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 | S1="---------------- Entry Settings"; SSP=7; Kmax=50.6; CountBars=300; S2="---------------- Money Management"; Lots=0.1; RiskMM=false; RiskPercent=1; S3="---------------- Order Management"; StopLoss=0; TakeProfit=0; HideSL=false; HideTP=false; TrailingStop=0; TrailingStep=0; BreakEven=0; MaxOrders=100; Slippage=3; Magic=2009; S6="---------------- Extras"; Hedge=false; HedgeSL=0; HedgeTP=0; ReverseSystem=false; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -708.64 | Gross profit | 2203.89 | Gross loss | -2912.53 |
Profit factor | 0.76 | Expected payoff | -9.84 | ||
Absolute drawdown | 1714.52 | Maximal drawdown | 1858.68 (18.32%) | Relative drawdown | 18.32% (1858.68) |
Total trades | 72 | Short positions (won %) | 48 (54.17%) | Long positions (won %) | 24 (25.00%) |
Profit trades (% of total) | 32 (44.44%) | Loss trades (% of total) | 40 (55.56%) | ||
Largest | profit trade | 220.65 | loss trade | -366.30 | |
Average | profit trade | 68.87 | loss trade | -72.81 | |
Maximum | consecutive wins (profit in money) | 4 (492.50) | consecutive losses (loss in money) | 7 (-1400.50) | |
Maximal | consecutive profit (count of wins) | 492.50 (4) | consecutive loss (count of losses) | -1400.50 (7) | |
Average | consecutive wins | 2 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 14:00 | sell | 1 | 0.10 | 1.61466 | 0.00000 | 0.00000 | ||
2 | 2010.01.04 18:00 | sell | 2 | 0.10 | 1.61059 | 0.00000 | 0.00000 | ||
3 | 2010.01.05 02:00 | buy | 3 | 0.10 | 1.61093 | 0.00000 | 0.00000 | ||
4 | 2010.01.05 02:00 | close | 2 | 0.10 | 1.61093 | 0.00000 | 0.00000 | -3.65 | 9996.35 |
5 | 2010.01.05 02:00 | close | 1 | 0.10 | 1.61093 | 0.00000 | 0.00000 | 37.05 | 10033.40 |
6 | 2010.01.06 12:00 | sell | 4 | 0.10 | 1.60105 | 0.00000 | 0.00000 | ||
7 | 2010.01.06 12:00 | close | 3 | 0.10 | 1.60105 | 0.00000 | 0.00000 | -98.79 | 9934.61 |
8 | 2010.01.07 06:00 | sell | 5 | 0.10 | 1.60016 | 0.00000 | 0.00000 | ||
9 | 2010.01.08 04:00 | sell | 6 | 0.10 | 1.59200 | 0.00000 | 0.00000 | ||
10 | 2010.01.08 18:00 | sell | 7 | 0.10 | 1.59908 | 0.00000 | 0.00000 | ||
11 | 2010.01.13 01:00 | sell | 8 | 0.10 | 1.61503 | 0.00000 | 0.00000 | ||
12 | 2010.01.13 22:00 | sell | 9 | 0.10 | 1.62862 | 0.00000 | 0.00000 | ||
13 | 2010.01.14 05:00 | sell | 10 | 0.10 | 1.62883 | 0.00000 | 0.00000 | ||
14 | 2010.01.14 10:00 | sell | 11 | 0.10 | 1.62915 | 0.00000 | 0.00000 | ||
15 | 2010.01.14 12:00 | buy | 12 | 0.10 | 1.62848 | 0.00000 | 0.00000 | ||
16 | 2010.01.14 12:00 | close | 11 | 0.10 | 1.62848 | 0.00000 | 0.00000 | 6.70 | 9941.31 |
17 | 2010.01.14 12:00 | close | 10 | 0.10 | 1.62848 | 0.00000 | 0.00000 | 3.50 | 9944.81 |
