Strategy Tester Report
Emily_v1
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 | MaxTrades=20; Pips=20; TakeProfit=240; TrailingStop=220; InitialStop=810; Note1=""TF"; MACDTimeFrame=0; | ||||
| Bars in test | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
| Mismatched charts errors | 9 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -9982.42 | Gross profit | 776.00 | Gross loss | -10758.42 |
| Profit factor | 0.07 | Expected payoff | -415.93 | ||
| Absolute drawdown | 9982.42 | Maximal drawdown | 10189.92 (99.83%) | Relative drawdown | 99.83% (10189.92) |
| Total trades | 24 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 24 (45.83%) |
| Profit trades (% of total) | 11 (45.83%) | Loss trades (% of total) | 13 (54.17%) | ||
| Largest | profit trade | 165.00 | loss trade | -3897.65 | |
| Average | profit trade | 70.55 | loss trade | -827.57 | |
| Maximum | consecutive wins (profit in money) | 4 (296.92) | consecutive losses (loss in money) | 4 (-8840.06) | |
| Maximal | consecutive profit (count of wins) | 296.92 (4) | consecutive loss (count of losses) | -8840.06 (4) | |
| Average | consecutive wins | 3 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.04 00:00 | buy | 1 | 2.50 | 1.61502 | 1.60692 | 1.61742 | ||
| 2 | 2010.01.04 00:07 | buy | 2 | 3.75 | 1.61475 | 1.60665 | 1.61715 | ||
| 3 | 2010.01.04 00:50 | close | 2 | 3.75 | 1.61519 | 1.60665 | 1.61715 | 165.00 | 10165.00 |
| 4 | 2010.01.04 00:52 | close | 1 | 2.50 | 1.61477 | 1.60692 | 1.61742 | -62.50 | 10102.50 |
| 5 | 2010.01.04 00:55 | buy | 3 | 2.52 | 1.61779 | 1.60969 | 1.62019 | ||
| 6 | 2010.01.04 00:57 | buy | 4 | 3.79 | 1.61716 | 1.60906 | 1.61956 | ||
| 7 | 2010.01.04 00:59 | buy | 5 | 5.69 | 1.61652 | 1.60842 | 1.61892 | ||
| 8 | 2010.01.04 02:40 | s/l | 3 | 2.52 | 1.60969 | 1.60969 | 1.62019 | -2041.20 | 8061.30 |
| 9 | 2010.01.04 02:40 | close | 5 | 5.69 | 1.60967 | 1.60842 | 1.61892 | -3897.65 | 4163.65 |
| 10 | 2010.01.04 02:40 | close | 4 | 3.79 | 1.60967 | 1.60906 | 1.61956 | -2838.71 | 1324.94 |
| 11 | 2010.01.04 02:43 | buy | 6 | 0.33 | 1.61269 | 1.60459 | 1.61509 | ||
| 12 | 2010.01.04 02:46 | buy | 7 | 0.50 | 1.61163 | 1.60353 | 1.61403 | ||
| 13 | 2010.01.04 03:07 | buy | 8 | 0.75 | 1.61133 | 1.60323 | 1.61373 | ||
| 14 | 2010.01.04 09:15 | close | 8 | 0.75 | 1.61323 | 1.60323 | 1.61373 | 142.50 | 1467.44 |
| 15 | 2010.01.04 09:17 | close | 7 | 0.50 | 1.61271 | 1.60353 | 1.61403 | 54.00 | 1521.44 |
| 16 | 2010.01.04 09:17 | close | 6 | 0.33 | 1.61271 | 1.60459 | 1.61509 | 0.66 | 1522.10 |
| 17 | 2010.01.04 09:20 | buy | 9 | 0.38 | 1.61760 | 1.60950 | 1.62000 | ||
