Strategy Tester Report
TSD_v11_MT4_JB_OsMA_Daily
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; TakeProfit=100; Stoploss=0; TrailingStop=60; Slippage=5; StopYear=2005; MM=0; Leverage=1; AcctSize=10000; | ||||
Bars in test | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
Mismatched charts errors | 9 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -5321.20 | Gross profit | 2841.80 | Gross loss | -8163.00 |
Profit factor | 0.35 | Expected payoff | -380.09 | ||
Absolute drawdown | 7009.10 | Maximal drawdown | 7314.10 (70.98%) | Relative drawdown | 70.98% (7314.10) |
Total trades | 14 | Short positions (won %) | 7 (57.14%) | Long positions (won %) | 7 (71.43%) |
Profit trades (% of total) | 9 (64.29%) | Loss trades (% of total) | 5 (35.71%) | ||
Largest | profit trade | 1163.00 | loss trade | -2074.60 | |
Average | profit trade | 315.76 | loss trade | -1632.60 | |
Maximum | consecutive wins (profit in money) | 5 (1285.90) | consecutive losses (loss in money) | 3 (-5877.80) | |
Maximal | consecutive profit (count of wins) | 1285.90 (5) | consecutive loss (count of losses) | -5877.80 (3) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 00:10 | sell stop | 1 | 1.00 | 1.60473 | 1.62354 | 1.60373 | ||
2 | 2010.01.05 00:02 | modify | 1 | 1.00 | 1.60566 | 1.62408 | 1.60373 | ||
3 | 2010.01.05 09:20 | sell | 1 | 1.00 | 1.60566 | 1.62408 | 1.60373 | ||
4 | 2010.01.05 11:45 | t/p | 1 | 1.00 | 1.60373 | 1.62408 | 1.60373 | 193.00 | 10193.00 |
5 | 2010.01.11 00:02 | sell stop | 2 | 1.00 | 1.59141 | 1.61099 | 1.59041 | ||
6 | 2010.01.12 00:02 | modify | 2 | 1.00 | 1.60575 | 1.61928 | 1.59041 | ||
7 | 2010.01.13 00:03 | modify | 2 | 1.00 | 1.60612 | 1.61938 | 1.59041 | ||
8 | 2010.01.14 00:02 | modify | 2 | 1.00 | 1.61353 | 1.63065 | 1.59041 | ||
9 | 2010.01.15 00:02 | modify | 2 | 1.00 | 1.62495 | 1.63470 | 1.59041 | ||
10 | 2010.01.15 16:50 | sell | 2 | 1.00 | 1.62495 | 1.63470 | 1.59041 | ||
11 | 2010.01.18 08:20 | s/l | 2 | 1.00 | 1.63470 | 1.63470 | 1.59041 | -977.20 | 9215.80 |
12 | 2010.01.18 09:02 | buy stop | 3 | 1.00 | 1.63554 | 1.62101 | 1.63654 | ||
13 | 2010.01.18 09:10 | buy | 3 | 1.00 | 1.63554 | 1.62101 | 1.63654 | ||
14 | 2010.01.18 11:15 | t/p | 3 | 1.00 | 1.63654 | 1.62101 | 1.63654 | 100.00 | 9315.80 |
15 | 2010.01.18 15:02 | buy stop | 4 | 1.00 | 1.63554 | 1.62101 | 1.63654 | ||
16 | 2010.01.18 16:20 | buy | 4 | 1.00 | 1.63554 | 1.62101 | 1.63654 | ||
17 | 2010.01.19 01:20 | t/p | 4 | 1.00 | 1.63654 | 1.62101 | 1.63654 | 99.90 | 9415.70 |
18 | 2010.01.21 00:02 | buy stop | 5 | 1.00 | 1.63699 | 1.62434 | 1.63799 | ||
19 | 2010.01.22 00:02 | modify | 5 | 1.00 | 1.63109 | 1.61249 | 1.63799 | ||
20 | 2010.01.22 09:20 | buy | 5 | 1.00 | 1.63109 | 1.61249 | 1.63799 | ||
21 | 2010.01.22 13:45 | s/l | 5 | 1.00 | 1.61249 | 1.61249 | 1.63799 | -1860.00 | 7555.70 |
22 | 2010.01.22 14:02 | buy stop | 6 | 1.00 | 1.63109 | 1.61249 | 1.63209 | ||
23 | 2010.01.25 00:02 | modify | 6 | 1.00 | 1.62843 | 1.60769 | 1.63209 | ||
24 | 2010.01.25 20:32 | buy | 6 | 1.00 | 1.62843 | 1.60769 | 1.63209 | ||
25 | 2010.01.29 14:50 | s/l | 6 | 1.00 | 1.60769 | 1.60769 | 1.63209 | -2074.60 | 5481.10 |