18 | 2010.01.14 12:00 | close | 9 | 0.10 | 1.62848 | 0.00000 | 0.00000 | 0.65 | 9945.46 |
19 | 2010.01.14 12:00 | close | 8 | 0.10 | 1.62848 | 0.00000 | 0.00000 | -135.25 | 9810.21 |
20 | 2010.01.14 12:00 | close | 7 | 0.10 | 1.62848 | 0.00000 | 0.00000 | -295.50 | 9514.71 |
21 | 2010.01.14 12:00 | close | 6 | 0.10 | 1.62848 | 0.00000 | 0.00000 | -366.30 | 9148.41 |
22 | 2010.01.14 12:00 | close | 5 | 0.10 | 1.62848 | 0.00000 | 0.00000 | -284.95 | 8863.46 |
23 | 2010.01.14 12:00 | close | 4 | 0.10 | 1.62848 | 0.00000 | 0.00000 | -276.80 | 8586.66 |
24 | 2010.01.14 13:00 | sell | 13 | 0.10 | 1.62695 | 0.00000 | 0.00000 | ||
25 | 2010.01.14 13:00 | close | 12 | 0.10 | 1.62695 | 0.00000 | 0.00000 | -15.30 | 8571.36 |
26 | 2010.01.14 16:00 | buy | 14 | 0.10 | 1.62959 | 0.00000 | 0.00000 | ||
27 | 2010.01.14 16:00 | close | 13 | 0.10 | 1.62959 | 0.00000 | 0.00000 | -26.40 | 8544.96 |
28 | 2010.01.14 17:00 | sell | 15 | 0.10 | 1.63111 | 0.00000 | 0.00000 | ||
29 | 2010.01.14 17:00 | close | 14 | 0.10 | 1.63111 | 0.00000 | 0.00000 | 15.20 | 8560.16 |
30 | 2010.01.15 05:50 | close | 15 | 0.10 | 1.63609 | 0.00000 | 0.00000 | -50.05 | 8510.11 |
31 | 2010.01.15 08:00 | sell | 16 | 0.10 | 1.63439 | 0.00000 | 0.00000 | ||
32 | 2010.01.18 01:02 | close | 16 | 0.10 | 1.62968 | 0.00000 | 0.00000 | 46.85 | 8556.96 |
33 | 2010.01.18 22:00 | buy | 17 | 0.10 | 1.63399 | 0.00000 | 0.00000 | ||
34 | 2010.01.19 21:00 | buy | 18 | 0.10 | 1.63669 | 0.00000 | 0.00000 | ||
35 | 2010.01.20 20:00 | buy | 19 | 0.10 | 1.62849 | 0.00000 | 0.00000 | ||
36 | 2010.01.21 00:00 | sell | 20 | 0.10 | 1.62947 | 0.00000 | 0.00000 | ||
37 | 2010.01.21 00:00 | close | 19 | 0.10 | 1.62947 | 0.00000 | 0.00000 | 9.83 | 8566.79 |
38 | 2010.01.21 00:00 | close | 18 | 0.10 | 1.62947 | 0.00000 | 0.00000 | -72.16 | 8494.63 |
39 | 2010.01.21 00:00 | close | 17 | 0.10 | 1.62947 | 0.00000 | 0.00000 | -45.15 | 8449.48 |
40 | 2010.01.21 22:00 | sell | 21 | 0.10 | 1.61964 | 0.00000 | 0.00000 | ||
41 | 2010.01.22 03:00 | sell | 22 | 0.10 | 1.62148 | 0.00000 | 0.00000 | ||
42 | 2010.01.22 12:00 | sell | 23 | 0.10 | 1.62433 | 0.00000 | 0.00000 | ||
43 | 2010.01.25 00:00 | buy | 24 | 0.10 | 1.61138 | 0.00000 | 0.00000 | ||
44 | 2010.01.25 00:00 | close | 23 | 0.10 | 1.61138 | 0.00000 | 0.00000 | 129.25 | 8578.73 |
45 | 2010.01.25 00:00 | close | 22 | 0.10 | 1.61138 | 0.00000 | 0.00000 | 100.75 | 8679.48 |
46 | 2010.01.25 00:00 | close | 21 | 0.10 | 1.61138 | 0.00000 | 0.00000 | 82.10 | 8761.58 |
47 | 2010.01.25 00:00 | close | 20 | 0.10 | 1.61138 | 0.00000 | 0.00000 | 180.40 | 8941.98 |
48 | 2010.01.25 03:00 | sell | 25 | 0.10 | 1.61034 | 0.00000 | 0.00000 | ||
49 | 2010.01.25 03:00 | close | 24 | 0.10 | 1.61034 | 0.00000 | 0.00000 | -10.40 | 8931.58 |
