Strategy Tester Report
gpfTCPivotLimit
AlpariUK-Demo (Build 226)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 1 Hour (H1) 2010.04.01 00:00 - 2010.04.30 00:00 (2010.04.01 - 2010.04.30) | ||||
| Model | Control points (a very crude method, the results must not be considered) | ||||
| Parameters | Lots=0.1; SndMl=true; isFloatLots=false; DcF=3; MaxR=0.02; TgtProfit=1; Trailing=30; isTradeDay=false; isTrace=false; | ||||
| Bars in test | 1501 | Ticks modelled | 13438 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 109.46 | Gross profit | 208.76 | Gross loss | -99.30 |
| Profit factor | 2.10 | Expected payoff | 6.84 | ||
| Absolute drawdown | 30.30 | Maximal drawdown | 134.30 (1.32%) | Relative drawdown | 1.32% (134.30) |
| Total trades | 16 | Short positions (won %) | 5 (100.00%) | Long positions (won %) | 11 (81.82%) |
| Profit trades (% of total) | 14 (87.50%) | Loss trades (% of total) | 2 (12.50%) | ||
| Largest | profit trade | 51.60 | loss trade | -57.30 | |
| Average | profit trade | 14.91 | loss trade | -49.65 | |
| Maximum | consecutive wins (profit in money) | 10 (129.62) | consecutive losses (loss in money) | 2 (-99.30) | |
| Maximal | consecutive profit (count of wins) | 129.62 (10) | consecutive loss (count of losses) | -99.30 (2) | |
| Average | consecutive wins | 7 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.04.01 19:00 | sell | 1 | 0.10 | 1.35636 | 1.36434 | 1.34109 | ||
| 2 | 2010.04.02 10:00 | modify | 1 | 0.10 | 1.35636 | 1.35588 | 1.34109 | ||
| 3 | 2010.04.02 10:20 | s/l | 1 | 0.10 | 1.35588 | 1.35588 | 1.34109 | 4.74 | 10004.74 |
| 4 | 2010.04.07 15:00 | buy | 2 | 0.10 | 1.33422 | 1.32733 | 1.34751 | ||
| 5 | 2010.04.07 16:00 | modify | 2 | 0.10 | 1.33422 | 1.33560 | 1.34751 | ||
| 6 | 2010.04.07 16:02 | s/l | 2 | 0.10 | 1.33560 | 1.33560 | 1.34751 | 13.80 | 10018.54 |
| 7 | 2010.04.07 17:00 | buy | 3 | 0.10 | 1.33457 | 1.32733 | 1.34751 | ||
| 8 | 2010.04.07 18:00 | modify | 3 | 0.10 | 1.33457 | 1.33597 | 1.34751 | ||
| 9 | 2010.04.07 18:15 | s/l | 3 | 0.10 | 1.33597 | 1.33597 | 1.34751 | 14.00 | 10032.54 |
| 10 | 2010.04.08 15:00 | buy | 4 | 0.10 | 1.33295 | 1.32753 | 1.33890 | ||
| 11 | 2010.04.08 16:00 | modify | 4 | 0.10 | 1.33295 | 1.33301 | 1.33890 | ||
| 12 | 2010.04.08 16:02 | s/l | 4 | 0.10 | 1.33301 | 1.33301 | 1.33890 | 0.60 | 10033.14 |
| 13 | 2010.04.08 17:00 | buy | 5 | 0.10 | 1.33588 | 1.32753 | 1.33890 | ||
| 14 | 2010.04.09 02:00 | modify | 5 | 0.10 | 1.33588 | 1.33727 | 1.33890 | ||
| 15 | 2010.04.09 02:10 | s/l | 5 | 0.10 | 1.33727 | 1.33727 | 1.33890 | 13.78 | 10046.92 |
| 16 | 2010.04.14 12:00 | sell | 6 | 0.10 | 1.36438 | 1.36781 | 1.35642 | ||
