Strategy Tester Report
gaps
AlpariUK-Demo (Build 226)
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2010.06.01 00:00 - 2010.06.30 00:00 (2010.06.01 - 2010.06.30) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | min_gapsize=1; lotsize_gap=0.1; | ||||
Bars in test | 1501 | Ticks modelled | 13529 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -22.55 | Gross profit | 50.90 | Gross loss | -73.45 |
Profit factor | 0.69 | Expected payoff | -5.64 | ||
Absolute drawdown | 318.39 | Maximal drawdown | 334.19 (3.34%) | Relative drawdown | 3.34% (334.19) |
Total trades | 4 | Short positions (won %) | 3 (66.67%) | Long positions (won %) | 1 (100.00%) |
Profit trades (% of total) | 3 (75.00%) | Loss trades (% of total) | 1 (25.00%) | ||
Largest | profit trade | 37.40 | loss trade | -73.45 | |
Average | profit trade | 16.97 | loss trade | -73.45 | |
Maximum | consecutive wins (profit in money) | 3 (50.90) | consecutive losses (loss in money) | 1 (-73.45) | |
Maximal | consecutive profit (count of wins) | 50.90 (3) | consecutive loss (count of losses) | -73.45 (1) | |
Average | consecutive wins | 3 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.06.01 22:30 | sell | 1 | 0.10 | 1.22444 | 0.00000 | 1.22427 | ||
2 | 2010.06.01 22:35 | t/p | 1 | 0.10 | 1.22427 | 0.00000 | 1.22427 | 1.70 | 10001.70 |
3 | 2010.06.07 00:00 | buy | 2 | 0.10 | 1.19453 | 0.00000 | 1.19571 | ||
4 | 2010.06.07 01:32 | t/p | 2 | 0.10 | 1.19571 | 0.00000 | 1.19571 | 11.80 | 10013.50 |
5 | 2010.06.14 00:00 | sell | 3 | 0.10 | 1.21183 | 0.00000 | 1.21136 | ||
6 | 2010.06.21 00:00 | sell | 4 | 0.10 | 1.24290 | 0.00000 | 1.23916 | ||
7 | 2010.06.21 03:20 | t/p | 4 | 0.10 | 1.23916 | 0.00000 | 1.23916 | 37.40 | 10050.90 |
8 | 2010.06.29 23:59 | close at stop | 3 | 0.10 | 1.21892 | 0.00000 | 1.21136 | -73.45 | 9977.45 |