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 | TakeProfit=100; Lots=1; TrailingStop=35; ShortEma=10; LongEma=80; | ||||
| Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
| Mismatched charts errors | 1 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -5078.30 | Gross profit | 2048.90 | Gross loss | -7127.20 |
| Profit factor | 0.29 | Expected payoff | -74.68 | ||
| Absolute drawdown | 5894.30 | Maximal drawdown | 6792.40 (62.33%) | Relative drawdown | 62.33% (6792.40) |
| Total trades | 68 | Short positions (won %) | 34 (73.53%) | Long positions (won %) | 34 (50.00%) |
| Profit trades (% of total) | 42 (61.76%) | Loss trades (% of total) | 26 (38.24%) | ||
| Largest | profit trade | 100.30 | loss trade | -2662.50 | |
| Average | profit trade | 48.78 | loss trade | -274.12 | |
| Maximum | consecutive wins (profit in money) | 10 (549.80) | consecutive losses (loss in money) | 7 (-2855.30) | |
| Maximal | consecutive profit (count of wins) | 549.80 (10) | consecutive loss (count of losses) | -2855.30 (7) | |
| Average | consecutive wins | 3 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.04 00:00 | sell | 1 | 1.00 | 1.61221 | 0.00000 | 1.61121 | ||
| 2 | 2010.01.04 01:20 | t/p | 1 | 1.00 | 1.61121 | 0.00000 | 1.61121 | 100.00 | 10100.00 |
| 3 | 2010.01.05 11:20 | buy | 2 | 1.00 | 1.60264 | 0.00000 | 1.60364 | ||
| 4 | 2010.01.05 11:22 | close | 2 | 1.00 | 1.60268 | 0.00000 | 1.60364 | 4.00 | 10104.00 |
| 5 | 2010.01.05 11:40 | buy | 3 | 1.00 | 1.60269 | 0.00000 | 1.60369 | ||
| 6 | 2010.01.05 11:42 | close | 3 | 1.00 | 1.60254 | 0.00000 | 1.60369 | -15.00 | 10089.00 |
| 7 | 2010.01.05 11:45 | buy | 4 | 1.00 | 1.60146 | 0.00000 | 1.60246 | ||
| 8 | 2010.01.05 12:45 | modify | 4 | 1.00 | 1.60146 | 1.60160 | 1.60246 | ||
| 9 | 2010.01.05 12:50 | t/p | 4 | 1.00 | 1.60246 | 1.60160 | 1.60246 | 100.00 | 10189.00 |
| 10 | 2010.01.08 13:00 | sell | 5 | 1.00 | 1.60075 | 0.00000 | 1.59975 | ||
| 11 | 2010.01.08 13:15 | close | 5 | 1.00 | 1.60003 | 0.00000 | 1.59975 | 72.00 | 10261.00 |
| 12 | 2010.01.08 13:27 | sell | 6 | 1.00 | 1.60007 | 0.00000 | 1.59907 | ||
| 13 | 2010.01.08 13:40 | close | 6 | 1.00 | 1.60016 | 0.00000 | 1.59907 | -9.00 | 10252.00 |
| 14 | 2010.01.08 13:42 | sell | 7 | 1.00 | 1.59982 | 0.00000 | 1.59882 | ||
| 15 | 2010.01.08 13:45 | close | 7 | 1.00 | 1.59949 | 0.00000 | 1.59882 | 33.00 | 10285.00 |
