Strategy Tester Report
GoldWarrior02b
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=0.1; StopLoss=1000; TakeProfit=150; TrailingStop=0; ZN=1; ZM=0; per=21; d=3; depth=12; deviation=5; backstep=3; mgod=2005; porog=300; test=1; imps=30; impb=-30; k1=30; k2=60; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 486.80 | Gross profit | 1187.76 | Gross loss | -700.96 |
Profit factor | 1.69 | Expected payoff | 13.16 | ||
Absolute drawdown | 1235.96 | Maximal drawdown | 1924.10 (18.00%) | Relative drawdown | 18.00% (1924.10) |
Total trades | 37 | Short positions (won %) | 16 (87.50%) | Long positions (won %) | 21 (76.19%) |
Profit trades (% of total) | 30 (81.08%) | Loss trades (% of total) | 7 (18.92%) | ||
Largest | profit trade | 450.00 | loss trade | -100.72 | |
Average | profit trade | 39.59 | loss trade | -100.14 | |
Maximum | consecutive wins (profit in money) | 12 (918.00) | consecutive losses (loss in money) | 2 (-200.00) | |
Maximal | consecutive profit (count of wins) | 918.00 (12) | consecutive loss (count of losses) | -200.00 (2) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.05 00:59 | buy | 1 | 0.10 | 1.61124 | 1.60124 | 1.61274 | ||
2 | 2010.01.05 01:15 | t/p | 1 | 0.10 | 1.61274 | 1.60124 | 1.61274 | 15.00 | 10015.00 |
3 | 2010.01.05 03:59 | buy | 2 | 0.10 | 1.60948 | 1.59948 | 1.61098 | ||
4 | 2010.01.05 05:32 | t/p | 2 | 0.10 | 1.61098 | 1.59948 | 1.61098 | 15.00 | 10030.00 |
5 | 2010.01.06 10:59 | sell | 3 | 0.10 | 1.60212 | 1.61212 | 1.60062 | ||
6 | 2010.01.06 11:20 | t/p | 3 | 0.10 | 1.60062 | 1.61212 | 1.60062 | 15.00 | 10045.00 |
7 | 2010.01.08 11:59 | sell | 4 | 0.10 | 1.60155 | 1.61155 | 1.60005 | ||
8 | 2010.01.08 13:15 | t/p | 4 | 0.10 | 1.60005 | 1.61155 | 1.60005 | 15.00 | 10060.00 |
9 | 2010.01.12 02:59 | buy | 5 | 0.10 | 1.60822 | 1.59822 | 1.60972 | ||
10 | 2010.01.12 03:50 | t/p | 5 | 0.10 | 1.60972 | 1.59822 | 1.60972 | 15.00 | 10075.00 |
11 | 2010.01.12 03:59 | buy | 6 | 0.10 | 1.60912 | 1.59912 | 1.61062 | ||
12 | 2010.01.12 07:10 | t/p | 6 | 0.10 | 1.61062 | 1.59912 | 1.61062 | 15.00 | 10090.00 |
13 | 2010.01.12 14:59 | sell | 7 | 0.10 | 1.61288 | 1.62288 | 1.61138 | ||
14 | 2010.01.13 08:50 | s/l | 7 | 0.10 | 1.62288 | 1.62288 | 1.61138 | -100.24 | 9989.76 |
15 | 2010.01.13 08:59 | sell | 8 | 0.10 | 1.62133 | 1.63133 | 1.61983 | ||
16 | 2010.01.13 09:02 | t/p | 8 | 0.10 | 1.61983 | 1.63133 | 1.61983 | 15.00 | 10004.76 |
