Strategy Tester Report
SupportResistTrader[MODIFIED]
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 | numBars=55; maPeriod=500; Lots=1; TrailingStop=50; | ||||
| Bars in test | 2762 | Ticks modelled | 44844 | Modelling quality | n/a |
| Mismatched charts errors | 9 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -10160.80 | Gross profit | 469.50 | Gross loss | -10630.30 |
| Profit factor | 0.04 | Expected payoff | -1128.98 | ||
| Absolute drawdown | 10160.80 | Maximal drawdown | 10680.30 (101.53%) | Relative drawdown | 101.53% (10680.30) |
| Total trades | 9 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 9 (88.89%) |
| Profit trades (% of total) | 8 (88.89%) | Loss trades (% of total) | 1 (11.11%) | ||
| Largest | profit trade | 192.00 | loss trade | -10630.30 | |
| Average | profit trade | 58.69 | loss trade | -10630.30 | |
| Maximum | consecutive wins (profit in money) | 8 (469.50) | consecutive losses (loss in money) | 1 (-10630.30) | |
| Maximal | consecutive profit (count of wins) | 469.50 (8) | consecutive loss (count of losses) | -10630.30 (1) | |
| Average | consecutive wins | 8 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.04 11:00 | buy | 1 | 1.00 | 1.62316 | 0.00000 | 0.00000 | ||
| 2 | 2010.01.04 11:20 | modify | 1 | 1.00 | 1.62316 | 1.62357 | 0.00000 | ||
| 3 | 2010.01.04 11:22 | s/l | 1 | 1.00 | 1.62357 | 1.62357 | 0.00000 | 41.00 | 10041.00 |
| 4 | 2010.01.04 11:22 | buy | 2 | 1.00 | 1.62603 | 0.00000 | 0.00000 | ||
| 5 | 2010.01.13 10:37 | modify | 2 | 1.00 | 1.62603 | 1.62608 | 0.00000 | ||
| 6 | 2010.01.13 10:40 | s/l | 2 | 1.00 | 1.62608 | 1.62608 | 0.00000 | 4.10 | 10045.10 |
| 7 | 2010.01.13 10:40 | buy | 3 | 1.00 | 1.62828 | 0.00000 | 0.00000 | ||
| 8 | 2010.01.13 13:20 | modify | 3 | 1.00 | 1.62828 | 1.62886 | 0.00000 | ||
| 9 | 2010.01.13 13:22 | s/l | 3 | 1.00 | 1.62886 | 1.62886 | 0.00000 | 58.00 | 10103.10 |
| 10 | 2010.01.13 13:22 | buy | 4 | 1.00 | 1.63167 | 0.00000 | 0.00000 | ||
| 11 | 2010.01.14 14:50 | modify | 4 | 1.00 | 1.63167 | 1.63192 | 0.00000 | ||
| 12 | 2010.01.14 14:52 | s/l | 4 | 1.00 | 1.63192 | 1.63192 | 0.00000 | 24.70 | 10127.80 |
| 13 | 2010.01.14 14:52 | buy | 5 | 1.00 | 1.63429 | 0.00000 | 0.00000 | ||
| 14 | 2010.01.15 01:07 | modify | 5 | 1.00 | 1.63429 | 1.63443 | 0.00000 | ||
| 15 | 2010.01.15 01:10 | s/l | 5 | 1.00 | 1.63443 | 1.63443 | 0.00000 | 13.90 | 10141.70 |
| 16 | 2010.01.15 01:10 | buy | 6 | 1.00 | 1.63694 | 0.00000 | 0.00000 | ||
| 17 | 2010.01.18 11:20 | modify | 6 | 1.00 | 1.63694 | 1.63740 | 0.00000 | ||
| 18 | 2010.01.18 11:22 | s/l | 6 | 1.00 | 1.63740 | 1.63740 | 0.00000 | 45.90 | 10187.60 |
| 19 | 2010.01.18 11:22 | buy | 7 | 1.00 | 1.63998 | 0.00000 | 0.00000 | ||
| 20 | 2010.01.19 01:50 | modify | 7 | 1.00 | 1.63998 | 1.64088 | 0.00000 | ||
| 21 | 2010.01.19 01:52 | s/l | 7 | 1.00 | 1.64088 | 1.64088 | 0.00000 | 89.90 | 10277.50 |
| 22 | 2010.01.19 01:52 | buy | 8 | 1.00 | 1.64334 | 0.00000 | 0.00000 | ||
| 23 | 2010.01.19 10:32 | modify | 8 | 1.00 | 1.64334 | 1.64483 | 0.00000 | ||
| 24 | 2010.01.19 10:37 | modify | 8 | 1.00 | 1.64334 | 1.64526 | 0.00000 | ||
| 25 | 2010.01.19 10:40 | s/l | 8 | 1.00 | 1.64526 | 1.64526 | 0.00000 | 192.00 | 10469.50 |
| 26 | 2010.01.19 10:40 | buy | 9 | 1.00 | 1.64685 | 0.00000 | 0.00000 | ||
| 27 | 2010.02.19 00:50 | close at stop | 9 | 1.00 | 1.54058 | 0.00000 | 0.00000 | -10630.30 | -160.80 |