Strategy Tester Report
up3x1_Investor
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; MaximumRisk=0.2; DecreaseFactor=3; TakeProfit=60; StopLoss=60; TrailingStop=10; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -864.00 | Gross profit | 252.00 | Gross loss | -1116.00 |
Profit factor | 0.23 | Expected payoff | -45.47 | ||
Absolute drawdown | 864.00 | Maximal drawdown | 1042.00 (10.24%) | Relative drawdown | 10.24% (1042.00) |
Total trades | 19 | Short positions (won %) | 19 (21.05%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 4 (21.05%) | Loss trades (% of total) | 15 (78.95%) | ||
Largest | profit trade | 120.00 | loss trade | -144.00 | |
Average | profit trade | 63.00 | loss trade | -74.40 | |
Maximum | consecutive wins (profit in money) | 1 (120.00) | consecutive losses (loss in money) | 6 (-360.00) | |
Maximal | consecutive profit (count of wins) | 120.00 (1) | consecutive loss (count of losses) | -360.00 (6) | |
Average | consecutive wins | 1 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.05 09:00 | sell | 1 | 2.00 | 1.60993 | 1.61065 | 1.60933 | ||
2 | 2010.01.05 09:05 | t/p | 1 | 2.00 | 1.60933 | 1.61065 | 1.60933 | 120.00 | 10120.00 |
3 | 2010.01.05 10:00 | sell | 2 | 2.00 | 1.60436 | 1.60508 | 1.60376 | ||
4 | 2010.01.05 10:10 | s/l | 2 | 2.00 | 1.60508 | 1.60508 | 1.60376 | -144.00 | 9976.00 |
5 | 2010.01.08 16:00 | sell | 3 | 2.00 | 1.60299 | 1.60371 | 1.60239 | ||
6 | 2010.01.08 16:05 | t/p | 3 | 2.00 | 1.60239 | 1.60371 | 1.60239 | 120.00 | 10096.00 |
7 | 2010.01.08 17:00 | sell | 4 | 2.00 | 1.59612 | 1.59684 | 1.59552 | ||
8 | 2010.01.08 17:10 | s/l | 4 | 2.00 | 1.59684 | 1.59684 | 1.59552 | -144.00 | 9952.00 |
9 | 2010.01.21 09:00 | sell | 5 | 2.00 | 1.62300 | 1.62372 | 1.62240 | ||
10 | 2010.01.21 09:02 | s/l | 5 | 2.00 | 1.62372 | 1.62372 | 1.62240 | -144.00 | 9808.00 |
11 | 2010.01.22 13:00 | sell | 6 | 0.70 | 1.61762 | 1.61834 | 1.61702 | ||
12 | 2010.01.22 13:07 | s/l | 6 | 0.70 | 1.61834 | 1.61834 | 1.61702 | -50.40 | 9757.60 |
13 | 2010.01.22 14:00 | sell | 7 | 0.10 | 1.61120 | 1.61192 | 1.61060 | ||
14 | 2010.01.22 14:15 | s/l | 7 | 0.10 | 1.61192 | 1.61192 | 1.61060 | -7.20 | 9750.40 |
15 | 2010.01.26 11:00 | sell | 8 | 0.10 | 1.61371 | 1.61443 | 1.61311 | ||
16 | 2010.01.26 11:07 | s/l | 8 | 0.10 | 1.61443 | 1.61443 | 1.61311 | -7.20 | 9743.20 |
17 | 2010.01.28 17:00 | sell | 9 | 0.10 | 1.61352 | 1.61424 | 1.61292 | ||
18 | 2010.01.28 17:15 | s/l | 9 | 0.10 | 1.61424 | 1.61424 | 1.61292 | -7.20 | 9736.00 |
19 | 2010.01.29 15:00 | sell | 10 | 0.10 | 1.60560 | 1.60632 | 1.60500 | ||
20 | 2010.01.29 15:15 | t/p | 10 | 0.10 | 1.60500 | 1.60632 | 1.60500 | 6.00 | 9742.00 |
21 | 2010.02.04 16:00 | sell | 11 | 1.90 | 1.57876 | 1.57948 | 1.57816 | ||
22 | 2010.02.04 16:02 | s/l | 11 | 1.90 | 1.57948 | 1.57948 | 1.57816 | -136.80 | 9605.20 |
23 | 2010.02.05 16:00 | sell | 12 | 1.90 | 1.56376 | 1.56448 | 1.56316 | ||
24 | 2010.02.05 16:07 | s/l | 12 | 1.90 | 1.56448 | 1.56448 | 1.56316 | -136.80 | 9468.40 |
25 | 2010.02.05 20:00 | sell | 13 | 0.60 | 1.55600 | 1.55672 | 1.55540 | ||
26 | 2010.02.05 20:03 | s/l | 13 | 0.60 | 1.55672 | 1.55672 | 1.55540 | -43.20 | 9425.20 |
27 | 2010.02.12 11:00 | sell | 14 | 0.10 | 1.56542 | 1.56614 | 1.56482 | ||
28 | 2010.02.12 11:02 | s/l | 14 | 0.10 | 1.56614 | 1.56614 | 1.56482 | -7.20 | 9418.00 |
29 | 2010.02.18 18:00 | sell | 15 | 0.10 | 1.55807 | 1.55879 | 1.55747 | ||
30 | 2010.02.18 18:07 | s/l | 15 | 0.10 | 1.55879 | 1.55879 | 1.55747 | -7.20 | 9410.80 |
31 | 2010.02.18 23:00 | sell | 16 | 0.10 | 1.55264 | 1.55336 | 1.55204 | ||
32 | 2010.02.18 23:02 | s/l | 16 | 0.10 | 1.55336 | 1.55336 | 1.55204 | -7.20 | 9403.60 |
33 | 2010.02.19 01:00 | sell | 17 | 0.10 | 1.54256 | 1.54328 | 1.54196 | ||
34 | 2010.02.19 01:07 | t/p | 17 | 0.10 | 1.54196 | 1.54328 | 1.54196 | 6.00 | 9409.60 |
35 | 2010.02.23 11:00 | sell | 18 | 1.90 | 1.54315 | 1.54387 | 1.54255 | ||
36 | 2010.02.23 11:07 | s/l | 18 | 1.90 | 1.54387 | 1.54387 | 1.54255 | -136.80 | 9272.80 |
37 | 2010.02.25 18:00 | sell | 19 | 1.90 | 1.51997 | 1.52069 | 1.51937 | ||
38 | 2010.02.25 18:10 | s/l | 19 | 1.90 | 1.52069 | 1.52069 | 1.51937 | -136.80 | 9136.00 |