Strategy Tester Report
[ea]DailyHiLoFIB_Ron_MT4_v01a
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 | ATRPeriod=0; ATRMultiplier=1; MartingaleStyle=0; Lots=5; StartingBalance=0; ProfitMade=0; BasketProfit=0; LossLimit=69; BasketLoss=0; BreakEven=0; TrailStop=34; LotResolution=1; KillLogging=false; | ||||
| Bars in test | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
| Mismatched charts errors | 9 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -9900.00 | Gross profit | 4895.00 | Gross loss | -14795.00 |
| Profit factor | 0.33 | Expected payoff | -1980.00 | ||
| Absolute drawdown | 9900.00 | Maximal drawdown | 12915.00 (99.23%) | Relative drawdown | 99.23% (12915.00) |
| Total trades | 5 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 5 (20.00%) |
| Profit trades (% of total) | 1 (20.00%) | Loss trades (% of total) | 4 (80.00%) | ||
| Largest | profit trade | 4895.00 | loss trade | -4180.00 | |
| Average | profit trade | 4895.00 | loss trade | -3698.75 | |
| Maximum | consecutive wins (profit in money) | 1 (4895.00) | consecutive losses (loss in money) | 3 (-11215.00) | |
| Maximal | consecutive profit (count of wins) | 4895.00 (1) | consecutive loss (count of losses) | -11215.00 (3) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.04 00:00 | buy | 1 | 5.00 | 1.61502 | 0.00000 | 0.00000 | ||
| 2 | 2010.01.04 00:00 | modify | 1 | 5.00 | 1.61502 | 1.59812 | 0.00000 | ||
| 3 | 2010.01.04 04:45 | close | 1 | 5.00 | 1.60786 | 1.59812 | 0.00000 | -3580.00 | 6420.00 |
| 4 | 2010.01.04 04:47 | buy | 2 | 5.00 | 1.61088 | 0.00000 | 0.00000 | ||
| 5 | 2010.01.04 04:47 | modify | 2 | 5.00 | 1.61088 | 1.59398 | 0.00000 | ||
| 6 | 2010.01.04 09:20 | modify | 2 | 5.00 | 1.61088 | 1.61139 | 0.00000 | ||
| 7 | 2010.01.04 09:45 | modify | 2 | 5.00 | 1.61088 | 1.61150 | 0.00000 | ||
| 8 | 2010.01.04 09:50 | modify | 2 | 5.00 | 1.61088 | 1.61238 | 0.00000 | ||
| 9 | 2010.01.04 10:10 | modify | 2 | 5.00 | 1.61088 | 1.61328 | 0.00000 | ||
| 10 | 2010.01.04 10:15 | modify | 2 | 5.00 | 1.61088 | 1.61418 | 0.00000 | ||
| 11 | 2010.01.04 10:20 | modify | 2 | 5.00 | 1.61088 | 1.61509 | 0.00000 | ||
| 12 | 2010.01.04 10:40 | modify | 2 | 5.00 | 1.61088 | 1.61529 | 0.00000 | ||
| 13 | 2010.01.04 10:45 | modify | 2 | 5.00 | 1.61088 | 1.61656 | 0.00000 | ||
| 14 | 2010.01.04 10:50 | modify | 2 | 5.00 | 1.61088 | 1.61784 | 0.00000 | ||
| 15 | 2010.01.04 11:10 | modify | 2 | 5.00 | 1.61088 | 1.61813 | 0.00000 | ||
| 16 | 2010.01.04 11:15 | modify | 2 | 5.00 | 1.61088 | 1.61940 | 0.00000 | ||
| 17 | 2010.01.04 11:20 | modify | 2 | 5.00 | 1.61088 | 1.62067 | 0.00000 | ||
| 18 | 2010.01.04 11:35 | s/l | 2 | 5.00 | 1.62067 | 1.62067 | 0.00000 | 4895.00 | 11315.00 |
| 19 | 2010.01.04 11:35 | buy | 3 | 5.00 | 1.62330 | 0.00000 | 0.00000 | ||
| 20 | 2010.01.04 11:35 | modify | 3 | 5.00 | 1.62330 | 1.60640 | 0.00000 | ||
| 21 | 2010.01.04 13:20 | close | 3 | 5.00 | 1.61494 | 1.60640 | 0.00000 | -4180.00 | 7135.00 |
| 22 | 2010.01.04 13:22 | buy | 4 | 5.00 | 1.61910 | 0.00000 | 0.00000 | ||
| 23 | 2010.01.04 13:22 | modify | 4 | 5.00 | 1.61910 | 1.60220 | 0.00000 | ||
| 24 | 2010.01.04 16:50 | close | 4 | 5.00 | 1.61143 | 1.60220 | 0.00000 | -3835.00 | 3300.00 |
| 25 | 2010.01.04 16:52 | buy | 5 | 5.00 | 1.61480 | 0.00000 | 0.00000 | ||
| 26 | 2010.01.04 16:52 | modify | 5 | 5.00 | 1.61480 | 1.59790 | 0.00000 | ||
| 27 | 2010.01.04 17:20 | close at stop | 5 | 5.00 | 1.60840 | 1.59790 | 0.00000 | -3200.00 | 100.00 |