Strategy Tester Report
FrBestExp02_1_maloma_mod
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 | Lots=1; Stop_Loss=1000; Take_Profit=1000; Trailing_Stop=0; Vlim=50; fper=12; sper=26; sigper=9; stop=300; hedg=1; kh=10; lok=0; rpr=1; ttime=900; hstop=-3000; | ||||
| Bars in test | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
| Mismatched charts errors | 9 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -9703.60 | Gross profit | 3840.00 | Gross loss | -13543.60 |
| Profit factor | 0.28 | Expected payoff | -1212.95 | ||
| Absolute drawdown | 9703.60 | Maximal drawdown | 11006.60 (97.38%) | Relative drawdown | 97.38% (11006.60) |
| Total trades | 8 | Short positions (won %) | 5 (20.00%) | Long positions (won %) | 3 (66.67%) |
| Profit trades (% of total) | 3 (37.50%) | Loss trades (% of total) | 5 (62.50%) | ||
| Largest | profit trade | 1480.00 | loss trade | -10000.00 | |
| Average | profit trade | 1280.00 | loss trade | -2708.72 | |
| Maximum | consecutive wins (profit in money) | 1 (1480.00) | consecutive losses (loss in money) | 2 (-10757.00) | |
| Maximal | consecutive profit (count of wins) | 1480.00 (1) | consecutive loss (count of losses) | -10757.00 (2) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.05 02:20 | sell | 1 | 1.00 | 1.60652 | 1.61652 | 1.59652 | ||
| 2 | 2010.01.05 02:22 | buy | 2 | 10.00 | 1.61003 | 1.60003 | 1.62003 | ||
| 3 | 2010.01.05 05:37 | close | 2 | 10.00 | 1.61151 | 1.60003 | 1.62003 | 1480.00 | 11480.00 |
| 4 | 2010.01.05 05:37 | close | 1 | 1.00 | 1.61432 | 1.61652 | 1.59652 | -780.00 | 10700.00 |
| 5 | 2010.01.07 01:05 | buy | 3 | 1.00 | 1.60527 | 1.59527 | 1.61527 | ||
| 6 | 2010.01.07 01:07 | sell | 4 | 10.00 | 1.60187 | 1.61187 | 1.59187 | ||
| 7 | 2010.01.07 06:45 | close | 4 | 10.00 | 1.60051 | 1.61187 | 1.59187 | 1360.00 | 12060.00 |
| 8 | 2010.01.07 06:45 | close | 3 | 1.00 | 1.59770 | 1.59527 | 1.61527 | -757.00 | 11303.00 |
| 9 | 2010.01.08 04:33 | buy | 5 | 1.00 | 1.59674 | 1.58674 | 1.60674 | ||
| 10 | 2010.01.08 05:02 | sell | 6 | 10.00 | 1.59321 | 1.60321 | 1.58321 | ||
| 11 | 2010.01.08 09:45 | s/l | 6 | 10.00 | 1.60321 | 1.60321 | 1.58321 | -10000.00 | 1303.00 |
| 12 | 2010.01.08 14:45 | t/p | 5 | 1.00 | 1.60674 | 1.58674 | 1.60674 | 1000.00 | 2303.00 |
| 13 | 2010.01.11 23:20 | sell | 7 | 1.00 | 1.60999 | 1.61999 | 1.59999 | ||
| 14 | 2010.01.12 16:40 | s/l | 7 | 1.00 | 1.61999 | 1.61999 | 1.59999 | -1002.20 | 1300.80 |
| 15 | 2010.01.14 02:15 | sell | 8 | 1.00 | 1.62899 | 1.63899 | 1.61899 | ||
| 16 | 2010.01.18 11:15 | s/l | 8 | 1.00 | 1.63899 | 1.63899 | 1.61899 | -1004.40 | 296.40 |