Strategy Tester Report
BARS-Alligator
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 | Magic=5675; Orders=3; StopLoss=50; TakeProfit=50; ___=""Ïàðàìåòðû"; JawsPeriod=13; JawsShift=8; TeethPeriod=8; TeethShift=5; LipsPeriod=5; LipsShift=3; ____=""Ïàðàìåòðû"; UseTrailing=false; lMinProfit=40; lTrailingStop=50; lTrailingStep=5; sMinProfit=40; sTrailingStop=50; sTrailingStep=5; ______=""Ïàðàìåòðû"; Lots=0.1; MoneyManagement=true; MarginPercent=3; | ||||
Bars in test | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
Mismatched charts errors | 9 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -1462.69 | Gross profit | 2661.14 | Gross loss | -4123.83 |
Profit factor | 0.65 | Expected payoff | -112.51 | ||
Absolute drawdown | 7672.06 | Maximal drawdown | 7752.91 (76.91%) | Relative drawdown | 76.91% (7752.91) |
Total trades | 13 | Short positions (won %) | 6 (100.00%) | Long positions (won %) | 7 (57.14%) |
Profit trades (% of total) | 10 (76.92%) | Loss trades (% of total) | 3 (23.08%) | ||
Largest | profit trade | 864.24 | loss trade | -2403.69 | |
Average | profit trade | 266.11 | loss trade | -1374.61 | |
Maximum | consecutive wins (profit in money) | 10 (2661.14) | consecutive losses (loss in money) | 3 (-4123.83) | |
Maximal | consecutive profit (count of wins) | 2661.14 (10) | consecutive loss (count of losses) | -4123.83 (3) | |
Average | consecutive wins | 10 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 10:00 | sell | 1 | 0.30 | 1.61526 | 0.00000 | 0.00000 | ||
2 | 2010.01.04 13:00 | buy | 2 | 0.30 | 1.62478 | 0.00000 | 0.00000 | ||
3 | 2010.01.04 23:00 | sell | 3 | 0.30 | 1.60815 | 0.00000 | 0.00000 | ||
4 | 2010.01.05 11:00 | close | 3 | 0.30 | 1.60767 | 0.00000 | 0.00000 | 13.74 | 10013.74 |
5 | 2010.01.05 11:00 | close | 1 | 0.30 | 1.60767 | 0.00000 | 0.00000 | 227.04 | 10240.78 |
6 | 2010.01.07 02:00 | buy | 4 | 0.30 | 1.60599 | 0.00000 | 0.00000 | ||
7 | 2010.01.07 10:00 | sell | 5 | 0.30 | 1.59231 | 0.00000 | 0.00000 | ||
8 | 2010.01.12 01:00 | close | 4 | 0.30 | 1.61093 | 0.00000 | 0.00000 | 148.11 | 10388.89 |
9 | 2010.01.12 07:00 | sell | 6 | 0.30 | 1.60892 | 0.00000 | 0.00000 | ||
10 | 2010.01.14 17:00 | close | 2 | 0.30 | 1.63111 | 0.00000 | 0.00000 | 189.54 | 10578.43 |
11 | 2010.01.15 16:00 | sell | 7 | 0.30 | 1.62920 | 0.00000 | 0.00000 | ||
12 | 2010.01.21 04:00 | close | 7 | 0.30 | 1.62811 | 0.00000 | 0.00000 | 28.74 | 10607.17 |
13 | 2010.01.22 12:00 | buy | 8 | 0.30 | 1.62714 | 0.00000 | 0.00000 | ||
14 | 2010.02.02 01:00 | close | 6 | 0.30 | 1.59720 | 0.00000 | 0.00000 | 337.74 | 10944.91 |
15 | 2010.02.02 21:00 | buy | 9 | 0.30 | 1.60054 | 0.00000 | 0.00000 | ||
16 | 2010.02.08 20:00 | close | 5 | 0.30 | 1.56485 | 0.00000 | 0.00000 | 804.00 | 11748.91 |
17 | 2010.02.09 11:00 | buy | 10 | 0.20 | 1.56131 | 0.00000 | 0.00000 | ||
18 | 2010.02.09 14:00 | close | 10 | 0.20 | 1.56339 | 0.00000 | 0.00000 | 41.60 | 11790.51 |
19 | 2010.02.09 19:00 | buy | 11 | 0.30 | 1.57293 | 0.00000 | 0.00000 | ||
20 | 2010.02.16 18:00 | close | 11 | 0.30 | 1.57315 | 0.00000 | 0.00000 | 6.39 | 11796.90 |
21 | 2010.02.16 19:00 | sell | 12 | 0.30 | 1.57723 | 0.00000 | 0.00000 | ||
22 | 2010.02.22 00:00 | close | 12 | 0.30 | 1.54829 | 0.00000 | 0.00000 | 864.24 | 12661.14 |
23 | 2010.02.22 06:00 | buy | 13 | 0.30 | 1.55087 | 0.00000 | 0.00000 | ||
24 | 2010.04.15 23:59 | close at stop | 13 | 0.30 | 1.54710 | 0.00000 | 0.00000 | -114.72 | 12546.42 |
25 | 2010.04.15 23:59 | close at stop | 9 | 0.30 | 1.54710 | 0.00000 | 0.00000 | -1605.42 | 10941.00 |
26 | 2010.04.15 23:59 | close at stop | 8 | 0.30 | 1.54710 | 0.00000 | 0.00000 | -2403.69 | 8537.31 |