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 | MA_length=10; MA_timeframe=30; MAtype=0; Percent=0.1; TradeOnFriday=1; slip=100; Lots=0.01; TakeProfit=30; Stoploss=500; Fast_Period=23; Fast_Price=0; Slow_Period=84; Slow_Price=0; DivergenceLimit=0.002; PipStep=30; IncreasementType=0; DVLimit=10; PipsGoal=500; PipsLoss=500; GMT=2; DST=0; OpeningHour=0; ClosingHour=23; writelog=0; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -44.13 | Gross profit | 15.90 | Gross loss | -60.02 |
Profit factor | 0.26 | Expected payoff | -0.68 | ||
Absolute drawdown | 51.48 | Maximal drawdown | 54.71 (0.55%) | Relative drawdown | 0.55% (54.71) |
Total trades | 65 | Short positions (won %) | 43 (76.74%) | Long positions (won %) | 22 (90.91%) |
Profit trades (% of total) | 53 (81.54%) | Loss trades (% of total) | 12 (18.46%) | ||
Largest | profit trade | 0.30 | loss trade | -5.03 | |
Average | profit trade | 0.30 | loss trade | -5.00 | |
Maximum | consecutive wins (profit in money) | 20 (6.00) | consecutive losses (loss in money) | 3 (-15.00) | |
Maximal | consecutive profit (count of wins) | 6.00 (20) | consecutive loss (count of losses) | -15.00 (3) | |
Average | consecutive wins | 8 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.05 17:07 | sell | 1 | 0.01 | 1.60485 | 1.60985 | 1.60455 | ||
2 | 2010.01.05 17:10 | t/p | 1 | 0.01 | 1.60455 | 1.60985 | 1.60455 | 0.30 | 10000.30 |
3 | 2010.01.05 20:00 | buy | 2 | 0.01 | 1.59806 | 1.59306 | 1.59836 | ||
4 | 2010.01.05 20:15 | t/p | 2 | 0.01 | 1.59836 | 1.59306 | 1.59836 | 0.30 | 10000.60 |
5 | 2010.01.05 20:15 | buy | 3 | 0.01 | 1.59913 | 1.59413 | 1.59943 | ||
6 | 2010.01.05 20:45 | t/p | 3 | 0.01 | 1.59943 | 1.59413 | 1.59943 | 0.30 | 10000.90 |
7 | 2010.01.08 19:20 | sell | 4 | 0.01 | 1.60361 | 1.60861 | 1.60331 | ||
8 | 2010.01.08 19:27 | t/p | 4 | 0.01 | 1.60331 | 1.60861 | 1.60331 | 0.30 | 10001.20 |
9 | 2010.01.08 19:32 | sell | 5 | 0.01 | 1.60362 | 1.60862 | 1.60332 | ||
10 | 2010.01.08 19:45 | t/p | 5 | 0.01 | 1.60332 | 1.60862 | 1.60332 | 0.30 | 10001.50 |
11 | 2010.01.08 20:00 | sell | 6 | 0.01 | 1.60254 | 1.60754 | 1.60224 | ||
12 | 2010.01.08 20:10 | t/p | 6 | 0.01 | 1.60224 | 1.60754 | 1.60224 | 0.30 | 10001.80 |
13 | 2010.01.08 20:32 | sell | 7 | 0.01 | 1.60195 | 1.60695 | 1.60165 | ||
14 | 2010.01.08 20:40 | sell | 8 | 0.01 | 1.60288 | 1.60788 | 1.60258 | ||
