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=0.3; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -3277.35 | Gross profit | 312.45 | Gross loss | -3589.80 |
Profit factor | 0.09 | Expected payoff | -121.38 | ||
Absolute drawdown | 3522.15 | Maximal drawdown | 3834.60 (37.18%) | Relative drawdown | 37.18% (3834.60) |
Total trades | 27 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 27 (96.30%) |
Profit trades (% of total) | 26 (96.30%) | Loss trades (% of total) | 1 (3.70%) | ||
Largest | profit trade | 12.27 | loss trade | -3589.80 | |
Average | profit trade | 12.02 | loss trade | -3589.80 | |
Maximum | consecutive wins (profit in money) | 26 (312.45) | consecutive losses (loss in money) | 1 (-3589.80) | |
Maximal | consecutive profit (count of wins) | 312.45 (26) | consecutive loss (count of losses) | -3589.80 (1) | |
Average | consecutive wins | 26 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 12:00 | buy | 1 | 0.30 | 1.61796 | 0.00000 | 1.61836 | ||
2 | 2010.01.04 12:03 | t/p | 1 | 0.30 | 1.61836 | 0.00000 | 1.61836 | 12.00 | 10012.00 |
3 | 2010.01.04 12:03 | buy | 2 | 0.30 | 1.62036 | 0.00000 | 1.62076 | ||
4 | 2010.01.04 12:10 | t/p | 2 | 0.30 | 1.62076 | 0.00000 | 1.62076 | 12.00 | 10024.00 |
5 | 2010.01.04 12:10 | buy | 3 | 0.30 | 1.62180 | 0.00000 | 1.62220 | ||
6 | 2010.01.04 12:16 | t/p | 3 | 0.30 | 1.62220 | 0.00000 | 1.62220 | 12.00 | 10036.00 |
7 | 2010.01.04 12:16 | buy | 4 | 0.30 | 1.62324 | 0.00000 | 1.62364 | ||
8 | 2010.01.13 10:15 | t/p | 4 | 0.30 | 1.62364 | 0.00000 | 1.62364 | 12.27 | 10048.27 |
9 | 2010.01.13 10:15 | buy | 5 | 0.30 | 1.62467 | 0.00000 | 1.62507 | ||
10 | 2010.01.13 10:20 | t/p | 5 | 0.30 | 1.62507 | 0.00000 | 1.62507 | 12.00 | 10060.27 |
11 | 2010.01.13 10:20 | buy | 6 | 0.30 | 1.62599 | 0.00000 | 1.62639 | ||
12 | 2010.01.13 10:37 | t/p | 6 | 0.30 | 1.62639 | 0.00000 | 1.62639 | 12.00 | 10072.27 |
13 | 2010.01.13 10:37 | buy | 7 | 0.30 | 1.62714 | 0.00000 | 1.62754 | ||
14 | 2010.01.13 12:40 | t/p | 7 | 0.30 | 1.62754 | 0.00000 | 1.62754 | 12.00 | 10084.27 |
15 | 2010.01.13 12:40 | buy | 8 | 0.30 | 1.62825 | 0.00000 | 1.62865 | ||
16 | 2010.01.13 13:20 | t/p | 8 | 0.30 | 1.62865 | 0.00000 | 1.62865 | 12.00 | 10096.27 |
17 | 2010.01.13 13:20 | buy | 9 | 0.30 | 1.62992 | 0.00000 | 1.63032 | ||
18 | 2010.01.13 18:32 | t/p | 9 | 0.30 | 1.63032 | 0.00000 | 1.63032 | 12.00 | 10108.27 |
19 | 2010.01.13 18:32 | buy | 10 | 0.30 | 1.63089 | 0.00000 | 1.63129 | ||
20 | 2010.01.14 14:50 | t/p | 10 | 0.30 | 1.63129 | 0.00000 | 1.63129 | 12.09 | 10120.36 |
21 | 2010.01.14 16:00 | buy | 11 | 0.30 | 1.62959 | 0.00000 | 1.62999 | ||
22 | 2010.01.14 16:03 | t/p | 11 | 0.30 | 1.62999 | 0.00000 | 1.62999 | 12.00 | 10132.36 |
