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 | _1=""Indiacator"; JawsPeriod=144; JawsMethod=0; JawsPrice=0; JawsShift=8; MaMetod=1; MaPeriod=21; MaMetod2=3; MaPeriod2=1; n1=""Ea"; Magic=123; StopLoss=0; TrailingStop=0; TakeProfit=225; Slippage=3; FixedLots=0.1; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -757.15 | Gross profit | 471.54 | Gross loss | -1228.69 |
Profit factor | 0.38 | Expected payoff | -22.27 | ||
Absolute drawdown | 838.75 | Maximal drawdown | 921.10 (9.14%) | Relative drawdown | 9.14% (921.10) |
Total trades | 34 | Short positions (won %) | 17 (70.59%) | Long positions (won %) | 17 (52.94%) |
Profit trades (% of total) | 21 (61.76%) | Loss trades (% of total) | 13 (38.24%) | ||
Largest | profit trade | 22.53 | loss trade | -482.16 | |
Average | profit trade | 22.45 | loss trade | -94.51 | |
Maximum | consecutive wins (profit in money) | 4 (89.78) | consecutive losses (loss in money) | 2 (-484.76) | |
Maximal | consecutive profit (count of wins) | 89.78 (4) | consecutive loss (count of losses) | -484.76 (2) | |
Average | consecutive wins | 2 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 03:00 | sell | 1 | 0.10 | 1.60881 | 0.00000 | 1.60656 | ||
2 | 2010.01.04 08:16 | t/p | 1 | 0.10 | 1.60656 | 0.00000 | 1.60656 | 22.50 | 10022.50 |
3 | 2010.01.04 10:00 | buy | 2 | 0.10 | 1.61582 | 0.00000 | 1.61807 | ||
4 | 2010.01.04 10:02 | modify | 2 | 0.10 | 1.61582 | 1.60875 | 1.61807 | ||
5 | 2010.01.04 10:20 | t/p | 2 | 0.10 | 1.61807 | 1.60875 | 1.61807 | 22.50 | 10045.00 |
6 | 2010.01.04 17:15 | sell | 3 | 0.10 | 1.61012 | 0.00000 | 1.60787 | ||
7 | 2010.01.05 02:20 | t/p | 3 | 0.10 | 1.60787 | 0.00000 | 1.60787 | 22.25 | 10067.25 |
8 | 2010.01.05 07:00 | buy | 4 | 0.10 | 1.61377 | 0.00000 | 1.61602 | ||
9 | 2010.01.05 07:02 | modify | 4 | 0.10 | 1.61377 | 1.61033 | 1.61602 | ||
10 | 2010.01.05 08:50 | s/l | 4 | 0.10 | 1.61033 | 1.61033 | 1.61602 | -34.40 | 10032.85 |
11 | 2010.01.05 09:00 | sell | 5 | 0.10 | 1.60993 | 0.00000 | 1.60768 | ||
12 | 2010.01.05 09:15 | t/p | 5 | 0.10 | 1.60768 | 0.00000 | 1.60768 | 22.50 | 10055.35 |
13 | 2010.01.06 09:20 | buy | 6 | 0.10 | 1.60509 | 0.00000 | 1.60734 | ||
14 | 2010.01.06 16:00 | close | 6 | 0.10 | 1.59468 | 0.00000 | 1.60734 | -104.10 | 9951.25 |
15 | 2010.01.06 18:00 | buy | 7 | 0.10 | 1.60187 | 0.00000 | 1.60412 | ||
16 | 2010.01.07 01:15 | t/p | 7 | 0.10 | 1.60412 | 0.00000 | 1.60412 | 22.53 | 9973.78 |
17 | 2010.01.07 06:00 | sell | 8 | 0.10 | 1.60016 | 0.00000 | 1.59791 | ||
18 | 2010.01.07 06:02 | modify | 8 | 0.10 | 1.60016 | 1.60195 | 1.59791 | ||
19 | 2010.01.07 06:50 | t/p | 8 | 0.10 | 1.59791 | 1.60195 | 1.59791 | 22.50 | 9996.28 |
20 | 2010.01.08 07:20 | buy | 9 | 0.10 | 1.59619 | 0.00000 | 1.59844 | ||
