Strategy Tester Report
DoubleSpread
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 | Lots_all=2; slippage_all=2; stoploss_all=0; takeprofit_all=6; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -8984.00 | Gross profit | 600.00 | Gross loss | -9584.00 |
Profit factor | 0.06 | Expected payoff | -152.27 | ||
Absolute drawdown | 8984.00 | Maximal drawdown | 8984.00 (89.84%) | Relative drawdown | 89.84% (8984.00) |
Total trades | 59 | Short positions (won %) | 28 (100.00%) | Long positions (won %) | 31 (70.97%) |
Profit trades (% of total) | 50 (84.75%) | Loss trades (% of total) | 9 (15.25%) | ||
Largest | profit trade | 12.00 | loss trade | -1386.00 | |
Average | profit trade | 12.00 | loss trade | -1064.89 | |
Maximum | consecutive wins (profit in money) | 50 (600.00) | consecutive losses (loss in money) | 9 (-9584.00) | |
Maximal | consecutive profit (count of wins) | 600.00 (50) | consecutive loss (count of losses) | -9584.00 (9) | |
Average | consecutive wins | 50 | consecutive losses | 9 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 00:00 | buy | 1 | 2.00 | 1.61277 | 0.00000 | 1.61283 | ||
2 | 2010.01.04 00:00 | sell | 2 | 2.00 | 1.61221 | 0.00000 | 1.61215 | ||
3 | 2010.01.04 00:05 | buy | 3 | 2.00 | 1.61304 | 0.00000 | 1.61310 | ||
4 | 2010.01.04 00:05 | sell | 4 | 2.00 | 1.61248 | 0.00000 | 1.61242 | ||
5 | 2010.01.04 00:07 | buy | 5 | 2.00 | 1.61250 | 0.00000 | 1.61256 | ||
6 | 2010.01.04 00:07 | sell | 6 | 2.00 | 1.61194 | 0.00000 | 1.61188 | ||
7 | 2010.01.04 00:10 | t/p | 1 | 2.00 | 1.61283 | 0.00000 | 1.61283 | 12.00 | 10012.00 |
8 | 2010.01.04 00:10 | t/p | 3 | 2.00 | 1.61310 | 0.00000 | 1.61310 | 12.00 | 10024.00 |
9 | 2010.01.04 00:10 | t/p | 5 | 2.00 | 1.61256 | 0.00000 | 1.61256 | 12.00 | 10036.00 |
10 | 2010.01.04 00:10 | buy | 7 | 2.00 | 1.61384 | 0.00000 | 1.61390 | ||
11 | 2010.01.04 00:10 | sell | 8 | 2.00 | 1.61328 | 0.00000 | 1.61322 | ||
12 | 2010.01.04 00:12 | buy | 9 | 2.00 | 1.61357 | 0.00000 | 1.61363 | ||
13 | 2010.01.04 00:12 | sell | 10 | 2.00 | 1.61301 | 0.00000 | 1.61295 | ||
14 | 2010.01.04 00:15 | t/p | 7 | 2.00 | 1.61390 | 0.00000 | 1.61390 | 12.00 | 10048.00 |
15 | 2010.01.04 00:15 | t/p | 9 | 2.00 | 1.61363 | 0.00000 | 1.61363 | 12.00 | 10060.00 |
16 | 2010.01.04 00:15 | buy | 11 | 2.00 | 1.61465 | 0.00000 | 1.61471 | ||
17 | 2010.01.04 00:15 | sell | 12 | 2.00 | 1.61409 | 0.00000 | 1.61403 | ||
18 | 2010.01.04 00:17 | buy | 13 | 2.00 | 1.61438 | 0.00000 | 1.61444 | ||
19 | 2010.01.04 00:17 | sell | 14 | 2.00 | 1.61382 | 0.00000 | 1.61376 | ||
20 | 2010.01.04 00:20 | t/p | 11 | 2.00 | 1.61471 | 0.00000 | 1.61471 | 12.00 | 10072.00 |
21 | 2010.01.04 00:20 | t/p | 13 | 2.00 | 1.61444 | 0.00000 | 1.61444 | 12.00 | 10084.00 |
