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 | ATRPeriod=0; ATRMultiplier=1; MartingaleStyle=0; Lots=5; StartingBalance=0; ProfitMade=0; BasketProfit=0; LossLimit=69; BasketLoss=0; BreakEven=0; TrailStop=34; LotResolution=1; KillLogging=false; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -10159.50 | Gross profit | 7335.50 | Gross loss | -17495.00 |
Profit factor | 0.42 | Expected payoff | -1128.83 | ||
Absolute drawdown | 10159.50 | Maximal drawdown | 14304.50 (101.13%) | Relative drawdown | 101.13% (14304.50) |
Total trades | 9 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 9 (44.44%) |
Profit trades (% of total) | 4 (44.44%) | Loss trades (% of total) | 5 (55.56%) | ||
Largest | profit trade | 5995.00 | loss trade | -4315.00 | |
Average | profit trade | 1833.88 | loss trade | -3499.00 | |
Maximum | consecutive wins (profit in money) | 2 (785.50) | consecutive losses (loss in money) | 2 (-6585.00) | |
Maximal | consecutive profit (count of wins) | 5995.00 (1) | consecutive loss (count of losses) | -6585.00 (2) | |
Average | consecutive wins | 1 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 00:00 | buy | 1 | 5.00 | 1.61277 | 0.00000 | 0.00000 | ||
2 | 2010.01.04 00:00 | modify | 1 | 5.00 | 1.61277 | 1.59587 | 0.00000 | ||
3 | 2010.01.04 08:37 | close | 1 | 5.00 | 1.60567 | 1.59587 | 0.00000 | -3550.00 | 6450.00 |
4 | 2010.01.04 08:40 | buy | 2 | 5.00 | 1.60868 | 0.00000 | 0.00000 | ||
5 | 2010.01.04 08:40 | modify | 2 | 5.00 | 1.60868 | 1.59178 | 0.00000 | ||
6 | 2010.01.04 09:15 | modify | 2 | 5.00 | 1.60868 | 1.60983 | 0.00000 | ||
7 | 2010.01.04 09:20 | modify | 2 | 5.00 | 1.60868 | 1.61139 | 0.00000 | ||
8 | 2010.01.04 09:45 | modify | 2 | 5.00 | 1.60868 | 1.61150 | 0.00000 | ||
9 | 2010.01.04 09:50 | modify | 2 | 5.00 | 1.60868 | 1.61238 | 0.00000 | ||
10 | 2010.01.04 10:10 | modify | 2 | 5.00 | 1.60868 | 1.61328 | 0.00000 | ||
11 | 2010.01.04 10:15 | modify | 2 | 5.00 | 1.60868 | 1.61418 | 0.00000 | ||
12 | 2010.01.04 10:20 | modify | 2 | 5.00 | 1.60868 | 1.61509 | 0.00000 | ||
13 | 2010.01.04 10:40 | modify | 2 | 5.00 | 1.60868 | 1.61529 | 0.00000 | ||
14 | 2010.01.04 10:45 | modify | 2 | 5.00 | 1.60868 | 1.61656 | 0.00000 | ||
15 | 2010.01.04 10:50 | modify | 2 | 5.00 | 1.60868 | 1.61784 | 0.00000 | ||
16 | 2010.01.04 11:10 | modify | 2 | 5.00 | 1.60868 | 1.61813 | 0.00000 | ||
17 | 2010.01.04 11:15 | modify | 2 | 5.00 | 1.60868 | 1.61940 | 0.00000 | ||
18 | 2010.01.04 11:20 | modify | 2 | 5.00 | 1.60868 | 1.62067 | 0.00000 | ||
19 | 2010.01.04 11:35 | s/l | 2 | 5.00 | 1.62067 | 1.62067 | 0.00000 | 5995.00 | 12445.00 |
20 | 2010.01.04 11:35 | buy | 3 | 5.00 | 1.62105 | 0.00000 | 0.00000 | ||
21 | 2010.01.04 11:35 | modify | 3 | 5.00 | 1.62105 | 1.60415 | 0.00000 | ||
22 | 2010.01.04 13:50 | close | 3 | 5.00 | 1.61378 | 1.60415 | 0.00000 | -3635.00 | 8810.00 |
23 | 2010.01.04 13:52 | buy | 4 | 5.00 | 1.61494 | 0.00000 | 0.00000 | ||
24 | 2010.01.04 13:52 | modify | 4 | 5.00 | 1.61494 | 1.59804 | 0.00000 | ||
25 | 2010.01.04 15:10 | modify | 4 | 5.00 | 1.61494 | 1.61516 | 0.00000 | ||
26 | 2010.01.04 15:16 | modify | 4 | 5.00 | 1.61494 | 1.61605 | 0.00000 | ||
27 | 2010.01.04 15:50 | s/l | 4 | 5.00 | 1.61605 | 1.61605 | 0.00000 | 555.00 | 9365.00 |
28 | 2010.01.04 15:50 | buy | 5 | 5.00 | 1.61585 | 0.00000 | 0.00000 | ||
29 | 2010.01.04 15:50 | modify | 5 | 5.00 | 1.61585 | 1.59895 | 0.00000 | ||
30 | 2010.01.04 17:20 | close | 5 | 5.00 | 1.60840 | 1.59895 | 0.00000 | -3725.00 | 5640.00 |
31 | 2010.01.04 17:22 | buy | 6 | 5.00 | 1.60982 | 0.00000 | 0.00000 | ||
32 | 2010.01.04 17:22 | modify | 6 | 5.00 | 1.60982 | 1.59292 | 0.00000 | ||
33 | 2010.01.05 01:20 | modify | 6 | 5.00 | 1.60982 | 1.61019 | 0.00000 | ||
34 | 2010.01.05 01:50 | s/l | 6 | 5.00 | 1.61019 | 1.61019 | 0.00000 | 185.50 | 5825.50 |
35 | 2010.01.05 01:50 | buy | 7 | 5.00 | 1.61068 | 0.00000 | 0.00000 | ||
36 | 2010.01.05 01:50 | modify | 7 | 5.00 | 1.61068 | 1.59378 | 0.00000 | ||
37 | 2010.01.05 07:45 | modify | 7 | 5.00 | 1.61068 | 1.61115 | 0.00000 | ||
38 | 2010.01.05 07:50 | modify | 7 | 5.00 | 1.61068 | 1.61181 | 0.00000 | ||
39 | 2010.01.05 08:07 | modify | 7 | 5.00 | 1.61068 | 1.61188 | 0.00000 | ||
40 | 2010.01.05 08:20 | s/l | 7 | 5.00 | 1.61188 | 1.61188 | 0.00000 | 600.00 | 6425.50 |
41 | 2010.01.05 08:20 | buy | 8 | 5.00 | 1.61230 | 0.00000 | 0.00000 | ||
42 | 2010.01.05 08:20 | modify | 8 | 5.00 | 1.61230 | 1.59540 | 0.00000 | ||
43 | 2010.01.05 09:20 | close | 8 | 5.00 | 1.60367 | 1.59540 | 0.00000 | -4315.00 | 2110.50 |
44 | 2010.01.05 09:22 | buy | 9 | 5.00 | 1.60544 | 0.00000 | 0.00000 | ||
45 | 2010.01.05 09:22 | modify | 9 | 5.00 | 1.60544 | 1.58854 | 0.00000 | ||
46 | 2010.01.05 11:45 | close at stop | 9 | 5.00 | 1.60090 | 1.58854 | 0.00000 | -2270.00 | -159.50 |