23 | 2010.01.14 16:03 | buy | 12 | 0.30 | 1.63081 | 0.00000 | 1.63121 | ||
24 | 2010.01.14 16:16 | t/p | 12 | 0.30 | 1.63121 | 0.00000 | 1.63121 | 12.00 | 10144.36 |
25 | 2010.01.14 16:16 | buy | 13 | 0.30 | 1.63227 | 0.00000 | 1.63267 | ||
26 | 2010.01.14 17:37 | t/p | 13 | 0.30 | 1.63267 | 0.00000 | 1.63267 | 12.00 | 10156.36 |
27 | 2010.01.14 17:37 | buy | 14 | 0.30 | 1.63342 | 0.00000 | 1.63382 | ||
28 | 2010.01.14 18:20 | t/p | 14 | 0.30 | 1.63382 | 0.00000 | 1.63382 | 12.00 | 10168.36 |
29 | 2010.01.14 18:20 | buy | 15 | 0.30 | 1.63438 | 0.00000 | 1.63478 | ||
30 | 2010.01.15 01:07 | t/p | 15 | 0.30 | 1.63478 | 0.00000 | 1.63478 | 12.03 | 10180.39 |
31 | 2010.01.15 05:00 | buy | 16 | 0.30 | 1.63287 | 0.00000 | 1.63327 | ||
32 | 2010.01.15 05:26 | t/p | 16 | 0.30 | 1.63327 | 0.00000 | 1.63327 | 12.00 | 10192.39 |
33 | 2010.01.15 05:26 | buy | 17 | 0.30 | 1.63385 | 0.00000 | 1.63425 | ||
34 | 2010.01.15 05:40 | t/p | 17 | 0.30 | 1.63425 | 0.00000 | 1.63425 | 12.00 | 10204.39 |
35 | 2010.01.15 05:40 | buy | 18 | 0.30 | 1.63483 | 0.00000 | 1.63523 | ||
36 | 2010.01.15 05:50 | t/p | 18 | 0.30 | 1.63523 | 0.00000 | 1.63523 | 12.00 | 10216.39 |
37 | 2010.01.15 05:50 | buy | 19 | 0.30 | 1.63609 | 0.00000 | 1.63649 | ||
38 | 2010.01.18 11:15 | t/p | 19 | 0.30 | 1.63649 | 0.00000 | 1.63649 | 12.03 | 10228.42 |
39 | 2010.01.18 11:15 | buy | 20 | 0.30 | 1.63737 | 0.00000 | 1.63777 | ||
40 | 2010.01.18 11:20 | t/p | 20 | 0.30 | 1.63777 | 0.00000 | 1.63777 | 12.00 | 10240.42 |
41 | 2010.01.18 11:20 | buy | 21 | 0.30 | 1.63846 | 0.00000 | 1.63886 | ||
42 | 2010.01.19 01:45 | t/p | 21 | 0.30 | 1.63886 | 0.00000 | 1.63886 | 12.03 | 10252.45 |
43 | 2010.01.19 01:45 | buy | 22 | 0.30 | 1.64066 | 0.00000 | 1.64106 | ||
44 | 2010.01.19 01:50 | t/p | 22 | 0.30 | 1.64106 | 0.00000 | 1.64106 | 12.00 | 10264.45 |
45 | 2010.01.19 01:50 | buy | 23 | 0.30 | 1.64194 | 0.00000 | 1.64234 | ||
46 | 2010.01.19 07:50 | t/p | 23 | 0.30 | 1.64234 | 0.00000 | 1.64234 | 12.00 | 10276.45 |
47 | 2010.01.19 08:00 | buy | 24 | 0.30 | 1.64258 | 0.00000 | 1.64298 | ||
48 | 2010.01.19 08:02 | t/p | 24 | 0.30 | 1.64298 | 0.00000 | 1.64298 | 12.00 | 10288.45 |
49 | 2010.01.19 08:02 | buy | 25 | 0.30 | 1.64412 | 0.00000 | 1.64452 | ||
50 | 2010.01.19 10:32 | t/p | 25 | 0.30 | 1.64452 | 0.00000 | 1.64452 | 12.00 | 10300.45 |
51 | 2010.01.19 11:00 | buy | 26 | 0.30 | 1.64204 | 0.00000 | 1.64244 | ||
52 | 2010.01.19 11:02 | t/p | 26 | 0.30 | 1.64244 | 0.00000 | 1.64244 | 12.00 | 10312.45 |
53 | 2010.01.19 11:02 | buy | 27 | 0.30 | 1.64304 | 0.00000 | 1.64344 | ||
54 | 2010.02.26 22:59 | close at stop | 27 | 0.30 | 1.52334 | 0.00000 | 1.64344 | -3589.80 | 6722.65 |