Strategy Tester Report
Chinese
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 | MaximumRisk=0.5; DecreaseFactor=2; TrendSMA=21; AddStopLoss=false; | ||||
| Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -7101.04 | Gross profit | 4155.26 | Gross loss | -11256.30 |
| Profit factor | 0.37 | Expected payoff | -284.04 | ||
| Absolute drawdown | 8903.60 | Maximal drawdown | 9273.60 (89.43%) | Relative drawdown | 89.43% (9273.60) |
| Total trades | 25 | Short positions (won %) | 14 (42.86%) | Long positions (won %) | 11 (9.09%) |
| Profit trades (% of total) | 7 (28.00%) | Loss trades (% of total) | 18 (72.00%) | ||
| Largest | profit trade | 2179.80 | loss trade | -2795.00 | |
| Average | profit trade | 593.61 | loss trade | -625.35 | |
| Maximum | consecutive wins (profit in money) | 3 (1849.56) | consecutive losses (loss in money) | 5 (-1253.70) | |
| Maximal | consecutive profit (count of wins) | 2179.80 (1) | consecutive loss (count of losses) | -5295.34 (4) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.05 03:00 | sell | 1 | 5.00 | 1.60777 | 0.00000 | 0.00000 | ||
| 2 | 2010.01.05 07:00 | close | 1 | 5.00 | 1.61336 | 0.00000 | 0.00000 | -2795.00 | 7205.00 |
| 3 | 2010.01.05 20:00 | sell | 2 | 3.60 | 1.59750 | 0.00000 | 0.00000 | ||
| 4 | 2010.01.06 10:00 | close | 2 | 3.60 | 1.60420 | 0.00000 | 0.00000 | -2420.64 | 4784.36 |
| 5 | 2010.01.11 11:10 | buy | 3 | 0.10 | 1.61529 | 0.00000 | 0.00000 | ||
| 6 | 2010.01.11 20:00 | close | 3 | 0.10 | 1.61146 | 0.00000 | 0.00000 | -38.30 | 4746.06 |
| 7 | 2010.01.12 17:00 | buy | 4 | 0.10 | 1.61915 | 0.00000 | 0.00000 | ||
| 8 | 2010.01.13 02:00 | close | 4 | 0.10 | 1.61501 | 0.00000 | 0.00000 | -41.40 | 4704.66 |
| 9 | 2010.01.13 08:00 | buy | 5 | 0.10 | 1.62150 | 0.00000 | 0.00000 | ||
| 10 | 2010.01.14 09:00 | close | 5 | 0.10 | 1.62820 | 0.00000 | 0.00000 | 67.00 | 4771.66 |
| 11 | 2010.01.15 18:00 | sell | 6 | 2.40 | 1.62375 | 0.00000 | 0.00000 | ||
| 12 | 2010.01.18 01:00 | close | 6 | 2.40 | 1.62893 | 0.00000 | 0.00000 | -1248.96 | 3522.70 |
| 13 | 2010.01.18 10:00 | buy | 7 | 1.80 | 1.63508 | 0.00000 | 0.00000 | ||
| 14 | 2010.01.18 16:00 | close | 7 | 1.80 | 1.63172 | 0.00000 | 0.00000 | -604.80 | 2917.90 |
| 15 | 2010.01.19 01:00 | buy | 8 | 0.10 | 1.63525 | 0.00000 | 0.00000 | ||
| 16 | 2010.01.19 13:00 | close | 8 | 0.10 | 1.63380 | 0.00000 | 0.00000 | -14.50 | 2903.40 |
| 17 | 2010.01.20 09:00 | sell | 9 | 0.10 | 1.62689 | 0.00000 | 0.00000 | ||
| 18 | 2010.01.20 18:00 | close | 9 | 0.10 | 1.62865 | 0.00000 | 0.00000 | -17.60 | 2885.80 |
| 19 | 2010.01.21 09:00 | sell | 10 | 0.10 | 1.62300 | 0.00000 | 0.00000 | ||
