Strategy Tester Report
1H-4H-1D
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=3; Slippage=3; StopLossMode=false; StopLoss=75; TakeProfitMode=false; TakeProfit=150; TrailingStopMode=false; TrailingStop=30; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -10072.50 | Gross profit | 5154.00 | Gross loss | -15226.50 |
Profit factor | 0.34 | Expected payoff | -279.79 | ||
Absolute drawdown | 10072.50 | Maximal drawdown | 10981.50 (100.66%) | Relative drawdown | 100.66% (10981.50) |
Total trades | 36 | Short positions (won %) | 36 (33.33%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 12 (33.33%) | Loss trades (% of total) | 24 (66.67%) | ||
Largest | profit trade | 825.00 | loss trade | -3975.00 | |
Average | profit trade | 429.50 | loss trade | -634.44 | |
Maximum | consecutive wins (profit in money) | 2 (1236.00) | consecutive losses (loss in money) | 7 (-1741.50) | |
Maximal | consecutive profit (count of wins) | 1236.00 (2) | consecutive loss (count of losses) | -5004.00 (3) | |
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 | 3.00 | 1.61369 | 0.00000 | 0.00000 | ||
2 | 2010.01.04 02:00 | close | 1 | 3.00 | 1.61212 | 0.00000 | 0.00000 | 471.00 | 10471.00 |
3 | 2010.01.04 03:00 | sell | 2 | 3.00 | 1.60881 | 0.00000 | 0.00000 | ||
4 | 2010.01.04 04:00 | close | 2 | 3.00 | 1.61110 | 0.00000 | 0.00000 | -687.00 | 9784.00 |
5 | 2010.01.04 05:00 | sell | 3 | 3.00 | 1.60863 | 0.00000 | 0.00000 | ||
6 | 2010.01.04 06:00 | close | 3 | 3.00 | 1.60904 | 0.00000 | 0.00000 | -123.00 | 9661.00 |
7 | 2010.01.04 07:00 | sell | 4 | 3.00 | 1.60924 | 0.00000 | 0.00000 | ||
8 | 2010.01.04 08:00 | close | 4 | 3.00 | 1.60883 | 0.00000 | 0.00000 | 123.00 | 9784.00 |
9 | 2010.01.04 09:00 | sell | 5 | 3.00 | 1.60968 | 0.00000 | 0.00000 | ||
10 | 2010.01.04 10:00 | close | 5 | 3.00 | 1.61540 | 0.00000 | 0.00000 | -1716.00 | 8068.00 |
11 | 2010.01.04 14:00 | sell | 6 | 3.00 | 1.61466 | 0.00000 | 0.00000 | ||
12 | 2010.01.04 15:00 | close | 6 | 3.00 | 1.61634 | 0.00000 | 0.00000 | -504.00 | 7564.00 |
13 | 2010.01.04 17:00 | sell | 7 | 3.00 | 1.61191 | 0.00000 | 0.00000 | ||
14 | 2010.01.04 18:00 | close | 7 | 3.00 | 1.61073 | 0.00000 | 0.00000 | 354.00 | 7918.00 |
15 | 2010.01.04 19:00 | sell | 8 | 3.00 | 1.61251 | 0.00000 | 0.00000 | ||
16 | 2010.01.04 20:00 | close | 8 | 3.00 | 1.60990 | 0.00000 | 0.00000 | 783.00 | 8701.00 |
17 | 2010.01.04 21:00 | sell | 9 | 3.00 | 1.60927 | 0.00000 | 0.00000 | ||
18 | 2010.01.04 22:00 | close | 9 | 3.00 | 1.61018 | 0.00000 | 0.00000 | -273.00 | 8428.00 |
19 | 2010.01.04 23:00 | sell | 10 | 3.00 | 1.60815 | 0.00000 | 0.00000 | ||
20 | 2010.01.05 00:00 | close | 10 | 3.00 | 1.60894 | 0.00000 | 0.00000 | -244.50 | 8183.50 |
21 | 2010.01.05 03:00 | sell | 11 | 3.00 | 1.60777 | 0.00000 | 0.00000 | ||
22 | 2010.01.05 04:00 | close | 11 | 3.00 | 1.60949 | 0.00000 | 0.00000 | -516.00 | 7667.50 |
23 | 2010.01.05 05:00 | sell | 12 | 3.00 | 1.60861 | 0.00000 | 0.00000 | ||
24 | 2010.01.05 06:00 | close | 12 | 3.00 | 1.60874 | 0.00000 | 0.00000 | -39.00 | 7628.50 |
25 | 2010.01.05 10:00 | sell | 13 | 3.00 | 1.60436 | 0.00000 | 0.00000 | ||
26 | 2010.01.05 11:00 | close | 13 | 3.00 | 1.60500 | 0.00000 | 0.00000 | -192.00 | 7436.50 |
27 | 2010.01.05 12:00 | sell | 14 | 3.00 | 1.59996 | 0.00000 | 0.00000 | ||
28 | 2010.01.05 13:00 | close | 14 | 3.00 | 1.60130 | 0.00000 | 0.00000 | -402.00 | 7034.50 |
29 | 2010.01.05 14:00 | sell | 15 | 3.00 | 1.60358 | 0.00000 | 0.00000 | ||
30 | 2010.01.05 15:00 | close | 15 | 3.00 | 1.60383 | 0.00000 | 0.00000 | -75.00 | 6959.50 |
