Strategy Tester Report
SDS_UMM_ver1
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 | EA_MAGIC_NUM=275931; MA_Period=200; MA_TYPE=0; UsePSAR=false; ADR_Days=10; Min_Range=50; Start_Hour=0; Start_Minute=0; Slippage=3; TakeProfit=100; StopLoss=100; LotSizeFactor=1; Lots=0.1; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -100.00 | Gross profit | 150.00 | Gross loss | -250.00 |
Profit factor | 0.60 | Expected payoff | -2.50 | ||
Absolute drawdown | 100.00 | Maximal drawdown | 130.00 (1.30%) | Relative drawdown | 1.30% (130.00) |
Total trades | 40 | Short positions (won %) | 27 (37.04%) | Long positions (won %) | 13 (38.46%) |
Profit trades (% of total) | 15 (37.50%) | Loss trades (% of total) | 25 (62.50%) | ||
Largest | profit trade | 10.00 | loss trade | -10.00 | |
Average | profit trade | 10.00 | loss trade | -10.00 | |
Maximum | consecutive wins (profit in money) | 3 (30.00) | consecutive losses (loss in money) | 4 (-40.00) | |
Maximal | consecutive profit (count of wins) | 30.00 (3) | consecutive loss (count of losses) | -40.00 (4) | |
Average | consecutive wins | 2 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 00:00 | buy | 1 | 0.10 | 1.61277 | 1.61177 | 1.61377 | ||
2 | 2010.01.04 00:15 | t/p | 1 | 0.10 | 1.61377 | 1.61177 | 1.61377 | 10.00 | 10010.00 |
3 | 2010.01.05 00:00 | buy | 2 | 0.10 | 1.60936 | 1.60836 | 1.61036 | ||
4 | 2010.01.05 00:20 | t/p | 2 | 0.10 | 1.61036 | 1.60836 | 1.61036 | 10.00 | 10020.00 |
5 | 2010.01.06 00:00 | sell | 3 | 0.10 | 1.59862 | 1.59962 | 1.59762 | ||
6 | 2010.01.06 00:20 | t/p | 3 | 0.10 | 1.59762 | 1.59962 | 1.59762 | 10.00 | 10030.00 |
7 | 2010.01.07 00:00 | sell | 4 | 0.10 | 1.60055 | 1.60155 | 1.59955 | ||
8 | 2010.01.07 00:02 | s/l | 4 | 0.10 | 1.60155 | 1.60155 | 1.59955 | -10.00 | 10020.00 |
9 | 2010.01.08 00:00 | sell | 5 | 0.10 | 1.59249 | 1.59349 | 1.59149 | ||
10 | 2010.01.08 00:20 | s/l | 5 | 0.10 | 1.59349 | 1.59349 | 1.59149 | -10.00 | 10010.00 |
11 | 2010.01.11 00:00 | buy | 6 | 0.10 | 1.60635 | 1.60535 | 1.60735 | ||
12 | 2010.01.11 00:40 | t/p | 6 | 0.10 | 1.60735 | 1.60535 | 1.60735 | 10.00 | 10020.00 |
13 | 2010.01.12 00:00 | buy | 7 | 0.10 | 1.61196 | 1.61096 | 1.61296 | ||
14 | 2010.01.12 00:15 | s/l | 7 | 0.10 | 1.61096 | 1.61096 | 1.61296 | -10.00 | 10010.00 |
15 | 2010.01.13 00:00 | buy | 8 | 0.10 | 1.61730 | 1.61630 | 1.61830 | ||
16 | 2010.01.13 00:03 | s/l | 8 | 0.10 | 1.61630 | 1.61630 | 1.61830 | -10.00 | 10000.00 |
17 | 2010.01.14 00:00 | buy | 9 | 0.10 | 1.62704 | 1.62604 | 1.62804 | ||
18 | 2010.01.14 00:20 | t/p | 9 | 0.10 | 1.62804 | 1.62604 | 1.62804 | 10.00 | 10010.00 |