| 20 | 2010.01.21 19:00 | close | 10 | 0.10 | 1.62111 | 0.00000 | 0.00000 | 18.90 | 2904.70 |
| 21 | 2010.01.22 02:20 | sell | 11 | 1.50 | 1.61663 | 0.00000 | 0.00000 | ||
| 22 | 2010.01.22 04:00 | close | 11 | 1.50 | 1.62093 | 0.00000 | 0.00000 | -645.00 | 2259.70 |
| 23 | 2010.01.25 03:00 | sell | 12 | 1.10 | 1.61034 | 0.00000 | 0.00000 | ||
| 24 | 2010.01.25 09:00 | close | 12 | 1.10 | 1.61405 | 0.00000 | 0.00000 | -408.10 | 1851.60 |
| 25 | 2010.01.26 01:00 | buy | 13 | 0.10 | 1.62466 | 0.00000 | 0.00000 | ||
| 26 | 2010.01.26 06:00 | close | 13 | 0.10 | 1.62078 | 0.00000 | 0.00000 | -38.80 | 1812.80 |
| 27 | 2010.01.27 01:00 | sell | 14 | 0.10 | 1.61425 | 0.00000 | 0.00000 | ||
| 28 | 2010.01.27 11:00 | close | 14 | 0.10 | 1.61873 | 0.00000 | 0.00000 | -44.80 | 1768.00 |
| 29 | 2010.01.28 09:00 | buy | 15 | 0.10 | 1.62522 | 0.00000 | 0.00000 | ||
| 30 | 2010.01.28 17:00 | close | 15 | 0.10 | 1.61352 | 0.00000 | 0.00000 | -117.00 | 1651.00 |
| 31 | 2010.02.01 04:00 | sell | 16 | 0.10 | 1.59452 | 0.00000 | 0.00000 | ||
| 32 | 2010.02.01 17:00 | close | 16 | 0.10 | 1.59052 | 0.00000 | 0.00000 | 40.00 | 1691.00 |
| 33 | 2010.02.03 07:00 | buy | 17 | 0.80 | 1.60055 | 0.00000 | 0.00000 | ||
| 34 | 2010.02.03 13:00 | close | 17 | 0.80 | 1.59784 | 0.00000 | 0.00000 | -216.80 | 1474.20 |
| 35 | 2010.02.03 20:00 | sell | 18 | 0.70 | 1.59081 | 0.00000 | 0.00000 | ||
| 36 | 2010.02.08 16:00 | close | 18 | 0.70 | 1.55955 | 0.00000 | 0.00000 | 2179.80 | 3654.00 |
| 37 | 2010.02.09 23:00 | buy | 19 | 1.80 | 1.57182 | 0.00000 | 0.00000 | ||
| 38 | 2010.02.10 05:00 | close | 19 | 1.80 | 1.56738 | 0.00000 | 0.00000 | -799.20 | 2854.80 |
| 39 | 2010.02.12 10:00 | buy | 20 | 1.40 | 1.57173 | 0.00000 | 0.00000 | ||
| 40 | 2010.02.12 12:00 | close | 20 | 1.40 | 1.56142 | 0.00000 | 0.00000 | -1443.40 | 1411.40 |
| 41 | 2010.02.16 07:00 | buy | 21 | 0.10 | 1.57026 | 0.00000 | 0.00000 | ||
| 42 | 2010.02.16 13:00 | close | 21 | 0.10 | 1.56974 | 0.00000 | 0.00000 | -5.20 | 1406.20 |
| 43 | 2010.02.18 03:00 | sell | 22 | 0.10 | 1.56418 | 0.00000 | 0.00000 | ||
| 44 | 2010.02.18 17:00 | close | 22 | 0.10 | 1.56408 | 0.00000 | 0.00000 | 1.00 | 1407.20 |
| 45 | 2010.02.19 00:00 | sell | 23 | 0.70 | 1.54788 | 0.00000 | 0.00000 | ||
| 46 | 2010.02.19 17:00 | close | 23 | 0.70 | 1.54174 | 0.00000 | 0.00000 | 429.80 | 1837.00 |
| 47 | 2010.02.24 19:00 | sell | 24 | 0.90 | 1.54148 | 0.00000 | 0.00000 | ||
| 48 | 2010.02.26 04:00 | close | 24 | 0.90 | 1.52562 | 0.00000 | 0.00000 | 1418.76 | 3255.76 |
| 49 | 2010.02.26 13:00 | sell | 25 | 1.60 | 1.52219 | 0.00000 | 0.00000 | ||
| 50 | 2010.02.26 20:00 | close | 25 | 1.60 | 1.52442 | 0.00000 | 0.00000 | -356.80 | 2898.96 |