Strategy Tester Report
PROphet
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 | daBUY=true; x1=9; x2=29; x3=94; x4=125; slb=68; daSELL=true; y1=61; y2=100; y3=117; y4=31; sls=72; | ||||
| Bars in test | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
| Mismatched charts errors | 9 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -458.50 | Gross profit | 0.00 | Gross loss | -458.50 |
| Profit factor | 0.00 | Expected payoff | -35.27 | ||
| Absolute drawdown | 458.50 | Maximal drawdown | 458.50 (4.58%) | Relative drawdown | 4.58% (458.50) |
| Total trades | 13 | Short positions (won %) | 12 (0.00%) | Long positions (won %) | 1 (0.00%) |
| Profit trades (% of total) | 0 (0.00%) | Loss trades (% of total) | 13 (100.00%) | ||
| Largest | profit trade | 0.00 | loss trade | -35.30 | |
| Average | profit trade | 0.00 | loss trade | -35.27 | |
| Maximum | consecutive wins (profit in money) | 0 (0.00) | consecutive losses (loss in money) | 13 (-458.50) | |
| Maximal | consecutive profit (count of wins) | 0.00 (0) | consecutive loss (count of losses) | -458.50 (13) | |
| Average | consecutive wins | 0 | consecutive losses | 13 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.19 14:00 | sell | 1 | 0.10 | 1.63330 | 1.63683 | 0.00000 | ||
| 2 | 2010.01.19 14:15 | s/l | 1 | 0.10 | 1.63683 | 1.63683 | 0.00000 | -35.30 | 9964.70 |
| 3 | 2010.01.21 11:00 | sell | 2 | 0.10 | 1.61493 | 1.61846 | 0.00000 | ||
| 4 | 2010.01.21 11:15 | s/l | 2 | 0.10 | 1.61846 | 1.61846 | 0.00000 | -35.30 | 9929.40 |
| 5 | 2010.01.28 17:00 | sell | 3 | 0.10 | 1.61352 | 1.61705 | 0.00000 | ||
| 6 | 2010.01.28 17:15 | s/l | 3 | 0.10 | 1.61705 | 1.61705 | 0.00000 | -35.30 | 9894.10 |
| 7 | 2010.01.29 15:00 | sell | 4 | 0.10 | 1.60560 | 1.60913 | 0.00000 | ||
| 8 | 2010.01.29 16:40 | s/l | 4 | 0.10 | 1.60913 | 1.60913 | 0.00000 | -35.30 | 9858.80 |
| 9 | 2010.02.04 17:00 | sell | 5 | 0.10 | 1.57815 | 1.58168 | 0.00000 | ||
| 10 | 2010.02.04 18:20 | s/l | 5 | 0.10 | 1.58168 | 1.58168 | 0.00000 | -35.30 | 9823.50 |
| 11 | 2010.02.10 14:00 | sell | 6 | 0.10 | 1.56204 | 1.56557 | 0.00000 | ||
| 12 | 2010.02.10 14:15 | s/l | 6 | 0.10 | 1.56557 | 1.56557 | 0.00000 | -35.30 | 9788.20 |
| 13 | 2010.02.15 16:00 | sell | 7 | 0.10 | 1.56629 | 1.56982 | 0.00000 | ||
| 14 | 2010.02.15 16:07 | s/l | 7 | 0.10 | 1.56982 | 1.56982 | 0.00000 | -35.30 | 9752.90 |
| 15 | 2010.02.23 12:00 | sell | 8 | 0.10 | 1.54125 | 1.54478 | 0.00000 | ||
| 16 | 2010.02.23 12:02 | s/l | 8 | 0.10 | 1.54478 | 1.54478 | 0.00000 | -35.30 | 9717.60 |
| 17 | 2010.03.01 13:00 | sell | 9 | 0.10 | 1.48749 | 1.49102 | 0.00000 | ||
| 18 | 2010.03.01 13:15 | s/l | 9 | 0.10 | 1.49102 | 1.49102 | 0.00000 | -35.30 | 9682.30 |
| 19 | 2010.03.08 18:00 | sell | 10 | 0.10 | 1.50584 | 1.50937 | 0.00000 | ||
| 20 | 2010.03.08 18:15 | s/l | 10 | 0.10 | 1.50937 | 1.50937 | 0.00000 | -35.30 | 9647.00 |
| 21 | 2010.03.15 11:00 | sell | 11 | 0.10 | 1.50354 | 1.50707 | 0.00000 | ||
| 22 | 2010.03.15 11:10 | s/l | 11 | 0.10 | 1.50707 | 1.50707 | 0.00000 | -35.30 | 9611.70 |
| 23 | 2010.03.17 13:00 | buy | 12 | 0.10 | 1.53584 | 1.53235 | 0.00000 | ||
| 24 | 2010.03.17 13:07 | s/l | 12 | 0.10 | 1.53235 | 1.53235 | 0.00000 | -34.90 | 9576.80 |
| 25 | 2010.03.19 17:00 | sell | 13 | 0.10 | 1.50131 | 1.50484 | 0.00000 | ||
| 26 | 2010.03.19 17:02 | s/l | 13 | 0.10 | 1.50484 | 1.50484 | 0.00000 | -35.30 | 9541.50 |