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 | tp1=700; sl1=2500; Expimin=5555; lots=0.1; Risk=0.05; multilot=1; closeby=false; mn=88; sh2=3; sh3=3; sh4=3; sh5=3; levelb=3; levels=3; | ||||
| Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -111.05 | Gross profit | 1233.56 | Gross loss | -1344.61 |
| Profit factor | 0.92 | Expected payoff | -4.83 | ||
| Absolute drawdown | 298.26 | Maximal drawdown | 629.72 (6.10%) | Relative drawdown | 6.10% (629.72) |
| Total trades | 23 | Short positions (won %) | 7 (85.71%) | Long positions (won %) | 16 (56.25%) |
| Profit trades (% of total) | 15 (65.22%) | Loss trades (% of total) | 8 (34.78%) | ||
| Largest | profit trade | 128.84 | loss trade | -256.85 | |
| Average | profit trade | 82.24 | loss trade | -168.08 | |
| Maximum | consecutive wins (profit in money) | 5 (269.20) | consecutive losses (loss in money) | 2 (-375.75) | |
| Maximal | consecutive profit (count of wins) | 269.20 (5) | consecutive loss (count of losses) | -375.75 (2) | |
| Average | consecutive wins | 3 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.04 14:00 | sell | 1 | 0.10 | 1.61466 | 1.64022 | 1.60822 | ||
| 2 | 2010.01.05 02:20 | t/p | 1 | 0.10 | 1.60822 | 1.64022 | 1.60822 | 64.15 | 10064.15 |
| 3 | 2010.01.05 04:00 | sell | 2 | 0.10 | 1.60935 | 1.63491 | 1.60291 | ||
| 4 | 2010.01.05 11:20 | t/p | 2 | 0.10 | 1.60291 | 1.63491 | 1.60291 | 64.40 | 10128.55 |
| 5 | 2010.01.05 16:00 | sell | 3 | 0.10 | 1.60442 | 1.62998 | 1.59798 | ||
| 6 | 2010.01.05 19:20 | t/p | 3 | 0.10 | 1.59798 | 1.62998 | 1.59798 | 64.40 | 10192.95 |
| 7 | 2010.01.06 04:00 | buy | 4 | 0.10 | 1.59898 | 1.57342 | 1.60542 | ||
| 8 | 2010.01.06 09:32 | t/p | 4 | 0.10 | 1.60542 | 1.57342 | 1.60542 | 64.40 | 10257.35 |
| 9 | 2010.01.06 10:00 | buy | 5 | 0.10 | 1.60461 | 1.57905 | 1.61105 | ||
| 10 | 2010.01.11 00:00 | close | 5 | 0.10 | 1.60579 | 1.57905 | 1.61105 | 11.85 | 10269.20 |
| 11 | 2010.01.11 04:00 | sell | 6 | 0.10 | 1.60925 | 1.63481 | 1.60281 | ||
| 12 | 2010.01.14 19:50 | s/l | 6 | 0.10 | 1.63481 | 1.63481 | 1.60281 | -256.85 | 10012.35 |
| 13 | 2010.01.14 22:00 | sell | 7 | 0.20 | 1.63238 | 1.65794 | 1.62594 | ||
| 14 | 2010.01.15 16:50 | t/p | 7 | 0.20 | 1.62594 | 1.65794 | 1.62594 | 128.30 | 10140.65 |
| 15 | 2010.01.18 08:00 | sell | 8 | 0.10 | 1.63053 | 1.65609 | 1.62409 | ||
| 16 | 2010.01.21 08:50 | t/p | 8 | 0.10 | 1.62409 | 1.65609 | 1.62409 | 63.15 | 10203.80 |
| 17 | 2010.01.22 19:00 | buy | 9 | 0.10 | 1.61374 | 1.58818 | 1.62018 | ||
