Strategy Tester Report
6ema_8ema
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 | UseMoneyManagement=false; AccountIsMicro=false; Risk=2; SignalMail=false; EachTickMode=false; Lots=1; Slippage=3; UseStopLoss=false; StopLoss=30; UseTakeProfit=false; TakeProfit=60; UseTrailingStop=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 | -5110.60 | Gross profit | 14514.10 | Gross loss | -19624.70 |
Profit factor | 0.74 | Expected payoff | -63.09 | ||
Absolute drawdown | 6868.30 | Maximal drawdown | 7656.30 (70.97%) | Relative drawdown | 70.97% (7656.30) |
Total trades | 81 | Short positions (won %) | 42 (28.57%) | Long positions (won %) | 39 (23.08%) |
Profit trades (% of total) | 21 (25.93%) | Loss trades (% of total) | 60 (74.07%) | ||
Largest | profit trade | 3665.50 | loss trade | -1074.00 | |
Average | profit trade | 691.15 | loss trade | -327.08 | |
Maximum | consecutive wins (profit in money) | 3 (2380.10) | consecutive losses (loss in money) | 16 (-5245.70) | |
Maximal | consecutive profit (count of wins) | 3766.60 (2) | consecutive loss (count of losses) | -5245.70 (16) | |
Average | consecutive wins | 1 | consecutive losses | 4 |
# | 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 | 1.61540 | 0.00000 | 0.00000 | -171.00 | 9829.00 |
3 | 2010.01.04 11:00 | buy | 2 | 1.00 | 1.62049 | 0.00000 | 0.00000 | ||
4 | 2010.01.04 18:00 | close | 2 | 1.00 | 1.61059 | 0.00000 | 0.00000 | -990.00 | 8839.00 |
5 | 2010.01.04 19:00 | sell | 3 | 1.00 | 1.61251 | 0.00000 | 0.00000 | ||
6 | 2010.01.05 07:00 | close | 3 | 1.00 | 1.61335 | 0.00000 | 0.00000 | -86.50 | 8752.50 |
7 | 2010.01.05 08:00 | buy | 4 | 1.00 | 1.61510 | 0.00000 | 0.00000 | ||
8 | 2010.01.05 10:00 | close | 4 | 1.00 | 1.60436 | 0.00000 | 0.00000 | -1074.00 | 7678.50 |
9 | 2010.01.05 11:00 | sell | 5 | 1.00 | 1.60486 | 0.00000 | 0.00000 | ||
10 | 2010.01.06 09:00 | close | 5 | 1.00 | 1.60175 | 0.00000 | 0.00000 | 308.50 | 7987.00 |
11 | 2010.01.06 10:00 | buy | 6 | 1.00 | 1.60419 | 0.00000 | 0.00000 | ||
12 | 2010.01.06 14:00 | close | 6 | 1.00 | 1.59651 | 0.00000 | 0.00000 | -768.00 | 7219.00 |
13 | 2010.01.06 15:00 | sell | 7 | 1.00 | 1.59680 | 0.00000 | 0.00000 | ||
14 | 2010.01.06 18:00 | close | 7 | 1.00 | 1.60145 | 0.00000 | 0.00000 | -465.00 | 6754.00 |
15 | 2010.01.06 19:00 | buy | 8 | 1.00 | 1.59960 | 0.00000 | 0.00000 | ||
16 | 2010.01.07 07:00 | close | 8 | 1.00 | 1.59735 | 0.00000 | 0.00000 | -224.70 | 6529.30 |
17 | 2010.01.07 08:00 | sell | 9 | 1.00 | 1.59673 | 0.00000 | 0.00000 | ||
