Strategy Tester Report
gpfTCPivotLimit
AlpariUK-Demo (Build 226)

SymbolEURUSD (Euro vs US Dollar)
Period1 Hour (H1) 2010.05.03 00:00 - 2010.05.31 00:00 (2010.05.01 - 2010.05.31)
ModelControl points (a very crude method, the results must not be considered)
ParametersLots=0.1; SndMl=true; isFloatLots=false; DcF=3; MaxR=0.02; TgtProfit=1; Trailing=30; isTradeDay=false; isTrace=false;
Bars in test1478Ticks modelled12947Modelling qualityn/a
Mismatched charts errors1
Initial deposit10000.00
Total net profit-124.44Gross profit246.62Gross loss-371.06
Profit factor0.66Expected payoff-9.57
Absolute drawdown278.16Maximal drawdown295.96 (2.95%)Relative drawdown2.95% (295.96)
Total trades13Short 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%)
Largestprofit trade53.62loss trade-229.46
Averageprofit trade24.66loss trade-123.69
Maximumconsecutive wins (profit in money)5 (144.72)consecutive losses (loss in money)2 (-141.60)
Maximalconsecutive profit (count of wins)144.72 (5)consecutive loss (count of losses)-229.46 (1)
Averageconsecutive wins5consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12010.05.03 05:00buy10.101.323531.316901.33487
22010.05.03 16:50s/l10.101.316901.316901.33487-66.309933.70
32010.05.04 13:00buy20.101.312221.304691.32961
42010.05.04 15:50s/l20.101.304691.304691.32961-75.309858.40
52010.05.06 10:00buy30.101.279661.266011.29467
62010.05.06 11:00modify30.101.279661.281421.29467
72010.05.06 11:05s/l30.101.281421.281421.2946717.609876.00
82010.05.13 12:00buy40.101.259061.252511.27132
92010.05.13 14:00modify40.101.259061.259261.27132
102010.05.13 14:15s/l40.101.259261.259261.271322.009878.00
112010.05.14 13:00buy50.101.246521.240561.26325
122010.05.14 14:00modify50.101.246521.247601.26325
132010.05.14 14:02s/l50.101.247601.247601.2632510.809888.80
142010.05.17 09:00buy60.101.230251.220641.25040
152010.05.17 13:00modify60.101.230251.230881.25040
162010.05.17 14:00modify60.101.230251.234991.25040
172010.05.17 14:15s/l60.101.234991.234991.2504047.409936.20
182010.05.17 20:00buy70.101.235891.220641.25040
192010.05.17 21:00modify70.101.235891.238301.25040
202010.05.17 21:15s/l70.101.238301.238301.2504024.109960.30
212010.05.19 18:00sell80.101.231561.254471.20719
222010.05.20 20:20s/l80.101.254471.254471.20719-229.469730.84
232010.05.20 22:00sell90.101.250931.261961.22338
242010.05.20 23:00modify90.101.250931.248841.22338
252010.05.20 23:07s/l90.101.248841.248841.2233820.909751.74
262010.05.25 21:00buy100.101.231401.218141.24938
272010.05.25 22:00modify100.101.231401.233031.24938
282010.05.25 23:00modify100.101.231401.234181.24938
292010.05.26 00:00modify100.101.231401.236771.24938
302010.05.26 00:05s/l100.101.236771.236771.2493853.629805.36
312010.05.27 10:00sell110.101.227791.244531.20860
322010.05.27 11:00modify110.101.227791.225851.20860
332010.05.27 11:05s/l110.101.225851.225851.2086019.409824.76
342010.05.27 14:00sell120.101.226331.244531.20860
352010.05.27 15:00modify120.101.226331.225061.20860
362010.05.27 15:02s/l120.101.225061.225061.2086012.709837.46
372010.05.28 12:00sell130.101.240801.254191.22085
382010.05.28 15:00modify130.101.240801.236991.22085
392010.05.28 15:02s/l130.101.236991.236991.2208538.109875.56