Strategy Tester Report
ytg_2MA_4Level
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 | _____1_____=""Òîðãîâûå"; _=130; _=1000; =1; _____2_____=""Íàñòðîéêè"; _=1; __=14; __=2; ___=4; __=180; __=2; ___=4; _____3_____=""Íàñòðîéêè"; _1=500; _2=250; _1=500; _2=250; | ||||
Bars in test | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
Mismatched charts errors | 9 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -9959.70 | Gross profit | 1934.10 | Gross loss | -11893.80 |
Profit factor | 0.16 | Expected payoff | -398.39 | ||
Absolute drawdown | 9959.70 | Maximal drawdown | 10180.70 (99.61%) | Relative drawdown | 99.61% (10180.70) |
Total trades | 25 | Short positions (won %) | 10 (60.00%) | Long positions (won %) | 15 (60.00%) |
Profit trades (% of total) | 15 (60.00%) | Loss trades (% of total) | 10 (40.00%) | ||
Largest | profit trade | 130.00 | loss trade | -1283.20 | |
Average | profit trade | 128.94 | loss trade | -1189.38 | |
Maximum | consecutive wins (profit in money) | 5 (641.10) | consecutive losses (loss in money) | 2 (-2566.40) | |
Maximal | consecutive profit (count of wins) | 641.10 (5) | consecutive loss (count of losses) | -2566.40 (2) | |
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 | 1.60198 | 1.61609 | ||
2 | 2010.01.04 10:10 | t/p | 1 | 1.00 | 1.61609 | 1.60198 | 1.61609 | 130.00 | 10130.00 |
3 | 2010.01.04 11:00 | buy | 2 | 1.00 | 1.62316 | 1.61035 | 1.62446 | ||
4 | 2010.01.04 17:15 | s/l | 2 | 1.00 | 1.61035 | 1.61035 | 1.62446 | -1281.00 | 8849.00 |
5 | 2010.01.04 20:00 | sell | 3 | 1.00 | 1.60976 | 1.62257 | 1.60846 | ||
6 | 2010.01.05 09:20 | t/p | 3 | 1.00 | 1.60846 | 1.62257 | 1.60846 | 127.80 | 8976.80 |
7 | 2010.01.05 12:00 | sell | 4 | 1.00 | 1.59996 | 1.61277 | 1.59866 | ||
8 | 2010.01.06 01:45 | t/p | 4 | 1.00 | 1.59866 | 1.61277 | 1.59866 | 127.80 | 9104.60 |
9 | 2010.01.11 06:00 | buy | 5 | 1.00 | 1.61120 | 1.59839 | 1.61250 | ||
10 | 2010.01.11 08:20 | t/p | 5 | 1.00 | 1.61250 | 1.59839 | 1.61250 | 130.00 | 9234.60 |
11 | 2010.01.11 11:00 | buy | 6 | 1.00 | 1.61740 | 1.60459 | 1.61870 | ||
12 | 2010.01.11 12:26 | t/p | 6 | 1.00 | 1.61870 | 1.60459 | 1.61870 | 130.00 | 9364.60 |
13 | 2010.01.11 15:00 | buy | 7 | 1.00 | 1.61894 | 1.60613 | 1.62024 | ||
14 | 2010.01.12 03:20 | s/l | 7 | 1.00 | 1.60613 | 1.60613 | 1.62024 | -1281.10 | 8083.50 |
15 | 2010.01.12 14:00 | buy | 8 | 1.00 | 1.61848 | 1.60567 | 1.61978 | ||
16 | 2010.01.13 07:15 | t/p | 8 | 1.00 | 1.61978 | 1.60567 | 1.61978 | 129.90 | 8213.40 |
17 | 2010.01.21 13:00 | sell | 9 | 1.00 | 1.61526 | 1.62807 | 1.61396 | ||
18 | 2010.01.22 08:32 | s/l | 9 | 1.00 | 1.62807 | 1.62807 | 1.61396 | -1283.20 | 6930.20 |