18 | 2010.01.07 22:00 | close | 9 | 1.00 | 1.59399 | 0.00000 | 0.00000 | 274.00 | 6803.30 |
19 | 2010.01.07 23:00 | sell | 10 | 1.00 | 1.59292 | 0.00000 | 0.00000 | ||
20 | 2010.01.08 02:00 | close | 10 | 1.00 | 1.59468 | 0.00000 | 0.00000 | -178.50 | 6624.80 |
21 | 2010.01.08 03:00 | buy | 11 | 1.00 | 1.59320 | 0.00000 | 0.00000 | ||
22 | 2010.01.08 04:00 | close | 11 | 1.00 | 1.59200 | 0.00000 | 0.00000 | -120.00 | 6504.80 |
23 | 2010.01.08 05:00 | buy | 12 | 1.00 | 1.59398 | 0.00000 | 0.00000 | ||
24 | 2010.01.11 20:00 | close | 12 | 1.00 | 1.61146 | 0.00000 | 0.00000 | 1748.10 | 8252.90 |
25 | 2010.01.11 21:00 | sell | 13 | 1.00 | 1.60983 | 0.00000 | 0.00000 | ||
26 | 2010.01.12 11:00 | close | 13 | 1.00 | 1.61364 | 0.00000 | 0.00000 | -383.50 | 7869.40 |
27 | 2010.01.12 12:00 | buy | 14 | 1.00 | 1.61470 | 0.00000 | 0.00000 | ||
28 | 2010.01.13 02:00 | close | 14 | 1.00 | 1.61501 | 0.00000 | 0.00000 | 31.10 | 7900.50 |
29 | 2010.01.13 03:00 | sell | 15 | 1.00 | 1.61609 | 0.00000 | 0.00000 | ||
30 | 2010.01.13 05:00 | close | 15 | 1.00 | 1.61673 | 0.00000 | 0.00000 | -64.00 | 7836.50 |
31 | 2010.01.13 06:00 | buy | 16 | 1.00 | 1.61881 | 0.00000 | 0.00000 | ||
32 | 2010.01.14 11:00 | close | 16 | 1.00 | 1.62809 | 0.00000 | 0.00000 | 928.30 | 8764.80 |
33 | 2010.01.14 12:00 | sell | 17 | 1.00 | 1.62792 | 0.00000 | 0.00000 | ||
34 | 2010.01.14 15:00 | close | 17 | 1.00 | 1.63123 | 0.00000 | 0.00000 | -331.00 | 8433.80 |
35 | 2010.01.14 16:00 | buy | 18 | 1.00 | 1.62917 | 0.00000 | 0.00000 | ||
36 | 2010.01.15 03:00 | close | 18 | 1.00 | 1.63020 | 0.00000 | 0.00000 | 103.10 | 8536.90 |
37 | 2010.01.15 04:00 | sell | 19 | 1.00 | 1.63126 | 0.00000 | 0.00000 | ||
38 | 2010.01.15 05:00 | close | 19 | 1.00 | 1.63245 | 0.00000 | 0.00000 | -119.00 | 8417.90 |
39 | 2010.01.15 06:00 | buy | 20 | 1.00 | 1.63356 | 0.00000 | 0.00000 | ||
40 | 2010.01.15 11:00 | close | 20 | 1.00 | 1.63054 | 0.00000 | 0.00000 | -302.00 | 8115.90 |
41 | 2010.01.15 12:00 | sell | 21 | 1.00 | 1.62857 | 0.00000 | 0.00000 | ||
42 | 2010.01.18 04:00 | close | 21 | 1.00 | 1.62842 | 0.00000 | 0.00000 | 12.50 | 8128.40 |
43 | 2010.01.18 05:00 | buy | 22 | 1.00 | 1.63090 | 0.00000 | 0.00000 | ||
44 | 2010.01.19 13:00 | close | 22 | 1.00 | 1.63380 | 0.00000 | 0.00000 | 290.10 | 8418.50 |
45 | 2010.01.19 14:00 | sell | 23 | 1.00 | 1.63330 | 0.00000 | 0.00000 | ||
46 | 2010.01.19 20:00 | close | 23 | 1.00 | 1.63819 | 0.00000 | 0.00000 | -489.00 | 7929.50 |
