Strategy Tester Report
Avpb
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=1; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -5602.00 | Gross profit | 4353.00 | Gross loss | -9955.00 |
Profit factor | 0.44 | Expected payoff | -101.85 | ||
Absolute drawdown | 5602.00 | Maximal drawdown | 7661.50 (63.53%) | Relative drawdown | 63.53% (7661.50) |
Total trades | 55 | Short positions (won %) | 27 (25.93%) | Long positions (won %) | 28 (53.57%) |
Profit trades (% of total) | 22 (40.00%) | Loss trades (% of total) | 33 (60.00%) | ||
Largest | profit trade | 1041.00 | loss trade | -940.00 | |
Average | profit trade | 197.86 | loss trade | -301.67 | |
Maximum | consecutive wins (profit in money) | 4 (1063.50) | consecutive losses (loss in money) | 10 (-2817.00) | |
Maximal | consecutive profit (count of wins) | 1178.00 (2) | consecutive loss (count of losses) | -2817.00 (10) | |
Average | consecutive wins | 2 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 09:52 | buy | 1 | 1.00 | 1.61552 | 1.60722 | 1.61602 | ||
2 | 2010.01.04 10:10 | t/p | 1 | 1.00 | 1.61602 | 1.60722 | 1.61602 | 50.00 | 10050.00 |
3 | 2010.01.05 06:47 | buy | 2 | 1.00 | 1.61248 | 1.60638 | 1.61298 | ||
4 | 2010.01.05 06:50 | t/p | 2 | 1.00 | 1.61298 | 1.60638 | 1.61298 | 50.00 | 10100.00 |
5 | 2010.01.05 06:50 | buy | 3 | 1.00 | 1.61423 | 1.60632 | 1.61473 | ||
6 | 2010.01.05 07:50 | t/p | 3 | 1.00 | 1.61473 | 1.60632 | 1.61473 | 50.00 | 10150.00 |
7 | 2010.01.05 09:42 | sell | 4 | 1.00 | 1.60363 | 1.61240 | 1.59447 | ||
8 | 2010.01.06 15:50 | t/p | 4 | 1.00 | 1.59447 | 1.61240 | 1.59447 | 913.50 | 11063.50 |
9 | 2010.01.07 03:55 | sell | 5 | 1.00 | 1.59981 | 1.60383 | 1.58758 | ||
10 | 2010.01.08 10:50 | s/l | 5 | 1.00 | 1.60383 | 1.60383 | 1.58758 | -404.50 | 10659.00 |
11 | 2010.01.12 07:32 | buy | 6 | 1.00 | 1.61173 | 1.60784 | 1.61223 | ||
12 | 2010.01.12 07:45 | t/p | 6 | 1.00 | 1.61223 | 1.60784 | 1.61223 | 50.00 | 10709.00 |
13 | 2010.01.12 07:45 | buy | 7 | 1.00 | 1.61265 | 1.60780 | 1.61315 | ||
14 | 2010.01.12 09:02 | s/l | 7 | 1.00 | 1.60780 | 1.60780 | 1.61315 | -485.00 | 10224.00 |
15 | 2010.01.13 05:45 | buy | 8 | 1.00 | 1.61924 | 1.61483 | 1.61974 | ||
16 | 2010.01.13 07:15 | t/p | 8 | 1.00 | 1.61974 | 1.61483 | 1.61974 | 50.00 | 10274.00 |
17 | 2010.01.14 14:47 | buy | 9 | 1.00 | 1.63086 | 1.62384 | 1.63136 | ||
18 | 2010.01.14 14:50 | t/p | 9 | 1.00 | 1.63136 | 1.62384 | 1.63136 | 50.00 | 10324.00 |
19 | 2010.01.14 14:50 | buy | 10 | 1.00 | 1.63274 | 1.62377 | 1.63324 | ||
