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 | trade=true; C1="EURUSD"; C2="USDCHF"; C3="GBPUSD"; C4="AUDUSD"; show_profit=true; enable_profit=false; enable_loss=false; enable_emergency_trading=true; emergency_loss=60; profit=80; loss=40; MagicNumber1=243; MagicNumber2=244; MagicNumber3=245; MagicNumber4=256; E_MagicNumber=257; lot=0.01; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 18.83 | Gross profit | 145.66 | Gross loss | -126.84 |
Profit factor | 1.15 | Expected payoff | 0.57 | ||
Absolute drawdown | 28.17 | Maximal drawdown | 70.12 (0.70%) | Relative drawdown | 0.70% (70.12) |
Total trades | 33 | Short positions (won %) | 12 (66.67%) | Long positions (won %) | 21 (42.86%) |
Profit trades (% of total) | 17 (51.52%) | Loss trades (% of total) | 16 (48.48%) | ||
Largest | profit trade | 18.25 | loss trade | -18.88 | |
Average | profit trade | 8.57 | loss trade | -7.93 | |
Maximum | consecutive wins (profit in money) | 4 (38.17) | consecutive losses (loss in money) | 5 (-28.07) | |
Maximal | consecutive profit (count of wins) | 38.17 (4) | consecutive loss (count of losses) | -34.35 (2) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 00:05 | buy | 1 | 0.01 | 1.61304 | 0.00000 | 0.00000 | ||
2 | 2010.01.04 23:00 | close | 1 | 0.01 | 1.60815 | 0.00000 | 0.00000 | -4.89 | 9995.11 |
3 | 2010.01.05 00:05 | sell | 2 | 0.01 | 1.60886 | 0.00000 | 0.00000 | ||
4 | 2010.01.05 23:00 | close | 2 | 0.01 | 1.59954 | 0.00000 | 0.00000 | 9.32 | 10004.43 |
5 | 2010.01.06 00:05 | buy | 3 | 0.01 | 1.59889 | 0.00000 | 0.00000 | ||
6 | 2010.01.06 23:00 | close | 3 | 0.01 | 1.60166 | 0.00000 | 0.00000 | 2.77 | 10007.20 |
7 | 2010.01.07 00:05 | sell | 4 | 0.01 | 1.60131 | 0.00000 | 0.00000 | ||
8 | 2010.01.07 23:00 | close | 4 | 0.01 | 1.59348 | 0.00000 | 0.00000 | 7.83 | 10015.03 |
9 | 2010.01.08 00:05 | buy | 5 | 0.01 | 1.59301 | 0.00000 | 0.00000 | ||
10 | 2010.01.11 23:00 | close | 5 | 0.01 | 1.61126 | 0.00000 | 0.00000 | 18.25 | 10033.28 |
11 | 2010.01.12 00:05 | sell | 6 | 0.01 | 1.61163 | 0.00000 | 0.00000 | ||
12 | 2010.01.12 23:00 | close | 6 | 0.01 | 1.61670 | 0.00000 | 0.00000 | -5.07 | 10028.21 |
13 | 2010.01.13 00:06 | buy | 7 | 0.01 | 1.61691 | 0.00000 | 0.00000 | ||
14 | 2010.01.13 23:00 | close | 7 | 0.01 | 1.62779 | 0.00000 | 0.00000 | 10.88 | 10039.09 |
15 | 2010.01.14 00:05 | sell | 8 | 0.01 | 1.62673 | 0.00000 | 0.00000 | ||
16 | 2010.01.14 23:00 | close | 8 | 0.01 | 1.63384 | 0.00000 | 0.00000 | -7.11 | 10031.98 |
17 | 2010.01.15 00:05 | buy | 9 | 0.01 | 1.63422 | 0.00000 | 0.00000 | ||
18 | 2010.01.18 23:00 | close | 9 | 0.01 | 1.63369 | 0.00000 | 0.00000 | -0.53 | 10031.45 |
19 | 2010.01.19 00:05 | sell | 10 | 0.01 | 1.63476 | 0.00000 | 0.00000 | ||
20 | 2010.01.19 23:00 | close | 10 | 0.01 | 1.63643 | 0.00000 | 0.00000 | -1.67 | 10029.78 |
21 | 2010.01.20 00:05 | buy | 11 | 0.01 | 1.63683 | 0.00000 | 0.00000 | ||
22 | 2010.01.20 23:00 | close | 11 | 0.01 | 1.62896 | 0.00000 | 0.00000 | -7.87 | 10021.91 |
23 | 2010.01.21 00:05 | buy | 12 | 0.01 | 1.63001 | 0.00000 | 0.00000 | ||
24 | 2010.01.21 23:00 | close | 12 | 0.01 | 1.61912 | 0.00000 | 0.00000 | -10.89 | 10011.02 |
25 | 2010.01.22 00:05 | buy | 13 | 0.01 | 1.61970 | 0.00000 | 0.00000 | ||
26 | 2010.01.25 23:00 | close | 13 | 0.01 | 1.62427 | 0.00000 | 0.00000 | 4.57 | 10015.59 |
