Strategy Tester Report
Gap_Trader
AlpariUK-Demo (Build 225)

SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period15 Minutes (M15) 2009.09.01 00:00 - 2009.10.15 23:45 (2009.09.01 - 2009.10.16)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersGapRange=2; SL_Factor=10; TP_Factor=4; Risk=0.1;
Bars in test4145Ticks modelled1656694Modelling quality90.00%
Mismatched charts errors0
Initial deposit10000.00
Total net profit773.75Gross profit2278.17Gross loss-1504.42
Profit factor1.51Expected payoff51.58
Absolute drawdown684.73Maximal drawdown1260.73 (11.92%)Relative drawdown11.92% (1260.73)
Total trades15Short positions (won %)8 (100.00%)Long positions (won %)7 (57.14%)
Profit trades (% of total)12 (80.00%)Loss trades (% of total)3 (20.00%)
Largestprofit trade358.98loss trade-682.24
Averageprofit trade189.85loss trade-501.47
Maximumconsecutive wins (profit in money)6 (1275.77)consecutive losses (loss in money)2 (-1031.36)
Maximalconsecutive profit (count of wins)1275.77 (6)consecutive loss (count of losses)-1031.36 (2)
Averageconsecutive wins4consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12009.09.02 16:00buy10.321.623151.601981.63162
22009.09.03 08:04t/p10.321.631621.601981.63162272.0010272.00
32009.09.07 00:00sell20.321.639351.646091.63665
42009.09.07 17:56t/p20.321.636651.646091.6366586.4010358.40
52009.09.14 00:00sell30.321.668411.677891.66462
62009.09.14 02:11t/p30.321.664621.677891.66462121.2810479.68
72009.09.14 02:22buy40.321.662711.651791.66708
82009.09.15 11:30s/l40.321.651791.651791.66708-349.1210130.56
92009.09.17 19:33buy50.321.644561.623231.65309
102009.09.18 18:18s/l50.321.623231.623231.65309-682.249448.32
112009.09.18 22:30sell60.311.624351.634911.62013
122009.09.21 00:00buy70.311.621841.606381.62802
132009.09.21 07:15t/p60.311.620131.634911.62013130.459578.77
142009.09.22 08:24t/p70.311.628021.606381.62802191.899770.66
152009.09.23 10:30sell80.311.634191.650451.62769
162009.09.24 00:00buy90.311.632631.617371.63873
172009.09.24 09:30t/p80.311.627691.650451.62769200.389971.04
182009.09.24 12:24s/l90.311.617371.617371.63873-473.069497.98
192009.09.24 23:00sell100.311.606051.616681.60180
202009.09.25 01:40t/p100.311.601801.616681.60180131.389629.36
212009.09.28 00:00sell110.311.596671.606721.59265
222009.09.28 00:19t/p110.311.592651.606721.59265124.629753.98
232009.09.29 12:30buy120.311.594871.565941.60644
242009.09.30 08:36t/p120.311.606441.565941.60644358.9810112.96
252009.09.30 17:30sell130.321.599301.626321.58849
262009.10.02 01:15buy140.321.591871.579361.59687
272009.10.02 02:06t/p130.321.588491.626321.58849344.3810457.34
282009.10.05 02:09t/p140.321.596871.579361.59687160.3210617.66
292009.10.12 00:00sell150.331.585681.597501.58095
302009.10.12 08:30t/p150.331.580951.597501.58095156.0910773.75