Strategy Tester Report
AE_ADX
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 | magic=2; StopLoss=2000; TakeProfit=2000; Lot=0.1; ADX=1; ADX_period=14; Line=30; razvorot=true; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -422.62 | Gross profit | 493.27 | Gross loss | -915.89 |
Profit factor | 0.54 | Expected payoff | -7.68 | ||
Absolute drawdown | 490.27 | Maximal drawdown | 518.27 (5.17%) | Relative drawdown | 5.17% (518.27) |
Total trades | 55 | Short positions (won %) | 31 (32.26%) | Long positions (won %) | 24 (25.00%) |
Profit trades (% of total) | 16 (29.09%) | Loss trades (% of total) | 39 (70.91%) | ||
Largest | profit trade | 141.85 | loss trade | -133.80 | |
Average | profit trade | 30.83 | loss trade | -23.48 | |
Maximum | consecutive wins (profit in money) | 3 (66.80) | consecutive losses (loss in money) | 12 (-247.30) | |
Maximal | consecutive profit (count of wins) | 141.85 (1) | consecutive loss (count of losses) | -247.30 (12) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 05:00 | sell | 1 | 0.10 | 1.60863 | 1.62863 | 1.58863 | ||
2 | 2010.01.04 10:00 | close | 1 | 0.10 | 1.61542 | 1.62863 | 1.58863 | -67.90 | 9932.10 |
3 | 2010.01.04 23:00 | sell | 2 | 0.10 | 1.60815 | 1.62815 | 1.58815 | ||
4 | 2010.01.05 01:00 | close | 2 | 0.10 | 1.61133 | 1.62815 | 1.58815 | -32.05 | 9900.05 |
5 | 2010.01.06 02:00 | sell | 3 | 0.10 | 1.59642 | 1.61642 | 1.57642 | ||
6 | 2010.01.06 09:00 | close | 3 | 0.10 | 1.60177 | 1.61642 | 1.57642 | -53.50 | 9846.55 |
7 | 2010.01.06 14:00 | sell | 4 | 0.10 | 1.59651 | 1.61651 | 1.57651 | ||
8 | 2010.01.06 17:00 | close | 4 | 0.10 | 1.59995 | 1.61651 | 1.57651 | -34.40 | 9812.15 |
9 | 2010.01.07 12:00 | sell | 5 | 0.10 | 1.59214 | 1.61214 | 1.57214 | ||
10 | 2010.01.07 16:00 | close | 5 | 0.10 | 1.59210 | 1.61214 | 1.57214 | 0.40 | 9812.55 |
11 | 2010.01.11 14:00 | buy | 6 | 0.10 | 1.61662 | 1.59662 | 1.63662 | ||
12 | 2010.01.11 15:00 | close | 6 | 0.10 | 1.61613 | 1.59662 | 1.63662 | -4.90 | 9807.65 |
13 | 2010.01.12 01:00 | sell | 7 | 0.10 | 1.61093 | 1.63093 | 1.59093 | ||
14 | 2010.01.12 08:00 | close | 7 | 0.10 | 1.61178 | 1.63093 | 1.59093 | -8.50 | 9799.15 |
15 | 2010.01.13 11:00 | buy | 8 | 0.10 | 1.62415 | 1.60415 | 1.64415 | ||
16 | 2010.01.13 16:00 | close | 8 | 0.10 | 1.62768 | 1.60415 | 1.64415 | 35.30 | 9834.45 |
17 | 2010.01.13 19:00 | buy | 9 | 0.10 | 1.62779 | 1.60779 | 1.64779 | ||
18 | 2010.01.13 20:00 | close | 9 | 0.10 | 1.62830 | 1.60779 | 1.64779 | 5.10 | 9839.55 |
19 | 2010.01.15 19:00 | sell | 10 | 0.10 | 1.62455 | 1.64455 | 1.60455 | ||
