Strategy Tester Report
i_Trend ea
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 | MagicNumber=0; SignalMail=false; EachTickMode=false; Lots=1; Slippage=3; UseStopLoss=false; StopLoss=30; UseTakeProfit=false; TakeProfit=30; UseTrailingStop=false; TrailingStop=30; | ||||
| Bars in test | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
| Mismatched charts errors | 9 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -9604.40 | Gross profit | 741.40 | Gross loss | -10345.80 |
| Profit factor | 0.07 | Expected payoff | -369.40 | ||
| Absolute drawdown | 9641.40 | Maximal drawdown | 10162.40 (96.59%) | Relative drawdown | 96.59% (10162.40) |
| Total trades | 26 | Short positions (won %) | 26 (11.54%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 3 (11.54%) | Loss trades (% of total) | 23 (88.46%) | ||
| Largest | profit trade | 433.80 | loss trade | -961.00 | |
| Average | profit trade | 247.13 | loss trade | -449.82 | |
| Maximum | consecutive wins (profit in money) | 1 (433.80) | consecutive losses (loss in money) | 14 (-5655.80) | |
| Maximal | consecutive profit (count of wins) | 433.80 (1) | consecutive loss (count of losses) | -5655.80 (14) | |
| Average | consecutive wins | 1 | consecutive losses | 6 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.04 01:00 | sell | 1 | 1.00 | 1.61369 | 0.00000 | 0.00000 | ||
| 2 | 2010.01.04 10:00 | close | 1 | 1.00 | 1.61807 | 0.00000 | 0.00000 | -438.00 | 9562.00 |
| 3 | 2010.01.04 17:00 | sell | 2 | 1.00 | 1.61191 | 0.00000 | 0.00000 | ||
| 4 | 2010.01.05 07:00 | close | 2 | 1.00 | 1.61602 | 0.00000 | 0.00000 | -413.20 | 9148.80 |
| 5 | 2010.01.05 10:00 | sell | 3 | 1.00 | 1.60436 | 0.00000 | 0.00000 | ||
| 6 | 2010.01.06 09:00 | close | 3 | 1.00 | 1.60442 | 0.00000 | 0.00000 | -8.20 | 9140.60 |
| 7 | 2010.01.06 13:00 | sell | 4 | 1.00 | 1.59816 | 0.00000 | 0.00000 | ||
| 8 | 2010.01.06 18:00 | close | 4 | 1.00 | 1.60412 | 0.00000 | 0.00000 | -596.00 | 8544.60 |
| 9 | 2010.01.06 20:00 | sell | 5 | 1.00 | 1.59901 | 0.00000 | 0.00000 | ||
| 10 | 2010.01.06 21:00 | close | 5 | 1.00 | 1.60237 | 0.00000 | 0.00000 | -336.00 | 8208.60 |
| 11 | 2010.01.07 05:00 | sell | 6 | 1.00 | 1.60117 | 0.00000 | 0.00000 | ||
| 12 | 2010.01.07 06:00 | close | 6 | 1.00 | 1.60297 | 0.00000 | 0.00000 | -180.00 | 8028.60 |
| 13 | 2010.01.07 07:00 | sell | 7 | 1.00 | 1.59735 | 0.00000 | 0.00000 | ||
| 14 | 2010.01.08 02:00 | close | 7 | 1.00 | 1.59735 | 0.00000 | 0.00000 | -2.20 | 8026.40 |
| 15 | 2010.01.08 04:00 | sell | 8 | 1.00 | 1.59200 | 0.00000 | 0.00000 | ||
| 16 | 2010.01.08 05:00 | close | 8 | 1.00 | 1.59665 | 0.00000 | 0.00000 | -465.00 | 7561.40 |
| 17 | 2010.01.08 17:00 | sell | 9 | 1.00 | 1.59612 | 0.00000 | 0.00000 | ||
| 18 | 2010.01.08 19:00 | close | 9 | 1.00 | 1.60324 | 0.00000 | 0.00000 | -712.00 | 6849.40 |
| 19 | 2010.01.11 20:00 | sell | 10 | 1.00 | 1.61146 | 0.00000 | 0.00000 | ||
