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 | HeikenTF=1440; MA_length=10; MA_timeframe=15; MAtype=0; Percent=0.1; TradeOnFriday=1; slip=100; Lots=0.1; TakeProfit=500; Stoploss=3000; Fast_Period=23; Fast_Price=0; Slow_Period=84; Slow_Price=0; DivergenceLimit=0.005; Use_V63D_Divergence=false; PipStep=40; IncreasementType=0; DVLimit=10; PipsGoal=50; PipsLoss=300; GMT=0; DST=0; OpeningHour=0; ClosingHour=23; writelog=0; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -454.76 | Gross profit | 2330.74 | Gross loss | -2785.50 |
Profit factor | 0.84 | Expected payoff | -7.58 | ||
Absolute drawdown | 712.67 | Maximal drawdown | 1818.89 (16.19%) | Relative drawdown | 16.19% (1818.89) |
Total trades | 60 | Short positions (won %) | 38 (86.84%) | Long positions (won %) | 22 (63.64%) |
Profit trades (% of total) | 47 (78.33%) | Loss trades (% of total) | 13 (21.67%) | ||
Largest | profit trade | 50.09 | loss trade | -302.00 | |
Average | profit trade | 49.59 | loss trade | -214.27 | |
Maximum | consecutive wins (profit in money) | 30 (1481.25) | consecutive losses (loss in money) | 6 (-1799.64) | |
Maximal | consecutive profit (count of wins) | 1481.25 (30) | consecutive loss (count of losses) | -1799.64 (6) | |
Average | consecutive wins | 12 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 08:10 | buy | 1 | 0.10 | 1.60746 | 1.57746 | 1.61246 | ||
2 | 2010.01.04 08:16 | buy | 2 | 0.10 | 1.60644 | 1.57644 | 1.61144 | ||
3 | 2010.01.04 09:10 | t/p | 2 | 0.10 | 1.61144 | 1.57644 | 1.61144 | 50.00 | 10050.00 |
4 | 2010.01.04 09:15 | t/p | 1 | 0.10 | 1.61246 | 1.57746 | 1.61246 | 50.00 | 10100.00 |
5 | 2010.01.04 13:15 | buy | 3 | 0.10 | 1.61819 | 1.58819 | 1.62319 | ||
6 | 2010.01.04 13:20 | buy | 4 | 0.10 | 1.61550 | 1.58550 | 1.62050 | ||
7 | 2010.01.04 13:50 | buy | 5 | 0.10 | 1.61434 | 1.58434 | 1.61934 | ||
8 | 2010.01.04 15:16 | t/p | 5 | 0.10 | 1.61934 | 1.58434 | 1.61934 | 50.00 | 10150.00 |
9 | 2010.01.05 02:15 | buy | 6 | 0.10 | 1.60848 | 1.57848 | 1.61348 | ||
10 | 2010.01.05 02:20 | buy | 7 | 0.10 | 1.60708 | 1.57708 | 1.61208 | ||
11 | 2010.01.05 06:45 | t/p | 7 | 0.10 | 1.61208 | 1.57708 | 1.61208 | 50.00 | 10200.00 |
12 | 2010.01.05 06:50 | t/p | 6 | 0.10 | 1.61348 | 1.57848 | 1.61348 | 50.00 | 10250.00 |
