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 | block_01="""; LotSize=1; MM=false; LotExponent=7; LotExponentStart=1; LotExponentMax=3; SL=200; TP=41; kCCI=27; block_02="""; AllPositions=false; ProfitTrailing=false; TrailingStop=30; TrailingStep=8; UseSound=false; block_03="""; uplot=false; lotmin=0.1; lotmax=0.7; lotstep=0.1; lastprofit=1; | ||||
| Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -1481.90 | Gross profit | 410.00 | Gross loss | -1891.90 |
| Profit factor | 0.22 | Expected payoff | -46.31 | ||
| Absolute drawdown | 1549.90 | Maximal drawdown | 1549.90 (15.50%) | Relative drawdown | 15.50% (1549.90) |
| Total trades | 32 | Short positions (won %) | 14 (28.57%) | Long positions (won %) | 18 (33.33%) |
| Profit trades (% of total) | 10 (31.25%) | Loss trades (% of total) | 22 (68.75%) | ||
| Largest | profit trade | 41.00 | loss trade | -86.00 | |
| Average | profit trade | 41.00 | loss trade | -86.00 | |
| Maximum | consecutive wins (profit in money) | 3 (123.00) | consecutive losses (loss in money) | 12 (-1032.00) | |
| Maximal | consecutive profit (count of wins) | 123.00 (3) | consecutive loss (count of losses) | -1032.00 (12) | |
| Average | consecutive wins | 3 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.04 18:59 | buy | 1 | 1.00 | 1.61306 | 1.61106 | 1.61347 | ||
| 2 | 2010.01.04 18:59 | modify | 1 | 1.00 | 1.61306 | 1.61220 | 1.61347 | ||
| 3 | 2010.01.04 19:15 | s/l | 1 | 1.00 | 1.61220 | 1.61220 | 1.61347 | -86.00 | 9914.00 |
| 4 | 2010.01.05 08:59 | sell | 2 | 1.00 | 1.60989 | 1.61189 | 1.60948 | ||
| 5 | 2010.01.05 08:59 | modify | 2 | 1.00 | 1.60989 | 1.61075 | 1.60948 | ||
| 6 | 2010.01.05 09:07 | s/l | 2 | 1.00 | 1.61075 | 1.61075 | 1.60948 | -86.00 | 9828.00 |
| 7 | 2010.01.06 18:59 | sell | 3 | 1.00 | 1.59945 | 1.60145 | 1.59904 | ||
| 8 | 2010.01.06 18:59 | modify | 3 | 1.00 | 1.59945 | 1.60031 | 1.59904 | ||
| 9 | 2010.01.06 19:15 | t/p | 3 | 1.00 | 1.59904 | 1.60031 | 1.59904 | 41.00 | 9869.00 |
| 10 | 2010.01.06 20:59 | buy | 4 | 1.00 | 1.60016 | 1.59816 | 1.60057 | ||
| 11 | 2010.01.06 20:59 | modify | 4 | 1.00 | 1.60016 | 1.59930 | 1.60057 | ||
| 12 | 2010.01.06 21:16 | t/p | 4 | 1.00 | 1.60057 | 1.59930 | 1.60057 | 41.00 | 9910.00 |
| 13 | 2010.01.08 00:59 | buy | 5 | 1.00 | 1.59378 | 1.59178 | 1.59419 | ||