19 | 2010.01.15 00:00 | buy | 10 | 0.10 | 1.63413 | 1.63313 | 1.63513 | ||
20 | 2010.01.15 01:20 | s/l | 10 | 0.10 | 1.63313 | 1.63313 | 1.63513 | -10.00 | 10000.00 |
21 | 2010.01.18 00:00 | buy | 11 | 0.10 | 1.62749 | 1.62649 | 1.62849 | ||
22 | 2010.01.18 00:50 | t/p | 11 | 0.10 | 1.62849 | 1.62649 | 1.62849 | 10.00 | 10010.00 |
23 | 2010.01.19 00:00 | buy | 12 | 0.10 | 1.63521 | 1.63421 | 1.63621 | ||
24 | 2010.01.19 01:07 | s/l | 12 | 0.10 | 1.63421 | 1.63421 | 1.63621 | -10.00 | 10000.00 |
25 | 2010.01.20 00:00 | buy | 13 | 0.10 | 1.63676 | 1.63576 | 1.63776 | ||
26 | 2010.01.20 00:15 | s/l | 13 | 0.10 | 1.63576 | 1.63576 | 1.63776 | -10.00 | 9990.00 |
27 | 2010.01.21 00:00 | buy | 14 | 0.10 | 1.63003 | 1.62903 | 1.63103 | ||
28 | 2010.01.21 00:20 | s/l | 14 | 0.10 | 1.62903 | 1.62903 | 1.63103 | -10.00 | 9980.00 |
29 | 2010.01.22 00:00 | sell | 15 | 0.10 | 1.61945 | 1.62045 | 1.61845 | ||
30 | 2010.01.22 00:20 | t/p | 15 | 0.10 | 1.61845 | 1.62045 | 1.61845 | 10.00 | 9990.00 |
31 | 2010.01.25 00:00 | sell | 16 | 0.10 | 1.61082 | 1.61182 | 1.60982 | ||
32 | 2010.01.25 00:10 | s/l | 16 | 0.10 | 1.61182 | 1.61182 | 1.60982 | -10.00 | 9980.00 |
33 | 2010.01.26 00:00 | sell | 17 | 0.10 | 1.62451 | 1.62551 | 1.62351 | ||
34 | 2010.01.26 00:15 | s/l | 17 | 0.10 | 1.62551 | 1.62551 | 1.62351 | -10.00 | 9970.00 |
35 | 2010.01.27 00:00 | sell | 18 | 0.10 | 1.61497 | 1.61597 | 1.61397 | ||
36 | 2010.01.27 00:16 | t/p | 18 | 0.10 | 1.61397 | 1.61597 | 1.61397 | 10.00 | 9980.00 |
37 | 2010.01.28 00:00 | sell | 19 | 0.10 | 1.61776 | 1.61876 | 1.61676 | ||
38 | 2010.01.28 00:20 | t/p | 19 | 0.10 | 1.61676 | 1.61876 | 1.61676 | 10.00 | 9990.00 |
39 | 2010.01.29 00:00 | sell | 20 | 0.10 | 1.61243 | 1.61343 | 1.61143 | ||
40 | 2010.01.29 00:02 | s/l | 20 | 0.10 | 1.61343 | 1.61343 | 1.61143 | -10.00 | 9980.00 |
41 | 2010.02.01 00:00 | sell | 21 | 0.10 | 1.59444 | 1.59544 | 1.59344 | ||
42 | 2010.02.01 00:10 | s/l | 21 | 0.10 | 1.59544 | 1.59544 | 1.59344 | -10.00 | 9970.00 |
43 | 2010.02.02 00:00 | sell | 22 | 0.10 | 1.59624 | 1.59724 | 1.59524 | ||
44 | 2010.02.02 00:45 | t/p | 22 | 0.10 | 1.59524 | 1.59724 | 1.59524 | 10.00 | 9980.00 |
45 | 2010.02.03 00:00 | sell | 23 | 0.10 | 1.59757 | 1.59857 | 1.59657 | ||
46 | 2010.02.03 00:33 | s/l | 23 | 0.10 | 1.59857 | 1.59857 | 1.59657 | -10.00 | 9970.00 |
47 | 2010.02.04 00:00 | sell | 24 | 0.10 | 1.59006 | 1.59106 | 1.58906 | ||
48 | 2010.02.04 00:10 | s/l | 24 | 0.10 | 1.59106 | 1.59106 | 1.58906 | -10.00 | 9960.00 |
49 | 2010.02.05 00:00 | sell | 25 | 0.10 | 1.57651 | 1.57751 | 1.57551 | ||
