Strategy Tester Report
DMI System
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=3; StopLossMode=false; StopLoss=0; TakeProfitMode=false; TakeProfit=0; TrailingStopMode=false; TrailingStop=0; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -6177.00 | Gross profit | 9768.00 | Gross loss | -15945.00 |
Profit factor | 0.61 | Expected payoff | -79.19 | ||
Absolute drawdown | 7146.10 | Maximal drawdown | 7660.10 (72.86%) | Relative drawdown | 72.86% (7660.10) |
Total trades | 78 | Short positions (won %) | 45 (33.33%) | Long positions (won %) | 33 (30.30%) |
Profit trades (% of total) | 25 (32.05%) | Loss trades (% of total) | 53 (67.95%) | ||
Largest | profit trade | 1289.50 | loss trade | -1306.00 | |
Average | profit trade | 390.72 | loss trade | -300.85 | |
Maximum | consecutive wins (profit in money) | 4 (1288.00) | consecutive losses (loss in money) | 7 (-1379.00) | |
Maximal | consecutive profit (count of wins) | 1289.50 (1) | consecutive loss (count of losses) | -1724.40 (6) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 12:00 | buy | 1 | 1.00 | 1.61754 | 0.00000 | 0.00000 | ||
2 | 2010.01.04 14:00 | close | 1 | 1.00 | 1.61466 | 0.00000 | 0.00000 | -288.00 | 9712.00 |
3 | 2010.01.05 08:00 | buy | 2 | 1.00 | 1.61510 | 0.00000 | 0.00000 | ||
4 | 2010.01.05 09:00 | close | 2 | 1.00 | 1.60993 | 0.00000 | 0.00000 | -517.00 | 9195.00 |
5 | 2010.01.05 10:00 | sell | 3 | 1.00 | 1.60436 | 0.00000 | 0.00000 | ||
6 | 2010.01.05 17:00 | close | 3 | 1.00 | 1.60324 | 0.00000 | 0.00000 | 112.00 | 9307.00 |
7 | 2010.01.05 18:00 | sell | 4 | 1.00 | 1.60068 | 0.00000 | 0.00000 | ||
8 | 2010.01.06 09:00 | close | 4 | 1.00 | 1.60175 | 0.00000 | 0.00000 | -109.50 | 9197.50 |
9 | 2010.01.06 16:00 | sell | 5 | 1.00 | 1.59468 | 0.00000 | 0.00000 | ||
10 | 2010.01.06 17:00 | close | 5 | 1.00 | 1.59993 | 0.00000 | 0.00000 | -525.00 | 8672.50 |
11 | 2010.01.07 02:00 | buy | 6 | 1.00 | 1.60332 | 0.00000 | 0.00000 | ||
12 | 2010.01.07 04:00 | close | 6 | 1.00 | 1.60006 | 0.00000 | 0.00000 | -326.00 | 8346.50 |
13 | 2010.01.07 09:00 | sell | 7 | 1.00 | 1.59514 | 0.00000 | 0.00000 | ||
14 | 2010.01.07 16:00 | close | 7 | 1.00 | 1.59208 | 0.00000 | 0.00000 | 306.00 | 8652.50 |
15 | 2010.01.08 09:00 | buy | 8 | 1.00 | 1.59714 | 0.00000 | 0.00000 | ||
16 | 2010.01.08 14:00 | close | 8 | 1.00 | 1.59787 | 0.00000 | 0.00000 | 73.00 | 8725.50 |
