Strategy Tester Report
DoubleStochastic
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 | stopLoss=50; takeProfit=50; lotes=1; Risk=0.1; step=50000; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -75.00 | Gross profit | 105.00 | Gross loss | -180.00 |
Profit factor | 0.58 | Expected payoff | -1.34 | ||
Absolute drawdown | 75.00 | Maximal drawdown | 82.20 (0.82%) | Relative drawdown | 0.82% (82.20) |
Total trades | 56 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 56 (37.50%) |
Profit trades (% of total) | 21 (37.50%) | Loss trades (% of total) | 35 (62.50%) | ||
Largest | profit trade | 5.00 | loss trade | -10.00 | |
Average | profit trade | 5.00 | loss trade | -5.14 | |
Maximum | consecutive wins (profit in money) | 3 (15.00) | consecutive losses (loss in money) | 4 (-20.00) | |
Maximal | consecutive profit (count of wins) | 15.00 (3) | consecutive loss (count of losses) | -20.00 (4) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.14 12:00 | buy | 1 | 0.10 | 1.62803 | 1.62753 | 1.62853 | ||
2 | 2010.01.14 12:07 | t/p | 1 | 0.10 | 1.62853 | 1.62753 | 1.62853 | 5.00 | 10005.00 |
3 | 2010.01.14 12:10 | buy | 2 | 0.20 | 1.62780 | 1.62730 | 1.62830 | ||
4 | 2010.01.14 12:15 | s/l | 2 | 0.20 | 1.62730 | 1.62730 | 1.62830 | -10.00 | 9995.00 |
5 | 2010.01.14 12:15 | buy | 3 | 0.10 | 1.62714 | 1.62664 | 1.62764 | ||
6 | 2010.01.14 12:20 | s/l | 3 | 0.10 | 1.62664 | 1.62664 | 1.62764 | -5.00 | 9990.00 |
7 | 2010.01.14 12:20 | buy | 4 | 0.10 | 1.62627 | 1.62577 | 1.62677 | ||
8 | 2010.01.14 12:27 | t/p | 4 | 0.10 | 1.62677 | 1.62577 | 1.62677 | 5.00 | 9995.00 |
9 | 2010.01.14 12:27 | buy | 5 | 0.10 | 1.62714 | 1.62664 | 1.62764 | ||
10 | 2010.01.14 12:27 | s/l | 5 | 0.10 | 1.62664 | 1.62664 | 1.62764 | -5.00 | 9990.00 |
11 | 2010.01.14 12:27 | buy | 6 | 0.10 | 1.62664 | 1.62614 | 1.62714 | ||
12 | 2010.01.14 12:45 | t/p | 6 | 0.10 | 1.62714 | 1.62614 | 1.62714 | 5.00 | 9995.00 |
13 | 2010.01.14 12:45 | buy | 7 | 0.10 | 1.62777 | 1.62727 | 1.62827 | ||
14 | 2010.01.14 12:59 | s/l | 7 | 0.10 | 1.62727 | 1.62727 | 1.62827 | -5.00 | 9990.00 |
15 | 2010.01.14 12:59 | buy | 8 | 0.10 | 1.62706 | 1.62656 | 1.62756 | ||
16 | 2010.01.14 13:10 | s/l | 8 | 0.10 | 1.62656 | 1.62656 | 1.62756 | -5.00 | 9985.00 |
17 | 2010.01.14 13:10 | buy | 9 | 0.10 | 1.62653 | 1.62603 | 1.62703 | ||
18 | 2010.01.14 13:15 | s/l | 9 | 0.10 | 1.62603 | 1.62603 | 1.62703 | -5.00 | 9980.00 |
19 | 2010.01.14 13:15 | buy | 10 | 0.10 | 1.62591 | 1.62541 | 1.62641 | ||
20 | 2010.01.14 13:20 | s/l | 10 | 0.10 | 1.62541 | 1.62541 | 1.62641 | -5.00 | 9975.00 |
