Strategy Tester Report
AC+AO ea
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; UseStopLoss=false; StopLoss=20; UseTakeProfit=false; TakeProfit=120; UseTrailingStop=false; TrailingStop=10; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 850.20 | Gross profit | 7626.20 | Gross loss | -6776.00 |
Profit factor | 1.13 | Expected payoff | 13.28 | ||
Absolute drawdown | 222.00 | Maximal drawdown | 2070.00 (16.15%) | Relative drawdown | 16.15% (2070.00) |
Total trades | 64 | Short positions (won %) | 27 (44.44%) | Long positions (won %) | 37 (43.24%) |
Profit trades (% of total) | 28 (43.75%) | Loss trades (% of total) | 36 (56.25%) | ||
Largest | profit trade | 969.00 | loss trade | -816.00 | |
Average | profit trade | 272.36 | loss trade | -188.22 | |
Maximum | consecutive wins (profit in money) | 4 (709.00) | consecutive losses (loss in money) | 4 (-636.00) | |
Maximal | consecutive profit (count of wins) | 1427.00 (2) | consecutive loss (count of losses) | -1296.00 (3) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 04:00 | sell | 1 | 1.00 | 1.61096 | 0.00000 | 0.00000 | ||
2 | 2010.01.04 06:00 | close | 1 | 1.00 | 1.60903 | 0.00000 | 0.00000 | 193.00 | 10193.00 |
3 | 2010.01.04 10:00 | buy | 2 | 1.00 | 1.61539 | 0.00000 | 0.00000 | ||
4 | 2010.01.04 15:00 | close | 2 | 1.00 | 1.61620 | 0.00000 | 0.00000 | 81.00 | 10274.00 |
5 | 2010.01.04 21:00 | sell | 3 | 1.00 | 1.60927 | 0.00000 | 0.00000 | ||
6 | 2010.01.04 22:00 | close | 3 | 1.00 | 1.61017 | 0.00000 | 0.00000 | -90.00 | 10184.00 |
7 | 2010.01.05 10:00 | sell | 4 | 1.00 | 1.60436 | 0.00000 | 0.00000 | ||
8 | 2010.01.05 15:00 | close | 4 | 1.00 | 1.60382 | 0.00000 | 0.00000 | 54.00 | 10238.00 |
9 | 2010.01.05 19:00 | sell | 5 | 1.00 | 1.60019 | 0.00000 | 0.00000 | ||
10 | 2010.01.05 23:00 | close | 5 | 1.00 | 1.59911 | 0.00000 | 0.00000 | 108.00 | 10346.00 |
11 | 2010.01.07 02:00 | buy | 6 | 1.00 | 1.60331 | 0.00000 | 0.00000 | ||
12 | 2010.01.07 03:00 | close | 6 | 1.00 | 1.60247 | 0.00000 | 0.00000 | -84.00 | 10262.00 |
13 | 2010.01.08 19:00 | buy | 7 | 1.00 | 1.60056 | 0.00000 | 0.00000 | ||
14 | 2010.01.08 20:00 | close | 7 | 1.00 | 1.60254 | 0.00000 | 0.00000 | 198.00 | 10460.00 |
15 | 2010.01.08 22:00 | buy | 8 | 1.00 | 1.60275 | 0.00000 | 0.00000 | ||
16 | 2010.01.11 03:00 | close | 8 | 1.00 | 1.60731 | 0.00000 | 0.00000 | 456.10 | 10916.10 |