| 14 | 2010.01.08 00:59 | modify | 5 | 1.00 | 1.59378 | 1.59292 | 1.59419 | ||
| 15 | 2010.01.08 01:10 | t/p | 5 | 1.00 | 1.59419 | 1.59292 | 1.59419 | 41.00 | 9951.00 |
| 16 | 2010.01.08 04:59 | buy | 6 | 1.00 | 1.59438 | 1.59238 | 1.59479 | ||
| 17 | 2010.01.08 04:59 | modify | 6 | 1.00 | 1.59438 | 1.59352 | 1.59479 | ||
| 18 | 2010.01.08 05:02 | s/l | 6 | 1.00 | 1.59352 | 1.59352 | 1.59479 | -86.00 | 9865.00 |
| 19 | 2010.01.11 13:59 | sell | 7 | 1.00 | 1.61645 | 1.61845 | 1.61604 | ||
| 20 | 2010.01.11 13:59 | modify | 7 | 1.00 | 1.61645 | 1.61731 | 1.61604 | ||
| 21 | 2010.01.11 14:32 | t/p | 7 | 1.00 | 1.61604 | 1.61731 | 1.61604 | 41.00 | 9906.00 |
| 22 | 2010.01.14 14:59 | buy | 8 | 1.00 | 1.63166 | 1.62966 | 1.63207 | ||
| 23 | 2010.01.14 14:59 | modify | 8 | 1.00 | 1.63166 | 1.63080 | 1.63207 | ||
| 24 | 2010.01.14 15:07 | t/p | 8 | 1.00 | 1.63207 | 1.63080 | 1.63207 | 41.00 | 9947.00 |
| 25 | 2010.01.18 06:59 | sell | 9 | 1.00 | 1.63048 | 1.63248 | 1.63007 | ||
| 26 | 2010.01.18 06:59 | modify | 9 | 1.00 | 1.63048 | 1.63134 | 1.63007 | ||
| 27 | 2010.01.18 07:02 | s/l | 9 | 1.00 | 1.63134 | 1.63134 | 1.63007 | -86.00 | 9861.00 |
| 28 | 2010.01.19 03:59 | sell | 10 | 1.00 | 1.64073 | 1.64273 | 1.64032 | ||
| 29 | 2010.01.19 03:59 | modify | 10 | 1.00 | 1.64073 | 1.64159 | 1.64032 | ||
| 30 | 2010.01.19 04:20 | s/l | 10 | 1.00 | 1.64159 | 1.64159 | 1.64032 | -86.00 | 9775.00 |
| 31 | 2010.01.19 14:59 | buy | 11 | 1.00 | 1.63460 | 1.63260 | 1.63501 | ||
| 32 | 2010.01.19 14:59 | modify | 11 | 1.00 | 1.63460 | 1.63374 | 1.63501 | ||
| 33 | 2010.01.19 15:02 | s/l | 11 | 1.00 | 1.63374 | 1.63374 | 1.63501 | -86.00 | 9689.00 |
| 34 | 2010.01.19 20:59 | sell | 12 | 1.00 | 1.63618 | 1.63818 | 1.63577 | ||
| 35 | 2010.01.19 20:59 | modify | 12 | 1.00 | 1.63618 | 1.63704 | 1.63577 | ||
| 36 | 2010.01.19 21:15 | s/l | 12 | 1.00 | 1.63704 | 1.63704 | 1.63577 | -86.00 | 9603.00 |
| 37 | 2010.01.20 07:59 | buy | 13 | 1.00 | 1.63219 | 1.63019 | 1.63260 | ||
| 38 | 2010.01.20 07:59 | modify | 13 | 1.00 | 1.63219 | 1.63133 | 1.63260 | ||
| 39 | 2010.01.20 08:05 | s/l | 13 | 1.00 | 1.63133 | 1.63133 | 1.63260 | -86.00 | 9517.00 |
| 40 | 2010.01.22 10:59 | sell | 14 | 1.00 | 1.62217 | 1.62417 | 1.62176 | ||
| 41 | 2010.01.22 10:59 | modify | 14 | 1.00 | 1.62217 | 1.62303 | 1.62176 | ||
