Strategy Tester Report
Bogie v9-pivot
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 | UseMM=true; Risk=2; Lots=0.1; TrailingStop=30; UseStartTime=false; DayStartHour=17; DayStartMinute=2; UseStopLoss=false; StopLoss=300; Spread=10; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -1894.56 | Gross profit | 534.93 | Gross loss | -2429.49 |
Profit factor | 0.22 | Expected payoff | -31.06 | ||
Absolute drawdown | 2070.12 | Maximal drawdown | 2609.25 (24.76%) | Relative drawdown | 24.76% (2609.25) |
Total trades | 61 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 61 (98.36%) |
Profit trades (% of total) | 60 (98.36%) | Loss trades (% of total) | 1 (1.64%) | ||
Largest | profit trade | 37.40 | loss trade | -2429.49 | |
Average | profit trade | 8.92 | loss trade | -2429.49 | |
Maximum | consecutive wins (profit in money) | 60 (534.93) | consecutive losses (loss in money) | 1 (-2429.49) | |
Maximal | consecutive profit (count of wins) | 534.93 (60) | consecutive loss (count of losses) | -2429.49 (1) | |
Average | consecutive wins | 60 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 00:37 | buy | 1 | 0.20 | 1.61298 | 0.00000 | 1.61329 | ||
2 | 2010.01.04 00:40 | t/p | 1 | 0.20 | 1.61329 | 0.00000 | 1.61329 | 6.20 | 10006.20 |
3 | 2010.01.04 01:10 | buy | 2 | 0.20 | 1.61320 | 0.00000 | 1.61346 | ||
4 | 2010.01.04 01:12 | t/p | 2 | 0.20 | 1.61346 | 0.00000 | 1.61346 | 5.20 | 10011.40 |
5 | 2010.01.04 01:15 | buy | 3 | 0.20 | 1.61209 | 0.00000 | 1.61309 | ||
6 | 2010.01.04 09:15 | t/p | 3 | 0.20 | 1.61309 | 0.00000 | 1.61309 | 20.00 | 10031.40 |
7 | 2010.01.04 13:50 | buy | 4 | 0.20 | 1.61387 | 0.00000 | 1.61456 | ||
8 | 2010.01.04 13:57 | t/p | 4 | 0.20 | 1.61456 | 0.00000 | 1.61456 | 13.80 | 10045.20 |
9 | 2010.01.04 14:02 | buy | 5 | 0.20 | 1.61449 | 0.00000 | 1.61476 | ||
10 | 2010.01.04 14:10 | t/p | 5 | 0.20 | 1.61476 | 0.00000 | 1.61476 | 5.40 | 10050.60 |
11 | 2010.01.04 14:32 | buy | 6 | 0.20 | 1.61448 | 0.00000 | 1.61476 | ||
12 | 2010.01.04 14:40 | t/p | 6 | 0.20 | 1.61476 | 0.00000 | 1.61476 | 5.60 | 10056.20 |
13 | 2010.01.04 16:20 | buy | 7 | 0.20 | 1.61307 | 0.00000 | 1.61429 | ||
14 | 2010.01.04 16:27 | t/p | 7 | 0.20 | 1.61429 | 0.00000 | 1.61429 | 24.40 | 10080.60 |
15 | 2010.01.04 16:27 | buy | 8 | 0.20 | 1.61439 | 0.00000 | 1.61473 | ||
16 | 2010.01.05 07:50 | t/p | 8 | 0.20 | 1.61473 | 0.00000 | 1.61473 | 6.82 | 10087.42 |
17 | 2010.01.05 08:50 | buy | 9 | 0.20 | 1.60916 | 0.00000 | 1.61034 | ||
18 | 2010.01.05 08:57 | t/p | 9 | 0.20 | 1.61034 | 0.00000 | 1.61034 | 23.60 | 10111.02 |
19 | 2010.01.05 08:59 | buy | 10 | 0.20 | 1.60998 | 0.00000 | 1.61061 | ||
20 | 2010.01.08 14:50 | t/p | 10 | 0.20 | 1.61061 | 0.00000 | 1.61061 | 12.70 | 10123.72 |
21 | 2010.01.08 16:15 | buy | 11 | 0.20 | 1.59967 | 0.00000 | 1.60071 | ||