22 | 2010.01.04 00:20 | buy | 15 | 2.00 | 1.61545 | 0.00000 | 1.61551 | ||
23 | 2010.01.04 00:20 | sell | 16 | 2.00 | 1.61489 | 0.00000 | 1.61483 | ||
24 | 2010.01.04 00:22 | buy | 17 | 2.00 | 1.61491 | 0.00000 | 1.61497 | ||
25 | 2010.01.04 00:22 | sell | 18 | 2.00 | 1.61435 | 0.00000 | 1.61429 | ||
26 | 2010.01.04 00:25 | buy | 19 | 2.00 | 1.61518 | 0.00000 | 1.61524 | ||
27 | 2010.01.04 00:27 | t/p | 16 | 2.00 | 1.61483 | 0.00000 | 1.61483 | 12.00 | 10096.00 |
28 | 2010.01.04 00:27 | buy | 20 | 2.00 | 1.61438 | 0.00000 | 1.61444 | ||
29 | 2010.01.04 00:27 | sell | 21 | 2.00 | 1.61382 | 0.00000 | 1.61376 | ||
30 | 2010.01.04 00:27 | t/p | 12 | 2.00 | 1.61403 | 0.00000 | 1.61403 | 12.00 | 10108.00 |
31 | 2010.01.04 00:27 | t/p | 14 | 2.00 | 1.61376 | 0.00000 | 1.61376 | 12.00 | 10120.00 |
32 | 2010.01.04 00:27 | t/p | 18 | 2.00 | 1.61429 | 0.00000 | 1.61429 | 12.00 | 10132.00 |
33 | 2010.01.04 00:27 | t/p | 21 | 2.00 | 1.61376 | 0.00000 | 1.61376 | 12.00 | 10144.00 |
34 | 2010.01.04 00:27 | buy | 22 | 2.00 | 1.61362 | 0.00000 | 1.61368 | ||
35 | 2010.01.04 00:27 | sell | 23 | 2.00 | 1.61306 | 0.00000 | 1.61300 | ||
36 | 2010.01.04 00:30 | buy | 24 | 2.00 | 1.61361 | 0.00000 | 1.61367 | ||
37 | 2010.01.04 00:30 | sell | 25 | 2.00 | 1.61305 | 0.00000 | 1.61299 | ||
38 | 2010.01.04 00:32 | buy | 26 | 2.00 | 1.61366 | 0.00000 | 1.61372 | ||
39 | 2010.01.04 00:32 | sell | 27 | 2.00 | 1.61310 | 0.00000 | 1.61304 | ||
40 | 2010.01.04 00:35 | buy | 28 | 2.00 | 1.61387 | 0.00000 | 1.61393 | ||
41 | 2010.01.04 00:35 | sell | 29 | 2.00 | 1.61331 | 0.00000 | 1.61325 | ||
42 | 2010.01.04 00:37 | buy | 30 | 2.00 | 1.61345 | 0.00000 | 1.61351 | ||
43 | 2010.01.04 00:37 | sell | 31 | 2.00 | 1.61289 | 0.00000 | 1.61283 | ||
44 | 2010.01.04 00:40 | t/p | 22 | 2.00 | 1.61368 | 0.00000 | 1.61368 | 12.00 | 10156.00 |
45 | 2010.01.04 00:40 | t/p | 24 | 2.00 | 1.61367 | 0.00000 | 1.61367 | 12.00 | 10168.00 |
46 | 2010.01.04 00:40 | t/p | 26 | 2.00 | 1.61372 | 0.00000 | 1.61372 | 12.00 | 10180.00 |
47 | 2010.01.04 00:40 | t/p | 28 | 2.00 | 1.61393 | 0.00000 | 1.61393 | 12.00 | 10192.00 |
48 | 2010.01.04 00:40 | t/p | 30 | 2.00 | 1.61351 | 0.00000 | 1.61351 | 12.00 | 10204.00 |
49 | 2010.01.04 00:45 | t/p | 20 | 2.00 | 1.61444 | 0.00000 | 1.61444 | 12.00 | 10216.00 |
50 | 2010.01.04 00:50 | t/p | 17 | 2.00 | 1.61497 | 0.00000 | 1.61497 | 12.00 | 10228.00 |
51 | 2010.01.04 00:59 | buy | 32 | 2.00 | 1.61427 | 0.00000 | 1.61433 | ||
52 | 2010.01.04 01:00 | buy | 33 | 2.00 | 1.61425 | 0.00000 | 1.61431 | ||
53 | 2010.01.04 01:07 | t/p | 32 | 2.00 | 1.61433 | 0.00000 | 1.61433 | 12.00 | 10240.00 |
54 | 2010.01.04 01:07 | t/p | 33 | 2.00 | 1.61431 | 0.00000 | 1.61431 | 12.00 | 10252.00 |
55 | 2010.01.04 01:10 | buy | 34 | 2.00 | 1.61367 | 0.00000 | 1.61373 | ||
