Strategy Tester Report
AlpariUK-Demo (Build 225)
Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Period | 1 Hour (H1) 2010.01.04 00:00 - 2010.02.26 22:00 (2010.01.01 - 2010.02.27) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | MagicNumber=0; SignalMail=false; EachTickMode=false; Lots=0.2; Slippage=10; UseStopLoss=false; StopLoss=50000; UseTakeProfit=false; TakeProfit=50000; UseTrailingStop=false; TrailingStop=30; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -792.22 | Gross profit | 2319.18 | Gross loss | -3111.40 |
Profit factor | 0.75 | Expected payoff | -18.86 | ||
Absolute drawdown | 1474.04 | Maximal drawdown | 1679.26 (16.45%) | Relative drawdown | 16.45% (1679.26) |
Total trades | 42 | Short positions (won %) | 22 (22.73%) | Long positions (won %) | 20 (20.00%) |
Profit trades (% of total) | 9 (21.43%) | Loss trades (% of total) | 33 (78.57%) | ||
Largest | profit trade | 592.20 | loss trade | -196.80 | |
Average | profit trade | 257.69 | loss trade | -94.28 | |
Maximum | consecutive wins (profit in money) | 2 (397.34) | consecutive losses (loss in money) | 12 (-1076.54) | |
Maximal | consecutive profit (count of wins) | 592.20 (1) | consecutive loss (count of losses) | -1076.54 (12) | |
Average | consecutive wins | 1 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 01:00 | buy | 1 | 0.20 | 1.61425 | 0.00000 | 0.00000 | ||
2 | 2010.01.04 18:00 | close | 1 | 0.20 | 1.61059 | 0.00000 | 0.00000 | -73.20 | 9926.80 |
3 | 2010.01.04 20:00 | sell | 2 | 0.20 | 1.60976 | 0.00000 | 0.00000 | ||
4 | 2010.01.05 08:00 | close | 2 | 0.20 | 1.61552 | 0.00000 | 0.00000 | -115.70 | 9811.10 |
5 | 2010.01.05 10:00 | sell | 3 | 0.20 | 1.60436 | 0.00000 | 0.00000 | ||
6 | 2010.01.06 10:00 | close | 3 | 0.20 | 1.60461 | 0.00000 | 0.00000 | -5.50 | 9805.60 |
7 | 2010.01.06 14:00 | sell | 4 | 0.20 | 1.59651 | 0.00000 | 0.00000 | ||
8 | 2010.01.06 22:00 | close | 4 | 0.20 | 1.60254 | 0.00000 | 0.00000 | -120.60 | 9685.00 |
9 | 2010.01.06 23:00 | buy | 5 | 0.20 | 1.60222 | 0.00000 | 0.00000 | ||
10 | 2010.01.07 07:00 | close | 5 | 0.20 | 1.59735 | 0.00000 | 0.00000 | -97.34 | 9587.66 |
11 | 2010.01.07 08:00 | sell | 6 | 0.20 | 1.59673 | 0.00000 | 0.00000 | ||
12 | 2010.01.08 09:00 | close | 6 | 0.20 | 1.59756 | 0.00000 | 0.00000 | -17.10 | 9570.56 |
13 | 2010.01.08 10:00 | buy | 7 | 0.20 | 1.60207 | 0.00000 | 0.00000 | ||
14 | 2010.01.12 05:00 | close | 7 | 0.20 | 1.60742 | 0.00000 | 0.00000 | 107.04 | 9677.60 |
15 | 2010.01.12 11:00 | buy | 8 | 0.20 | 1.61406 | 0.00000 | 0.00000 | ||
16 | 2010.01.15 12:00 | close | 8 | 0.20 | 1.62857 | 0.00000 | 0.00000 | 290.30 | 9967.90 |
17 | 2010.01.15 13:00 | sell | 9 | 0.20 | 1.62881 | 0.00000 | 0.00000 | ||
18 | 2010.01.18 05:00 | close | 9 | 0.20 | 1.63132 | 0.00000 | 0.00000 | -50.70 | 9917.20 |