13 | 2010.01.05 08:50 | buy | 8 | 0.10 | 1.60963 | 1.57963 | 1.61463 | ||
14 | 2010.01.11 08:10 | sell | 9 | 0.10 | 1.61003 | 1.64003 | 1.60503 | ||
15 | 2010.01.11 08:15 | sell | 10 | 0.10 | 1.61178 | 1.64178 | 1.60678 | ||
16 | 2010.01.11 08:20 | sell | 11 | 0.10 | 1.61353 | 1.64353 | 1.60853 | ||
17 | 2010.01.11 09:37 | t/p | 8 | 0.10 | 1.61463 | 1.57963 | 1.61463 | 50.06 | 10300.06 |
18 | 2010.01.11 16:45 | sell | 12 | 0.10 | 1.61634 | 1.64634 | 1.61134 | ||
19 | 2010.01.11 16:50 | sell | 13 | 0.10 | 1.61752 | 1.64752 | 1.61252 | ||
20 | 2010.01.11 18:59 | t/p | 13 | 0.10 | 1.61252 | 1.64752 | 1.61252 | 50.00 | 10350.06 |
21 | 2010.01.11 19:32 | t/p | 12 | 0.10 | 1.61134 | 1.64634 | 1.61134 | 50.00 | 10400.06 |
22 | 2010.01.12 01:50 | buy | 14 | 0.10 | 1.60854 | 1.57854 | 1.61354 | ||
23 | 2010.01.12 02:50 | t/p | 11 | 0.10 | 1.60853 | 1.64353 | 1.60853 | 49.75 | 10449.81 |
24 | 2010.01.12 03:20 | t/p | 10 | 0.10 | 1.60678 | 1.64178 | 1.60678 | 49.75 | 10499.56 |
25 | 2010.01.12 10:50 | t/p | 14 | 0.10 | 1.61354 | 1.57854 | 1.61354 | 50.00 | 10549.56 |
26 | 2010.01.13 07:20 | t/p | 4 | 0.10 | 1.62050 | 1.58550 | 1.62050 | 50.09 | 10599.65 |
27 | 2010.01.13 08:50 | t/p | 3 | 0.10 | 1.62319 | 1.58819 | 1.62319 | 50.09 | 10649.74 |
28 | 2010.01.19 01:45 | s/l | 9 | 0.10 | 1.64003 | 1.64003 | 1.60503 | -302.00 | 10347.74 |
29 | 2010.01.19 20:16 | buy | 15 | 0.10 | 1.63574 | 1.60574 | 1.64074 | ||
30 | 2010.01.20 12:02 | buy | 16 | 0.10 | 1.62614 | 1.59614 | 1.63114 | ||
31 | 2010.01.20 12:07 | buy | 17 | 0.10 | 1.62574 | 1.59574 | 1.63074 | ||
32 | 2010.01.20 13:20 | buy | 18 | 0.10 | 1.62491 | 1.59491 | 1.62991 | ||
33 | 2010.01.20 15:50 | t/p | 17 | 0.10 | 1.63074 | 1.59574 | 1.63074 | 50.00 | 10397.74 |
34 | 2010.01.20 15:50 | t/p | 18 | 0.10 | 1.62991 | 1.59491 | 1.62991 | 50.00 | 10447.74 |
35 | 2010.01.29 14:50 | s/l | 15 | 0.10 | 1.60574 | 1.60574 | 1.64074 | -299.88 | 10147.86 |
36 | 2010.02.01 00:00 | s/l | 16 | 0.10 | 1.59614 | 1.59614 | 1.63114 | -299.88 | 9847.98 |
37 | 2010.02.01 13:45 | sell | 19 | 0.10 | 1.58934 | 1.61934 | 1.58434 | ||
38 | 2010.02.01 13:50 | sell | 20 | 0.10 | 1.59007 | 1.62007 | 1.58507 | ||
39 | 2010.02.02 07:20 | sell | 21 | 0.10 | 1.59560 | 1.62560 | 1.59060 | ||