50 | 2010.01.27 01:00 | sell | 26 | 0.10 | 1.61425 | 0.00000 | 0.00000 | ||
51 | 2010.01.27 09:00 | buy | 27 | 0.10 | 1.61460 | 0.00000 | 0.00000 | ||
52 | 2010.01.27 09:00 | close | 26 | 0.10 | 1.61460 | 0.00000 | 0.00000 | -3.50 | 8928.08 |
53 | 2010.01.27 09:00 | close | 25 | 0.10 | 1.61460 | 0.00000 | 0.00000 | -43.10 | 8884.98 |
54 | 2010.01.27 20:00 | sell | 28 | 0.10 | 1.61717 | 0.00000 | 0.00000 | ||
55 | 2010.01.27 20:00 | close | 27 | 0.10 | 1.61717 | 0.00000 | 0.00000 | 25.70 | 8910.68 |
56 | 2010.01.28 07:00 | sell | 29 | 0.10 | 1.61800 | 0.00000 | 0.00000 | ||
57 | 2010.01.29 04:00 | buy | 30 | 0.10 | 1.61391 | 0.00000 | 0.00000 | ||
58 | 2010.01.29 04:00 | close | 29 | 0.10 | 1.61391 | 0.00000 | 0.00000 | 40.65 | 8951.33 |
59 | 2010.01.29 04:00 | close | 28 | 0.10 | 1.61391 | 0.00000 | 0.00000 | 31.60 | 8982.93 |
60 | 2010.01.29 07:00 | sell | 31 | 0.10 | 1.61141 | 0.00000 | 0.00000 | ||
61 | 2010.01.29 07:00 | close | 30 | 0.10 | 1.61141 | 0.00000 | 0.00000 | -25.00 | 8957.93 |
62 | 2010.01.29 12:00 | sell | 32 | 0.10 | 1.61484 | 0.00000 | 0.00000 | ||
63 | 2010.02.01 18:00 | buy | 33 | 0.10 | 1.59275 | 0.00000 | 0.00000 | ||
64 | 2010.02.01 18:00 | close | 32 | 0.10 | 1.59275 | 0.00000 | 0.00000 | 220.65 | 9178.58 |
65 | 2010.02.01 18:00 | close | 31 | 0.10 | 1.59275 | 0.00000 | 0.00000 | 186.35 | 9364.93 |
66 | 2010.02.02 04:46 | close | 33 | 0.10 | 1.59220 | 0.00000 | 0.00000 | -5.49 | 9359.44 |
67 | 2010.02.02 22:00 | sell | 34 | 0.10 | 1.59814 | 0.00000 | 0.00000 | ||
68 | 2010.02.03 04:00 | sell | 35 | 0.10 | 1.59808 | 0.00000 | 0.00000 | ||
69 | 2010.02.03 13:00 | sell | 36 | 0.10 | 1.59784 | 0.00000 | 0.00000 | ||
70 | 2010.02.04 05:00 | buy | 37 | 0.10 | 1.59068 | 0.00000 | 0.00000 | ||
71 | 2010.02.04 05:00 | close | 36 | 0.10 | 1.59068 | 0.00000 | 0.00000 | 70.85 | 9430.29 |
72 | 2010.02.04 05:00 | close | 35 | 0.10 | 1.59068 | 0.00000 | 0.00000 | 73.25 | 9503.54 |
73 | 2010.02.04 05:00 | close | 34 | 0.10 | 1.59068 | 0.00000 | 0.00000 | 73.60 | 9577.14 |
74 | 2010.02.05 01:00 | buy | 38 | 0.10 | 1.57714 | 0.00000 | 0.00000 | ||
75 | 2010.02.08 07:00 | sell | 39 | 0.10 | 1.55919 | 0.00000 | 0.00000 | ||
76 | 2010.02.08 07:00 | close | 38 | 0.10 | 1.55919 | 0.00000 | 0.00000 | -179.49 | 9397.65 |
77 | 2010.02.08 07:00 | close | 37 | 0.10 | 1.55919 | 0.00000 | 0.00000 | -314.88 | 9082.77 |
78 | 2010.02.08 10:00 | buy | 40 | 0.10 | 1.56237 | 0.00000 | 0.00000 | ||
79 | 2010.02.08 10:00 | close | 39 | 0.10 | 1.56237 | 0.00000 | 0.00000 | -31.80 | 9050.97 |
80 | 2010.02.08 12:00 | sell | 41 | 0.10 | 1.55775 | 0.00000 | 0.00000 | ||
81 | 2010.02.08 12:00 | close | 40 | 0.10 | 1.55775 | 0.00000 | 0.00000 | -46.20 | 9004.77 |
