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=0; TrailingStop=200; choice=false; magicnumber=143; MaxOrders=1; Prots=15; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 8729.40 | Gross profit | 8729.40 | Gross loss | 0.00 |
Profit factor | Expected payoff | 415.69 | |||
Absolute drawdown | 8000.20 | Maximal drawdown | 9310.40 (82.32%) | Relative drawdown | 82.32% (9310.40) |
Total trades | 21 | Short positions (won %) | 20 (100.00%) | Long positions (won %) | 1 (100.00%) |
Profit trades (% of total) | 21 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
Largest | profit trade | 1203.75 | loss trade | 0.00 | |
Average | profit trade | 415.69 | loss trade | 0.00 | |
Maximum | consecutive wins (profit in money) | 21 (8729.40) | consecutive losses (loss in money) | 0 (0.00) | |
Maximal | consecutive profit (count of wins) | 8729.40 (21) | consecutive loss (count of losses) | 0.00 (0) | |
Average | consecutive wins | 21 | consecutive losses | 0 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.05 19:00 | sell | 1 | 1.50 | 1.60019 | 0.00000 | 0.00000 | ||
2 | 2010.01.05 19:20 | modify | 1 | 1.50 | 1.60019 | 1.59900 | 0.00000 | ||
3 | 2010.01.05 20:15 | s/l | 1 | 1.50 | 1.59900 | 1.59900 | 0.00000 | 178.50 | 10178.50 |
4 | 2010.01.06 00:00 | sell | 2 | 1.50 | 1.59862 | 0.00000 | 0.00000 | ||
5 | 2010.01.06 01:45 | modify | 2 | 1.50 | 1.59862 | 1.59802 | 0.00000 | ||
6 | 2010.01.06 01:50 | modify | 2 | 1.50 | 1.59862 | 1.59691 | 0.00000 | ||
7 | 2010.01.06 01:59 | s/l | 2 | 1.50 | 1.59691 | 1.59691 | 0.00000 | 256.50 | 10435.00 |
8 | 2010.01.06 13:00 | sell | 3 | 1.60 | 1.59816 | 0.00000 | 0.00000 | ||
9 | 2010.01.06 15:45 | modify | 3 | 1.60 | 1.59816 | 1.59799 | 0.00000 | ||
10 | 2010.01.06 15:50 | modify | 3 | 1.60 | 1.59816 | 1.59623 | 0.00000 | ||
11 | 2010.01.06 16:10 | s/l | 3 | 1.60 | 1.59623 | 1.59623 | 0.00000 | 308.80 | 10743.80 |
12 | 2010.01.07 08:00 | sell | 4 | 1.60 | 1.59673 | 0.00000 | 0.00000 | ||
13 | 2010.01.07 08:07 | modify | 4 | 1.60 | 1.59673 | 1.59673 | 0.00000 | ||
14 | 2010.01.07 08:15 | s/l | 4 | 1.60 | 1.59673 | 1.59673 | 0.00000 | 0.00 | 10743.80 |
15 | 2010.01.07 09:00 | sell | 5 | 1.60 | 1.59514 | 0.00000 | 0.00000 | ||
16 | 2010.01.07 09:50 | modify | 5 | 1.60 | 1.59514 | 1.59360 | 0.00000 | ||
17 | 2010.01.07 10:15 | s/l | 5 | 1.60 | 1.59360 | 1.59360 | 0.00000 | 246.40 | 10990.20 |
18 | 2010.01.07 14:00 | sell | 6 | 1.60 | 1.59038 | 0.00000 | 0.00000 | ||
19 | 2010.02.01 11:20 | modify | 6 | 1.60 | 1.59038 | 1.58839 | 0.00000 | ||
20 | 2010.02.01 11:27 | s/l | 6 | 1.60 | 1.58839 | 1.58839 | 0.00000 | 226.40 | 11216.60 |
21 | 2010.02.01 12:00 | sell | 7 | 1.70 | 1.58602 | 0.00000 | 0.00000 | ||
22 | 2010.02.04 11:03 | modify | 7 | 1.70 | 1.58602 | 1.58514 | 0.00000 | ||
23 | 2010.02.04 11:10 | modify | 7 | 1.70 | 1.58602 | 1.58487 | 0.00000 | ||