17 | 2010.01.08 15:00 | buy | 9 | 1.00 | 1.60918 | 0.00000 | 0.00000 | ||
18 | 2010.01.08 17:00 | close | 9 | 1.00 | 1.59612 | 0.00000 | 0.00000 | -1306.00 | 7419.50 |
19 | 2010.01.08 19:00 | buy | 10 | 1.00 | 1.60057 | 0.00000 | 0.00000 | ||
20 | 2010.01.11 08:00 | close | 10 | 1.00 | 1.60725 | 0.00000 | 0.00000 | 668.10 | 8087.60 |
21 | 2010.01.11 09:00 | buy | 11 | 1.00 | 1.60965 | 0.00000 | 0.00000 | ||
22 | 2010.01.11 16:00 | close | 11 | 1.00 | 1.61261 | 0.00000 | 0.00000 | 296.00 | 8383.60 |
23 | 2010.01.12 14:00 | buy | 12 | 1.00 | 1.61581 | 0.00000 | 0.00000 | ||
24 | 2010.01.12 16:00 | close | 12 | 1.00 | 1.61549 | 0.00000 | 0.00000 | -32.00 | 8351.60 |
25 | 2010.01.12 17:00 | buy | 13 | 1.00 | 1.61914 | 0.00000 | 0.00000 | ||
26 | 2010.01.12 19:00 | close | 13 | 1.00 | 1.61686 | 0.00000 | 0.00000 | -228.00 | 8123.60 |
27 | 2010.01.12 21:00 | buy | 14 | 1.00 | 1.61770 | 0.00000 | 0.00000 | ||
28 | 2010.01.12 22:00 | close | 14 | 1.00 | 1.61687 | 0.00000 | 0.00000 | -83.00 | 8040.60 |
29 | 2010.01.13 06:00 | buy | 15 | 1.00 | 1.61881 | 0.00000 | 0.00000 | ||
30 | 2010.01.13 20:00 | close | 15 | 1.00 | 1.62830 | 0.00000 | 0.00000 | 949.00 | 8989.60 |
31 | 2010.01.13 21:00 | buy | 16 | 1.00 | 1.62815 | 0.00000 | 0.00000 | ||
32 | 2010.01.14 00:00 | close | 16 | 1.00 | 1.62648 | 0.00000 | 0.00000 | -166.70 | 8822.90 |
33 | 2010.01.14 02:00 | buy | 17 | 1.00 | 1.63026 | 0.00000 | 0.00000 | ||
34 | 2010.01.14 05:00 | close | 17 | 1.00 | 1.62883 | 0.00000 | 0.00000 | -143.00 | 8679.90 |
35 | 2010.01.14 15:00 | buy | 18 | 1.00 | 1.63123 | 0.00000 | 0.00000 | ||
36 | 2010.01.15 02:00 | close | 18 | 1.00 | 1.63199 | 0.00000 | 0.00000 | 76.10 | 8756.00 |
37 | 2010.01.15 12:00 | sell | 19 | 1.00 | 1.62857 | 0.00000 | 0.00000 | ||
38 | 2010.01.15 14:00 | close | 19 | 1.00 | 1.63099 | 0.00000 | 0.00000 | -242.00 | 8514.00 |
39 | 2010.01.15 17:00 | sell | 20 | 1.00 | 1.62545 | 0.00000 | 0.00000 | ||
40 | 2010.01.18 01:00 | close | 20 | 1.00 | 1.62892 | 0.00000 | 0.00000 | -349.50 | 8164.50 |
41 | 2010.01.18 12:00 | buy | 21 | 1.00 | 1.63579 | 0.00000 | 0.00000 | ||
42 | 2010.01.18 13:00 | close | 21 | 1.00 | 1.63359 | 0.00000 | 0.00000 | -220.00 | 7944.50 |
43 | 2010.01.19 02:00 | buy | 22 | 1.00 | 1.64098 | 0.00000 | 0.00000 | ||
44 | 2010.01.19 13:00 | close | 22 | 1.00 | 1.63380 | 0.00000 | 0.00000 | -718.00 | 7226.50 |
