Strategy Tester Report
gpfTCPivotLimit
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 | 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 | 13529 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 23.66 | Gross profit | 242.34 | Gross loss | -218.68 |
Profit factor | 1.11 | Expected payoff | 1.25 | ||
Absolute drawdown | 37.30 | Maximal drawdown | 140.50 (1.39%) | Relative drawdown | 1.39% (140.50) |
Total trades | 19 | Short 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%) | ||
Largest | profit trade | 35.60 | loss trade | -91.88 | |
Average | profit trade | 15.15 | loss trade | -72.89 | |
Maximum | consecutive wins (profit in money) | 9 (130.82) | consecutive losses (loss in money) | 2 (-126.80) | |
Maximal | consecutive profit (count of wins) | 130.82 (9) | consecutive loss (count of losses) | -126.80 (2) | |
Average | consecutive wins | 8 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.06.01 19:00 | buy | 1 | 0.10 | 1.22768 | 1.22347 | 1.23395 | ||
2 | 2010.06.01 20:00 | modify | 1 | 0.10 | 1.22768 | 1.22844 | 1.23395 | ||
3 | 2010.06.01 20:03 | s/l | 1 | 0.10 | 1.22844 | 1.22844 | 1.23395 | 7.60 | 10007.60 |
4 | 2010.06.03 05:00 | sell | 2 | 0.10 | 1.22830 | 1.23306 | 1.21917 | ||
5 | 2010.06.03 13:00 | modify | 2 | 0.10 | 1.22830 | 1.22516 | 1.21917 | ||
6 | 2010.06.03 13:02 | s/l | 2 | 0.10 | 1.22516 | 1.22516 | 1.21917 | 31.40 | 10039.00 |
7 | 2010.06.03 18:00 | buy | 3 | 0.10 | 1.21938 | 1.21342 | 1.22899 | ||
8 | 2010.06.04 11:00 | modify | 3 | 0.10 | 1.21938 | 1.22012 | 1.22899 | ||
9 | 2010.06.04 11:20 | s/l | 3 | 0.10 | 1.22012 | 1.22012 | 1.22899 | 7.32 | 10046.32 |
10 | 2010.06.07 05:00 | buy | 4 | 0.10 | 1.19103 | 1.17855 | 1.21363 | ||
11 | 2010.06.07 07:00 | modify | 4 | 0.10 | 1.19103 | 1.19116 | 1.21363 | ||
12 | 2010.06.07 08:00 | modify | 4 | 0.10 | 1.19103 | 1.19165 | 1.21363 | ||
13 | 2010.06.07 08:02 | s/l | 4 | 0.10 | 1.19165 | 1.19165 | 1.21363 | 6.20 | 10052.52 |
14 | 2010.06.08 07:00 | sell | 5 | 0.10 | 1.19627 | 1.20434 | 1.18648 | ||
15 | 2010.06.08 10:00 | modify | 5 | 0.10 | 1.19627 | 1.19560 | 1.18648 | ||
16 | 2010.06.08 10:03 | s/l | 5 | 0.10 | 1.19560 | 1.19560 | 1.18648 | 6.70 | 10059.22 |
17 | 2010.06.08 19:00 | sell | 6 | 0.10 | 1.19722 | 1.20434 | 1.18648 | ||
18 | 2010.06.08 20:00 | modify | 6 | 0.10 | 1.19722 | 1.19366 | 1.18648 | ||
19 | 2010.06.08 20:10 | s/l | 6 | 0.10 | 1.19366 | 1.19366 | 1.18648 | 35.60 | 10094.82 |
20 | 2010.06.09 22:00 | sell | 7 | 0.10 | 1.19864 | 1.20652 | 1.19076 | ||
21 | 2010.06.09 23:00 | modify | 7 | 0.10 | 1.19864 | 1.19844 | 1.19076 | ||
22 | 2010.06.09 23:10 | s/l | 7 | 0.10 | 1.19844 | 1.19844 | 1.19076 | 2.00 | 10096.82 |
