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 | MagicNumber=0; SignalMail=false; EachTickMode=false; Lots=1; Slippage=2; StopLossMode=false; StopLoss=300; TakeProfitMode=false; TakeProfit=600; TrailingStopMode=false; TrailingStop=300; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -9019.20 | Gross profit | 7552.60 | Gross loss | -16571.80 |
Profit factor | 0.46 | Expected payoff | -147.86 | ||
Absolute drawdown | 9024.20 | Maximal drawdown | 9340.20 (90.54%) | Relative drawdown | 90.54% (9340.20) |
Total trades | 61 | Short positions (won %) | 30 (26.67%) | Long positions (won %) | 31 (22.58%) |
Profit trades (% of total) | 15 (24.59%) | Loss trades (% of total) | 46 (75.41%) | ||
Largest | profit trade | 2366.00 | loss trade | -900.00 | |
Average | profit trade | 503.51 | loss trade | -360.26 | |
Maximum | consecutive wins (profit in money) | 3 (2746.60) | consecutive losses (loss in money) | 12 (-3882.80) | |
Maximal | consecutive profit (count of wins) | 2746.60 (3) | consecutive loss (count of losses) | -3882.80 (12) | |
Average | consecutive wins | 1 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 11:00 | buy | 1 | 1.00 | 1.62091 | 0.00000 | 0.00000 | ||
2 | 2010.01.04 17:00 | close | 1 | 1.00 | 1.61191 | 0.00000 | 0.00000 | -900.00 | 9100.00 |
3 | 2010.01.04 20:00 | sell | 2 | 1.00 | 1.60976 | 0.00000 | 0.00000 | ||
4 | 2010.01.05 07:00 | close | 2 | 1.00 | 1.61377 | 0.00000 | 0.00000 | -403.50 | 8696.50 |
5 | 2010.01.05 08:00 | buy | 3 | 1.00 | 1.61552 | 0.00000 | 0.00000 | ||
6 | 2010.01.05 09:00 | close | 3 | 1.00 | 1.60993 | 0.00000 | 0.00000 | -559.00 | 8137.50 |
7 | 2010.01.05 10:00 | sell | 4 | 1.00 | 1.60436 | 0.00000 | 0.00000 | ||
8 | 2010.01.06 09:00 | close | 4 | 1.00 | 1.60217 | 0.00000 | 0.00000 | 216.50 | 8354.00 |
9 | 2010.01.06 10:00 | buy | 5 | 1.00 | 1.60461 | 0.00000 | 0.00000 | ||
10 | 2010.01.06 13:00 | close | 5 | 1.00 | 1.59816 | 0.00000 | 0.00000 | -645.00 | 7709.00 |
11 | 2010.01.06 14:00 | sell | 6 | 1.00 | 1.59651 | 0.00000 | 0.00000 | ||
12 | 2010.01.06 17:00 | close | 6 | 1.00 | 1.60035 | 0.00000 | 0.00000 | -384.00 | 7325.00 |
13 | 2010.01.06 22:00 | buy | 7 | 1.00 | 1.60254 | 0.00000 | 0.00000 | ||
14 | 2010.01.07 04:00 | close | 7 | 1.00 | 1.60006 | 0.00000 | 0.00000 | -247.70 | 7077.30 |
15 | 2010.01.07 07:00 | sell | 8 | 1.00 | 1.59735 | 0.00000 | 0.00000 | ||
16 | 2010.01.07 19:00 | close | 8 | 1.00 | 1.59474 | 0.00000 | 0.00000 | 261.00 | 7338.30 |
17 | 2010.01.08 04:00 | sell | 9 | 1.00 | 1.59200 | 0.00000 | 0.00000 | ||
18 | 2010.01.08 05:00 | close | 9 | 1.00 | 1.59440 | 0.00000 | 0.00000 | -240.00 | 7098.30 |
19 | 2010.01.08 09:00 | buy | 10 | 1.00 | 1.59756 | 0.00000 | 0.00000 | ||
20 | 2010.01.08 17:00 | close | 10 | 1.00 | 1.59612 | 0.00000 | 0.00000 | -144.00 | 6954.30 |
21 | 2010.01.11 01:00 | buy | 11 | 1.00 | 1.60923 | 0.00000 | 0.00000 | ||
