Strategy Tester Report
BigP2
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 | takeProfit=60; FastEMA=8; FFastEMA=7; FFFastEMA=6; SlowEMA=17; SSlowEMA=16; SSSlowEMA=15; SignalSMA=9; SSignalSMA=8; SSSignalSMA=7; | ||||
| Bars in test | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
| Mismatched charts errors | 9 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -647.26 | Gross profit | 36.06 | Gross loss | -683.32 |
| Profit factor | 0.05 | Expected payoff | -80.91 | ||
| Absolute drawdown | 699.36 | Maximal drawdown | 735.42 (7.33%) | Relative drawdown | 7.33% (735.42) |
| Total trades | 8 | Short positions (won %) | 8 (87.50%) | Long positions (won %) | 0 (0.00%) |
| Profit trades (% of total) | 7 (87.50%) | Loss trades (% of total) | 1 (12.50%) | ||
| Largest | profit trade | 6.00 | loss trade | -683.32 | |
| Average | profit trade | 5.15 | loss trade | -683.32 | |
| Maximum | consecutive wins (profit in money) | 7 (36.06) | consecutive losses (loss in money) | 1 (-683.32) | |
| Maximal | consecutive profit (count of wins) | 36.06 (7) | consecutive loss (count of losses) | -683.32 (1) | |
| Average | consecutive wins | 7 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.02.25 14:50 | sell | 1 | 0.10 | 1.52439 | 0.00000 | 1.52379 | ||
| 2 | 2010.02.25 17:40 | t/p | 1 | 0.10 | 1.52379 | 0.00000 | 1.52379 | 6.00 | 10006.00 |
| 3 | 2010.02.25 17:52 | sell | 2 | 0.10 | 1.51949 | 0.00000 | 1.51889 | ||
| 4 | 2010.02.26 16:02 | t/p | 2 | 0.10 | 1.51889 | 0.00000 | 1.51889 | 5.78 | 10011.78 |
| 5 | 2010.02.26 16:07 | sell | 3 | 0.10 | 1.51518 | 0.00000 | 1.51458 | ||
| 6 | 2010.03.01 07:50 | t/p | 3 | 0.10 | 1.51458 | 0.00000 | 1.51458 | 5.78 | 10017.56 |
| 7 | 2010.03.01 07:50 | sell | 4 | 0.10 | 1.50962 | 0.00000 | 1.50902 | ||
| 8 | 2010.03.01 11:20 | t/p | 4 | 0.10 | 1.50902 | 0.00000 | 1.50902 | 6.00 | 10023.56 |
| 9 | 2010.03.01 11:20 | sell | 5 | 0.10 | 1.50216 | 0.00000 | 1.50156 | ||
| 10 | 2010.03.01 11:50 | t/p | 5 | 0.10 | 1.50156 | 0.00000 | 1.50156 | 6.00 | 10029.56 |
| 11 | 2010.03.02 04:55 | sell | 6 | 0.10 | 1.49077 | 0.00000 | 1.49017 | ||
| 12 | 2010.03.02 07:46 | t/p | 6 | 0.10 | 1.49017 | 0.00000 | 1.49017 | 6.00 | 10035.56 |
| 13 | 2010.03.02 07:59 | sell | 7 | 0.10 | 1.48693 | 0.00000 | 1.48633 | ||
| 14 | 2010.03.25 18:20 | t/p | 7 | 0.10 | 1.48633 | 0.00000 | 1.48633 | 0.50 | 10036.06 |
| 15 | 2010.03.25 18:20 | sell | 8 | 0.10 | 1.48204 | 0.00000 | 1.48144 | ||
| 16 | 2010.04.15 23:59 | close at stop | 8 | 0.10 | 1.54991 | 0.00000 | 1.48144 | -683.32 | 9352.74 |