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 | lwmaper1=4; lwmaper2=8; lwmapertrend=40; lwmatrendchart=1; SL=150; TP=150; mn=1; MG=564651; Lots=0.01; maxpos=1; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -42.00 | Gross profit | 21.00 | Gross loss | -63.00 |
Profit factor | 0.33 | Expected payoff | -0.75 | ||
Absolute drawdown | 42.67 | Maximal drawdown | 44.17 (0.44%) | Relative drawdown | 0.44% (44.17) |
Total trades | 56 | Short positions (won %) | 1 (0.00%) | Long positions (won %) | 55 (25.45%) |
Profit trades (% of total) | 14 (25.00%) | Loss trades (% of total) | 42 (75.00%) | ||
Largest | profit trade | 1.50 | loss trade | -1.50 | |
Average | profit trade | 1.50 | loss trade | -1.50 | |
Maximum | consecutive wins (profit in money) | 4 (6.00) | consecutive losses (loss in money) | 9 (-13.50) | |
Maximal | consecutive profit (count of wins) | 6.00 (4) | consecutive loss (count of losses) | -13.50 (9) | |
Average | consecutive wins | 1 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 10:00 | buy | 1 | 0.01 | 1.61582 | 1.61432 | 1.61732 | ||
2 | 2010.01.04 10:15 | t/p | 1 | 0.01 | 1.61732 | 1.61432 | 1.61732 | 1.50 | 10001.50 |
3 | 2010.01.05 02:00 | buy | 2 | 0.01 | 1.61093 | 1.60943 | 1.61243 | ||
4 | 2010.01.05 02:10 | s/l | 2 | 0.01 | 1.60943 | 1.60943 | 1.61243 | -1.50 | 10000.00 |
5 | 2010.01.05 07:00 | buy | 3 | 0.01 | 1.61377 | 1.61227 | 1.61527 | ||
6 | 2010.01.05 07:15 | s/l | 3 | 0.01 | 1.61227 | 1.61227 | 1.61527 | -1.50 | 9998.50 |
7 | 2010.01.06 18:00 | buy | 4 | 0.01 | 1.60187 | 1.60037 | 1.60337 | ||
8 | 2010.01.06 18:10 | s/l | 4 | 0.01 | 1.60037 | 1.60037 | 1.60337 | -1.50 | 9997.00 |
9 | 2010.01.07 17:00 | buy | 5 | 0.01 | 1.59406 | 1.59256 | 1.59556 | ||
10 | 2010.01.07 17:15 | s/l | 5 | 0.01 | 1.59256 | 1.59256 | 1.59556 | -1.50 | 9995.50 |
11 | 2010.01.08 02:00 | buy | 6 | 0.01 | 1.59510 | 1.59360 | 1.59660 | ||
12 | 2010.01.08 02:20 | s/l | 6 | 0.01 | 1.59360 | 1.59360 | 1.59660 | -1.50 | 9994.00 |
13 | 2010.01.08 06:00 | buy | 7 | 0.01 | 1.59465 | 1.59315 | 1.59615 | ||
14 | 2010.01.08 06:50 | s/l | 7 | 0.01 | 1.59315 | 1.59315 | 1.59615 | -1.50 | 9992.50 |
15 | 2010.01.08 21:00 | buy | 8 | 0.01 | 1.60364 | 1.60214 | 1.60514 | ||
16 | 2010.01.08 22:45 | s/l | 8 | 0.01 | 1.60214 | 1.60214 | 1.60514 | -1.50 | 9991.00 |
17 | 2010.01.12 01:00 | buy | 9 | 0.01 | 1.61149 | 1.60999 | 1.61299 | ||
18 | 2010.01.12 01:15 | s/l | 9 | 0.01 | 1.60999 | 1.60999 | 1.61299 | -1.50 | 9989.50 |
19 | 2010.01.12 08:00 | buy | 10 | 0.01 | 1.61218 | 1.61068 | 1.61368 | ||
