Strategy Tester Report
MA cross with take profit levels 4
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 | str1="""; TakeProfit=1000; profitTarget1=21; profitTarget2=34; profitTarget3=55; profitTarget4=89; Stoploss=1000; TrailingStop=100; TrailingStopOnlyProfit=true; TrailingStopRegular=false; Lots=5; str2="""; emaOPENperiods=5; emaCLOSEperiods=5; str3="""; | ||||
| Bars in test | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
| Mismatched charts errors | 9 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -10098.00 | Gross profit | 731.00 | Gross loss | -10829.00 |
| Profit factor | 0.07 | Expected payoff | -841.50 | ||
| Absolute drawdown | 10098.00 | Maximal drawdown | 10614.00 (100.93%) | Relative drawdown | 100.93% (10614.00) |
| Total trades | 12 | Short positions (won %) | 7 (85.71%) | Long positions (won %) | 5 (80.00%) |
| Profit trades (% of total) | 10 (83.33%) | Loss trades (% of total) | 2 (16.67%) | ||
| Largest | profit trade | 140.00 | loss trade | -5705.00 | |
| Average | profit trade | 73.10 | loss trade | -5414.50 | |
| Maximum | consecutive wins (profit in money) | 6 (408.00) | consecutive losses (loss in money) | 1 (-5705.00) | |
| Maximal | consecutive profit (count of wins) | 408.00 (6) | consecutive loss (count of losses) | -5705.00 (1) | |
| Average | consecutive wins | 5 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.04 00:00 | sell | 1 | 5.00 | 1.61221 | 1.62502 | 1.60221 | ||
| 2 | 2010.01.04 02:46 | close | 1 | 1.00 | 1.61163 | 1.62502 | 1.60221 | 58.00 | 10058.00 |
| 3 | 2010.01.04 02:46 | sell | 2 | 4.00 | 1.61221 | 1.62502 | 1.60221 | ||
| 4 | 2010.01.04 02:53 | close | 2 | 1.00 | 1.61184 | 1.62502 | 1.60221 | 37.00 | 10095.00 |
| 5 | 2010.01.04 02:53 | sell | 3 | 3.00 | 1.61221 | 1.62502 | 1.60221 | ||
| 6 | 2010.01.04 02:59 | close | 3 | 1.00 | 1.61165 | 1.62502 | 1.60221 | 56.00 | 10151.00 |
| 7 | 2010.01.04 02:59 | sell | 4 | 2.00 | 1.61221 | 1.62502 | 1.60221 | ||
| 8 | 2010.01.04 04:40 | close | 4 | 1.00 | 1.61131 | 1.62502 | 1.60221 | 90.00 | 10241.00 |
| 9 | 2010.01.04 04:40 | sell | 5 | 1.00 | 1.61221 | 1.62502 | 1.60221 | ||
| 10 | 2010.01.04 04:45 | modify | 5 | 1.00 | 1.61221 | 1.61167 | 1.60221 | ||
| 11 | 2010.01.04 04:50 | modify | 5 | 1.00 | 1.61221 | 1.61081 | 1.60221 | ||
| 12 | 2010.01.04 04:59 | s/l | 5 | 1.00 | 1.61081 | 1.61081 | 1.60221 | 140.00 | 10381.00 |
| 13 | 2010.01.04 04:59 | sell | 6 | 5.00 | 1.60875 | 1.62156 | 1.59875 | ||
| 14 | 2010.01.04 08:37 | close | 6 | 1.00 | 1.60848 | 1.62156 | 1.59875 | 27.00 | 10408.00 |
| 15 | 2010.01.04 08:37 | sell | 7 | 4.00 | 1.60875 | 1.62156 | 1.59875 | ||
| 16 | 2010.01.04 10:45 | s/l | 7 | 4.00 | 1.62156 | 1.62156 | 1.59875 | -5124.00 | 5284.00 |
| 17 | 2010.01.04 10:45 | buy | 8 | 5.00 | 1.62277 | 1.60996 | 1.63277 | ||
| 18 | 2010.01.04 11:20 | modify | 8 | 5.00 | 1.62277 | 1.62307 | 1.63277 | ||
| 19 | 2010.01.04 11:20 | close | 8 | 1.00 | 1.62407 | 1.62307 | 1.63277 | 130.00 | 5414.00 |
| 20 | 2010.01.04 11:20 | buy | 9 | 4.00 | 1.62277 | 1.62307 | 1.63277 | ||
| 21 | 2010.01.04 11:22 | close | 9 | 1.00 | 1.62322 | 1.62307 | 1.63277 | 45.00 | 5459.00 |
| 22 | 2010.01.04 11:22 | buy | 10 | 3.00 | 1.62277 | 1.62307 | 1.63277 | ||
| 23 | 2010.01.04 11:25 | close | 10 | 1.00 | 1.62365 | 1.62307 | 1.63277 | 88.00 | 5547.00 |
| 24 | 2010.01.04 11:25 | buy | 11 | 2.00 | 1.62277 | 1.62307 | 1.63277 | ||
| 25 | 2010.01.04 11:27 | s/l | 11 | 2.00 | 1.62307 | 1.62307 | 1.63277 | 60.00 | 5607.00 |
| 26 | 2010.01.04 11:27 | buy | 12 | 5.00 | 1.62519 | 1.61238 | 1.63519 | ||
| 27 | 2010.01.04 13:50 | close at stop | 12 | 5.00 | 1.61378 | 1.61238 | 1.63519 | -5705.00 | -98.00 |