19 | 2010.01.18 06:00 | buy | 10 | 0.20 | 1.63136 | 0.00000 | 0.00000 | ||
20 | 2010.01.19 13:00 | close | 10 | 0.20 | 1.63380 | 0.00000 | 0.00000 | 48.82 | 9966.02 |
21 | 2010.01.19 14:00 | sell | 11 | 0.20 | 1.63330 | 0.00000 | 0.00000 | ||
22 | 2010.01.19 20:00 | close | 11 | 0.20 | 1.63861 | 0.00000 | 0.00000 | -106.20 | 9859.82 |
23 | 2010.01.19 22:00 | buy | 12 | 0.20 | 1.63866 | 0.00000 | 0.00000 | ||
24 | 2010.01.20 03:00 | close | 12 | 0.20 | 1.63240 | 0.00000 | 0.00000 | -125.18 | 9734.64 |
25 | 2010.01.20 04:00 | sell | 13 | 0.20 | 1.63223 | 0.00000 | 0.00000 | ||
26 | 2010.01.22 09:00 | close | 13 | 0.20 | 1.62542 | 0.00000 | 0.00000 | 134.20 | 9868.84 |
27 | 2010.01.22 10:00 | buy | 14 | 0.20 | 1.62694 | 0.00000 | 0.00000 | ||
28 | 2010.01.22 13:00 | close | 14 | 0.20 | 1.61762 | 0.00000 | 0.00000 | -186.40 | 9682.44 |
29 | 2010.01.22 14:00 | sell | 15 | 0.20 | 1.61120 | 0.00000 | 0.00000 | ||
30 | 2010.01.25 10:00 | close | 15 | 0.20 | 1.61673 | 0.00000 | 0.00000 | -111.10 | 9571.34 |
31 | 2010.01.25 12:00 | buy | 16 | 0.20 | 1.61752 | 0.00000 | 0.00000 | ||
32 | 2010.01.26 11:00 | close | 16 | 0.20 | 1.61371 | 0.00000 | 0.00000 | -76.18 | 9495.16 |
33 | 2010.01.26 12:00 | sell | 17 | 0.20 | 1.61196 | 0.00000 | 0.00000 | ||
34 | 2010.01.27 11:00 | close | 17 | 0.20 | 1.61914 | 0.00000 | 0.00000 | -144.10 | 9351.06 |
35 | 2010.01.27 12:00 | buy | 18 | 0.20 | 1.62133 | 0.00000 | 0.00000 | ||
36 | 2010.01.27 21:00 | close | 18 | 0.20 | 1.61725 | 0.00000 | 0.00000 | -81.60 | 9269.46 |
37 | 2010.01.27 22:00 | sell | 19 | 0.20 | 1.61638 | 0.00000 | 0.00000 | ||
38 | 2010.01.28 04:00 | close | 19 | 0.20 | 1.62117 | 0.00000 | 0.00000 | -97.30 | 9172.16 |
39 | 2010.01.28 05:00 | buy | 20 | 0.20 | 1.62159 | 0.00000 | 0.00000 | ||
40 | 2010.01.28 17:00 | close | 20 | 0.20 | 1.61352 | 0.00000 | 0.00000 | -161.40 | 9010.76 |
41 | 2010.01.28 18:00 | sell | 21 | 0.20 | 1.61451 | 0.00000 | 0.00000 | ||
42 | 2010.01.29 10:00 | close | 21 | 0.20 | 1.61765 | 0.00000 | 0.00000 | -63.30 | 8947.46 |
43 | 2010.01.29 13:00 | sell | 22 | 0.20 | 1.61362 | 0.00000 | 0.00000 | ||
44 | 2010.02.02 17:00 | close | 22 | 0.20 | 1.59725 | 0.00000 | 0.00000 | 326.40 | 9273.86 |
45 | 2010.02.02 18:00 | buy | 23 | 0.20 | 1.59705 | 0.00000 | 0.00000 | ||
46 | 2010.02.03 14:00 | close | 23 | 0.20 | 1.59632 | 0.00000 | 0.00000 | -14.58 | 9259.28 |
47 | 2010.02.03 15:00 | sell | 24 | 0.20 | 1.59423 | 0.00000 | 0.00000 | ||
48 | 2010.02.09 08:00 | close | 24 | 0.20 | 1.56447 | 0.00000 | 0.00000 | 592.20 | 9851.48 |
49 | 2010.02.09 09:00 | buy | 25 | 0.20 | 1.56491 | 0.00000 | 0.00000 | ||
50 | 2010.02.09 11:00 | close | 25 | 0.20 | 1.55850 | 0.00000 | 0.00000 | -128.20 | 9723.28 |
51 | 2010.02.09 12:00 | sell | 26 | 0.20 | 1.55748 | 0.00000 | 0.00000 | ||
