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 | StopLoss=300; TrailingStop=200; magicnumber=143; choice=false; MaxOrders=1; Risk=15; ShortEma=10; LongEma=80; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -2016.49 | Gross profit | 1365.37 | Gross loss | -3381.86 |
Profit factor | 0.40 | Expected payoff | -134.43 | ||
Absolute drawdown | 2558.56 | Maximal drawdown | 2558.56 (25.59%) | Relative drawdown | 25.59% (2558.56) |
Total trades | 15 | Short positions (won %) | 7 (71.43%) | Long positions (won %) | 8 (37.50%) |
Profit trades (% of total) | 8 (53.33%) | Loss trades (% of total) | 7 (46.67%) | ||
Largest | profit trade | 504.40 | loss trade | -534.00 | |
Average | profit trade | 170.67 | loss trade | -483.12 | |
Maximum | consecutive wins (profit in money) | 5 (656.87) | consecutive losses (loss in money) | 2 (-1032.40) | |
Maximal | consecutive profit (count of wins) | 656.87 (5) | consecutive loss (count of losses) | -1032.40 (2) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.08 13:00 | buy | 1 | 1.50 | 1.60131 | 1.59775 | 0.00000 | ||
2 | 2010.01.08 14:02 | s/l | 1 | 1.50 | 1.59775 | 1.59775 | 0.00000 | -534.00 | 9466.00 |
3 | 2010.01.20 07:00 | sell | 2 | 1.40 | 1.62904 | 1.63260 | 0.00000 | ||
4 | 2010.01.20 07:50 | s/l | 2 | 1.40 | 1.63260 | 1.63260 | 0.00000 | -498.40 | 8967.60 |
5 | 2010.01.20 08:00 | sell | 3 | 1.30 | 1.63163 | 1.63519 | 0.00000 | ||
6 | 2010.01.20 08:33 | modify | 3 | 1.30 | 1.63163 | 1.63121 | 0.00000 | ||
7 | 2010.01.20 08:40 | modify | 3 | 1.30 | 1.63163 | 1.63029 | 0.00000 | ||
8 | 2010.01.20 08:46 | modify | 3 | 1.30 | 1.63163 | 1.62906 | 0.00000 | ||
9 | 2010.01.20 09:10 | modify | 3 | 1.30 | 1.63163 | 1.62890 | 0.00000 | ||
10 | 2010.01.20 09:15 | modify | 3 | 1.30 | 1.63163 | 1.62841 | 0.00000 | ||
11 | 2010.01.20 09:20 | modify | 3 | 1.30 | 1.63163 | 1.62775 | 0.00000 | ||
12 | 2010.01.20 09:40 | s/l | 3 | 1.30 | 1.62775 | 1.62775 | 0.00000 | 504.40 | 9472.00 |
13 | 2010.01.25 20:00 | buy | 4 | 1.40 | 1.62489 | 1.62133 | 0.00000 | ||
14 | 2010.01.26 04:50 | s/l | 4 | 1.40 | 1.62133 | 1.62133 | 0.00000 | -498.26 | 8973.74 |
15 | 2010.01.26 11:00 | sell | 5 | 1.30 | 1.61371 | 1.61727 | 0.00000 | ||
16 | 2010.01.26 11:32 | modify | 5 | 1.30 | 1.61371 | 1.61340 | 0.00000 | ||
17 | 2010.01.26 11:37 | modify | 5 | 1.30 | 1.61371 | 1.61321 | 0.00000 | ||
18 | 2010.01.26 11:50 | s/l | 5 | 1.30 | 1.61321 | 1.61321 | 0.00000 | 65.00 | 9038.74 |
19 | 2010.01.27 14:00 | buy | 6 | 1.40 | 1.62317 | 1.61961 | 0.00000 | ||