22 | 2010.01.11 19:00 | close | 11 | 1.00 | 1.61159 | 0.00000 | 0.00000 | 236.00 | 7190.30 |
23 | 2010.01.12 05:00 | sell | 12 | 1.00 | 1.60742 | 0.00000 | 0.00000 | ||
24 | 2010.01.12 08:00 | close | 12 | 1.00 | 1.61218 | 0.00000 | 0.00000 | -476.00 | 6714.30 |
25 | 2010.01.12 11:00 | buy | 13 | 1.00 | 1.61406 | 0.00000 | 0.00000 | ||
26 | 2010.01.13 01:00 | close | 13 | 1.00 | 1.61503 | 0.00000 | 0.00000 | 97.10 | 6811.40 |
27 | 2010.01.13 06:00 | buy | 14 | 1.00 | 1.61923 | 0.00000 | 0.00000 | ||
28 | 2010.01.14 00:00 | close | 14 | 1.00 | 1.62648 | 0.00000 | 0.00000 | 725.30 | 7536.70 |
29 | 2010.01.14 02:00 | buy | 15 | 1.00 | 1.63068 | 0.00000 | 0.00000 | ||
30 | 2010.01.14 06:00 | close | 15 | 1.00 | 1.62828 | 0.00000 | 0.00000 | -240.00 | 7296.70 |
31 | 2010.01.14 15:00 | buy | 16 | 1.00 | 1.63165 | 0.00000 | 0.00000 | ||
32 | 2010.01.15 03:00 | close | 16 | 1.00 | 1.63020 | 0.00000 | 0.00000 | -144.90 | 7151.80 |
33 | 2010.01.15 06:00 | buy | 17 | 1.00 | 1.63398 | 0.00000 | 0.00000 | ||
34 | 2010.01.15 11:00 | close | 17 | 1.00 | 1.63054 | 0.00000 | 0.00000 | -344.00 | 6807.80 |
35 | 2010.01.15 12:00 | sell | 18 | 1.00 | 1.62857 | 0.00000 | 0.00000 | ||
36 | 2010.01.18 01:00 | close | 18 | 1.00 | 1.62934 | 0.00000 | 0.00000 | -79.50 | 6728.30 |
37 | 2010.01.18 05:00 | buy | 19 | 1.00 | 1.63132 | 0.00000 | 0.00000 | ||
38 | 2010.01.18 15:00 | close | 19 | 1.00 | 1.63056 | 0.00000 | 0.00000 | -76.00 | 6652.30 |
39 | 2010.01.19 00:00 | buy | 20 | 1.00 | 1.63521 | 0.00000 | 0.00000 | ||
40 | 2010.01.19 12:00 | close | 20 | 1.00 | 1.63826 | 0.00000 | 0.00000 | 305.00 | 6957.30 |
41 | 2010.01.19 13:00 | sell | 21 | 1.00 | 1.63380 | 0.00000 | 0.00000 | ||
42 | 2010.01.19 20:00 | close | 21 | 1.00 | 1.63861 | 0.00000 | 0.00000 | -481.00 | 6476.30 |
43 | 2010.01.20 03:00 | sell | 22 | 1.00 | 1.63240 | 0.00000 | 0.00000 | ||
44 | 2010.01.20 16:00 | close | 22 | 1.00 | 1.63008 | 0.00000 | 0.00000 | 232.00 | 6708.30 |
45 | 2010.01.21 04:00 | sell | 23 | 1.00 | 1.62530 | 0.00000 | 0.00000 | ||
46 | 2010.01.21 08:00 | close | 23 | 1.00 | 1.62939 | 0.00000 | 0.00000 | -409.00 | 6299.30 |
47 | 2010.01.21 09:00 | sell | 24 | 1.00 | 1.62300 | 0.00000 | 0.00000 | ||
48 | 2010.01.21 18:00 | close | 24 | 1.00 | 1.62167 | 0.00000 | 0.00000 | 133.00 | 6432.30 |
49 | 2010.01.22 09:00 | buy | 25 | 1.00 | 1.62542 | 0.00000 | 0.00000 | ||
50 | 2010.01.22 13:00 | close | 25 | 1.00 | 1.61762 | 0.00000 | 0.00000 | -780.00 | 5652.30 |
51 | 2010.01.22 14:00 | sell | 26 | 1.00 | 1.61120 | 0.00000 | 0.00000 | ||
52 | 2010.01.25 04:00 | close | 26 | 1.00 | 1.61266 | 0.00000 | 0.00000 | -148.50 | 5503.80 |
53 | 2010.01.25 05:00 | sell | 27 | 1.00 | 1.61015 | 0.00000 | 0.00000 | ||
54 | 2010.01.25 08:00 | close | 27 | 1.00 | 1.61355 | 0.00000 | 0.00000 | -340.00 | 5163.80 |
55 | 2010.01.25 10:00 | buy | 28 | 1.00 | 1.61673 | 0.00000 | 0.00000 | ||