21 | 2010.01.14 13:20 | buy | 11 | 0.10 | 1.62507 | 1.62457 | 1.62557 | ||
22 | 2010.01.14 13:27 | t/p | 11 | 0.10 | 1.62557 | 1.62457 | 1.62557 | 5.00 | 9980.00 |
23 | 2010.01.14 13:27 | buy | 12 | 0.10 | 1.62591 | 1.62541 | 1.62641 | ||
24 | 2010.01.14 13:32 | t/p | 12 | 0.10 | 1.62641 | 1.62541 | 1.62641 | 5.00 | 9985.00 |
25 | 2010.01.14 13:32 | buy | 13 | 0.10 | 1.62702 | 1.62652 | 1.62752 | ||
26 | 2010.01.14 13:40 | s/l | 13 | 0.10 | 1.62652 | 1.62652 | 1.62752 | -5.00 | 9980.00 |
27 | 2010.01.14 13:40 | buy | 14 | 0.10 | 1.62659 | 1.62609 | 1.62709 | ||
28 | 2010.01.14 13:45 | s/l | 14 | 0.10 | 1.62609 | 1.62609 | 1.62709 | -5.00 | 9975.00 |
29 | 2010.01.14 13:45 | buy | 15 | 0.10 | 1.62616 | 1.62566 | 1.62666 | ||
30 | 2010.01.14 13:50 | s/l | 15 | 0.10 | 1.62566 | 1.62566 | 1.62666 | -5.00 | 9970.00 |
31 | 2010.01.14 13:50 | buy | 16 | 0.10 | 1.62559 | 1.62509 | 1.62609 | ||
32 | 2010.01.14 14:10 | t/p | 16 | 0.10 | 1.62609 | 1.62509 | 1.62609 | 5.00 | 9975.00 |
33 | 2010.01.14 14:10 | buy | 17 | 0.10 | 1.62680 | 1.62630 | 1.62730 | ||
34 | 2010.01.14 14:15 | t/p | 17 | 0.10 | 1.62730 | 1.62630 | 1.62730 | 5.00 | 9980.00 |
35 | 2010.01.14 14:15 | buy | 18 | 0.10 | 1.62769 | 1.62719 | 1.62819 | ||
36 | 2010.01.14 14:20 | t/p | 18 | 0.10 | 1.62819 | 1.62719 | 1.62819 | 5.00 | 9985.00 |
37 | 2010.01.14 14:20 | buy | 19 | 0.10 | 1.62859 | 1.62809 | 1.62909 | ||
38 | 2010.01.14 14:22 | s/l | 19 | 0.10 | 1.62809 | 1.62809 | 1.62909 | -5.00 | 9980.00 |
39 | 2010.01.14 14:22 | buy | 20 | 0.10 | 1.62799 | 1.62749 | 1.62849 | ||
40 | 2010.01.14 14:27 | s/l | 20 | 0.10 | 1.62749 | 1.62749 | 1.62849 | -5.00 | 9975.00 |
41 | 2010.01.14 14:27 | buy | 21 | 0.10 | 1.62739 | 1.62689 | 1.62789 | ||
42 | 2010.01.14 14:27 | t/p | 21 | 0.10 | 1.62789 | 1.62689 | 1.62789 | 5.00 | 9980.00 |
43 | 2010.01.14 14:27 | buy | 22 | 0.10 | 1.62824 | 1.62774 | 1.62874 | ||
44 | 2010.01.14 14:32 | s/l | 22 | 0.10 | 1.62774 | 1.62774 | 1.62874 | -5.00 | 9975.00 |
45 | 2010.01.14 14:32 | buy | 23 | 0.10 | 1.62782 | 1.62732 | 1.62832 | ||
46 | 2010.01.14 14:37 | s/l | 23 | 0.10 | 1.62732 | 1.62732 | 1.62832 | -5.00 | 9970.00 |
47 | 2010.01.14 14:37 | buy | 24 | 0.10 | 1.62735 | 1.62685 | 1.62785 | ||
48 | 2010.01.14 14:40 | t/p | 24 | 0.10 | 1.62785 | 1.62685 | 1.62785 | 5.00 | 9975.00 |
49 | 2010.01.14 14:40 | buy | 25 | 0.10 | 1.62970 | 1.62920 | 1.63020 | ||
50 | 2010.01.14 14:42 | s/l | 25 | 0.10 | 1.62920 | 1.62920 | 1.63020 | -5.00 | 9970.00 |
