Strategy Tester Report
Farhad Hill Version 2
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 | AccountIsMini=false; MoneyManagement=false; TradeSizePercent=5; Lots=1; MaxLots=100; StopLoss=0; TrailingStop=15; UseTrailingStop=false; TrailingStopType=2; FirstMove=20; TrailingStop1=20; SecondMove=30; TrailingStop2=20; ThirdMove=40; TrailingStop3=20; TakeProfit=20; MarginCutoff=300; Slippage=3; UseMACD=false; MACD_Price=1; UseMA_Cross=false; MA_SlowPeriod=21; MA_FastPeriod=2; MA_Shift=1; MA_Mode=2; MA_Price=5; UseMomentum=false; UsePSAR=false; MomentumPeriod=14; MomentumPrice=1; MomentumHigh=100; MomentumLow=100; UseStochLevel=false; Stoch_Mode=0; StochPrice=0; StochHigh=60; StochLow=35; UseStochCross=false; SignalCandle=0; SignalTimeFrame=0; | ||||
Bars in test | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
Mismatched charts errors | 9 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -10382.60 | Gross profit | 237.10 | Gross loss | -10619.70 |
Profit factor | 0.02 | Expected payoff | -741.61 | ||
Absolute drawdown | 10382.60 | Maximal drawdown | 10587.70 (103.75%) | Relative drawdown | 103.75% (10587.70) |
Total trades | 14 | Short positions (won %) | 7 (85.71%) | Long positions (won %) | 7 (85.71%) |
Profit trades (% of total) | 12 (85.71%) | Loss trades (% of total) | 2 (14.29%) | ||
Largest | profit trade | 20.00 | loss trade | -10597.90 | |
Average | profit trade | 19.76 | loss trade | -5309.85 | |
Maximum | consecutive wins (profit in money) | 11 (217.10) | consecutive losses (loss in money) | 1 (-10597.90) | |
Maximal | consecutive profit (count of wins) | 217.10 (11) | consecutive loss (count of losses) | -10597.90 (1) | |
Average | consecutive wins | 6 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 00:00 | buy | 1 | 1.00 | 1.61502 | 0.00000 | 1.61522 | ||
2 | 2010.01.04 00:00 | sell | 2 | 1.00 | 1.61221 | 0.00000 | 1.61201 | ||
3 | 2010.01.04 02:46 | t/p | 2 | 1.00 | 1.61201 | 0.00000 | 1.61201 | 20.00 | 10020.00 |
4 | 2010.01.04 09:50 | t/p | 1 | 1.00 | 1.61522 | 0.00000 | 1.61522 | 20.00 | 10040.00 |
5 | 2010.01.04 09:50 | buy | 3 | 1.00 | 1.61859 | 0.00000 | 1.61879 | ||
6 | 2010.01.04 09:50 | sell | 4 | 1.00 | 1.61578 | 0.00000 | 1.61558 | ||
7 | 2010.01.04 10:45 | t/p | 3 | 1.00 | 1.61879 | 0.00000 | 1.61879 | 20.00 | 10060.00 |
8 | 2010.01.04 16:45 | t/p | 4 | 1.00 | 1.61558 | 0.00000 | 1.61558 | 20.00 | 10080.00 |
9 | 2010.01.04 16:45 | buy | 5 | 1.00 | 1.61536 | 0.00000 | 1.61556 | ||
10 | 2010.01.04 16:45 | sell | 6 | 1.00 | 1.61255 | 0.00000 | 1.61235 | ||
11 | 2010.01.04 17:20 | t/p | 6 | 1.00 | 1.61235 | 0.00000 | 1.61235 | 20.00 | 10100.00 |
12 | 2010.01.11 11:15 | t/p | 5 | 1.00 | 1.61556 | 0.00000 | 1.61556 | 19.30 | 10119.30 |
13 | 2010.01.11 11:15 | buy | 7 | 1.00 | 1.61862 | 0.00000 | 1.61882 | ||
14 | 2010.01.11 11:15 | sell | 8 | 1.00 | 1.61581 | 0.00000 | 1.61561 | ||
15 | 2010.01.11 12:26 | t/p | 7 | 1.00 | 1.61882 | 0.00000 | 1.61882 | 20.00 | 10139.30 |
16 | 2010.01.11 15:20 | t/p | 8 | 1.00 | 1.61561 | 0.00000 | 1.61561 | 20.00 | 10159.30 |
17 | 2010.01.11 15:20 | buy | 9 | 1.00 | 1.61494 | 0.00000 | 1.61514 | ||
18 | 2010.01.11 15:20 | sell | 10 | 1.00 | 1.61213 | 0.00000 | 1.61193 | ||
19 | 2010.01.11 16:40 | t/p | 9 | 1.00 | 1.61514 | 0.00000 | 1.61514 | 20.00 | 10179.30 |
20 | 2010.01.12 01:45 | t/p | 10 | 1.00 | 1.61193 | 0.00000 | 1.61193 | 17.80 | 10197.10 |
21 | 2010.01.12 01:45 | buy | 11 | 1.00 | 1.61170 | 0.00000 | 1.61190 | ||
22 | 2010.01.12 01:45 | sell | 12 | 1.00 | 1.60889 | 0.00000 | 1.60869 | ||
23 | 2010.01.12 07:40 | t/p | 11 | 1.00 | 1.61190 | 0.00000 | 1.61190 | 20.00 | 10217.10 |
24 | 2010.01.29 14:50 | t/p | 12 | 1.00 | 1.60869 | 0.00000 | 1.60869 | -21.80 | 10195.30 |
25 | 2010.01.29 14:50 | buy | 13 | 1.00 | 1.60811 | 0.00000 | 1.60831 | ||
26 | 2010.01.29 14:50 | sell | 14 | 1.00 | 1.60530 | 0.00000 | 1.60510 | ||
27 | 2010.01.29 16:59 | t/p | 14 | 1.00 | 1.60510 | 0.00000 | 1.60510 | 20.00 | 10215.30 |
28 | 2010.03.01 11:20 | close at stop | 13 | 1.00 | 1.50216 | 0.00000 | 1.60831 | -10597.90 | -382.60 |