Strategy Tester Report
HI_Line_E_RSI_2
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=0.1; p=23; TakeProfit=980; | ||||
Bars in test | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
Mismatched charts errors | 9 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -1111.97 | Gross profit | 1183.16 | Gross loss | -2295.13 |
Profit factor | 0.52 | Expected payoff | -58.52 | ||
Absolute drawdown | 2669.04 | Maximal drawdown | 2856.70 (28.04%) | Relative drawdown | 28.04% (2856.70) |
Total trades | 19 | Short positions (won %) | 6 (33.33%) | Long positions (won %) | 13 (84.62%) |
Profit trades (% of total) | 13 (68.42%) | Loss trades (% of total) | 6 (31.58%) | ||
Largest | profit trade | 98.00 | loss trade | -649.94 | |
Average | profit trade | 91.01 | loss trade | -382.52 | |
Maximum | consecutive wins (profit in money) | 9 (792.73) | consecutive losses (loss in money) | 4 (-1163.00) | |
Maximal | consecutive profit (count of wins) | 792.73 (9) | consecutive loss (count of losses) | -1163.00 (4) | |
Average | consecutive wins | 7 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.02.01 06:00 | buy | 1 | 0.10 | 1.59798 | 0.00000 | 1.60778 | ||
2 | 2010.02.01 14:00 | buy | 2 | 0.10 | 1.59266 | 0.00000 | 1.60246 | ||
3 | 2010.02.03 07:20 | t/p | 2 | 0.10 | 1.60246 | 0.00000 | 1.60246 | 97.98 | 10097.98 |
4 | 2010.02.04 19:00 | buy | 3 | 0.10 | 1.58121 | 0.00000 | 1.59101 | ||
5 | 2010.02.05 10:00 | buy | 4 | 0.10 | 1.57171 | 0.00000 | 1.58151 | ||
6 | 2010.02.05 21:00 | buy | 5 | 0.10 | 1.56308 | 0.00000 | 1.57288 | ||
7 | 2010.02.09 18:20 | t/p | 5 | 0.10 | 1.57288 | 0.00000 | 1.57288 | 97.98 | 10195.96 |
8 | 2010.02.17 09:07 | t/p | 4 | 0.10 | 1.58151 | 0.00000 | 1.58151 | 97.90 | 10293.86 |
9 | 2010.02.19 02:00 | buy | 6 | 0.10 | 1.54693 | 0.00000 | 1.55673 | ||
10 | 2010.02.19 04:00 | buy | 7 | 0.10 | 1.54639 | 0.00000 | 1.55619 | ||
11 | 2010.02.19 12:00 | buy | 8 | 0.10 | 1.54079 | 0.00000 | 1.55059 | ||
12 | 2010.02.22 15:37 | t/p | 8 | 0.10 | 1.55059 | 0.00000 | 1.55059 | 97.99 | 10391.85 |
13 | 2010.02.23 08:20 | t/p | 6 | 0.10 | 1.55673 | 0.00000 | 1.55673 | 97.98 | 10489.83 |
14 | 2010.02.23 08:20 | t/p | 7 | 0.10 | 1.55619 | 0.00000 | 1.55619 | 97.98 | 10587.81 |
15 | 2010.02.25 16:00 | buy | 9 | 0.10 | 1.53210 | 0.00000 | 1.54190 | ||
16 | 2010.02.25 19:00 | buy | 10 | 0.10 | 1.52658 | 0.00000 | 1.53638 | ||
17 | 2010.03.01 17:00 | buy | 11 | 0.10 | 1.49666 | 0.00000 | 1.50646 | ||
18 | 2010.03.03 03:15 | t/p | 11 | 0.10 | 1.50646 | 0.00000 | 1.50646 | 97.98 | 10685.79 |
19 | 2010.03.17 11:15 | t/p | 10 | 0.10 | 1.53638 | 0.00000 | 1.53638 | 97.82 | 10783.61 |
20 | 2010.03.17 13:00 | close | 9 | 0.10 | 1.53303 | 0.00000 | 1.54190 | 9.12 | 10792.73 |
21 | 2010.03.17 13:00 | close | 3 | 0.10 | 1.53303 | 0.00000 | 1.59101 | -482.19 | 10310.54 |
22 | 2010.03.17 13:00 | close | 1 | 0.10 | 1.53303 | 0.00000 | 1.60778 | -649.94 | 9660.60 |
23 | 2010.03.17 13:00 | sell | 12 | 0.10 | 1.53303 | 0.00000 | 1.52323 | ||
24 | 2010.03.19 07:15 | t/p | 12 | 0.10 | 1.52323 | 0.00000 | 1.52323 | 97.12 | 9757.72 |
25 | 2010.03.22 08:00 | buy | 13 | 0.10 | 1.49892 | 0.00000 | 1.50872 | ||
26 | 2010.03.22 17:20 | t/p | 13 | 0.10 | 1.50872 | 0.00000 | 1.50872 | 98.00 | 9855.72 |
27 | 2010.03.24 23:00 | buy | 14 | 0.10 | 1.49066 | 0.00000 | 1.50046 | ||
28 | 2010.03.25 10:50 | t/p | 14 | 0.10 | 1.50046 | 0.00000 | 1.50046 | 97.97 | 9953.69 |
29 | 2010.03.30 16:00 | sell | 15 | 0.10 | 1.50933 | 0.00000 | 1.49953 | ||
30 | 2010.03.30 18:00 | sell | 16 | 0.10 | 1.50897 | 0.00000 | 1.49917 | ||
31 | 2010.04.01 04:00 | sell | 17 | 0.10 | 1.52041 | 0.00000 | 1.51061 | ||
32 | 2010.04.01 19:00 | sell | 18 | 0.10 | 1.52721 | 0.00000 | 1.51741 | ||
33 | 2010.04.06 10:50 | t/p | 18 | 0.10 | 1.51741 | 0.00000 | 1.51741 | 97.34 | 10051.03 |
34 | 2010.04.12 08:00 | sell | 19 | 0.10 | 1.54584 | 0.00000 | 1.53604 | ||
35 | 2010.04.15 23:59 | close at stop | 19 | 0.10 | 1.54991 | 0.00000 | 1.53604 | -41.80 | 10009.23 |
36 | 2010.04.15 23:59 | close at stop | 17 | 0.10 | 1.54991 | 0.00000 | 1.51061 | -298.08 | 9711.15 |
37 | 2010.04.15 23:59 | close at stop | 16 | 0.10 | 1.54991 | 0.00000 | 1.49917 | -413.36 | 9297.79 |
38 | 2010.04.15 23:59 | close at stop | 15 | 0.10 | 1.54991 | 0.00000 | 1.49953 | -409.76 | 8888.03 |