47 | 2010.01.19 21:00 | sell | 24 | 1.00 | 1.63613 | 0.00000 | 0.00000 | ||
48 | 2010.01.19 22:00 | close | 24 | 1.00 | 1.63824 | 0.00000 | 0.00000 | -211.00 | 7718.50 |
49 | 2010.01.19 23:00 | sell | 25 | 1.00 | 1.63587 | 0.00000 | 0.00000 | ||
50 | 2010.01.20 23:00 | close | 25 | 1.00 | 1.62910 | 0.00000 | 0.00000 | 674.50 | 8393.00 |
51 | 2010.01.21 00:00 | buy | 26 | 1.00 | 1.62961 | 0.00000 | 0.00000 | ||
52 | 2010.01.21 03:00 | close | 26 | 1.00 | 1.62725 | 0.00000 | 0.00000 | -236.00 | 8157.00 |
53 | 2010.01.21 04:00 | sell | 27 | 1.00 | 1.62530 | 0.00000 | 0.00000 | ||
54 | 2010.01.21 20:00 | close | 27 | 1.00 | 1.62230 | 0.00000 | 0.00000 | 300.00 | 8457.00 |
55 | 2010.01.21 21:00 | buy | 28 | 1.00 | 1.62104 | 0.00000 | 0.00000 | ||
56 | 2010.01.21 23:00 | close | 28 | 1.00 | 1.61912 | 0.00000 | 0.00000 | -192.00 | 8265.00 |
57 | 2010.01.22 00:00 | sell | 29 | 1.00 | 1.61945 | 0.00000 | 0.00000 | ||
58 | 2010.01.22 03:00 | close | 29 | 1.00 | 1.62162 | 0.00000 | 0.00000 | -217.00 | 8048.00 |
59 | 2010.01.22 04:00 | buy | 30 | 1.00 | 1.62092 | 0.00000 | 0.00000 | ||
60 | 2010.01.22 13:00 | close | 30 | 1.00 | 1.61762 | 0.00000 | 0.00000 | -330.00 | 7718.00 |
61 | 2010.01.22 14:00 | sell | 31 | 1.00 | 1.61120 | 0.00000 | 0.00000 | ||
62 | 2010.01.25 09:00 | close | 31 | 1.00 | 1.61404 | 0.00000 | 0.00000 | -286.50 | 7431.50 |
63 | 2010.01.25 10:00 | buy | 32 | 1.00 | 1.61631 | 0.00000 | 0.00000 | ||
64 | 2010.01.26 06:00 | close | 32 | 1.00 | 1.62078 | 0.00000 | 0.00000 | 447.10 | 7878.60 |
65 | 2010.01.26 07:00 | sell | 33 | 1.00 | 1.62055 | 0.00000 | 0.00000 | ||
66 | 2010.01.27 11:00 | close | 33 | 1.00 | 1.61872 | 0.00000 | 0.00000 | 180.50 | 8059.10 |
67 | 2010.01.27 12:00 | buy | 34 | 1.00 | 1.62091 | 0.00000 | 0.00000 | ||
68 | 2010.01.27 21:00 | close | 34 | 1.00 | 1.61725 | 0.00000 | 0.00000 | -366.00 | 7693.10 |
69 | 2010.01.27 22:00 | sell | 35 | 1.00 | 1.61638 | 0.00000 | 0.00000 | ||
70 | 2010.01.28 04:00 | close | 35 | 1.00 | 1.62075 | 0.00000 | 0.00000 | -444.50 | 7248.60 |
71 | 2010.01.28 05:00 | buy | 36 | 1.00 | 1.62117 | 0.00000 | 0.00000 | ||
72 | 2010.01.28 17:00 | close | 36 | 1.00 | 1.61352 | 0.00000 | 0.00000 | -765.00 | 6483.60 |
73 | 2010.01.28 18:00 | sell | 37 | 1.00 | 1.61451 | 0.00000 | 0.00000 | ||
74 | 2010.01.29 10:00 | close | 37 | 1.00 | 1.61723 | 0.00000 | 0.00000 | -274.50 | 6209.10 |
75 | 2010.01.29 11:00 | buy | 38 | 1.00 | 1.61491 | 0.00000 | 0.00000 | ||
