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 | expertId=1; TakeProfit1=50; TakeProfit2=150; _3bartrailpips=100; BreakEven=10; StopLoss=0; OrderPipsDiff=5; InsideBar=true; OutSideBar=true; KeyReversalBar=true; KeyReversalOpenDiff=10; TwoBarReversal=true; Open1Close2WithinPrevHLPips=10; Open2WithinPrevClosePips=5; BodyPips=10; PipsFromMid=10; CancelOrderBars=4; Lots=0.01; MaximumRisk=5; LotDigits=1; FixedLot=false; slippage=2; OrderTriesNumber=2; EAName="bblo"; | ||||
| Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -266.00 | Gross profit | 125.00 | Gross loss | -391.00 |
| Profit factor | 0.32 | Expected payoff | -33.25 | ||
| Absolute drawdown | 266.00 | Maximal drawdown | 366.00 (3.62%) | Relative drawdown | 3.62% (366.00) |
| Total trades | 8 | Short positions (won %) | 4 (50.00%) | Long positions (won %) | 4 (50.00%) |
| Profit trades (% of total) | 4 (50.00%) | Loss trades (% of total) | 4 (50.00%) | ||
| Largest | profit trade | 75.00 | loss trade | -160.50 | |
| Average | profit trade | 31.25 | loss trade | -97.75 | |
| Maximum | consecutive wins (profit in money) | 2 (100.00) | consecutive losses (loss in money) | 2 (-321.00) | |
| Maximal | consecutive profit (count of wins) | 100.00 (2) | consecutive loss (count of losses) | -321.00 (2) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.04 01:10 | sell stop | 1 | 0.50 | 1.61280 | 0.00000 | 1.61230 | ||
| 2 | 2010.01.04 01:10 | sell stop | 2 | 0.50 | 1.61280 | 0.00000 | 1.61130 | ||
| 3 | 2010.01.04 01:15 | sell | 1 | 0.50 | 1.61280 | 0.00000 | 1.61230 | ||
| 4 | 2010.01.04 01:15 | sell | 2 | 0.50 | 1.61280 | 0.00000 | 1.61130 | ||
| 5 | 2010.01.04 01:15 | modify | 1 | 0.50 | 1.61280 | 1.62277 | 1.61230 | ||
| 6 | 2010.01.04 01:15 | modify | 2 | 0.50 | 1.61280 | 1.62277 | 1.61130 | ||
| 7 | 2010.01.04 01:20 | t/p | 1 | 0.50 | 1.61230 | 1.62277 | 1.61230 | 25.00 | 10025.00 |
| 8 | 2010.01.04 01:20 | t/p | 2 | 0.50 | 1.61130 | 1.62277 | 1.61130 | 75.00 | 10100.00 |
| 9 | 2010.01.04 21:42 | buy stop | 3 | 0.50 | 1.61062 | 0.00000 | 1.61112 | ||
| 10 | 2010.01.04 21:42 | buy stop | 4 | 0.50 | 1.61062 | 0.00000 | 1.61212 | ||
| 11 | 2010.01.04 21:45 | buy | 3 | 0.50 | 1.61062 | 0.00000 | 1.61112 | ||
| 12 | 2010.01.04 21:45 | buy | 4 | 0.50 | 1.61062 | 0.00000 | 1.61212 | ||
| 13 | 2010.01.04 21:45 | modify | 3 | 0.50 | 1.61062 | 1.60740 | 1.61112 | ||
| 14 | 2010.01.04 21:45 | modify | 4 | 0.50 | 1.61062 | 1.60740 | 1.61212 | ||
| 15 | 2010.01.04 22:02 | close | 3 | 0.50 | 1.60998 | 1.60740 | 1.61112 | -32.00 | 10068.00 |
| 16 | 2010.01.04 22:05 | close | 4 | 0.50 | 1.60986 | 1.60740 | 1.61212 | -38.00 | 10030.00 |