22 | 2010.01.08 18:20 | t/p | 11 | 0.20 | 1.60071 | 0.00000 | 1.60071 | 20.80 | 10144.52 |
23 | 2010.01.08 18:22 | buy | 12 | 0.20 | 1.60086 | 0.00000 | 1.60111 | ||
24 | 2010.01.08 18:45 | t/p | 12 | 0.20 | 1.60111 | 0.00000 | 1.60111 | 5.00 | 10149.52 |
25 | 2010.01.08 18:59 | buy | 13 | 0.20 | 1.60052 | 0.00000 | 1.60099 | ||
26 | 2010.01.08 19:10 | t/p | 13 | 0.20 | 1.60099 | 0.00000 | 1.60099 | 9.40 | 10158.92 |
27 | 2010.01.11 01:59 | buy | 14 | 0.20 | 1.60779 | 0.00000 | 1.60810 | ||
28 | 2010.01.11 02:20 | t/p | 14 | 0.20 | 1.60810 | 0.00000 | 1.60810 | 6.20 | 10165.12 |
29 | 2010.01.11 02:27 | buy | 15 | 0.20 | 1.60787 | 0.00000 | 1.60812 | ||
30 | 2010.01.11 03:45 | t/p | 15 | 0.20 | 1.60812 | 0.00000 | 1.60812 | 5.00 | 10170.12 |
31 | 2010.01.11 05:50 | buy | 16 | 0.20 | 1.60743 | 0.00000 | 1.60798 | ||
32 | 2010.01.11 05:57 | t/p | 16 | 0.20 | 1.60798 | 0.00000 | 1.60798 | 11.00 | 10181.12 |
33 | 2010.01.11 07:15 | buy | 17 | 0.20 | 1.60793 | 0.00000 | 1.60814 | ||
34 | 2010.01.11 07:32 | t/p | 17 | 0.20 | 1.60814 | 0.00000 | 1.60814 | 4.20 | 10185.32 |
35 | 2010.01.11 07:45 | buy | 18 | 0.20 | 1.60767 | 0.00000 | 1.60806 | ||
36 | 2010.01.11 08:05 | t/p | 18 | 0.20 | 1.60806 | 0.00000 | 1.60806 | 7.80 | 10193.12 |
37 | 2010.01.11 08:07 | buy | 19 | 0.20 | 1.60720 | 0.00000 | 1.60790 | ||
38 | 2010.01.11 08:10 | t/p | 19 | 0.20 | 1.60790 | 0.00000 | 1.60790 | 14.00 | 10207.12 |
39 | 2010.01.11 08:50 | buy | 20 | 0.20 | 1.60895 | 0.00000 | 1.60943 | ||
40 | 2010.01.11 08:52 | t/p | 20 | 0.20 | 1.60943 | 0.00000 | 1.60943 | 9.60 | 10216.72 |
41 | 2010.01.11 08:55 | buy | 21 | 0.20 | 1.60933 | 0.00000 | 1.60956 | ||
42 | 2010.01.11 08:57 | t/p | 21 | 0.20 | 1.60956 | 0.00000 | 1.60956 | 4.60 | 10221.32 |
43 | 2010.01.11 15:20 | buy | 22 | 0.20 | 1.61222 | 0.00000 | 1.61244 | ||
44 | 2010.01.11 15:22 | t/p | 22 | 0.20 | 1.61244 | 0.00000 | 1.61244 | 4.40 | 10225.72 |
45 | 2010.01.11 15:50 | buy | 23 | 0.20 | 1.61211 | 0.00000 | 1.61240 | ||
46 | 2010.01.11 15:52 | t/p | 23 | 0.20 | 1.61240 | 0.00000 | 1.61240 | 5.80 | 10231.52 |
47 | 2010.01.11 16:02 | buy | 24 | 0.20 | 1.61194 | 0.00000 | 1.61234 | ||
48 | 2010.01.11 16:10 | t/p | 24 | 0.20 | 1.61234 | 0.00000 | 1.61234 | 8.00 | 10239.52 |
49 | 2010.01.11 18:50 | buy | 25 | 0.20 | 1.61222 | 0.00000 | 1.61244 | ||
50 | 2010.01.11 19:02 | t/p | 25 | 0.20 | 1.61244 | 0.00000 | 1.61244 | 4.40 | 10243.92 |
51 | 2010.01.11 19:10 | buy | 26 | 0.20 | 1.61215 | 0.00000 | 1.61241 | ||
52 | 2010.01.12 07:50 | t/p | 26 | 0.20 | 1.61241 | 0.00000 | 1.61241 | 5.22 | 10249.14 |
53 | 2010.01.12 08:20 | buy | 27 | 0.20 | 1.60827 | 0.00000 | 1.60906 | ||
54 | 2010.01.12 08:27 | t/p | 27 | 0.20 | 1.60906 | 0.00000 | 1.60906 | 15.80 | 10264.94 |
55 | 2010.01.12 08:27 | buy | 28 | 0.20 | 1.60890 | 0.00000 | 1.60927 | ||