45 | 2010.01.20 03:00 | sell | 23 | 1.00 | 1.63240 | 0.00000 | 0.00000 | ||
46 | 2010.01.20 11:00 | close | 23 | 1.00 | 1.63015 | 0.00000 | 0.00000 | 225.00 | 7451.50 |
47 | 2010.01.20 13:00 | sell | 24 | 1.00 | 1.62750 | 0.00000 | 0.00000 | ||
48 | 2010.01.20 16:00 | close | 24 | 1.00 | 1.62966 | 0.00000 | 0.00000 | -216.00 | 7235.50 |
49 | 2010.01.21 02:00 | buy | 25 | 1.00 | 1.62860 | 0.00000 | 0.00000 | ||
50 | 2010.01.21 03:00 | close | 25 | 1.00 | 1.62725 | 0.00000 | 0.00000 | -135.00 | 7100.50 |
51 | 2010.01.21 04:00 | sell | 26 | 1.00 | 1.62530 | 0.00000 | 0.00000 | ||
52 | 2010.01.21 08:00 | close | 26 | 1.00 | 1.62897 | 0.00000 | 0.00000 | -367.00 | 6733.50 |
53 | 2010.01.21 09:00 | sell | 27 | 1.00 | 1.62300 | 0.00000 | 0.00000 | ||
54 | 2010.01.21 16:00 | close | 27 | 1.00 | 1.62161 | 0.00000 | 0.00000 | 139.00 | 6872.50 |
55 | 2010.01.21 22:00 | sell | 28 | 1.00 | 1.61964 | 0.00000 | 0.00000 | ||
56 | 2010.01.22 08:00 | close | 28 | 1.00 | 1.62234 | 0.00000 | 0.00000 | -272.50 | 6600.00 |
57 | 2010.01.22 13:00 | sell | 29 | 1.00 | 1.61762 | 0.00000 | 0.00000 | ||
58 | 2010.01.22 21:00 | close | 29 | 1.00 | 1.61164 | 0.00000 | 0.00000 | 598.00 | 7198.00 |
59 | 2010.01.22 22:00 | sell | 30 | 1.00 | 1.61120 | 0.00000 | 0.00000 | ||
60 | 2010.01.25 01:00 | close | 30 | 1.00 | 1.61153 | 0.00000 | 0.00000 | -35.50 | 7162.50 |
61 | 2010.01.25 16:00 | buy | 31 | 1.00 | 1.61843 | 0.00000 | 0.00000 | ||
62 | 2010.01.26 04:00 | close | 31 | 1.00 | 1.62381 | 0.00000 | 0.00000 | 538.10 | 7700.60 |
63 | 2010.01.27 05:00 | sell | 32 | 1.00 | 1.61271 | 0.00000 | 0.00000 | ||
64 | 2010.01.27 09:00 | close | 32 | 1.00 | 1.61418 | 0.00000 | 0.00000 | -147.00 | 7553.60 |
65 | 2010.01.27 12:00 | buy | 33 | 1.00 | 1.62091 | 0.00000 | 0.00000 | ||
66 | 2010.01.27 16:00 | close | 33 | 1.00 | 1.61901 | 0.00000 | 0.00000 | -190.00 | 7363.60 |
67 | 2010.01.27 22:00 | sell | 34 | 1.00 | 1.61638 | 0.00000 | 0.00000 | ||
68 | 2010.01.28 00:00 | close | 34 | 1.00 | 1.61790 | 0.00000 | 0.00000 | -159.50 | 7204.10 |
69 | 2010.01.28 02:00 | sell | 35 | 1.00 | 1.61685 | 0.00000 | 0.00000 | ||
70 | 2010.01.28 04:00 | close | 35 | 1.00 | 1.62075 | 0.00000 | 0.00000 | -390.00 | 6814.10 |
71 | 2010.01.28 09:00 | buy | 36 | 1.00 | 1.62521 | 0.00000 | 0.00000 | ||
72 | 2010.01.28 12:00 | close | 36 | 1.00 | 1.62335 | 0.00000 | 0.00000 | -186.00 | 6628.10 |