20 | 2010.01.27 15:20 | s/l | 6 | 1.40 | 1.61961 | 1.61961 | 0.00000 | -498.40 | 8540.34 |
21 | 2010.02.03 09:00 | buy | 7 | 1.30 | 1.60388 | 1.60032 | 0.00000 | ||
22 | 2010.02.03 10:02 | modify | 7 | 1.30 | 1.60388 | 1.60460 | 0.00000 | ||
23 | 2010.02.03 10:07 | modify | 7 | 1.30 | 1.60388 | 1.60495 | 0.00000 | ||
24 | 2010.02.03 10:15 | s/l | 7 | 1.30 | 1.60495 | 1.60495 | 0.00000 | 139.10 | 8679.44 |
25 | 2010.02.10 00:00 | buy | 8 | 1.30 | 1.57136 | 1.56780 | 0.00000 | ||
26 | 2010.02.10 03:20 | s/l | 8 | 1.30 | 1.56780 | 1.56780 | 0.00000 | -462.80 | 8216.64 |
27 | 2010.02.10 06:00 | sell | 9 | 1.20 | 1.56744 | 1.57100 | 0.00000 | ||
28 | 2010.02.10 10:16 | s/l | 9 | 1.20 | 1.57100 | 1.57100 | 0.00000 | -427.20 | 7789.44 |
29 | 2010.02.12 13:00 | sell | 10 | 1.20 | 1.56141 | 1.56497 | 0.00000 | ||
30 | 2010.02.12 15:32 | modify | 10 | 1.20 | 1.56141 | 1.56118 | 0.00000 | ||
31 | 2010.02.12 15:37 | modify | 10 | 1.20 | 1.56141 | 1.56054 | 0.00000 | ||
32 | 2010.02.12 15:40 | s/l | 10 | 1.20 | 1.56054 | 1.56054 | 0.00000 | 104.40 | 7893.84 |
33 | 2010.02.12 20:00 | buy | 11 | 1.20 | 1.56779 | 1.56423 | 0.00000 | ||
34 | 2010.02.12 22:10 | modify | 11 | 1.20 | 1.56779 | 1.56779 | 0.00000 | ||
35 | 2010.02.12 22:16 | modify | 11 | 1.20 | 1.56779 | 1.56883 | 0.00000 | ||
36 | 2010.02.15 00:00 | s/l | 11 | 1.20 | 1.56883 | 1.56883 | 0.00000 | 124.92 | 8018.76 |
37 | 2010.02.15 06:00 | sell | 12 | 1.20 | 1.56445 | 1.56801 | 0.00000 | ||
38 | 2010.02.15 08:20 | modify | 12 | 1.20 | 1.56445 | 1.56374 | 0.00000 | ||
39 | 2010.02.15 08:27 | s/l | 12 | 1.20 | 1.56374 | 1.56374 | 0.00000 | 85.20 | 8103.96 |
40 | 2010.02.15 10:00 | buy | 13 | 1.20 | 1.56794 | 1.56438 | 0.00000 | ||
41 | 2010.02.15 12:50 | modify | 13 | 1.20 | 1.56794 | 1.56863 | 0.00000 | ||
42 | 2010.02.15 13:02 | modify | 13 | 1.20 | 1.56794 | 1.56982 | 0.00000 | ||
43 | 2010.02.15 13:07 | modify | 13 | 1.20 | 1.56794 | 1.57004 | 0.00000 | ||
44 | 2010.02.15 13:20 | s/l | 13 | 1.20 | 1.57004 | 1.57004 | 0.00000 | 252.00 | 8355.96 |
45 | 2010.02.17 22:00 | sell | 14 | 1.30 | 1.56795 | 1.57151 | 0.00000 | ||
46 | 2010.02.18 01:50 | modify | 14 | 1.30 | 1.56795 | 1.56718 | 0.00000 | ||
47 | 2010.02.18 02:20 | s/l | 14 | 1.30 | 1.56718 | 1.56718 | 0.00000 | 90.35 | 8446.31 |
48 | 2010.02.23 09:00 | buy | 15 | 1.30 | 1.55693 | 1.55337 | 0.00000 | ||
49 | 2010.02.23 09:50 | s/l | 15 | 1.30 | 1.55337 | 1.55337 | 0.00000 | -462.80 | 7983.51 |