15 | 2010.01.08 20:45 | sell | 9 | 0.01 | 1.60358 | 1.60858 | 1.60328 | ||
16 | 2010.01.08 20:50 | sell | 10 | 0.01 | 1.60428 | 1.60928 | 1.60398 | ||
17 | 2010.01.08 20:57 | t/p | 10 | 0.01 | 1.60398 | 1.60928 | 1.60398 | 0.30 | 10002.10 |
18 | 2010.01.08 21:07 | t/p | 9 | 0.01 | 1.60328 | 1.60858 | 1.60328 | 0.30 | 10002.40 |
19 | 2010.01.08 21:10 | sell | 11 | 0.01 | 1.60324 | 1.60824 | 1.60294 | ||
20 | 2010.01.08 21:15 | sell | 12 | 0.01 | 1.60355 | 1.60855 | 1.60325 | ||
21 | 2010.01.08 21:20 | sell | 13 | 0.01 | 1.60386 | 1.60886 | 1.60356 | ||
22 | 2010.01.08 21:45 | t/p | 13 | 0.01 | 1.60356 | 1.60886 | 1.60356 | 0.30 | 10002.70 |
23 | 2010.01.08 21:50 | t/p | 12 | 0.01 | 1.60325 | 1.60855 | 1.60325 | 0.30 | 10003.00 |
24 | 2010.01.08 22:07 | t/p | 11 | 0.01 | 1.60294 | 1.60824 | 1.60294 | 0.30 | 10003.30 |
25 | 2010.01.08 22:50 | t/p | 8 | 0.01 | 1.60258 | 1.60788 | 1.60258 | 0.30 | 10003.60 |
26 | 2010.01.11 00:10 | s/l | 7 | 0.01 | 1.60695 | 1.60695 | 1.60165 | -5.03 | 9998.57 |
27 | 2010.01.11 02:00 | sell | 14 | 0.01 | 1.60768 | 1.61268 | 1.60738 | ||
28 | 2010.01.11 02:02 | t/p | 14 | 0.01 | 1.60738 | 1.61268 | 1.60738 | 0.30 | 9998.87 |
29 | 2010.01.11 02:05 | sell | 15 | 0.01 | 1.60681 | 1.61181 | 1.60651 | ||
30 | 2010.01.11 02:10 | sell | 16 | 0.01 | 1.60739 | 1.61239 | 1.60709 | ||
31 | 2010.01.11 02:15 | sell | 17 | 0.01 | 1.60798 | 1.61298 | 1.60768 | ||
32 | 2010.01.11 02:20 | sell | 18 | 0.01 | 1.60856 | 1.61356 | 1.60826 | ||
33 | 2010.01.11 02:33 | t/p | 18 | 0.01 | 1.60826 | 1.61356 | 1.60826 | 0.30 | 9999.17 |
34 | 2010.01.11 02:40 | t/p | 17 | 0.01 | 1.60768 | 1.61298 | 1.60768 | 0.30 | 9999.47 |
35 | 2010.01.11 02:46 | t/p | 16 | 0.01 | 1.60709 | 1.61239 | 1.60709 | 0.30 | 9999.77 |
36 | 2010.01.11 08:15 | s/l | 15 | 0.01 | 1.61181 | 1.61181 | 1.60651 | -5.00 | 9994.77 |
37 | 2010.01.18 08:20 | sell | 19 | 0.01 | 1.63224 | 1.63724 | 1.63194 | ||
38 | 2010.01.18 08:27 | t/p | 19 | 0.01 | 1.63194 | 1.63724 | 1.63194 | 0.30 | 9995.07 |
39 | 2010.01.18 08:27 | sell | 20 | 0.01 | 1.63146 | 1.63646 | 1.63116 | ||
40 | 2010.01.18 08:45 | sell | 21 | 0.01 | 1.63198 | 1.63698 | 1.63168 | ||
41 | 2010.01.18 08:50 | sell | 22 | 0.01 | 1.63242 | 1.63742 | 1.63212 | ||
42 | 2010.01.18 11:15 | s/l | 20 | 0.01 | 1.63646 | 1.63646 | 1.63116 | -5.00 | 9990.07 |
43 | 2010.01.18 11:15 | s/l | 21 | 0.01 | 1.63698 | 1.63698 | 1.63168 | -5.00 | 9985.07 |