23 | 2010.06.10 13:00 | sell | 8 | 0.10 | 1.20459 | 1.21429 | 1.19147 | ||
24 | 2010.06.10 14:00 | modify | 8 | 0.10 | 1.20459 | 1.20320 | 1.19147 | ||
25 | 2010.06.10 14:05 | s/l | 8 | 0.10 | 1.20320 | 1.20320 | 1.19147 | 13.90 | 10110.72 |
26 | 2010.06.17 11:00 | buy | 9 | 0.10 | 1.23295 | 1.22036 | 1.23496 | ||
27 | 2010.06.17 11:10 | t/p | 9 | 0.10 | 1.23496 | 1.22036 | 1.23496 | 20.10 | 10130.82 |
28 | 2010.06.21 04:00 | sell | 10 | 0.10 | 1.23912 | 1.24478 | 1.23528 | ||
29 | 2010.06.21 07:20 | s/l | 10 | 0.10 | 1.24478 | 1.24478 | 1.23528 | -56.60 | 10074.22 |
30 | 2010.06.21 16:00 | buy | 11 | 0.10 | 1.23916 | 1.23214 | 1.24160 | ||
31 | 2010.06.21 19:50 | s/l | 11 | 0.10 | 1.23214 | 1.23214 | 1.24160 | -70.20 | 10004.02 |
32 | 2010.06.22 14:00 | buy | 12 | 0.10 | 1.22656 | 1.22022 | 1.24254 | ||
33 | 2010.06.22 15:00 | modify | 12 | 0.10 | 1.22656 | 1.22860 | 1.24254 | ||
34 | 2010.06.22 15:02 | s/l | 12 | 0.10 | 1.22860 | 1.22860 | 1.24254 | 20.40 | 10024.42 |
35 | 2010.06.22 16:00 | buy | 13 | 0.10 | 1.22882 | 1.22022 | 1.24254 | ||
36 | 2010.06.22 18:00 | modify | 13 | 0.10 | 1.22882 | 1.22988 | 1.24254 | ||
37 | 2010.06.22 18:20 | s/l | 13 | 0.10 | 1.22988 | 1.22988 | 1.24254 | 10.60 | 10035.02 |
38 | 2010.06.23 17:00 | buy | 14 | 0.10 | 1.22410 | 1.21894 | 1.23306 | ||
39 | 2010.06.23 19:00 | modify | 14 | 0.10 | 1.22410 | 1.22531 | 1.23306 | ||
40 | 2010.06.23 19:20 | s/l | 14 | 0.10 | 1.22531 | 1.22531 | 1.23306 | 12.10 | 10047.12 |
41 | 2010.06.23 22:00 | sell | 15 | 0.10 | 1.23100 | 1.23932 | 1.22287 | ||
42 | 2010.06.24 10:00 | modify | 15 | 0.10 | 1.23100 | 1.22906 | 1.22287 | ||
43 | 2010.06.24 10:02 | s/l | 15 | 0.10 | 1.22906 | 1.22906 | 1.22287 | 19.04 | 10066.16 |
44 | 2010.06.24 19:00 | sell | 16 | 0.10 | 1.23566 | 1.24218 | 1.22321 | ||
45 | 2010.06.24 21:00 | modify | 16 | 0.10 | 1.23566 | 1.23349 | 1.22321 | ||
46 | 2010.06.24 21:02 | s/l | 16 | 0.10 | 1.23349 | 1.23349 | 1.22321 | 21.70 | 10087.86 |
47 | 2010.06.25 13:00 | buy | 17 | 0.10 | 1.22857 | 1.21988 | 1.23899 | ||
48 | 2010.06.25 14:00 | modify | 17 | 0.10 | 1.22857 | 1.23107 | 1.23899 | ||
49 | 2010.06.25 14:03 | s/l | 17 | 0.10 | 1.23107 | 1.23107 | 1.23899 | 25.00 | 10112.86 |
50 | 2010.06.25 21:00 | sell | 18 | 0.10 | 1.23863 | 1.24524 | 1.22631 | ||
51 | 2010.06.28 00:00 | modify | 18 | 0.10 | 1.23863 | 1.23838 | 1.22631 | ||
52 | 2010.06.28 01:00 | modify | 18 | 0.10 | 1.23863 | 1.23835 | 1.22631 | ||
53 | 2010.06.28 01:40 | s/l | 18 | 0.10 | 1.23835 | 1.23835 | 1.22631 | 2.68 | 10115.54 |
54 | 2010.06.28 21:00 | buy | 19 | 0.10 | 1.22894 | 1.21976 | 1.24236 | ||
55 | 2010.06.29 10:15 | s/l | 19 | 0.10 | 1.21976 | 1.21976 | 1.24236 | -91.88 | 10023.66 |