20 | 2010.01.15 22:00 | close | 10 | 0.10 | 1.62593 | 1.64455 | 1.60455 | -13.80 | 9825.75 |
21 | 2010.01.18 06:00 | buy | 11 | 0.10 | 1.63096 | 1.61096 | 1.65096 | ||
22 | 2010.01.18 08:00 | close | 11 | 0.10 | 1.63053 | 1.61096 | 1.65096 | -4.30 | 9821.45 |
23 | 2010.01.18 11:00 | buy | 12 | 0.10 | 1.63425 | 1.61425 | 1.65425 | ||
24 | 2010.01.18 13:00 | close | 12 | 0.10 | 1.63359 | 1.61425 | 1.65425 | -6.60 | 9814.85 |
25 | 2010.01.19 09:00 | buy | 13 | 0.10 | 1.64220 | 1.62220 | 1.66220 | ||
26 | 2010.01.19 10:00 | close | 13 | 0.10 | 1.63870 | 1.62220 | 1.66220 | -35.00 | 9779.85 |
27 | 2010.01.20 09:00 | sell | 14 | 0.10 | 1.62689 | 1.64689 | 1.60689 | ||
28 | 2010.01.20 11:00 | close | 14 | 0.10 | 1.63017 | 1.64689 | 1.60689 | -32.80 | 9747.05 |
29 | 2010.01.20 13:00 | sell | 15 | 0.10 | 1.62750 | 1.64750 | 1.60750 | ||
30 | 2010.01.20 16:00 | close | 15 | 0.10 | 1.62968 | 1.64750 | 1.60750 | -21.80 | 9725.25 |
31 | 2010.01.21 02:00 | buy | 16 | 0.10 | 1.62862 | 1.60862 | 1.64862 | ||
32 | 2010.01.21 03:00 | close | 16 | 0.10 | 1.62725 | 1.60862 | 1.64862 | -13.70 | 9711.55 |
33 | 2010.01.21 13:00 | sell | 17 | 0.10 | 1.61526 | 1.63526 | 1.59526 | ||
34 | 2010.01.21 14:00 | close | 17 | 0.10 | 1.61763 | 1.63526 | 1.59526 | -23.70 | 9687.85 |
35 | 2010.01.22 04:00 | sell | 18 | 0.10 | 1.62078 | 1.64078 | 1.60078 | ||
36 | 2010.01.22 08:00 | close | 18 | 0.10 | 1.62236 | 1.64078 | 1.60078 | -15.80 | 9672.05 |
37 | 2010.01.22 10:00 | buy | 19 | 0.10 | 1.62654 | 1.60654 | 1.64654 | ||
38 | 2010.01.22 11:00 | close | 19 | 0.10 | 1.62214 | 1.60654 | 1.64654 | -44.00 | 9628.05 |
39 | 2010.01.22 16:00 | sell | 20 | 0.10 | 1.60983 | 1.62983 | 1.58983 | ||
40 | 2010.01.22 18:00 | close | 20 | 0.10 | 1.61184 | 1.62983 | 1.58983 | -20.10 | 9607.95 |
41 | 2010.01.25 13:00 | buy | 21 | 0.10 | 1.61493 | 1.59493 | 1.63493 | ||
42 | 2010.01.25 14:00 | close | 21 | 0.10 | 1.61336 | 1.59493 | 1.63493 | -15.70 | 9592.25 |
43 | 2010.01.25 17:00 | buy | 22 | 0.10 | 1.62084 | 1.60084 | 1.64084 | ||
44 | 2010.01.26 04:00 | close | 22 | 0.10 | 1.62381 | 1.60084 | 1.64084 | 29.71 | 9621.96 |
45 | 2010.01.28 21:00 | sell | 23 | 0.10 | 1.61250 | 1.63250 | 1.59250 | ||
46 | 2010.01.28 22:00 | close | 23 | 0.10 | 1.61307 | 1.63250 | 1.59250 | -5.70 | 9616.26 |
47 | 2010.01.28 23:00 | sell | 24 | 0.10 | 1.61342 | 1.63342 | 1.59342 | ||
48 | 2010.01.29 00:00 | close | 24 | 0.10 | 1.61259 | 1.63342 | 1.59342 | 8.05 | 9624.31 |
49 | 2010.01.29 01:00 | sell | 25 | 0.10 | 1.61411 | 1.63411 | 1.59411 | ||