20 | 2010.01.12 08:10 | s/l | 10 | 0.01 | 1.61068 | 1.61068 | 1.61368 | -1.50 | 9988.00 |
21 | 2010.01.13 05:00 | buy | 11 | 0.01 | 1.61715 | 1.61565 | 1.61865 | ||
22 | 2010.01.13 05:20 | t/p | 11 | 0.01 | 1.61865 | 1.61565 | 1.61865 | 1.50 | 9989.50 |
23 | 2010.01.14 02:00 | buy | 12 | 0.01 | 1.63068 | 1.62918 | 1.63218 | ||
24 | 2010.01.14 02:15 | s/l | 12 | 0.01 | 1.62918 | 1.62918 | 1.63218 | -1.50 | 9988.00 |
25 | 2010.01.15 06:00 | buy | 13 | 0.01 | 1.63398 | 1.63248 | 1.63548 | ||
26 | 2010.01.15 06:37 | s/l | 13 | 0.01 | 1.63248 | 1.63248 | 1.63548 | -1.50 | 9986.50 |
27 | 2010.01.15 22:00 | buy | 14 | 0.01 | 1.62633 | 1.62483 | 1.62783 | ||
28 | 2010.01.18 00:20 | t/p | 14 | 0.01 | 1.62783 | 1.62483 | 1.62783 | 1.50 | 9988.00 |
29 | 2010.01.18 19:00 | buy | 15 | 0.01 | 1.63344 | 1.63194 | 1.63494 | ||
30 | 2010.01.18 22:20 | s/l | 15 | 0.01 | 1.63194 | 1.63194 | 1.63494 | -1.50 | 9986.50 |
31 | 2010.01.19 17:00 | buy | 16 | 0.01 | 1.63765 | 1.63615 | 1.63915 | ||
32 | 2010.01.19 17:10 | s/l | 16 | 0.01 | 1.63615 | 1.63615 | 1.63915 | -1.50 | 9985.00 |
33 | 2010.01.20 16:00 | buy | 17 | 0.01 | 1.63008 | 1.62858 | 1.63158 | ||
34 | 2010.01.20 16:07 | s/l | 17 | 0.01 | 1.62858 | 1.62858 | 1.63158 | -1.50 | 9983.50 |
35 | 2010.01.21 08:00 | buy | 18 | 0.01 | 1.62939 | 1.62789 | 1.63089 | ||
36 | 2010.01.21 08:05 | s/l | 18 | 0.01 | 1.62789 | 1.62789 | 1.63089 | -1.50 | 9982.00 |
37 | 2010.01.21 16:00 | buy | 19 | 0.01 | 1.62203 | 1.62053 | 1.62353 | ||
38 | 2010.01.21 16:20 | s/l | 19 | 0.01 | 1.62053 | 1.62053 | 1.62353 | -1.50 | 9980.50 |
39 | 2010.01.22 03:00 | buy | 20 | 0.01 | 1.62204 | 1.62054 | 1.62354 | ||
40 | 2010.01.22 04:15 | s/l | 20 | 0.01 | 1.62054 | 1.62054 | 1.62354 | -1.50 | 9979.00 |
41 | 2010.01.22 20:00 | buy | 21 | 0.01 | 1.61348 | 1.61198 | 1.61498 | ||
42 | 2010.01.22 20:59 | s/l | 21 | 0.01 | 1.61198 | 1.61198 | 1.61498 | -1.50 | 9977.50 |
43 | 2010.01.25 07:00 | buy | 22 | 0.01 | 1.61159 | 1.61009 | 1.61309 | ||
44 | 2010.01.25 07:10 | t/p | 22 | 0.01 | 1.61309 | 1.61009 | 1.61309 | 1.50 | 9979.00 |
45 | 2010.01.26 10:00 | buy | 23 | 0.01 | 1.62433 | 1.62283 | 1.62583 | ||
46 | 2010.01.26 10:10 | s/l | 23 | 0.01 | 1.62283 | 1.62283 | 1.62583 | -1.50 | 9977.50 |
47 | 2010.01.26 17:00 | buy | 24 | 0.01 | 1.61515 | 1.61365 | 1.61665 | ||
48 | 2010.01.26 17:15 | t/p | 24 | 0.01 | 1.61665 | 1.61365 | 1.61665 | 1.50 | 9979.00 |
49 | 2010.01.27 09:00 | buy | 25 | 0.01 | 1.61460 | 1.61310 | 1.61610 | ||
50 | 2010.01.27 09:15 | s/l | 25 | 0.01 | 1.61310 | 1.61310 | 1.61610 | -1.50 | 9977.50 |