73 | 2010.01.28 17:00 | sell | 37 | 1.00 | 1.61352 | 0.00000 | 0.00000 | ||
74 | 2010.01.29 05:00 | close | 37 | 1.00 | 1.61459 | 0.00000 | 0.00000 | -109.50 | 6518.60 |
75 | 2010.01.29 06:00 | sell | 38 | 1.00 | 1.61305 | 0.00000 | 0.00000 | ||
76 | 2010.01.29 08:00 | close | 38 | 1.00 | 1.61502 | 0.00000 | 0.00000 | -197.00 | 6321.60 |
77 | 2010.01.29 15:00 | sell | 39 | 1.00 | 1.60560 | 0.00000 | 0.00000 | ||
78 | 2010.02.01 09:00 | close | 39 | 1.00 | 1.59323 | 0.00000 | 0.00000 | 1234.50 | 7556.10 |
79 | 2010.02.01 10:00 | sell | 40 | 1.00 | 1.59238 | 0.00000 | 0.00000 | ||
80 | 2010.02.01 15:00 | close | 40 | 1.00 | 1.59253 | 0.00000 | 0.00000 | -15.00 | 7541.10 |
81 | 2010.02.02 05:00 | sell | 41 | 1.00 | 1.59319 | 0.00000 | 0.00000 | ||
82 | 2010.02.02 08:00 | close | 41 | 1.00 | 1.59563 | 0.00000 | 0.00000 | -244.00 | 7297.10 |
83 | 2010.02.02 10:00 | sell | 42 | 1.00 | 1.59180 | 0.00000 | 0.00000 | ||
84 | 2010.02.02 13:00 | close | 42 | 1.00 | 1.59400 | 0.00000 | 0.00000 | -220.00 | 7077.10 |
85 | 2010.02.03 02:00 | buy | 43 | 1.00 | 1.59942 | 0.00000 | 0.00000 | ||
86 | 2010.02.03 04:00 | close | 43 | 1.00 | 1.59808 | 0.00000 | 0.00000 | -134.00 | 6943.10 |
87 | 2010.02.03 07:00 | buy | 44 | 1.00 | 1.60054 | 0.00000 | 0.00000 | ||
88 | 2010.02.03 12:00 | close | 44 | 1.00 | 1.59969 | 0.00000 | 0.00000 | -85.00 | 6858.10 |
89 | 2010.02.03 17:00 | sell | 45 | 1.00 | 1.59348 | 0.00000 | 0.00000 | ||
90 | 2010.02.04 14:00 | close | 45 | 1.00 | 1.58614 | 0.00000 | 0.00000 | 726.50 | 7584.60 |
91 | 2010.02.04 16:00 | sell | 46 | 1.00 | 1.57876 | 0.00000 | 0.00000 | ||
92 | 2010.02.05 05:00 | close | 46 | 1.00 | 1.57432 | 0.00000 | 0.00000 | 441.50 | 8026.10 |
93 | 2010.02.05 07:00 | sell | 47 | 1.00 | 1.57263 | 0.00000 | 0.00000 | ||
94 | 2010.02.05 13:00 | close | 47 | 1.00 | 1.57213 | 0.00000 | 0.00000 | 50.00 | 8076.10 |
95 | 2010.02.05 16:00 | sell | 48 | 1.00 | 1.56376 | 0.00000 | 0.00000 | ||
96 | 2010.02.05 22:00 | close | 48 | 1.00 | 1.56306 | 0.00000 | 0.00000 | 70.00 | 8146.10 |
97 | 2010.02.08 08:00 | sell | 49 | 1.00 | 1.55453 | 0.00000 | 0.00000 | ||
98 | 2010.02.08 10:00 | close | 49 | 1.00 | 1.56195 | 0.00000 | 0.00000 | -742.00 | 7404.10 |
99 | 2010.02.09 13:00 | sell | 50 | 1.00 | 1.55776 | 0.00000 | 0.00000 | ||
100 | 2010.02.09 14:00 | close | 50 | 1.00 | 1.56353 | 0.00000 | 0.00000 | -577.00 | 6827.10 |