44 | 2010.01.18 11:20 | s/l | 22 | 0.01 | 1.63742 | 1.63742 | 1.63212 | -5.00 | 9980.07 |
45 | 2010.01.20 11:37 | buy | 23 | 0.01 | 1.62725 | 1.62225 | 1.62755 | ||
46 | 2010.01.20 11:45 | t/p | 23 | 0.01 | 1.62755 | 1.62225 | 1.62755 | 0.30 | 9980.37 |
47 | 2010.01.20 12:02 | buy | 24 | 0.01 | 1.62614 | 1.62114 | 1.62644 | ||
48 | 2010.01.20 12:07 | buy | 25 | 0.01 | 1.62574 | 1.62074 | 1.62604 | ||
49 | 2010.01.20 12:10 | t/p | 24 | 0.01 | 1.62644 | 1.62114 | 1.62644 | 0.30 | 9980.67 |
50 | 2010.01.20 12:10 | t/p | 25 | 0.01 | 1.62604 | 1.62074 | 1.62604 | 0.30 | 9980.97 |
51 | 2010.01.20 13:15 | buy | 26 | 0.01 | 1.62612 | 1.62112 | 1.62642 | ||
52 | 2010.01.20 13:20 | buy | 27 | 0.01 | 1.62491 | 1.61991 | 1.62521 | ||
53 | 2010.01.20 13:27 | t/p | 27 | 0.01 | 1.62521 | 1.61991 | 1.62521 | 0.30 | 9981.27 |
54 | 2010.01.20 13:40 | t/p | 26 | 0.01 | 1.62642 | 1.62112 | 1.62642 | 0.30 | 9981.57 |
55 | 2010.01.20 14:20 | buy | 28 | 0.01 | 1.62575 | 1.62075 | 1.62605 | ||
56 | 2010.01.20 14:27 | t/p | 28 | 0.01 | 1.62605 | 1.62075 | 1.62605 | 0.30 | 9981.87 |
57 | 2010.01.26 02:15 | sell | 29 | 0.01 | 1.62633 | 1.63133 | 1.62603 | ||
58 | 2010.01.26 02:20 | sell | 30 | 0.01 | 1.62670 | 1.63170 | 1.62640 | ||
59 | 2010.01.26 03:10 | t/p | 30 | 0.01 | 1.62640 | 1.63170 | 1.62640 | 0.30 | 9982.17 |
60 | 2010.01.26 03:15 | t/p | 29 | 0.01 | 1.62603 | 1.63133 | 1.62603 | 0.30 | 9982.47 |
61 | 2010.01.26 07:50 | sell | 31 | 0.01 | 1.62490 | 1.62990 | 1.62460 | ||
62 | 2010.01.26 07:52 | t/p | 31 | 0.01 | 1.62460 | 1.62990 | 1.62460 | 0.30 | 9982.77 |
63 | 2010.01.26 07:55 | sell | 32 | 0.01 | 1.62440 | 1.62940 | 1.62410 | ||
64 | 2010.01.26 07:57 | t/p | 32 | 0.01 | 1.62410 | 1.62940 | 1.62410 | 0.30 | 9983.07 |
65 | 2010.01.28 02:50 | buy | 33 | 0.01 | 1.61415 | 1.60915 | 1.61445 | ||
66 | 2010.01.28 02:57 | t/p | 33 | 0.01 | 1.61445 | 1.60915 | 1.61445 | 0.30 | 9983.37 |
67 | 2010.02.03 22:50 | buy | 34 | 0.01 | 1.58822 | 1.58322 | 1.58852 | ||
68 | 2010.02.03 22:57 | t/p | 34 | 0.01 | 1.58852 | 1.58322 | 1.58852 | 0.30 | 9983.67 |
69 | 2010.02.03 23:20 | buy | 35 | 0.01 | 1.58883 | 1.58383 | 1.58913 | ||
70 | 2010.02.03 23:40 | t/p | 35 | 0.01 | 1.58913 | 1.58383 | 1.58913 | 0.30 | 9983.97 |
71 | 2010.02.04 07:45 | buy | 36 | 0.01 | 1.58867 | 1.58367 | 1.58897 | ||
72 | 2010.02.04 08:15 | t/p | 36 | 0.01 | 1.58897 | 1.58367 | 1.58897 | 0.30 | 9984.27 |