50 | 2010.01.29 03:00 | close | 25 | 0.10 | 1.61437 | 1.63411 | 1.59411 | -2.60 | 9621.71 |
51 | 2010.01.29 17:00 | sell | 26 | 0.10 | 1.60245 | 1.62245 | 1.58245 | ||
52 | 2010.02.01 06:00 | close | 26 | 0.10 | 1.59533 | 1.62245 | 1.58245 | 70.95 | 9692.66 |
53 | 2010.02.01 23:00 | buy | 27 | 0.10 | 1.59572 | 1.57572 | 1.61572 | ||
54 | 2010.02.02 00:00 | close | 27 | 0.10 | 1.59624 | 1.57572 | 1.61572 | 5.21 | 9697.87 |
55 | 2010.02.02 21:00 | buy | 28 | 0.10 | 1.59789 | 1.57789 | 1.61789 | ||
56 | 2010.02.02 23:00 | close | 28 | 0.10 | 1.59697 | 1.57789 | 1.61789 | -9.20 | 9688.67 |
57 | 2010.02.03 02:00 | buy | 29 | 0.10 | 1.59944 | 1.57944 | 1.61944 | ||
58 | 2010.02.03 04:00 | close | 29 | 0.10 | 1.59808 | 1.57944 | 1.61944 | -13.60 | 9675.07 |
59 | 2010.02.03 07:00 | buy | 30 | 0.10 | 1.60056 | 1.58056 | 1.62056 | ||
60 | 2010.02.03 12:00 | close | 30 | 0.10 | 1.59969 | 1.58056 | 1.62056 | -8.70 | 9666.37 |
61 | 2010.02.03 15:00 | sell | 31 | 0.10 | 1.59423 | 1.61423 | 1.57423 | ||
62 | 2010.02.04 01:00 | close | 31 | 0.10 | 1.59141 | 1.61423 | 1.57423 | 27.45 | 9693.82 |
63 | 2010.02.04 08:00 | sell | 32 | 0.10 | 1.58803 | 1.60803 | 1.56803 | ||
64 | 2010.02.04 14:00 | close | 32 | 0.10 | 1.58616 | 1.60803 | 1.56803 | 18.70 | 9712.52 |
65 | 2010.02.04 16:00 | sell | 33 | 0.10 | 1.57876 | 1.59876 | 1.55876 | ||
66 | 2010.02.05 00:00 | close | 33 | 0.10 | 1.57667 | 1.59876 | 1.55876 | 20.65 | 9733.17 |
67 | 2010.02.05 02:00 | sell | 34 | 0.10 | 1.57413 | 1.59413 | 1.55413 | ||
68 | 2010.02.05 05:00 | close | 34 | 0.10 | 1.57434 | 1.59413 | 1.55413 | -2.10 | 9731.07 |
69 | 2010.02.05 07:00 | sell | 35 | 0.10 | 1.57263 | 1.59263 | 1.55263 | ||
70 | 2010.02.05 11:00 | close | 35 | 0.10 | 1.57105 | 1.59263 | 1.55263 | 15.80 | 9746.87 |
71 | 2010.02.05 17:00 | sell | 36 | 0.10 | 1.56434 | 1.58434 | 1.54434 | ||
72 | 2010.02.05 22:00 | close | 36 | 0.10 | 1.56308 | 1.58434 | 1.54434 | 12.60 | 9759.47 |
73 | 2010.02.08 07:00 | sell | 37 | 0.10 | 1.55919 | 1.57919 | 1.53919 | ||
74 | 2010.02.08 10:00 | close | 37 | 0.10 | 1.56197 | 1.57919 | 1.53919 | -27.80 | 9731.67 |
75 | 2010.02.08 12:00 | sell | 38 | 0.10 | 1.55775 | 1.57775 | 1.53775 | ||
76 | 2010.02.08 14:00 | close | 38 | 0.10 | 1.56037 | 1.57775 | 1.53775 | -26.20 | 9705.47 |
77 | 2010.02.11 06:00 | buy | 39 | 0.10 | 1.56533 | 1.54533 | 1.58533 | ||
78 | 2010.02.11 08:00 | close | 39 | 0.10 | 1.56224 | 1.54533 | 1.58533 | -30.90 | 9674.57 |
79 | 2010.02.11 23:00 | buy | 40 | 0.10 | 1.57028 | 1.55028 | 1.59028 | ||
80 | 2010.02.12 01:00 | close | 40 | 0.10 | 1.56988 | 1.55028 | 1.59028 | -3.99 | 9670.58 |