56 | 2010.01.04 01:10 | sell | 35 | 2.00 | 1.61311 | 0.00000 | 1.61305 | ||
57 | 2010.01.04 01:15 | t/p | 8 | 2.00 | 1.61322 | 0.00000 | 1.61322 | 12.00 | 10264.00 |
58 | 2010.01.04 01:15 | t/p | 10 | 2.00 | 1.61295 | 0.00000 | 1.61295 | 12.00 | 10276.00 |
59 | 2010.01.04 01:15 | t/p | 23 | 2.00 | 1.61300 | 0.00000 | 1.61300 | 12.00 | 10288.00 |
60 | 2010.01.04 01:15 | t/p | 25 | 2.00 | 1.61299 | 0.00000 | 1.61299 | 12.00 | 10300.00 |
61 | 2010.01.04 01:15 | t/p | 27 | 2.00 | 1.61304 | 0.00000 | 1.61304 | 12.00 | 10312.00 |
62 | 2010.01.04 01:15 | t/p | 29 | 2.00 | 1.61325 | 0.00000 | 1.61325 | 12.00 | 10324.00 |
63 | 2010.01.04 01:15 | t/p | 31 | 2.00 | 1.61283 | 0.00000 | 1.61283 | 12.00 | 10336.00 |
64 | 2010.01.04 01:15 | t/p | 35 | 2.00 | 1.61305 | 0.00000 | 1.61305 | 12.00 | 10348.00 |
65 | 2010.01.04 01:15 | buy | 36 | 2.00 | 1.61256 | 0.00000 | 1.61262 | ||
66 | 2010.01.04 01:15 | sell | 37 | 2.00 | 1.61200 | 0.00000 | 1.61194 | ||
67 | 2010.01.04 01:17 | buy | 38 | 2.00 | 1.61293 | 0.00000 | 1.61299 | ||
68 | 2010.01.04 01:17 | sell | 39 | 2.00 | 1.61237 | 0.00000 | 1.61231 | ||
69 | 2010.01.04 01:20 | t/p | 2 | 2.00 | 1.61215 | 0.00000 | 1.61215 | 12.00 | 10360.00 |
70 | 2010.01.04 01:20 | t/p | 4 | 2.00 | 1.61242 | 0.00000 | 1.61242 | 12.00 | 10372.00 |
71 | 2010.01.04 01:20 | t/p | 6 | 2.00 | 1.61188 | 0.00000 | 1.61188 | 12.00 | 10384.00 |
72 | 2010.01.04 01:20 | t/p | 37 | 2.00 | 1.61194 | 0.00000 | 1.61194 | 12.00 | 10396.00 |
73 | 2010.01.04 01:20 | t/p | 39 | 2.00 | 1.61231 | 0.00000 | 1.61231 | 12.00 | 10408.00 |
74 | 2010.01.04 01:20 | buy | 40 | 2.00 | 1.61108 | 0.00000 | 1.61114 | ||
75 | 2010.01.04 01:20 | sell | 41 | 2.00 | 1.61052 | 0.00000 | 1.61046 | ||
76 | 2010.01.04 01:22 | t/p | 40 | 2.00 | 1.61114 | 0.00000 | 1.61114 | 12.00 | 10420.00 |
77 | 2010.01.04 01:22 | buy | 42 | 2.00 | 1.61182 | 0.00000 | 1.61188 | ||
78 | 2010.01.04 01:22 | sell | 43 | 2.00 | 1.61126 | 0.00000 | 1.61120 | ||
79 | 2010.01.04 01:25 | buy | 44 | 2.00 | 1.61145 | 0.00000 | 1.61151 | ||
80 | 2010.01.04 01:25 | sell | 45 | 2.00 | 1.61089 | 0.00000 | 1.61083 | ||
81 | 2010.01.04 01:27 | t/p | 42 | 2.00 | 1.61188 | 0.00000 | 1.61188 | 12.00 | 10432.00 |
82 | 2010.01.04 01:27 | t/p | 44 | 2.00 | 1.61151 | 0.00000 | 1.61151 | 12.00 | 10444.00 |
83 | 2010.01.04 01:27 | buy | 46 | 2.00 | 1.61256 | 0.00000 | 1.61262 | ||
84 | 2010.01.04 01:27 | sell | 47 | 2.00 | 1.61200 | 0.00000 | 1.61194 | ||
85 | 2010.01.04 01:27 | t/p | 36 | 2.00 | 1.61262 | 0.00000 | 1.61262 | 12.00 | 10456.00 |
86 | 2010.01.04 01:27 | t/p | 46 | 2.00 | 1.61262 | 0.00000 | 1.61262 | 12.00 | 10468.00 |
87 | 2010.01.04 01:27 | buy | 48 | 2.00 | 1.61354 | 0.00000 | 1.61360 | ||