73 | 2010.02.11 12:40 | sell | 37 | 0.01 | 1.56170 | 1.56670 | 1.56140 | ||
74 | 2010.02.11 12:45 | sell | 38 | 0.01 | 1.56362 | 1.56862 | 1.56332 | ||
75 | 2010.02.11 13:15 | t/p | 38 | 0.01 | 1.56332 | 1.56862 | 1.56332 | 0.30 | 9984.57 |
76 | 2010.02.11 14:50 | t/p | 37 | 0.01 | 1.56140 | 1.56670 | 1.56140 | 0.30 | 9984.87 |
77 | 2010.02.11 15:07 | sell | 39 | 0.01 | 1.56216 | 1.56716 | 1.56186 | ||
78 | 2010.02.11 15:10 | t/p | 39 | 0.01 | 1.56186 | 1.56716 | 1.56186 | 0.30 | 9985.17 |
79 | 2010.02.12 06:15 | sell | 40 | 0.01 | 1.56998 | 1.57498 | 1.56968 | ||
80 | 2010.02.12 06:20 | sell | 41 | 0.01 | 1.57032 | 1.57532 | 1.57002 | ||
81 | 2010.02.12 07:10 | t/p | 41 | 0.01 | 1.57002 | 1.57532 | 1.57002 | 0.30 | 9985.47 |
82 | 2010.02.12 07:20 | t/p | 40 | 0.01 | 1.56968 | 1.57498 | 1.56968 | 0.30 | 9985.77 |
83 | 2010.02.12 07:50 | sell | 42 | 0.01 | 1.57031 | 1.57531 | 1.57001 | ||
84 | 2010.02.12 08:03 | t/p | 42 | 0.01 | 1.57001 | 1.57531 | 1.57001 | 0.30 | 9986.07 |
85 | 2010.02.15 10:20 | sell | 43 | 0.01 | 1.56697 | 1.57197 | 1.56667 | ||
86 | 2010.02.15 11:17 | sell | 44 | 0.01 | 1.56757 | 1.57257 | 1.56727 | ||
87 | 2010.02.15 13:02 | s/l | 43 | 0.01 | 1.57197 | 1.57197 | 1.56667 | -5.00 | 9981.07 |
88 | 2010.02.15 13:07 | s/l | 44 | 0.01 | 1.57257 | 1.57257 | 1.56727 | -5.00 | 9976.07 |
89 | 2010.02.16 16:50 | sell | 45 | 0.01 | 1.56967 | 1.57467 | 1.56937 | ||
90 | 2010.02.16 16:52 | t/p | 45 | 0.01 | 1.56937 | 1.57467 | 1.56937 | 0.30 | 9976.37 |
91 | 2010.02.16 16:52 | sell | 46 | 0.01 | 1.56878 | 1.57378 | 1.56848 | ||
92 | 2010.02.16 16:55 | sell | 47 | 0.01 | 1.56923 | 1.57423 | 1.56893 | ||
93 | 2010.02.16 16:57 | t/p | 46 | 0.01 | 1.56848 | 1.57378 | 1.56848 | 0.30 | 9976.67 |
94 | 2010.02.16 16:57 | t/p | 47 | 0.01 | 1.56893 | 1.57423 | 1.56893 | 0.30 | 9976.97 |
95 | 2010.02.16 17:10 | sell | 48 | 0.01 | 1.56882 | 1.57382 | 1.56852 | ||
96 | 2010.02.16 17:15 | sell | 49 | 0.01 | 1.56962 | 1.57462 | 1.56932 | ||
97 | 2010.02.16 17:25 | sell | 50 | 0.01 | 1.57015 | 1.57515 | 1.56985 | ||
98 | 2010.02.16 17:45 | s/l | 48 | 0.01 | 1.57382 | 1.57382 | 1.56852 | -5.00 | 9971.97 |
99 | 2010.02.16 17:50 | s/l | 49 | 0.01 | 1.57462 | 1.57462 | 1.56932 | -5.00 | 9966.97 |
100 | 2010.02.16 17:50 | s/l | 50 | 0.01 | 1.57515 | 1.57515 | 1.56985 | -5.00 | 9961.97 |
101 | 2010.02.18 08:16 | buy | 51 | 0.01 | 1.56308 | 1.55808 | 1.56338 | ||