| 18 | 2010.01.25 16:45 | t/p | 9 | 0.10 | 1.62018 | 1.58818 | 1.62018 | 64.41 | 10268.21 |
| 19 | 2010.01.25 17:00 | buy | 10 | 0.10 | 1.62124 | 1.59568 | 1.62768 | ||
| 20 | 2010.01.29 14:00 | close | 10 | 0.10 | 1.61102 | 1.59568 | 1.62768 | -102.14 | 10166.07 |
| 21 | 2010.02.01 03:00 | buy | 11 | 0.20 | 1.59545 | 1.56989 | 1.60189 | ||
| 22 | 2010.02.03 07:15 | t/p | 11 | 0.20 | 1.60189 | 1.56989 | 1.60189 | 128.84 | 10294.91 |
| 23 | 2010.02.04 01:00 | buy | 12 | 0.10 | 1.59181 | 1.56625 | 1.59825 | ||
| 24 | 2010.02.05 09:20 | s/l | 12 | 0.10 | 1.56625 | 1.56625 | 1.59825 | -255.59 | 10039.32 |
| 25 | 2010.02.05 12:00 | buy | 13 | 0.20 | 1.57036 | 1.54480 | 1.57680 | ||
| 26 | 2010.02.09 09:00 | close | 13 | 0.20 | 1.56435 | 1.54480 | 1.57680 | -120.16 | 9919.16 |
| 27 | 2010.02.09 15:00 | buy | 14 | 0.20 | 1.56278 | 1.53722 | 1.56922 | ||
| 28 | 2010.02.09 18:10 | t/p | 14 | 0.20 | 1.56922 | 1.53722 | 1.56922 | 128.80 | 10047.96 |
| 29 | 2010.02.09 20:00 | buy | 15 | 0.10 | 1.57017 | 1.54461 | 1.57661 | ||
| 30 | 2010.02.15 00:00 | close | 15 | 0.10 | 1.56667 | 1.54461 | 1.57661 | -34.94 | 10013.02 |
| 31 | 2010.02.15 03:00 | buy | 16 | 0.20 | 1.56674 | 1.54118 | 1.57318 | ||
| 32 | 2010.02.16 17:45 | t/p | 16 | 0.20 | 1.57318 | 1.54118 | 1.57318 | 128.82 | 10141.84 |
| 33 | 2010.02.16 18:00 | buy | 17 | 0.10 | 1.57371 | 1.54815 | 1.58015 | ||
| 34 | 2010.02.17 08:50 | t/p | 17 | 0.10 | 1.58015 | 1.54815 | 1.58015 | 64.41 | 10206.25 |
| 35 | 2010.02.17 12:00 | sell | 18 | 0.10 | 1.57623 | 1.60179 | 1.56979 | ||
| 36 | 2010.02.17 17:20 | t/p | 18 | 0.10 | 1.56979 | 1.60179 | 1.56979 | 64.40 | 10270.65 |
| 37 | 2010.02.18 05:00 | buy | 19 | 0.10 | 1.56695 | 1.54139 | 1.57339 | ||
| 38 | 2010.02.19 00:50 | s/l | 19 | 0.10 | 1.54139 | 1.54139 | 1.57339 | -255.59 | 10015.06 |
| 39 | 2010.02.19 03:00 | buy | 20 | 0.20 | 1.54205 | 1.51649 | 1.54849 | ||
| 40 | 2010.02.22 02:16 | t/p | 20 | 0.20 | 1.54849 | 1.51649 | 1.54849 | 128.82 | 10143.88 |
| 41 | 2010.02.22 03:00 | buy | 21 | 0.10 | 1.54899 | 1.52343 | 1.55543 | ||
| 42 | 2010.02.23 08:15 | t/p | 21 | 0.10 | 1.55543 | 1.52343 | 1.55543 | 64.41 | 10208.29 |
| 43 | 2010.02.23 15:00 | buy | 22 | 0.10 | 1.54454 | 1.51898 | 1.55098 | ||
| 44 | 2010.02.25 17:50 | s/l | 22 | 0.10 | 1.51898 | 1.51898 | 1.55098 | -255.56 | 9952.73 |
| 45 | 2010.02.25 20:00 | buy | 23 | 0.20 | 1.52653 | 1.50097 | 1.53297 | ||
| 46 | 2010.02.26 22:59 | close at stop | 23 | 0.20 | 1.52334 | 1.50097 | 1.53297 | -63.78 | 9888.95 |