81 | 2010.02.16 10:00 | buy | 41 | 0.10 | 1.57117 | 1.55117 | 1.59117 | ||
82 | 2010.02.16 11:00 | close | 41 | 0.10 | 1.56838 | 1.55117 | 1.59117 | -27.90 | 9642.68 |
83 | 2010.02.17 22:00 | sell | 42 | 0.10 | 1.56795 | 1.58795 | 1.54795 | ||
84 | 2010.02.18 01:00 | close | 42 | 0.10 | 1.56796 | 1.58795 | 1.54795 | -0.85 | 9641.83 |
85 | 2010.02.18 02:00 | sell | 43 | 0.10 | 1.56615 | 1.58615 | 1.54615 | ||
86 | 2010.02.18 05:00 | close | 43 | 0.10 | 1.56655 | 1.58615 | 1.54615 | -4.00 | 9637.83 |
87 | 2010.02.18 11:00 | sell | 44 | 0.10 | 1.55763 | 1.57763 | 1.53763 | ||
88 | 2010.02.18 16:00 | close | 44 | 0.10 | 1.56489 | 1.57763 | 1.53763 | -72.60 | 9565.23 |
89 | 2010.02.18 18:00 | sell | 45 | 0.10 | 1.55807 | 1.57807 | 1.53807 | ||
90 | 2010.02.18 20:00 | close | 45 | 0.10 | 1.56228 | 1.57807 | 1.53807 | -42.10 | 9523.13 |
91 | 2010.02.18 23:00 | sell | 46 | 0.10 | 1.55264 | 1.57264 | 1.53264 | ||
92 | 2010.02.19 13:00 | close | 46 | 0.10 | 1.53843 | 1.57264 | 1.53264 | 141.85 | 9664.98 |
93 | 2010.02.19 20:00 | buy | 47 | 0.10 | 1.54580 | 1.52580 | 1.56580 | ||
94 | 2010.02.19 22:00 | close | 47 | 0.10 | 1.54534 | 1.52580 | 1.56580 | -4.60 | 9660.38 |
95 | 2010.02.22 00:00 | buy | 48 | 0.10 | 1.54564 | 1.52564 | 1.56564 | ||
96 | 2010.02.22 01:00 | close | 48 | 0.10 | 1.54691 | 1.52564 | 1.56564 | 12.70 | 9673.08 |
97 | 2010.02.22 03:00 | buy | 49 | 0.10 | 1.54859 | 1.52859 | 1.56859 | ||
98 | 2010.02.22 06:00 | close | 49 | 0.10 | 1.54806 | 1.52859 | 1.56859 | -5.30 | 9667.78 |
99 | 2010.02.22 19:00 | buy | 50 | 0.10 | 1.54739 | 1.52739 | 1.56739 | ||
100 | 2010.02.22 20:00 | close | 50 | 0.10 | 1.54699 | 1.52739 | 1.56739 | -4.00 | 9663.78 |
101 | 2010.02.22 22:00 | buy | 51 | 0.10 | 1.54805 | 1.52805 | 1.56805 | ||
102 | 2010.02.22 23:00 | close | 51 | 0.10 | 1.54791 | 1.52805 | 1.56805 | -1.40 | 9662.38 |
103 | 2010.02.23 01:00 | buy | 52 | 0.10 | 1.55014 | 1.53014 | 1.57014 | ||
104 | 2010.02.23 08:00 | close | 52 | 0.10 | 1.55188 | 1.53014 | 1.57014 | 17.40 | 9679.78 |
105 | 2010.02.23 09:00 | buy | 53 | 0.10 | 1.55653 | 1.53653 | 1.57653 | ||
106 | 2010.02.23 11:00 | close | 53 | 0.10 | 1.54315 | 1.53653 | 1.57653 | -133.80 | 9545.98 |
107 | 2010.02.25 09:00 | sell | 54 | 0.10 | 1.53327 | 1.55327 | 1.51327 | ||
108 | 2010.02.25 20:00 | close | 54 | 0.10 | 1.52613 | 1.55327 | 1.51327 | 71.40 | 9617.38 |
109 | 2010.02.26 01:00 | sell | 55 | 0.10 | 1.52394 | 1.54394 | 1.50394 | ||
110 | 2010.02.26 03:00 | close | 55 | 0.10 | 1.52794 | 1.54394 | 1.50394 | -40.00 | 9577.38 |