17 | 2010.01.13 09:59 | sell | 9 | 0.10 | 1.62127 | 1.63127 | 1.61977 | ||
18 | 2010.01.14 10:20 | s/l | 9 | 0.10 | 1.63127 | 1.63127 | 1.61977 | -100.72 | 9904.04 |
19 | 2010.01.14 14:59 | buy | 10 | 0.10 | 1.63123 | 1.62123 | 1.63273 | ||
20 | 2010.01.14 15:02 | sell | 11 | 3.00 | 1.63200 | 1.64200 | 1.63050 | ||
21 | 2010.01.14 15:15 | t/p | 11 | 3.00 | 1.63050 | 1.64200 | 1.63050 | 450.00 | 10354.04 |
22 | 2010.01.14 17:37 | t/p | 10 | 0.10 | 1.63273 | 1.62123 | 1.63273 | 15.00 | 10369.04 |
23 | 2010.01.19 02:59 | sell | 12 | 0.10 | 1.64185 | 1.65185 | 1.64035 | ||
24 | 2010.01.19 04:02 | t/p | 12 | 0.10 | 1.64035 | 1.65185 | 1.64035 | 15.00 | 10384.04 |
25 | 2010.01.21 09:59 | buy | 13 | 0.10 | 1.61845 | 1.60845 | 1.61995 | ||
26 | 2010.01.21 10:07 | t/p | 13 | 0.10 | 1.61995 | 1.60845 | 1.61995 | 15.00 | 10399.04 |
27 | 2010.01.21 10:59 | buy | 14 | 0.10 | 1.61502 | 1.60502 | 1.61652 | ||
28 | 2010.01.21 11:20 | t/p | 14 | 0.10 | 1.61652 | 1.60502 | 1.61652 | 15.00 | 10414.04 |
29 | 2010.01.21 11:59 | buy | 15 | 0.10 | 1.61372 | 1.60372 | 1.61522 | ||
30 | 2010.01.21 12:50 | t/p | 15 | 0.10 | 1.61522 | 1.60372 | 1.61522 | 15.00 | 10429.04 |
31 | 2010.01.22 10:59 | sell | 16 | 0.10 | 1.62217 | 1.63217 | 1.62067 | ||
32 | 2010.01.22 12:20 | t/p | 16 | 0.10 | 1.62067 | 1.63217 | 1.62067 | 15.00 | 10444.04 |
33 | 2010.01.22 14:59 | buy | 17 | 0.10 | 1.61027 | 1.60027 | 1.61177 | ||
34 | 2010.01.22 16:45 | t/p | 17 | 0.10 | 1.61177 | 1.60027 | 1.61177 | 15.00 | 10459.04 |
35 | 2010.01.26 11:59 | buy | 18 | 0.10 | 1.61202 | 1.60202 | 1.61352 | ||
36 | 2010.01.26 13:45 | t/p | 18 | 0.10 | 1.61352 | 1.60202 | 1.61352 | 15.00 | 10474.04 |
37 | 2010.01.27 10:59 | buy | 19 | 0.10 | 1.61872 | 1.60872 | 1.62022 | ||
38 | 2010.01.27 11:05 | sell | 20 | 3.00 | 1.61880 | 1.62880 | 1.61730 | ||
39 | 2010.01.27 11:15 | t/p | 19 | 0.10 | 1.62022 | 1.60872 | 1.62022 | 15.00 | 10489.04 |
40 | 2010.01.27 17:07 | close | 20 | 3.00 | 1.61774 | 1.62880 | 1.61730 | 318.00 | 10807.04 |
41 | 2010.01.28 10:59 | sell | 21 | 0.10 | 1.62569 | 1.63569 | 1.62419 | ||
42 | 2010.01.28 11:40 | t/p | 21 | 0.10 | 1.62419 | 1.63569 | 1.62419 | 15.00 | 10822.04 |
43 | 2010.01.29 16:59 | buy | 22 | 0.10 | 1.60234 | 1.59234 | 1.60384 | ||
44 | 2010.02.01 09:07 | s/l | 22 | 0.10 | 1.59234 | 1.59234 | 1.60384 | -100.00 | 10722.04 |
45 | 2010.02.02 04:59 | sell | 23 | 0.10 | 1.59319 | 1.60319 | 1.59169 | ||