51 | 2010.01.14 14:42 | buy | 26 | 0.10 | 1.62923 | 1.62873 | 1.62973 | ||
52 | 2010.01.14 14:45 | t/p | 26 | 0.10 | 1.62973 | 1.62873 | 1.62973 | 5.00 | 9975.00 |
53 | 2010.01.14 14:57 | buy | 27 | 0.10 | 1.63065 | 1.63015 | 1.63115 | ||
54 | 2010.01.14 15:02 | t/p | 27 | 0.10 | 1.63115 | 1.63015 | 1.63115 | 5.00 | 9980.00 |
55 | 2010.01.15 11:02 | buy | 28 | 0.10 | 1.63045 | 1.62995 | 1.63095 | ||
56 | 2010.01.15 11:10 | s/l | 28 | 0.10 | 1.62995 | 1.62995 | 1.63095 | -5.00 | 9975.00 |
57 | 2010.01.15 11:10 | buy | 29 | 0.10 | 1.62965 | 1.62915 | 1.63015 | ||
58 | 2010.01.15 11:15 | s/l | 29 | 0.10 | 1.62915 | 1.62915 | 1.63015 | -5.00 | 9970.00 |
59 | 2010.01.15 11:15 | buy | 30 | 0.10 | 1.62886 | 1.62836 | 1.62936 | ||
60 | 2010.01.15 11:20 | s/l | 30 | 0.10 | 1.62836 | 1.62836 | 1.62936 | -5.00 | 9965.00 |
61 | 2010.01.15 11:20 | buy | 31 | 0.10 | 1.62779 | 1.62729 | 1.62829 | ||
62 | 2010.01.15 11:27 | t/p | 31 | 0.10 | 1.62829 | 1.62729 | 1.62829 | 5.00 | 9970.00 |
63 | 2010.01.15 11:27 | buy | 32 | 0.10 | 1.62886 | 1.62836 | 1.62936 | ||
64 | 2010.01.15 11:27 | s/l | 32 | 0.10 | 1.62836 | 1.62836 | 1.62936 | -5.00 | 9965.00 |
65 | 2010.01.15 11:27 | buy | 33 | 0.10 | 1.62832 | 1.62782 | 1.62882 | ||
66 | 2010.01.15 11:32 | s/l | 33 | 0.10 | 1.62782 | 1.62782 | 1.62882 | -5.00 | 9960.00 |
67 | 2010.01.15 11:32 | buy | 34 | 0.10 | 1.62704 | 1.62654 | 1.62754 | ||
68 | 2010.01.15 11:40 | t/p | 34 | 0.10 | 1.62754 | 1.62654 | 1.62754 | 5.00 | 9965.00 |
69 | 2010.01.15 11:40 | buy | 35 | 0.10 | 1.62779 | 1.62729 | 1.62829 | ||
70 | 2010.01.15 11:50 | t/p | 35 | 0.10 | 1.62829 | 1.62729 | 1.62829 | 5.00 | 9970.00 |
71 | 2010.01.15 11:50 | buy | 36 | 0.10 | 1.62891 | 1.62841 | 1.62941 | ||
72 | 2010.01.15 11:57 | s/l | 36 | 0.10 | 1.62841 | 1.62841 | 1.62941 | -5.00 | 9965.00 |
73 | 2010.01.15 11:57 | buy | 37 | 0.10 | 1.62816 | 1.62766 | 1.62866 | ||
74 | 2010.01.15 12:02 | t/p | 37 | 0.10 | 1.62866 | 1.62766 | 1.62866 | 5.00 | 9970.00 |
75 | 2010.01.15 12:50 | buy | 38 | 0.10 | 1.62972 | 1.62922 | 1.63022 | ||
76 | 2010.01.15 12:52 | s/l | 38 | 0.10 | 1.62922 | 1.62922 | 1.63022 | -5.00 | 9965.00 |
77 | 2010.01.15 13:20 | buy | 39 | 0.10 | 1.63165 | 1.63115 | 1.63215 | ||
78 | 2010.01.15 13:22 | s/l | 39 | 0.10 | 1.63115 | 1.63115 | 1.63215 | -5.00 | 9960.00 |
79 | 2010.01.15 13:25 | buy | 40 | 0.10 | 1.63136 | 1.63086 | 1.63186 | ||
80 | 2010.01.15 13:27 | s/l | 40 | 0.10 | 1.63086 | 1.63086 | 1.63186 | -5.00 | 9955.00 |
81 | 2010.01.15 13:45 | buy | 41 | 0.10 | 1.63148 | 1.63098 | 1.63198 | ||
