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="""; lots=0.25; 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 | -370.48 | Gross profit | 102.50 | Gross loss | -472.98 |
Profit factor | 0.22 | Expected payoff | -11.58 | ||
Absolute drawdown | 387.48 | Maximal drawdown | 387.48 (3.87%) | Relative drawdown | 3.87% (387.48) |
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 | 10.25 | loss trade | -21.50 | |
Average | profit trade | 10.25 | loss trade | -21.50 | |
Maximum | consecutive wins (profit in money) | 3 (30.75) | consecutive losses (loss in money) | 12 (-258.00) | |
Maximal | consecutive profit (count of wins) | 30.75 (3) | consecutive loss (count of losses) | -258.00 (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 | 0.25 | 1.61306 | 1.61106 | 1.61347 | ||
2 | 2010.01.04 18:59 | modify | 1 | 0.25 | 1.61306 | 1.61220 | 1.61347 | ||
3 | 2010.01.04 19:15 | s/l | 1 | 0.25 | 1.61220 | 1.61220 | 1.61347 | -21.50 | 9978.50 |
4 | 2010.01.05 08:59 | sell | 2 | 0.25 | 1.60989 | 1.61189 | 1.60948 | ||
5 | 2010.01.05 08:59 | modify | 2 | 0.25 | 1.60989 | 1.61075 | 1.60948 | ||
6 | 2010.01.05 09:07 | s/l | 2 | 0.25 | 1.61075 | 1.61075 | 1.60948 | -21.50 | 9957.00 |
7 | 2010.01.06 18:59 | sell | 3 | 0.25 | 1.59945 | 1.60145 | 1.59904 | ||
8 | 2010.01.06 18:59 | modify | 3 | 0.25 | 1.59945 | 1.60031 | 1.59904 | ||
9 | 2010.01.06 19:15 | t/p | 3 | 0.25 | 1.59904 | 1.60031 | 1.59904 | 10.25 | 9967.25 |
10 | 2010.01.06 20:59 | buy | 4 | 0.25 | 1.60016 | 1.59816 | 1.60057 | ||
11 | 2010.01.06 20:59 | modify | 4 | 0.25 | 1.60016 | 1.59930 | 1.60057 | ||
12 | 2010.01.06 21:16 | t/p | 4 | 0.25 | 1.60057 | 1.59930 | 1.60057 | 10.25 | 9977.50 |
13 | 2010.01.08 00:59 | buy | 5 | 0.25 | 1.59378 | 1.59178 | 1.59419 | ||
14 | 2010.01.08 00:59 | modify | 5 | 0.25 | 1.59378 | 1.59292 | 1.59419 | ||
15 | 2010.01.08 01:10 | t/p | 5 | 0.25 | 1.59419 | 1.59292 | 1.59419 | 10.25 | 9987.75 |
16 | 2010.01.08 04:59 | buy | 6 | 0.25 | 1.59438 | 1.59238 | 1.59479 | ||
17 | 2010.01.08 04:59 | modify | 6 | 0.25 | 1.59438 | 1.59352 | 1.59479 | ||
18 | 2010.01.08 05:02 | s/l | 6 | 0.25 | 1.59352 | 1.59352 | 1.59479 | -21.50 | 9966.25 |
19 | 2010.01.11 13:59 | sell | 7 | 0.25 | 1.61645 | 1.61845 | 1.61604 | ||
20 | 2010.01.11 13:59 | modify | 7 | 0.25 | 1.61645 | 1.61731 | 1.61604 | ||
21 | 2010.01.11 14:32 | t/p | 7 | 0.25 | 1.61604 | 1.61731 | 1.61604 | 10.25 | 9976.50 |
22 | 2010.01.14 14:59 | buy | 8 | 0.25 | 1.63166 | 1.62966 | 1.63207 | ||
23 | 2010.01.14 14:59 | modify | 8 | 0.25 | 1.63166 | 1.63080 | 1.63207 | ||
24 | 2010.01.14 15:07 | t/p | 8 | 0.25 | 1.63207 | 1.63080 | 1.63207 | 10.25 | 9986.75 |
25 | 2010.01.18 06:59 | sell | 9 | 0.25 | 1.63048 | 1.63248 | 1.63007 | ||
26 | 2010.01.18 06:59 | modify | 9 | 0.25 | 1.63048 | 1.63134 | 1.63007 | ||