17 | 2010.01.11 05:00 | buy | 9 | 1.00 | 1.60920 | 0.00000 | 0.00000 | ||
18 | 2010.01.11 06:00 | close | 9 | 1.00 | 1.60839 | 0.00000 | 0.00000 | -81.00 | 10835.10 |
19 | 2010.01.11 10:00 | buy | 10 | 1.00 | 1.61274 | 0.00000 | 0.00000 | ||
20 | 2010.01.11 15:00 | close | 10 | 1.00 | 1.61613 | 0.00000 | 0.00000 | 339.00 | 11174.10 |
21 | 2010.01.11 23:00 | sell | 11 | 1.00 | 1.61126 | 0.00000 | 0.00000 | ||
22 | 2010.01.12 00:00 | close | 11 | 1.00 | 1.61153 | 0.00000 | 0.00000 | -29.50 | 11144.60 |
23 | 2010.01.12 04:00 | sell | 12 | 1.00 | 1.60889 | 0.00000 | 0.00000 | ||
24 | 2010.01.12 07:00 | close | 12 | 1.00 | 1.60905 | 0.00000 | 0.00000 | -16.00 | 11128.60 |
25 | 2010.01.12 18:00 | buy | 13 | 1.00 | 1.61801 | 0.00000 | 0.00000 | ||
26 | 2010.01.12 19:00 | close | 13 | 1.00 | 1.61686 | 0.00000 | 0.00000 | -115.00 | 11013.60 |
27 | 2010.01.12 21:00 | buy | 14 | 1.00 | 1.61769 | 0.00000 | 0.00000 | ||
28 | 2010.01.12 22:00 | close | 14 | 1.00 | 1.61687 | 0.00000 | 0.00000 | -82.00 | 10931.60 |
29 | 2010.01.13 06:00 | buy | 15 | 1.00 | 1.61880 | 0.00000 | 0.00000 | ||
30 | 2010.01.13 12:00 | close | 15 | 1.00 | 1.62385 | 0.00000 | 0.00000 | 505.00 | 11436.60 |
31 | 2010.01.13 15:00 | buy | 16 | 1.00 | 1.62831 | 0.00000 | 0.00000 | ||
32 | 2010.01.13 16:00 | close | 16 | 1.00 | 1.62768 | 0.00000 | 0.00000 | -63.00 | 11373.60 |
33 | 2010.01.14 00:00 | sell | 17 | 1.00 | 1.62648 | 0.00000 | 0.00000 | ||
34 | 2010.01.14 01:00 | close | 17 | 1.00 | 1.62823 | 0.00000 | 0.00000 | -175.00 | 11198.60 |
35 | 2010.01.14 05:00 | buy | 18 | 1.00 | 1.62896 | 0.00000 | 0.00000 | ||
36 | 2010.01.14 06:00 | close | 18 | 1.00 | 1.62828 | 0.00000 | 0.00000 | -68.00 | 11130.60 |
37 | 2010.01.14 12:00 | sell | 19 | 1.00 | 1.62792 | 0.00000 | 0.00000 | ||
38 | 2010.01.14 15:00 | close | 19 | 1.00 | 1.63122 | 0.00000 | 0.00000 | -330.00 | 10800.60 |
39 | 2010.01.14 17:00 | buy | 20 | 1.00 | 1.63124 | 0.00000 | 0.00000 | ||
40 | 2010.01.14 21:00 | close | 20 | 1.00 | 1.63318 | 0.00000 | 0.00000 | 194.00 | 10994.60 |
41 | 2010.01.15 08:00 | buy | 21 | 1.00 | 1.63452 | 0.00000 | 0.00000 | ||
42 | 2010.01.15 10:00 | close | 21 | 1.00 | 1.63289 | 0.00000 | 0.00000 | -163.00 | 10831.60 |
43 | 2010.01.15 18:00 | sell | 22 | 1.00 | 1.62375 | 0.00000 | 0.00000 | ||
44 | 2010.01.15 22:00 | close | 22 | 1.00 | 1.62590 | 0.00000 | 0.00000 | -215.00 | 10616.60 |
