Strategy Tester Report
gbpusd_m1
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; prsi=86; fastmacd=11; slowmacd=53; signalmacd=26; stochD=23; stochK=40; stochS=82; magic=888; slippage=0; | ||||
| Bars in test | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
| Mismatched charts errors | 9 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -2957.40 | Gross profit | 6801.70 | Gross loss | -9759.10 |
| Profit factor | 0.70 | Expected payoff | -227.49 | ||
| Absolute drawdown | 6352.40 | Maximal drawdown | 7943.60 (68.53%) | Relative drawdown | 68.53% (7943.60) |
| Total trades | 13 | Short positions (won %) | 7 (57.14%) | Long positions (won %) | 6 (100.00%) |
| Profit trades (% of total) | 10 (76.92%) | Loss trades (% of total) | 3 (23.08%) | ||
| Largest | profit trade | 3735.20 | loss trade | -3872.20 | |
| Average | profit trade | 680.17 | loss trade | -3253.03 | |
| Maximum | consecutive wins (profit in money) | 5 (3008.10) | consecutive losses (loss in money) | 1 (-3872.20) | |
| Maximal | consecutive profit (count of wins) | 3735.20 (3) | consecutive loss (count of losses) | -3872.20 (1) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.13 07:00 | sell | 1 | 1.00 | 1.61780 | 0.00000 | 0.00000 | ||
| 2 | 2010.01.26 23:00 | buy | 2 | 2.00 | 1.61693 | 0.00000 | 0.00000 | ||
| 3 | 2010.01.26 23:00 | close by | 2 | 1.00 | 1.61780 | 0.00000 | 0.00000 | 58.40 | 10058.40 |
| 4 | 2010.01.26 23:00 | buy | 3 | 1.00 | 1.61693 | 0.00000 | 0.00000 | ||
| 5 | 2010.01.26 23:00 | close by | 1 | 0.00 | 1.61780 | 0.00000 | 0.00000 | 0.00 | 10058.40 |
| 6 | 2010.02.17 01:00 | sell | 4 | 2.00 | 1.57823 | 0.00000 | 0.00000 | ||
| 7 | 2010.02.17 01:00 | close by | 4 | 1.00 | 1.61693 | 0.00000 | 0.00000 | -3872.20 | 6186.20 |
| 8 | 2010.02.17 01:00 | sell | 5 | 1.00 | 1.57823 | 0.00000 | 0.00000 | ||
| 9 | 2010.02.17 01:00 | close by | 3 | 0.00 | 1.61693 | 0.00000 | 0.00000 | 0.00 | 6186.20 |
| 10 | 2010.02.19 12:00 | buy | 6 | 2.00 | 1.54079 | 0.00000 | 0.00000 | ||
| 11 | 2010.02.19 12:00 | close by | 6 | 1.00 | 1.57823 | 0.00000 | 0.00000 | 3735.20 | 9921.40 |
| 12 | 2010.02.19 12:00 | buy | 7 | 1.00 | 1.54079 | 0.00000 | 0.00000 | ||
| 13 | 2010.02.19 12:00 | close by | 5 | 0.00 | 1.57823 | 0.00000 | 0.00000 | 0.00 | 9921.40 |
| 14 | 2010.03.08 02:00 | sell | 8 | 2.00 | 1.51422 | 0.00000 | 0.00000 | ||
| 15 | 2010.03.08 02:00 | close by | 8 | 1.00 | 1.54079 | 0.00000 | 0.00000 | -2658.50 | 7262.90 |
| 16 | 2010.03.08 02:00 | sell | 9 | 1.00 | 1.51422 | 0.00000 | 0.00000 | ||
| 17 | 2010.03.08 02:00 | close by | 7 | 0.00 | 1.54079 | 0.00000 | 0.00000 | 0.00 | 7262.90 |
| 18 | 2010.03.24 10:00 | buy | 10 | 2.00 | 1.50089 | 0.00000 | 0.00000 | ||
| 19 | 2010.03.24 10:00 | close by | 10 | 1.00 | 1.51422 | 0.00000 | 0.00000 | 1297.80 | 8560.70 |
| 20 | 2010.03.24 10:00 | buy | 11 | 1.00 | 1.50089 | 0.00000 | 0.00000 | ||
| 21 | 2010.03.24 10:00 | close by | 9 | 0.00 | 1.51422 | 0.00000 | 0.00000 | 0.00 | 8560.70 |
| 22 | 2010.03.31 21:00 | sell | 12 | 2.00 | 1.51800 | 0.00000 | 0.00000 | ||
| 23 | 2010.03.31 21:00 | close by | 12 | 1.00 | 1.50089 | 0.00000 | 0.00000 | 1710.30 | 10271.00 |
| 24 | 2010.03.31 21:00 | sell | 13 | 1.00 | 1.51800 | 0.00000 | 0.00000 | ||
| 25 | 2010.03.31 21:00 | close by | 11 | 0.00 | 1.50089 | 0.00000 | 0.00000 | 0.00 | 10271.00 |
| 26 | 2010.04.15 23:59 | close at stop | 13 | 1.00 | 1.54991 | 0.00000 | 0.00000 | -3228.40 | 7042.60 |