24 | 2010.02.04 11:20 | s/l | 7 | 1.70 | 1.58487 | 1.58487 | 0.00000 | 174.25 | 11390.85 |
25 | 2010.02.04 17:00 | sell | 8 | 1.70 | 1.57815 | 0.00000 | 0.00000 | ||
26 | 2010.02.04 17:16 | modify | 8 | 1.70 | 1.57815 | 1.57795 | 0.00000 | ||
27 | 2010.02.04 17:45 | modify | 8 | 1.70 | 1.57815 | 1.57699 | 0.00000 | ||
28 | 2010.02.04 17:50 | modify | 8 | 1.70 | 1.57815 | 1.57557 | 0.00000 | ||
29 | 2010.02.04 17:59 | s/l | 8 | 1.70 | 1.57557 | 1.57557 | 0.00000 | 438.60 | 11829.45 |
30 | 2010.02.04 18:00 | sell | 9 | 1.80 | 1.57610 | 0.00000 | 0.00000 | ||
31 | 2010.02.05 01:50 | modify | 9 | 1.80 | 1.57610 | 1.57584 | 0.00000 | ||
32 | 2010.02.05 02:02 | s/l | 9 | 1.80 | 1.57584 | 1.57584 | 0.00000 | 42.30 | 11871.75 |
33 | 2010.02.05 07:00 | sell | 10 | 1.80 | 1.57263 | 0.00000 | 0.00000 | ||
34 | 2010.02.05 08:45 | modify | 10 | 1.80 | 1.57263 | 1.57186 | 0.00000 | ||
35 | 2010.02.05 08:50 | modify | 10 | 1.80 | 1.57263 | 1.56921 | 0.00000 | ||
36 | 2010.02.05 08:57 | s/l | 10 | 1.80 | 1.56921 | 1.56921 | 0.00000 | 615.60 | 12487.35 |
37 | 2010.02.08 05:00 | sell | 11 | 1.90 | 1.56052 | 0.00000 | 0.00000 | ||
38 | 2010.02.08 07:10 | modify | 11 | 1.90 | 1.56052 | 1.55978 | 0.00000 | ||
39 | 2010.02.08 07:16 | modify | 11 | 1.90 | 1.56052 | 1.55866 | 0.00000 | ||
40 | 2010.02.08 07:45 | modify | 11 | 1.90 | 1.56052 | 1.55756 | 0.00000 | ||
41 | 2010.02.08 07:50 | modify | 11 | 1.90 | 1.56052 | 1.55604 | 0.00000 | ||
42 | 2010.02.08 08:10 | s/l | 11 | 1.90 | 1.55604 | 1.55604 | 0.00000 | 851.20 | 13338.55 |
43 | 2010.02.08 21:00 | sell | 12 | 2.00 | 1.56113 | 0.00000 | 0.00000 | ||
44 | 2010.02.08 22:45 | modify | 12 | 2.00 | 1.56113 | 1.56091 | 0.00000 | ||
45 | 2010.02.08 22:50 | modify | 12 | 2.00 | 1.56113 | 1.56018 | 0.00000 | ||
46 | 2010.02.08 23:15 | modify | 12 | 2.00 | 1.56113 | 1.55967 | 0.00000 | ||
47 | 2010.02.08 23:20 | modify | 12 | 2.00 | 1.56113 | 1.55899 | 0.00000 | ||
48 | 2010.02.08 23:45 | s/l | 12 | 2.00 | 1.55899 | 1.55899 | 0.00000 | 428.00 | 13766.55 |
49 | 2010.02.09 12:00 | sell | 13 | 2.10 | 1.55748 | 0.00000 | 0.00000 | ||
50 | 2010.02.18 22:45 | modify | 13 | 2.10 | 1.55748 | 1.55668 | 0.00000 | ||
51 | 2010.02.18 22:50 | modify | 13 | 2.10 | 1.55748 | 1.55175 | 0.00000 | ||
52 | 2010.02.18 22:52 | s/l | 13 | 2.10 | 1.55175 | 1.55175 | 0.00000 | 1145.55 | 14912.10 |
53 | 2010.02.18 23:00 | sell | 14 | 2.20 | 1.55264 | 0.00000 | 0.00000 | ||
54 | 2010.02.18 23:20 | modify | 14 | 2.20 | 1.55264 | 1.55264 | 0.00000 | ||
55 | 2010.02.18 23:40 | modify | 14 | 2.20 | 1.55264 | 1.55263 | 0.00000 | ||
56 | 2010.02.18 23:45 | modify | 14 | 2.20 | 1.55264 | 1.55131 | 0.00000 | ||
57 | 2010.02.18 23:50 | modify | 14 | 2.20 | 1.55264 | 1.54954 | 0.00000 | ||
58 | 2010.02.19 00:02 | modify | 14 | 2.20 | 1.55264 | 1.54845 | 0.00000 | ||