45 | 2010.01.18 12:00 | buy | 23 | 1.00 | 1.63578 | 0.00000 | 0.00000 | ||
46 | 2010.01.18 14:00 | close | 23 | 1.00 | 1.63351 | 0.00000 | 0.00000 | -227.00 | 10389.60 |
47 | 2010.01.18 20:00 | buy | 24 | 1.00 | 1.63323 | 0.00000 | 0.00000 | ||
48 | 2010.01.18 23:00 | close | 24 | 1.00 | 1.63369 | 0.00000 | 0.00000 | 46.00 | 10435.60 |
49 | 2010.01.19 01:00 | buy | 25 | 1.00 | 1.63523 | 0.00000 | 0.00000 | ||
50 | 2010.01.19 06:00 | close | 25 | 1.00 | 1.64050 | 0.00000 | 0.00000 | 527.00 | 10962.60 |
51 | 2010.01.19 12:00 | sell | 26 | 1.00 | 1.63826 | 0.00000 | 0.00000 | ||
52 | 2010.01.19 17:00 | close | 26 | 1.00 | 1.63722 | 0.00000 | 0.00000 | 104.00 | 11066.60 |
53 | 2010.01.19 19:00 | buy | 27 | 1.00 | 1.63778 | 0.00000 | 0.00000 | ||
54 | 2010.01.19 22:00 | close | 27 | 1.00 | 1.63810 | 0.00000 | 0.00000 | 32.00 | 11098.60 |
55 | 2010.01.20 10:00 | sell | 28 | 1.00 | 1.62801 | 0.00000 | 0.00000 | ||
56 | 2010.01.20 11:00 | close | 28 | 1.00 | 1.63014 | 0.00000 | 0.00000 | -213.00 | 10885.60 |
57 | 2010.01.21 10:00 | sell | 29 | 1.00 | 1.61831 | 0.00000 | 0.00000 | ||
58 | 2010.01.21 14:00 | close | 29 | 1.00 | 1.61760 | 0.00000 | 0.00000 | 71.00 | 10956.60 |
59 | 2010.01.25 00:00 | sell | 30 | 1.00 | 1.61082 | 0.00000 | 0.00000 | ||
60 | 2010.01.25 04:00 | close | 30 | 1.00 | 1.61223 | 0.00000 | 0.00000 | -141.00 | 10815.60 |
61 | 2010.01.25 21:00 | buy | 31 | 1.00 | 1.62445 | 0.00000 | 0.00000 | ||
62 | 2010.01.25 22:00 | close | 31 | 1.00 | 1.62397 | 0.00000 | 0.00000 | -48.00 | 10767.60 |
63 | 2010.01.26 11:00 | sell | 32 | 1.00 | 1.61371 | 0.00000 | 0.00000 | ||
64 | 2010.01.26 16:00 | close | 32 | 1.00 | 1.61255 | 0.00000 | 0.00000 | 116.00 | 10883.60 |
65 | 2010.01.28 04:00 | buy | 33 | 1.00 | 1.62074 | 0.00000 | 0.00000 | ||
66 | 2010.01.28 07:00 | close | 33 | 1.00 | 1.61800 | 0.00000 | 0.00000 | -274.00 | 10609.60 |
67 | 2010.01.28 08:00 | buy | 34 | 1.00 | 1.62031 | 0.00000 | 0.00000 | ||
68 | 2010.01.28 14:00 | close | 34 | 1.00 | 1.62489 | 0.00000 | 0.00000 | 458.00 | 11067.60 |
69 | 2010.01.29 14:00 | sell | 35 | 1.00 | 1.61102 | 0.00000 | 0.00000 | ||
70 | 2010.01.29 20:00 | close | 35 | 1.00 | 1.60133 | 0.00000 | 0.00000 | 969.00 | 12036.60 |
71 | 2010.02.01 04:00 | sell | 36 | 1.00 | 1.59452 | 0.00000 | 0.00000 | ||
72 | 2010.02.01 06:00 | close | 36 | 1.00 | 1.59530 | 0.00000 | 0.00000 | -78.00 | 11958.60 |