40 | 2010.02.03 00:46 | sell | 22 | 0.10 | 1.59909 | 1.62909 | 1.59409 | ||
41 | 2010.02.03 16:40 | t/p | 22 | 0.10 | 1.59409 | 1.62909 | 1.59409 | 50.00 | 9897.98 |
42 | 2010.02.03 20:15 | t/p | 21 | 0.10 | 1.59060 | 1.62560 | 1.59060 | 49.75 | 9947.73 |
43 | 2010.02.04 10:50 | t/p | 19 | 0.10 | 1.58434 | 1.61934 | 1.58434 | 48.75 | 9996.48 |
44 | 2010.02.04 10:50 | t/p | 20 | 0.10 | 1.58507 | 1.62007 | 1.58507 | 48.75 | 10045.23 |
45 | 2010.02.04 13:15 | sell | 23 | 0.10 | 1.58574 | 1.61574 | 1.58074 | ||
46 | 2010.02.04 15:50 | t/p | 23 | 0.10 | 1.58074 | 1.61574 | 1.58074 | 50.00 | 10095.23 |
47 | 2010.02.04 18:20 | sell | 24 | 0.10 | 1.57926 | 1.60926 | 1.57426 | ||
48 | 2010.02.05 01:50 | t/p | 24 | 0.10 | 1.57426 | 1.60926 | 1.57426 | 49.75 | 10144.98 |
49 | 2010.02.05 10:46 | sell | 25 | 0.10 | 1.57142 | 1.60142 | 1.56642 | ||
50 | 2010.02.05 15:20 | t/p | 25 | 0.10 | 1.56642 | 1.60142 | 1.56642 | 50.00 | 10194.98 |
51 | 2010.02.05 21:10 | sell | 26 | 0.10 | 1.56160 | 1.59160 | 1.55660 | ||
52 | 2010.02.05 21:15 | sell | 27 | 0.10 | 1.56258 | 1.59258 | 1.55758 | ||
53 | 2010.02.05 21:20 | sell | 28 | 0.10 | 1.56357 | 1.59357 | 1.55857 | ||
54 | 2010.02.08 07:10 | t/p | 28 | 0.10 | 1.55857 | 1.59357 | 1.55857 | 49.75 | 10244.73 |
55 | 2010.02.08 07:16 | t/p | 27 | 0.10 | 1.55758 | 1.59258 | 1.55758 | 49.75 | 10294.48 |
56 | 2010.02.08 07:45 | t/p | 26 | 0.10 | 1.55660 | 1.59160 | 1.55660 | 49.75 | 10344.23 |
57 | 2010.02.08 09:15 | sell | 29 | 0.10 | 1.56015 | 1.59015 | 1.55515 | ||
58 | 2010.02.08 09:20 | sell | 30 | 0.10 | 1.56167 | 1.59167 | 1.55667 | ||
59 | 2010.02.08 09:45 | sell | 31 | 0.10 | 1.56219 | 1.59219 | 1.55719 | ||
60 | 2010.02.08 09:50 | sell | 32 | 0.10 | 1.56265 | 1.59265 | 1.55765 | ||
61 | 2010.02.08 11:20 | t/p | 31 | 0.10 | 1.55719 | 1.59219 | 1.55719 | 50.00 | 10394.23 |
62 | 2010.02.08 11:20 | t/p | 32 | 0.10 | 1.55765 | 1.59265 | 1.55765 | 50.00 | 10444.23 |
63 | 2010.02.08 12:50 | t/p | 30 | 0.10 | 1.55667 | 1.59167 | 1.55667 | 50.00 | 10494.23 |
64 | 2010.02.09 03:15 | sell | 33 | 0.10 | 1.56079 | 1.59079 | 1.55579 | ||
65 | 2010.02.09 05:45 | sell | 34 | 0.10 | 1.56137 | 1.59137 | 1.55637 | ||
66 | 2010.02.09 13:45 | sell | 35 | 0.10 | 1.56263 | 1.59263 | 1.55763 | ||
67 | 2010.02.09 17:45 | sell | 36 | 0.10 | 1.56561 | 1.59561 | 1.56061 | ||