| 17 | 2010.04.14 13:00 | modify | 6 | 0.10 | 1.36438 | 1.36129 | 1.35642 | ||
| 18 | 2010.04.14 13:15 | s/l | 6 | 0.10 | 1.36129 | 1.36129 | 1.35642 | 30.90 | 10077.82 |
| 19 | 2010.04.19 06:00 | buy | 7 | 0.10 | 1.34655 | 1.34053 | 1.35567 | ||
| 20 | 2010.04.19 08:00 | modify | 7 | 0.10 | 1.34655 | 1.34682 | 1.35567 | ||
| 21 | 2010.04.19 08:10 | s/l | 7 | 0.10 | 1.34682 | 1.34682 | 1.35567 | 2.70 | 10080.52 |
| 22 | 2010.04.19 10:00 | buy | 8 | 0.10 | 1.34570 | 1.34053 | 1.35567 | ||
| 23 | 2010.04.19 17:00 | modify | 8 | 0.10 | 1.34570 | 1.34623 | 1.35567 | ||
| 24 | 2010.04.19 17:02 | s/l | 8 | 0.10 | 1.34623 | 1.34623 | 1.35567 | 5.30 | 10085.82 |
| 25 | 2010.04.19 20:00 | buy | 9 | 0.10 | 1.34711 | 1.34053 | 1.35567 | ||
| 26 | 2010.04.19 22:00 | modify | 9 | 0.10 | 1.34711 | 1.34834 | 1.35567 | ||
| 27 | 2010.04.19 22:15 | s/l | 9 | 0.10 | 1.34834 | 1.34834 | 1.35567 | 12.30 | 10098.12 |
| 28 | 2010.04.20 13:00 | sell | 10 | 0.10 | 1.35093 | 1.35489 | 1.34383 | ||
| 29 | 2010.04.20 14:00 | modify | 10 | 0.10 | 1.35093 | 1.35033 | 1.34383 | ||
| 30 | 2010.04.20 15:00 | modify | 10 | 0.10 | 1.35093 | 1.34778 | 1.34383 | ||
| 31 | 2010.04.20 15:10 | s/l | 10 | 0.10 | 1.34778 | 1.34778 | 1.34383 | 31.50 | 10129.62 |
| 32 | 2010.04.21 00:00 | buy | 11 | 0.10 | 1.34440 | 1.33867 | 1.35194 | ||
| 33 | 2010.04.21 12:50 | s/l | 11 | 0.10 | 1.33867 | 1.33867 | 1.35194 | -57.30 | 10072.32 |
| 34 | 2010.04.22 14:00 | buy | 12 | 0.10 | 1.33502 | 1.33082 | 1.34368 | ||
| 35 | 2010.04.22 15:45 | s/l | 12 | 0.10 | 1.33082 | 1.33082 | 1.34368 | -42.00 | 10030.32 |
| 36 | 2010.04.23 03:00 | buy | 13 | 0.10 | 1.32329 | 1.31595 | 1.33848 | ||
| 37 | 2010.04.23 07:00 | modify | 13 | 0.10 | 1.32329 | 1.32344 | 1.33848 | ||
| 38 | 2010.04.23 07:15 | s/l | 13 | 0.10 | 1.32344 | 1.32344 | 1.33848 | 1.50 | 10031.82 |
| 39 | 2010.04.23 10:00 | buy | 14 | 0.10 | 1.32701 | 1.31595 | 1.33848 | ||
| 40 | 2010.04.23 11:00 | modify | 14 | 0.10 | 1.32701 | 1.33217 | 1.33848 | ||
| 41 | 2010.04.23 11:02 | s/l | 14 | 0.10 | 1.33217 | 1.33217 | 1.33848 | 51.60 | 10083.42 |
| 42 | 2010.04.23 22:00 | sell | 15 | 0.10 | 1.33736 | 1.34841 | 1.32225 | ||
| 43 | 2010.04.26 00:00 | modify | 15 | 0.10 | 1.33736 | 1.33514 | 1.32225 | ||
| 44 | 2010.04.26 00:10 | s/l | 15 | 0.10 | 1.33514 | 1.33514 | 1.32225 | 22.14 | 10105.56 |
| 45 | 2010.04.29 14:00 | sell | 16 | 0.10 | 1.32608 | 1.33464 | 1.31236 | ||
| 46 | 2010.04.29 15:00 | modify | 16 | 0.10 | 1.32608 | 1.32569 | 1.31236 | ||
| 47 | 2010.04.29 15:02 | s/l | 16 | 0.10 | 1.32569 | 1.32569 | 1.31236 | 3.90 | 10109.46 |