51 | 2010.01.28 01:00 | buy | 26 | 0.01 | 1.61813 | 1.61663 | 1.61963 | ||
52 | 2010.01.28 01:45 | s/l | 26 | 0.01 | 1.61663 | 1.61663 | 1.61963 | -1.50 | 9976.00 |
53 | 2010.02.01 08:00 | buy | 27 | 0.01 | 1.59594 | 1.59444 | 1.59744 | ||
54 | 2010.02.01 08:20 | t/p | 27 | 0.01 | 1.59744 | 1.59444 | 1.59744 | 1.50 | 9977.50 |
55 | 2010.02.01 16:00 | buy | 28 | 0.01 | 1.59358 | 1.59208 | 1.59508 | ||
56 | 2010.02.01 16:15 | s/l | 28 | 0.01 | 1.59208 | 1.59208 | 1.59508 | -1.50 | 9976.00 |
57 | 2010.02.02 09:00 | buy | 29 | 0.01 | 1.59550 | 1.59400 | 1.59700 | ||
58 | 2010.02.02 09:10 | s/l | 29 | 0.01 | 1.59400 | 1.59400 | 1.59700 | -1.50 | 9974.50 |
59 | 2010.02.02 14:00 | buy | 30 | 0.01 | 1.59422 | 1.59272 | 1.59572 | ||
60 | 2010.02.02 14:50 | s/l | 30 | 0.01 | 1.59272 | 1.59272 | 1.59572 | -1.50 | 9973.00 |
61 | 2010.02.04 01:00 | buy | 31 | 0.01 | 1.59181 | 1.59031 | 1.59331 | ||
62 | 2010.02.04 01:33 | s/l | 31 | 0.01 | 1.59031 | 1.59031 | 1.59331 | -1.50 | 9971.50 |
63 | 2010.02.05 01:00 | buy | 32 | 0.01 | 1.57714 | 1.57564 | 1.57864 | ||
64 | 2010.02.05 01:45 | s/l | 32 | 0.01 | 1.57564 | 1.57564 | 1.57864 | -1.50 | 9970.00 |
65 | 2010.02.05 13:00 | buy | 33 | 0.01 | 1.57255 | 1.57105 | 1.57405 | ||
66 | 2010.02.05 13:15 | s/l | 33 | 0.01 | 1.57105 | 1.57105 | 1.57405 | -1.50 | 9968.50 |
67 | 2010.02.08 00:00 | buy | 34 | 0.01 | 1.56026 | 1.55876 | 1.56176 | ||
68 | 2010.02.08 00:20 | s/l | 34 | 0.01 | 1.55876 | 1.55876 | 1.56176 | -1.50 | 9967.00 |
69 | 2010.02.09 04:00 | buy | 35 | 0.01 | 1.56025 | 1.55875 | 1.56175 | ||
70 | 2010.02.09 04:20 | s/l | 35 | 0.01 | 1.55875 | 1.55875 | 1.56175 | -1.50 | 9965.50 |
71 | 2010.02.09 15:00 | buy | 36 | 0.01 | 1.56278 | 1.56128 | 1.56428 | ||
72 | 2010.02.09 15:02 | s/l | 36 | 0.01 | 1.56128 | 1.56128 | 1.56428 | -1.50 | 9964.00 |
73 | 2010.02.10 11:00 | buy | 37 | 0.01 | 1.57325 | 1.57175 | 1.57475 | ||
74 | 2010.02.10 11:15 | t/p | 37 | 0.01 | 1.57475 | 1.57175 | 1.57475 | 1.50 | 9965.50 |
75 | 2010.02.11 01:00 | buy | 38 | 0.01 | 1.56124 | 1.55974 | 1.56274 | ||
76 | 2010.02.11 01:45 | t/p | 38 | 0.01 | 1.56274 | 1.55974 | 1.56274 | 1.50 | 9967.00 |
77 | 2010.02.11 14:00 | buy | 39 | 0.01 | 1.56288 | 1.56138 | 1.56438 | ||
78 | 2010.02.11 14:45 | s/l | 39 | 0.01 | 1.56138 | 1.56138 | 1.56438 | -1.50 | 9965.50 |
79 | 2010.02.11 18:00 | buy | 40 | 0.01 | 1.56773 | 1.56623 | 1.56923 | ||
80 | 2010.02.11 18:20 | t/p | 40 | 0.01 | 1.56923 | 1.56623 | 1.56923 | 1.50 | 9967.00 |
81 | 2010.02.12 07:00 | buy | 41 | 0.01 | 1.57009 | 1.56859 | 1.57159 | ||