101 | 2010.02.09 18:00 | buy | 51 | 1.00 | 1.56779 | 0.00000 | 0.00000 | ||
102 | 2010.02.10 04:00 | close | 51 | 1.00 | 1.56803 | 0.00000 | 0.00000 | 24.10 | 6851.20 |
103 | 2010.02.10 11:00 | buy | 52 | 1.00 | 1.57283 | 0.00000 | 0.00000 | ||
104 | 2010.02.10 14:00 | close | 52 | 1.00 | 1.56204 | 0.00000 | 0.00000 | -1079.00 | 5772.20 |
105 | 2010.02.11 02:00 | buy | 53 | 1.00 | 1.56199 | 0.00000 | 0.00000 | ||
106 | 2010.02.11 08:00 | close | 53 | 1.00 | 1.56224 | 0.00000 | 0.00000 | 25.00 | 5797.20 |
107 | 2010.02.11 11:00 | sell | 54 | 1.00 | 1.55788 | 0.00000 | 0.00000 | ||
108 | 2010.02.11 12:00 | close | 54 | 1.00 | 1.56032 | 0.00000 | 0.00000 | -244.00 | 5553.20 |
109 | 2010.02.11 13:00 | buy | 55 | 1.00 | 1.56313 | 0.00000 | 0.00000 | ||
110 | 2010.02.11 15:00 | close | 55 | 1.00 | 1.56084 | 0.00000 | 0.00000 | -229.00 | 5324.20 |
111 | 2010.02.11 18:00 | buy | 56 | 1.00 | 1.56731 | 0.00000 | 0.00000 | ||
112 | 2010.02.12 02:00 | close | 56 | 1.00 | 1.56758 | 0.00000 | 0.00000 | 27.10 | 5351.30 |
113 | 2010.02.12 06:00 | buy | 57 | 1.00 | 1.56927 | 0.00000 | 0.00000 | ||
114 | 2010.02.12 09:00 | close | 57 | 1.00 | 1.57154 | 0.00000 | 0.00000 | 227.00 | 5578.30 |
115 | 2010.02.12 12:00 | sell | 58 | 1.00 | 1.56142 | 0.00000 | 0.00000 | ||
116 | 2010.02.12 15:00 | close | 58 | 1.00 | 1.56305 | 0.00000 | 0.00000 | -163.00 | 5415.30 |
117 | 2010.02.12 16:00 | sell | 59 | 1.00 | 1.56439 | 0.00000 | 0.00000 | ||
118 | 2010.02.12 17:00 | close | 59 | 1.00 | 1.56431 | 0.00000 | 0.00000 | 8.00 | 5423.30 |
119 | 2010.02.15 09:00 | sell | 60 | 1.00 | 1.56565 | 0.00000 | 0.00000 | ||
120 | 2010.02.15 10:00 | close | 60 | 1.00 | 1.56752 | 0.00000 | 0.00000 | -187.00 | 5236.30 |
121 | 2010.02.15 14:00 | buy | 61 | 1.00 | 1.56893 | 0.00000 | 0.00000 | ||
122 | 2010.02.15 15:00 | close | 61 | 1.00 | 1.56639 | 0.00000 | 0.00000 | -254.00 | 4982.30 |
123 | 2010.02.15 20:00 | sell | 62 | 1.00 | 1.56658 | 0.00000 | 0.00000 | ||
124 | 2010.02.15 21:00 | close | 62 | 1.00 | 1.56622 | 0.00000 | 0.00000 | 36.00 | 5018.30 |
125 | 2010.02.15 22:00 | sell | 63 | 1.00 | 1.56598 | 0.00000 | 0.00000 | ||
126 | 2010.02.16 00:00 | close | 63 | 1.00 | 1.56675 | 0.00000 | 0.00000 | -79.50 | 4938.80 |
127 | 2010.02.16 02:00 | sell | 64 | 1.00 | 1.56653 | 0.00000 | 0.00000 | ||
128 | 2010.02.16 03:00 | close | 64 | 1.00 | 1.56832 | 0.00000 | 0.00000 | -179.00 | 4759.80 |
