Strategy Tester Report
Siscop2DayBreakOut
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; pipsize=0.0001; puffer=3; TP=20; SL=10; TS=10; magic=12345; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 10070.65 | Gross profit | 19832.65 | Gross loss | -9762.00 |
Profit factor | 2.03 | Expected payoff | 157.35 | ||
Absolute drawdown | 2407.45 | Maximal drawdown | 5097.69 (31.52%) | Relative drawdown | 32.70% (3689.04) |
Total trades | 64 | Short positions (won %) | 41 (82.93%) | Long positions (won %) | 23 (4.35%) |
Profit trades (% of total) | 35 (54.69%) | Loss trades (% of total) | 29 (45.31%) | ||
Largest | profit trade | 981.70 | loss trade | -1041.71 | |
Average | profit trade | 566.65 | loss trade | -336.62 | |
Maximum | consecutive wins (profit in money) | 11 (7962.55) | consecutive losses (loss in money) | 9 (-1963.35) | |
Maximal | consecutive profit (count of wins) | 7962.55 (11) | consecutive loss (count of losses) | -3101.05 (3) | |
Average | consecutive wins | 5 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.05 18:20 | sell | 1 | 0.10 | 1.59867 | 0.00000 | 0.00000 | ||
2 | 2010.01.05 18:22 | close | 1 | 0.10 | 1.59950 | 0.00000 | 0.00000 | -8.30 | 9991.70 |
3 | 2010.01.05 18:32 | sell | 2 | 0.10 | 1.59872 | 0.00000 | 0.00000 | ||
4 | 2010.01.05 18:35 | close | 2 | 0.10 | 1.59927 | 0.00000 | 0.00000 | -5.50 | 9986.20 |
5 | 2010.01.05 18:37 | sell | 3 | 0.10 | 1.59856 | 0.00000 | 0.00000 | ||
6 | 2010.01.05 18:40 | close | 3 | 0.10 | 1.59974 | 0.00000 | 0.00000 | -11.80 | 9974.40 |
7 | 2010.01.07 12:20 | sell | 4 | 0.10 | 1.59084 | 0.00000 | 0.00000 | ||
8 | 2010.01.07 12:22 | close | 4 | 0.10 | 1.59163 | 0.00000 | 0.00000 | -7.90 | 9966.50 |
9 | 2010.01.07 13:02 | sell | 5 | 0.10 | 1.58975 | 0.00000 | 0.00000 | ||
10 | 2010.01.07 13:05 | close | 5 | 0.10 | 1.59036 | 0.00000 | 0.00000 | -6.10 | 9960.40 |
11 | 2010.01.07 14:02 | sell | 6 | 0.10 | 1.58982 | 0.00000 | 0.00000 | ||
12 | 2010.01.07 14:05 | close | 6 | 0.10 | 1.59044 | 0.00000 | 0.00000 | -6.20 | 9954.20 |
13 | 2010.01.07 14:07 | sell | 7 | 0.10 | 1.58958 | 0.00000 | 0.00000 | ||
14 | 2010.01.07 14:10 | close | 7 | 0.10 | 1.59115 | 0.00000 | 0.00000 | -15.70 | 9938.50 |
15 | 2010.01.11 10:50 | buy | 8 | 0.10 | 1.61506 | 0.00000 | 0.00000 | ||
16 | 2010.01.11 10:57 | close | 8 | 0.10 | 1.61338 | 0.00000 | 0.00000 | -16.80 | 9921.70 |
17 | 2010.01.11 10:59 | buy | 9 | 0.10 | 1.61495 | 0.00000 | 0.00000 | ||
