Strategy Tester Report
ssb5_123
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=1; fastmacd=47; slowmacd=95; signalmacd=74; psmma=45; stochD=12; stochK=25; stochS=56; magic=888; slippage=0; | ||||
Bars in test | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
Mismatched charts errors | 9 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -1195.00 | Gross profit | 11785.20 | Gross loss | -12980.20 |
Profit factor | 0.91 | Expected payoff | -56.90 | ||
Absolute drawdown | 5582.20 | Maximal drawdown | 11712.90 (72.61%) | Relative drawdown | 72.61% (11712.90) |
Total trades | 21 | Short positions (won %) | 10 (60.00%) | Long positions (won %) | 11 (72.73%) |
Profit trades (% of total) | 14 (66.67%) | Loss trades (% of total) | 7 (33.33%) | ||
Largest | profit trade | 4939.20 | loss trade | -2773.50 | |
Average | profit trade | 841.80 | loss trade | -1854.31 | |
Maximum | consecutive wins (profit in money) | 5 (5622.00) | consecutive losses (loss in money) | 1 (-2773.50) | |
Maximal | consecutive profit (count of wins) | 5622.00 (5) | consecutive loss (count of losses) | -2773.50 (1) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 02:00 | buy | 1 | 1.00 | 1.61479 | 0.00000 | 0.00000 | ||
2 | 2010.01.06 17:00 | sell | 2 | 2.00 | 1.59979 | 0.00000 | 0.00000 | ||
3 | 2010.01.06 17:00 | close by | 2 | 1.00 | 1.61479 | 0.00000 | 0.00000 | -1500.20 | 8499.80 |
4 | 2010.01.06 17:00 | sell | 3 | 1.00 | 1.59979 | 0.00000 | 0.00000 | ||
5 | 2010.01.06 17:00 | close by | 1 | 0.00 | 1.61479 | 0.00000 | 0.00000 | 0.00 | 8499.80 |
6 | 2010.01.11 20:00 | buy | 4 | 2.00 | 1.61427 | 0.00000 | 0.00000 | ||
7 | 2010.01.11 20:00 | close by | 4 | 1.00 | 1.59979 | 0.00000 | 0.00000 | -1459.00 | 7040.80 |
8 | 2010.01.11 20:00 | buy | 5 | 1.00 | 1.61427 | 0.00000 | 0.00000 | ||
9 | 2010.01.11 20:00 | close by | 3 | 0.00 | 1.59979 | 0.00000 | 0.00000 | 0.00 | 7040.80 |
10 | 2010.01.21 18:00 | sell | 6 | 2.00 | 1.62111 | 0.00000 | 0.00000 | ||
11 | 2010.01.21 18:00 | close by | 6 | 1.00 | 1.61427 | 0.00000 | 0.00000 | 682.80 | 7723.60 |
12 | 2010.01.21 18:00 | sell | 7 | 1.00 | 1.62111 | 0.00000 | 0.00000 | ||
13 | 2010.01.21 18:00 | close by | 5 | 0.00 | 1.61427 | 0.00000 | 0.00000 | 0.00 | 7723.60 |
14 | 2010.02.16 11:00 | buy | 8 | 2.00 | 1.57119 | 0.00000 | 0.00000 | ||
15 | 2010.02.16 11:00 | close by | 8 | 1.00 | 1.62111 | 0.00000 | 0.00000 | 4939.20 | 12662.80 |
16 | 2010.02.16 11:00 | buy | 9 | 1.00 | 1.57119 | 0.00000 | 0.00000 | ||
17 | 2010.02.16 11:00 | close by | 7 | 0.00 | 1.62111 | 0.00000 | 0.00000 | 0.00 | 12662.80 |
18 | 2010.02.19 18:00 | sell | 10 | 2.00 | 1.54346 | 0.00000 | 0.00000 | ||
19 | 2010.02.19 18:00 | close by | 10 | 1.00 | 1.57119 | 0.00000 | 0.00000 | -2773.50 | 9889.30 |
20 | 2010.02.19 18:00 | sell | 11 | 1.00 | 1.54346 | 0.00000 | 0.00000 | ||
21 | 2010.02.19 18:00 | close by | 9 | 0.00 | 1.57119 | 0.00000 | 0.00000 | 0.00 | 9889.30 |
22 | 2010.03.08 11:00 | buy | 12 | 2.00 | 1.51925 | 0.00000 | 0.00000 | ||
23 | 2010.03.08 11:00 | close by | 12 | 1.00 | 1.54346 | 0.00000 | 0.00000 | 2388.00 | 12277.30 |
24 | 2010.03.08 11:00 | buy | 13 | 1.00 | 1.51925 | 0.00000 | 0.00000 | ||
25 | 2010.03.08 11:00 | close by | 11 | 0.00 | 1.54346 | 0.00000 | 0.00000 | 0.00 | 12277.30 |
26 | 2010.03.10 15:00 | sell | 14 | 2.00 | 1.49534 | 0.00000 | 0.00000 | ||
27 | 2010.03.10 15:00 | close by | 14 | 1.00 | 1.51925 | 0.00000 | 0.00000 | -2391.20 | 9886.10 |
28 | 2010.03.10 15:00 | sell | 15 | 1.00 | 1.49534 | 0.00000 | 0.00000 | ||
29 | 2010.03.10 15:00 | close by | 13 | 0.00 | 1.51925 | 0.00000 | 0.00000 | 0.00 | 9886.10 |
30 | 2010.03.15 04:00 | buy | 16 | 2.00 | 1.51892 | 0.00000 | 0.00000 | ||
31 | 2010.03.15 04:00 | close by | 16 | 1.00 | 1.49534 | 0.00000 | 0.00000 | -2369.00 | 7517.10 |
32 | 2010.03.15 04:00 | buy | 17 | 1.00 | 1.51892 | 0.00000 | 0.00000 | ||
33 | 2010.03.15 04:00 | close by | 15 | 0.00 | 1.49534 | 0.00000 | 0.00000 | 0.00 | 7517.10 |
34 | 2010.03.22 15:00 | sell | 18 | 2.00 | 1.50178 | 0.00000 | 0.00000 | ||
35 | 2010.03.22 15:00 | close by | 18 | 1.00 | 1.51892 | 0.00000 | 0.00000 | -1714.70 | 5802.40 |
36 | 2010.03.22 15:00 | sell | 19 | 1.00 | 1.50178 | 0.00000 | 0.00000 | ||
37 | 2010.03.22 15:00 | close by | 17 | 0.00 | 1.51892 | 0.00000 | 0.00000 | 0.00 | 5802.40 |
38 | 2010.03.30 20:00 | buy | 20 | 2.00 | 1.50933 | 0.00000 | 0.00000 | ||
39 | 2010.03.30 20:00 | close by | 20 | 1.00 | 1.50178 | 0.00000 | 0.00000 | -772.60 | 5029.80 |
40 | 2010.03.30 20:00 | buy | 21 | 1.00 | 1.50933 | 0.00000 | 0.00000 | ||
41 | 2010.03.30 20:00 | close by | 19 | 0.00 | 1.50178 | 0.00000 | 0.00000 | 0.00 | 5029.80 |
42 | 2010.04.15 23:59 | close at stop | 21 | 1.00 | 1.54710 | 0.00000 | 0.00000 | 3775.20 | 8805.00 |