| 16 | 2010.01.08 14:20 | sell | 8 | 1.00 | 1.60082 | 0.00000 | 1.59982 | ||
| 17 | 2010.01.08 14:27 | close | 8 | 1.00 | 1.60002 | 0.00000 | 1.59982 | 80.00 | 10365.00 |
| 18 | 2010.01.08 14:27 | sell | 9 | 1.00 | 1.60060 | 0.00000 | 1.59960 | ||
| 19 | 2010.01.08 16:15 | modify | 9 | 1.00 | 1.60060 | 1.60049 | 1.59960 | ||
| 20 | 2010.01.08 16:17 | s/l | 9 | 1.00 | 1.60049 | 1.60049 | 1.59960 | 11.00 | 10376.00 |
| 21 | 2010.01.20 07:00 | buy | 10 | 1.00 | 1.62960 | 0.00000 | 1.63060 | ||
| 22 | 2010.01.20 07:40 | t/p | 10 | 1.00 | 1.63060 | 0.00000 | 1.63060 | 100.00 | 10476.00 |
| 23 | 2010.01.20 07:40 | sell | 11 | 1.00 | 1.63069 | 0.00000 | 1.62969 | ||
| 24 | 2010.01.20 07:42 | close | 11 | 1.00 | 1.63094 | 0.00000 | 1.62969 | -25.00 | 10451.00 |
| 25 | 2010.01.20 07:45 | sell | 12 | 1.00 | 1.63161 | 0.00000 | 1.63061 | ||
| 26 | 2010.01.20 08:00 | close | 12 | 1.00 | 1.63219 | 0.00000 | 1.63061 | -58.00 | 10393.00 |
| 27 | 2010.01.25 20:00 | sell | 13 | 1.00 | 1.62433 | 0.00000 | 1.62333 | ||
| 28 | 2010.01.25 20:50 | modify | 13 | 1.00 | 1.62433 | 1.62412 | 1.62333 | ||
| 29 | 2010.01.25 20:52 | s/l | 13 | 1.00 | 1.62412 | 1.62412 | 1.62333 | 21.00 | 10414.00 |
| 30 | 2010.01.26 11:00 | buy | 14 | 1.00 | 1.61427 | 0.00000 | 1.61527 | ||
| 31 | 2010.01.26 16:15 | modify | 14 | 1.00 | 1.61427 | 1.61487 | 1.61527 | ||
| 32 | 2010.01.26 16:17 | s/l | 14 | 1.00 | 1.61487 | 1.61487 | 1.61527 | 60.00 | 10474.00 |
| 33 | 2010.01.27 13:10 | sell | 15 | 1.00 | 1.62331 | 0.00000 | 1.62231 | ||
| 34 | 2010.01.27 13:12 | close | 15 | 1.00 | 1.62369 | 0.00000 | 1.62231 | -38.00 | 10436.00 |
| 35 | 2010.01.27 13:15 | sell | 16 | 1.00 | 1.62387 | 0.00000 | 1.62287 | ||
| 36 | 2010.01.27 13:27 | close | 16 | 1.00 | 1.62350 | 0.00000 | 1.62287 | 37.00 | 10473.00 |
| 37 | 2010.01.27 13:32 | sell | 17 | 1.00 | 1.62372 | 0.00000 | 1.62272 | ||
| 38 | 2010.01.27 13:40 | close | 17 | 1.00 | 1.62382 | 0.00000 | 1.62272 | -10.00 | 10463.00 |
| 39 | 2010.01.27 13:42 | sell | 18 | 1.00 | 1.62341 | 0.00000 | 1.62241 | ||
| 40 | 2010.01.27 13:45 | close | 18 | 1.00 | 1.62337 | 0.00000 | 1.62241 | 4.00 | 10467.00 |
| 41 | 2010.01.27 14:00 | sell | 19 | 1.00 | 1.62261 | 0.00000 | 1.62161 | ||
| 42 | 2010.01.27 14:20 | modify | 19 | 1.00 | 1.62261 | 1.62221 | 1.62161 | ||
| 43 | 2010.01.27 14:27 | s/l | 19 | 1.00 | 1.62221 | 1.62221 | 1.62161 | 40.00 | 10507.00 |
