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 | Lots=1; Slippage=3; Magic=20051006; LngPeriod=20; ShtPeriod=10; Entry_Stop=50; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -2805.50 | Gross profit | 162.50 | Gross loss | -2968.00 |
Profit factor | 0.05 | Expected payoff | -96.74 | ||
Absolute drawdown | 2805.50 | Maximal drawdown | 2872.50 (28.53%) | Relative drawdown | 28.53% (2872.50) |
Total trades | 29 | Short positions (won %) | 24 (4.17%) | Long positions (won %) | 5 (0.00%) |
Profit trades (% of total) | 1 (3.45%) | Loss trades (% of total) | 28 (96.55%) | ||
Largest | profit trade | 162.50 | loss trade | -106.00 | |
Average | profit trade | 162.50 | loss trade | -106.00 | |
Maximum | consecutive wins (profit in money) | 1 (162.50) | consecutive losses (loss in money) | 20 (-2120.00) | |
Maximal | consecutive profit (count of wins) | 162.50 (1) | consecutive loss (count of losses) | -2120.00 (20) | |
Average | consecutive wins | 1 | consecutive losses | 14 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 08:10 | sell | 1 | 1.00 | 1.60690 | 1.60796 | 0.00000 | ||
2 | 2010.01.04 08:40 | s/l | 1 | 1.00 | 1.60796 | 1.60796 | 0.00000 | -106.00 | 9894.00 |
3 | 2010.01.05 09:15 | sell | 2 | 1.00 | 1.60609 | 1.60715 | 0.00000 | ||
4 | 2010.01.05 09:17 | s/l | 2 | 1.00 | 1.60715 | 1.60715 | 0.00000 | -106.00 | 9788.00 |
5 | 2010.01.06 15:50 | sell | 3 | 1.00 | 1.59367 | 1.59473 | 0.00000 | ||
6 | 2010.01.06 15:52 | s/l | 3 | 1.00 | 1.59473 | 1.59473 | 0.00000 | -106.00 | 9682.00 |
7 | 2010.01.12 03:15 | sell | 4 | 1.00 | 1.60709 | 1.60815 | 0.00000 | ||
8 | 2010.01.12 03:40 | s/l | 4 | 1.00 | 1.60815 | 1.60815 | 0.00000 | -106.00 | 9576.00 |
9 | 2010.01.13 06:25 | buy | 5 | 1.00 | 1.61937 | 1.61831 | 0.00000 | ||
10 | 2010.01.13 06:40 | s/l | 5 | 1.00 | 1.61831 | 1.61831 | 0.00000 | -106.00 | 9470.00 |
11 | 2010.01.14 13:20 | sell | 6 | 1.00 | 1.62496 | 1.62602 | 0.00000 | ||
12 | 2010.01.14 13:27 | s/l | 6 | 1.00 | 1.62602 | 1.62602 | 0.00000 | -106.00 | 9364.00 |
13 | 2010.01.15 16:20 | sell | 7 | 1.00 | 1.62623 | 1.62729 | 0.00000 | ||
14 | 2010.01.15 16:22 | s/l | 7 | 1.00 | 1.62729 | 1.62729 | 0.00000 | -106.00 | 9258.00 |
15 | 2010.01.19 13:20 | sell | 8 | 1.00 | 1.63158 | 1.63264 | 0.00000 | ||
16 | 2010.01.19 13:27 | s/l | 8 | 1.00 | 1.63264 | 1.63264 | 0.00000 | -106.00 | 9152.00 |
17 | 2010.01.20 13:20 | sell | 9 | 1.00 | 1.62435 | 1.62541 | 0.00000 | ||
18 | 2010.01.20 13:22 | s/l | 9 | 1.00 | 1.62541 | 1.62541 | 0.00000 | -106.00 | 9046.00 |
19 | 2010.01.22 07:30 | buy | 10 | 1.00 | 1.62384 | 1.62278 | 0.00000 | ||
20 | 2010.01.22 07:50 | s/l | 10 | 1.00 | 1.62278 | 1.62278 | 0.00000 | -106.00 | 8940.00 |
21 | 2010.01.25 11:12 | buy | 11 | 1.00 | 1.61676 | 1.61570 | 0.00000 | ||
22 | 2010.01.25 11:15 | s/l | 11 | 1.00 | 1.61570 | 1.61570 | 0.00000 | -106.00 | 8834.00 |
23 | 2010.01.26 11:20 | sell | 12 | 1.00 | 1.61129 | 1.61235 | 0.00000 | ||
24 | 2010.01.26 11:22 | s/l | 12 | 1.00 | 1.61235 | 1.61235 | 0.00000 | -106.00 | 8728.00 |