20 | 2010.01.14 18:15 | t/p | 10 | 1.00 | 1.63324 | 1.62377 | 1.63324 | 50.00 | 10374.00 |
21 | 2010.01.15 02:47 | sell | 11 | 1.00 | 1.63028 | 1.63370 | 1.62133 | ||
22 | 2010.01.15 04:32 | s/l | 11 | 1.00 | 1.63370 | 1.63370 | 1.62133 | -342.00 | 10032.00 |
23 | 2010.01.20 02:27 | sell | 12 | 1.00 | 1.63338 | 1.63796 | 1.62313 | ||
24 | 2010.01.21 07:50 | close | 12 | 1.00 | 1.62985 | 1.63796 | 1.62313 | 345.50 | 10377.50 |
25 | 2010.01.21 07:55 | buy | 13 | 1.00 | 1.62962 | 1.62441 | 1.63027 | ||
26 | 2010.01.21 08:00 | close | 13 | 1.00 | 1.62883 | 1.62441 | 1.63027 | -79.00 | 10298.50 |
27 | 2010.01.22 10:52 | sell | 14 | 1.00 | 1.61961 | 1.62824 | 1.60243 | ||
28 | 2010.01.22 11:00 | close | 14 | 1.00 | 1.62246 | 1.62824 | 1.60243 | -285.00 | 10013.50 |
29 | 2010.01.22 12:55 | sell | 15 | 1.00 | 1.61688 | 1.62675 | 1.60243 | ||
30 | 2010.01.25 07:57 | close | 15 | 1.00 | 1.61343 | 1.62675 | 1.60243 | 342.50 | 10356.00 |
31 | 2010.01.25 07:59 | buy | 16 | 1.00 | 1.61330 | 1.60991 | 1.61575 | ||
32 | 2010.01.25 09:46 | t/p | 16 | 1.00 | 1.61575 | 1.60991 | 1.61575 | 245.00 | 10601.00 |
33 | 2010.01.27 09:47 | sell | 17 | 1.00 | 1.61179 | 1.61606 | 1.59953 | ||
34 | 2010.01.27 10:16 | s/l | 17 | 1.00 | 1.61606 | 1.61606 | 1.59953 | -427.00 | 10174.00 |
35 | 2010.01.27 10:55 | buy | 18 | 1.00 | 1.61937 | 1.61023 | 1.61987 | ||
36 | 2010.01.27 11:10 | t/p | 18 | 1.00 | 1.61987 | 1.61023 | 1.61987 | 50.00 | 10224.00 |
37 | 2010.01.27 19:57 | sell | 19 | 1.00 | 1.61711 | 1.62107 | 1.59953 | ||
38 | 2010.01.28 03:50 | s/l | 19 | 1.00 | 1.62107 | 1.62107 | 1.59953 | -403.50 | 9820.50 |
39 | 2010.01.28 16:40 | sell | 20 | 1.00 | 1.61450 | 1.62376 | 1.60387 | ||
40 | 2010.01.29 07:45 | close | 20 | 1.00 | 1.61473 | 1.62376 | 1.60387 | -25.50 | 9795.00 |
41 | 2010.01.29 07:50 | buy | 21 | 1.00 | 1.61573 | 1.60990 | 1.61710 | ||
42 | 2010.01.29 09:20 | t/p | 21 | 1.00 | 1.61710 | 1.60990 | 1.61710 | 137.00 | 9932.00 |
43 | 2010.01.29 13:57 | sell | 22 | 1.00 | 1.61121 | 1.61545 | 1.60080 | ||
44 | 2010.01.29 17:50 | t/p | 22 | 1.00 | 1.60080 | 1.61545 | 1.60080 | 1041.00 | 10973.00 |
45 | 2010.02.02 04:40 | sell | 23 | 1.00 | 1.59402 | 1.59830 | 1.58029 | ||
46 | 2010.02.02 15:57 | close | 23 | 1.00 | 1.59551 | 1.59830 | 1.58029 | -149.00 | 10824.00 |
47 | 2010.02.02 15:59 | buy | 24 | 1.00 | 1.59539 | 1.59229 | 1.59589 | ||
48 | 2010.02.02 16:07 | s/l | 24 | 1.00 | 1.59229 | 1.59229 | 1.59589 | -310.00 | 10514.00 |
49 | 2010.02.03 03:40 | sell | 25 | 1.00 | 1.59729 | 1.60061 | 1.58652 | ||
50 | 2010.02.03 04:00 | close | 25 | 1.00 | 1.59840 | 1.60061 | 1.58652 | -111.00 | 10403.00 |
