Strategy Tester Report
Scalp_8_12
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 | Hours2Check=8; CloseHour=9; EarliestOpenHour=14; Days2Check=10; ChannelK=1.5; CheckHour_8=8; ProfitK_8=2; LossK_8=2; OffsetK_8=2; CheckHour_12=12; ProfitK_12=2; LossK_12=1.5; OffsetK_12=2.5; FilterDay=4; DoubleDay=5; UseMM=false; TradesPerDayAllowed=2; | ||||
| Bars in test | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
| Mismatched charts errors | 9 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -119.22 | Gross profit | 455.30 | Gross loss | -574.52 |
| Profit factor | 0.79 | Expected payoff | -9.94 | ||
| Absolute drawdown | 455.82 | Maximal drawdown | 511.24 (5.08%) | Relative drawdown | 5.08% (511.24) |
| Total trades | 12 | Short positions (won %) | 12 (41.67%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 5 (41.67%) | Loss trades (% of total) | 7 (58.33%) | ||
| Largest | profit trade | 150.76 | loss trade | -172.84 | |
| Average | profit trade | 91.06 | loss trade | -82.07 | |
| Maximum | consecutive wins (profit in money) | 3 (313.70) | consecutive losses (loss in money) | 4 (-387.22) | |
| Maximal | consecutive profit (count of wins) | 313.70 (3) | consecutive loss (count of losses) | -387.22 (4) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.05 20:00 | sell | 1 | 0.10 | 1.59750 | 1.60940 | 0.50000 | ||
| 2 | 2010.01.06 09:00 | close | 1 | 0.10 | 1.60442 | 1.60940 | 0.50000 | -69.42 | 9930.58 |
| 3 | 2010.01.26 15:00 | sell | 2 | 0.10 | 1.61060 | 1.62140 | 0.50000 | ||
| 4 | 2010.01.27 10:00 | close | 2 | 0.10 | 1.61459 | 1.62140 | 0.50000 | -40.12 | 9890.46 |
| 5 | 2010.01.29 16:00 | sell | 3 | 0.20 | 1.60467 | 1.62040 | 0.50000 | ||
| 6 | 2010.02.01 03:00 | close | 3 | 0.20 | 1.59770 | 1.62040 | 0.50000 | 138.96 | 10029.42 |
| 7 | 2010.02.03 18:00 | sell | 4 | 0.10 | 1.59122 | 1.60740 | 0.50000 | ||
| 8 | 2010.02.04 09:00 | close | 4 | 0.10 | 1.59089 | 1.60740 | 0.50000 | 2.64 | 10032.06 |
| 9 | 2010.02.05 20:00 | sell | 5 | 0.20 | 1.55600 | 1.56900 | 0.50000 | ||
| 10 | 2010.02.05 20:00 | sell | 6 | 0.20 | 1.55600 | 1.57340 | 0.50000 | ||
| 11 | 2010.02.08 09:00 | close | 5 | 0.20 | 1.55936 | 1.56900 | 0.50000 | -67.64 | 9964.42 |
| 12 | 2010.02.08 10:00 | close | 6 | 0.20 | 1.56462 | 1.57340 | 0.50000 | -172.84 | 9791.58 |
| 13 | 2010.02.26 16:00 | sell | 7 | 0.20 | 1.51708 | 1.53420 | 0.50000 | ||
| 14 | 2010.03.01 10:00 | close | 7 | 0.20 | 1.51809 | 1.53420 | 0.50000 | -20.64 | 9770.94 |
| 15 | 2010.03.01 14:00 | sell | 8 | 0.10 | 1.48839 | 1.50100 | 0.50000 | ||
| 16 | 2010.03.01 17:26 | s/l | 8 | 0.10 | 1.50100 | 1.50100 | 0.50000 | -126.10 | 9644.84 |
| 17 | 2010.03.15 14:00 | sell | 9 | 0.10 | 1.50528 | 1.51920 | 0.50000 | ||
| 18 | 2010.03.16 09:00 | close | 9 | 0.10 | 1.50308 | 1.51920 | 0.50000 | 21.78 | 9666.62 |
| 19 | 2010.03.19 16:00 | sell | 10 | 0.20 | 1.50439 | 1.51740 | 0.50000 | ||
| 20 | 2010.03.19 16:00 | sell | 11 | 0.20 | 1.50439 | 1.52240 | 0.50000 | ||
| 21 | 2010.03.22 05:00 | close | 10 | 0.20 | 1.49731 | 1.51740 | 0.50000 | 141.16 | 9807.78 |
| 22 | 2010.03.22 07:00 | close | 11 | 0.20 | 1.49683 | 1.52240 | 0.50000 | 150.76 | 9958.54 |
| 23 | 2010.03.24 22:00 | sell | 12 | 0.10 | 1.48647 | 1.50310 | 0.50000 | ||
| 24 | 2010.03.25 09:00 | close | 12 | 0.10 | 1.49418 | 1.50310 | 0.50000 | -77.76 | 9880.78 |