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=50; Lots=0.1; TrailingStop=30; MACDOpenLevel=3; MACDCloseLevel=2; MATrendPeriod=26; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -705.05 | Gross profit | 135.55 | Gross loss | -840.60 |
Profit factor | 0.16 | Expected payoff | -19.58 | ||
Absolute drawdown | 786.65 | Maximal drawdown | 806.65 (8.05%) | Relative drawdown | 8.05% (806.65) |
Total trades | 36 | Short positions (won %) | 20 (95.00%) | Long positions (won %) | 16 (81.25%) |
Profit trades (% of total) | 32 (88.89%) | Loss trades (% of total) | 4 (11.11%) | ||
Largest | profit trade | 5.00 | loss trade | -334.20 | |
Average | profit trade | 4.24 | loss trade | -210.15 | |
Maximum | consecutive wins (profit in money) | 22 (89.75) | consecutive losses (loss in money) | 1 (-334.20) | |
Maximal | consecutive profit (count of wins) | 89.75 (22) | consecutive loss (count of losses) | -334.20 (1) | |
Average | consecutive wins | 8 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 16:45 | sell | 1 | 0.10 | 1.61255 | 0.00000 | 1.61205 | ||
2 | 2010.01.04 16:50 | t/p | 1 | 0.10 | 1.61205 | 0.00000 | 1.61205 | 5.00 | 10005.00 |
3 | 2010.01.04 16:50 | sell | 2 | 0.10 | 1.61143 | 0.00000 | 1.61093 | ||
4 | 2010.01.04 17:15 | t/p | 2 | 0.10 | 1.61093 | 0.00000 | 1.61093 | 5.00 | 10010.00 |
5 | 2010.01.05 06:45 | buy | 3 | 0.10 | 1.61316 | 0.00000 | 1.61366 | ||
6 | 2010.01.05 06:50 | t/p | 3 | 0.10 | 1.61366 | 0.00000 | 1.61366 | 5.00 | 10015.00 |
7 | 2010.01.05 06:50 | buy | 4 | 0.10 | 1.61447 | 0.00000 | 1.61497 | ||
8 | 2010.01.05 07:50 | t/p | 4 | 0.10 | 1.61497 | 0.00000 | 1.61497 | 5.00 | 10020.00 |
9 | 2010.01.08 17:00 | sell | 5 | 0.10 | 1.59612 | 0.00000 | 1.59562 | ||
10 | 2010.01.18 01:00 | close | 5 | 0.10 | 1.62934 | 0.00000 | 1.59562 | -334.20 | 9685.80 |
11 | 2010.01.18 01:02 | buy | 6 | 0.10 | 1.62968 | 0.00000 | 1.63018 | ||
12 | 2010.01.18 04:45 | t/p | 6 | 0.10 | 1.63018 | 0.00000 | 1.63018 | 5.00 | 9690.80 |
13 | 2010.01.18 16:07 | sell | 7 | 0.10 | 1.63080 | 0.00000 | 1.63030 | ||
14 | 2010.01.20 05:20 | t/p | 7 | 0.10 | 1.63030 | 0.00000 | 1.63030 | 4.50 | 9695.30 |
15 | 2010.01.21 07:45 | buy | 8 | 0.10 | 1.62941 | 0.00000 | 1.62991 | ||
16 | 2010.01.26 04:00 | close | 8 | 0.10 | 1.62381 | 0.00000 | 1.62991 | -55.97 | 9639.33 |
17 | 2010.01.27 19:20 | sell | 9 | 0.10 | 1.61598 | 0.00000 | 1.61548 | ||
18 | 2010.01.27 20:20 | t/p | 9 | 0.10 | 1.61548 | 0.00000 | 1.61548 | 5.00 | 9644.33 |
19 | 2010.01.27 20:20 | sell | 10 | 0.10 | 1.61475 | 0.00000 | 1.61425 | ||
