Strategy Tester Report
SpikesMA4x
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 | MagicNumber=0; SignalMail=false; EachTickMode=false; Lots=1; Slippage=3; UseStopLoss=false; StopLoss=400; UseTakeProfit=false; TakeProfit=200; UseTrailingStop=false; TrailingStop=100; | ||||
Bars in test | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
Mismatched charts errors | 9 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 4057.80 | Gross profit | 8276.00 | Gross loss | -4218.20 |
Profit factor | 1.96 | Expected payoff | 1014.45 | ||
Absolute drawdown | 4281.40 | Maximal drawdown | 7007.80 (34.01%) | Relative drawdown | 43.76% (4450.40) |
Total trades | 4 | Short positions (won %) | 4 (25.00%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 1 (25.00%) | Loss trades (% of total) | 3 (75.00%) | ||
Largest | profit trade | 8276.00 | loss trade | -1906.80 | |
Average | profit trade | 8276.00 | loss trade | -1406.07 | |
Maximum | consecutive wins (profit in money) | 1 (8276.00) | consecutive losses (loss in money) | 2 (-2311.40) | |
Maximal | consecutive profit (count of wins) | 8276.00 (1) | consecutive loss (count of losses) | -2311.40 (2) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 03:00 | sell | 1 | 1.00 | 1.60881 | 0.00000 | 0.00000 | ||
2 | 2010.01.05 08:00 | close | 1 | 1.00 | 1.61777 | 0.00000 | 0.00000 | -898.20 | 9101.80 |
3 | 2010.01.05 17:00 | sell | 2 | 1.00 | 1.60310 | 0.00000 | 0.00000 | ||
4 | 2010.01.11 18:00 | close | 2 | 1.00 | 1.61710 | 0.00000 | 0.00000 | -1413.20 | 7688.60 |
5 | 2010.01.25 02:00 | sell | 3 | 1.00 | 1.61078 | 0.00000 | 0.00000 | ||
6 | 2010.03.16 22:00 | close | 3 | 1.00 | 1.52692 | 0.00000 | 0.00000 | 8276.00 | 15964.60 |
7 | 2010.03.22 13:00 | sell | 4 | 1.00 | 1.49801 | 0.00000 | 0.00000 | ||
8 | 2010.03.31 16:00 | close | 4 | 1.00 | 1.51688 | 0.00000 | 0.00000 | -1906.80 | 14057.80 |