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 | Lots=0.1; Profit=100; Stop=0; Slippage=5; Symb="*"; StartTime="00:05"; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -262.82 | Gross profit | 375.09 | Gross loss | -637.91 |
Profit factor | 0.59 | Expected payoff | -6.57 | ||
Absolute drawdown | 426.02 | Maximal drawdown | 751.11 (7.27%) | Relative drawdown | 7.27% (751.11) |
Total trades | 40 | Short positions (won %) | 18 (100.00%) | Long positions (won %) | 22 (90.91%) |
Profit trades (% of total) | 38 (95.00%) | Loss trades (% of total) | 2 (5.00%) | ||
Largest | profit trade | 10.09 | loss trade | -456.52 | |
Average | profit trade | 9.87 | loss trade | -318.96 | |
Maximum | consecutive wins (profit in money) | 38 (375.09) | consecutive losses (loss in money) | 2 (-637.91) | |
Maximal | consecutive profit (count of wins) | 375.09 (38) | consecutive loss (count of losses) | -637.91 (2) | |
Average | consecutive wins | 38 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 00:05 | sell | 1 | 0.10 | 1.61248 | 0.00000 | 1.61148 | ||
2 | 2010.01.04 01:20 | t/p | 1 | 0.10 | 1.61148 | 0.00000 | 1.61148 | 10.00 | 10010.00 |
3 | 2010.01.05 00:05 | buy | 2 | 0.10 | 1.60942 | 0.00000 | 1.61042 | ||
4 | 2010.01.05 00:20 | t/p | 2 | 0.10 | 1.61042 | 0.00000 | 1.61042 | 10.00 | 10020.00 |
5 | 2010.01.06 00:05 | buy | 3 | 0.10 | 1.59889 | 0.00000 | 1.59989 | ||
6 | 2010.01.06 02:20 | t/p | 3 | 0.10 | 1.59989 | 0.00000 | 1.59989 | 10.00 | 10030.00 |
7 | 2010.01.07 00:05 | sell | 4 | 0.10 | 1.60131 | 0.00000 | 1.60031 | ||
8 | 2010.01.07 03:50 | t/p | 4 | 0.10 | 1.60031 | 0.00000 | 1.60031 | 10.00 | 10040.00 |
9 | 2010.01.08 00:05 | buy | 5 | 0.10 | 1.59301 | 0.00000 | 1.59401 | ||
10 | 2010.01.08 01:03 | t/p | 5 | 0.10 | 1.59401 | 0.00000 | 1.59401 | 10.00 | 10050.00 |
11 | 2010.01.11 00:05 | sell | 6 | 0.10 | 1.60604 | 0.00000 | 1.60504 | ||
12 | 2010.01.12 00:05 | sell | 7 | 0.10 | 1.61163 | 0.00000 | 1.61063 | ||
13 | 2010.01.12 01:15 | t/p | 7 | 0.10 | 1.61063 | 0.00000 | 1.61063 | 10.00 | 10060.00 |
14 | 2010.01.13 00:06 | sell | 8 | 0.10 | 1.61635 | 0.00000 | 1.61535 | ||
15 | 2010.01.13 00:50 | t/p | 8 | 0.10 | 1.61535 | 0.00000 | 1.61535 | 10.00 | 10070.00 |
16 | 2010.01.14 00:05 | sell | 9 | 0.10 | 1.62673 | 0.00000 | 1.62573 | ||
17 | 2010.01.14 13:20 | t/p | 9 | 0.10 | 1.62573 | 0.00000 | 1.62573 | 10.00 | 10080.00 |
18 | 2010.01.15 00:05 | sell | 10 | 0.10 | 1.63366 | 0.00000 | 1.63266 | ||
19 | 2010.01.15 01:45 | t/p | 10 | 0.10 | 1.63266 | 0.00000 | 1.63266 | 10.00 | 10090.00 |