20 | 2010.01.27 21:20 | t/p | 10 | 0.10 | 1.61425 | 0.00000 | 1.61425 | 5.00 | 9649.33 |
21 | 2010.01.28 07:07 | sell | 11 | 0.10 | 1.61750 | 0.00000 | 1.61700 | ||
22 | 2010.01.28 16:15 | t/p | 11 | 0.10 | 1.61700 | 0.00000 | 1.61700 | 5.00 | 9654.33 |
23 | 2010.01.28 16:15 | sell | 12 | 0.10 | 1.61636 | 0.00000 | 1.61586 | ||
24 | 2010.01.28 16:20 | t/p | 12 | 0.10 | 1.61586 | 0.00000 | 1.61586 | 5.00 | 9659.33 |
25 | 2010.01.28 16:20 | sell | 13 | 0.10 | 1.61329 | 0.00000 | 1.61279 | ||
26 | 2010.01.28 16:50 | t/p | 13 | 0.10 | 1.61279 | 0.00000 | 1.61279 | 5.00 | 9664.33 |
27 | 2010.01.28 16:50 | sell | 14 | 0.10 | 1.61214 | 0.00000 | 1.61164 | ||
28 | 2010.01.28 20:20 | modify | 14 | 0.10 | 1.61214 | 1.61212 | 1.61164 | ||
29 | 2010.01.28 20:22 | s/l | 14 | 0.10 | 1.61212 | 1.61212 | 1.61164 | 0.20 | 9664.53 |
30 | 2010.02.02 12:50 | buy | 15 | 0.10 | 1.59535 | 0.00000 | 1.59585 | ||
31 | 2010.02.02 15:15 | t/p | 15 | 0.10 | 1.59585 | 0.00000 | 1.59585 | 5.00 | 9669.53 |
32 | 2010.02.03 12:02 | sell | 16 | 0.10 | 1.59875 | 0.00000 | 1.59825 | ||
33 | 2010.02.03 12:50 | modify | 16 | 0.10 | 1.59875 | 1.59860 | 1.59825 | ||
34 | 2010.02.03 12:52 | s/l | 16 | 0.10 | 1.59860 | 1.59860 | 1.59825 | 1.50 | 9671.03 |
35 | 2010.02.03 12:52 | sell | 17 | 0.10 | 1.59811 | 0.00000 | 1.59761 | ||
36 | 2010.02.03 13:15 | t/p | 17 | 0.10 | 1.59761 | 0.00000 | 1.59761 | 5.00 | 9676.03 |
37 | 2010.02.09 03:20 | buy | 18 | 0.10 | 1.56172 | 0.00000 | 1.56222 | ||
38 | 2010.02.09 06:15 | modify | 18 | 0.10 | 1.56172 | 1.56177 | 1.56222 | ||
39 | 2010.02.09 06:20 | t/p | 18 | 0.10 | 1.56222 | 1.56177 | 1.56222 | 5.00 | 9681.03 |
40 | 2010.02.09 13:45 | buy | 19 | 0.10 | 1.56319 | 0.00000 | 1.56369 | ||
41 | 2010.02.09 13:50 | t/p | 19 | 0.10 | 1.56369 | 0.00000 | 1.56369 | 5.00 | 9686.03 |
42 | 2010.02.09 13:50 | buy | 20 | 0.10 | 1.56456 | 0.00000 | 1.56506 | ||
43 | 2010.02.09 16:20 | t/p | 20 | 0.10 | 1.56506 | 0.00000 | 1.56506 | 5.00 | 9691.03 |
44 | 2010.02.11 01:45 | buy | 21 | 0.10 | 1.56393 | 0.00000 | 1.56443 | ||
45 | 2010.02.11 01:50 | modify | 21 | 0.10 | 1.56393 | 1.56406 | 1.56443 | ||
46 | 2010.02.11 01:52 | s/l | 21 | 0.10 | 1.56406 | 1.56406 | 1.56443 | 1.30 | 9692.33 |
47 | 2010.02.11 01:52 | buy | 22 | 0.10 | 1.56426 | 0.00000 | 1.56476 | ||
48 | 2010.02.11 03:50 | modify | 22 | 0.10 | 1.56426 | 1.56441 | 1.56476 | ||
49 | 2010.02.11 03:57 | s/l | 22 | 0.10 | 1.56441 | 1.56441 | 1.56476 | 1.50 | 9693.83 |
50 | 2010.02.11 12:50 | buy | 23 | 0.10 | 1.56610 | 0.00000 | 1.56660 | ||