59 | 2010.02.19 00:07 | modify | 14 | 2.20 | 1.55264 | 1.54817 | 0.00000 | ||
60 | 2010.02.19 00:15 | s/l | 14 | 2.20 | 1.54817 | 1.54817 | 0.00000 | 977.90 | 15890.00 |
61 | 2010.02.19 01:00 | sell | 15 | 2.40 | 1.54256 | 0.00000 | 0.00000 | ||
62 | 2010.02.19 07:10 | modify | 15 | 2.40 | 1.54256 | 1.54189 | 0.00000 | ||
63 | 2010.02.19 07:16 | modify | 15 | 2.40 | 1.54256 | 1.54062 | 0.00000 | ||
64 | 2010.02.19 07:50 | s/l | 15 | 2.40 | 1.54062 | 1.54062 | 0.00000 | 465.60 | 16355.60 |
65 | 2010.02.22 04:00 | buy | 16 | 2.50 | 1.54948 | 0.00000 | 0.00000 | ||
66 | 2010.02.22 16:20 | modify | 16 | 2.50 | 1.54948 | 1.55006 | 0.00000 | ||
67 | 2010.02.22 16:30 | s/l | 16 | 2.50 | 1.55006 | 1.55006 | 0.00000 | 145.00 | 16500.60 |
68 | 2010.02.22 20:00 | sell | 17 | 2.50 | 1.54699 | 0.00000 | 0.00000 | ||
69 | 2010.02.23 10:50 | modify | 17 | 2.50 | 1.54699 | 1.54580 | 0.00000 | ||
70 | 2010.02.23 11:00 | modify | 17 | 2.50 | 1.54699 | 1.54571 | 0.00000 | ||
71 | 2010.02.23 11:10 | modify | 17 | 2.50 | 1.54699 | 1.54520 | 0.00000 | ||
72 | 2010.02.23 11:15 | modify | 17 | 2.50 | 1.54699 | 1.54420 | 0.00000 | ||
73 | 2010.02.23 11:20 | modify | 17 | 2.50 | 1.54699 | 1.54286 | 0.00000 | ||
74 | 2010.02.23 11:32 | modify | 17 | 2.50 | 1.54699 | 1.54243 | 0.00000 | ||
75 | 2010.02.23 11:37 | modify | 17 | 2.50 | 1.54699 | 1.54215 | 0.00000 | ||
76 | 2010.02.23 11:45 | s/l | 17 | 2.50 | 1.54215 | 1.54215 | 0.00000 | 1203.75 | 17704.35 |
77 | 2010.02.23 12:00 | sell | 18 | 2.70 | 1.54125 | 0.00000 | 0.00000 | ||
78 | 2010.02.24 20:50 | modify | 18 | 2.70 | 1.54125 | 1.54115 | 0.00000 | ||
79 | 2010.02.24 22:15 | s/l | 18 | 2.70 | 1.54115 | 1.54115 | 0.00000 | 20.25 | 17724.60 |
80 | 2010.02.25 04:00 | sell | 19 | 2.70 | 1.53563 | 0.00000 | 0.00000 | ||
81 | 2010.02.25 05:20 | modify | 19 | 2.70 | 1.53563 | 1.53515 | 0.00000 | ||
82 | 2010.02.25 05:37 | modify | 19 | 2.70 | 1.53563 | 1.53503 | 0.00000 | ||
83 | 2010.02.25 07:20 | modify | 19 | 2.70 | 1.53563 | 1.53484 | 0.00000 | ||
84 | 2010.02.25 07:32 | modify | 19 | 2.70 | 1.53563 | 1.53459 | 0.00000 | ||
85 | 2010.02.25 07:37 | modify | 19 | 2.70 | 1.53563 | 1.53439 | 0.00000 | ||
86 | 2010.02.25 07:50 | s/l | 19 | 2.70 | 1.53439 | 1.53439 | 0.00000 | 334.80 | 18059.40 |
87 | 2010.02.25 08:00 | sell | 20 | 2.70 | 1.53279 | 0.00000 | 0.00000 | ||
88 | 2010.02.25 10:15 | modify | 20 | 2.70 | 1.53279 | 1.53176 | 0.00000 | ||
89 | 2010.02.25 10:20 | modify | 20 | 2.70 | 1.53279 | 1.53035 | 0.00000 | ||
90 | 2010.02.25 10:32 | s/l | 20 | 2.70 | 1.53035 | 1.53035 | 0.00000 | 658.80 | 18718.20 |
91 | 2010.02.26 01:00 | sell | 21 | 2.80 | 1.52394 | 0.00000 | 0.00000 | ||
92 | 2010.02.26 13:07 | modify | 21 | 2.80 | 1.52394 | 1.52390 | 0.00000 | ||
93 | 2010.02.26 13:15 | s/l | 21 | 2.80 | 1.52390 | 1.52390 | 0.00000 | 11.20 | 18729.40 |