56 | 2010.01.12 08:40 | t/p | 28 | 0.20 | 1.60927 | 0.00000 | 1.60927 | 7.40 | 10272.34 |
57 | 2010.01.12 09:02 | buy | 29 | 0.20 | 1.60666 | 0.00000 | 1.60853 | ||
58 | 2010.01.12 09:15 | t/p | 29 | 0.20 | 1.60853 | 0.00000 | 1.60853 | 37.40 | 10309.74 |
59 | 2010.01.12 09:17 | buy | 30 | 0.20 | 1.60891 | 0.00000 | 1.60928 | ||
60 | 2010.01.12 09:20 | t/p | 30 | 0.20 | 1.60928 | 0.00000 | 1.60928 | 7.40 | 10317.14 |
61 | 2010.01.12 09:27 | buy | 31 | 0.20 | 1.60891 | 0.00000 | 1.60928 | ||
62 | 2010.01.12 09:27 | t/p | 31 | 0.20 | 1.60928 | 0.00000 | 1.60928 | 7.40 | 10324.54 |
63 | 2010.01.12 09:37 | buy | 32 | 0.20 | 1.60901 | 0.00000 | 1.60931 | ||
64 | 2010.01.12 09:40 | t/p | 32 | 0.20 | 1.60931 | 0.00000 | 1.60931 | 6.00 | 10330.54 |
65 | 2010.01.12 10:15 | buy | 33 | 0.20 | 1.60912 | 0.00000 | 1.60935 | ||
66 | 2010.01.12 10:27 | t/p | 33 | 0.20 | 1.60935 | 0.00000 | 1.60935 | 4.60 | 10335.14 |
67 | 2010.01.13 00:10 | buy | 34 | 0.20 | 1.61591 | 0.00000 | 1.61618 | ||
68 | 2010.01.13 01:32 | t/p | 34 | 0.20 | 1.61618 | 0.00000 | 1.61618 | 5.40 | 10340.54 |
69 | 2010.01.13 01:50 | buy | 35 | 0.20 | 1.61464 | 0.00000 | 1.61506 | ||
70 | 2010.01.13 01:57 | t/p | 35 | 0.20 | 1.61506 | 0.00000 | 1.61506 | 8.40 | 10348.94 |
71 | 2010.01.13 02:10 | buy | 36 | 0.20 | 1.61486 | 0.00000 | 1.61513 | ||
72 | 2010.01.13 02:45 | t/p | 36 | 0.20 | 1.61513 | 0.00000 | 1.61513 | 5.40 | 10354.34 |
73 | 2010.01.13 04:02 | buy | 37 | 0.20 | 1.61436 | 0.00000 | 1.61490 | ||
74 | 2010.01.13 04:15 | t/p | 37 | 0.20 | 1.61490 | 0.00000 | 1.61490 | 10.80 | 10365.14 |
75 | 2010.01.14 07:15 | buy | 38 | 0.20 | 1.62795 | 0.00000 | 1.62841 | ||
76 | 2010.01.14 07:45 | t/p | 38 | 0.20 | 1.62841 | 0.00000 | 1.62841 | 9.20 | 10374.34 |
77 | 2010.01.14 08:07 | buy | 39 | 0.20 | 1.62831 | 0.00000 | 1.62853 | ||
78 | 2010.01.14 08:10 | t/p | 39 | 0.20 | 1.62853 | 0.00000 | 1.62853 | 4.40 | 10378.74 |
79 | 2010.01.14 08:59 | buy | 40 | 0.20 | 1.62827 | 0.00000 | 1.62852 | ||
80 | 2010.01.14 09:45 | t/p | 40 | 0.20 | 1.62852 | 0.00000 | 1.62852 | 5.00 | 10383.74 |
81 | 2010.01.14 10:45 | buy | 41 | 0.20 | 1.62845 | 0.00000 | 1.62872 | ||
82 | 2010.01.14 11:02 | t/p | 41 | 0.20 | 1.62872 | 0.00000 | 1.62872 | 5.40 | 10389.14 |
83 | 2010.01.14 11:10 | buy | 42 | 0.20 | 1.62853 | 0.00000 | 1.62875 | ||
84 | 2010.01.14 14:40 | t/p | 42 | 0.20 | 1.62875 | 0.00000 | 1.62875 | 4.40 | 10393.54 |
85 | 2010.01.15 00:59 | buy | 43 | 0.20 | 1.63327 | 0.00000 | 1.63358 | ||
86 | 2010.01.15 01:02 | t/p | 43 | 0.20 | 1.63358 | 0.00000 | 1.63358 | 6.20 | 10399.74 |
87 | 2010.01.15 01:15 | buy | 44 | 0.20 | 1.63362 | 0.00000 | 1.63393 | ||
88 | 2010.01.15 05:40 | t/p | 44 | 0.20 | 1.63393 | 0.00000 | 1.63393 | 6.20 | 10405.94 |
89 | 2010.01.15 07:37 | buy | 45 | 0.20 | 1.63169 | 0.00000 | 1.63190 | ||