82 | 2010.02.08 23:00 | sell | 42 | 0.10 | 1.55825 | 0.00000 | 0.00000 | ||
83 | 2010.02.09 06:00 | buy | 43 | 0.10 | 1.56220 | 0.00000 | 0.00000 | ||
84 | 2010.02.09 06:00 | close | 42 | 0.10 | 1.56220 | 0.00000 | 0.00000 | -39.75 | 8965.02 |
85 | 2010.02.09 06:00 | close | 41 | 0.10 | 1.56220 | 0.00000 | 0.00000 | -44.75 | 8920.27 |
86 | 2010.02.09 11:00 | sell | 44 | 0.10 | 1.55850 | 0.00000 | 0.00000 | ||
87 | 2010.02.09 11:00 | close | 43 | 0.10 | 1.55850 | 0.00000 | 0.00000 | -37.00 | 8883.27 |
88 | 2010.02.09 23:00 | sell | 45 | 0.10 | 1.57167 | 0.00000 | 0.00000 | ||
89 | 2010.02.10 03:00 | sell | 46 | 0.10 | 1.57024 | 0.00000 | 0.00000 | ||
90 | 2010.02.10 23:00 | buy | 47 | 0.10 | 1.55977 | 0.00000 | 0.00000 | ||
91 | 2010.02.10 23:00 | close | 46 | 0.10 | 1.55977 | 0.00000 | 0.00000 | 104.70 | 8987.97 |
92 | 2010.02.10 23:00 | close | 45 | 0.10 | 1.55977 | 0.00000 | 0.00000 | 118.75 | 9106.72 |
93 | 2010.02.10 23:00 | close | 44 | 0.10 | 1.55977 | 0.00000 | 0.00000 | -12.95 | 9093.77 |
94 | 2010.02.11 09:20 | close | 47 | 0.10 | 1.55898 | 0.00000 | 0.00000 | -7.87 | 9085.90 |
95 | 2010.02.12 03:00 | sell | 48 | 0.10 | 1.56870 | 0.00000 | 0.00000 | ||
96 | 2010.02.12 11:00 | sell | 49 | 0.10 | 1.56542 | 0.00000 | 0.00000 | ||
97 | 2010.02.12 20:00 | buy | 50 | 0.10 | 1.56779 | 0.00000 | 0.00000 | ||
98 | 2010.02.12 20:00 | close | 49 | 0.10 | 1.56779 | 0.00000 | 0.00000 | -23.70 | 9062.20 |
99 | 2010.02.12 20:00 | close | 48 | 0.10 | 1.56779 | 0.00000 | 0.00000 | 9.10 | 9071.30 |
100 | 2010.02.12 21:00 | sell | 51 | 0.10 | 1.56657 | 0.00000 | 0.00000 | ||
101 | 2010.02.12 21:00 | close | 50 | 0.10 | 1.56657 | 0.00000 | 0.00000 | -12.20 | 9059.10 |
102 | 2010.02.15 04:00 | sell | 52 | 0.10 | 1.56660 | 0.00000 | 0.00000 | ||
103 | 2010.02.15 11:00 | buy | 53 | 0.10 | 1.56780 | 0.00000 | 0.00000 | ||
104 | 2010.02.15 11:00 | close | 52 | 0.10 | 1.56780 | 0.00000 | 0.00000 | -12.00 | 9047.10 |
105 | 2010.02.15 11:00 | close | 51 | 0.10 | 1.56780 | 0.00000 | 0.00000 | -12.55 | 9034.55 |
106 | 2010.02.15 12:00 | sell | 54 | 0.10 | 1.56788 | 0.00000 | 0.00000 | ||
107 | 2010.02.15 12:00 | close | 53 | 0.10 | 1.56788 | 0.00000 | 0.00000 | 0.80 | 9035.35 |
108 | 2010.02.15 18:00 | sell | 55 | 0.10 | 1.56623 | 0.00000 | 0.00000 | ||
109 | 2010.02.16 01:00 | buy | 56 | 0.10 | 1.56694 | 0.00000 | 0.00000 | ||
110 | 2010.02.16 01:00 | close | 55 | 0.10 | 1.56694 | 0.00000 | 0.00000 | -7.35 | 9028.00 |
111 | 2010.02.16 01:00 | close | 54 | 0.10 | 1.56694 | 0.00000 | 0.00000 | 9.15 | 9037.15 |
112 | 2010.02.16 02:00 | sell | 57 | 0.10 | 1.56653 | 0.00000 | 0.00000 | ||
113 | 2010.02.16 02:00 | close | 56 | 0.10 | 1.56653 | 0.00000 | 0.00000 | -4.10 | 9033.05 |