51 | 2010.02.04 13:55 | buy | 26 | 1.00 | 1.58860 | 1.57886 | 1.59491 | ||
52 | 2010.02.04 14:00 | close | 26 | 1.00 | 1.58600 | 1.57886 | 1.59491 | -260.00 | 10143.00 |
53 | 2010.02.05 15:52 | sell | 27 | 1.00 | 1.56270 | 1.57464 | 1.56168 | ||
54 | 2010.02.05 16:20 | t/p | 27 | 1.00 | 1.56168 | 1.57464 | 1.56168 | 102.00 | 10245.00 |
55 | 2010.02.08 09:55 | buy | 28 | 1.00 | 1.56282 | 1.55457 | 1.56572 | ||
56 | 2010.02.08 17:20 | t/p | 28 | 1.00 | 1.56572 | 1.55457 | 1.56572 | 290.00 | 10535.00 |
57 | 2010.02.09 09:55 | sell | 29 | 1.00 | 1.55883 | 1.56577 | 1.54693 | ||
58 | 2010.02.09 13:52 | close | 29 | 1.00 | 1.56341 | 1.56577 | 1.54693 | -458.00 | 10077.00 |
59 | 2010.02.09 13:55 | buy | 30 | 1.00 | 1.56386 | 1.55603 | 1.56436 | ||
60 | 2010.02.09 15:37 | t/p | 30 | 1.00 | 1.56436 | 1.55603 | 1.56436 | 50.00 | 10127.00 |
61 | 2010.02.10 10:55 | buy | 31 | 1.00 | 1.57323 | 1.56617 | 1.57373 | ||
62 | 2010.02.10 11:10 | t/p | 31 | 1.00 | 1.57373 | 1.56617 | 1.57373 | 50.00 | 10177.00 |
63 | 2010.02.10 11:50 | sell | 32 | 1.00 | 1.56754 | 1.57829 | 1.54865 | ||
64 | 2010.02.10 12:00 | close | 32 | 1.00 | 1.56880 | 1.57829 | 1.54865 | -126.00 | 10051.00 |
65 | 2010.02.11 08:40 | sell | 33 | 1.00 | 1.56113 | 1.56485 | 1.54507 | ||
66 | 2010.02.11 12:50 | s/l | 33 | 1.00 | 1.56485 | 1.56485 | 1.54507 | -372.00 | 9679.00 |
67 | 2010.02.11 12:50 | buy | 34 | 1.00 | 1.56586 | 1.55583 | 1.56636 | ||
68 | 2010.02.11 15:50 | close | 34 | 1.00 | 1.55836 | 1.55583 | 1.56636 | -750.00 | 8929.00 |
69 | 2010.02.11 15:52 | sell | 35 | 1.00 | 1.55884 | 1.56404 | 1.54507 | ||
70 | 2010.02.11 16:00 | close | 35 | 1.00 | 1.56010 | 1.56404 | 1.54507 | -126.00 | 8803.00 |
71 | 2010.02.12 06:57 | buy | 36 | 1.00 | 1.57005 | 1.56820 | 1.57055 | ||
72 | 2010.02.12 08:16 | s/l | 36 | 1.00 | 1.56820 | 1.56820 | 1.57055 | -185.00 | 8618.00 |
73 | 2010.02.12 08:32 | sell | 37 | 1.00 | 1.56747 | 1.57106 | 1.54996 | ||
74 | 2010.02.12 08:45 | s/l | 37 | 1.00 | 1.57106 | 1.57106 | 1.54996 | -359.00 | 8259.00 |
75 | 2010.02.15 03:57 | sell | 38 | 1.00 | 1.56614 | 1.56772 | 1.55116 | ||
76 | 2010.02.15 04:00 | close | 38 | 1.00 | 1.56692 | 1.56772 | 1.55116 | -78.00 | 8181.00 |
77 | 2010.02.15 05:53 | sell | 39 | 1.00 | 1.56450 | 1.56764 | 1.55116 | ||
78 | 2010.02.15 08:50 | close | 39 | 1.00 | 1.56660 | 1.56764 | 1.55116 | -210.00 | 7971.00 |
79 | 2010.02.15 08:55 | buy | 40 | 1.00 | 1.56635 | 1.56005 | 1.56726 | ||
80 | 2010.02.15 09:00 | close | 40 | 1.00 | 1.56565 | 1.56005 | 1.56726 | -70.00 | 7901.00 |