| 44 | 2010.01.27 20:20 | buy | 20 | 1.00 | 1.61531 | 0.00000 | 1.61631 | ||
| 45 | 2010.01.27 20:27 | t/p | 20 | 1.00 | 1.61631 | 0.00000 | 1.61631 | 100.00 | 10607.00 |
| 46 | 2010.01.27 20:27 | sell | 21 | 1.00 | 1.61655 | 0.00000 | 1.61555 | ||
| 47 | 2010.01.27 20:27 | close | 21 | 1.00 | 1.61571 | 0.00000 | 1.61555 | 84.00 | 10691.00 |
| 48 | 2010.01.27 20:40 | sell | 22 | 1.00 | 1.61675 | 0.00000 | 1.61575 | ||
| 49 | 2010.01.27 21:10 | close | 22 | 1.00 | 1.61705 | 0.00000 | 1.61575 | -30.00 | 10661.00 |
| 50 | 2010.01.27 21:50 | sell | 23 | 1.00 | 1.61715 | 0.00000 | 1.61615 | ||
| 51 | 2010.01.27 21:52 | close | 23 | 1.00 | 1.61734 | 0.00000 | 1.61615 | -19.00 | 10642.00 |
| 52 | 2010.01.28 03:50 | sell | 24 | 1.00 | 1.62098 | 0.00000 | 1.61998 | ||
| 53 | 2010.01.28 03:52 | close | 24 | 1.00 | 1.62073 | 0.00000 | 1.61998 | 25.00 | 10667.00 |
| 54 | 2010.01.28 03:55 | sell | 25 | 1.00 | 1.62058 | 0.00000 | 1.61958 | ||
| 55 | 2010.01.28 03:57 | close | 25 | 1.00 | 1.61993 | 0.00000 | 1.61958 | 65.00 | 10732.00 |
| 56 | 2010.01.28 03:59 | sell | 26 | 1.00 | 1.62078 | 0.00000 | 1.61978 | ||
| 57 | 2010.01.28 05:40 | modify | 26 | 1.00 | 1.62078 | 1.62068 | 1.61978 | ||
| 58 | 2010.01.28 05:45 | t/p | 26 | 1.00 | 1.61978 | 1.62068 | 1.61978 | 100.00 | 10832.00 |
| 59 | 2010.01.28 18:15 | buy | 27 | 1.00 | 1.61458 | 0.00000 | 1.61558 | ||
| 60 | 2010.01.28 18:17 | close | 27 | 1.00 | 1.61414 | 0.00000 | 1.61558 | -44.00 | 10788.00 |
| 61 | 2010.01.28 18:20 | buy | 28 | 1.00 | 1.61407 | 0.00000 | 1.61507 | ||
| 62 | 2010.01.28 18:32 | close | 28 | 1.00 | 1.61408 | 0.00000 | 1.61507 | 1.00 | 10789.00 |
| 63 | 2010.01.28 18:35 | buy | 29 | 1.00 | 1.61447 | 0.00000 | 1.61547 | ||
| 64 | 2010.01.28 18:37 | close | 29 | 1.00 | 1.61425 | 0.00000 | 1.61547 | -22.00 | 10767.00 |
| 65 | 2010.01.28 18:40 | buy | 30 | 1.00 | 1.61413 | 0.00000 | 1.61513 | ||
| 66 | 2010.01.29 02:50 | modify | 30 | 1.00 | 1.61413 | 1.61429 | 1.61513 | ||
| 67 | 2010.01.29 02:52 | s/l | 30 | 1.00 | 1.61429 | 1.61429 | 1.61513 | 16.10 | 10783.10 |
| 68 | 2010.02.03 08:32 | sell | 31 | 1.00 | 1.60559 | 0.00000 | 1.60459 | ||
| 69 | 2010.02.03 08:35 | close | 31 | 1.00 | 1.60590 | 0.00000 | 1.60459 | -31.00 | 10752.10 |
| 70 | 2010.02.03 08:37 | sell | 32 | 1.00 | 1.60585 | 0.00000 | 1.60485 | ||
| 71 | 2010.02.03 08:40 | close | 32 | 1.00 | 1.60539 | 0.00000 | 1.60485 | 46.00 | 10798.10 |
