Strategy Tester Report
e-MAGIC_00800
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=0.1; TrailingStop=0; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 390.59 | Gross profit | 1138.93 | Gross loss | -748.34 |
Profit factor | 1.52 | Expected payoff | 13.02 | ||
Absolute drawdown | 35.00 | Maximal drawdown | 270.49 (2.54%) | Relative drawdown | 2.54% (270.49) |
Total trades | 30 | Short positions (won %) | 12 (25.00%) | Long positions (won %) | 18 (33.33%) |
Profit trades (% of total) | 9 (30.00%) | Loss trades (% of total) | 21 (70.00%) | ||
Largest | profit trade | 156.80 | loss trade | -53.05 | |
Average | profit trade | 126.55 | loss trade | -35.64 | |
Maximum | consecutive wins (profit in money) | 2 (247.10) | consecutive losses (loss in money) | 6 (-206.10) | |
Maximal | consecutive profit (count of wins) | 247.10 (2) | consecutive loss (count of losses) | -206.10 (6) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 00:00 | buy limit | 1 | 0.10 | 1.60917 | 1.60474 | 1.62353 | ||
2 | 2010.01.04 02:46 | buy | 1 | 0.10 | 1.60917 | 1.60474 | 1.62353 | ||
3 | 2010.01.04 11:20 | t/p | 1 | 0.10 | 1.62353 | 1.60474 | 1.62353 | 143.60 | 10143.60 |
4 | 2010.01.05 00:00 | sell limit | 2 | 0.10 | 1.61973 | 1.62407 | 1.60567 | ||
5 | 2010.01.06 00:00 | sell limit | 3 | 0.10 | 1.61083 | 1.61528 | 1.59644 | ||
6 | 2010.01.07 00:00 | buy limit | 4 | 0.10 | 1.59665 | 1.59367 | 1.60629 | ||
7 | 2010.01.07 07:20 | buy | 4 | 0.10 | 1.59665 | 1.59367 | 1.60629 | ||
8 | 2010.01.07 08:50 | s/l | 4 | 0.10 | 1.59367 | 1.59367 | 1.60629 | -29.80 | 10113.80 |
9 | 2010.01.08 00:00 | sell limit | 5 | 0.10 | 1.60195 | 1.60579 | 1.58953 | ||
10 | 2010.01.08 09:50 | sell | 5 | 0.10 | 1.60195 | 1.60579 | 1.58953 | ||
11 | 2010.01.08 14:45 | s/l | 5 | 0.10 | 1.60579 | 1.60579 | 1.58953 | -38.40 | 10075.40 |
12 | 2010.01.08 14:50 | sell | 3 | 0.10 | 1.61083 | 1.61528 | 1.59644 | ||
13 | 2010.01.08 16:50 | t/p | 3 | 0.10 | 1.59644 | 1.61528 | 1.59644 | 143.90 | 10219.30 |
14 | 2010.01.11 00:00 | buy limit | 6 | 0.10 | 1.59604 | 1.59142 | 1.61098 | ||
15 | 2010.01.12 00:00 | buy limit | 7 | 0.10 | 1.60895 | 1.60576 | 1.61927 | ||
16 | 2010.01.12 01:50 | buy | 7 | 0.10 | 1.60895 | 1.60576 | 1.61927 | ||
17 | 2010.01.12 16:50 | t/p | 7 | 0.10 | 1.61927 | 1.60576 | 1.61927 | 103.20 | 10322.50 |
18 | 2010.01.13 00:00 | buy limit | 8 | 0.10 | 1.60925 | 1.60613 | 1.61937 | ||
19 | 2010.01.13 07:15 | sell | 2 | 0.10 | 1.61973 | 1.62407 | 1.60567 | ||
20 | 2010.01.13 10:15 | s/l | 2 | 0.10 | 1.62407 | 1.62407 | 1.60567 | -43.40 | 10279.10 |
21 | 2010.01.14 00:00 | buy limit | 9 | 0.10 | 1.61758 | 1.61354 | 1.63064 | ||
22 | 2010.01.15 00:00 | buy limit | 10 | 0.10 | 1.62726 | 1.62496 | 1.63469 | ||
23 | 2010.01.15 11:32 | buy | 10 | 0.10 | 1.62726 | 1.62496 | 1.63469 | ||
24 | 2010.01.15 16:50 | s/l | 10 | 0.10 | 1.62496 | 1.62496 | 1.63469 | -23.00 | 10256.10 |
25 | 2010.01.18 00:00 | sell limit | 11 | 0.10 | 1.63211 | 1.63553 | 1.62102 | ||
26 | 2010.01.18 08:20 | sell | 11 | 0.10 | 1.63211 | 1.63553 | 1.62102 | ||
