Strategy Tester Report
gpfTCPivotLimit
AlpariUK-Demo (Build 226)
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2010.05.03 00:00 - 2010.05.31 00:00 (2010.05.01 - 2010.05.31) | ||||
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 | 1478 | Ticks modelled | 12947 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -124.44 | Gross profit | 246.62 | Gross loss | -371.06 |
Profit factor | 0.66 | Expected payoff | -9.57 | ||
Absolute drawdown | 278.16 | Maximal drawdown | 295.96 (2.95%) | Relative drawdown | 2.95% (295.96) |
Total trades | 13 | Short positions (won %) | 5 (80.00%) | Long positions (won %) | 8 (75.00%) |
Profit trades (% of total) | 10 (76.92%) | Loss trades (% of total) | 3 (23.08%) | ||
Largest | profit trade | 53.62 | loss trade | -229.46 | |
Average | profit trade | 24.66 | loss trade | -123.69 | |
Maximum | consecutive wins (profit in money) | 5 (144.72) | consecutive losses (loss in money) | 2 (-141.60) | |
Maximal | consecutive profit (count of wins) | 144.72 (5) | consecutive loss (count of losses) | -229.46 (1) | |
Average | consecutive wins | 5 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.05.03 05:00 | buy | 1 | 0.10 | 1.32353 | 1.31690 | 1.33487 | ||
2 | 2010.05.03 16:50 | s/l | 1 | 0.10 | 1.31690 | 1.31690 | 1.33487 | -66.30 | 9933.70 |
3 | 2010.05.04 13:00 | buy | 2 | 0.10 | 1.31222 | 1.30469 | 1.32961 | ||
4 | 2010.05.04 15:50 | s/l | 2 | 0.10 | 1.30469 | 1.30469 | 1.32961 | -75.30 | 9858.40 |
5 | 2010.05.06 10:00 | buy | 3 | 0.10 | 1.27966 | 1.26601 | 1.29467 | ||
6 | 2010.05.06 11:00 | modify | 3 | 0.10 | 1.27966 | 1.28142 | 1.29467 | ||
7 | 2010.05.06 11:05 | s/l | 3 | 0.10 | 1.28142 | 1.28142 | 1.29467 | 17.60 | 9876.00 |
8 | 2010.05.13 12:00 | buy | 4 | 0.10 | 1.25906 | 1.25251 | 1.27132 | ||
9 | 2010.05.13 14:00 | modify | 4 | 0.10 | 1.25906 | 1.25926 | 1.27132 | ||
10 | 2010.05.13 14:15 | s/l | 4 | 0.10 | 1.25926 | 1.25926 | 1.27132 | 2.00 | 9878.00 |
11 | 2010.05.14 13:00 | buy | 5 | 0.10 | 1.24652 | 1.24056 | 1.26325 | ||
12 | 2010.05.14 14:00 | modify | 5 | 0.10 | 1.24652 | 1.24760 | 1.26325 | ||
13 | 2010.05.14 14:02 | s/l | 5 | 0.10 | 1.24760 | 1.24760 | 1.26325 | 10.80 | 9888.80 |
14 | 2010.05.17 09:00 | buy | 6 | 0.10 | 1.23025 | 1.22064 | 1.25040 | ||
15 | 2010.05.17 13:00 | modify | 6 | 0.10 | 1.23025 | 1.23088 | 1.25040 | ||
16 | 2010.05.17 14:00 | modify | 6 | 0.10 | 1.23025 | 1.23499 | 1.25040 | ||
17 | 2010.05.17 14:15 | s/l | 6 | 0.10 | 1.23499 | 1.23499 | 1.25040 | 47.40 | 9936.20 |
18 | 2010.05.17 20:00 | buy | 7 | 0.10 | 1.23589 | 1.22064 | 1.25040 | ||
19 | 2010.05.17 21:00 | modify | 7 | 0.10 | 1.23589 | 1.23830 | 1.25040 | ||
20 | 2010.05.17 21:15 | s/l | 7 | 0.10 | 1.23830 | 1.23830 | 1.25040 | 24.10 | 9960.30 |
21 | 2010.05.19 18:00 | sell | 8 | 0.10 | 1.23156 | 1.25447 | 1.20719 | ||
22 | 2010.05.20 20:20 | s/l | 8 | 0.10 | 1.25447 | 1.25447 | 1.20719 | -229.46 | 9730.84 |
23 | 2010.05.20 22:00 | sell | 9 | 0.10 | 1.25093 | 1.26196 | 1.22338 | ||
24 | 2010.05.20 23:00 | modify | 9 | 0.10 | 1.25093 | 1.24884 | 1.22338 | ||
25 | 2010.05.20 23:07 | s/l | 9 | 0.10 | 1.24884 | 1.24884 | 1.22338 | 20.90 | 9751.74 |
26 | 2010.05.25 21:00 | buy | 10 | 0.10 | 1.23140 | 1.21814 | 1.24938 | ||
27 | 2010.05.25 22:00 | modify | 10 | 0.10 | 1.23140 | 1.23303 | 1.24938 | ||
28 | 2010.05.25 23:00 | modify | 10 | 0.10 | 1.23140 | 1.23418 | 1.24938 | ||
29 | 2010.05.26 00:00 | modify | 10 | 0.10 | 1.23140 | 1.23677 | 1.24938 | ||
30 | 2010.05.26 00:05 | s/l | 10 | 0.10 | 1.23677 | 1.23677 | 1.24938 | 53.62 | 9805.36 |
31 | 2010.05.27 10:00 | sell | 11 | 0.10 | 1.22779 | 1.24453 | 1.20860 | ||
32 | 2010.05.27 11:00 | modify | 11 | 0.10 | 1.22779 | 1.22585 | 1.20860 | ||
33 | 2010.05.27 11:05 | s/l | 11 | 0.10 | 1.22585 | 1.22585 | 1.20860 | 19.40 | 9824.76 |
34 | 2010.05.27 14:00 | sell | 12 | 0.10 | 1.22633 | 1.24453 | 1.20860 | ||
35 | 2010.05.27 15:00 | modify | 12 | 0.10 | 1.22633 | 1.22506 | 1.20860 | ||
36 | 2010.05.27 15:02 | s/l | 12 | 0.10 | 1.22506 | 1.22506 | 1.20860 | 12.70 | 9837.46 |
37 | 2010.05.28 12:00 | sell | 13 | 0.10 | 1.24080 | 1.25419 | 1.22085 | ||
38 | 2010.05.28 15:00 | modify | 13 | 0.10 | 1.24080 | 1.23699 | 1.22085 | ||
39 | 2010.05.28 15:02 | s/l | 13 | 0.10 | 1.23699 | 1.23699 | 1.22085 | 38.10 | 9875.56 |