21 | 2010.01.08 09:20 | t/p | 9 | 0.10 | 1.59844 | 0.00000 | 1.59844 | 22.50 | 10018.78 |
22 | 2010.01.11 21:00 | sell | 10 | 0.10 | 1.60983 | 0.00000 | 1.60758 | ||
23 | 2010.01.12 03:20 | t/p | 10 | 0.10 | 1.60758 | 0.00000 | 1.60758 | 22.25 | 10041.03 |
24 | 2010.01.12 08:00 | buy | 11 | 0.10 | 1.61218 | 0.00000 | 1.61443 | ||
25 | 2010.01.12 08:02 | modify | 11 | 0.10 | 1.61218 | 1.60809 | 1.61443 | ||
26 | 2010.01.12 09:00 | modify | 11 | 0.10 | 1.61218 | 1.60899 | 1.61443 | ||
27 | 2010.01.12 09:02 | s/l | 11 | 0.10 | 1.60899 | 1.60899 | 1.61443 | -31.90 | 10009.13 |
28 | 2010.01.12 10:45 | buy | 12 | 0.10 | 1.61318 | 0.00000 | 1.61543 | ||
29 | 2010.01.12 10:47 | modify | 12 | 0.10 | 1.61318 | 1.60741 | 1.61543 | ||
30 | 2010.01.12 11:00 | modify | 12 | 0.10 | 1.61318 | 1.60877 | 1.61543 | ||
31 | 2010.01.12 11:20 | t/p | 12 | 0.10 | 1.61543 | 1.60877 | 1.61543 | 22.50 | 10031.63 |
32 | 2010.01.14 13:10 | sell | 13 | 0.10 | 1.62642 | 0.00000 | 1.62417 | ||
33 | 2010.01.15 17:26 | t/p | 13 | 0.10 | 1.62417 | 0.00000 | 1.62417 | 22.25 | 10053.88 |
34 | 2010.01.18 04:20 | buy | 14 | 0.10 | 1.63011 | 0.00000 | 1.63236 | ||
35 | 2010.01.18 04:22 | modify | 14 | 0.10 | 1.63011 | 1.62575 | 1.63236 | ||
36 | 2010.01.18 06:00 | modify | 14 | 0.10 | 1.63011 | 1.62878 | 1.63236 | ||
37 | 2010.01.18 07:20 | s/l | 14 | 0.10 | 1.62878 | 1.62878 | 1.63236 | -13.30 | 10040.58 |
38 | 2010.01.19 13:00 | sell | 15 | 0.10 | 1.63380 | 0.00000 | 1.63155 | ||
39 | 2010.01.20 03:20 | t/p | 15 | 0.10 | 1.63155 | 0.00000 | 1.63155 | 22.25 | 10062.83 |
40 | 2010.01.21 01:00 | buy | 16 | 0.10 | 1.63065 | 0.00000 | 1.63290 | ||
41 | 2010.01.26 09:00 | close | 16 | 0.10 | 1.62255 | 0.00000 | 1.63290 | -80.97 | 9981.86 |
42 | 2010.01.26 10:40 | sell | 17 | 0.10 | 1.61499 | 0.00000 | 1.61274 | ||
43 | 2010.01.26 10:43 | modify | 17 | 0.10 | 1.61499 | 1.62202 | 1.61274 | ||
44 | 2010.01.26 10:46 | t/p | 17 | 0.10 | 1.61274 | 1.62202 | 1.61274 | 22.50 | 10004.36 |
45 | 2010.01.27 11:00 | buy | 18 | 0.10 | 1.61914 | 0.00000 | 1.62139 | ||
46 | 2010.01.27 11:15 | t/p | 18 | 0.10 | 1.62139 | 0.00000 | 1.62139 | 22.50 | 10026.86 |
47 | 2010.01.27 20:20 | sell | 19 | 0.10 | 1.61475 | 0.00000 | 1.61250 | ||
48 | 2010.01.27 21:00 | modify | 19 | 0.10 | 1.61475 | 1.61929 | 1.61250 | ||
49 | 2010.01.27 22:00 | modify | 19 | 0.10 | 1.61475 | 1.61900 | 1.61250 | ||
50 | 2010.01.28 00:10 | modify | 19 | 0.10 | 1.61475 | 1.61812 | 1.61250 | ||
51 | 2010.01.28 00:40 | s/l | 19 | 0.10 | 1.61812 | 1.61812 | 1.61250 | -34.45 | 9992.41 |
52 | 2010.01.28 01:02 | buy | 20 | 0.10 | 1.61859 | 0.00000 | 1.62084 | ||
53 | 2010.01.28 03:50 | t/p | 20 | 0.10 | 1.62084 | 0.00000 | 1.62084 | 22.50 | 10014.91 |
54 | 2010.01.28 03:50 | buy | 21 | 0.10 | 1.62154 | 0.00000 | 1.62379 | ||
