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 | MagicNumber=0; SignalMail=false; EachTickMode=false; Lots=1; Slippage=3; StopLossMode=false; StopLoss=40; TakeProfitMode=false; TakeProfit=80; TrailingStopMode=false; TrailingStop=20; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 577.00 | Gross profit | 11500.00 | Gross loss | -10923.00 |
Profit factor | 1.05 | Expected payoff | 10.49 | ||
Absolute drawdown | 2709.50 | Maximal drawdown | 4805.50 (37.78%) | Relative drawdown | 37.78% (4805.50) |
Total trades | 55 | Short positions (won %) | 55 (29.09%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 16 (29.09%) | Loss trades (% of total) | 39 (70.91%) | ||
Largest | profit trade | 2518.00 | loss trade | -795.00 | |
Average | profit trade | 718.75 | loss trade | -280.08 | |
Maximum | consecutive wins (profit in money) | 2 (2855.50) | consecutive losses (loss in money) | 11 (-3672.50) | |
Maximal | consecutive profit (count of wins) | 2855.50 (2) | consecutive loss (count of losses) | -3672.50 (11) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 01:00 | sell | 1 | 1.00 | 1.61369 | 0.00000 | 0.00000 | ||
2 | 2010.01.04 10:00 | close | 1 | 1.00 | 1.61582 | 0.00000 | 0.00000 | -213.00 | 9787.00 |
3 | 2010.01.04 16:00 | sell | 2 | 1.00 | 1.61637 | 0.00000 | 0.00000 | ||
4 | 2010.01.05 07:00 | close | 2 | 1.00 | 1.61377 | 0.00000 | 0.00000 | 257.50 | 10044.50 |
5 | 2010.01.05 10:00 | sell | 3 | 1.00 | 1.60436 | 0.00000 | 0.00000 | ||
6 | 2010.01.06 09:00 | close | 3 | 1.00 | 1.60217 | 0.00000 | 0.00000 | 216.50 | 10261.00 |
7 | 2010.01.06 14:00 | sell | 4 | 1.00 | 1.59651 | 0.00000 | 0.00000 | ||
8 | 2010.01.06 18:00 | close | 4 | 1.00 | 1.60187 | 0.00000 | 0.00000 | -536.00 | 9725.00 |
9 | 2010.01.07 05:00 | sell | 5 | 1.00 | 1.60117 | 0.00000 | 0.00000 | ||
10 | 2010.01.07 19:00 | close | 5 | 1.00 | 1.59474 | 0.00000 | 0.00000 | 643.00 | 10368.00 |
11 | 2010.01.07 20:00 | sell | 6 | 1.00 | 1.59284 | 0.00000 | 0.00000 | ||
12 | 2010.01.07 21:00 | close | 6 | 1.00 | 1.59477 | 0.00000 | 0.00000 | -193.00 | 10175.00 |
13 | 2010.01.08 00:00 | sell | 7 | 1.00 | 1.59249 | 0.00000 | 0.00000 | ||
14 | 2010.01.08 02:00 | close | 7 | 1.00 | 1.59510 | 0.00000 | 0.00000 | -261.00 | 9914.00 |
15 | 2010.01.08 04:00 | sell | 8 | 1.00 | 1.59200 | 0.00000 | 0.00000 | ||
16 | 2010.01.08 06:00 | close | 8 | 1.00 | 1.59465 | 0.00000 | 0.00000 | -265.00 | 9649.00 |
17 | 2010.01.08 18:00 | sell | 9 | 1.00 | 1.59908 | 0.00000 | 0.00000 | ||
18 | 2010.01.08 20:00 | close | 9 | 1.00 | 1.60310 | 0.00000 | 0.00000 | -402.00 | 9247.00 |