76 | 2010.01.29 14:00 | close | 38 | 1.00 | 1.61102 | 0.00000 | 0.00000 | -389.00 | 5820.10 |
77 | 2010.01.29 15:00 | sell | 39 | 1.00 | 1.60560 | 0.00000 | 0.00000 | ||
78 | 2010.02.01 19:00 | close | 39 | 1.00 | 1.59495 | 0.00000 | 0.00000 | 1062.50 | 6882.60 |
79 | 2010.02.01 20:00 | buy | 40 | 1.00 | 1.59390 | 0.00000 | 0.00000 | ||
80 | 2010.02.02 06:00 | close | 40 | 1.00 | 1.59298 | 0.00000 | 0.00000 | -91.90 | 6790.70 |
81 | 2010.02.02 07:00 | sell | 41 | 1.00 | 1.59410 | 0.00000 | 0.00000 | ||
82 | 2010.02.02 08:00 | close | 41 | 1.00 | 1.59563 | 0.00000 | 0.00000 | -153.00 | 6637.70 |
83 | 2010.02.02 09:00 | buy | 42 | 1.00 | 1.59508 | 0.00000 | 0.00000 | ||
84 | 2010.02.02 10:00 | close | 42 | 1.00 | 1.59180 | 0.00000 | 0.00000 | -328.00 | 6309.70 |
85 | 2010.02.02 11:00 | sell | 43 | 1.00 | 1.59242 | 0.00000 | 0.00000 | ||
86 | 2010.02.02 16:00 | close | 43 | 1.00 | 1.59521 | 0.00000 | 0.00000 | -279.00 | 6030.70 |
87 | 2010.02.02 17:00 | buy | 44 | 1.00 | 1.59683 | 0.00000 | 0.00000 | ||
88 | 2010.02.03 13:00 | close | 44 | 1.00 | 1.59784 | 0.00000 | 0.00000 | 101.10 | 6131.80 |
89 | 2010.02.03 14:00 | sell | 45 | 1.00 | 1.59632 | 0.00000 | 0.00000 | ||
90 | 2010.02.08 16:00 | close | 45 | 1.00 | 1.55954 | 0.00000 | 0.00000 | 3665.50 | 9797.30 |
91 | 2010.02.08 17:00 | buy | 46 | 1.00 | 1.56402 | 0.00000 | 0.00000 | ||
92 | 2010.02.08 23:00 | close | 46 | 1.00 | 1.55825 | 0.00000 | 0.00000 | -577.00 | 9220.30 |
93 | 2010.02.09 00:00 | sell | 47 | 1.00 | 1.55889 | 0.00000 | 0.00000 | ||
94 | 2010.02.09 06:00 | close | 47 | 1.00 | 1.56178 | 0.00000 | 0.00000 | -289.00 | 8931.30 |
95 | 2010.02.09 07:00 | buy | 48 | 1.00 | 1.56112 | 0.00000 | 0.00000 | ||
96 | 2010.02.09 11:00 | close | 48 | 1.00 | 1.55850 | 0.00000 | 0.00000 | -262.00 | 8669.30 |
97 | 2010.02.09 12:00 | sell | 49 | 1.00 | 1.55748 | 0.00000 | 0.00000 | ||
98 | 2010.02.09 14:00 | close | 49 | 1.00 | 1.56353 | 0.00000 | 0.00000 | -605.00 | 8064.30 |
99 | 2010.02.09 15:00 | buy | 50 | 1.00 | 1.56236 | 0.00000 | 0.00000 | ||
100 | 2010.02.10 06:00 | close | 50 | 1.00 | 1.56744 | 0.00000 | 0.00000 | 508.10 | 8572.40 |
101 | 2010.02.10 07:00 | sell | 51 | 1.00 | 1.56717 | 0.00000 | 0.00000 | ||
102 | 2010.02.10 11:00 | close | 51 | 1.00 | 1.57283 | 0.00000 | 0.00000 | -566.00 | 8006.40 |
103 | 2010.02.10 12:00 | buy | 52 | 1.00 | 1.56862 | 0.00000 | 0.00000 | ||
104 | 2010.02.10 13:00 | close | 52 | 1.00 | 1.56572 | 0.00000 | 0.00000 | -290.00 | 7716.40 |