27 | 2010.01.26 00:05 | sell | 14 | 0.01 | 1.62451 | 0.00000 | 0.00000 | ||
28 | 2010.01.26 23:00 | close | 14 | 0.01 | 1.61468 | 0.00000 | 0.00000 | 9.83 | 10025.42 |
29 | 2010.01.27 00:06 | buy | 15 | 0.01 | 1.61505 | 0.00000 | 0.00000 | ||
30 | 2010.01.27 23:00 | close | 15 | 0.01 | 1.61667 | 0.00000 | 0.00000 | 1.62 | 10027.04 |
31 | 2010.01.28 00:05 | buy | 16 | 0.01 | 1.61807 | 0.00000 | 0.00000 | ||
32 | 2010.01.28 23:00 | close | 16 | 0.01 | 1.61342 | 0.00000 | 0.00000 | -4.65 | 10022.39 |
33 | 2010.01.29 00:05 | buy | 17 | 0.01 | 1.61345 | 0.00000 | 0.00000 | ||
34 | 2010.02.01 23:00 | close | 17 | 0.01 | 1.59556 | 0.00000 | 0.00000 | -17.89 | 10004.50 |
35 | 2010.02.02 00:05 | sell | 18 | 0.01 | 1.59610 | 0.00000 | 0.00000 | ||
36 | 2010.02.02 23:00 | close | 18 | 0.01 | 1.59753 | 0.00000 | 0.00000 | -1.43 | 10003.07 |
37 | 2010.02.03 00:05 | sell | 19 | 0.01 | 1.59760 | 0.00000 | 0.00000 | ||
38 | 2010.02.03 23:00 | close | 19 | 0.01 | 1.58973 | 0.00000 | 0.00000 | 7.87 | 10010.94 |
39 | 2010.02.04 00:05 | buy | 20 | 0.01 | 1.59059 | 0.00000 | 0.00000 | ||
40 | 2010.02.04 23:00 | close | 20 | 0.01 | 1.57512 | 0.00000 | 0.00000 | -15.47 | 9995.47 |
41 | 2010.02.05 00:05 | buy | 21 | 0.01 | 1.57713 | 0.00000 | 0.00000 | ||
42 | 2010.02.08 23:00 | close | 21 | 0.01 | 1.55825 | 0.00000 | 0.00000 | -18.88 | 9976.60 |
43 | 2010.02.09 00:06 | buy | 22 | 0.01 | 1.55968 | 0.00000 | 0.00000 | ||
44 | 2010.02.09 23:00 | close | 22 | 0.01 | 1.57167 | 0.00000 | 0.00000 | 11.99 | 9988.59 |
45 | 2010.02.10 00:05 | sell | 23 | 0.01 | 1.57035 | 0.00000 | 0.00000 | ||
46 | 2010.02.10 23:00 | close | 23 | 0.01 | 1.55977 | 0.00000 | 0.00000 | 10.58 | 9999.17 |
47 | 2010.02.11 00:05 | buy | 24 | 0.01 | 1.55997 | 0.00000 | 0.00000 | ||
48 | 2010.02.11 23:00 | close | 24 | 0.01 | 1.57012 | 0.00000 | 0.00000 | 10.15 | 10009.32 |
49 | 2010.02.12 00:05 | buy | 25 | 0.01 | 1.57001 | 0.00000 | 0.00000 | ||
50 | 2010.02.15 23:00 | close | 25 | 0.01 | 1.56565 | 0.00000 | 0.00000 | -4.36 | 10004.96 |
51 | 2010.02.16 00:05 | buy | 26 | 0.01 | 1.56711 | 0.00000 | 0.00000 | ||
52 | 2010.02.16 23:00 | close | 26 | 0.01 | 1.57912 | 0.00000 | 0.00000 | 12.01 | 10016.97 |
53 | 2010.02.17 00:05 | sell | 27 | 0.01 | 1.57840 | 0.00000 | 0.00000 | ||
54 | 2010.02.17 23:00 | close | 27 | 0.01 | 1.56793 | 0.00000 | 0.00000 | 10.47 | 10027.44 |
55 | 2010.02.18 00:05 | buy | 28 | 0.01 | 1.56900 | 0.00000 | 0.00000 | ||
56 | 2010.02.18 23:00 | close | 28 | 0.01 | 1.55264 | 0.00000 | 0.00000 | -16.36 | 10011.08 |
57 | 2010.02.19 00:05 | buy | 29 | 0.01 | 1.54673 | 0.00000 | 0.00000 | ||
58 | 2010.02.22 23:00 | close | 29 | 0.01 | 1.54791 | 0.00000 | 0.00000 | 1.18 | 10012.26 |
59 | 2010.02.23 00:05 | buy | 30 | 0.01 | 1.54867 | 0.00000 | 0.00000 | ||
60 | 2010.02.23 23:00 | close | 30 | 0.01 | 1.54247 | 0.00000 | 0.00000 | -6.20 | 10006.06 |
61 | 2010.02.24 00:05 | buy | 31 | 0.01 | 1.54414 | 0.00000 | 0.00000 | ||
62 | 2010.02.24 23:00 | close | 31 | 0.01 | 1.54057 | 0.00000 | 0.00000 | -3.57 | 10002.49 |
63 | 2010.02.25 00:05 | sell | 32 | 0.01 | 1.54092 | 0.00000 | 0.00000 | ||
64 | 2010.02.25 23:00 | close | 32 | 0.01 | 1.52683 | 0.00000 | 0.00000 | 14.09 | 10016.58 |
65 | 2010.02.26 00:05 | sell | 33 | 0.01 | 1.52615 | 0.00000 | 0.00000 | ||
66 | 2010.02.26 22:59 | close at stop | 33 | 0.01 | 1.52390 | 0.00000 | 0.00000 | 2.25 | 10018.83 |