18 | 2010.01.11 12:13 | buy | 10 | 0.10 | 1.61804 | 0.00000 | 0.00000 | ||
19 | 2010.01.13 13:10 | buy | 11 | 0.10 | 1.62826 | 0.00000 | 0.00000 | ||
20 | 2010.01.13 14:37 | buy | 12 | 0.10 | 1.62957 | 0.00000 | 0.00000 | ||
21 | 2010.01.14 15:07 | buy | 13 | 0.10 | 1.63274 | 0.00000 | 0.00000 | ||
22 | 2010.01.14 15:10 | close | 9 | 0.10 | 1.63096 | 0.00000 | 0.00000 | 160.15 | 10081.85 |
23 | 2010.01.14 18:10 | buy | 14 | 0.10 | 1.63311 | 0.00000 | 0.00000 | ||
24 | 2010.01.14 19:20 | buy | 15 | 0.10 | 1.63404 | 0.00000 | 0.00000 | ||
25 | 2010.01.14 19:40 | buy | 16 | 0.10 | 1.63417 | 0.00000 | 0.00000 | ||
26 | 2010.01.19 03:00 | buy | 17 | 0.10 | 1.64227 | 0.00000 | 0.00000 | ||
27 | 2010.01.19 03:07 | buy | 18 | 0.10 | 1.64237 | 0.00000 | 0.00000 | ||
28 | 2010.01.20 04:50 | sell | 19 | 0.10 | 1.63100 | 0.00000 | 0.00000 | ||
29 | 2010.01.20 06:40 | sell | 20 | 0.10 | 1.62965 | 0.00000 | 0.00000 | ||
30 | 2010.01.20 09:05 | sell | 21 | 0.10 | 1.62667 | 0.00000 | 0.00000 | ||
31 | 2010.01.21 09:00 | sell | 22 | 0.10 | 1.62300 | 0.00000 | 0.00000 | ||
32 | 2010.01.21 10:00 | sell | 23 | 0.10 | 1.61831 | 0.00000 | 0.00000 | ||
33 | 2010.01.21 10:15 | sell | 24 | 0.10 | 1.61836 | 0.00000 | 0.00000 | ||
34 | 2010.01.21 11:07 | sell | 25 | 0.10 | 1.61449 | 0.00000 | 0.00000 | ||
35 | 2010.01.21 11:45 | sell | 26 | 0.10 | 1.61459 | 0.00000 | 0.00000 | ||
36 | 2010.01.21 11:47 | close | 10 | 0.10 | 1.61494 | 0.00000 | 0.00000 | -30.88 | 10050.97 |
37 | 2010.01.22 15:00 | sell | 27 | 0.10 | 1.61018 | 0.00000 | 0.00000 | ||
38 | 2010.01.22 15:02 | close | 11 | 0.10 | 1.61117 | 0.00000 | 0.00000 | -170.79 | 9880.18 |
39 | 2010.01.26 01:15 | buy | 28 | 0.10 | 1.62636 | 0.00000 | 0.00000 | ||
40 | 2010.01.26 01:45 | close | 12 | 0.10 | 1.62538 | 0.00000 | 0.00000 | -41.77 | 9838.41 |
41 | 2010.01.26 02:15 | buy | 29 | 0.10 | 1.62672 | 0.00000 | 0.00000 | ||
42 | 2010.01.26 03:10 | close | 13 | 0.10 | 1.62566 | 0.00000 | 0.00000 | -70.70 | 9767.71 |
43 | 2010.01.28 10:00 | buy | 30 | 0.10 | 1.62774 | 0.00000 | 0.00000 | ||
44 | 2010.01.28 10:15 | close | 14 | 0.10 | 1.62608 | 0.00000 | 0.00000 | -70.16 | 9697.55 |
45 | 2010.01.29 02:37 | sell | 31 | 0.10 | 1.61118 | 0.00000 | 0.00000 | ||
46 | 2010.01.29 17:00 | sell | 32 | 0.10 | 1.60245 | 0.00000 | 0.00000 | ||
47 | 2010.01.29 17:02 | close | 15 | 0.10 | 1.60335 | 0.00000 | 0.00000 | -306.75 | 9390.80 |
48 | 2010.01.29 21:07 | sell | 33 | 0.10 | 1.59885 | 0.00000 | 0.00000 | ||