105 | 2010.02.10 14:00 | sell | 53 | 1.00 | 1.56204 | 0.00000 | 0.00000 | ||
106 | 2010.02.11 03:00 | close | 53 | 1.00 | 1.56391 | 0.00000 | 0.00000 | -194.50 | 7521.90 |
107 | 2010.02.11 04:00 | buy | 54 | 1.00 | 1.56419 | 0.00000 | 0.00000 | ||
108 | 2010.02.11 09:00 | close | 54 | 1.00 | 1.56061 | 0.00000 | 0.00000 | -358.00 | 7163.90 |
109 | 2010.02.11 10:00 | sell | 55 | 1.00 | 1.55789 | 0.00000 | 0.00000 | ||
110 | 2010.02.11 14:00 | close | 55 | 1.00 | 1.56246 | 0.00000 | 0.00000 | -457.00 | 6706.90 |
111 | 2010.02.11 15:00 | sell | 56 | 1.00 | 1.56084 | 0.00000 | 0.00000 | ||
112 | 2010.02.11 18:00 | close | 56 | 1.00 | 1.56731 | 0.00000 | 0.00000 | -647.00 | 6059.90 |
113 | 2010.02.11 19:00 | buy | 57 | 1.00 | 1.56798 | 0.00000 | 0.00000 | ||
114 | 2010.02.12 11:00 | close | 57 | 1.00 | 1.56542 | 0.00000 | 0.00000 | -255.90 | 5804.00 |
115 | 2010.02.12 12:00 | sell | 58 | 1.00 | 1.56142 | 0.00000 | 0.00000 | ||
116 | 2010.02.12 19:00 | close | 58 | 1.00 | 1.56716 | 0.00000 | 0.00000 | -574.00 | 5230.00 |
117 | 2010.02.12 20:00 | buy | 59 | 1.00 | 1.56737 | 0.00000 | 0.00000 | ||
118 | 2010.02.15 06:00 | close | 59 | 1.00 | 1.56445 | 0.00000 | 0.00000 | -291.90 | 4938.10 |
119 | 2010.02.15 07:00 | sell | 60 | 1.00 | 1.56467 | 0.00000 | 0.00000 | ||
120 | 2010.02.15 10:00 | close | 60 | 1.00 | 1.56752 | 0.00000 | 0.00000 | -285.00 | 4653.10 |
121 | 2010.02.15 11:00 | buy | 61 | 1.00 | 1.56738 | 0.00000 | 0.00000 | ||
122 | 2010.02.15 17:00 | close | 61 | 1.00 | 1.56523 | 0.00000 | 0.00000 | -215.00 | 4438.10 |
123 | 2010.02.15 18:00 | sell | 62 | 1.00 | 1.56623 | 0.00000 | 0.00000 | ||
124 | 2010.02.16 02:00 | close | 62 | 1.00 | 1.56667 | 0.00000 | 0.00000 | -46.50 | 4391.60 |
125 | 2010.02.16 03:00 | buy | 63 | 1.00 | 1.56832 | 0.00000 | 0.00000 | ||
126 | 2010.02.16 14:00 | close | 63 | 1.00 | 1.56727 | 0.00000 | 0.00000 | -105.00 | 4286.60 |
127 | 2010.02.16 15:00 | sell | 64 | 1.00 | 1.56747 | 0.00000 | 0.00000 | ||
128 | 2010.02.16 18:00 | close | 64 | 1.00 | 1.57329 | 0.00000 | 0.00000 | -582.00 | 3704.60 |
129 | 2010.02.16 19:00 | buy | 65 | 1.00 | 1.57737 | 0.00000 | 0.00000 | ||
130 | 2010.02.17 12:00 | close | 65 | 1.00 | 1.57623 | 0.00000 | 0.00000 | -113.90 | 3590.70 |
131 | 2010.02.17 13:00 | sell | 66 | 1.00 | 1.57648 | 0.00000 | 0.00000 | ||
132 | 2010.02.17 14:00 | close | 66 | 1.00 | 1.57912 | 0.00000 | 0.00000 | -264.00 | 3326.70 |
133 | 2010.02.17 15:00 | sell | 67 | 1.00 | 1.57638 | 0.00000 | 0.00000 | ||
