Strategy Tester Report
gpfTCPivotLimit
AlpariUK-Demo (Build 226)

SymbolEURUSD (Euro vs US Dollar)
Period1 Hour (H1) 2010.06.01 00:00 - 2010.06.30 00:00 (2010.06.01 - 2010.06.30)
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 test1501Ticks modelled13529Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00
Total net profit23.66Gross profit242.34Gross loss-218.68
Profit factor1.11Expected payoff1.25
Absolute drawdown37.30Maximal drawdown140.50 (1.39%)Relative drawdown1.39% (140.50)
Total trades19Short positions (won %)9 (88.89%)Long positions (won %)10 (80.00%)
Profit trades (% of total)16 (84.21%)Loss trades (% of total)3 (15.79%)
Largestprofit trade35.60loss trade-91.88
Averageprofit trade15.15loss trade-72.89
Maximumconsecutive wins (profit in money)9 (130.82)consecutive losses (loss in money)2 (-126.80)
Maximalconsecutive profit (count of wins)130.82 (9)consecutive loss (count of losses)-126.80 (2)
Averageconsecutive wins8consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12010.06.01 19:00buy10.101.227681.223471.23395
22010.06.01 20:00modify10.101.227681.228441.23395
32010.06.01 20:03s/l10.101.228441.228441.233957.6010007.60
42010.06.03 05:00sell20.101.228301.233061.21917
52010.06.03 13:00modify20.101.228301.225161.21917
62010.06.03 13:02s/l20.101.225161.225161.2191731.4010039.00
72010.06.03 18:00buy30.101.219381.213421.22899
82010.06.04 11:00modify30.101.219381.220121.22899
92010.06.04 11:20s/l30.101.220121.220121.228997.3210046.32
102010.06.07 05:00buy40.101.191031.178551.21363
112010.06.07 07:00modify40.101.191031.191161.21363
122010.06.07 08:00modify40.101.191031.191651.21363
132010.06.07 08:02s/l40.101.191651.191651.213636.2010052.52
142010.06.08 07:00sell50.101.196271.204341.18648
152010.06.08 10:00modify50.101.196271.195601.18648
162010.06.08 10:03s/l50.101.195601.195601.186486.7010059.22
172010.06.08 19:00sell60.101.197221.204341.18648
182010.06.08 20:00modify60.101.197221.193661.18648
192010.06.08 20:10s/l60.101.193661.193661.1864835.6010094.82
202010.06.09 22:00sell70.101.198641.206521.19076
212010.06.09 23:00modify70.101.198641.198441.19076
222010.06.09 23:10s/l70.101.198441.198441.190762.0010096.82
232010.06.10 13:00sell80.101.204591.214291.19147
242010.06.10 14:00modify80.101.204591.203201.19147
252010.06.10 14:05s/l80.101.203201.203201.1914713.9010110.72
262010.06.17 11:00buy90.101.232951.220361.23496
272010.06.17 11:10t/p90.101.234961.220361.2349620.1010130.82
282010.06.21 04:00sell100.101.239121.244781.23528
292010.06.21 07:20s/l100.101.244781.244781.23528-56.6010074.22
302010.06.21 16:00buy110.101.239161.232141.24160
312010.06.21 19:50s/l110.101.232141.232141.24160-70.2010004.02
322010.06.22 14:00buy120.101.226561.220221.24254
332010.06.22 15:00modify120.101.226561.228601.24254
342010.06.22 15:02s/l120.101.228601.228601.2425420.4010024.42
352010.06.22 16:00buy130.101.228821.220221.24254
362010.06.22 18:00modify130.101.228821.229881.24254
372010.06.22 18:20s/l130.101.229881.229881.2425410.6010035.02
382010.06.23 17:00buy140.101.224101.218941.23306
392010.06.23 19:00modify140.101.224101.225311.23306
402010.06.23 19:20s/l140.101.225311.225311.2330612.1010047.12
412010.06.23 22:00sell150.101.231001.239321.22287
422010.06.24 10:00modify150.101.231001.229061.22287
432010.06.24 10:02s/l150.101.229061.229061.2228719.0410066.16
442010.06.24 19:00sell160.101.235661.242181.22321
452010.06.24 21:00modify160.101.235661.233491.22321
462010.06.24 21:02s/l160.101.233491.233491.2232121.7010087.86
472010.06.25 13:00buy170.101.228571.219881.23899
482010.06.25 14:00modify170.101.228571.231071.23899
492010.06.25 14:03s/l170.101.231071.231071.2389925.0010112.86
502010.06.25 21:00sell180.101.238631.245241.22631
512010.06.28 00:00modify180.101.238631.238381.22631
522010.06.28 01:00modify180.101.238631.238351.22631
532010.06.28 01:40s/l180.101.238351.238351.226312.6810115.54
542010.06.28 21:00buy190.101.228941.219761.24236
552010.06.29 10:15s/l190.101.219761.219761.24236-91.8810023.66