73 | 2010.02.02 08:00 | buy | 37 | 1.00 | 1.59562 | 0.00000 | 0.00000 | ||
74 | 2010.02.02 10:00 | close | 37 | 1.00 | 1.59180 | 0.00000 | 0.00000 | -382.00 | 11576.60 |
75 | 2010.02.02 11:00 | buy | 38 | 1.00 | 1.59255 | 0.00000 | 0.00000 | ||
76 | 2010.02.02 12:00 | close | 38 | 1.00 | 1.59233 | 0.00000 | 0.00000 | -22.00 | 11554.60 |
77 | 2010.02.03 02:00 | buy | 39 | 1.00 | 1.59941 | 0.00000 | 0.00000 | ||
78 | 2010.02.03 07:00 | close | 39 | 1.00 | 1.60040 | 0.00000 | 0.00000 | 99.00 | 11653.60 |
79 | 2010.02.03 08:00 | buy | 40 | 1.00 | 1.60262 | 0.00000 | 0.00000 | ||
80 | 2010.02.03 12:00 | close | 40 | 1.00 | 1.59969 | 0.00000 | 0.00000 | -293.00 | 11360.60 |
81 | 2010.02.04 17:00 | sell | 41 | 1.00 | 1.57815 | 0.00000 | 0.00000 | ||
82 | 2010.02.04 21:00 | close | 41 | 1.00 | 1.57600 | 0.00000 | 0.00000 | 215.00 | 11575.60 |
83 | 2010.02.09 15:00 | buy | 42 | 1.00 | 1.56235 | 0.00000 | 0.00000 | ||
84 | 2010.02.09 21:00 | close | 42 | 1.00 | 1.56864 | 0.00000 | 0.00000 | 629.00 | 12204.60 |
85 | 2010.02.10 11:00 | buy | 43 | 1.00 | 1.57282 | 0.00000 | 0.00000 | ||
86 | 2010.02.10 13:00 | close | 43 | 1.00 | 1.56572 | 0.00000 | 0.00000 | -710.00 | 11494.60 |
87 | 2010.02.11 00:00 | sell | 44 | 1.00 | 1.55975 | 0.00000 | 0.00000 | ||
88 | 2010.02.11 01:00 | close | 44 | 1.00 | 1.56081 | 0.00000 | 0.00000 | -106.00 | 11388.60 |
89 | 2010.02.12 08:00 | buy | 45 | 1.00 | 1.57022 | 0.00000 | 0.00000 | ||
90 | 2010.02.12 11:00 | close | 45 | 1.00 | 1.56542 | 0.00000 | 0.00000 | -480.00 | 10908.60 |
91 | 2010.02.12 17:00 | buy | 46 | 1.00 | 1.56430 | 0.00000 | 0.00000 | ||
92 | 2010.02.12 22:00 | close | 46 | 1.00 | 1.56702 | 0.00000 | 0.00000 | 272.00 | 11180.60 |
93 | 2010.02.15 06:00 | buy | 47 | 1.00 | 1.56458 | 0.00000 | 0.00000 | ||
94 | 2010.02.15 08:00 | close | 47 | 1.00 | 1.56403 | 0.00000 | 0.00000 | -55.00 | 11125.60 |
95 | 2010.02.15 21:00 | buy | 48 | 1.00 | 1.56621 | 0.00000 | 0.00000 | ||
96 | 2010.02.16 00:00 | close | 48 | 1.00 | 1.56661 | 0.00000 | 0.00000 | 40.10 | 11165.70 |
97 | 2010.02.16 03:00 | buy | 49 | 1.00 | 1.56831 | 0.00000 | 0.00000 | ||
98 | 2010.02.16 08:00 | close | 49 | 1.00 | 1.57100 | 0.00000 | 0.00000 | 269.00 | 11434.70 |
99 | 2010.02.16 09:00 | buy | 50 | 1.00 | 1.57114 | 0.00000 | 0.00000 | ||
100 | 2010.02.16 11:00 | close | 50 | 1.00 | 1.56838 | 0.00000 | 0.00000 | -276.00 | 11158.70 |