27 | 2010.01.18 07:02 | s/l | 9 | 0.25 | 1.63134 | 1.63134 | 1.63007 | -21.50 | 9965.25 |
28 | 2010.01.19 03:59 | sell | 10 | 0.25 | 1.64073 | 1.64273 | 1.64032 | ||
29 | 2010.01.19 03:59 | modify | 10 | 0.25 | 1.64073 | 1.64159 | 1.64032 | ||
30 | 2010.01.19 04:20 | s/l | 10 | 0.25 | 1.64159 | 1.64159 | 1.64032 | -21.50 | 9943.75 |
31 | 2010.01.19 14:59 | buy | 11 | 0.25 | 1.63460 | 1.63260 | 1.63501 | ||
32 | 2010.01.19 14:59 | modify | 11 | 0.25 | 1.63460 | 1.63374 | 1.63501 | ||
33 | 2010.01.19 15:02 | s/l | 11 | 0.25 | 1.63374 | 1.63374 | 1.63501 | -21.50 | 9922.25 |
34 | 2010.01.19 20:59 | sell | 12 | 0.25 | 1.63618 | 1.63818 | 1.63577 | ||
35 | 2010.01.19 20:59 | modify | 12 | 0.25 | 1.63618 | 1.63704 | 1.63577 | ||
36 | 2010.01.19 21:15 | s/l | 12 | 0.25 | 1.63704 | 1.63704 | 1.63577 | -21.50 | 9900.75 |
37 | 2010.01.20 07:59 | buy | 13 | 0.25 | 1.63219 | 1.63019 | 1.63260 | ||
38 | 2010.01.20 07:59 | modify | 13 | 0.25 | 1.63219 | 1.63133 | 1.63260 | ||
39 | 2010.01.20 08:05 | s/l | 13 | 0.25 | 1.63133 | 1.63133 | 1.63260 | -21.50 | 9879.25 |
40 | 2010.01.22 10:59 | sell | 14 | 0.25 | 1.62217 | 1.62417 | 1.62176 | ||
41 | 2010.01.22 10:59 | modify | 14 | 0.25 | 1.62217 | 1.62303 | 1.62176 | ||
42 | 2010.01.22 11:10 | s/l | 14 | 0.25 | 1.62303 | 1.62303 | 1.62176 | -21.50 | 9857.75 |
43 | 2010.01.22 16:59 | buy | 15 | 0.25 | 1.61288 | 1.61088 | 1.61329 | ||
44 | 2010.01.22 16:59 | modify | 15 | 0.25 | 1.61288 | 1.61202 | 1.61329 | ||
45 | 2010.01.22 17:02 | s/l | 15 | 0.25 | 1.61202 | 1.61202 | 1.61329 | -21.50 | 9836.25 |
46 | 2010.01.25 03:59 | buy | 16 | 0.25 | 1.61268 | 1.61068 | 1.61309 | ||
47 | 2010.01.25 03:59 | modify | 16 | 0.25 | 1.61268 | 1.61182 | 1.61309 | ||
48 | 2010.01.25 04:10 | s/l | 16 | 0.25 | 1.61182 | 1.61182 | 1.61309 | -21.50 | 9814.75 |
49 | 2010.01.26 13:59 | buy | 17 | 0.25 | 1.61476 | 1.61276 | 1.61517 | ||
50 | 2010.01.26 13:59 | modify | 17 | 0.25 | 1.61476 | 1.61390 | 1.61517 | ||
51 | 2010.01.26 14:10 | s/l | 17 | 0.25 | 1.61390 | 1.61390 | 1.61517 | -21.50 | 9793.25 |
52 | 2010.01.27 02:59 | buy | 18 | 0.25 | 1.61525 | 1.61325 | 1.61566 | ||
53 | 2010.01.27 02:59 | modify | 18 | 0.25 | 1.61525 | 1.61439 | 1.61566 | ||
54 | 2010.01.27 03:10 | s/l | 18 | 0.25 | 1.61439 | 1.61439 | 1.61566 | -21.50 | 9771.75 |
55 | 2010.01.28 05:59 | sell | 19 | 0.25 | 1.61875 | 1.62075 | 1.61834 | ||
56 | 2010.01.28 05:59 | modify | 19 | 0.25 | 1.61875 | 1.61961 | 1.61834 | ||
57 | 2010.01.28 06:10 | s/l | 19 | 0.25 | 1.61961 | 1.61961 | 1.61834 | -21.50 | 9750.25 |
58 | 2010.01.29 07:59 | buy | 20 | 0.25 | 1.61536 | 1.61336 | 1.61577 | ||
59 | 2010.01.29 07:59 | modify | 20 | 0.25 | 1.61536 | 1.61450 | 1.61577 | ||
60 | 2010.01.29 08:05 | s/l | 20 | 0.25 | 1.61450 | 1.61450 | 1.61577 | -21.50 | 9728.75 |
61 | 2010.02.02 06:59 | buy | 21 | 0.25 | 1.59466 | 1.59266 | 1.59507 | ||