82 | 2010.02.12 08:16 | s/l | 41 | 0.01 | 1.56859 | 1.56859 | 1.57159 | -1.50 | 9965.50 |
83 | 2010.02.12 17:00 | buy | 42 | 0.01 | 1.56473 | 1.56323 | 1.56623 | ||
84 | 2010.02.12 17:02 | s/l | 42 | 0.01 | 1.56323 | 1.56323 | 1.56623 | -1.50 | 9964.00 |
85 | 2010.02.15 21:00 | buy | 43 | 0.01 | 1.56664 | 1.56514 | 1.56814 | ||
86 | 2010.02.15 22:50 | s/l | 43 | 0.01 | 1.56514 | 1.56514 | 1.56814 | -1.50 | 9962.50 |
87 | 2010.02.16 18:00 | buy | 44 | 0.01 | 1.57371 | 1.57221 | 1.57521 | ||
88 | 2010.02.16 18:03 | t/p | 44 | 0.01 | 1.57521 | 1.57221 | 1.57521 | 1.50 | 9964.00 |
89 | 2010.02.17 07:00 | buy | 45 | 0.01 | 1.57768 | 1.57618 | 1.57918 | ||
90 | 2010.02.17 07:50 | s/l | 45 | 0.01 | 1.57618 | 1.57618 | 1.57918 | -1.50 | 9962.50 |
91 | 2010.02.18 08:00 | buy | 46 | 0.01 | 1.56757 | 1.56607 | 1.56907 | ||
92 | 2010.02.18 08:03 | s/l | 46 | 0.01 | 1.56607 | 1.56607 | 1.56907 | -1.50 | 9961.00 |
93 | 2010.02.18 16:00 | buy | 47 | 0.01 | 1.56529 | 1.56379 | 1.56679 | ||
94 | 2010.02.18 16:20 | s/l | 47 | 0.01 | 1.56379 | 1.56379 | 1.56679 | -1.50 | 9959.50 |
95 | 2010.02.18 22:00 | buy | 48 | 0.01 | 1.56241 | 1.56091 | 1.56391 | ||
96 | 2010.02.18 22:35 | s/l | 48 | 0.01 | 1.56091 | 1.56091 | 1.56391 | -1.50 | 9958.00 |
97 | 2010.02.19 15:00 | buy | 49 | 0.01 | 1.54026 | 1.53876 | 1.54176 | ||
98 | 2010.02.19 15:20 | t/p | 49 | 0.01 | 1.54176 | 1.53876 | 1.54176 | 1.50 | 9959.50 |
99 | 2010.02.22 14:00 | buy | 50 | 0.01 | 1.54786 | 1.54636 | 1.54936 | ||
100 | 2010.02.22 14:20 | t/p | 50 | 0.01 | 1.54936 | 1.54636 | 1.54936 | 1.50 | 9961.00 |
101 | 2010.02.22 22:00 | buy | 51 | 0.01 | 1.54845 | 1.54695 | 1.54995 | ||
102 | 2010.02.23 00:59 | t/p | 51 | 0.01 | 1.54995 | 1.54695 | 1.54995 | 1.50 | 9962.50 |
103 | 2010.02.23 17:00 | buy | 52 | 0.01 | 1.54547 | 1.54397 | 1.54697 | ||
104 | 2010.02.23 17:50 | t/p | 52 | 0.01 | 1.54697 | 1.54397 | 1.54697 | 1.50 | 9964.00 |
105 | 2010.02.24 01:00 | buy | 53 | 0.01 | 1.54487 | 1.54337 | 1.54637 | ||
106 | 2010.02.24 01:15 | s/l | 53 | 0.01 | 1.54337 | 1.54337 | 1.54637 | -1.50 | 9962.50 |
107 | 2010.02.24 13:00 | buy | 54 | 0.01 | 1.54534 | 1.54384 | 1.54684 | ||
108 | 2010.02.24 13:20 | s/l | 54 | 0.01 | 1.54384 | 1.54384 | 1.54684 | -1.50 | 9961.00 |
109 | 2010.02.25 01:00 | buy | 55 | 0.01 | 1.54190 | 1.54040 | 1.54340 | ||
110 | 2010.02.25 01:20 | s/l | 55 | 0.01 | 1.54040 | 1.54040 | 1.54340 | -1.50 | 9959.50 |
111 | 2010.02.26 02:00 | sell | 56 | 0.01 | 1.52453 | 1.52603 | 1.52303 | ||
112 | 2010.02.26 02:03 | s/l | 56 | 0.01 | 1.52603 | 1.52603 | 1.52303 | -1.50 | 9958.00 |