49 | 2010.01.29 21:10 | close | 16 | 0.10 | 1.59937 | 0.00000 | 0.00000 | -347.85 | 9042.95 |
50 | 2010.01.29 22:00 | sell | 34 | 0.10 | 1.59825 | 0.00000 | 0.00000 | ||
51 | 2010.01.29 22:02 | close | 17 | 0.10 | 1.59832 | 0.00000 | 0.00000 | -439.38 | 8603.57 |
52 | 2010.02.01 04:20 | sell | 35 | 0.10 | 1.59368 | 0.00000 | 0.00000 | ||
53 | 2010.02.01 04:22 | close | 18 | 0.10 | 1.59385 | 0.00000 | 0.00000 | -485.07 | 8118.50 |
54 | 2010.02.01 04:25 | sell | 36 | 0.10 | 1.59377 | 0.00000 | 0.00000 | ||
55 | 2010.02.01 05:00 | sell | 37 | 0.10 | 1.59371 | 0.00000 | 0.00000 | ||
56 | 2010.02.01 05:05 | sell | 38 | 0.10 | 1.59367 | 0.00000 | 0.00000 | ||
57 | 2010.02.01 05:10 | sell | 39 | 0.10 | 1.59381 | 0.00000 | 0.00000 | ||
58 | 2010.02.01 05:30 | sell | 40 | 0.10 | 1.59385 | 0.00000 | 0.00000 | ||
59 | 2010.02.01 05:37 | sell | 41 | 0.10 | 1.59379 | 0.00000 | 0.00000 | ||
60 | 2010.02.03 08:10 | buy | 42 | 0.10 | 1.60361 | 0.00000 | 0.00000 | ||
61 | 2010.02.03 09:50 | buy | 43 | 0.10 | 1.60607 | 0.00000 | 0.00000 | ||
62 | 2010.02.04 11:00 | sell | 44 | 0.10 | 1.58382 | 0.00000 | 0.00000 | ||
63 | 2010.02.04 16:10 | sell | 45 | 0.10 | 1.57849 | 0.00000 | 0.00000 | ||
64 | 2010.02.05 17:50 | sell | 46 | 0.10 | 1.56050 | 0.00000 | 0.00000 | ||
65 | 2010.02.05 20:00 | sell | 47 | 0.10 | 1.55600 | 0.00000 | 0.00000 | ||
66 | 2010.02.05 20:03 | close | 19 | 0.10 | 1.55850 | 0.00000 | 0.00000 | 720.50 | 8839.00 |
67 | 2010.02.09 18:02 | buy | 48 | 0.10 | 1.56847 | 0.00000 | 0.00000 | ||
68 | 2010.02.11 10:10 | sell | 49 | 0.10 | 1.55725 | 0.00000 | 0.00000 | ||
69 | 2010.02.16 09:15 | buy | 50 | 0.10 | 1.57278 | 0.00000 | 0.00000 | ||
70 | 2010.02.16 19:20 | buy | 51 | 0.10 | 1.57940 | 0.00000 | 0.00000 | ||
71 | 2010.02.16 21:33 | buy | 52 | 0.10 | 1.57970 | 0.00000 | 0.00000 | ||
72 | 2010.02.18 03:00 | sell | 53 | 0.10 | 1.56418 | 0.00000 | 0.00000 | ||
73 | 2010.02.18 03:07 | sell | 54 | 0.10 | 1.56413 | 0.00000 | 0.00000 | ||
74 | 2010.02.18 09:00 | sell | 55 | 0.10 | 1.56204 | 0.00000 | 0.00000 | ||
75 | 2010.02.18 09:02 | close | 20 | 0.10 | 1.56351 | 0.00000 | 0.00000 | 653.65 | 9492.65 |
76 | 2010.02.18 11:00 | sell | 56 | 0.10 | 1.55763 | 0.00000 | 0.00000 | ||
77 | 2010.02.18 11:03 | close | 21 | 0.10 | 1.55982 | 0.00000 | 0.00000 | 660.75 | 10153.40 |
78 | 2010.02.23 06:00 | buy | 57 | 0.10 | 1.55302 | 0.00000 | 0.00000 | ||
79 | 2010.02.23 06:05 | buy | 58 | 0.10 | 1.55319 | 0.00000 | 0.00000 | ||