56 | 2010.01.26 05:00 | close | 28 | 1.00 | 1.62202 | 0.00000 | 0.00000 | 529.10 | 5692.90 |
57 | 2010.01.26 11:00 | sell | 29 | 1.00 | 1.61371 | 0.00000 | 0.00000 | ||
58 | 2010.01.27 00:00 | close | 29 | 1.00 | 1.61553 | 0.00000 | 0.00000 | -184.50 | 5508.40 |
59 | 2010.01.27 05:00 | sell | 30 | 1.00 | 1.61271 | 0.00000 | 0.00000 | ||
60 | 2010.01.27 08:00 | close | 30 | 1.00 | 1.61466 | 0.00000 | 0.00000 | -195.00 | 5313.40 |
61 | 2010.01.27 10:00 | sell | 31 | 1.00 | 1.61178 | 0.00000 | 0.00000 | ||
62 | 2010.01.27 11:00 | close | 31 | 1.00 | 1.61914 | 0.00000 | 0.00000 | -736.00 | 4577.40 |
63 | 2010.01.27 12:00 | buy | 32 | 1.00 | 1.62133 | 0.00000 | 0.00000 | ||
64 | 2010.01.27 20:00 | close | 32 | 1.00 | 1.61717 | 0.00000 | 0.00000 | -416.00 | 4161.40 |
65 | 2010.01.28 04:00 | buy | 33 | 1.00 | 1.62117 | 0.00000 | 0.00000 | ||
66 | 2010.01.28 07:00 | close | 33 | 1.00 | 1.61800 | 0.00000 | 0.00000 | -317.00 | 3844.40 |
67 | 2010.01.28 08:00 | buy | 34 | 1.00 | 1.62074 | 0.00000 | 0.00000 | ||
68 | 2010.01.28 16:00 | close | 34 | 1.00 | 1.62080 | 0.00000 | 0.00000 | 6.00 | 3850.40 |
69 | 2010.01.28 17:00 | sell | 35 | 1.00 | 1.61352 | 0.00000 | 0.00000 | ||
70 | 2010.01.29 05:00 | close | 35 | 1.00 | 1.61501 | 0.00000 | 0.00000 | -151.50 | 3698.90 |
71 | 2010.01.29 07:00 | sell | 36 | 1.00 | 1.61141 | 0.00000 | 0.00000 | ||
72 | 2010.01.29 08:00 | close | 36 | 1.00 | 1.61544 | 0.00000 | 0.00000 | -403.00 | 3295.90 |
73 | 2010.01.29 10:00 | buy | 37 | 1.00 | 1.61765 | 0.00000 | 0.00000 | ||
74 | 2010.01.29 13:00 | close | 37 | 1.00 | 1.61362 | 0.00000 | 0.00000 | -403.00 | 2892.90 |
75 | 2010.01.29 14:00 | sell | 38 | 1.00 | 1.61102 | 0.00000 | 0.00000 | ||
76 | 2010.02.01 16:00 | close | 38 | 1.00 | 1.59358 | 0.00000 | 0.00000 | 1741.50 | 4634.40 |
77 | 2010.02.02 10:00 | sell | 39 | 1.00 | 1.59180 | 0.00000 | 0.00000 | ||
78 | 2010.02.02 15:00 | close | 39 | 1.00 | 1.59470 | 0.00000 | 0.00000 | -290.00 | 4344.40 |
79 | 2010.02.02 17:00 | buy | 40 | 1.00 | 1.59725 | 0.00000 | 0.00000 | ||
80 | 2010.02.03 12:00 | close | 40 | 1.00 | 1.59969 | 0.00000 | 0.00000 | 244.10 | 4588.50 |
81 | 2010.02.03 14:00 | sell | 41 | 1.00 | 1.59632 | 0.00000 | 0.00000 | ||
82 | 2010.02.05 15:00 | close | 41 | 1.00 | 1.57256 | 0.00000 | 0.00000 | 2366.00 | 6954.50 |
83 | 2010.02.05 16:00 | sell | 42 | 1.00 | 1.56376 | 0.00000 | 0.00000 | ||
84 | 2010.02.08 10:00 | close | 42 | 1.00 | 1.56237 | 0.00000 | 0.00000 | 136.50 | 7091.00 |
85 | 2010.02.08 11:00 | sell | 43 | 1.00 | 1.55751 | 0.00000 | 0.00000 | ||
86 | 2010.02.08 14:00 | close | 43 | 1.00 | 1.56077 | 0.00000 | 0.00000 | -326.00 | 6765.00 |
87 | 2010.02.09 01:00 | sell | 44 | 1.00 | 1.55715 | 0.00000 | 0.00000 | ||
88 | 2010.02.09 06:00 | close | 44 | 1.00 | 1.56220 | 0.00000 | 0.00000 | -505.00 | 6260.00 |