55 | 2010.01.28 08:45 | t/p | 21 | 0.10 | 1.62379 | 0.00000 | 1.62379 | 22.50 | 10037.41 |
56 | 2010.01.28 16:20 | sell | 22 | 0.10 | 1.61329 | 0.00000 | 1.61104 | ||
57 | 2010.01.28 22:02 | modify | 22 | 0.10 | 1.61329 | 1.61355 | 1.61104 | ||
58 | 2010.01.28 22:15 | s/l | 22 | 0.10 | 1.61355 | 1.61355 | 1.61104 | -2.60 | 10034.81 |
59 | 2010.01.29 10:00 | buy | 23 | 0.10 | 1.61765 | 0.00000 | 1.61990 | ||
60 | 2010.02.12 05:50 | modify | 23 | 0.10 | 1.61765 | 1.56942 | 1.61990 | ||
61 | 2010.02.12 05:52 | s/l | 23 | 0.10 | 1.56942 | 1.56942 | 1.61990 | -482.16 | 9552.65 |
62 | 2010.02.12 11:00 | sell | 24 | 0.10 | 1.56542 | 0.00000 | 1.56317 | ||
63 | 2010.02.12 11:20 | t/p | 24 | 0.10 | 1.56317 | 0.00000 | 1.56317 | 22.50 | 9575.15 |
64 | 2010.02.12 18:15 | buy | 25 | 0.10 | 1.56843 | 0.00000 | 1.57068 | ||
65 | 2010.02.12 22:16 | t/p | 25 | 0.10 | 1.57068 | 0.00000 | 1.57068 | 22.50 | 9597.65 |
66 | 2010.02.15 03:32 | sell | 26 | 0.10 | 1.56545 | 0.00000 | 1.56320 | ||
67 | 2010.02.15 08:15 | t/p | 26 | 0.10 | 1.56320 | 0.00000 | 1.56320 | 22.50 | 9620.15 |
68 | 2010.02.15 10:00 | buy | 27 | 0.10 | 1.56794 | 0.00000 | 1.57019 | ||
69 | 2010.02.15 10:02 | modify | 27 | 0.10 | 1.56794 | 1.56645 | 1.57019 | ||
70 | 2010.02.15 11:02 | s/l | 27 | 0.10 | 1.56645 | 1.56645 | 1.57019 | -14.90 | 9605.25 |
71 | 2010.02.15 16:50 | sell | 28 | 0.10 | 1.56484 | 0.00000 | 1.56259 | ||
72 | 2010.02.16 22:00 | close | 28 | 0.10 | 1.57905 | 0.00000 | 1.56259 | -142.35 | 9462.90 |
73 | 2010.02.17 16:15 | sell | 29 | 0.10 | 1.57361 | 0.00000 | 1.57136 | ||
74 | 2010.02.17 16:50 | t/p | 29 | 0.10 | 1.57136 | 0.00000 | 1.57136 | 22.50 | 9485.40 |
75 | 2010.02.19 20:00 | buy | 30 | 0.10 | 1.54620 | 0.00000 | 1.54845 | ||
76 | 2010.02.22 02:16 | t/p | 30 | 0.10 | 1.54845 | 0.00000 | 1.54845 | 22.51 | 9507.91 |
77 | 2010.02.22 10:02 | sell | 31 | 0.10 | 1.54493 | 0.00000 | 1.54268 | ||
78 | 2010.02.22 10:05 | modify | 31 | 0.10 | 1.54493 | 1.54913 | 1.54268 | ||
79 | 2010.02.22 10:46 | s/l | 31 | 0.10 | 1.54913 | 1.54913 | 1.54268 | -42.00 | 9465.91 |
80 | 2010.02.22 12:00 | sell | 32 | 0.10 | 1.54579 | 0.00000 | 1.54354 | ||
81 | 2010.02.22 12:02 | modify | 32 | 0.10 | 1.54579 | 1.54780 | 1.54354 | ||
82 | 2010.02.22 12:40 | s/l | 32 | 0.10 | 1.54780 | 1.54780 | 1.54354 | -20.10 | 9445.81 |
83 | 2010.02.23 11:00 | sell | 33 | 0.10 | 1.54315 | 0.00000 | 1.54090 | ||
84 | 2010.02.23 11:02 | modify | 33 | 0.10 | 1.54315 | 1.55265 | 1.54090 | ||
85 | 2010.02.23 11:20 | t/p | 33 | 0.10 | 1.54090 | 1.55265 | 1.54090 | 22.50 | 9468.31 |
86 | 2010.02.24 04:00 | buy | 34 | 0.10 | 1.54589 | 0.00000 | 1.54814 | ||
87 | 2010.02.26 22:59 | close at stop | 34 | 0.10 | 1.52334 | 0.00000 | 1.54814 | -225.46 | 9242.85 |