129 | 2010.02.16 06:00 | buy | 65 | 1.00 | 1.57012 | 0.00000 | 0.00000 | ||
130 | 2010.02.16 11:00 | close | 65 | 1.00 | 1.56838 | 0.00000 | 0.00000 | -174.00 | 4585.80 |
131 | 2010.02.16 16:00 | sell | 66 | 1.00 | 1.56412 | 0.00000 | 0.00000 | ||
132 | 2010.02.16 18:00 | close | 66 | 1.00 | 1.57329 | 0.00000 | 0.00000 | -917.00 | 3668.80 |
133 | 2010.02.16 19:00 | buy | 67 | 1.00 | 1.57737 | 0.00000 | 0.00000 | ||
134 | 2010.02.17 03:00 | close | 67 | 1.00 | 1.57659 | 0.00000 | 0.00000 | -77.90 | 3590.90 |
135 | 2010.02.17 09:00 | buy | 68 | 1.00 | 1.58005 | 0.00000 | 0.00000 | ||
136 | 2010.02.17 11:00 | close | 68 | 1.00 | 1.57708 | 0.00000 | 0.00000 | -297.00 | 3293.90 |
137 | 2010.02.17 17:00 | sell | 69 | 1.00 | 1.57235 | 0.00000 | 0.00000 | ||
138 | 2010.02.18 08:00 | close | 69 | 1.00 | 1.56715 | 0.00000 | 0.00000 | 512.50 | 3806.40 |
139 | 2010.02.18 09:00 | sell | 70 | 1.00 | 1.56204 | 0.00000 | 0.00000 | ||
140 | 2010.02.18 16:00 | close | 70 | 1.00 | 1.56487 | 0.00000 | 0.00000 | -283.00 | 3523.40 |
141 | 2010.02.18 23:00 | sell | 71 | 1.00 | 1.55264 | 0.00000 | 0.00000 | ||
142 | 2010.02.19 14:00 | close | 71 | 1.00 | 1.53972 | 0.00000 | 0.00000 | 1289.50 | 4812.90 |
143 | 2010.02.22 21:00 | buy | 72 | 1.00 | 1.54893 | 0.00000 | 0.00000 | ||
144 | 2010.02.23 11:00 | close | 72 | 1.00 | 1.54315 | 0.00000 | 0.00000 | -577.90 | 4235.00 |
145 | 2010.02.24 09:00 | sell | 73 | 1.00 | 1.54275 | 0.00000 | 0.00000 | ||
146 | 2010.02.24 12:00 | close | 73 | 1.00 | 1.54556 | 0.00000 | 0.00000 | -281.00 | 3954.00 |
147 | 2010.02.24 15:00 | sell | 74 | 1.00 | 1.54131 | 0.00000 | 0.00000 | ||
148 | 2010.02.24 17:00 | close | 74 | 1.00 | 1.54497 | 0.00000 | 0.00000 | -366.00 | 3588.00 |
149 | 2010.02.24 21:00 | sell | 75 | 1.00 | 1.53969 | 0.00000 | 0.00000 | ||
150 | 2010.02.24 23:00 | close | 75 | 1.00 | 1.54071 | 0.00000 | 0.00000 | -102.00 | 3486.00 |
151 | 2010.02.25 02:00 | sell | 76 | 1.00 | 1.53825 | 0.00000 | 0.00000 | ||
152 | 2010.02.25 22:00 | close | 76 | 1.00 | 1.52709 | 0.00000 | 0.00000 | 1116.00 | 4602.00 |
153 | 2010.02.26 00:00 | sell | 77 | 1.00 | 1.52556 | 0.00000 | 0.00000 | ||
154 | 2010.02.26 03:00 | close | 77 | 1.00 | 1.52792 | 0.00000 | 0.00000 | -236.00 | 4366.00 |
155 | 2010.02.26 16:00 | sell | 78 | 1.00 | 1.51708 | 0.00000 | 0.00000 | ||
156 | 2010.02.26 17:00 | close | 78 | 1.00 | 1.52251 | 0.00000 | 0.00000 | -543.00 | 3823.00 |