25 | 2010.01.28 09:22 | buy | 13 | 1.00 | 1.62756 | 1.62650 | 0.00000 | ||
26 | 2010.01.28 09:27 | s/l | 13 | 1.00 | 1.62650 | 1.62650 | 0.00000 | -106.00 | 8622.00 |
27 | 2010.01.29 13:50 | sell | 14 | 1.00 | 1.61067 | 1.61173 | 0.00000 | ||
28 | 2010.01.29 13:57 | s/l | 14 | 1.00 | 1.61173 | 1.61173 | 0.00000 | -106.00 | 8516.00 |
29 | 2010.02.01 00:00 | sell | 15 | 1.00 | 1.59444 | 1.59550 | 0.00000 | ||
30 | 2010.02.01 00:10 | s/l | 15 | 1.00 | 1.59550 | 1.59550 | 0.00000 | -106.00 | 8410.00 |
31 | 2010.02.03 09:45 | buy | 16 | 1.00 | 1.60585 | 1.60479 | 0.00000 | ||
32 | 2010.02.03 10:15 | s/l | 16 | 1.00 | 1.60479 | 1.60479 | 0.00000 | -106.00 | 8304.00 |
33 | 2010.02.04 10:15 | sell | 17 | 1.00 | 1.58614 | 1.58720 | 0.00000 | ||
34 | 2010.02.04 13:20 | s/l | 17 | 1.00 | 1.58720 | 1.58720 | 0.00000 | -106.00 | 8198.00 |
35 | 2010.02.05 15:20 | sell | 18 | 1.00 | 1.56531 | 1.56637 | 0.00000 | ||
36 | 2010.02.05 15:22 | s/l | 18 | 1.00 | 1.56637 | 1.56637 | 0.00000 | -106.00 | 8092.00 |
37 | 2010.02.08 07:45 | sell | 19 | 1.00 | 1.55500 | 1.55606 | 0.00000 | ||
38 | 2010.02.08 08:10 | s/l | 19 | 1.00 | 1.55606 | 1.55606 | 0.00000 | -106.00 | 7986.00 |
39 | 2010.02.09 12:02 | sell | 20 | 1.00 | 1.55642 | 1.55748 | 0.00000 | ||
40 | 2010.02.09 12:10 | s/l | 20 | 1.00 | 1.55748 | 1.55748 | 0.00000 | -106.00 | 7880.00 |
41 | 2010.02.10 13:10 | sell | 21 | 1.00 | 1.56463 | 1.56569 | 0.00000 | ||
42 | 2010.02.10 23:00 | modify | 21 | 1.00 | 1.56463 | 1.56339 | 0.00000 | ||
43 | 2010.02.11 00:00 | modify | 21 | 1.00 | 1.56463 | 1.56293 | 0.00000 | ||
44 | 2010.02.11 01:40 | s/l | 21 | 1.00 | 1.56293 | 1.56293 | 0.00000 | 162.50 | 8042.50 |
45 | 2010.02.12 12:20 | sell | 22 | 1.00 | 1.55840 | 1.55946 | 0.00000 | ||
46 | 2010.02.12 12:22 | s/l | 22 | 1.00 | 1.55946 | 1.55946 | 0.00000 | -106.00 | 7936.50 |
47 | 2010.02.16 15:15 | sell | 23 | 1.00 | 1.56460 | 1.56566 | 0.00000 | ||
48 | 2010.02.16 16:20 | s/l | 23 | 1.00 | 1.56566 | 1.56566 | 0.00000 | -106.00 | 7830.50 |
49 | 2010.02.17 16:20 | sell | 24 | 1.00 | 1.57185 | 1.57291 | 0.00000 | ||
50 | 2010.02.17 16:22 | s/l | 24 | 1.00 | 1.57291 | 1.57291 | 0.00000 | -106.00 | 7724.50 |
51 | 2010.02.18 22:45 | sell | 25 | 1.00 | 1.55412 | 1.55518 | 0.00000 | ||
52 | 2010.02.18 22:47 | s/l | 25 | 1.00 | 1.55518 | 1.55518 | 0.00000 | -106.00 | 7618.50 |
53 | 2010.02.23 10:40 | sell | 26 | 1.00 | 1.54556 | 1.54662 | 0.00000 | ||
54 | 2010.02.23 17:20 | s/l | 26 | 1.00 | 1.54662 | 1.54662 | 0.00000 | -106.00 | 7512.50 |
55 | 2010.02.24 14:50 | sell | 27 | 1.00 | 1.54021 | 1.54127 | 0.00000 | ||
56 | 2010.02.24 14:57 | s/l | 27 | 1.00 | 1.54127 | 1.54127 | 0.00000 | -106.00 | 7406.50 |
57 | 2010.02.25 14:50 | sell | 28 | 1.00 | 1.52439 | 1.52545 | 0.00000 | ||
58 | 2010.02.25 14:52 | s/l | 28 | 1.00 | 1.52545 | 1.52545 | 0.00000 | -106.00 | 7300.50 |
59 | 2010.02.26 15:15 | sell | 29 | 1.00 | 1.51746 | 1.51852 | 0.00000 | ||
60 | 2010.02.26 15:50 | s/l | 29 | 1.00 | 1.51852 | 1.51852 | 0.00000 | -106.00 | 7194.50 |