27 | 2010.01.18 11:10 | s/l | 11 | 0.10 | 1.63553 | 1.63553 | 1.62102 | -34.20 | 10221.90 |
28 | 2010.01.19 00:00 | buy limit | 12 | 0.10 | 1.62798 | 1.62491 | 1.63790 | ||
29 | 2010.01.20 00:00 | buy limit | 13 | 0.10 | 1.63462 | 1.63118 | 1.64576 | ||
30 | 2010.01.20 02:15 | buy | 13 | 0.10 | 1.63462 | 1.63118 | 1.64576 | ||
31 | 2010.01.20 03:20 | s/l | 13 | 0.10 | 1.63118 | 1.63118 | 1.64576 | -34.40 | 10187.50 |
32 | 2010.01.20 08:40 | buy | 12 | 0.10 | 1.62798 | 1.62491 | 1.63790 | ||
33 | 2010.01.20 13:20 | s/l | 12 | 0.10 | 1.62491 | 1.62491 | 1.63790 | -30.70 | 10156.80 |
34 | 2010.01.21 00:00 | sell limit | 14 | 0.10 | 1.63400 | 1.63698 | 1.62435 | ||
35 | 2010.01.21 10:40 | buy | 9 | 0.10 | 1.61758 | 1.61354 | 1.63064 | ||
36 | 2010.01.21 11:50 | s/l | 9 | 0.10 | 1.61354 | 1.61354 | 1.63064 | -40.40 | 10116.40 |
37 | 2010.01.22 00:00 | sell limit | 15 | 0.10 | 1.62670 | 1.63108 | 1.61250 | ||
38 | 2010.01.22 08:37 | sell | 15 | 0.10 | 1.62670 | 1.63108 | 1.61250 | ||
39 | 2010.01.22 13:45 | t/p | 15 | 0.10 | 1.61250 | 1.63108 | 1.61250 | 142.00 | 10258.40 |
40 | 2010.01.22 15:20 | buy | 8 | 0.10 | 1.60925 | 1.60613 | 1.61937 | ||
41 | 2010.01.25 00:00 | sell limit | 16 | 0.10 | 1.62353 | 1.62842 | 1.60770 | ||
42 | 2010.01.25 16:45 | t/p | 8 | 0.10 | 1.61937 | 1.60613 | 1.61937 | 101.21 | 10359.61 |
43 | 2010.01.25 17:45 | sell | 16 | 0.10 | 1.62353 | 1.62842 | 1.60770 | ||
44 | 2010.01.26 00:00 | buy limit | 17 | 0.10 | 1.61346 | 1.60958 | 1.62600 | ||
45 | 2010.01.26 10:46 | buy | 17 | 0.10 | 1.61346 | 1.60958 | 1.62600 | ||
46 | 2010.01.26 15:07 | s/l | 17 | 0.10 | 1.60958 | 1.60958 | 1.62600 | -38.80 | 10320.81 |
47 | 2010.01.27 00:00 | sell limit | 18 | 0.10 | 1.62265 | 1.62678 | 1.60930 | ||
48 | 2010.01.27 11:20 | sell | 18 | 0.10 | 1.62265 | 1.62678 | 1.60930 | ||
49 | 2010.01.28 00:00 | buy limit | 19 | 0.10 | 1.61393 | 1.61069 | 1.62442 | ||
50 | 2010.01.28 02:50 | buy | 19 | 0.10 | 1.61393 | 1.61069 | 1.62442 | ||
51 | 2010.01.28 08:45 | t/p | 19 | 0.10 | 1.62442 | 1.61069 | 1.62442 | 104.90 | 10425.71 |
52 | 2010.01.28 09:15 | s/l | 18 | 0.10 | 1.62678 | 1.62678 | 1.60930 | -42.05 | 10383.66 |
53 | 2010.01.29 00:00 | sell limit | 20 | 0.10 | 1.62371 | 1.62756 | 1.61126 | ||
54 | 2010.01.29 14:50 | t/p | 16 | 0.10 | 1.60770 | 1.62842 | 1.60770 | 156.80 | 10540.46 |
55 | 2010.02.01 00:00 | buy | 6 | 0.10 | 1.59604 | 1.59142 | 1.61098 | ||
56 | 2010.02.01 00:00 | sell limit | 21 | 0.10 | 1.61313 | 1.61790 | 1.59768 | ||
57 | 2010.02.01 09:50 | s/l | 6 | 0.10 | 1.59142 | 1.59142 | 1.61098 | -46.20 | 10494.26 |
58 | 2010.02.02 00:00 | buy limit | 22 | 0.10 | 1.58807 | 1.58506 | 1.59782 | ||
59 | 2010.02.03 00:00 | buy limit | 23 | 0.10 | 1.59246 | 1.59027 | 1.59955 | ||
60 | 2010.02.03 16:50 | buy | 23 | 0.10 | 1.59246 | 1.59027 | 1.59955 | ||
61 | 2010.02.03 20:10 | s/l | 23 | 0.10 | 1.59027 | 1.59027 | 1.59955 | -21.90 | 10472.36 |
62 | 2010.02.03 22:50 | buy | 22 | 0.10 | 1.58807 | 1.58506 | 1.59782 | ||
63 | 2010.02.04 00:00 | sell limit | 24 | 0.10 | 1.60240 | 1.60695 | 1.58766 | ||