62 | 2010.02.02 06:59 | modify | 21 | 0.25 | 1.59466 | 1.59380 | 1.59507 | ||
63 | 2010.02.02 07:15 | t/p | 21 | 0.25 | 1.59507 | 1.59380 | 1.59507 | 10.25 | 9739.00 |
64 | 2010.02.03 10:59 | sell | 22 | 0.25 | 1.60251 | 1.60451 | 1.60210 | ||
65 | 2010.02.03 10:59 | modify | 22 | 0.25 | 1.60251 | 1.60337 | 1.60210 | ||
66 | 2010.02.03 11:15 | t/p | 22 | 0.25 | 1.60210 | 1.60337 | 1.60210 | 10.25 | 9749.25 |
67 | 2010.02.05 03:59 | buy | 23 | 0.25 | 1.57541 | 1.57341 | 1.57582 | ||
68 | 2010.02.05 03:59 | modify | 23 | 0.25 | 1.57541 | 1.57455 | 1.57582 | ||
69 | 2010.02.05 04:02 | t/p | 23 | 0.25 | 1.57582 | 1.57455 | 1.57582 | 10.25 | 9759.50 |
70 | 2010.02.09 09:59 | sell | 24 | 0.25 | 1.55881 | 1.56081 | 1.55840 | ||
71 | 2010.02.09 09:59 | modify | 24 | 0.25 | 1.55881 | 1.55967 | 1.55840 | ||
72 | 2010.02.09 10:10 | s/l | 24 | 0.25 | 1.55967 | 1.55967 | 1.55840 | -21.50 | 9738.00 |
73 | 2010.02.11 16:59 | buy | 25 | 0.25 | 1.56164 | 1.55964 | 1.56205 | ||
74 | 2010.02.11 16:59 | modify | 25 | 0.25 | 1.56164 | 1.56078 | 1.56205 | ||
75 | 2010.02.11 17:02 | s/l | 25 | 0.25 | 1.56078 | 1.56078 | 1.56205 | -21.50 | 9716.50 |
76 | 2010.02.12 10:59 | sell | 26 | 0.25 | 1.56552 | 1.56752 | 1.56511 | ||
77 | 2010.02.12 10:59 | modify | 26 | 0.25 | 1.56552 | 1.56638 | 1.56511 | ||
78 | 2010.02.12 11:02 | s/l | 26 | 0.25 | 1.56638 | 1.56638 | 1.56511 | -21.50 | 9695.00 |
79 | 2010.02.15 23:59 | buy | 27 | 0.25 | 1.56714 | 1.56514 | 1.56755 | ||
80 | 2010.02.15 23:59 | modify | 27 | 0.25 | 1.56714 | 1.56628 | 1.56755 | ||
81 | 2010.02.16 00:20 | s/l | 27 | 0.25 | 1.56628 | 1.56628 | 1.56755 | -21.48 | 9673.52 |
82 | 2010.02.22 05:59 | sell | 28 | 0.25 | 1.54803 | 1.55003 | 1.54762 | ||
83 | 2010.02.22 05:59 | modify | 28 | 0.25 | 1.54803 | 1.54889 | 1.54762 | ||
84 | 2010.02.22 06:02 | s/l | 28 | 0.25 | 1.54889 | 1.54889 | 1.54762 | -21.50 | 9652.02 |
85 | 2010.02.22 17:59 | sell | 29 | 0.25 | 1.54748 | 1.54948 | 1.54707 | ||
86 | 2010.02.22 17:59 | modify | 29 | 0.25 | 1.54748 | 1.54834 | 1.54707 | ||
87 | 2010.02.22 18:02 | s/l | 29 | 0.25 | 1.54834 | 1.54834 | 1.54707 | -21.50 | 9630.52 |
88 | 2010.02.24 17:59 | sell | 30 | 0.25 | 1.54309 | 1.54509 | 1.54268 | ||
89 | 2010.02.24 17:59 | modify | 30 | 0.25 | 1.54309 | 1.54395 | 1.54268 | ||
90 | 2010.02.24 18:15 | t/p | 30 | 0.25 | 1.54268 | 1.54395 | 1.54268 | 10.25 | 9640.77 |
91 | 2010.02.26 09:59 | buy | 31 | 0.25 | 1.52788 | 1.52588 | 1.52829 | ||
92 | 2010.02.26 09:59 | modify | 31 | 0.25 | 1.52788 | 1.52702 | 1.52829 | ||
93 | 2010.02.26 10:10 | t/p | 31 | 0.25 | 1.52829 | 1.52702 | 1.52829 | 10.25 | 9651.02 |
94 | 2010.02.26 16:59 | buy | 32 | 0.25 | 1.52288 | 1.52088 | 1.52329 | ||
95 | 2010.02.26 16:59 | modify | 32 | 0.25 | 1.52288 | 1.52202 | 1.52329 | ||
96 | 2010.02.26 17:02 | s/l | 32 | 0.25 | 1.52202 | 1.52202 | 1.52329 | -21.50 | 9629.52 |