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 | Lots=0.3; Slippage=3; Order_Comment=""EL"; Order_Arrow_Color=Black; PercentMargin=0.005; NOGOVolatility=200; SMALLGOVolatility=100; SSP=34; SSK=29; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 448.65 | Gross profit | 1669.83 | Gross loss | -1221.18 |
Profit factor | 1.37 | Expected payoff | 23.61 | ||
Absolute drawdown | 1032.48 | Maximal drawdown | 1113.48 (11.05%) | Relative drawdown | 11.05% (1113.48) |
Total trades | 19 | Short positions (won %) | 15 (33.33%) | Long positions (won %) | 4 (75.00%) |
Profit trades (% of total) | 8 (42.11%) | Loss trades (% of total) | 11 (57.89%) | ||
Largest | profit trade | 865.80 | loss trade | -351.90 | |
Average | profit trade | 208.73 | loss trade | -111.02 | |
Maximum | consecutive wins (profit in money) | 4 (1523.10) | consecutive losses (loss in money) | 4 (-347.55) | |
Maximal | consecutive profit (count of wins) | 1523.10 (4) | consecutive loss (count of losses) | -590.28 (3) | |
Average | consecutive wins | 2 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.05 15:00 | buy | 1 | 0.30 | 1.60425 | 0.00000 | 0.00000 | ||
2 | 2010.01.07 05:00 | close | 1 | 0.30 | 1.60117 | 0.00000 | 0.00000 | -92.28 | 9907.72 |
3 | 2010.01.08 14:00 | sell | 2 | 0.30 | 1.59787 | 0.00000 | 0.00000 | ||
4 | 2010.01.08 15:00 | close | 2 | 0.30 | 1.60960 | 0.00000 | 0.00000 | -351.90 | 9555.82 |
5 | 2010.01.08 17:00 | sell | 3 | 0.30 | 1.59612 | 0.00000 | 0.00000 | ||
6 | 2010.01.08 19:00 | close | 3 | 0.30 | 1.60099 | 0.00000 | 0.00000 | -146.10 | 9409.72 |
7 | 2010.01.15 19:00 | buy | 4 | 0.30 | 1.62511 | 0.00000 | 0.00000 | ||
8 | 2010.01.15 20:00 | close | 4 | 0.30 | 1.62575 | 0.00000 | 0.00000 | 19.20 | 9428.92 |
9 | 2010.01.19 15:00 | buy | 5 | 0.30 | 1.63470 | 0.00000 | 0.00000 | ||
10 | 2010.01.19 23:00 | close | 5 | 0.30 | 1.63587 | 0.00000 | 0.00000 | 35.10 | 9464.02 |
11 | 2010.01.22 11:00 | sell | 6 | 0.30 | 1.62214 | 0.00000 | 0.00000 | ||
12 | 2010.01.22 12:00 | close | 6 | 0.30 | 1.62489 | 0.00000 | 0.00000 | -82.50 | 9381.52 |
13 | 2010.01.26 11:00 | sell | 7 | 0.30 | 1.61371 | 0.00000 | 0.00000 | ||
14 | 2010.01.27 11:00 | close | 7 | 0.30 | 1.61914 | 0.00000 | 0.00000 | -163.65 | 9217.87 |
15 | 2010.01.27 20:00 | sell | 8 | 0.30 | 1.61717 | 0.00000 | 0.00000 | ||
16 | 2010.01.27 21:00 | close | 8 | 0.30 | 1.61781 | 0.00000 | 0.00000 | -19.20 | 9198.67 |
17 | 2010.01.28 07:00 | sell | 9 | 0.30 | 1.61800 | 0.00000 | 0.00000 | ||
18 | 2010.01.28 08:00 | close | 9 | 0.30 | 1.62074 | 0.00000 | 0.00000 | -82.20 | 9116.47 |
19 | 2010.01.28 17:00 | sell | 10 | 0.30 | 1.61352 | 0.00000 | 0.00000 | ||
20 | 2010.02.02 14:00 | close | 10 | 0.30 | 1.59422 | 0.00000 | 0.00000 | 576.75 | 9693.22 |
21 | 2010.02.03 13:00 | sell | 11 | 0.30 | 1.59784 | 0.00000 | 0.00000 | ||
22 | 2010.02.03 16:00 | close | 11 | 0.30 | 1.59681 | 0.00000 | 0.00000 | 30.90 | 9724.12 |
23 | 2010.02.03 17:00 | sell | 12 | 0.30 | 1.59348 | 0.00000 | 0.00000 | ||
24 | 2010.02.09 08:00 | close | 12 | 0.30 | 1.56447 | 0.00000 | 0.00000 | 865.80 | 10589.92 |
25 | 2010.02.10 14:00 | sell | 13 | 0.30 | 1.56204 | 0.00000 | 0.00000 | ||
26 | 2010.02.11 00:00 | close | 13 | 0.30 | 1.56031 | 0.00000 | 0.00000 | 49.65 | 10639.57 |
27 | 2010.02.12 11:00 | sell | 14 | 0.30 | 1.56542 | 0.00000 | 0.00000 | ||
28 | 2010.02.12 18:00 | close | 14 | 0.30 | 1.56731 | 0.00000 | 0.00000 | -56.70 | 10582.87 |
29 | 2010.02.15 02:00 | sell | 15 | 0.30 | 1.56624 | 0.00000 | 0.00000 | ||
30 | 2010.02.15 03:00 | close | 15 | 0.30 | 1.56674 | 0.00000 | 0.00000 | -15.00 | 10567.87 |
31 | 2010.02.15 06:00 | sell | 16 | 0.30 | 1.56445 | 0.00000 | 0.00000 | ||
32 | 2010.02.15 10:00 | close | 16 | 0.30 | 1.56794 | 0.00000 | 0.00000 | -104.70 | 10463.17 |
33 | 2010.02.16 17:00 | buy | 17 | 0.30 | 1.56808 | 0.00000 | 0.00000 | ||
34 | 2010.02.17 18:00 | close | 17 | 0.30 | 1.57008 | 0.00000 | 0.00000 | 60.03 | 10523.20 |
35 | 2010.02.23 11:00 | sell | 18 | 0.30 | 1.54315 | 0.00000 | 0.00000 | ||
36 | 2010.02.24 07:00 | close | 18 | 0.30 | 1.54669 | 0.00000 | 0.00000 | -106.95 | 10416.25 |
37 | 2010.02.24 08:00 | sell | 19 | 0.30 | 1.54540 | 0.00000 | 0.00000 | ||
38 | 2010.02.24 11:00 | close | 19 | 0.30 | 1.54432 | 0.00000 | 0.00000 | 32.40 | 10448.65 |