64 | 2010.02.04 10:45 | s/l | 22 | 0.10 | 1.58506 | 1.58506 | 1.59782 | -30.07 | 10442.29 |
65 | 2010.02.05 00:00 | sell limit | 25 | 0.10 | 1.58736 | 1.59179 | 1.57301 | ||
66 | 2010.02.08 00:00 | sell limit | 26 | 0.10 | 1.57240 | 1.57753 | 1.55578 | ||
67 | 2010.02.09 00:00 | sell limit | 27 | 0.10 | 1.56305 | 1.56601 | 1.55348 | ||
68 | 2010.02.09 06:37 | sell | 27 | 0.10 | 1.56305 | 1.56601 | 1.55348 | ||
69 | 2010.02.09 17:50 | s/l | 27 | 0.10 | 1.56601 | 1.56601 | 1.55348 | -29.60 | 10412.69 |
70 | 2010.02.09 18:15 | sell | 26 | 0.10 | 1.57240 | 1.57753 | 1.55578 | ||
71 | 2010.02.10 00:00 | buy limit | 28 | 0.10 | 1.56055 | 1.55615 | 1.57479 | ||
72 | 2010.02.10 15:20 | buy | 28 | 0.10 | 1.56055 | 1.55615 | 1.57479 | ||
73 | 2010.02.11 00:00 | sell limit | 29 | 0.10 | 1.57194 | 1.57652 | 1.55713 | ||
74 | 2010.02.11 10:20 | s/l | 28 | 0.10 | 1.55615 | 1.55615 | 1.57479 | -43.97 | 10368.72 |
75 | 2010.02.12 00:00 | buy limit | 30 | 0.10 | 1.55968 | 1.55597 | 1.57171 | ||
76 | 2010.02.12 08:50 | sell | 29 | 0.10 | 1.57194 | 1.57652 | 1.55713 | ||
77 | 2010.02.12 11:32 | buy | 30 | 0.10 | 1.55968 | 1.55597 | 1.57171 | ||
78 | 2010.02.15 00:00 | buy limit | 31 | 0.10 | 1.56178 | 1.55798 | 1.57408 | ||
79 | 2010.02.15 08:20 | buy | 31 | 0.10 | 1.56178 | 1.55798 | 1.57408 | ||
80 | 2010.02.15 13:02 | t/p | 30 | 0.10 | 1.57171 | 1.55597 | 1.57171 | 120.31 | 10489.03 |
81 | 2010.02.16 00:00 | sell limit | 32 | 0.10 | 1.56948 | 1.57204 | 1.56118 | ||
82 | 2010.02.16 05:45 | sell | 32 | 0.10 | 1.56948 | 1.57204 | 1.56118 | ||
83 | 2010.02.16 08:20 | s/l | 32 | 0.10 | 1.57204 | 1.57204 | 1.56118 | -25.60 | 10463.43 |
84 | 2010.02.16 17:50 | t/p | 31 | 0.10 | 1.57408 | 1.55798 | 1.57408 | 123.01 | 10586.44 |
85 | 2010.02.16 18:10 | s/l | 26 | 0.10 | 1.57753 | 1.57753 | 1.55578 | -53.05 | 10533.39 |
86 | 2010.02.16 18:10 | s/l | 29 | 0.10 | 1.57652 | 1.57652 | 1.55713 | -46.30 | 10487.09 |
87 | 2010.02.17 00:00 | buy limit | 33 | 0.10 | 1.56668 | 1.56272 | 1.57948 | ||
88 | 2010.02.18 00:00 | sell limit | 34 | 0.10 | 1.57804 | 1.58158 | 1.56660 | ||
89 | 2010.02.18 01:20 | buy | 33 | 0.10 | 1.56668 | 1.56272 | 1.57948 | ||
90 | 2010.02.18 08:16 | s/l | 33 | 0.10 | 1.56272 | 1.56272 | 1.57948 | -39.60 | 10447.49 |
91 | 2010.02.19 00:00 | sell limit | 35 | 0.10 | 1.56364 | 1.56878 | 1.54698 | ||
92 | 2010.02.22 00:00 | sell limit | 36 | 0.10 | 1.54586 | 1.54940 | 1.53438 | ||
93 | 2010.02.22 00:45 | sell | 36 | 0.10 | 1.54586 | 1.54940 | 1.53438 | ||
94 | 2010.02.22 04:20 | s/l | 36 | 0.10 | 1.54940 | 1.54940 | 1.53438 | -35.40 | 10412.09 |
95 | 2010.02.23 00:00 | buy limit | 37 | 0.10 | 1.54509 | 1.54294 | 1.55206 | ||
96 | 2010.02.23 10:45 | buy | 37 | 0.10 | 1.54509 | 1.54294 | 1.55206 | ||
97 | 2010.02.23 11:10 | s/l | 37 | 0.10 | 1.54294 | 1.54294 | 1.55206 | -21.50 | 10390.59 |
98 | 2010.02.24 00:00 | sell limit | 38 | 0.10 | 1.55321 | 1.55749 | 1.53934 | ||
99 | 2010.02.25 00:00 | sell limit | 39 | 0.10 | 1.54547 | 1.54760 | 1.53859 | ||
100 | 2010.02.26 00:00 | sell limit | 40 | 0.10 | 1.53665 | 1.54213 | 1.51891 |