82 | 2010.01.15 13:50 | t/p | 41 | 0.10 | 1.63198 | 1.63098 | 1.63198 | 5.00 | 9960.00 |
83 | 2010.01.15 13:50 | buy | 42 | 0.10 | 1.63211 | 1.63161 | 1.63261 | ||
84 | 2010.01.15 13:52 | s/l | 42 | 0.10 | 1.63161 | 1.63161 | 1.63261 | -5.00 | 9955.00 |
85 | 2010.01.15 13:52 | buy | 43 | 0.10 | 1.63169 | 1.63119 | 1.63219 | ||
86 | 2010.01.15 13:57 | s/l | 43 | 0.10 | 1.63119 | 1.63119 | 1.63219 | -5.00 | 9950.00 |
87 | 2010.01.15 13:57 | buy | 44 | 0.10 | 1.63127 | 1.63077 | 1.63177 | ||
88 | 2010.01.15 14:15 | s/l | 44 | 0.10 | 1.63077 | 1.63077 | 1.63177 | -5.00 | 9945.00 |
89 | 2010.01.15 14:15 | buy | 45 | 0.10 | 1.63075 | 1.63025 | 1.63125 | ||
90 | 2010.01.15 14:20 | s/l | 45 | 0.10 | 1.63025 | 1.63025 | 1.63125 | -5.00 | 9940.00 |
91 | 2010.01.15 14:20 | buy | 46 | 0.10 | 1.63019 | 1.62969 | 1.63069 | ||
92 | 2010.01.15 14:32 | t/p | 46 | 0.10 | 1.63069 | 1.62969 | 1.63069 | 5.00 | 9945.00 |
93 | 2010.01.15 14:40 | buy | 47 | 0.10 | 1.63082 | 1.63032 | 1.63132 | ||
94 | 2010.01.15 14:45 | s/l | 47 | 0.10 | 1.63032 | 1.63032 | 1.63132 | -5.00 | 9940.00 |
95 | 2010.01.15 14:45 | buy | 48 | 0.10 | 1.62990 | 1.62940 | 1.63040 | ||
96 | 2010.01.15 14:50 | s/l | 48 | 0.10 | 1.62940 | 1.62940 | 1.63040 | -5.00 | 9935.00 |
97 | 2010.01.15 14:52 | buy | 49 | 0.10 | 1.62928 | 1.62878 | 1.62978 | ||
98 | 2010.01.15 14:57 | t/p | 49 | 0.10 | 1.62978 | 1.62878 | 1.62978 | 5.00 | 9940.00 |
99 | 2010.01.15 14:57 | buy | 50 | 0.10 | 1.62990 | 1.62940 | 1.63040 | ||
100 | 2010.01.15 14:59 | s/l | 50 | 0.10 | 1.62940 | 1.62940 | 1.63040 | -5.00 | 9935.00 |
101 | 2010.01.15 14:59 | buy | 51 | 0.10 | 1.62907 | 1.62857 | 1.62957 | ||
102 | 2010.01.15 15:10 | t/p | 51 | 0.10 | 1.62957 | 1.62857 | 1.62957 | 5.00 | 9940.00 |
103 | 2010.01.15 15:10 | buy | 52 | 0.10 | 1.62986 | 1.62936 | 1.63036 | ||
104 | 2010.01.15 15:20 | t/p | 52 | 0.10 | 1.63036 | 1.62936 | 1.63036 | 5.00 | 9945.00 |
105 | 2010.01.15 15:20 | buy | 53 | 0.10 | 1.63087 | 1.63037 | 1.63137 | ||
106 | 2010.01.15 15:27 | s/l | 53 | 0.10 | 1.63037 | 1.63037 | 1.63137 | -5.00 | 9940.00 |
107 | 2010.01.15 15:27 | buy | 54 | 0.10 | 1.63019 | 1.62969 | 1.63069 | ||
108 | 2010.01.15 15:45 | s/l | 54 | 0.10 | 1.62969 | 1.62969 | 1.63069 | -5.00 | 9935.00 |
109 | 2010.01.15 15:45 | buy | 55 | 0.10 | 1.62945 | 1.62895 | 1.62995 | ||
110 | 2010.01.15 15:50 | s/l | 55 | 0.10 | 1.62895 | 1.62895 | 1.62995 | -5.00 | 9930.00 |
111 | 2010.01.15 15:52 | buy | 56 | 0.10 | 1.62911 | 1.62861 | 1.62961 | ||
112 | 2010.01.15 16:10 | s/l | 56 | 0.10 | 1.62861 | 1.62861 | 1.62961 | -5.00 | 9925.00 |