| 72 | 2010.02.03 09:00 | sell | 33 | 1.00 | 1.60332 | 0.00000 | 1.60232 | ||
| 73 | 2010.02.03 10:45 | modify | 33 | 1.00 | 1.60332 | 1.60284 | 1.60232 | ||
| 74 | 2010.02.03 10:50 | t/p | 33 | 1.00 | 1.60232 | 1.60284 | 1.60232 | 100.00 | 10898.10 |
| 75 | 2010.02.03 12:50 | buy | 34 | 1.00 | 1.59830 | 0.00000 | 1.59930 | ||
| 76 | 2010.02.03 12:52 | close | 34 | 1.00 | 1.59811 | 0.00000 | 1.59930 | -19.00 | 10879.10 |
| 77 | 2010.02.03 12:55 | buy | 35 | 1.00 | 1.59848 | 0.00000 | 1.59948 | ||
| 78 | 2010.02.03 12:57 | close | 35 | 1.00 | 1.59847 | 0.00000 | 1.59948 | -1.00 | 10878.10 |
| 79 | 2010.02.03 12:59 | buy | 36 | 1.00 | 1.59839 | 0.00000 | 1.59939 | ||
| 80 | 2010.02.09 23:15 | close | 36 | 1.00 | 1.57189 | 0.00000 | 1.59939 | -2649.40 | 8228.70 |
| 81 | 2010.02.09 23:17 | buy | 37 | 1.00 | 1.57236 | 0.00000 | 1.57336 | ||
| 82 | 2010.02.09 23:20 | close | 37 | 1.00 | 1.57218 | 0.00000 | 1.57336 | -18.00 | 8210.70 |
| 83 | 2010.02.09 23:27 | buy | 38 | 1.00 | 1.57236 | 0.00000 | 1.57336 | ||
| 84 | 2010.02.09 23:30 | close | 38 | 1.00 | 1.57196 | 0.00000 | 1.57336 | -40.00 | 8170.70 |
| 85 | 2010.02.09 23:45 | buy | 39 | 1.00 | 1.57189 | 0.00000 | 1.57289 | ||
| 86 | 2010.02.10 00:00 | close | 39 | 1.00 | 1.57080 | 0.00000 | 1.57289 | -108.90 | 8061.80 |
| 87 | 2010.02.10 05:20 | buy | 40 | 1.00 | 1.56719 | 0.00000 | 1.56819 | ||
| 88 | 2010.02.10 05:22 | close | 40 | 1.00 | 1.56700 | 0.00000 | 1.56819 | -19.00 | 8042.80 |
| 89 | 2010.02.10 05:25 | buy | 41 | 1.00 | 1.56738 | 0.00000 | 1.56838 | ||
| 90 | 2010.02.10 05:27 | close | 41 | 1.00 | 1.56738 | 0.00000 | 1.56838 | 0.00 | 8042.80 |
| 91 | 2010.02.10 05:37 | buy | 42 | 1.00 | 1.56745 | 0.00000 | 1.56845 | ||
| 92 | 2010.02.10 05:40 | close | 42 | 1.00 | 1.56732 | 0.00000 | 1.56845 | -13.00 | 8029.80 |
| 93 | 2010.02.10 06:00 | buy | 43 | 1.00 | 1.56800 | 0.00000 | 1.56900 | ||
| 94 | 2010.02.10 06:50 | close | 43 | 1.00 | 1.56779 | 0.00000 | 1.56900 | -21.00 | 8008.80 |
| 95 | 2010.02.10 06:52 | buy | 44 | 1.00 | 1.56799 | 0.00000 | 1.56899 | ||
| 96 | 2010.02.10 07:20 | modify | 44 | 1.00 | 1.56799 | 1.56824 | 1.56899 | ||
| 97 | 2010.02.10 07:22 | s/l | 44 | 1.00 | 1.56824 | 1.56824 | 1.56899 | 25.00 | 8033.80 |
| 98 | 2010.02.10 08:02 | sell | 45 | 1.00 | 1.56923 | 0.00000 | 1.56823 | ||
| 99 | 2010.02.10 08:15 | close | 45 | 1.00 | 1.56856 | 0.00000 | 1.56823 | 67.00 | 8100.80 |