68 | 2010.02.09 17:50 | sell | 37 | 0.10 | 1.56825 | 1.59825 | 1.56325 | ||
69 | 2010.02.10 13:20 | t/p | 37 | 0.10 | 1.56325 | 1.59825 | 1.56325 | 49.75 | 10543.98 |
70 | 2010.02.10 16:10 | t/p | 36 | 0.10 | 1.56061 | 1.59561 | 1.56061 | 49.75 | 10593.73 |
71 | 2010.02.11 09:50 | t/p | 35 | 0.10 | 1.55763 | 1.59263 | 1.55763 | 49.00 | 10642.73 |
72 | 2010.02.11 11:20 | sell | 38 | 0.10 | 1.56189 | 1.59189 | 1.55689 | ||
73 | 2010.02.11 12:45 | sell | 39 | 0.10 | 1.56362 | 1.59362 | 1.55862 | ||
74 | 2010.02.12 05:50 | sell | 40 | 0.10 | 1.56973 | 1.59973 | 1.56473 | ||
75 | 2010.02.12 06:20 | sell | 41 | 0.10 | 1.57032 | 1.60032 | 1.56532 | ||
76 | 2010.02.12 11:10 | t/p | 41 | 0.10 | 1.56532 | 1.60032 | 1.56532 | 50.00 | 10692.73 |
77 | 2010.02.12 11:15 | t/p | 40 | 0.10 | 1.56473 | 1.59973 | 1.56473 | 50.00 | 10742.73 |
78 | 2010.02.12 15:37 | t/p | 39 | 0.10 | 1.55862 | 1.59362 | 1.55862 | 49.75 | 10792.48 |
79 | 2010.02.16 13:07 | sell | 42 | 0.10 | 1.57048 | 1.60048 | 1.56548 | ||
80 | 2010.02.16 15:15 | t/p | 42 | 0.10 | 1.56548 | 1.60048 | 1.56548 | 50.00 | 10842.48 |
81 | 2010.02.16 16:45 | sell | 43 | 0.10 | 1.56834 | 1.59834 | 1.56334 | ||
82 | 2010.02.16 16:50 | sell | 44 | 0.10 | 1.56967 | 1.59967 | 1.56467 | ||
83 | 2010.02.16 17:25 | sell | 45 | 0.10 | 1.57015 | 1.60015 | 1.56515 | ||
84 | 2010.02.18 02:50 | t/p | 44 | 0.10 | 1.56467 | 1.59967 | 1.56467 | 49.00 | 10891.48 |
85 | 2010.02.18 02:50 | t/p | 45 | 0.10 | 1.56515 | 1.60015 | 1.56515 | 49.00 | 10940.48 |
86 | 2010.02.18 03:00 | buy | 46 | 0.10 | 1.56474 | 1.53474 | 1.56974 | ||
87 | 2010.02.18 08:16 | t/p | 43 | 0.10 | 1.56334 | 1.59834 | 1.56334 | 49.00 | 10989.48 |
88 | 2010.02.18 08:16 | buy | 47 | 0.10 | 1.56308 | 1.53308 | 1.56808 | ||
89 | 2010.02.18 08:55 | buy | 48 | 0.10 | 1.56256 | 1.53256 | 1.56756 | ||
90 | 2010.02.18 14:45 | buy | 49 | 0.10 | 1.55750 | 1.52750 | 1.56250 | ||
91 | 2010.02.18 14:50 | t/p | 34 | 0.10 | 1.55637 | 1.59137 | 1.55637 | 47.25 | 11036.73 |
92 | 2010.02.18 14:50 | t/p | 38 | 0.10 | 1.55689 | 1.59189 | 1.55689 | 48.25 | 11084.98 |
93 | 2010.02.18 14:52 | buy | 50 | 0.10 | 1.55683 | 1.52683 | 1.56183 | ||
94 | 2010.02.18 15:40 | t/p | 49 | 0.10 | 1.56250 | 1.52750 | 1.56250 | 50.00 | 11134.98 |