80 | 2010.02.23 09:07 | buy | 59 | 0.10 | 1.55767 | 0.00000 | 0.00000 | ||
81 | 2010.02.25 02:00 | sell | 60 | 0.10 | 1.53825 | 0.00000 | 0.00000 | ||
82 | 2010.02.25 04:02 | sell | 61 | 0.10 | 1.53538 | 0.00000 | 0.00000 | ||
83 | 2010.02.25 05:05 | sell | 62 | 0.10 | 1.53527 | 0.00000 | 0.00000 | ||
84 | 2010.02.25 08:07 | sell | 63 | 0.10 | 1.53209 | 0.00000 | 0.00000 | ||
85 | 2010.02.25 10:05 | sell | 64 | 0.10 | 1.53097 | 0.00000 | 0.00000 | ||
86 | 2010.02.26 22:56 | close at stop | 64 | 0.10 | 1.52393 | 0.00000 | 0.00000 | 70.15 | 10223.55 |
87 | 2010.02.26 22:56 | close at stop | 63 | 0.10 | 1.52393 | 0.00000 | 0.00000 | 81.35 | 10304.90 |
88 | 2010.02.26 22:56 | close at stop | 62 | 0.10 | 1.52393 | 0.00000 | 0.00000 | 113.15 | 10418.05 |
89 | 2010.02.26 22:56 | close at stop | 61 | 0.10 | 1.52393 | 0.00000 | 0.00000 | 114.25 | 10532.30 |
90 | 2010.02.26 22:56 | close at stop | 60 | 0.10 | 1.52393 | 0.00000 | 0.00000 | 142.95 | 10675.25 |
91 | 2010.02.26 22:56 | close at stop | 59 | 0.10 | 1.52354 | 0.00000 | 0.00000 | -341.25 | 10334.00 |
92 | 2010.02.26 22:56 | close at stop | 58 | 0.10 | 1.52354 | 0.00000 | 0.00000 | -296.45 | 10037.55 |
93 | 2010.02.26 22:56 | close at stop | 57 | 0.10 | 1.52354 | 0.00000 | 0.00000 | -294.75 | 9742.80 |
94 | 2010.02.26 22:56 | close at stop | 56 | 0.10 | 1.52393 | 0.00000 | 0.00000 | 335.00 | 10077.80 |
95 | 2010.02.26 22:56 | close at stop | 55 | 0.10 | 1.52393 | 0.00000 | 0.00000 | 379.10 | 10456.90 |
96 | 2010.02.26 22:56 | close at stop | 54 | 0.10 | 1.52393 | 0.00000 | 0.00000 | 400.00 | 10856.90 |
97 | 2010.02.26 22:56 | close at stop | 53 | 0.10 | 1.52393 | 0.00000 | 0.00000 | 400.50 | 11257.40 |
98 | 2010.02.26 22:56 | close at stop | 52 | 0.10 | 1.52354 | 0.00000 | 0.00000 | -561.48 | 10695.92 |
99 | 2010.02.26 22:56 | close at stop | 51 | 0.10 | 1.52354 | 0.00000 | 0.00000 | -558.48 | 10137.44 |
100 | 2010.02.26 22:56 | close at stop | 50 | 0.10 | 1.52354 | 0.00000 | 0.00000 | -492.28 | 9645.16 |
101 | 2010.02.26 22:56 | close at stop | 49 | 0.10 | 1.52393 | 0.00000 | 0.00000 | 329.45 | 9974.61 |
102 | 2010.02.26 22:56 | close at stop | 48 | 0.10 | 1.52354 | 0.00000 | 0.00000 | -449.11 | 9525.50 |
103 | 2010.02.26 22:56 | close at stop | 47 | 0.10 | 1.52393 | 0.00000 | 0.00000 | 315.45 | 9840.95 |
104 | 2010.02.26 22:56 | close at stop | 46 | 0.10 | 1.52393 | 0.00000 | 0.00000 | 360.45 | 10201.40 |
