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 | -10090.00 | Gross profit | 7877.50 | Gross loss | -17967.50 |
| Profit factor | 0.44 | Expected payoff | -917.27 | ||
| Absolute drawdown | 10090.00 | Maximal drawdown | 17265.00 (100.52%) | Relative drawdown | 100.52% (17265.00) |
| Total trades | 11 | Short positions (won %) | 5 (80.00%) | Long positions (won %) | 6 (33.33%) |
| Profit trades (% of total) | 6 (54.55%) | Loss trades (% of total) | 5 (45.45%) | ||
| Largest | profit trade | 4850.00 | loss trade | -4535.00 | |
| Average | profit trade | 1312.92 | loss trade | -3593.50 | |
| Maximum | consecutive wins (profit in money) | 2 (5475.00) | consecutive losses (loss in money) | 3 (-9797.50) | |
| Maximal | consecutive profit (count of wins) | 5475.00 (2) | consecutive loss (count of losses) | -9797.50 (3) | |
| Average | consecutive wins | 2 | consecutive losses | 2 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.04 00:00 | sell | 1 | 5.00 | 1.61221 | 0.00000 | 0.00000 | ||
| 2 | 2010.01.04 00:00 | modify | 1 | 5.00 | 1.61221 | 1.62911 | 0.00000 | ||
| 3 | 2010.01.04 03:02 | modify | 1 | 5.00 | 1.61221 | 1.61274 | 0.00000 | ||
| 4 | 2010.01.04 03:07 | modify | 1 | 5.00 | 1.61221 | 1.61248 | 0.00000 | ||
| 5 | 2010.01.04 04:40 | modify | 1 | 5.00 | 1.61221 | 1.61246 | 0.00000 | ||
| 6 | 2010.01.04 04:45 | modify | 1 | 5.00 | 1.61221 | 1.61182 | 0.00000 | ||
| 7 | 2010.01.04 04:50 | modify | 1 | 5.00 | 1.61221 | 1.61096 | 0.00000 | ||
| 8 | 2010.01.04 07:02 | s/l | 1 | 5.00 | 1.61096 | 1.61096 | 0.00000 | 625.00 | 10625.00 |
| 9 | 2010.01.04 07:02 | buy | 2 | 5.00 | 1.61097 | 0.00000 | 0.00000 | ||
| 10 | 2010.01.04 07:02 | modify | 2 | 5.00 | 1.61097 | 1.59407 | 0.00000 | ||
| 11 | 2010.01.04 09:20 | modify | 2 | 5.00 | 1.61097 | 1.61139 | 0.00000 | ||
| 12 | 2010.01.04 09:45 | modify | 2 | 5.00 | 1.61097 | 1.61150 | 0.00000 | ||
| 13 | 2010.01.04 09:50 | modify | 2 | 5.00 | 1.61097 | 1.61238 | 0.00000 | ||
| 14 | 2010.01.04 10:10 | modify | 2 | 5.00 | 1.61097 | 1.61328 | 0.00000 | ||
| 15 | 2010.01.04 10:15 | modify | 2 | 5.00 | 1.61097 | 1.61418 | 0.00000 | ||
| 16 | 2010.01.04 10:20 | modify | 2 | 5.00 | 1.61097 | 1.61509 | 0.00000 | ||
| 17 | 2010.01.04 10:40 | modify | 2 | 5.00 | 1.61097 | 1.61529 | 0.00000 | ||
| 18 | 2010.01.04 10:45 | modify | 2 | 5.00 | 1.61097 | 1.61656 | 0.00000 | ||
| 19 | 2010.01.04 10:50 | modify | 2 | 5.00 | 1.61097 | 1.61784 | 0.00000 | ||
| 20 | 2010.01.04 11:10 | modify | 2 | 5.00 | 1.61097 | 1.61813 | 0.00000 | ||
| 21 | 2010.01.04 11:15 | modify | 2 | 5.00 | 1.61097 | 1.61940 | 0.00000 | ||
| 22 | 2010.01.04 11:20 | modify | 2 | 5.00 | 1.61097 | 1.62067 | 0.00000 | ||
| 23 | 2010.01.04 11:35 | s/l | 2 | 5.00 | 1.62067 | 1.62067 | 0.00000 | 4850.00 | 15475.00 |
| 24 | 2010.01.04 11:35 | buy | 3 | 5.00 | 1.62105 | 0.00000 | 0.00000 | ||
| 25 | 2010.01.04 11:35 | modify | 3 | 5.00 | 1.62105 | 1.60415 | 0.00000 | ||
| 26 | 2010.01.04 13:50 | close | 3 | 5.00 | 1.61378 | 1.60415 | 0.00000 | -3635.00 | 11840.00 |