| 42 | 2010.01.22 11:10 | s/l | 14 | 1.00 | 1.62303 | 1.62303 | 1.62176 | -86.00 | 9431.00 |
| 43 | 2010.01.22 16:59 | buy | 15 | 1.00 | 1.61288 | 1.61088 | 1.61329 | ||
| 44 | 2010.01.22 16:59 | modify | 15 | 1.00 | 1.61288 | 1.61202 | 1.61329 | ||
| 45 | 2010.01.22 17:02 | s/l | 15 | 1.00 | 1.61202 | 1.61202 | 1.61329 | -86.00 | 9345.00 |
| 46 | 2010.01.25 03:59 | buy | 16 | 1.00 | 1.61268 | 1.61068 | 1.61309 | ||
| 47 | 2010.01.25 03:59 | modify | 16 | 1.00 | 1.61268 | 1.61182 | 1.61309 | ||
| 48 | 2010.01.25 04:10 | s/l | 16 | 1.00 | 1.61182 | 1.61182 | 1.61309 | -86.00 | 9259.00 |
| 49 | 2010.01.26 13:59 | buy | 17 | 1.00 | 1.61476 | 1.61276 | 1.61517 | ||
| 50 | 2010.01.26 13:59 | modify | 17 | 1.00 | 1.61476 | 1.61390 | 1.61517 | ||
| 51 | 2010.01.26 14:10 | s/l | 17 | 1.00 | 1.61390 | 1.61390 | 1.61517 | -86.00 | 9173.00 |
| 52 | 2010.01.27 02:59 | buy | 18 | 1.00 | 1.61525 | 1.61325 | 1.61566 | ||
| 53 | 2010.01.27 02:59 | modify | 18 | 1.00 | 1.61525 | 1.61439 | 1.61566 | ||
| 54 | 2010.01.27 03:10 | s/l | 18 | 1.00 | 1.61439 | 1.61439 | 1.61566 | -86.00 | 9087.00 |
| 55 | 2010.01.28 05:59 | sell | 19 | 1.00 | 1.61875 | 1.62075 | 1.61834 | ||
| 56 | 2010.01.28 05:59 | modify | 19 | 1.00 | 1.61875 | 1.61961 | 1.61834 | ||
| 57 | 2010.01.28 06:10 | s/l | 19 | 1.00 | 1.61961 | 1.61961 | 1.61834 | -86.00 | 9001.00 |
| 58 | 2010.01.29 07:59 | buy | 20 | 1.00 | 1.61536 | 1.61336 | 1.61577 | ||
| 59 | 2010.01.29 07:59 | modify | 20 | 1.00 | 1.61536 | 1.61450 | 1.61577 | ||
| 60 | 2010.01.29 08:05 | s/l | 20 | 1.00 | 1.61450 | 1.61450 | 1.61577 | -86.00 | 8915.00 |
| 61 | 2010.02.02 06:59 | buy | 21 | 1.00 | 1.59466 | 1.59266 | 1.59507 | ||
| 62 | 2010.02.02 06:59 | modify | 21 | 1.00 | 1.59466 | 1.59380 | 1.59507 | ||
| 63 | 2010.02.02 07:15 | t/p | 21 | 1.00 | 1.59507 | 1.59380 | 1.59507 | 41.00 | 8956.00 |
| 64 | 2010.02.03 10:59 | sell | 22 | 1.00 | 1.60251 | 1.60451 | 1.60210 | ||
| 65 | 2010.02.03 10:59 | modify | 22 | 1.00 | 1.60251 | 1.60337 | 1.60210 | ||
| 66 | 2010.02.03 11:15 | t/p | 22 | 1.00 | 1.60210 | 1.60337 | 1.60210 | 41.00 | 8997.00 |
| 67 | 2010.02.05 03:59 | buy | 23 | 1.00 | 1.57541 | 1.57341 | 1.57582 | ||
| 68 | 2010.02.05 03:59 | modify | 23 | 1.00 | 1.57541 | 1.57455 | 1.57582 | ||
