Strategy Tester Report
Day Trading
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 | TakeProfit=25; Lots=1; TrailingStop=0; StopLoss=50; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 562.50 | Gross profit | 562.50 | Gross loss | 0.00 |
Profit factor | Expected payoff | 24.46 | |||
Absolute drawdown | 1186.50 | Maximal drawdown | 1426.50 (13.93%) | Relative drawdown | 13.93% (1426.50) |
Total trades | 23 | Short positions (won %) | 23 (100.00%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 23 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
Largest | profit trade | 25.00 | loss trade | 0.00 | |
Average | profit trade | 24.46 | loss trade | 0.00 | |
Maximum | consecutive wins (profit in money) | 23 (562.50) | consecutive losses (loss in money) | 0 (0.00) | |
Maximal | consecutive profit (count of wins) | 562.50 (23) | consecutive loss (count of losses) | 0.00 (0) | |
Average | consecutive wins | 23 | consecutive losses | 0 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 17:10 | sell | 1 | 1.00 | 1.61141 | 0.00000 | 1.61116 | ||
2 | 2010.01.04 17:15 | t/p | 1 | 1.00 | 1.61116 | 0.00000 | 1.61116 | 25.00 | 10025.00 |
3 | 2010.01.04 17:15 | sell | 2 | 1.00 | 1.61012 | 0.00000 | 1.60987 | ||
4 | 2010.01.04 17:20 | t/p | 2 | 1.00 | 1.60987 | 0.00000 | 1.60987 | 25.00 | 10050.00 |
5 | 2010.01.04 17:20 | sell | 3 | 1.00 | 1.60840 | 0.00000 | 1.60815 | ||
6 | 2010.01.05 02:15 | t/p | 3 | 1.00 | 1.60815 | 0.00000 | 1.60815 | 22.50 | 10072.50 |
7 | 2010.01.07 06:50 | sell | 4 | 1.00 | 1.59677 | 0.00000 | 1.59652 | ||
8 | 2010.01.07 07:20 | t/p | 4 | 1.00 | 1.59652 | 0.00000 | 1.59652 | 25.00 | 10097.50 |
9 | 2010.01.11 18:59 | sell | 5 | 1.00 | 1.61157 | 0.00000 | 1.61132 | ||
10 | 2010.01.11 19:20 | t/p | 5 | 1.00 | 1.61132 | 0.00000 | 1.61132 | 25.00 | 10122.50 |
11 | 2010.01.13 01:02 | sell | 6 | 1.00 | 1.61394 | 0.00000 | 1.61369 | ||
12 | 2010.01.13 02:37 | t/p | 6 | 1.00 | 1.61369 | 0.00000 | 1.61369 | 25.00 | 10147.50 |
13 | 2010.01.13 23:20 | sell | 7 | 1.00 | 1.62680 | 0.00000 | 1.62655 | ||
14 | 2010.01.13 23:50 | t/p | 7 | 1.00 | 1.62655 | 0.00000 | 1.62655 | 25.00 | 10172.50 |
15 | 2010.01.13 23:50 | sell | 8 | 1.00 | 1.62616 | 0.00000 | 1.62591 | ||
16 | 2010.01.14 13:20 | t/p | 8 | 1.00 | 1.62591 | 0.00000 | 1.62591 | 17.50 | 10190.00 |
17 | 2010.01.15 02:45 | sell | 9 | 1.00 | 1.62991 | 0.00000 | 1.62966 | ||