| 18 | 2010.01.04 09:22 | buy | 10 | 0.57 | 1.61656 | 1.60846 | 1.61896 | ||
| 19 | 2010.01.04 09:27 | buy | 11 | 0.86 | 1.61552 | 1.60742 | 1.61792 | ||
| 20 | 2010.01.04 10:10 | close | 11 | 0.86 | 1.61668 | 1.60742 | 1.61792 | 99.76 | 1621.86 |
| 21 | 2010.01.04 10:12 | close | 10 | 0.57 | 1.61638 | 1.60846 | 1.61896 | -10.26 | 1611.60 |
| 22 | 2010.01.04 10:12 | close | 9 | 0.38 | 1.61638 | 1.60950 | 1.62000 | -46.36 | 1565.24 |
| 23 | 2010.01.04 10:15 | buy | 12 | 0.39 | 1.62039 | 1.61229 | 1.62279 | ||
| 24 | 2010.01.04 10:17 | buy | 13 | 0.59 | 1.62009 | 1.61199 | 1.62249 | ||
| 25 | 2010.01.04 10:27 | buy | 14 | 0.89 | 1.61946 | 1.61136 | 1.62186 | ||
| 26 | 2010.01.04 10:50 | close | 14 | 0.89 | 1.62124 | 1.61136 | 1.62186 | 158.42 | 1723.66 |
| 27 | 2010.01.04 10:52 | close | 13 | 0.59 | 1.62039 | 1.61199 | 1.62249 | 17.70 | 1741.36 |
| 28 | 2010.01.04 10:52 | close | 12 | 0.39 | 1.62039 | 1.61229 | 1.62279 | 0.00 | 1741.36 |
| 29 | 2010.01.04 10:55 | buy | 15 | 0.43 | 1.62362 | 1.61552 | 1.62602 | ||
| 30 | 2010.01.04 10:57 | buy | 16 | 0.65 | 1.62235 | 1.61425 | 1.62475 | ||
| 31 | 2010.01.04 11:20 | close | 16 | 0.65 | 1.62407 | 1.61425 | 1.62475 | 111.80 | 1853.16 |
| 32 | 2010.01.04 11:22 | close | 15 | 0.43 | 1.62322 | 1.61552 | 1.62602 | -17.20 | 1835.96 |
| 33 | 2010.01.04 11:25 | buy | 17 | 0.45 | 1.62646 | 1.61836 | 1.62886 | ||
| 34 | 2010.01.04 11:27 | buy | 18 | 0.69 | 1.62519 | 1.61709 | 1.62759 | ||
| 35 | 2010.01.04 11:27 | buy | 19 | 1.04 | 1.62359 | 1.61549 | 1.62599 | ||
| 36 | 2010.01.04 11:50 | s/l | 17 | 0.45 | 1.61836 | 1.61836 | 1.62886 | -364.50 | 1471.46 |
| 37 | 2010.01.04 11:50 | s/l | 18 | 0.69 | 1.61709 | 1.61709 | 1.62759 | -558.90 | 912.56 |
| 38 | 2010.01.04 11:50 | close | 19 | 1.04 | 1.61668 | 1.61549 | 1.62599 | -718.64 | 193.92 |
| 39 | 2010.01.04 11:52 | buy | 20 | 0.04 | 1.62034 | 1.61224 | 1.62274 | ||
| 40 | 2010.01.04 11:55 | buy | 21 | 0.07 | 1.61991 | 1.61181 | 1.62231 | ||
| 41 | 2010.01.04 12:16 | t/p | 21 | 0.07 | 1.62231 | 1.61181 | 1.62231 | 16.80 | 210.72 |
| 42 | 2010.01.04 12:16 | close | 20 | 0.04 | 1.62268 | 1.61224 | 1.62274 | 9.36 | 220.08 |
| 43 | 2010.01.04 12:20 | buy | 22 | 0.05 | 1.62453 | 1.61643 | 1.62693 | ||
| 44 | 2010.01.04 12:26 | buy | 23 | 0.08 | 1.62357 | 1.61547 | 1.62597 | ||
| 45 | 2010.01.04 12:32 | buy | 24 | 0.12 | 1.62315 | 1.61505 | 1.62555 | ||
| 46 | 2010.01.04 13:20 | s/l | 22 | 0.05 | 1.61643 | 1.61643 | 1.62693 | -40.50 | 179.58 |
| 47 | 2010.01.04 13:20 | s/l | 23 | 0.08 | 1.61547 | 1.61547 | 1.62597 | -64.80 | 114.78 |
| 48 | 2010.01.04 13:20 | s/l | 24 | 0.12 | 1.61505 | 1.61505 | 1.62555 | -97.20 | 17.58 |