19 | 2010.01.11 20:00 | sell | 10 | 1.00 | 1.61146 | 0.00000 | 0.00000 | ||
20 | 2010.01.12 08:00 | close | 10 | 1.00 | 1.61218 | 0.00000 | 0.00000 | -74.50 | 9172.50 |
21 | 2010.01.13 01:00 | sell | 11 | 1.00 | 1.61503 | 0.00000 | 0.00000 | ||
22 | 2010.01.13 05:00 | close | 11 | 1.00 | 1.61715 | 0.00000 | 0.00000 | -212.00 | 8960.50 |
23 | 2010.01.14 07:00 | sell | 12 | 1.00 | 1.62853 | 0.00000 | 0.00000 | ||
24 | 2010.01.14 16:00 | close | 12 | 1.00 | 1.62959 | 0.00000 | 0.00000 | -106.00 | 8854.50 |
25 | 2010.01.15 03:00 | sell | 13 | 1.00 | 1.63020 | 0.00000 | 0.00000 | ||
26 | 2010.01.15 06:00 | close | 13 | 1.00 | 1.63398 | 0.00000 | 0.00000 | -378.00 | 8476.50 |
27 | 2010.01.15 11:00 | sell | 14 | 1.00 | 1.63054 | 0.00000 | 0.00000 | ||
28 | 2010.01.18 01:00 | close | 14 | 1.00 | 1.62934 | 0.00000 | 0.00000 | 117.50 | 8594.00 |
29 | 2010.01.18 15:00 | sell | 15 | 1.00 | 1.63056 | 0.00000 | 0.00000 | ||
30 | 2010.01.18 18:00 | close | 15 | 1.00 | 1.63330 | 0.00000 | 0.00000 | -274.00 | 8320.00 |
31 | 2010.01.19 12:00 | sell | 16 | 1.00 | 1.63826 | 0.00000 | 0.00000 | ||
32 | 2010.01.19 18:00 | close | 16 | 1.00 | 1.63733 | 0.00000 | 0.00000 | 93.00 | 8413.00 |
33 | 2010.01.19 23:00 | sell | 17 | 1.00 | 1.63587 | 0.00000 | 0.00000 | ||
34 | 2010.01.20 18:00 | close | 17 | 1.00 | 1.62906 | 0.00000 | 0.00000 | 678.50 | 9091.50 |
35 | 2010.01.20 19:00 | sell | 18 | 1.00 | 1.62774 | 0.00000 | 0.00000 | ||
36 | 2010.01.20 22:00 | close | 18 | 1.00 | 1.62906 | 0.00000 | 0.00000 | -132.00 | 8959.50 |
37 | 2010.01.21 03:00 | sell | 19 | 1.00 | 1.62725 | 0.00000 | 0.00000 | ||
38 | 2010.01.21 08:00 | close | 19 | 1.00 | 1.62939 | 0.00000 | 0.00000 | -214.00 | 8745.50 |
39 | 2010.01.21 09:00 | sell | 20 | 1.00 | 1.62300 | 0.00000 | 0.00000 | ||
40 | 2010.01.21 18:00 | close | 20 | 1.00 | 1.62167 | 0.00000 | 0.00000 | 133.00 | 8878.50 |
41 | 2010.01.21 23:00 | sell | 21 | 1.00 | 1.61912 | 0.00000 | 0.00000 | ||
42 | 2010.01.22 03:00 | close | 21 | 1.00 | 1.62204 | 0.00000 | 0.00000 | -294.50 | 8584.00 |
43 | 2010.01.22 13:00 | sell | 22 | 1.00 | 1.61762 | 0.00000 | 0.00000 | ||
44 | 2010.01.25 08:00 | close | 22 | 1.00 | 1.61355 | 0.00000 | 0.00000 | 404.50 | 8988.50 |
45 | 2010.01.26 05:00 | sell | 23 | 1.00 | 1.62202 | 0.00000 | 0.00000 | ||
46 | 2010.01.26 10:00 | close | 23 | 1.00 | 1.62433 | 0.00000 | 0.00000 | -231.00 | 8757.50 |
47 | 2010.01.26 11:00 | sell | 24 | 1.00 | 1.61371 | 0.00000 | 0.00000 | ||
48 | 2010.01.26 19:00 | close | 24 | 1.00 | 1.61586 | 0.00000 | 0.00000 | -215.00 | 8542.50 |
49 | 2010.01.26 22:00 | sell | 25 | 1.00 | 1.61412 | 0.00000 | 0.00000 | ||
