.04.02 16:00 | sell | 53 | 0.10 | 1.51966 | 1.52277 | 1.51916 | ||
106 | 2010.04.02 16:02 | s/l | 53 | 0.10 | 1.52277 | 1.52277 | 1.51916 | -31.10 | 8495.44 |
107 | 2010.04.05 02:00 | buy | 54 | 0.10 | 1.52842 | 1.52531 | 1.52892 | ||
108 | 2010.04.05 06:50 | s/l | 54 | 0.10 | 1.52531 | 1.52531 | 1.52892 | -31.10 | 8464.34 |
109 | 2010.04.05 15:00 | buy | 55 | 0.10 | 1.52964 | 1.52653 | 1.53014 | ||
110 | 2010.04.05 15:45 | t/p | 55 | 0.10 | 1.53014 | 1.52653 | 1.53014 | 5.00 | 8469.34 |
111 | 2010.04.06 21:00 | buy | 56 | 0.10 | 1.53025 | 1.52714 | 1.53075 | ||
112 | 2010.04.06 21:02 | s/l | 56 | 0.10 | 1.52714 | 1.52714 | 1.53075 | -31.10 | 8438.24 |
113 | 2010.04.07 06:00 | buy | 57 | 0.10 | 1.52834 | 1.52523 | 1.52884 | ||
114 | 2010.04.07 06:20 | s/l | 57 | 0.10 | 1.52523 | 1.52523 | 1.52884 | -31.10 | 8407.14 |
115 | 2010.04.07 11:00 | buy | 58 | 0.10 | 1.52773 | 1.52462 | 1.52823 | ||
116 | 2010.04.07 11:10 | s/l | 58 | 0.10 | 1.52462 | 1.52462 | 1.52823 | -31.10 | 8376.04 |
117 | 2010.04.07 13:03 | sell | 59 | 0.10 | 1.51404 | 1.51715 | 1.51354 | ||
118 | 2010.04.07 13:13 | s/l | 59 | 0.10 | 1.51715 | 1.51715 | 1.51354 | -31.10 | 8344.94 |
119 | 2010.04.07 19:00 | buy | 60 | 0.10 | 1.52755 | 1.52444 | 1.52805 | ||
120 | 2010.04.07 19:07 | s/l | 60 | 0.10 | 1.52444 | 1.52444 | 1.52805 | -31.10 | 8313.84 |
121 | 2010.04.08 15:15 | sell | 61 | 0.10 | 1.51906 | 1.52217 | 1.51856 | ||
122 | 2010.04.08 15:17 | s/l | 61 | 0.10 | 1.52217 | 1.52217 | 1.51856 | -31.10 | 8282.74 |
123 | 2010.04.08 18:00 | buy | 62 | 0.10 | 1.52990 | 1.52679 | 1.53040 | ||
124 | 2010.04.08 18:10 | s/l | 62 | 0.10 | 1.52679 | 1.52679 | 1.53040 | -31.10 | 8251.64 |
125 | 2010.04.13 03:00 | sell | 63 | 0.10 | 1.53405 | 1.53716 | 1.53355 | ||
126 | 2010.04.13 03:10 | s/l | 63 | 0.10 | 1.53716 | 1.53716 | 1.53355 | -31.10 | 8220.54 |
127 | 2010.04.13 12:00 | buy | 64 | 0.10 | 1.54154 | 1.53843 | 1.54204 | ||
128 | 2010.04.13 12:45 | t/p | 64 | 0.10 | 1.54204 | 1.53843 | 1.54204 | 5.00 | 8225.54 |
129 | 2010.04.13 18:20 | sell | 65 | 0.10 | 1.53596 | 1.53907 | 1.53546 | ||
130 | 2010.04.13 18:27 | s/l | 65 | 0.10 | 1.53907 | 1.53907 | 1.53546 | -31.10 | 8194.44 |
131 | 2010.04.14 04:00 | buy | 66 | 0.10 | 1.54361 | 1.54050 | 1.54411 | ||
132 | 2010.04.14 04:02 | s/l | 66 | 0.10 | 1.54050 | 1.54050 | 1.54411 | -31.10 | 8163.34 |
133 | 2010.04.15 15:00 | buy | 67 | 0.10 | 1.54685 | 1.54374 | 1.54735 | ||
134 | 2010.04.15 15:03 | s/l | 67 | 0.10 | 1.54374 | 1.54374 | 1.54735 | -31.10 | 8132.24 |