Strategy Tester Report
gaps
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 | min_gapsize=1; lotsize_gap=0.1; | ||||
| Bars in test | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
| Mismatched charts errors | 9 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 61.18 | Gross profit | 100.48 | Gross loss | -39.30 |
| Profit factor | 2.56 | Expected payoff | 8.74 | ||
| Absolute drawdown | 429.56 | Maximal drawdown | 429.56 (4.30%) | Relative drawdown | 4.30% (429.56) |
| Total trades | 7 | Short positions (won %) | 4 (100.00%) | Long positions (won %) | 3 (33.33%) |
| Profit trades (% of total) | 5 (71.43%) | Loss trades (% of total) | 2 (28.57%) | ||
| Largest | profit trade | 35.80 | loss trade | -23.80 | |
| Average | profit trade | 20.10 | loss trade | -19.65 | |
| Maximum | consecutive wins (profit in money) | 4 (99.08) | consecutive losses (loss in money) | 2 (-39.30) | |
| Maximal | consecutive profit (count of wins) | 99.08 (4) | consecutive loss (count of losses) | -39.30 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.11 00:00 | sell | 1 | 0.10 | 1.60579 | 0.00000 | 1.60521 | ||
| 2 | 2010.01.29 16:07 | t/p | 1 | 0.10 | 1.60521 | 0.00000 | 1.60521 | 1.40 | 10001.40 |
| 3 | 2010.02.01 00:00 | buy | 2 | 0.10 | 1.59725 | 0.00000 | 1.59487 | ||
| 4 | 2010.02.01 00:10 | t/p | 2 | 0.10 | 1.59487 | 0.00000 | 1.59487 | -23.80 | 9977.60 |
| 5 | 2010.02.08 00:00 | buy | 3 | 0.10 | 1.56251 | 0.00000 | 1.56096 | ||
| 6 | 2010.02.08 01:26 | t/p | 3 | 0.10 | 1.56096 | 0.00000 | 1.56096 | -15.50 | 9962.10 |
| 7 | 2010.03.01 00:00 | buy | 4 | 0.10 | 1.51818 | 0.00000 | 1.52001 | ||
| 8 | 2010.03.01 01:50 | t/p | 4 | 0.10 | 1.52001 | 0.00000 | 1.52001 | 18.30 | 9980.40 |
| 9 | 2010.03.29 00:00 | sell | 5 | 0.10 | 1.49552 | 0.00000 | 1.49341 | ||
| 10 | 2010.03.29 02:02 | t/p | 5 | 0.10 | 1.49341 | 0.00000 | 1.49341 | 21.10 | 10001.50 |
| 11 | 2010.04.05 00:00 | sell | 6 | 0.10 | 1.52668 | 0.00000 | 1.52427 | ||
| 12 | 2010.04.06 06:50 | t/p | 6 | 0.10 | 1.52427 | 0.00000 | 1.52427 | 23.88 | 10025.38 |
| 13 | 2010.04.12 00:00 | sell | 7 | 0.10 | 1.54415 | 0.00000 | 1.54057 | ||
| 14 | 2010.04.12 14:45 | t/p | 7 | 0.10 | 1.54057 | 0.00000 | 1.54057 | 35.80 | 10061.18 |