89 | 2010.02.09 08:00 | buy | 45 | 1.00 | 1.56447 | 0.00000 | 0.00000 | ||
90 | 2010.02.09 10:00 | close | 45 | 1.00 | 1.55869 | 0.00000 | 0.00000 | -578.00 | 5682.00 |
91 | 2010.02.09 12:00 | sell | 46 | 1.00 | 1.55748 | 0.00000 | 0.00000 | ||
92 | 2010.02.09 14:00 | close | 46 | 1.00 | 1.56395 | 0.00000 | 0.00000 | -647.00 | 5035.00 |
93 | 2010.02.09 18:00 | buy | 47 | 1.00 | 1.56821 | 0.00000 | 0.00000 | ||
94 | 2010.02.10 04:00 | close | 47 | 1.00 | 1.56803 | 0.00000 | 0.00000 | -17.90 | 5017.10 |
95 | 2010.02.10 11:00 | buy | 48 | 1.00 | 1.57325 | 0.00000 | 0.00000 | ||
96 | 2010.02.10 12:00 | close | 48 | 1.00 | 1.56848 | 0.00000 | 0.00000 | -477.00 | 4540.10 |
97 | 2010.02.10 13:00 | sell | 49 | 1.00 | 1.56572 | 0.00000 | 0.00000 | ||
98 | 2010.02.11 02:00 | close | 49 | 1.00 | 1.56241 | 0.00000 | 0.00000 | 323.50 | 4863.60 |
99 | 2010.02.11 03:00 | buy | 50 | 1.00 | 1.56433 | 0.00000 | 0.00000 | ||
100 | 2010.02.11 09:00 | close | 50 | 1.00 | 1.56061 | 0.00000 | 0.00000 | -372.00 | 4491.60 |
101 | 2010.02.11 10:00 | sell | 51 | 1.00 | 1.55789 | 0.00000 | 0.00000 | ||
102 | 2010.02.11 13:00 | close | 51 | 1.00 | 1.56355 | 0.00000 | 0.00000 | -566.00 | 3925.60 |
103 | 2010.02.11 18:00 | buy | 52 | 1.00 | 1.56773 | 0.00000 | 0.00000 | ||
104 | 2010.02.12 11:00 | close | 52 | 1.00 | 1.56542 | 0.00000 | 0.00000 | -230.90 | 3694.70 |
105 | 2010.02.12 12:00 | sell | 53 | 1.00 | 1.56142 | 0.00000 | 0.00000 | ||
106 | 2010.02.12 18:00 | close | 53 | 1.00 | 1.56731 | 0.00000 | 0.00000 | -589.00 | 3105.70 |
107 | 2010.02.15 00:00 | buy | 54 | 1.00 | 1.56723 | 0.00000 | 0.00000 | ||
108 | 2010.02.15 06:00 | close | 54 | 1.00 | 1.56445 | 0.00000 | 0.00000 | -278.00 | 2827.70 |
109 | 2010.02.15 07:00 | sell | 55 | 1.00 | 1.56467 | 0.00000 | 0.00000 | ||
110 | 2010.02.15 10:00 | close | 55 | 1.00 | 1.56794 | 0.00000 | 0.00000 | -327.00 | 2500.70 |
111 | 2010.02.15 12:00 | buy | 56 | 1.00 | 1.56844 | 0.00000 | 0.00000 | ||
112 | 2010.02.15 15:00 | close | 56 | 1.00 | 1.56639 | 0.00000 | 0.00000 | -205.00 | 2295.70 |
113 | 2010.02.16 03:00 | buy | 57 | 1.00 | 1.56874 | 0.00000 | 0.00000 | ||
114 | 2010.02.16 11:00 | close | 57 | 1.00 | 1.56838 | 0.00000 | 0.00000 | -36.00 | 2259.70 |
115 | 2010.02.16 14:00 | sell | 58 | 1.00 | 1.56727 | 0.00000 | 0.00000 | ||
116 | 2010.02.16 18:00 | close | 58 | 1.00 | 1.57371 | 0.00000 | 0.00000 | -644.00 | 1615.70 |
117 | 2010.02.16 19:00 | buy | 59 | 1.00 | 1.57779 | 0.00000 | 0.00000 | ||
118 | 2010.02.17 07:00 | close | 59 | 1.00 | 1.57712 | 0.00000 | 0.00000 | -66.90 | 1548.80 |
119 | 2010.02.17 09:00 | buy | 60 | 1.00 | 1.58047 | 0.00000 | 0.00000 | ||
120 | 2010.02.17 10:00 | close | 60 | 1.00 | 1.57795 | 0.00000 | 0.00000 | -252.00 | 1296.80 |
121 | 2010.02.17 14:00 | buy | 61 | 1.00 | 1.57954 | 0.00000 | 0.00000 | ||
122 | 2010.02.17 15:00 | close | 61 | 1.00 | 1.57638 | 0.00000 | 0.00000 | -316.00 | 980.80 |