20 | 2010.01.18 00:05 | buy | 11 | 0.10 | 1.62752 | 0.00000 | 1.62852 | ||
21 | 2010.01.18 00:50 | t/p | 11 | 0.10 | 1.62852 | 0.00000 | 1.62852 | 10.00 | 10100.00 |
22 | 2010.01.19 00:05 | sell | 12 | 0.10 | 1.63476 | 0.00000 | 1.63376 | ||
23 | 2010.01.19 13:10 | t/p | 12 | 0.10 | 1.63376 | 0.00000 | 1.63376 | 10.00 | 10110.00 |
24 | 2010.01.20 00:05 | sell | 13 | 0.10 | 1.63627 | 0.00000 | 1.63527 | ||
25 | 2010.01.20 00:32 | t/p | 13 | 0.10 | 1.63527 | 0.00000 | 1.63527 | 10.00 | 10120.00 |
26 | 2010.01.21 00:05 | buy | 14 | 0.10 | 1.63001 | 0.00000 | 1.63101 | ||
27 | 2010.01.21 01:20 | t/p | 14 | 0.10 | 1.63101 | 0.00000 | 1.63101 | 10.00 | 10130.00 |
28 | 2010.01.22 00:05 | buy | 15 | 0.10 | 1.61970 | 0.00000 | 1.62070 | ||
29 | 2010.01.22 02:45 | t/p | 15 | 0.10 | 1.62070 | 0.00000 | 1.62070 | 10.00 | 10140.00 |
30 | 2010.01.25 00:05 | buy | 16 | 0.10 | 1.61169 | 0.00000 | 1.61269 | ||
31 | 2010.01.25 00:20 | t/p | 16 | 0.10 | 1.61269 | 0.00000 | 1.61269 | 10.00 | 10150.00 |
32 | 2010.01.26 00:05 | sell | 17 | 0.10 | 1.62451 | 0.00000 | 1.62351 | ||
33 | 2010.01.26 04:15 | t/p | 17 | 0.10 | 1.62351 | 0.00000 | 1.62351 | 10.00 | 10160.00 |
34 | 2010.01.27 00:06 | buy | 18 | 0.10 | 1.61505 | 0.00000 | 1.61605 | ||
35 | 2010.01.27 10:40 | t/p | 18 | 0.10 | 1.61605 | 0.00000 | 1.61605 | 10.00 | 10170.00 |
36 | 2010.01.28 00:05 | sell | 19 | 0.10 | 1.61751 | 0.00000 | 1.61651 | ||
37 | 2010.01.28 01:50 | t/p | 19 | 0.10 | 1.61651 | 0.00000 | 1.61651 | 10.00 | 10180.00 |
38 | 2010.01.29 00:05 | buy | 20 | 0.10 | 1.61345 | 0.00000 | 1.61445 | ||
39 | 2010.01.29 02:50 | t/p | 20 | 0.10 | 1.61445 | 0.00000 | 1.61445 | 10.00 | 10190.00 |
40 | 2010.01.29 15:15 | t/p | 6 | 0.10 | 1.60504 | 0.00000 | 1.60504 | 5.00 | 10195.00 |
41 | 2010.02.01 00:05 | buy | 21 | 0.10 | 1.59474 | 0.00000 | 1.59574 | ||
42 | 2010.02.01 00:15 | t/p | 21 | 0.10 | 1.59574 | 0.00000 | 1.59574 | 10.00 | 10205.00 |
43 | 2010.02.02 00:05 | sell | 22 | 0.10 | 1.59610 | 0.00000 | 1.59510 | ||
44 | 2010.02.02 00:50 | t/p | 22 | 0.10 | 1.59510 | 0.00000 | 1.59510 | 10.00 | 10215.00 |
45 | 2010.02.03 00:05 | sell | 23 | 0.10 | 1.59760 | 0.00000 | 1.59660 | ||
46 | 2010.02.03 13:32 | t/p | 23 | 0.10 | 1.59660 | 0.00000 | 1.59660 | 10.00 | 10225.00 |
47 | 2010.02.04 00:05 | buy | 24 | 0.10 | 1.59059 | 0.00000 | 1.59159 | ||
48 | 2010.02.04 00:20 | t/p | 24 | 0.10 | 1.59159 | 0.00000 | 1.59159 | 10.00 | 10235.00 |
49 | 2010.02.05 00:05 | buy | 25 | 0.10 | 1.57713 | 0.00000 | 1.57813 | ||
50 | 2010.02.08 00:05 | buy | 26 | 0.10 | 1.56087 | 0.00000 | 1.56187 | ||