102 | 2010.02.18 08:26 | t/p | 51 | 0.01 | 1.56338 | 1.55808 | 1.56338 | 0.30 | 9962.27 |
103 | 2010.02.18 08:26 | buy | 52 | 0.01 | 1.56410 | 1.55910 | 1.56440 | ||
104 | 2010.02.18 08:45 | buy | 53 | 0.01 | 1.56326 | 1.55826 | 1.56356 | ||
105 | 2010.02.18 08:52 | buy | 54 | 0.01 | 1.56279 | 1.55779 | 1.56309 | ||
106 | 2010.02.18 09:02 | t/p | 54 | 0.01 | 1.56309 | 1.55779 | 1.56309 | 0.30 | 9962.57 |
107 | 2010.02.18 10:46 | s/l | 52 | 0.01 | 1.55910 | 1.55910 | 1.56440 | -5.00 | 9957.57 |
108 | 2010.02.18 10:46 | s/l | 53 | 0.01 | 1.55826 | 1.55826 | 1.56356 | -5.00 | 9952.57 |
109 | 2010.02.23 21:45 | buy | 55 | 0.01 | 1.54206 | 1.53706 | 1.54236 | ||
110 | 2010.02.23 21:50 | buy | 56 | 0.01 | 1.54102 | 1.53602 | 1.54132 | ||
111 | 2010.02.23 21:57 | t/p | 56 | 0.01 | 1.54132 | 1.53602 | 1.54132 | 0.30 | 9952.87 |
112 | 2010.02.23 21:59 | buy | 57 | 0.01 | 1.54112 | 1.53612 | 1.54142 | ||
113 | 2010.02.23 22:10 | t/p | 57 | 0.01 | 1.54142 | 1.53612 | 1.54142 | 0.30 | 9953.17 |
114 | 2010.02.23 22:16 | t/p | 55 | 0.01 | 1.54236 | 1.53706 | 1.54236 | 0.30 | 9953.47 |
115 | 2010.02.24 02:20 | sell | 58 | 0.01 | 1.54469 | 1.54969 | 1.54439 | ||
116 | 2010.02.24 02:45 | sell | 59 | 0.01 | 1.54511 | 1.55011 | 1.54481 | ||
117 | 2010.02.24 02:50 | sell | 60 | 0.01 | 1.54547 | 1.55047 | 1.54517 | ||
118 | 2010.02.24 05:45 | t/p | 60 | 0.01 | 1.54517 | 1.55047 | 1.54517 | 0.30 | 9953.77 |
119 | 2010.02.24 05:50 | t/p | 59 | 0.01 | 1.54481 | 1.55011 | 1.54481 | 0.30 | 9954.07 |
120 | 2010.02.24 08:45 | t/p | 58 | 0.01 | 1.54439 | 1.54969 | 1.54439 | 0.30 | 9954.37 |
121 | 2010.02.24 08:45 | buy | 61 | 0.01 | 1.54355 | 1.53855 | 1.54385 | ||
122 | 2010.02.24 08:50 | buy | 62 | 0.01 | 1.54236 | 1.53736 | 1.54266 | ||
123 | 2010.02.24 08:57 | t/p | 62 | 0.01 | 1.54266 | 1.53736 | 1.54266 | 0.30 | 9954.67 |
124 | 2010.02.24 09:13 | t/p | 61 | 0.01 | 1.54385 | 1.53855 | 1.54385 | 0.30 | 9954.97 |
125 | 2010.02.24 11:40 | sell | 63 | 0.01 | 1.54648 | 1.55148 | 1.54618 | ||
126 | 2010.02.24 11:46 | sell | 64 | 0.01 | 1.54760 | 1.55260 | 1.54730 | ||
127 | 2010.02.24 11:56 | t/p | 64 | 0.01 | 1.54730 | 1.55260 | 1.54730 | 0.30 | 9955.27 |
128 | 2010.02.24 11:59 | t/p | 63 | 0.01 | 1.54618 | 1.55148 | 1.54618 | 0.30 | 9955.57 |
129 | 2010.02.24 18:46 | buy | 65 | 0.01 | 1.54062 | 1.53562 | 1.54092 | ||
130 | 2010.02.24 18:59 | t/p | 65 | 0.01 | 1.54092 | 1.53562 | 1.54092 | 0.30 | 9955.87 |