50 | 2010.01.27 09:00 | close | 25 | 1.00 | 1.61460 | 0.00000 | 0.00000 | -50.50 | 8492.00 |
51 | 2010.01.27 10:00 | sell | 26 | 1.00 | 1.61178 | 0.00000 | 0.00000 | ||
52 | 2010.01.27 11:00 | close | 26 | 1.00 | 1.61914 | 0.00000 | 0.00000 | -736.00 | 7756.00 |
53 | 2010.01.27 19:00 | sell | 27 | 1.00 | 1.61809 | 0.00000 | 0.00000 | ||
54 | 2010.01.28 04:00 | close | 27 | 1.00 | 1.62117 | 0.00000 | 0.00000 | -315.50 | 7440.50 |
55 | 2010.01.28 16:00 | sell | 28 | 1.00 | 1.62080 | 0.00000 | 0.00000 | ||
56 | 2010.01.29 10:00 | close | 28 | 1.00 | 1.61765 | 0.00000 | 0.00000 | 312.50 | 7753.00 |
57 | 2010.01.29 13:00 | sell | 29 | 1.00 | 1.61362 | 0.00000 | 0.00000 | ||
58 | 2010.02.01 16:00 | close | 29 | 1.00 | 1.59358 | 0.00000 | 0.00000 | 2001.50 | 9754.50 |
59 | 2010.02.02 05:00 | sell | 30 | 1.00 | 1.59319 | 0.00000 | 0.00000 | ||
60 | 2010.02.02 09:00 | close | 30 | 1.00 | 1.59550 | 0.00000 | 0.00000 | -231.00 | 9523.50 |
61 | 2010.02.02 10:00 | sell | 31 | 1.00 | 1.59180 | 0.00000 | 0.00000 | ||
62 | 2010.02.02 15:00 | close | 31 | 1.00 | 1.59470 | 0.00000 | 0.00000 | -290.00 | 9233.50 |
63 | 2010.02.03 13:00 | sell | 32 | 1.00 | 1.59784 | 0.00000 | 0.00000 | ||
64 | 2010.02.05 15:00 | close | 32 | 1.00 | 1.57256 | 0.00000 | 0.00000 | 2518.00 | 11751.50 |
65 | 2010.02.05 16:00 | sell | 33 | 1.00 | 1.56376 | 0.00000 | 0.00000 | ||
66 | 2010.02.08 15:00 | close | 33 | 1.00 | 1.56036 | 0.00000 | 0.00000 | 337.50 | 12089.00 |
67 | 2010.02.08 22:00 | sell | 34 | 1.00 | 1.55990 | 0.00000 | 0.00000 | ||
68 | 2010.02.09 05:00 | close | 34 | 1.00 | 1.56067 | 0.00000 | 0.00000 | -79.50 | 12009.50 |
69 | 2010.02.09 11:00 | sell | 35 | 1.00 | 1.55850 | 0.00000 | 0.00000 | ||
70 | 2010.02.09 15:00 | close | 35 | 1.00 | 1.56278 | 0.00000 | 0.00000 | -428.00 | 11581.50 |
71 | 2010.02.10 05:00 | sell | 36 | 1.00 | 1.56738 | 0.00000 | 0.00000 | ||
72 | 2010.02.10 11:00 | close | 36 | 1.00 | 1.57325 | 0.00000 | 0.00000 | -587.00 | 10994.50 |
73 | 2010.02.10 14:00 | sell | 37 | 1.00 | 1.56204 | 0.00000 | 0.00000 | ||
74 | 2010.02.11 02:00 | close | 37 | 1.00 | 1.56241 | 0.00000 | 0.00000 | -44.50 | 10950.00 |
75 | 2010.02.11 09:00 | sell | 38 | 1.00 | 1.56061 | 0.00000 | 0.00000 | ||
76 | 2010.02.11 14:00 | close | 38 | 1.00 | 1.56288 | 0.00000 | 0.00000 | -227.00 | 10723.00 |
77 | 2010.02.11 16:00 | sell | 39 | 1.00 | 1.55978 | 0.00000 | 0.00000 | ||
78 | 2010.02.11 18:00 | close | 39 | 1.00 | 1.56773 | 0.00000 | 0.00000 | -795.00 | 9928.00 |
79 | 2010.02.12 12:00 | sell | 40 | 1.00 | 1.56142 | 0.00000 | 0.00000 | ||
80 | 2010.02.12 18:00 | close | 40 | 1.00 | 1.56731 | 0.00000 | 0.00000 | -589.00 | 9339.00 |