| 69 | 2010.02.05 04:02 | t/p | 23 | 1.00 | 1.57582 | 1.57455 | 1.57582 | 41.00 | 9038.00 |
| 70 | 2010.02.09 09:59 | sell | 24 | 1.00 | 1.55881 | 1.56081 | 1.55840 | ||
| 71 | 2010.02.09 09:59 | modify | 24 | 1.00 | 1.55881 | 1.55967 | 1.55840 | ||
| 72 | 2010.02.09 10:10 | s/l | 24 | 1.00 | 1.55967 | 1.55967 | 1.55840 | -86.00 | 8952.00 |
| 73 | 2010.02.11 16:59 | buy | 25 | 1.00 | 1.56164 | 1.55964 | 1.56205 | ||
| 74 | 2010.02.11 16:59 | modify | 25 | 1.00 | 1.56164 | 1.56078 | 1.56205 | ||
| 75 | 2010.02.11 17:02 | s/l | 25 | 1.00 | 1.56078 | 1.56078 | 1.56205 | -86.00 | 8866.00 |
| 76 | 2010.02.12 10:59 | sell | 26 | 1.00 | 1.56552 | 1.56752 | 1.56511 | ||
| 77 | 2010.02.12 10:59 | modify | 26 | 1.00 | 1.56552 | 1.56638 | 1.56511 | ||
| 78 | 2010.02.12 11:02 | s/l | 26 | 1.00 | 1.56638 | 1.56638 | 1.56511 | -86.00 | 8780.00 |
| 79 | 2010.02.15 23:59 | buy | 27 | 1.00 | 1.56714 | 1.56514 | 1.56755 | ||
| 80 | 2010.02.15 23:59 | modify | 27 | 1.00 | 1.56714 | 1.56628 | 1.56755 | ||
| 81 | 2010.02.16 00:20 | s/l | 27 | 1.00 | 1.56628 | 1.56628 | 1.56755 | -85.90 | 8694.10 |
| 82 | 2010.02.22 05:59 | sell | 28 | 1.00 | 1.54803 | 1.55003 | 1.54762 | ||
| 83 | 2010.02.22 05:59 | modify | 28 | 1.00 | 1.54803 | 1.54889 | 1.54762 | ||
| 84 | 2010.02.22 06:02 | s/l | 28 | 1.00 | 1.54889 | 1.54889 | 1.54762 | -86.00 | 8608.10 |
| 85 | 2010.02.22 17:59 | sell | 29 | 1.00 | 1.54748 | 1.54948 | 1.54707 | ||
| 86 | 2010.02.22 17:59 | modify | 29 | 1.00 | 1.54748 | 1.54834 | 1.54707 | ||
| 87 | 2010.02.22 18:02 | s/l | 29 | 1.00 | 1.54834 | 1.54834 | 1.54707 | -86.00 | 8522.10 |
| 88 | 2010.02.24 17:59 | sell | 30 | 1.00 | 1.54309 | 1.54509 | 1.54268 | ||
| 89 | 2010.02.24 17:59 | modify | 30 | 1.00 | 1.54309 | 1.54395 | 1.54268 | ||
| 90 | 2010.02.24 18:15 | t/p | 30 | 1.00 | 1.54268 | 1.54395 | 1.54268 | 41.00 | 8563.10 |
| 91 | 2010.02.26 09:59 | buy | 31 | 1.00 | 1.52788 | 1.52588 | 1.52829 | ||
| 92 | 2010.02.26 09:59 | modify | 31 | 1.00 | 1.52788 | 1.52702 | 1.52829 | ||
| 93 | 2010.02.26 10:10 | t/p | 31 | 1.00 | 1.52829 | 1.52702 | 1.52829 | 41.00 | 8604.10 |
| 94 | 2010.02.26 16:59 | buy | 32 | 1.00 | 1.52288 | 1.52088 | 1.52329 | ||
| 95 | 2010.02.26 16:59 | modify | 32 | 1.00 | 1.52288 | 1.52202 | 1.52329 | ||
| 96 | 2010.02.26 17:02 | s/l | 32 | 1.00 | 1.52202 | 1.52202 | 1.52329 | -86.00 | 8518.10 |