134 | 2010.02.18 22:00 | close | 67 | 1.00 | 1.56199 | 0.00000 | 0.00000 | 1431.50 | 4758.20 |
135 | 2010.02.18 23:00 | sell | 68 | 1.00 | 1.55264 | 0.00000 | 0.00000 | ||
136 | 2010.02.19 18:00 | close | 68 | 1.00 | 1.54360 | 0.00000 | 0.00000 | 901.50 | 5659.70 |
137 | 2010.02.19 19:00 | buy | 69 | 1.00 | 1.54558 | 0.00000 | 0.00000 | ||
138 | 2010.02.22 10:00 | close | 69 | 1.00 | 1.54605 | 0.00000 | 0.00000 | 47.10 | 5706.80 |
139 | 2010.02.22 11:00 | buy | 70 | 1.00 | 1.54738 | 0.00000 | 0.00000 | ||
140 | 2010.02.22 12:00 | close | 70 | 1.00 | 1.54579 | 0.00000 | 0.00000 | -159.00 | 5547.80 |
141 | 2010.02.22 13:00 | sell | 71 | 1.00 | 1.54708 | 0.00000 | 0.00000 | ||
142 | 2010.02.22 14:00 | close | 71 | 1.00 | 1.54744 | 0.00000 | 0.00000 | -36.00 | 5511.80 |
143 | 2010.02.22 15:00 | buy | 72 | 1.00 | 1.54768 | 0.00000 | 0.00000 | ||
144 | 2010.02.23 11:00 | close | 72 | 1.00 | 1.54315 | 0.00000 | 0.00000 | -452.90 | 5058.90 |
145 | 2010.02.23 12:00 | sell | 73 | 1.00 | 1.54125 | 0.00000 | 0.00000 | ||
146 | 2010.02.24 03:00 | close | 73 | 1.00 | 1.54544 | 0.00000 | 0.00000 | -421.50 | 4637.40 |
147 | 2010.02.24 04:00 | buy | 74 | 1.00 | 1.54547 | 0.00000 | 0.00000 | ||
148 | 2010.02.24 09:00 | close | 74 | 1.00 | 1.54275 | 0.00000 | 0.00000 | -272.00 | 4365.40 |
149 | 2010.02.24 10:00 | sell | 75 | 1.00 | 1.54312 | 0.00000 | 0.00000 | ||
150 | 2010.02.24 12:00 | close | 75 | 1.00 | 1.54556 | 0.00000 | 0.00000 | -244.00 | 4121.40 |
151 | 2010.02.24 13:00 | buy | 76 | 1.00 | 1.54492 | 0.00000 | 0.00000 | ||
152 | 2010.02.24 14:00 | close | 76 | 1.00 | 1.54384 | 0.00000 | 0.00000 | -108.00 | 4013.40 |
153 | 2010.02.24 15:00 | sell | 77 | 1.00 | 1.54131 | 0.00000 | 0.00000 | ||
154 | 2010.02.26 05:00 | close | 77 | 1.00 | 1.52746 | 0.00000 | 0.00000 | 1375.00 | 5388.40 |
155 | 2010.02.26 06:00 | buy | 78 | 1.00 | 1.52753 | 0.00000 | 0.00000 | ||
156 | 2010.02.26 09:00 | close | 78 | 1.00 | 1.52475 | 0.00000 | 0.00000 | -278.00 | 5110.40 |
157 | 2010.02.26 10:00 | buy | 79 | 1.00 | 1.52754 | 0.00000 | 0.00000 | ||
158 | 2010.02.26 11:00 | close | 79 | 1.00 | 1.52546 | 0.00000 | 0.00000 | -208.00 | 4902.40 |
159 | 2010.02.26 12:00 | sell | 80 | 1.00 | 1.52565 | 0.00000 | 0.00000 | ||
160 | 2010.02.26 20:00 | close | 80 | 1.00 | 1.52441 | 0.00000 | 0.00000 | 124.00 | 5026.40 |
161 | 2010.02.26 21:00 | buy | 81 | 1.00 | 1.52491 | 0.00000 | 0.00000 | ||
162 | 2010.02.26 22:56 | close at stop | 81 | 1.00 | 1.52354 | 0.00000 | 0.00000 | -137.00 | 4889.40 |