90 | 2010.01.15 07:40 | t/p | 45 | 0.20 | 1.63190 | 0.00000 | 1.63190 | 4.20 | 10410.14 |
91 | 2010.01.15 08:20 | buy | 46 | 0.20 | 1.63077 | 0.00000 | 1.63159 | ||
92 | 2010.01.15 08:27 | t/p | 46 | 0.20 | 1.63159 | 0.00000 | 1.63159 | 16.40 | 10426.54 |
93 | 2010.01.15 09:15 | buy | 47 | 0.20 | 1.63114 | 0.00000 | 1.63172 | ||
94 | 2010.01.15 09:27 | t/p | 47 | 0.20 | 1.63172 | 0.00000 | 1.63172 | 11.60 | 10438.14 |
95 | 2010.01.15 10:20 | buy | 48 | 0.20 | 1.63089 | 0.00000 | 1.63163 | ||
96 | 2010.01.15 10:27 | t/p | 48 | 0.20 | 1.63163 | 0.00000 | 1.63163 | 14.80 | 10452.94 |
97 | 2010.01.15 10:27 | buy | 49 | 0.20 | 1.63168 | 0.00000 | 1.63190 | ||
98 | 2010.01.15 10:32 | t/p | 49 | 0.20 | 1.63190 | 0.00000 | 1.63190 | 4.40 | 10457.34 |
99 | 2010.01.15 10:40 | buy | 50 | 0.20 | 1.63164 | 0.00000 | 1.63188 | ||
100 | 2010.01.15 13:50 | t/p | 50 | 0.20 | 1.63188 | 0.00000 | 1.63188 | 4.80 | 10462.14 |
101 | 2010.01.15 14:15 | buy | 51 | 0.20 | 1.63073 | 0.00000 | 1.63102 | ||
102 | 2010.01.15 14:32 | t/p | 51 | 0.20 | 1.63102 | 0.00000 | 1.63102 | 5.80 | 10467.94 |
103 | 2010.01.15 14:40 | buy | 52 | 0.20 | 1.63080 | 0.00000 | 1.63104 | ||
104 | 2010.01.18 04:50 | t/p | 52 | 0.20 | 1.63104 | 0.00000 | 1.63104 | 4.82 | 10472.76 |
105 | 2010.01.18 07:20 | buy | 53 | 0.20 | 1.62730 | 0.00000 | 1.62805 | ||
106 | 2010.01.18 07:27 | t/p | 53 | 0.20 | 1.62805 | 0.00000 | 1.62805 | 15.00 | 10487.76 |
107 | 2010.01.18 14:45 | buy | 54 | 0.20 | 1.63107 | 0.00000 | 1.63131 | ||
108 | 2010.01.18 15:15 | t/p | 54 | 0.20 | 1.63131 | 0.00000 | 1.63131 | 4.80 | 10492.56 |
109 | 2010.01.18 15:27 | buy | 55 | 0.20 | 1.63073 | 0.00000 | 1.63120 | ||
110 | 2010.01.18 15:45 | t/p | 55 | 0.20 | 1.63120 | 0.00000 | 1.63120 | 9.40 | 10501.96 |
111 | 2010.01.18 16:02 | buy | 56 | 0.21 | 1.63110 | 0.00000 | 1.63132 | ||
112 | 2010.01.18 16:10 | t/p | 56 | 0.21 | 1.63132 | 0.00000 | 1.63132 | 4.62 | 10506.58 |
113 | 2010.01.19 00:32 | buy | 57 | 0.21 | 1.63467 | 0.00000 | 1.63501 | ||
114 | 2010.01.19 00:40 | t/p | 57 | 0.21 | 1.63501 | 0.00000 | 1.63501 | 7.14 | 10513.72 |
115 | 2010.01.19 01:02 | buy | 58 | 0.21 | 1.63433 | 0.00000 | 1.63480 | ||
116 | 2010.01.19 01:10 | t/p | 58 | 0.21 | 1.63480 | 0.00000 | 1.63480 | 9.87 | 10523.59 |
117 | 2010.01.19 10:02 | buy | 59 | 0.21 | 1.63839 | 0.00000 | 1.63871 | ||
118 | 2010.01.19 10:10 | t/p | 59 | 0.21 | 1.63871 | 0.00000 | 1.63871 | 6.72 | 10530.31 |
119 | 2010.01.19 11:20 | buy | 60 | 0.21 | 1.63955 | 0.00000 | 1.63977 | ||
120 | 2010.01.19 11:22 | t/p | 60 | 0.21 | 1.63977 | 0.00000 | 1.63977 | 4.62 | 10534.93 |
121 | 2010.01.19 11:45 | buy | 61 | 0.21 | 1.63927 | 0.00000 | 1.63967 | ||
122 | 2010.02.26 22:56 | close at stop | 61 | 0.21 | 1.52354 | 0.00000 | 1.63967 | -2429.49 | 8105.44 |