Strategy Tester Report
Sel&Chris EA
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 | S1a="---------------- NonLagMA Settings"; Price=0; Length=12; Displace=0; PctFilter=1; Color=1; ColorBarBack=1; Deviation=0; SoundAlertMode=0; S1b="---------------- MACD Settings"; MACDFast=12; MACDSlow=26; MACDSMA=1; S1c="---------------- MACD Settings"; StochKP=12; StochDP=12; StochSP=4; BuyLevel=30; SellLevel=60; S2="---------------- Money Management"; Lots=0.01; RiskMM=false; RiskPercent=1; MaxLots=20; S3="---------------- Order Management"; StopLoss=0; TakeProfit=0; HideSL=false; HideTP=false; TrailingStop=0; TrailingStep=0; BreakEven=0; MaxOrders=1; Slippage=2; Magic=2009; S6="---------------- Extras"; Hedge=false; HedgeSL=0; HedgeTP=0; ReverseSystem=false; | ||||
Bars in test | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
Mismatched charts errors | 9 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -7.50 | Gross profit | 82.50 | Gross loss | -90.00 |
Profit factor | 0.92 | Expected payoff | -0.94 | ||
Absolute drawdown | 28.82 | Maximal drawdown | 118.93 (1.18%) | Relative drawdown | 1.18% (118.93) |
Total trades | 8 | Short positions (won %) | 4 (75.00%) | Long positions (won %) | 4 (50.00%) |
Profit trades (% of total) | 5 (62.50%) | Loss trades (% of total) | 3 (37.50%) | ||
Largest | profit trade | 52.17 | loss trade | -62.95 | |
Average | profit trade | 16.50 | loss trade | -30.00 | |
Maximum | consecutive wins (profit in money) | 3 (10.50) | consecutive losses (loss in money) | 2 (-27.05) | |
Maximal | consecutive profit (count of wins) | 71.99 (2) | consecutive loss (count of losses) | -62.95 (1) | |
Average | consecutive wins | 3 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.07 17:00 | buy | 1 | 0.01 | 1.59631 | 0.00000 | 0.00000 | ||
2 | 2010.01.12 23:00 | close | 1 | 0.01 | 1.61614 | 0.00000 | 0.00000 | 19.83 | 10019.83 |
3 | 2010.01.12 23:02 | sell | 2 | 0.01 | 1.61636 | 0.00000 | 0.00000 | ||
4 | 2010.02.11 01:00 | close | 2 | 0.01 | 1.56349 | 0.00000 | 0.00000 | 52.17 | 10071.99 |
5 | 2010.02.11 01:02 | buy | 3 | 0.01 | 1.56346 | 0.00000 | 0.00000 | ||
6 | 2010.03.03 08:00 | close | 3 | 0.01 | 1.50053 | 0.00000 | 0.00000 | -62.95 | 10009.05 |
7 | 2010.03.03 08:02 | sell | 4 | 0.01 | 1.50103 | 0.00000 | 0.00000 | ||
8 | 2010.03.10 14:00 | close | 4 | 0.01 | 1.49619 | 0.00000 | 0.00000 | 4.69 | 10013.73 |
9 | 2010.03.10 14:02 | buy | 5 | 0.01 | 1.49522 | 0.00000 | 0.00000 | ||
10 | 2010.03.11 03:00 | close | 5 | 0.01 | 1.49688 | 0.00000 | 0.00000 | 1.66 | 10015.39 |
11 | 2010.03.11 03:02 | sell | 6 | 0.01 | 1.49686 | 0.00000 | 0.00000 | ||
12 | 2010.03.25 01:00 | close | 6 | 0.01 | 1.49239 | 0.00000 | 0.00000 | 4.16 | 10019.55 |
13 | 2010.03.25 01:03 | buy | 7 | 0.01 | 1.49312 | 0.00000 | 0.00000 | ||
14 | 2010.03.29 03:50 | close | 7 | 0.01 | 1.48918 | 0.00000 | 0.00000 | -3.94 | 10015.61 |
15 | 2010.04.02 04:00 | sell | 8 | 0.01 | 1.52709 | 0.00000 | 0.00000 | ||
16 | 2010.04.15 23:59 | close at stop | 8 | 0.01 | 1.54991 | 0.00000 | 0.00000 | -23.11 | 9992.50 |