26 | 2010.01.29 15:02 | buy stop | 7 | 1.00 | 1.62757 | 1.61125 | 1.62857 | ||
27 | 2010.02.01 00:02 | delete | 7 | 1.00 | 1.62757 | 1.61125 | 1.62857 | ||
28 | 2010.02.10 00:02 | sell stop | 8 | 1.00 | 1.55614 | 1.57480 | 1.55514 | ||
29 | 2010.02.11 00:02 | modify | 8 | 1.00 | 1.55712 | 1.57653 | 1.55514 | ||
30 | 2010.02.11 09:50 | sell | 8 | 1.00 | 1.55712 | 1.57653 | 1.55514 | ||
31 | 2010.02.12 09:02 | s/l | 8 | 1.00 | 1.57653 | 1.57653 | 1.55514 | -1943.20 | 3537.90 |
32 | 2010.02.12 09:02 | sell stop | 9 | 1.00 | 1.55596 | 1.57172 | 1.55496 | ||
33 | 2010.02.15 00:03 | modify | 9 | 1.00 | 1.55797 | 1.57409 | 1.55496 | ||
34 | 2010.02.16 00:02 | modify | 9 | 1.00 | 1.56117 | 1.57205 | 1.55496 | ||
35 | 2010.02.17 00:02 | modify | 9 | 1.00 | 1.56271 | 1.57949 | 1.55496 | ||
36 | 2010.02.18 00:02 | modify | 9 | 1.00 | 1.56659 | 1.58159 | 1.55496 | ||
37 | 2010.02.18 01:20 | sell | 9 | 1.00 | 1.56659 | 1.58159 | 1.55496 | ||
38 | 2010.02.18 22:50 | t/p | 9 | 1.00 | 1.55496 | 1.58159 | 1.55496 | 1163.00 | 4700.90 |
39 | 2010.03.04 00:03 | sell stop | 10 | 1.00 | 1.49581 | 1.51307 | 1.49481 | ||
40 | 2010.03.05 00:02 | modify | 10 | 1.00 | 1.50054 | 1.51362 | 1.49481 | ||
41 | 2010.03.05 08:37 | sell | 10 | 1.00 | 1.50054 | 1.51362 | 1.49481 | ||
42 | 2010.03.05 17:10 | s/l | 10 | 1.00 | 1.51362 | 1.51362 | 1.49481 | -1308.00 | 3392.90 |
43 | 2010.03.08 00:02 | sell stop | 11 | 1.00 | 1.49922 | 1.51665 | 1.49822 | ||
44 | 2010.03.09 00:02 | modify | 11 | 1.00 | 1.50303 | 1.51956 | 1.49822 | ||
45 | 2010.03.09 01:15 | sell | 11 | 1.00 | 1.50303 | 1.51956 | 1.49822 | ||
46 | 2010.03.09 10:45 | t/p | 11 | 1.00 | 1.49822 | 1.51956 | 1.49822 | 481.00 | 3873.90 |
47 | 2010.03.12 00:02 | sell stop | 12 | 1.00 | 1.49456 | 1.50686 | 1.49356 | ||
48 | 2010.03.15 00:02 | delete | 12 | 1.00 | 1.49456 | 1.50686 | 1.49356 | ||
49 | 2010.03.16 00:02 | buy stop | 13 | 1.00 | 1.52071 | 1.50185 | 1.52171 | ||
50 | 2010.03.16 15:46 | buy | 13 | 1.00 | 1.52071 | 1.50185 | 1.52171 | ||
51 | 2010.03.16 19:15 | t/p | 13 | 1.00 | 1.52171 | 1.50185 | 1.52171 | 100.00 | 3973.90 |
52 | 2010.03.19 00:02 | buy stop | 14 | 1.00 | 1.53281 | 1.52159 | 1.53381 | ||
53 | 2010.03.22 00:02 | delete | 14 | 1.00 | 1.53281 | 1.52159 | 1.53381 | ||
54 | 2010.03.23 00:02 | sell stop | 15 | 1.00 | 1.49315 | 1.51083 | 1.49215 | ||
55 | 2010.03.24 00:02 | modify | 15 | 1.00 | 1.49720 | 1.51132 | 1.49215 | ||
56 | 2010.03.24 06:45 | sell | 15 | 1.00 | 1.49720 | 1.51132 | 1.49215 | ||
57 | 2010.03.24 14:50 | t/p | 15 | 1.00 | 1.49215 | 1.51132 | 1.49215 | 505.00 | 4478.90 |
58 | 2010.04.05 00:02 | buy stop | 16 | 1.00 | 1.52963 | 1.51813 | 1.53063 | ||
59 | 2010.04.05 00:20 | buy | 16 | 1.00 | 1.52963 | 1.51813 | 1.53063 | ||
60 | 2010.04.05 15:45 | t/p | 16 | 1.00 | 1.53063 | 1.51813 | 1.53063 | 100.00 | 4578.90 |
61 | 2010.04.08 00:03 | buy stop | 17 | 1.00 | 1.52862 | 1.51378 | 1.52962 | ||
62 | 2010.04.08 17:40 | buy | 17 | 1.00 | 1.52862 | 1.51378 | 1.52962 | ||
63 | 2010.04.09 01:20 | t/p | 17 | 1.00 | 1.52962 | 1.51378 | 1.52962 | 99.90 | 4678.80 |