19 | 2010.01.22 15:00 | sell | 10 | 1.00 | 1.61018 | 1.62299 | 1.60888 | ||
20 | 2010.01.25 16:45 | s/l | 10 | 1.00 | 1.62299 | 1.62299 | 1.60888 | -1283.20 | 5647.00 |
21 | 2010.01.25 17:00 | buy | 11 | 1.00 | 1.62349 | 1.61068 | 1.62479 | ||
22 | 2010.01.25 19:50 | t/p | 11 | 1.00 | 1.62479 | 1.61068 | 1.62479 | 130.00 | 5777.00 |
23 | 2010.01.25 22:00 | buy | 12 | 1.00 | 1.62678 | 1.61397 | 1.62808 | ||
24 | 2010.01.26 10:46 | s/l | 12 | 1.00 | 1.61397 | 1.61397 | 1.62808 | -1281.10 | 4495.90 |
25 | 2010.01.26 13:00 | sell | 13 | 1.00 | 1.61160 | 1.62441 | 1.61030 | ||
26 | 2010.01.27 11:20 | s/l | 13 | 1.00 | 1.62441 | 1.62441 | 1.61030 | -1283.20 | 3212.70 |
27 | 2010.01.27 16:00 | buy | 14 | 1.00 | 1.62182 | 1.60901 | 1.62312 | ||
28 | 2010.01.28 08:40 | t/p | 14 | 1.00 | 1.62312 | 1.60901 | 1.62312 | 129.70 | 3342.40 |
29 | 2010.01.28 12:00 | buy | 15 | 1.00 | 1.62616 | 1.61335 | 1.62746 | ||
30 | 2010.01.28 16:20 | s/l | 15 | 1.00 | 1.61335 | 1.61335 | 1.62746 | -1281.00 | 2061.40 |
31 | 2010.01.28 20:00 | sell | 16 | 1.00 | 1.61311 | 1.62592 | 1.61181 | ||
32 | 2010.01.29 14:45 | t/p | 16 | 1.00 | 1.61181 | 1.62592 | 1.61181 | 127.80 | 2189.20 |
33 | 2010.01.29 17:00 | sell | 17 | 1.00 | 1.60245 | 1.61526 | 1.60115 | ||
34 | 2010.01.29 21:59 | t/p | 17 | 1.00 | 1.60115 | 1.61526 | 1.60115 | 130.00 | 2319.20 |
35 | 2010.02.17 14:00 | buy | 18 | 1.00 | 1.58179 | 1.56898 | 1.58309 | ||
36 | 2010.02.17 17:20 | s/l | 18 | 1.00 | 1.56898 | 1.56898 | 1.58309 | -1281.00 | 1038.20 |
37 | 2010.02.17 19:00 | sell | 19 | 1.00 | 1.56965 | 1.58246 | 1.56835 | ||
38 | 2010.02.18 01:50 | t/p | 19 | 1.00 | 1.56835 | 1.58246 | 1.56835 | 123.40 | 1161.60 |
39 | 2010.03.15 02:00 | buy | 20 | 1.00 | 1.51900 | 1.50619 | 1.52030 | ||
40 | 2010.03.15 08:02 | t/p | 20 | 1.00 | 1.52030 | 1.50619 | 1.52030 | 130.00 | 1291.60 |
41 | 2010.03.15 14:00 | sell | 21 | 1.00 | 1.50528 | 1.51809 | 1.50398 | ||
42 | 2010.03.16 08:32 | t/p | 21 | 1.00 | 1.50398 | 1.51809 | 1.50398 | 127.80 | 1419.40 |
43 | 2010.03.16 20:00 | buy | 22 | 1.00 | 1.52617 | 1.51336 | 1.52747 | ||
44 | 2010.03.17 10:40 | t/p | 22 | 1.00 | 1.52747 | 1.51336 | 1.52747 | 129.90 | 1549.30 |
45 | 2010.03.17 11:00 | buy | 23 | 1.00 | 1.53686 | 1.52405 | 1.53816 | ||
46 | 2010.03.17 11:20 | t/p | 23 | 1.00 | 1.53816 | 1.52405 | 1.53816 | 130.00 | 1679.30 |
47 | 2010.03.17 11:20 | buy | 24 | 1.00 | 1.54098 | 1.52817 | 1.54228 | ||
48 | 2010.03.17 16:32 | s/l | 24 | 1.00 | 1.52817 | 1.52817 | 1.54228 | -1281.00 | 398.30 |
49 | 2010.03.19 11:00 | sell | 25 | 1.00 | 1.51412 | 1.52693 | 1.51282 | ||
50 | 2010.03.19 11:15 | close at stop | 25 | 1.00 | 1.51770 | 1.52693 | 1.51282 | -358.00 | 40.30 |