81 | 2010.02.16 10:55 | sell | 41 | 1.00 | 1.56736 | 1.57277 | 1.55574 | ||
82 | 2010.02.16 17:45 | s/l | 41 | 1.00 | 1.57277 | 1.57277 | 1.55574 | -541.00 | 7360.00 |
83 | 2010.02.16 17:59 | buy | 42 | 1.00 | 1.57333 | 1.56556 | 1.57383 | ||
84 | 2010.02.16 18:03 | t/p | 42 | 1.00 | 1.57383 | 1.56556 | 1.57383 | 50.00 | 7410.00 |
85 | 2010.02.17 08:45 | buy | 43 | 1.00 | 1.57981 | 1.57517 | 1.58031 | ||
86 | 2010.02.17 08:50 | t/p | 43 | 1.00 | 1.58031 | 1.57517 | 1.58031 | 50.00 | 7460.00 |
87 | 2010.02.17 08:50 | buy | 44 | 1.00 | 1.58110 | 1.57510 | 1.58160 | ||
88 | 2010.02.17 10:20 | s/l | 44 | 1.00 | 1.57510 | 1.57510 | 1.58160 | -600.00 | 6860.00 |
89 | 2010.02.17 16:55 | sell | 45 | 1.00 | 1.57095 | 1.57866 | 1.55672 | ||
90 | 2010.02.18 07:50 | close | 45 | 1.00 | 1.56849 | 1.57866 | 1.55672 | 238.50 | 7098.50 |
91 | 2010.02.18 07:52 | buy | 46 | 1.00 | 1.56800 | 1.56450 | 1.57208 | ||
92 | 2010.02.18 08:00 | close | 46 | 1.00 | 1.56701 | 1.56450 | 1.57208 | -99.00 | 6999.50 |
93 | 2010.02.18 15:50 | buy | 47 | 1.00 | 1.56784 | 1.55444 | 1.57208 | ||
94 | 2010.02.18 17:57 | close | 47 | 1.00 | 1.55844 | 1.55444 | 1.57208 | -940.00 | 6059.50 |
95 | 2010.02.18 17:59 | sell | 48 | 1.00 | 1.55808 | 1.56682 | 1.55710 | ||
96 | 2010.02.18 18:20 | t/p | 48 | 1.00 | 1.55710 | 1.56682 | 1.55710 | 98.00 | 6157.50 |
97 | 2010.02.19 13:55 | buy | 49 | 1.00 | 1.54121 | 1.53650 | 1.55458 | ||
98 | 2010.02.19 14:00 | close | 49 | 1.00 | 1.53958 | 1.53650 | 1.55458 | -163.00 | 5994.50 |
99 | 2010.02.19 14:42 | buy | 50 | 1.00 | 1.54146 | 1.53699 | 1.55458 | ||
100 | 2010.02.19 15:00 | close | 50 | 1.00 | 1.53970 | 1.53699 | 1.55458 | -176.00 | 5818.50 |
101 | 2010.02.22 07:50 | sell | 51 | 1.00 | 1.54478 | 1.54970 | 1.52855 | ||
102 | 2010.02.22 08:00 | close | 51 | 1.00 | 1.54580 | 1.54970 | 1.52855 | -102.00 | 5716.50 |
103 | 2010.02.22 09:50 | sell | 52 | 1.00 | 1.54556 | 1.55163 | 1.52855 | ||
104 | 2010.02.22 16:20 | s/l | 52 | 1.00 | 1.55163 | 1.55163 | 1.52855 | -607.00 | 5109.50 |
105 | 2010.02.23 10:42 | sell | 53 | 1.00 | 1.54589 | 1.55644 | 1.53860 | ||
106 | 2010.02.24 16:45 | close | 53 | 1.00 | 1.54589 | 1.55644 | 1.53860 | -2.50 | 5107.00 |
107 | 2010.02.24 16:50 | buy | 54 | 1.00 | 1.54757 | 1.53913 | 1.54807 | ||
108 | 2010.02.24 17:00 | close | 54 | 1.00 | 1.54483 | 1.53913 | 1.54807 | -274.00 | 4833.00 |
109 | 2010.02.26 08:50 | sell | 55 | 1.00 | 1.52447 | 1.52882 | 1.50565 | ||
110 | 2010.02.26 10:10 | s/l | 55 | 1.00 | 1.52882 | 1.52882 | 1.50565 | -435.00 | 4398.00 |