| 100 | 2010.02.10 08:37 | sell | 46 | 1.00 | 1.56860 | 0.00000 | 1.56760 | ||
| 101 | 2010.02.10 08:40 | close | 46 | 1.00 | 1.56818 | 0.00000 | 1.56760 | 42.00 | 8142.80 |
| 102 | 2010.02.10 10:10 | sell | 47 | 1.00 | 1.57024 | 0.00000 | 1.56924 | ||
| 103 | 2010.02.10 10:32 | close | 47 | 1.00 | 1.57012 | 0.00000 | 1.56924 | 12.00 | 8154.80 |
| 104 | 2010.02.10 10:35 | sell | 48 | 1.00 | 1.56993 | 0.00000 | 1.56893 | ||
| 105 | 2010.02.10 10:37 | close | 48 | 1.00 | 1.56975 | 0.00000 | 1.56893 | 18.00 | 8172.80 |
| 106 | 2010.02.10 10:40 | sell | 49 | 1.00 | 1.57105 | 0.00000 | 1.57005 | ||
| 107 | 2010.02.10 11:50 | t/p | 49 | 1.00 | 1.57005 | 0.00000 | 1.57005 | 100.00 | 8272.80 |
| 108 | 2010.02.10 12:16 | buy | 50 | 1.00 | 1.56621 | 0.00000 | 1.56721 | ||
| 109 | 2010.02.10 12:20 | close | 50 | 1.00 | 1.56616 | 0.00000 | 1.56721 | -5.00 | 8267.80 |
| 110 | 2010.02.10 12:23 | buy | 51 | 1.00 | 1.56647 | 0.00000 | 1.56747 | ||
| 111 | 2010.02.10 12:26 | close | 51 | 1.00 | 1.56668 | 0.00000 | 1.56747 | 21.00 | 8288.80 |
| 112 | 2010.02.10 12:45 | buy | 52 | 1.00 | 1.56639 | 0.00000 | 1.56739 | ||
| 113 | 2010.02.11 17:59 | modify | 52 | 1.00 | 1.56639 | 1.56684 | 1.56739 | ||
| 114 | 2010.02.11 18:02 | modify | 52 | 1.00 | 1.56639 | 1.56695 | 1.56739 | ||
| 115 | 2010.02.11 18:05 | t/p | 52 | 1.00 | 1.56739 | 1.56695 | 1.56739 | 100.30 | 8389.10 |
| 116 | 2010.02.11 20:05 | sell | 53 | 1.00 | 1.56880 | 0.00000 | 1.56780 | ||
| 117 | 2010.02.11 20:07 | close | 53 | 1.00 | 1.56874 | 0.00000 | 1.56780 | 6.00 | 8395.10 |
| 118 | 2010.02.11 20:10 | sell | 54 | 1.00 | 1.56972 | 0.00000 | 1.56872 | ||
| 119 | 2010.02.11 21:32 | modify | 54 | 1.00 | 1.56972 | 1.56966 | 1.56872 | ||
| 120 | 2010.02.11 21:37 | modify | 54 | 1.00 | 1.56972 | 1.56955 | 1.56872 | ||
| 121 | 2010.02.11 21:40 | s/l | 54 | 1.00 | 1.56955 | 1.56955 | 1.56872 | 17.00 | 8412.10 |
| 122 | 2010.02.12 12:20 | buy | 55 | 1.00 | 1.55896 | 0.00000 | 1.55996 | ||
| 123 | 2010.02.12 12:22 | close | 55 | 1.00 | 1.55902 | 0.00000 | 1.55996 | 6.00 | 8418.10 |
| 124 | 2010.02.12 12:37 | buy | 56 | 1.00 | 1.55887 | 0.00000 | 1.55987 | ||
| 125 | 2010.02.12 12:40 | close | 56 | 1.00 | 1.55986 | 0.00000 | 1.55987 | 99.00 | 8517.10 |
| 126 | 2010.02.12 13:00 | buy | 57 | 1.00 | 1.56197 | 0.00000 | 1.56297 | ||