52 | 2010.02.09 14:00 | close | 26 | 0.20 | 1.56395 | 0.00000 | 0.00000 | -129.40 | 9593.88 |
53 | 2010.02.09 15:00 | buy | 27 | 0.20 | 1.56278 | 0.00000 | 0.00000 | ||
54 | 2010.02.10 13:00 | close | 27 | 0.20 | 1.56572 | 0.00000 | 0.00000 | 58.82 | 9652.70 |
55 | 2010.02.10 14:00 | sell | 28 | 0.20 | 1.56204 | 0.00000 | 0.00000 | ||
56 | 2010.02.11 03:00 | close | 28 | 0.20 | 1.56433 | 0.00000 | 0.00000 | -47.30 | 9605.40 |
57 | 2010.02.11 04:00 | buy | 29 | 0.20 | 1.56461 | 0.00000 | 0.00000 | ||
58 | 2010.02.11 09:00 | close | 29 | 0.20 | 1.56061 | 0.00000 | 0.00000 | -80.00 | 9525.40 |
59 | 2010.02.11 10:00 | sell | 30 | 0.20 | 1.55789 | 0.00000 | 0.00000 | ||
60 | 2010.02.11 18:00 | close | 30 | 0.20 | 1.56773 | 0.00000 | 0.00000 | -196.80 | 9328.60 |
61 | 2010.02.11 19:00 | buy | 31 | 0.20 | 1.56840 | 0.00000 | 0.00000 | ||
62 | 2010.02.12 12:00 | close | 31 | 0.20 | 1.56142 | 0.00000 | 0.00000 | -139.58 | 9189.02 |
63 | 2010.02.12 13:00 | sell | 32 | 0.20 | 1.56141 | 0.00000 | 0.00000 | ||
64 | 2010.02.12 20:00 | close | 32 | 0.20 | 1.56779 | 0.00000 | 0.00000 | -127.60 | 9061.42 |
65 | 2010.02.12 21:00 | buy | 33 | 0.20 | 1.56713 | 0.00000 | 0.00000 | ||
66 | 2010.02.15 06:00 | close | 33 | 0.20 | 1.56445 | 0.00000 | 0.00000 | -53.58 | 9007.84 |
67 | 2010.02.15 07:00 | sell | 34 | 0.20 | 1.56467 | 0.00000 | 0.00000 | ||
68 | 2010.02.15 10:00 | close | 34 | 0.20 | 1.56794 | 0.00000 | 0.00000 | -65.40 | 8942.44 |
69 | 2010.02.15 11:00 | buy | 35 | 0.20 | 1.56780 | 0.00000 | 0.00000 | ||
70 | 2010.02.15 17:00 | close | 35 | 0.20 | 1.56523 | 0.00000 | 0.00000 | -51.40 | 8891.04 |
71 | 2010.02.15 18:00 | sell | 36 | 0.20 | 1.56623 | 0.00000 | 0.00000 | ||
72 | 2010.02.16 03:00 | close | 36 | 0.20 | 1.56874 | 0.00000 | 0.00000 | -50.70 | 8840.34 |
73 | 2010.02.16 04:00 | buy | 37 | 0.20 | 1.56880 | 0.00000 | 0.00000 | ||
74 | 2010.02.16 14:00 | close | 37 | 0.20 | 1.56727 | 0.00000 | 0.00000 | -30.60 | 8809.74 |
75 | 2010.02.16 15:00 | sell | 38 | 0.20 | 1.56747 | 0.00000 | 0.00000 | ||
76 | 2010.02.16 18:00 | close | 38 | 0.20 | 1.57371 | 0.00000 | 0.00000 | -124.80 | 8684.94 |
77 | 2010.02.16 19:00 | buy | 39 | 0.20 | 1.57779 | 0.00000 | 0.00000 | ||
78 | 2010.02.17 17:00 | close | 39 | 0.20 | 1.57235 | 0.00000 | 0.00000 | -108.78 | 8576.16 |
79 | 2010.02.17 18:00 | sell | 40 | 0.20 | 1.57008 | 0.00000 | 0.00000 | ||
80 | 2010.02.22 16:00 | close | 40 | 0.20 | 1.54911 | 0.00000 | 0.00000 | 416.90 | 8993.06 |
81 | 2010.02.22 17:00 | buy | 41 | 0.20 | 1.54964 | 0.00000 | 0.00000 | ||
82 | 2010.02.23 11:00 | close | 41 | 0.20 | 1.54315 | 0.00000 | 0.00000 | -129.78 | 8863.28 |
83 | 2010.02.23 12:00 | sell | 42 | 0.20 | 1.54125 | 0.00000 | 0.00000 | ||
84 | 2010.02.26 22:59 | close at stop | 42 | 0.20 | 1.52390 | 0.00000 | 0.00000 | 344.50 | 9207.78 |