81 | 2010.02.15 03:00 | sell | 41 | 1.00 | 1.56618 | 0.00000 | 0.00000 | ||
82 | 2010.02.15 10:00 | close | 41 | 1.00 | 1.56794 | 0.00000 | 0.00000 | -176.00 | 9163.00 |
83 | 2010.02.15 16:00 | sell | 42 | 1.00 | 1.56629 | 0.00000 | 0.00000 | ||
84 | 2010.02.16 01:00 | close | 42 | 1.00 | 1.56694 | 0.00000 | 0.00000 | -67.50 | 9095.50 |
85 | 2010.02.16 12:00 | sell | 43 | 1.00 | 1.56854 | 0.00000 | 0.00000 | ||
86 | 2010.02.16 18:00 | close | 43 | 1.00 | 1.57371 | 0.00000 | 0.00000 | -517.00 | 8578.50 |
87 | 2010.02.17 05:00 | sell | 44 | 1.00 | 1.57682 | 0.00000 | 0.00000 | ||
88 | 2010.02.17 06:00 | close | 44 | 1.00 | 1.57844 | 0.00000 | 0.00000 | -162.00 | 8416.50 |
89 | 2010.02.17 12:00 | sell | 45 | 1.00 | 1.57623 | 0.00000 | 0.00000 | ||
90 | 2010.02.18 17:00 | close | 45 | 1.00 | 1.56449 | 0.00000 | 0.00000 | 1166.50 | 9583.00 |
91 | 2010.02.18 19:00 | sell | 46 | 1.00 | 1.56015 | 0.00000 | 0.00000 | ||
92 | 2010.02.18 21:00 | close | 46 | 1.00 | 1.56266 | 0.00000 | 0.00000 | -251.00 | 9332.00 |
93 | 2010.02.18 23:00 | sell | 47 | 1.00 | 1.55264 | 0.00000 | 0.00000 | ||
94 | 2010.02.19 16:00 | close | 47 | 1.00 | 1.54230 | 0.00000 | 0.00000 | 1031.50 | 10363.50 |
95 | 2010.02.22 08:00 | sell | 48 | 1.00 | 1.54548 | 0.00000 | 0.00000 | ||
96 | 2010.02.22 15:00 | close | 48 | 1.00 | 1.54810 | 0.00000 | 0.00000 | -262.00 | 10101.50 |
97 | 2010.02.22 20:00 | sell | 49 | 1.00 | 1.54699 | 0.00000 | 0.00000 | ||
98 | 2010.02.22 21:00 | close | 49 | 1.00 | 1.54935 | 0.00000 | 0.00000 | -236.00 | 9865.50 |
99 | 2010.02.23 11:00 | sell | 50 | 1.00 | 1.54315 | 0.00000 | 0.00000 | ||
100 | 2010.02.24 01:00 | close | 50 | 1.00 | 1.54487 | 0.00000 | 0.00000 | -174.50 | 9691.00 |
101 | 2010.02.24 09:00 | sell | 51 | 1.00 | 1.54275 | 0.00000 | 0.00000 | ||
102 | 2010.02.24 13:00 | close | 51 | 1.00 | 1.54534 | 0.00000 | 0.00000 | -259.00 | 9432.00 |
103 | 2010.02.24 15:00 | sell | 52 | 1.00 | 1.54131 | 0.00000 | 0.00000 | ||
104 | 2010.02.24 18:00 | close | 52 | 1.00 | 1.54366 | 0.00000 | 0.00000 | -235.00 | 9197.00 |
105 | 2010.02.24 19:00 | sell | 53 | 1.00 | 1.54148 | 0.00000 | 0.00000 | ||
106 | 2010.02.26 00:00 | close | 53 | 1.00 | 1.52612 | 0.00000 | 0.00000 | 1526.00 | 10723.00 |
107 | 2010.02.26 01:00 | sell | 54 | 1.00 | 1.52394 | 0.00000 | 0.00000 | ||
108 | 2010.02.26 04:00 | close | 54 | 1.00 | 1.52603 | 0.00000 | 0.00000 | -209.00 | 10514.00 |
109 | 2010.02.26 09:00 | sell | 55 | 1.00 | 1.52475 | 0.00000 | 0.00000 | ||
110 | 2010.02.26 19:00 | close | 55 | 1.00 | 1.52412 | 0.00000 | 0.00000 | 63.00 | 10577.00 |