46 | 2010.02.02 09:20 | t/p | 23 | 0.10 | 1.59169 | 1.60319 | 1.59169 | 15.00 | 10737.04 |
47 | 2010.02.03 10:59 | sell | 24 | 0.10 | 1.60251 | 1.61251 | 1.60101 | ||
48 | 2010.02.03 11:20 | t/p | 24 | 0.10 | 1.60101 | 1.61251 | 1.60101 | 15.00 | 10752.04 |
49 | 2010.02.03 15:59 | buy | 25 | 0.10 | 1.59639 | 1.58639 | 1.59789 | ||
50 | 2010.02.04 10:15 | s/l | 25 | 0.10 | 1.58639 | 1.58639 | 1.59789 | -100.00 | 10652.04 |
51 | 2010.02.04 11:59 | buy | 26 | 0.10 | 1.58461 | 1.57461 | 1.58611 | ||
52 | 2010.02.04 13:20 | t/p | 26 | 0.10 | 1.58611 | 1.57461 | 1.58611 | 15.00 | 10667.04 |
53 | 2010.02.09 13:59 | buy | 27 | 0.10 | 1.56351 | 1.55351 | 1.56501 | ||
54 | 2010.02.09 16:20 | t/p | 27 | 0.10 | 1.56501 | 1.55351 | 1.56501 | 15.00 | 10682.04 |
55 | 2010.02.10 14:59 | buy | 28 | 0.10 | 1.56144 | 1.55144 | 1.56294 | ||
56 | 2010.02.11 01:45 | t/p | 28 | 0.10 | 1.56294 | 1.55144 | 1.56294 | 15.00 | 10697.04 |
57 | 2010.02.15 13:59 | sell | 29 | 0.10 | 1.56874 | 1.57874 | 1.56724 | ||
58 | 2010.02.15 14:16 | t/p | 29 | 0.10 | 1.56724 | 1.57874 | 1.56724 | 15.00 | 10712.04 |
59 | 2010.02.16 10:59 | sell | 30 | 0.10 | 1.56813 | 1.57813 | 1.56663 | ||
60 | 2010.02.16 13:50 | t/p | 30 | 0.10 | 1.56663 | 1.57813 | 1.56663 | 15.00 | 10727.04 |
61 | 2010.02.16 16:59 | buy | 31 | 0.10 | 1.56757 | 1.55757 | 1.56907 | ||
62 | 2010.02.16 17:15 | t/p | 31 | 0.10 | 1.56907 | 1.55757 | 1.56907 | 15.00 | 10742.04 |
63 | 2010.02.16 19:59 | sell | 32 | 0.10 | 1.57895 | 1.58895 | 1.57745 | ||
64 | 2010.02.17 02:20 | t/p | 32 | 0.10 | 1.57745 | 1.58895 | 1.57745 | 14.76 | 10756.80 |
65 | 2010.02.17 18:59 | buy | 33 | 0.10 | 1.56963 | 1.55963 | 1.57113 | ||
66 | 2010.02.18 10:40 | s/l | 33 | 0.10 | 1.55963 | 1.55963 | 1.57113 | -100.00 | 10656.80 |
67 | 2010.02.18 23:59 | buy | 34 | 0.10 | 1.54811 | 1.53811 | 1.54961 | ||
68 | 2010.02.19 07:16 | s/l | 34 | 0.10 | 1.53811 | 1.53811 | 1.54961 | -100.00 | 10556.80 |
69 | 2010.02.23 06:59 | sell | 35 | 0.10 | 1.55274 | 1.56274 | 1.55124 | ||
70 | 2010.02.23 10:15 | t/p | 35 | 0.10 | 1.55124 | 1.56274 | 1.55124 | 15.00 | 10571.80 |
71 | 2010.02.24 19:59 | buy | 36 | 0.10 | 1.54115 | 1.53115 | 1.54265 | ||
72 | 2010.02.25 09:50 | s/l | 36 | 0.10 | 1.53115 | 1.53115 | 1.54265 | -100.00 | 10471.80 |
73 | 2010.02.26 14:59 | buy | 37 | 0.10 | 1.51946 | 1.50946 | 1.52096 | ||
74 | 2010.02.26 16:40 | t/p | 37 | 0.10 | 1.52096 | 1.50946 | 1.52096 | 15.00 | 10486.80 |