114 | 2010.02.16 12:00 | sell | 58 | 0.10 | 1.56854 | 0.00000 | 0.00000 | ||
115 | 2010.02.16 18:00 | buy | 59 | 0.10 | 1.57371 | 0.00000 | 0.00000 | ||
116 | 2010.02.16 18:00 | close | 58 | 0.10 | 1.57371 | 0.00000 | 0.00000 | -51.70 | 8981.35 |
117 | 2010.02.16 18:00 | close | 57 | 0.10 | 1.57371 | 0.00000 | 0.00000 | -71.80 | 8909.55 |
118 | 2010.02.17 04:00 | sell | 60 | 0.10 | 1.57648 | 0.00000 | 0.00000 | ||
119 | 2010.02.17 04:00 | close | 59 | 0.10 | 1.57648 | 0.00000 | 0.00000 | 27.71 | 8937.26 |
120 | 2010.02.18 17:00 | buy | 61 | 0.10 | 1.56449 | 0.00000 | 0.00000 | ||
121 | 2010.02.18 17:00 | close | 60 | 0.10 | 1.56449 | 0.00000 | 0.00000 | 119.15 | 9056.41 |
122 | 2010.02.18 18:00 | sell | 62 | 0.10 | 1.55807 | 0.00000 | 0.00000 | ||
123 | 2010.02.18 18:00 | close | 61 | 0.10 | 1.55807 | 0.00000 | 0.00000 | -64.20 | 8992.21 |
124 | 2010.02.19 16:00 | buy | 63 | 0.10 | 1.54230 | 0.00000 | 0.00000 | ||
125 | 2010.02.19 16:00 | close | 62 | 0.10 | 1.54230 | 0.00000 | 0.00000 | 157.45 | 9149.66 |
126 | 2010.02.19 22:00 | sell | 64 | 0.10 | 1.54534 | 0.00000 | 0.00000 | ||
127 | 2010.02.19 22:00 | close | 63 | 0.10 | 1.54534 | 0.00000 | 0.00000 | 30.40 | 9180.06 |
128 | 2010.02.22 12:00 | sell | 65 | 0.10 | 1.54579 | 0.00000 | 0.00000 | ||
129 | 2010.02.23 20:00 | buy | 66 | 0.10 | 1.54411 | 0.00000 | 0.00000 | ||
130 | 2010.02.23 20:00 | close | 65 | 0.10 | 1.54411 | 0.00000 | 0.00000 | 16.55 | 9196.61 |
131 | 2010.02.23 20:00 | close | 64 | 0.10 | 1.54411 | 0.00000 | 0.00000 | 11.80 | 9208.41 |
132 | 2010.02.23 22:00 | sell | 67 | 0.10 | 1.54060 | 0.00000 | 0.00000 | ||
133 | 2010.02.23 22:00 | close | 66 | 0.10 | 1.54060 | 0.00000 | 0.00000 | -35.10 | 9173.31 |
134 | 2010.02.24 04:00 | buy | 68 | 0.10 | 1.54589 | 0.00000 | 0.00000 | ||
135 | 2010.02.24 04:00 | close | 67 | 0.10 | 1.54589 | 0.00000 | 0.00000 | -53.15 | 9120.16 |
136 | 2010.02.24 08:50 | close | 68 | 0.10 | 1.54180 | 0.00000 | 0.00000 | -40.90 | 9079.26 |
137 | 2010.02.24 14:00 | sell | 69 | 0.10 | 1.54384 | 0.00000 | 0.00000 | ||
138 | 2010.02.26 05:00 | sell | 70 | 0.10 | 1.52732 | 0.00000 | 0.00000 | ||
139 | 2010.02.26 12:50 | close | 70 | 0.10 | 1.52236 | 0.00000 | 0.00000 | 49.60 | 9128.86 |
140 | 2010.02.26 12:50 | close | 69 | 0.10 | 1.52236 | 0.00000 | 0.00000 | 213.80 | 9342.66 |
141 | 2010.02.26 13:00 | sell | 71 | 0.10 | 1.52219 | 0.00000 | 0.00000 | ||
142 | 2010.02.26 21:00 | buy | 72 | 0.10 | 1.52533 | 0.00000 | 0.00000 | ||
143 | 2010.02.26 21:00 | close | 71 | 0.10 | 1.52533 | 0.00000 | 0.00000 | -31.40 | 9311.26 |
144 | 2010.02.26 22:59 | close at stop | 72 | 0.10 | 1.52334 | 0.00000 | 0.00000 | -19.90 | 9291.36 |