| 17 | 2010.01.08 04:22 | buy stop | 5 | 0.50 | 1.59385 | 0.00000 | 1.59435 | ||
| 18 | 2010.01.08 04:22 | buy stop | 6 | 0.50 | 1.59385 | 0.00000 | 1.59535 | ||
| 19 | 2010.01.08 04:33 | buy | 5 | 0.50 | 1.59385 | 0.00000 | 1.59435 | ||
| 20 | 2010.01.08 04:33 | buy | 6 | 0.50 | 1.59385 | 0.00000 | 1.59535 | ||
| 21 | 2010.01.08 04:33 | modify | 5 | 0.50 | 1.59385 | 1.59042 | 1.59435 | ||
| 22 | 2010.01.08 04:33 | modify | 6 | 0.50 | 1.59385 | 1.59042 | 1.59535 | ||
| 23 | 2010.01.08 04:40 | modify | 5 | 0.50 | 1.59385 | 1.59385 | 1.59435 | ||
| 24 | 2010.01.08 04:40 | modify | 6 | 0.50 | 1.59385 | 1.59385 | 1.59535 | ||
| 25 | 2010.01.08 04:46 | t/p | 5 | 0.50 | 1.59435 | 1.59385 | 1.59435 | 25.00 | 10055.00 |
| 26 | 2010.01.08 04:59 | s/l | 6 | 0.50 | 1.59385 | 1.59385 | 1.59535 | 0.00 | 10055.00 |
| 27 | 2010.01.08 05:02 | sell stop | 7 | 0.50 | 1.59290 | 0.00000 | 1.59240 | ||
| 28 | 2010.01.08 05:02 | sell stop | 8 | 0.50 | 1.59290 | 0.00000 | 1.59140 | ||
| 29 | 2010.01.08 06:50 | sell | 7 | 0.50 | 1.59290 | 0.00000 | 1.59240 | ||
| 30 | 2010.01.08 06:50 | sell | 8 | 0.50 | 1.59290 | 0.00000 | 1.59140 | ||
| 31 | 2010.01.08 06:50 | modify | 7 | 0.50 | 1.59290 | 1.59655 | 1.59240 | ||
| 32 | 2010.01.08 06:50 | modify | 8 | 0.50 | 1.59290 | 1.59655 | 1.59140 | ||
| 33 | 2010.01.08 07:00 | modify | 7 | 0.50 | 1.59290 | 1.59611 | 1.59240 | ||
| 34 | 2010.01.08 07:00 | modify | 8 | 0.50 | 1.59290 | 1.59611 | 1.59140 | ||
| 35 | 2010.01.08 07:20 | s/l | 7 | 0.50 | 1.59611 | 1.59611 | 1.59240 | -160.50 | 9894.50 |
| 36 | 2010.01.08 07:20 | s/l | 8 | 0.50 | 1.59611 | 1.59611 | 1.59140 | -160.50 | 9734.00 |
| 37 | 2010.01.11 20:05 | buy stop | 9 | 0.50 | 1.61242 | 0.00000 | 1.61292 | ||
| 38 | 2010.01.11 20:05 | buy stop | 10 | 0.50 | 1.61242 | 0.00000 | 1.61392 | ||
| 39 | 2010.01.11 20:10 | delete | 9 | 0.50 | 1.61242 | 0.00000 | 1.61292 | ||
| 40 | 2010.01.11 20:12 | delete | 10 | 0.50 | 1.61242 | 0.00000 | 1.61392 | ||
| 41 | 2010.02.01 10:27 | buy stop | 11 | 0.50 | 1.59457 | 0.00000 | 1.59507 | ||
| 42 | 2010.02.01 10:27 | buy stop | 12 | 0.50 | 1.59457 | 0.00000 | 1.59607 | ||
| 43 | 2010.02.01 11:05 | delete | 11 | 0.50 | 1.59457 | 0.00000 | 1.59507 | ||
| 44 | 2010.02.01 11:10 | delete | 12 | 0.50 | 1.59457 | 0.00000 | 1.59607 | ||
| 45 | 2010.02.23 12:02 | buy stop | 13 | 0.50 | 1.54412 | 0.00000 | 1.54462 | ||
| 46 | 2010.02.23 12:02 | buy stop | 14 | 0.50 | 1.54412 | 0.00000 | 1.54562 | ||
| 47 | 2010.02.23 12:20 | delete | 13 | 0.50 | 1.54412 | 0.00000 | 1.54462 | ||
| 48 | 2010.02.23 12:22 | delete | 14 | 0.50 | 1.54412 | 0.00000 | 1.54562 | ||