Strategy Tester Report
Ichimoku_02
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 | CrossSignals1=1; CrossSignals2=1; CrossSignals3=1; KijunSignals=1; | ||||
| Bars in test | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
| Mismatched charts errors | 9 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -9829.00 | Gross profit | 5007.60 | Gross loss | -14836.60 |
| Profit factor | 0.34 | Expected payoff | -756.08 | ||
| Absolute drawdown | 9829.00 | Maximal drawdown | 9871.00 (98.30%) | Relative drawdown | 98.30% (9871.00) |
| Total trades | 13 | Short positions (won %) | 5 (40.00%) | Long positions (won %) | 8 (50.00%) |
| Profit trades (% of total) | 6 (46.15%) | Loss trades (% of total) | 7 (53.85%) | ||
| Largest | profit trade | 999.90 | loss trade | -4147.40 | |
| Average | profit trade | 834.60 | loss trade | -2119.51 | |
| Maximum | consecutive wins (profit in money) | 4 (3016.40) | consecutive losses (loss in money) | 3 (-10917.60) | |
| Maximal | consecutive profit (count of wins) | 3016.40 (4) | consecutive loss (count of losses) | -10917.60 (3) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.04 06:00 | sell | 1 | 1.00 | 1.60890 | 0.00000 | 1.59890 | ||
| 2 | 2010.01.04 11:00 | buy | 2 | 1.00 | 1.62316 | 0.00000 | 1.63316 | ||
| 3 | 2010.01.04 18:00 | buy | 3 | 1.00 | 1.61340 | 0.00000 | 1.62340 | ||
| 4 | 2010.01.04 23:00 | sell | 4 | 1.00 | 1.60815 | 0.00000 | 1.59815 | ||
| 5 | 2010.01.04 23:00 | close | 2 | 1.00 | 1.60815 | 0.00000 | 1.63316 | -1501.00 | 8499.00 |
| 6 | 2010.01.04 23:02 | close | 3 | 1.00 | 1.60827 | 0.00000 | 1.62340 | -513.00 | 7986.00 |
| 7 | 2010.01.06 01:45 | t/p | 1 | 1.00 | 1.59890 | 0.00000 | 1.59890 | 995.60 | 8981.60 |
| 8 | 2010.01.06 01:50 | t/p | 4 | 1.00 | 1.59815 | 0.00000 | 1.59815 | 995.60 | 9977.20 |
| 9 | 2010.01.07 02:00 | buy | 5 | 1.00 | 1.60599 | 0.00000 | 1.61599 | ||
| 10 | 2010.01.07 07:00 | sell | 6 | 1.00 | 1.59735 | 0.00000 | 1.58735 | ||
| 11 | 2010.01.07 09:00 | sell | 7 | 1.00 | 1.59514 | 0.00000 | 1.58514 | ||
| 12 | 2010.01.07 09:00 | close | 5 | 1.00 | 1.59514 | 0.00000 | 1.61599 | -1085.00 | 8892.20 |
| 13 | 2010.01.08 10:00 | buy | 8 | 1.00 | 1.60432 | 0.00000 | 1.61432 | ||
| 14 | 2010.01.08 16:00 | buy | 9 | 1.00 | 1.60580 | 0.00000 | 1.61580 | ||
| 15 | 2010.01.08 17:00 | close | 8 | 1.00 | 1.59612 | 0.00000 | 1.61432 | -820.00 | 8072.20 |
| 16 | 2010.01.11 11:15 | t/p | 9 | 1.00 | 1.61580 | 0.00000 | 1.61580 | 999.90 | 9072.10 |
| 17 | 2010.01.12 03:00 | sell | 10 | 1.00 | 1.60811 | 0.00000 | 1.59811 | ||
| 18 | 2010.01.12 14:00 | buy | 11 | 1.00 | 1.61848 | 0.00000 | 1.62848 | ||
| 19 | 2010.01.12 17:00 | buy | 12 | 1.00 | 1.62181 | 0.00000 | 1.63181 | ||
| 20 | 2010.01.13 13:15 | t/p | 11 | 1.00 | 1.62848 | 0.00000 | 1.62848 | 999.90 | 10072.00 |
| 21 | 2010.01.14 14:50 | t/p | 12 | 1.00 | 1.63181 | 0.00000 | 1.63181 | 999.60 | 11071.60 |
| 22 | 2010.01.14 16:00 | buy | 13 | 1.00 | 1.63184 | 0.00000 | 1.64184 | ||
| 23 | 2010.01.14 19:00 | close | 13 | 1.00 | 1.63201 | 0.00000 | 1.64184 | 17.00 | 11088.60 |
| 24 | 2010.01.14 19:20 | close at stop | 10 | 1.00 | 1.63646 | 0.00000 | 1.59811 | -2843.80 | 8244.80 |
| 25 | 2010.01.14 19:20 | close at stop | 7 | 1.00 | 1.63646 | 0.00000 | 1.58514 | -4147.40 | 4097.40 |
| 26 | 2010.01.14 19:20 | close at stop | 6 | 1.00 | 1.63646 | 0.00000 | 1.58735 | -3926.40 | 171.00 |