95 | 2010.02.18 15:40 | t/p | 50 | 0.10 | 1.56183 | 1.52683 | 1.56183 | 50.00 | 11184.98 |
96 | 2010.02.18 17:26 | buy | 51 | 0.10 | 1.56023 | 1.53023 | 1.56523 | ||
97 | 2010.02.18 17:45 | buy | 52 | 0.10 | 1.55900 | 1.52900 | 1.56400 | ||
98 | 2010.02.18 17:50 | buy | 53 | 0.10 | 1.55750 | 1.52750 | 1.56250 | ||
99 | 2010.02.18 19:50 | t/p | 53 | 0.10 | 1.56250 | 1.52750 | 1.56250 | 50.00 | 11234.98 |
100 | 2010.02.18 22:40 | buy | 54 | 0.10 | 1.55837 | 1.52837 | 1.56337 | ||
101 | 2010.02.18 22:45 | t/p | 29 | 0.10 | 1.55515 | 1.59015 | 1.55515 | 47.00 | 11281.98 |
102 | 2010.02.18 22:45 | t/p | 33 | 0.10 | 1.55579 | 1.59079 | 1.55579 | 47.25 | 11329.23 |
103 | 2010.02.19 10:50 | s/l | 46 | 0.10 | 1.53474 | 1.53474 | 1.56974 | -299.99 | 11029.24 |
104 | 2010.02.25 05:20 | s/l | 47 | 0.10 | 1.53308 | 1.53308 | 1.56808 | -299.93 | 10729.31 |
105 | 2010.02.25 05:37 | s/l | 48 | 0.10 | 1.53256 | 1.53256 | 1.56756 | -299.93 | 10429.38 |
106 | 2010.02.25 10:15 | s/l | 51 | 0.10 | 1.53023 | 1.53023 | 1.56523 | -299.93 | 10129.45 |
107 | 2010.02.25 10:20 | s/l | 52 | 0.10 | 1.52900 | 1.52900 | 1.56400 | -299.93 | 9829.52 |
108 | 2010.02.25 10:20 | s/l | 54 | 0.10 | 1.52837 | 1.52837 | 1.56337 | -299.93 | 9529.59 |
109 | 2010.02.25 19:07 | sell | 55 | 0.10 | 1.52433 | 1.55433 | 1.51933 | ||
110 | 2010.02.26 07:20 | sell | 56 | 0.10 | 1.52945 | 1.55945 | 1.52445 | ||
111 | 2010.02.26 12:20 | t/p | 56 | 0.10 | 1.52445 | 1.55945 | 1.52445 | 50.00 | 9579.59 |
112 | 2010.02.26 14:02 | t/p | 55 | 0.10 | 1.51933 | 1.55433 | 1.51933 | 49.75 | 9629.34 |
113 | 2010.02.26 16:35 | sell | 57 | 0.10 | 1.52014 | 1.55014 | 1.51514 | ||
114 | 2010.02.26 16:40 | sell | 58 | 0.10 | 1.52125 | 1.55125 | 1.51625 | ||
115 | 2010.02.26 16:45 | sell | 59 | 0.10 | 1.52235 | 1.55235 | 1.51735 | ||
116 | 2010.02.26 16:50 | sell | 60 | 0.10 | 1.52345 | 1.55345 | 1.51845 | ||
117 | 2010.02.26 22:59 | close at stop | 60 | 0.10 | 1.52390 | 1.55345 | 1.51845 | -4.50 | 9624.84 |
118 | 2010.02.26 22:59 | close at stop | 59 | 0.10 | 1.52390 | 1.55235 | 1.51735 | -15.50 | 9609.34 |
119 | 2010.02.26 22:59 | close at stop | 58 | 0.10 | 1.52390 | 1.55125 | 1.51625 | -26.50 | 9582.84 |
120 | 2010.02.26 22:59 | close at stop | 57 | 0.10 | 1.52390 | 1.55014 | 1.51514 | -37.60 | 9545.24 |