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 | LotSize=0.01; TakeProfit=100; StopLoss=100; useStopLoss=false; Slippage=1; UseMoneyManagement=false; AccountIsMicro=false; Risk=10; BuyComment=""3"; SellComment=""3"; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -60.35 | Gross profit | 18.02 | Gross loss | -78.37 |
Profit factor | 0.23 | Expected payoff | -3.18 | ||
Absolute drawdown | 76.37 | Maximal drawdown | 92.39 (0.92%) | Relative drawdown | 0.92% (92.39) |
Total trades | 19 | Short positions (won %) | 2 (100.00%) | Long positions (won %) | 17 (94.12%) |
Profit trades (% of total) | 18 (94.74%) | Loss trades (% of total) | 1 (5.26%) | ||
Largest | profit trade | 1.01 | loss trade | -78.37 | |
Average | profit trade | 1.00 | loss trade | -78.37 | |
Maximum | consecutive wins (profit in money) | 16 (16.02) | consecutive losses (loss in money) | 1 (-78.37) | |
Maximal | consecutive profit (count of wins) | 16.02 (16) | consecutive loss (count of losses) | -78.37 (1) | |
Average | consecutive wins | 9 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 00:00 | buy | 1 | 0.01 | 1.61277 | 0.00000 | 1.61377 | ||
2 | 2010.01.04 00:15 | t/p | 1 | 0.01 | 1.61377 | 0.00000 | 1.61377 | 1.00 | 10001.00 |
3 | 2010.01.04 00:15 | buy | 2 | 0.01 | 1.61465 | 0.00000 | 1.61565 | ||
4 | 2010.01.04 09:50 | t/p | 2 | 0.01 | 1.61565 | 0.00000 | 1.61565 | 1.00 | 10002.00 |
5 | 2010.01.04 09:50 | buy | 3 | 0.01 | 1.61634 | 0.00000 | 1.61734 | ||
6 | 2010.01.04 10:15 | t/p | 3 | 0.01 | 1.61734 | 0.00000 | 1.61734 | 1.00 | 10003.00 |
7 | 2010.01.04 10:15 | buy | 4 | 0.01 | 1.61814 | 0.00000 | 1.61914 | ||
8 | 2010.01.04 10:45 | t/p | 4 | 0.01 | 1.61914 | 0.00000 | 1.61914 | 1.00 | 10004.00 |
9 | 2010.01.04 10:45 | buy | 5 | 0.01 | 1.62052 | 0.00000 | 1.62152 | ||
10 | 2010.01.04 11:10 | t/p | 5 | 0.01 | 1.62152 | 0.00000 | 1.62152 | 1.00 | 10005.00 |
11 | 2010.01.04 11:10 | buy | 6 | 0.01 | 1.62209 | 0.00000 | 1.62309 | ||
12 | 2010.01.04 11:20 | t/p | 6 | 0.01 | 1.62309 | 0.00000 | 1.62309 | 1.00 | 10006.00 |
13 | 2010.01.04 11:20 | buy | 7 | 0.01 | 1.62463 | 0.00000 | 1.62563 | ||
14 | 2010.01.13 10:32 | t/p | 7 | 0.01 | 1.62563 | 0.00000 | 1.62563 | 1.01 | 10007.01 |
15 | 2010.01.13 10:32 | buy | 8 | 0.01 | 1.62686 | 0.00000 | 1.62786 | ||
16 | 2010.01.13 12:46 | t/p | 8 | 0.01 | 1.62786 | 0.00000 | 1.62786 | 1.00 | 10008.01 |
17 | 2010.01.13 12:46 | buy | 9 | 0.01 | 1.62867 | 0.00000 | 1.62967 | ||
18 | 2010.01.13 18:20 | t/p | 9 | 0.01 | 1.62967 | 0.00000 | 1.62967 | 1.00 | 10009.01 |
19 | 2010.01.13 18:20 | buy | 10 | 0.01 | 1.63054 | 0.00000 | 1.63154 | ||
20 | 2010.01.14 14:50 | t/p | 10 | 0.01 | 1.63154 | 0.00000 | 1.63154 | 1.00 | 10010.01 |
21 | 2010.01.14 14:50 | buy | 11 | 0.01 | 1.63298 | 0.00000 | 1.63398 | ||
22 | 2010.01.14 19:45 | t/p | 11 | 0.01 | 1.63398 | 0.00000 | 1.63398 | 1.00 | 10011.01 |
23 | 2010.01.14 19:45 | buy | 12 | 0.01 | 1.63479 | 0.00000 | 1.63579 | ||
24 | 2010.01.18 11:15 | t/p | 12 | 0.01 | 1.63579 | 0.00000 | 1.63579 | 1.00 | 10012.01 |
25 | 2010.01.18 11:15 | buy | 13 | 0.01 | 1.63737 | 0.00000 | 1.63837 | ||
26 | 2010.01.19 01:40 | t/p | 13 | 0.01 | 1.63837 | 0.00000 | 1.63837 | 1.00 | 10013.02 |
27 | 2010.01.19 01:40 | buy | 14 | 0.01 | 1.63938 | 0.00000 | 1.64038 | ||
28 | 2010.01.19 01:50 | t/p | 14 | 0.01 | 1.64038 | 0.00000 | 1.64038 | 1.00 | 10014.02 |
29 | 2010.01.19 01:50 | buy | 15 | 0.01 | 1.64194 | 0.00000 | 1.64294 | ||
30 | 2010.01.19 07:50 | t/p | 15 | 0.01 | 1.64294 | 0.00000 | 1.64294 | 1.00 | 10015.02 |
31 | 2010.01.19 07:50 | buy | 16 | 0.01 | 1.64354 | 0.00000 | 1.64454 | ||
32 | 2010.01.19 10:32 | t/p | 16 | 0.01 | 1.64454 | 0.00000 | 1.64454 | 1.00 | 10016.02 |
33 | 2010.01.19 10:32 | buy | 17 | 0.01 | 1.64589 | 0.00000 | 1.64689 | ||
34 | 2010.02.18 00:20 | close | 17 | 0.01 | 1.56749 | 0.00000 | 1.64689 | -78.37 | 9937.65 |
35 | 2010.02.18 00:20 | sell | 18 | 0.01 | 1.56749 | 0.00000 | 1.56649 | ||
36 | 2010.02.18 01:45 | t/p | 18 | 0.01 | 1.56649 | 0.00000 | 1.56649 | 1.00 | 9938.65 |
37 | 2010.02.18 02:37 | sell | 19 | 0.01 | 1.56700 | 0.00000 | 1.56600 | ||
38 | 2010.02.18 02:45 | t/p | 19 | 0.01 | 1.56600 | 0.00000 | 1.56600 | 1.00 | 9939.65 |