88 | 2010.01.04 01:27 | sell | 49 | 2.00 | 1.61298 | 0.00000 | 1.61292 | ||
89 | 2010.01.04 01:30 | buy | 50 | 2.00 | 1.61353 | 0.00000 | 1.61359 | ||
90 | 2010.01.04 01:30 | sell | 51 | 2.00 | 1.61297 | 0.00000 | 1.61291 | ||
91 | 2010.01.04 01:32 | buy | 52 | 2.00 | 1.61344 | 0.00000 | 1.61350 | ||
92 | 2010.01.04 01:32 | sell | 53 | 2.00 | 1.61288 | 0.00000 | 1.61282 | ||
93 | 2010.01.04 01:35 | buy | 54 | 2.00 | 1.61326 | 0.00000 | 1.61332 | ||
94 | 2010.01.04 01:35 | sell | 55 | 2.00 | 1.61270 | 0.00000 | 1.61264 | ||
95 | 2010.01.04 01:37 | t/p | 38 | 2.00 | 1.61299 | 0.00000 | 1.61299 | 12.00 | 10480.00 |
96 | 2010.01.04 01:37 | buy | 56 | 2.00 | 1.61361 | 0.00000 | 1.61367 | ||
97 | 2010.01.04 01:37 | sell | 57 | 2.00 | 1.61305 | 0.00000 | 1.61299 | ||
98 | 2010.01.04 01:40 | t/p | 49 | 2.00 | 1.61292 | 0.00000 | 1.61292 | 12.00 | 10492.00 |
99 | 2010.01.04 01:40 | t/p | 57 | 2.00 | 1.61299 | 0.00000 | 1.61299 | 12.00 | 10504.00 |
100 | 2010.01.04 01:40 | buy | 58 | 2.00 | 1.61292 | 0.00000 | 1.61298 | ||
101 | 2010.01.04 01:40 | sell | 59 | 2.00 | 1.61236 | 0.00000 | 1.61230 | ||
102 | 2010.01.04 01:45 | t/p | 51 | 2.00 | 1.61291 | 0.00000 | 1.61291 | 12.00 | 10516.00 |
103 | 2010.01.04 01:45 | t/p | 53 | 2.00 | 1.61282 | 0.00000 | 1.61282 | 12.00 | 10528.00 |
104 | 2010.01.04 01:45 | t/p | 55 | 2.00 | 1.61264 | 0.00000 | 1.61264 | 12.00 | 10540.00 |
105 | 2010.01.04 01:50 | t/p | 47 | 2.00 | 1.61194 | 0.00000 | 1.61194 | 12.00 | 10552.00 |
106 | 2010.01.04 01:50 | t/p | 59 | 2.00 | 1.61230 | 0.00000 | 1.61230 | 12.00 | 10564.00 |
107 | 2010.01.04 02:16 | t/p | 43 | 2.00 | 1.61120 | 0.00000 | 1.61120 | 12.00 | 10576.00 |
108 | 2010.01.04 02:16 | t/p | 45 | 2.00 | 1.61083 | 0.00000 | 1.61083 | 12.00 | 10588.00 |
109 | 2010.01.04 02:40 | t/p | 41 | 2.00 | 1.61046 | 0.00000 | 1.61046 | 12.00 | 10600.00 |
110 | 2010.01.04 03:07 | close at stop | 58 | 2.00 | 1.60852 | 0.00000 | 1.61298 | -880.00 | 9720.00 |
111 | 2010.01.04 03:07 | close at stop | 56 | 2.00 | 1.60852 | 0.00000 | 1.61367 | -1018.00 | 8702.00 |
112 | 2010.01.04 03:07 | close at stop | 54 | 2.00 | 1.60852 | 0.00000 | 1.61332 | -948.00 | 7754.00 |
113 | 2010.01.04 03:07 | close at stop | 52 | 2.00 | 1.60852 | 0.00000 | 1.61350 | -984.00 | 6770.00 |
114 | 2010.01.04 03:07 | close at stop | 50 | 2.00 | 1.60852 | 0.00000 | 1.61359 | -1002.00 | 5768.00 |
115 | 2010.01.04 03:07 | close at stop | 48 | 2.00 | 1.60852 | 0.00000 | 1.61360 | -1004.00 | 4764.00 |
116 | 2010.01.04 03:07 | close at stop | 34 | 2.00 | 1.60852 | 0.00000 | 1.61373 | -1030.00 | 3734.00 |
117 | 2010.01.04 03:07 | close at stop | 19 | 2.00 | 1.60852 | 0.00000 | 1.61524 | -1332.00 | 2402.00 |
118 | 2010.01.04 03:07 | close at stop | 15 | 2.00 | 1.60852 | 0.00000 | 1.61551 | -1386.00 | 1016.00 |