18 | 2010.01.15 02:50 | t/p | 9 | 1.00 | 1.62966 | 0.00000 | 1.62966 | 25.00 | 10215.00 |
19 | 2010.01.15 02:50 | sell | 10 | 1.00 | 1.62842 | 0.00000 | 1.62817 | ||
20 | 2010.01.15 11:20 | t/p | 10 | 1.00 | 1.62817 | 0.00000 | 1.62817 | 25.00 | 10240.00 |
21 | 2010.01.18 22:20 | sell | 11 | 1.00 | 1.63165 | 0.00000 | 1.63140 | ||
22 | 2010.01.19 13:37 | t/p | 11 | 1.00 | 1.63140 | 0.00000 | 1.63140 | 22.50 | 10262.50 |
23 | 2010.01.28 16:05 | sell | 12 | 1.00 | 1.62020 | 0.00000 | 1.61995 | ||
24 | 2010.01.28 16:10 | t/p | 12 | 1.00 | 1.61995 | 0.00000 | 1.61995 | 25.00 | 10287.50 |
25 | 2010.01.28 16:10 | sell | 13 | 1.00 | 1.61867 | 0.00000 | 1.61842 | ||
26 | 2010.01.28 16:15 | t/p | 13 | 1.00 | 1.61842 | 0.00000 | 1.61842 | 25.00 | 10312.50 |
27 | 2010.01.28 16:15 | sell | 14 | 1.00 | 1.61636 | 0.00000 | 1.61611 | ||
28 | 2010.01.28 16:20 | t/p | 14 | 1.00 | 1.61611 | 0.00000 | 1.61611 | 25.00 | 10337.50 |
29 | 2010.01.28 16:20 | sell | 15 | 1.00 | 1.61329 | 0.00000 | 1.61304 | ||
30 | 2010.01.28 16:50 | t/p | 15 | 1.00 | 1.61304 | 0.00000 | 1.61304 | 25.00 | 10362.50 |
31 | 2010.01.28 16:50 | sell | 16 | 1.00 | 1.61214 | 0.00000 | 1.61189 | ||
32 | 2010.01.28 20:20 | t/p | 16 | 1.00 | 1.61189 | 0.00000 | 1.61189 | 25.00 | 10387.50 |
33 | 2010.02.10 04:20 | sell | 17 | 1.00 | 1.56683 | 0.00000 | 1.56658 | ||
34 | 2010.02.10 06:20 | t/p | 17 | 1.00 | 1.56658 | 0.00000 | 1.56658 | 25.00 | 10412.50 |
35 | 2010.02.12 08:32 | sell | 18 | 1.00 | 1.56747 | 0.00000 | 1.56722 | ||
36 | 2010.02.12 08:37 | t/p | 18 | 1.00 | 1.56722 | 0.00000 | 1.56722 | 25.00 | 10437.50 |
37 | 2010.02.12 08:37 | sell | 19 | 1.00 | 1.56698 | 0.00000 | 1.56673 | ||
38 | 2010.02.12 10:50 | t/p | 19 | 1.00 | 1.56673 | 0.00000 | 1.56673 | 25.00 | 10462.50 |
39 | 2010.02.12 10:50 | sell | 20 | 1.00 | 1.56499 | 0.00000 | 1.56474 | ||
40 | 2010.02.12 11:15 | t/p | 20 | 1.00 | 1.56474 | 0.00000 | 1.56474 | 25.00 | 10487.50 |
41 | 2010.02.24 14:20 | sell | 21 | 1.00 | 1.54150 | 0.00000 | 1.54125 | ||
42 | 2010.02.24 14:45 | t/p | 21 | 1.00 | 1.54125 | 0.00000 | 1.54125 | 25.00 | 10512.50 |
43 | 2010.02.24 14:45 | sell | 22 | 1.00 | 1.54104 | 0.00000 | 1.54079 | ||
44 | 2010.02.24 14:50 | t/p | 22 | 1.00 | 1.54079 | 0.00000 | 1.54079 | 25.00 | 10537.50 |
45 | 2010.02.24 14:50 | sell | 23 | 1.00 | 1.54021 | 0.00000 | 1.53996 | ||
46 | 2010.02.24 20:45 | t/p | 23 | 1.00 | 1.53996 | 0.00000 | 1.53996 | 25.00 | 10562.50 |