| 27 | 2010.01.04 13:52 | sell | 4 | 5.00 | 1.61438 | 0.00000 | 0.00000 | ||
| 28 | 2010.01.04 13:52 | modify | 4 | 5.00 | 1.61438 | 1.63128 | 0.00000 | ||
| 29 | 2010.01.04 17:15 | modify | 4 | 5.00 | 1.61438 | 1.61408 | 0.00000 | ||
| 30 | 2010.01.04 17:20 | modify | 4 | 5.00 | 1.61438 | 1.61236 | 0.00000 | ||
| 31 | 2010.01.04 17:45 | s/l | 4 | 5.00 | 1.61236 | 1.61236 | 0.00000 | 1010.00 | 12850.00 |
| 32 | 2010.01.04 17:45 | sell | 5 | 5.00 | 1.61225 | 0.00000 | 0.00000 | ||
| 33 | 2010.01.04 17:45 | modify | 5 | 5.00 | 1.61225 | 1.62915 | 0.00000 | ||
| 34 | 2010.01.04 22:20 | modify | 5 | 5.00 | 1.61225 | 1.61273 | 0.00000 | ||
| 35 | 2010.01.04 22:43 | modify | 5 | 5.00 | 1.61225 | 1.61267 | 0.00000 | ||
| 36 | 2010.01.04 22:50 | modify | 5 | 5.00 | 1.61225 | 1.61243 | 0.00000 | ||
| 37 | 2010.01.04 22:59 | modify | 5 | 5.00 | 1.61225 | 1.61212 | 0.00000 | ||
| 38 | 2010.01.04 23:00 | modify | 5 | 5.00 | 1.61225 | 1.61211 | 0.00000 | ||
| 39 | 2010.01.04 23:07 | modify | 5 | 5.00 | 1.61225 | 1.61210 | 0.00000 | ||
| 40 | 2010.01.05 01:10 | s/l | 5 | 5.00 | 1.61210 | 1.61210 | 0.00000 | 62.50 | 12912.50 |
| 41 | 2010.01.05 01:10 | buy | 6 | 5.00 | 1.61274 | 0.00000 | 0.00000 | ||
| 42 | 2010.01.05 01:10 | modify | 6 | 5.00 | 1.61274 | 1.59584 | 0.00000 | ||
| 43 | 2010.01.05 09:20 | close | 6 | 5.00 | 1.60367 | 1.59584 | 0.00000 | -4535.00 | 8377.50 |
| 44 | 2010.01.05 09:22 | sell | 7 | 5.00 | 1.60488 | 0.00000 | 0.00000 | ||
| 45 | 2010.01.05 09:22 | modify | 7 | 5.00 | 1.60488 | 1.62178 | 0.00000 | ||
| 46 | 2010.01.05 11:45 | modify | 7 | 5.00 | 1.60488 | 1.60486 | 0.00000 | ||
| 47 | 2010.01.05 11:50 | modify | 7 | 5.00 | 1.60488 | 1.60322 | 0.00000 | ||
| 48 | 2010.01.05 12:02 | modify | 7 | 5.00 | 1.60488 | 1.60289 | 0.00000 | ||
| 49 | 2010.01.05 12:07 | modify | 7 | 5.00 | 1.60488 | 1.60269 | 0.00000 | ||
| 50 | 2010.01.05 12:50 | s/l | 7 | 5.00 | 1.60269 | 1.60269 | 0.00000 | 1095.00 | 9472.50 |
| 51 | 2010.01.05 12:50 | buy | 8 | 5.00 | 1.60308 | 0.00000 | 0.00000 | ||
| 52 | 2010.01.05 12:50 | modify | 8 | 5.00 | 1.60308 | 1.58618 | 0.00000 | ||
| 53 | 2010.01.05 16:20 | modify | 8 | 5.00 | 1.60308 | 1.60355 | 0.00000 | ||
| 54 | 2010.01.05 16:45 | s/l | 8 | 5.00 | 1.60355 | 1.60355 | 0.00000 | 235.00 | 9707.50 |
| 55 | 2010.01.05 16:45 | buy | 9 | 5.00 | 1.60408 | 0.00000 | 0.00000 | ||
| 56 | 2010.01.05 16:45 | modify | 9 | 5.00 | 1.60408 | 1.58718 | 0.00000 | ||
| 57 | 2010.01.05 19:20 | close | 9 | 5.00 | 1.59644 | 1.58718 | 0.00000 | -3820.00 | 5887.50 |
| 58 | 2010.01.05 19:22 | sell | 10 | 5.00 | 1.59715 | 0.00000 | 0.00000 | ||
| 59 | 2010.01.05 19:22 | modify | 10 | 5.00 | 1.59715 | 1.61405 | 0.00000 | ||
| 60 | 2010.01.06 09:15 | close | 10 | 5.00 | 1.60410 | 1.61405 | 0.00000 | -3487.50 | 2400.00 |
| 61 | 2010.01.06 09:17 | buy | 11 | 5.00 | 1.60377 | 0.00000 | 0.00000 | ||
| 62 | 2010.01.06 09:17 | modify | 11 | 5.00 | 1.60377 | 1.58687 | 0.00000 | ||
| 63 | 2010.01.06 11:32 | close at stop | 11 | 5.00 | 1.59879 | 1.58687 | 0.00000 | -2490.00 | -90.00 |