Strategy Tester Report
MA_Channel
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=80; Lots=1; TrailingStop=21; USMA=10; LSMA=8; | ||||
Bars in test | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
Mismatched charts errors | 9 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -9962.40 | Gross profit | 1014.90 | Gross loss | -10977.30 |
Profit factor | 0.09 | Expected payoff | -711.60 | ||
Absolute drawdown | 9962.40 | Maximal drawdown | 10977.30 (99.66%) | Relative drawdown | 99.66% (10977.30) |
Total trades | 14 | Short positions (won %) | 5 (100.00%) | Long positions (won %) | 9 (88.89%) |
Profit trades (% of total) | 13 (92.86%) | Loss trades (% of total) | 1 (7.14%) | ||
Largest | profit trade | 80.00 | loss trade | -10977.30 | |
Average | profit trade | 78.07 | loss trade | -10977.30 | |
Maximum | consecutive wins (profit in money) | 13 (1014.90) | consecutive losses (loss in money) | 1 (-10977.30) | |
Maximal | consecutive profit (count of wins) | 1014.90 (13) | consecutive loss (count of losses) | -10977.30 (1) | |
Average | consecutive wins | 13 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 04:00 | buy | 1 | 1.00 | 1.61377 | 0.00000 | 1.61457 | ||
2 | 2010.01.04 09:20 | t/p | 1 | 1.00 | 1.61457 | 0.00000 | 1.61457 | 80.00 | 10080.00 |
3 | 2010.01.04 12:00 | sell | 2 | 1.00 | 1.61740 | 0.00000 | 1.61660 | ||
4 | 2010.01.04 13:50 | t/p | 2 | 1.00 | 1.61660 | 0.00000 | 1.61660 | 80.00 | 10160.00 |
5 | 2010.01.04 13:50 | sell | 3 | 1.00 | 1.61378 | 0.00000 | 1.61298 | ||
6 | 2010.01.04 17:15 | t/p | 3 | 1.00 | 1.61298 | 0.00000 | 1.61298 | 80.00 | 10240.00 |
7 | 2010.01.04 19:00 | buy | 4 | 1.00 | 1.61532 | 0.00000 | 1.61612 | ||
8 | 2010.01.11 11:20 | t/p | 4 | 1.00 | 1.61612 | 0.00000 | 1.61612 | 79.30 | 10319.30 |
9 | 2010.01.11 12:00 | sell | 5 | 1.00 | 1.61653 | 0.00000 | 1.61573 | ||
10 | 2010.01.11 15:20 | t/p | 5 | 1.00 | 1.61573 | 0.00000 | 1.61573 | 80.00 | 10399.30 |
11 | 2010.01.11 21:00 | buy | 6 | 1.00 | 1.61264 | 0.00000 | 1.61344 | ||
12 | 2010.01.12 10:50 | t/p | 6 | 1.00 | 1.61344 | 0.00000 | 1.61344 | 79.90 | 10479.20 |
13 | 2010.01.13 10:00 | sell | 7 | 1.00 | 1.62126 | 0.00000 | 1.62046 | ||
14 | 2010.01.21 10:20 | t/p | 7 | 1.00 | 1.62046 | 0.00000 | 1.62046 | 58.00 | 10537.20 |
15 | 2010.01.21 11:00 | buy | 8 | 1.00 | 1.61774 | 0.00000 | 1.61854 | ||
16 | 2010.01.21 13:50 | t/p | 8 | 1.00 | 1.61854 | 0.00000 | 1.61854 | 80.00 | 10617.20 |
17 | 2010.01.21 13:50 | buy | 9 | 1.00 | 1.62158 | 0.00000 | 1.62238 | ||
18 | 2010.01.21 15:50 | t/p | 9 | 1.00 | 1.62238 | 0.00000 | 1.62238 | 80.00 | 10697.20 |
19 | 2010.01.22 15:00 | buy | 10 | 1.00 | 1.61299 | 0.00000 | 1.61379 | ||
20 | 2010.01.22 17:20 | t/p | 10 | 1.00 | 1.61379 | 0.00000 | 1.61379 | 80.00 | 10777.20 |
21 | 2010.01.22 17:20 | buy | 11 | 1.00 | 1.61712 | 0.00000 | 1.61792 | ||
22 | 2010.01.25 15:45 | t/p | 11 | 1.00 | 1.61792 | 0.00000 | 1.61792 | 79.90 | 10857.10 |
23 | 2010.01.25 19:00 | sell | 12 | 1.00 | 1.62308 | 0.00000 | 1.62228 | ||
24 | 2010.01.26 06:50 | t/p | 12 | 1.00 | 1.62228 | 0.00000 | 1.62228 | 77.80 | 10934.90 |
25 | 2010.01.26 07:00 | buy | 13 | 1.00 | 1.62336 | 0.00000 | 1.62416 | ||
26 | 2010.01.26 07:50 | t/p | 13 | 1.00 | 1.62416 | 0.00000 | 1.62416 | 80.00 | 11014.90 |
27 | 2010.01.26 07:50 | buy | 14 | 1.00 | 1.62771 | 0.00000 | 1.62851 | ||
28 | 2010.02.26 14:02 | close at stop | 14 | 1.00 | 1.51797 | 0.00000 | 1.62851 | -10977.30 | 37.60 |