51 | 2010.02.08 01:45 | t/p | 26 | 0.10 | 1.56187 | 0.00000 | 1.56187 | 10.00 | 10245.00 |
52 | 2010.02.09 00:06 | buy | 27 | 0.10 | 1.55968 | 0.00000 | 1.56068 | ||
53 | 2010.02.09 03:15 | t/p | 27 | 0.10 | 1.56068 | 0.00000 | 1.56068 | 10.00 | 10255.00 |
54 | 2010.02.10 00:05 | sell | 28 | 0.10 | 1.57035 | 0.00000 | 1.56935 | ||
55 | 2010.02.10 01:07 | t/p | 28 | 0.10 | 1.56935 | 0.00000 | 1.56935 | 10.00 | 10265.00 |
56 | 2010.02.11 00:05 | buy | 29 | 0.10 | 1.55997 | 0.00000 | 1.56097 | ||
57 | 2010.02.11 00:45 | t/p | 29 | 0.10 | 1.56097 | 0.00000 | 1.56097 | 10.00 | 10275.00 |
58 | 2010.02.12 00:05 | sell | 30 | 0.10 | 1.56945 | 0.00000 | 1.56845 | ||
59 | 2010.02.12 01:40 | t/p | 30 | 0.10 | 1.56845 | 0.00000 | 1.56845 | 10.00 | 10285.00 |
60 | 2010.02.15 00:06 | sell | 31 | 0.10 | 1.56609 | 0.00000 | 1.56509 | ||
61 | 2010.02.15 05:46 | t/p | 31 | 0.10 | 1.56509 | 0.00000 | 1.56509 | 10.00 | 10295.00 |
62 | 2010.02.16 00:05 | buy | 32 | 0.10 | 1.56711 | 0.00000 | 1.56811 | ||
63 | 2010.02.16 02:20 | t/p | 32 | 0.10 | 1.56811 | 0.00000 | 1.56811 | 10.00 | 10305.00 |
64 | 2010.02.16 18:16 | t/p | 25 | 0.10 | 1.57813 | 0.00000 | 1.57813 | 10.09 | 10315.09 |
65 | 2010.02.17 00:05 | sell | 33 | 0.10 | 1.57840 | 0.00000 | 1.57740 | ||
66 | 2010.02.17 02:45 | t/p | 33 | 0.10 | 1.57740 | 0.00000 | 1.57740 | 10.00 | 10325.09 |
67 | 2010.02.18 00:05 | buy | 34 | 0.10 | 1.56900 | 0.00000 | 1.57000 | ||
68 | 2010.02.19 00:05 | buy | 35 | 0.10 | 1.54673 | 0.00000 | 1.54773 | ||
69 | 2010.02.19 00:15 | t/p | 35 | 0.10 | 1.54773 | 0.00000 | 1.54773 | 10.00 | 10335.09 |
70 | 2010.02.22 00:05 | buy | 36 | 0.10 | 1.54561 | 0.00000 | 1.54661 | ||
71 | 2010.02.22 00:50 | t/p | 36 | 0.10 | 1.54661 | 0.00000 | 1.54661 | 10.00 | 10345.09 |
72 | 2010.02.23 00:05 | sell | 37 | 0.10 | 1.54811 | 0.00000 | 1.54711 | ||
73 | 2010.02.23 10:20 | t/p | 37 | 0.10 | 1.54711 | 0.00000 | 1.54711 | 10.00 | 10355.09 |
74 | 2010.02.24 00:05 | buy | 38 | 0.10 | 1.54414 | 0.00000 | 1.54514 | ||
75 | 2010.02.24 02:50 | t/p | 38 | 0.10 | 1.54514 | 0.00000 | 1.54514 | 10.00 | 10365.09 |
76 | 2010.02.25 00:05 | buy | 39 | 0.10 | 1.54148 | 0.00000 | 1.54248 | ||
77 | 2010.02.26 00:05 | buy | 40 | 0.10 | 1.52671 | 0.00000 | 1.52771 | ||
78 | 2010.02.26 02:45 | t/p | 40 | 0.10 | 1.52771 | 0.00000 | 1.52771 | 10.00 | 10375.09 |
79 | 2010.02.26 22:59 | close at stop | 39 | 0.10 | 1.52334 | 0.00000 | 1.54248 | -181.39 | 10193.70 |
80 | 2010.02.26 22:59 | close at stop | 34 | 0.10 | 1.52334 | 0.00000 | 1.57000 | -456.52 | 9737.18 |