| 20 | 2010.01.12 08:00 | close | 10 | 1.00 | 1.61443 | 0.00000 | 0.00000 | -299.20 | 6550.20 |
| 21 | 2010.01.12 09:00 | sell | 11 | 1.00 | 1.60954 | 0.00000 | 0.00000 | ||
| 22 | 2010.01.12 11:00 | close | 11 | 1.00 | 1.61631 | 0.00000 | 0.00000 | -677.00 | 5873.20 |
| 23 | 2010.01.13 02:00 | sell | 12 | 1.00 | 1.61501 | 0.00000 | 0.00000 | ||
| 24 | 2010.01.13 05:00 | close | 12 | 1.00 | 1.61940 | 0.00000 | 0.00000 | -439.00 | 5434.20 |
| 25 | 2010.01.14 12:00 | sell | 13 | 1.00 | 1.62792 | 0.00000 | 0.00000 | ||
| 26 | 2010.01.14 15:00 | close | 13 | 1.00 | 1.63390 | 0.00000 | 0.00000 | -598.00 | 4836.20 |
| 27 | 2010.01.15 03:00 | sell | 14 | 1.00 | 1.63020 | 0.00000 | 0.00000 | ||
| 28 | 2010.01.15 05:00 | close | 14 | 1.00 | 1.63512 | 0.00000 | 0.00000 | -492.00 | 4344.20 |
| 29 | 2010.01.15 10:00 | sell | 15 | 1.00 | 1.63289 | 0.00000 | 0.00000 | ||
| 30 | 2010.01.18 01:00 | close | 15 | 1.00 | 1.63159 | 0.00000 | 0.00000 | 127.80 | 4472.00 |
| 31 | 2010.01.18 02:00 | sell | 16 | 1.00 | 1.62597 | 0.00000 | 0.00000 | ||
| 32 | 2010.01.18 04:00 | close | 16 | 1.00 | 1.63109 | 0.00000 | 0.00000 | -512.00 | 3960.00 |
| 33 | 2010.01.19 13:00 | sell | 17 | 1.00 | 1.63380 | 0.00000 | 0.00000 | ||
| 34 | 2010.01.19 20:00 | close | 17 | 1.00 | 1.64086 | 0.00000 | 0.00000 | -706.00 | 3254.00 |
| 35 | 2010.01.19 21:00 | sell | 18 | 1.00 | 1.63613 | 0.00000 | 0.00000 | ||
| 36 | 2010.01.20 23:00 | close | 18 | 1.00 | 1.63177 | 0.00000 | 0.00000 | 433.80 | 3687.80 |
| 37 | 2010.01.21 03:00 | sell | 19 | 1.00 | 1.62725 | 0.00000 | 0.00000 | ||
| 38 | 2010.01.21 08:00 | close | 19 | 1.00 | 1.63164 | 0.00000 | 0.00000 | -439.00 | 3248.80 |
| 39 | 2010.01.21 09:00 | sell | 20 | 1.00 | 1.62300 | 0.00000 | 0.00000 | ||
| 40 | 2010.01.21 20:00 | close | 20 | 1.00 | 1.62497 | 0.00000 | 0.00000 | -197.00 | 3051.80 |
| 41 | 2010.01.21 22:00 | sell | 21 | 1.00 | 1.61964 | 0.00000 | 0.00000 | ||
| 42 | 2010.01.22 04:00 | close | 21 | 1.00 | 1.62359 | 0.00000 | 0.00000 | -397.20 | 2654.60 |
| 43 | 2010.01.22 13:00 | sell | 22 | 1.00 | 1.61762 | 0.00000 | 0.00000 | ||
| 44 | 2010.01.25 08:00 | close | 22 | 1.00 | 1.61580 | 0.00000 | 0.00000 | 179.80 | 2834.40 |
| 45 | 2010.01.26 06:00 | sell | 23 | 1.00 | 1.62078 | 0.00000 | 0.00000 | ||
| 46 | 2010.01.26 08:00 | close | 23 | 1.00 | 1.62608 | 0.00000 | 0.00000 | -530.00 | 2304.40 |
| 47 | 2010.01.26 11:00 | sell | 24 | 1.00 | 1.61371 | 0.00000 | 0.00000 | ||
| 48 | 2010.01.27 09:00 | close | 24 | 1.00 | 1.61685 | 0.00000 | 0.00000 | -316.20 | 1988.20 |
| 49 | 2010.01.27 10:00 | sell | 25 | 1.00 | 1.61178 | 0.00000 | 0.00000 | ||
| 50 | 2010.01.27 11:00 | close | 25 | 1.00 | 1.62139 | 0.00000 | 0.00000 | -961.00 | 1027.20 |
| 51 | 2010.01.27 20:00 | sell | 26 | 1.00 | 1.61717 | 0.00000 | 0.00000 | ||
| 52 | 2010.01.28 04:00 | close | 26 | 1.00 | 1.62342 | 0.00000 | 0.00000 | -631.60 | 395.60 |