51 | 2010.02.11 17:59 | t/p | 23 | 0.10 | 1.56660 | 0.00000 | 1.56660 | 5.00 | 9698.83 |
52 | 2010.02.12 10:45 | sell | 24 | 0.10 | 1.56665 | 0.00000 | 1.56615 | ||
53 | 2010.02.12 10:50 | t/p | 24 | 0.10 | 1.56615 | 0.00000 | 1.56615 | 5.00 | 9703.83 |
54 | 2010.02.12 10:50 | sell | 25 | 0.10 | 1.56499 | 0.00000 | 1.56449 | ||
55 | 2010.02.12 11:15 | t/p | 25 | 0.10 | 1.56449 | 0.00000 | 1.56449 | 5.00 | 9708.83 |
56 | 2010.02.12 19:00 | buy | 26 | 0.10 | 1.56758 | 0.00000 | 1.56808 | ||
57 | 2010.02.12 20:15 | modify | 26 | 0.10 | 1.56758 | 1.56762 | 1.56808 | ||
58 | 2010.02.12 20:20 | t/p | 26 | 0.10 | 1.56808 | 1.56762 | 1.56808 | 5.00 | 9713.83 |
59 | 2010.02.15 05:13 | sell | 27 | 0.10 | 1.56626 | 0.00000 | 1.56576 | ||
60 | 2010.02.15 05:33 | t/p | 27 | 0.10 | 1.56576 | 0.00000 | 1.56576 | 5.00 | 9718.83 |
61 | 2010.02.15 05:33 | sell | 28 | 0.10 | 1.56511 | 0.00000 | 1.56461 | ||
62 | 2010.02.15 06:02 | modify | 28 | 0.10 | 1.56511 | 1.56498 | 1.56461 | ||
63 | 2010.02.15 06:07 | t/p | 28 | 0.10 | 1.56461 | 1.56498 | 1.56461 | 5.00 | 9723.83 |
64 | 2010.02.15 16:45 | sell | 29 | 0.10 | 1.56551 | 0.00000 | 1.56501 | ||
65 | 2010.02.16 15:15 | modify | 29 | 0.10 | 1.56551 | 1.56546 | 1.56501 | ||
66 | 2010.02.16 15:17 | s/l | 29 | 0.10 | 1.56546 | 1.56546 | 1.56501 | 0.25 | 9724.08 |
67 | 2010.02.18 15:45 | buy | 30 | 0.10 | 1.56605 | 0.00000 | 1.56655 | ||
68 | 2010.02.18 15:50 | t/p | 30 | 0.10 | 1.56655 | 0.00000 | 1.56655 | 5.00 | 9729.08 |
69 | 2010.02.18 15:50 | buy | 31 | 0.10 | 1.56808 | 0.00000 | 1.56858 | ||
70 | 2010.02.23 00:20 | close | 31 | 0.10 | 1.54750 | 0.00000 | 1.56858 | -205.77 | 9523.31 |
71 | 2010.02.23 10:40 | sell | 32 | 0.10 | 1.54556 | 0.00000 | 1.54506 | ||
72 | 2010.02.23 10:45 | modify | 32 | 0.10 | 1.54556 | 1.54543 | 1.54506 | ||
73 | 2010.02.23 10:47 | s/l | 32 | 0.10 | 1.54543 | 1.54543 | 1.54506 | 1.30 | 9524.61 |
74 | 2010.02.23 10:47 | sell | 33 | 0.10 | 1.54490 | 0.00000 | 1.54440 | ||
75 | 2010.02.23 10:50 | t/p | 33 | 0.10 | 1.54440 | 0.00000 | 1.54440 | 5.00 | 9529.61 |
76 | 2010.02.23 10:50 | sell | 34 | 0.10 | 1.54324 | 0.00000 | 1.54274 | ||
77 | 2010.02.23 11:15 | t/p | 34 | 0.10 | 1.54274 | 0.00000 | 1.54274 | 5.00 | 9534.61 |
78 | 2010.02.24 16:02 | buy | 35 | 0.10 | 1.54539 | 0.00000 | 1.54589 | ||
79 | 2010.02.24 16:50 | t/p | 35 | 0.10 | 1.54589 | 0.00000 | 1.54589 | 5.00 | 9539.61 |
80 | 2010.02.24 16:50 | buy | 36 | 0.10 | 1.54781 | 0.00000 | 1.54831 | ||
81 | 2010.02.26 22:59 | close at stop | 36 | 0.10 | 1.52334 | 0.00000 | 1.54831 | -244.66 | 9294.95 |