101 | 2010.02.16 18:00 | buy | 51 | 1.00 | 1.57328 | 0.00000 | 0.00000 | ||
102 | 2010.02.16 23:00 | close | 51 | 1.00 | 1.57912 | 0.00000 | 0.00000 | 584.00 | 11742.70 |
103 | 2010.02.17 10:00 | buy | 52 | 1.00 | 1.57808 | 0.00000 | 0.00000 | ||
104 | 2010.02.17 11:00 | close | 52 | 1.00 | 1.57708 | 0.00000 | 0.00000 | -100.00 | 11642.70 |
105 | 2010.02.17 17:00 | sell | 53 | 1.00 | 1.57235 | 0.00000 | 0.00000 | ||
106 | 2010.02.17 22:00 | close | 53 | 1.00 | 1.56808 | 0.00000 | 0.00000 | 427.00 | 12069.70 |
107 | 2010.02.18 03:00 | sell | 54 | 1.00 | 1.56418 | 0.00000 | 0.00000 | ||
108 | 2010.02.18 04:00 | close | 54 | 1.00 | 1.56512 | 0.00000 | 0.00000 | -94.00 | 11975.70 |
109 | 2010.02.18 10:00 | sell | 55 | 1.00 | 1.56153 | 0.00000 | 0.00000 | ||
110 | 2010.02.18 14:00 | close | 55 | 1.00 | 1.55955 | 0.00000 | 0.00000 | 198.00 | 12173.70 |
111 | 2010.02.22 16:00 | buy | 56 | 1.00 | 1.54868 | 0.00000 | 0.00000 | ||
112 | 2010.02.22 18:00 | close | 56 | 1.00 | 1.54748 | 0.00000 | 0.00000 | -120.00 | 12053.70 |
113 | 2010.02.23 01:00 | buy | 57 | 1.00 | 1.55011 | 0.00000 | 0.00000 | ||
114 | 2010.02.23 03:00 | close | 57 | 1.00 | 1.54940 | 0.00000 | 0.00000 | -71.00 | 11982.70 |
115 | 2010.02.23 04:00 | buy | 58 | 1.00 | 1.55131 | 0.00000 | 0.00000 | ||
116 | 2010.02.23 11:00 | close | 58 | 1.00 | 1.54315 | 0.00000 | 0.00000 | -816.00 | 11166.70 |
117 | 2010.02.24 15:00 | sell | 59 | 1.00 | 1.54131 | 0.00000 | 0.00000 | ||
118 | 2010.02.24 16:00 | close | 59 | 1.00 | 1.54341 | 0.00000 | 0.00000 | -210.00 | 10956.70 |
119 | 2010.02.24 19:00 | sell | 60 | 1.00 | 1.54148 | 0.00000 | 0.00000 | ||
120 | 2010.02.24 20:00 | close | 60 | 1.00 | 1.54120 | 0.00000 | 0.00000 | 28.00 | 10984.70 |
121 | 2010.02.24 21:00 | sell | 61 | 1.00 | 1.53969 | 0.00000 | 0.00000 | ||
122 | 2010.02.25 00:00 | close | 61 | 1.00 | 1.54090 | 0.00000 | 0.00000 | -128.50 | 10856.20 |
123 | 2010.02.25 03:00 | sell | 62 | 1.00 | 1.53706 | 0.00000 | 0.00000 | ||
124 | 2010.02.25 08:00 | close | 62 | 1.00 | 1.53292 | 0.00000 | 0.00000 | 414.00 | 11270.20 |
125 | 2010.02.25 15:00 | sell | 63 | 1.00 | 1.52608 | 0.00000 | 0.00000 | ||
126 | 2010.02.25 16:00 | close | 63 | 1.00 | 1.52942 | 0.00000 | 0.00000 | -334.00 | 10936.20 |
127 | 2010.02.25 17:00 | sell | 64 | 1.00 | 1.52524 | 0.00000 | 0.00000 | ||
128 | 2010.02.25 20:00 | close | 64 | 1.00 | 1.52610 | 0.00000 | 0.00000 | -86.00 | 10850.20 |