| 127 | 2010.02.12 13:15 | modify | 57 | 1.00 | 1.56197 | 1.56246 | 1.56297 | ||
| 128 | 2010.02.12 13:20 | t/p | 57 | 1.00 | 1.56297 | 1.56246 | 1.56297 | 100.00 | 8617.10 |
| 129 | 2010.02.12 20:00 | sell | 58 | 1.00 | 1.56723 | 0.00000 | 1.56623 | ||
| 130 | 2010.02.15 00:03 | modify | 58 | 1.00 | 1.56723 | 1.56681 | 1.56623 | ||
| 131 | 2010.02.15 00:10 | t/p | 58 | 1.00 | 1.56623 | 1.56681 | 1.56623 | 97.50 | 8714.60 |
| 132 | 2010.02.15 06:00 | buy | 59 | 1.00 | 1.56501 | 0.00000 | 1.56601 | ||
| 133 | 2010.02.15 06:15 | close | 59 | 1.00 | 1.56544 | 0.00000 | 1.56601 | 43.00 | 8757.60 |
| 134 | 2010.02.15 06:45 | buy | 60 | 1.00 | 1.56533 | 0.00000 | 1.56633 | ||
| 135 | 2010.02.15 08:50 | modify | 60 | 1.00 | 1.56533 | 1.56593 | 1.56633 | ||
| 136 | 2010.02.15 08:52 | s/l | 60 | 1.00 | 1.56593 | 1.56593 | 1.56633 | 60.00 | 8817.60 |
| 137 | 2010.02.15 09:20 | sell | 61 | 1.00 | 1.56759 | 0.00000 | 1.56659 | ||
| 138 | 2010.02.15 09:22 | close | 61 | 1.00 | 1.56770 | 0.00000 | 1.56659 | -11.00 | 8806.60 |
| 139 | 2010.02.15 09:33 | sell | 62 | 1.00 | 1.56797 | 0.00000 | 1.56697 | ||
| 140 | 2010.02.15 09:59 | close | 62 | 1.00 | 1.56794 | 0.00000 | 1.56697 | 3.00 | 8809.60 |
| 141 | 2010.02.15 10:00 | sell | 63 | 1.00 | 1.56738 | 0.00000 | 1.56638 | ||
| 142 | 2010.02.15 11:02 | modify | 63 | 1.00 | 1.56738 | 1.56735 | 1.56638 | ||
| 143 | 2010.02.15 11:07 | modify | 63 | 1.00 | 1.56738 | 1.56716 | 1.56638 | ||
| 144 | 2010.02.15 11:10 | s/l | 63 | 1.00 | 1.56716 | 1.56716 | 1.56638 | 22.00 | 8831.60 |
| 145 | 2010.02.15 22:50 | buy | 64 | 1.00 | 1.56559 | 0.00000 | 1.56659 | ||
| 146 | 2010.02.15 22:52 | close | 64 | 1.00 | 1.56525 | 0.00000 | 1.56659 | -34.00 | 8797.60 |
| 147 | 2010.02.17 22:00 | buy | 65 | 1.00 | 1.56851 | 0.00000 | 1.56951 | ||
| 148 | 2010.02.23 09:00 | close | 65 | 1.00 | 1.55637 | 0.00000 | 1.56951 | -1213.40 | 7584.20 |
| 149 | 2010.02.23 09:50 | buy | 66 | 1.00 | 1.55386 | 0.00000 | 1.55486 | ||
| 150 | 2010.02.23 09:52 | close | 66 | 1.00 | 1.55375 | 0.00000 | 1.55486 | -11.00 | 7573.20 |
| 151 | 2010.02.23 09:55 | buy | 67 | 1.00 | 1.55408 | 0.00000 | 1.55508 | ||
| 152 | 2010.02.23 09:57 | close | 67 | 1.00 | 1.55419 | 0.00000 | 1.55508 | 11.00 | 7584.20 |
| 153 | 2010.02.23 10:15 | buy | 68 | 1.00 | 1.54997 | 0.00000 | 1.55097 | ||
| 154 | 2010.02.26 22:59 | close at stop | 68 | 1.00 | 1.52334 | 0.00000 | 1.55097 | -2662.50 | 4921.70 |