50 | 2010.02.05 01:15 | s/l | 25 | 0.10 | 1.57751 | 1.57751 | 1.57551 | -10.00 | 9950.00 |
51 | 2010.02.08 00:00 | sell | 26 | 0.10 | 1.55970 | 1.56070 | 1.55870 | ||
52 | 2010.02.08 00:02 | s/l | 26 | 0.10 | 1.56070 | 1.56070 | 1.55870 | -10.00 | 9940.00 |
53 | 2010.02.09 00:00 | sell | 27 | 0.10 | 1.55889 | 1.55989 | 1.55789 | ||
54 | 2010.02.09 00:50 | t/p | 27 | 0.10 | 1.55789 | 1.55989 | 1.55789 | 10.00 | 9950.00 |
55 | 2010.02.10 00:00 | sell | 28 | 0.10 | 1.57080 | 1.57180 | 1.56980 | ||
56 | 2010.02.10 00:46 | t/p | 28 | 0.10 | 1.56980 | 1.57180 | 1.56980 | 10.00 | 9960.00 |
57 | 2010.02.11 00:00 | sell | 29 | 0.10 | 1.55975 | 1.56075 | 1.55875 | ||
58 | 2010.02.11 00:15 | s/l | 29 | 0.10 | 1.56075 | 1.56075 | 1.55875 | -10.00 | 9950.00 |
59 | 2010.02.12 00:00 | sell | 30 | 0.10 | 1.56940 | 1.57040 | 1.56840 | ||
60 | 2010.02.12 00:50 | s/l | 30 | 0.10 | 1.57040 | 1.57040 | 1.56840 | -10.00 | 9940.00 |
61 | 2010.02.15 00:00 | sell | 31 | 0.10 | 1.56667 | 1.56767 | 1.56567 | ||
62 | 2010.02.15 00:16 | t/p | 31 | 0.10 | 1.56567 | 1.56767 | 1.56567 | 10.00 | 9950.00 |
63 | 2010.02.16 00:00 | sell | 32 | 0.10 | 1.56661 | 1.56761 | 1.56561 | ||
64 | 2010.02.16 02:10 | s/l | 32 | 0.10 | 1.56761 | 1.56761 | 1.56561 | -10.00 | 9940.00 |
65 | 2010.02.17 00:00 | buy | 33 | 0.10 | 1.57879 | 1.57779 | 1.57979 | ||
66 | 2010.02.17 00:20 | s/l | 33 | 0.10 | 1.57779 | 1.57779 | 1.57979 | -10.00 | 9930.00 |
67 | 2010.02.18 00:00 | buy | 34 | 0.10 | 1.56861 | 1.56761 | 1.56961 | ||
68 | 2010.02.18 00:20 | s/l | 34 | 0.10 | 1.56761 | 1.56761 | 1.56961 | -10.00 | 9920.00 |
69 | 2010.02.19 00:00 | sell | 35 | 0.10 | 1.54788 | 1.54888 | 1.54688 | ||
70 | 2010.02.19 00:02 | t/p | 35 | 0.10 | 1.54688 | 1.54888 | 1.54688 | 10.00 | 9930.00 |
71 | 2010.02.22 00:00 | sell | 36 | 0.10 | 1.54548 | 1.54648 | 1.54448 | ||
72 | 2010.02.22 00:15 | t/p | 36 | 0.10 | 1.54448 | 1.54648 | 1.54448 | 10.00 | 9940.00 |
73 | 2010.02.23 00:00 | sell | 37 | 0.10 | 1.54815 | 1.54915 | 1.54715 | ||
74 | 2010.02.23 00:35 | s/l | 37 | 0.10 | 1.54915 | 1.54915 | 1.54715 | -10.00 | 9930.00 |
75 | 2010.02.24 00:00 | sell | 38 | 0.10 | 1.54350 | 1.54450 | 1.54250 | ||
76 | 2010.02.24 00:15 | s/l | 38 | 0.10 | 1.54450 | 1.54450 | 1.54250 | -10.00 | 9920.00 |
77 | 2010.02.25 00:00 | sell | 39 | 0.10 | 1.54077 | 1.54177 | 1.53977 | ||
78 | 2010.02.25 00:10 | s/l | 39 | 0.10 | 1.54177 | 1.54177 | 1.53977 | -10.00 | 9910.00 |
79 | 2010.02.26 00:00 | sell | 40 | 0.10 | 1.52556 | 1.52656 | 1.52456 | ||
80 | 2010.02.26 00:02 | s/l | 40 | 0.10 | 1.52656 | 1.52656 | 1.52456 | -10.00 | 9900.00 |