Strategy Tester Report
FrBestExp02_6_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; map=25; mash=1; 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 | -9622.20 | Gross profit | 15849.00 | Gross loss | -25471.20 |
Profit factor | 0.62 | Expected payoff | -566.01 | ||
Absolute drawdown | 9622.20 | Maximal drawdown | 19664.00 (98.11%) | Relative drawdown | 98.11% (19664.00) |
Total trades | 17 | Short positions (won %) | 8 (62.50%) | Long positions (won %) | 9 (22.22%) |
Profit trades (% of total) | 7 (41.18%) | Loss trades (% of total) | 10 (58.82%) | ||
Largest | profit trade | 3340.00 | loss trade | -10000.00 | |
Average | profit trade | 2264.14 | loss trade | -2547.12 | |
Maximum | consecutive wins (profit in money) | 1 (3340.00) | consecutive losses (loss in money) | 4 (-20402.00) | |
Maximal | consecutive profit (count of wins) | 3340.00 (1) | consecutive loss (count of losses) | -20402.00 (4) | |
Average | consecutive wins | 1 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.11 23:20 | sell | 1 | 1.00 | 1.60999 | 1.61999 | 1.59999 | ||
2 | 2010.01.11 23:22 | buy | 2 | 10.00 | 1.61315 | 1.60315 | 1.62315 | ||
3 | 2010.01.12 11:15 | close | 2 | 10.00 | 1.61529 | 1.60315 | 1.62315 | 2139.00 | 12139.00 |
4 | 2010.01.12 11:15 | close | 1 | 1.00 | 1.61810 | 1.61999 | 1.59999 | -813.20 | 11325.80 |
5 | 2010.01.14 02:15 | sell | 3 | 1.00 | 1.62899 | 1.63899 | 1.61899 | ||
6 | 2010.01.14 02:27 | buy | 4 | 10.00 | 1.63223 | 1.62223 | 1.64223 | ||
7 | 2010.01.14 18:20 | close | 4 | 10.00 | 1.63382 | 1.62223 | 1.64223 | 1590.00 | 12915.80 |
8 | 2010.01.14 18:20 | close | 3 | 1.00 | 1.63663 | 1.63899 | 1.61899 | -764.00 | 12151.80 |
9 | 2010.02.01 11:00 | buy | 5 | 1.00 | 1.59469 | 1.58469 | 1.60469 | ||
10 | 2010.02.01 11:05 | sell | 6 | 10.00 | 1.59163 | 1.60163 | 1.58163 | ||
11 | 2010.02.01 11:20 | close | 6 | 10.00 | 1.58864 | 1.60163 | 1.58163 | 2990.00 | 15141.80 |
12 | 2010.02.01 11:20 | close | 5 | 1.00 | 1.58583 | 1.58469 | 1.60469 | -886.00 | 14255.80 |
13 | 2010.02.04 06:02 | buy | 7 | 1.00 | 1.59242 | 1.58242 | 1.60242 | ||
14 | 2010.02.04 07:15 | sell | 8 | 10.00 | 1.58897 | 1.59897 | 1.57897 | ||
15 | 2010.02.04 10:45 | close | 8 | 10.00 | 1.58746 | 1.59897 | 1.57897 | 1510.00 | 15765.80 |
16 | 2010.02.04 10:45 | close | 7 | 1.00 | 1.58465 | 1.58242 | 1.60242 | -777.00 | 14988.80 |
17 | 2010.02.05 07:00 | buy | 9 | 1.00 | 1.57544 | 1.56544 | 1.58544 | ||
18 | 2010.02.05 07:10 | sell | 10 | 10.00 | 1.57223 | 1.58223 | 1.56223 | ||
19 | 2010.02.05 08:50 | close | 10 | 10.00 | 1.56946 | 1.58223 | 1.56223 | 2770.00 | 17758.80 |
20 | 2010.02.05 08:50 | close | 9 | 1.00 | 1.56665 | 1.56544 | 1.58544 | -879.00 | 16879.80 |
21 | 2010.02.05 15:00 | buy | 11 | 1.00 | 1.57481 | 1.56481 | 1.58481 | ||
22 | 2010.02.05 15:02 | sell | 12 | 10.00 | 1.57146 | 1.58146 | 1.56146 | ||
23 | 2010.02.05 15:20 | close | 12 | 10.00 | 1.56812 | 1.58146 | 1.56146 | 3340.00 | 20219.80 |
24 | 2010.02.05 15:20 | close | 11 | 1.00 | 1.56531 | 1.56481 | 1.58481 | -950.00 | 19269.80 |
25 | 2010.02.08 02:00 | buy | 13 | 1.00 | 1.56460 | 1.55460 | 1.57460 | ||
26 | 2010.02.08 02:15 | sell | 14 | 10.00 | 1.56154 | 1.57154 | 1.55154 | ||
27 | 2010.02.08 07:10 | close | 14 | 10.00 | 1.56003 | 1.57154 | 1.55154 | 1510.00 | 20779.80 |
28 | 2010.02.08 07:10 | close | 13 | 1.00 | 1.55722 | 1.55460 | 1.57460 | -738.00 | 20041.80 |
29 | 2010.02.08 12:00 | buy | 15 | 1.00 | 1.56056 | 1.55056 | 1.57056 | ||
30 | 2010.02.08 12:02 | sell | 16 | 10.00 | 1.55686 | 1.56686 | 1.54686 | ||
31 | 2010.02.08 16:50 | s/l | 16 | 10.00 | 1.56686 | 1.56686 | 1.54686 | -10000.00 | 10041.80 |
32 | 2010.02.08 16:50 | buy | 17 | 10.00 | 1.56699 | 1.55699 | 1.57699 | ||
33 | 2010.02.08 22:50 | close at stop | 17 | 10.00 | 1.55762 | 1.55699 | 1.57699 | -9370.00 | 671.80 |
34 | 2010.02.08 22:50 | close at stop | 15 | 1.00 | 1.55762 | 1.55056 | 1.57056 | -294.00 | 377.80 |