105 | 2010.02.26 22:56 | close at stop | 45 | 0.10 | 1.52393 | 0.00000 | 0.00000 | 540.10 | 10741.50 |
106 | 2010.02.26 22:56 | close at stop | 44 | 0.10 | 1.52393 | 0.00000 | 0.00000 | 593.40 | 11334.90 |
107 | 2010.02.26 22:56 | close at stop | 43 | 0.10 | 1.52354 | 0.00000 | 0.00000 | -825.05 | 10509.85 |
108 | 2010.02.26 22:56 | close at stop | 42 | 0.10 | 1.52354 | 0.00000 | 0.00000 | -800.45 | 9709.40 |
109 | 2010.02.26 22:56 | close at stop | 41 | 0.10 | 1.52393 | 0.00000 | 0.00000 | 691.85 | 10401.25 |
110 | 2010.02.26 22:56 | close at stop | 40 | 0.10 | 1.52393 | 0.00000 | 0.00000 | 692.45 | 11093.70 |
111 | 2010.02.26 22:56 | close at stop | 39 | 0.10 | 1.52393 | 0.00000 | 0.00000 | 692.05 | 11785.75 |
112 | 2010.02.26 22:56 | close at stop | 38 | 0.10 | 1.52393 | 0.00000 | 0.00000 | 690.65 | 12476.40 |
113 | 2010.02.26 22:56 | close at stop | 37 | 0.10 | 1.52393 | 0.00000 | 0.00000 | 691.05 | 13167.45 |
114 | 2010.02.26 22:56 | close at stop | 36 | 0.10 | 1.52393 | 0.00000 | 0.00000 | 691.65 | 13859.10 |
115 | 2010.02.26 22:56 | close at stop | 35 | 0.10 | 1.52393 | 0.00000 | 0.00000 | 690.75 | 14549.85 |
116 | 2010.02.26 22:56 | close at stop | 34 | 0.10 | 1.52393 | 0.00000 | 0.00000 | 736.20 | 15286.05 |
117 | 2010.02.26 22:56 | close at stop | 33 | 0.10 | 1.52393 | 0.00000 | 0.00000 | 742.20 | 16028.25 |
118 | 2010.02.26 22:56 | close at stop | 32 | 0.10 | 1.52393 | 0.00000 | 0.00000 | 778.20 | 16806.45 |
119 | 2010.02.26 22:56 | close at stop | 31 | 0.10 | 1.52393 | 0.00000 | 0.00000 | 865.50 | 17671.95 |
120 | 2010.02.26 22:56 | close at stop | 30 | 0.10 | 1.52354 | 0.00000 | 0.00000 | -1041.71 | 16630.24 |
121 | 2010.02.26 22:56 | close at stop | 29 | 0.10 | 1.52354 | 0.00000 | 0.00000 | -1031.47 | 15598.77 |
122 | 2010.02.26 22:56 | close at stop | 28 | 0.10 | 1.52354 | 0.00000 | 0.00000 | -1027.87 | 14570.90 |
123 | 2010.02.26 22:56 | close at stop | 27 | 0.10 | 1.52393 | 0.00000 | 0.00000 | 853.75 | 15424.65 |
124 | 2010.02.26 22:56 | close at stop | 26 | 0.10 | 1.52393 | 0.00000 | 0.00000 | 897.60 | 16322.25 |
125 | 2010.02.26 22:56 | close at stop | 25 | 0.10 | 1.52393 | 0.00000 | 0.00000 | 896.60 | 17218.85 |
126 | 2010.02.26 22:56 | close at stop | 24 | 0.10 | 1.52393 | 0.00000 | 0.00000 | 935.30 | 18154.15 |
127 | 2010.02.26 22:56 | close at stop | 23 | 0.10 | 1.52393 | 0.00000 | 0.00000 | 934.80 | 19088.95 |
128 | 2010.02.26 22:56 | close at stop | 22 | 0.10 | 1.52393 | 0.00000 | 0.00000 | 981.70 | 20070.65 |