31 | 2010.01.05 18:00 | sell | 16 | 3.00 | 1.60068 | 0.00000 | 0.00000 | ||
32 | 2010.01.05 19:00 | close | 16 | 3.00 | 1.60033 | 0.00000 | 0.00000 | 105.00 | 7064.50 |
33 | 2010.01.05 20:00 | sell | 17 | 3.00 | 1.59750 | 0.00000 | 0.00000 | ||
34 | 2010.01.05 21:00 | close | 17 | 3.00 | 1.60016 | 0.00000 | 0.00000 | -798.00 | 6266.50 |
35 | 2010.01.05 23:00 | sell | 18 | 3.00 | 1.59898 | 0.00000 | 0.00000 | ||
36 | 2010.01.06 00:00 | close | 18 | 3.00 | 1.59876 | 0.00000 | 0.00000 | 58.50 | 6325.00 |
37 | 2010.01.06 01:00 | sell | 19 | 3.00 | 1.59897 | 0.00000 | 0.00000 | ||
38 | 2010.01.06 02:00 | close | 19 | 3.00 | 1.59656 | 0.00000 | 0.00000 | 723.00 | 7048.00 |
39 | 2010.01.06 05:00 | sell | 20 | 3.00 | 1.59789 | 0.00000 | 0.00000 | ||
40 | 2010.01.06 06:00 | close | 20 | 3.00 | 1.59804 | 0.00000 | 0.00000 | -45.00 | 7003.00 |
41 | 2010.01.06 07:00 | sell | 21 | 3.00 | 1.59629 | 0.00000 | 0.00000 | ||
42 | 2010.01.06 08:00 | close | 21 | 3.00 | 1.59752 | 0.00000 | 0.00000 | -369.00 | 6634.00 |
43 | 2010.01.06 12:00 | sell | 22 | 3.00 | 1.60105 | 0.00000 | 0.00000 | ||
44 | 2010.01.06 13:00 | close | 22 | 3.00 | 1.59830 | 0.00000 | 0.00000 | 825.00 | 7459.00 |
45 | 2010.01.06 14:00 | sell | 23 | 3.00 | 1.59651 | 0.00000 | 0.00000 | ||
46 | 2010.01.06 15:00 | close | 23 | 3.00 | 1.59694 | 0.00000 | 0.00000 | -129.00 | 7330.00 |
47 | 2010.01.06 16:00 | sell | 24 | 3.00 | 1.59468 | 0.00000 | 0.00000 | ||
48 | 2010.01.06 17:00 | close | 24 | 3.00 | 1.59993 | 0.00000 | 0.00000 | -1575.00 | 5755.00 |
49 | 2010.01.06 20:00 | sell | 25 | 3.00 | 1.59901 | 0.00000 | 0.00000 | ||
50 | 2010.01.06 21:00 | close | 25 | 3.00 | 1.59970 | 0.00000 | 0.00000 | -207.00 | 5548.00 |
51 | 2010.01.07 04:00 | sell | 26 | 3.00 | 1.60006 | 0.00000 | 0.00000 | ||
52 | 2010.01.07 05:00 | close | 26 | 3.00 | 1.60131 | 0.00000 | 0.00000 | -375.00 | 5173.00 |
53 | 2010.01.07 06:00 | sell | 27 | 3.00 | 1.60016 | 0.00000 | 0.00000 | ||
54 | 2010.01.07 07:00 | close | 27 | 3.00 | 1.59749 | 0.00000 | 0.00000 | 801.00 | 5974.00 |
55 | 2010.01.07 08:00 | sell | 28 | 3.00 | 1.59673 | 0.00000 | 0.00000 | ||
56 | 2010.01.07 09:00 | close | 28 | 3.00 | 1.59528 | 0.00000 | 0.00000 | 435.00 | 6409.00 |
57 | 2010.01.07 10:00 | sell | 29 | 3.00 | 1.59231 | 0.00000 | 0.00000 | ||
58 | 2010.01.07 11:00 | close | 29 | 3.00 | 1.59346 | 0.00000 | 0.00000 | -345.00 | 6064.00 |
59 | 2010.01.07 12:00 | sell | 30 | 3.00 | 1.59214 | 0.00000 | 0.00000 | ||
60 | 2010.01.07 13:00 | close | 30 | 3.00 | 1.59082 | 0.00000 | 0.00000 | 396.00 | 6460.00 |
61 | 2010.01.07 14:00 | sell | 31 | 3.00 | 1.59038 | 0.00000 | 0.00000 | ||
62 | 2010.01.07 15:00 | close | 31 | 3.00 | 1.59241 | 0.00000 | 0.00000 | -609.00 | 5851.00 |
63 | 2010.01.07 18:00 | sell | 32 | 3.00 | 1.59099 | 0.00000 | 0.00000 | ||
64 | 2010.01.07 19:00 | close | 32 | 3.00 | 1.59432 | 0.00000 | 0.00000 | -999.00 | 4852.00 |
65 | 2010.01.07 23:00 | sell | 33 | 3.00 | 1.59292 | 0.00000 | 0.00000 | ||
66 | 2010.01.08 00:00 | close | 33 | 3.00 | 1.59263 | 0.00000 | 0.00000 | 79.50 | 4931.50 |
67 | 2010.01.08 01:00 | sell | 34 | 3.00 | 1.59323 | 0.00000 | 0.00000 | ||
68 | 2010.01.08 02:00 | close | 34 | 3.00 | 1.59468 | 0.00000 | 0.00000 | -435.00 | 4496.50 |
69 | 2010.01.08 04:00 | sell | 35 | 3.00 | 1.59200 | 0.00000 | 0.00000 | ||
70 | 2010.01.08 05:00 | close | 35 | 3.00 | 1.59398 | 0.00000 | 0.00000 | -594.00 | 3902.50 |
71 | 2010.01.08 14:00 | sell | 36 | 3.00 | 1.59787 | 0.00000 | 0.00000 | ||
72 | 2010.01.08 14:50 | close at stop | 36 | 3.00 | 1.61112 | 0.00000 | 0.00000 | -3975.00 | -72.50 |