Strategy Tester Report
Forex SKY
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=100; StopLoss=3000; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -150.61 | Gross profit | 149.31 | Gross loss | -299.92 |
Profit factor | 0.50 | Expected payoff | -9.41 | ||
Absolute drawdown | 324.81 | Maximal drawdown | 383.12 (3.81%) | Relative drawdown | 3.81% (383.12) |
Total trades | 16 | Short positions (won %) | 7 (100.00%) | Long positions (won %) | 9 (88.89%) |
Profit trades (% of total) | 15 (93.75%) | Loss trades (% of total) | 1 (6.25%) | ||
Largest | profit trade | 10.06 | loss trade | -299.92 | |
Average | profit trade | 9.95 | loss trade | -299.92 | |
Maximum | consecutive wins (profit in money) | 10 (100.00) | consecutive losses (loss in money) | 1 (-299.92) | |
Maximal | consecutive profit (count of wins) | 100.00 (10) | consecutive loss (count of losses) | -299.92 (1) | |
Average | consecutive wins | 8 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 00:00 | sell | 1 | 0.10 | 1.61221 | 1.64221 | 1.61121 | ||
2 | 2010.01.04 01:20 | t/p | 1 | 0.10 | 1.61121 | 1.64221 | 1.61121 | 10.00 | 10010.00 |
3 | 2010.01.05 08:00 | buy | 2 | 0.10 | 1.61518 | 1.58518 | 1.61618 | ||
4 | 2010.01.11 11:20 | t/p | 2 | 0.10 | 1.61618 | 1.58518 | 1.61618 | 10.06 | 10020.06 |
5 | 2010.01.11 12:00 | sell | 3 | 0.10 | 1.61653 | 1.64653 | 1.61553 | ||
6 | 2010.01.11 14:32 | t/p | 3 | 0.10 | 1.61553 | 1.64653 | 1.61553 | 10.00 | 10030.06 |
7 | 2010.01.13 17:00 | sell | 4 | 0.10 | 1.62642 | 1.65642 | 1.62542 | ||
8 | 2010.01.14 13:20 | t/p | 4 | 0.10 | 1.62542 | 1.65642 | 1.62542 | 9.25 | 10039.31 |
9 | 2010.01.18 07:02 | buy | 5 | 0.10 | 1.63149 | 1.60149 | 1.63249 | ||
10 | 2010.01.18 09:05 | t/p | 5 | 0.10 | 1.63249 | 1.60149 | 1.63249 | 10.00 | 10049.31 |
11 | 2010.01.22 09:15 | buy | 6 | 0.10 | 1.62752 | 1.59752 | 1.62852 | ||
12 | 2010.02.01 00:00 | s/l | 6 | 0.10 | 1.59752 | 1.59752 | 1.62852 | -299.92 | 9749.39 |
13 | 2010.02.02 18:10 | buy | 7 | 0.10 | 1.59787 | 1.56787 | 1.59887 | ||
14 | 2010.02.02 18:20 | t/p | 7 | 0.10 | 1.59887 | 1.56787 | 1.59887 | 10.00 | 9759.39 |
15 | 2010.02.09 09:00 | buy | 8 | 0.10 | 1.56457 | 1.53457 | 1.56557 | ||
16 | 2010.02.09 17:45 | t/p | 8 | 0.10 | 1.56557 | 1.53457 | 1.56557 | 10.00 | 9769.39 |
17 | 2010.02.10 15:20 | sell | 9 | 0.10 | 1.56023 | 1.59023 | 1.55923 | ||
18 | 2010.02.10 16:15 | t/p | 9 | 0.10 | 1.55923 | 1.59023 | 1.55923 | 10.00 | 9779.39 |
19 | 2010.02.11 18:00 | buy | 10 | 0.10 | 1.56739 | 1.53739 | 1.56839 | ||
20 | 2010.02.11 18:15 | t/p | 10 | 0.10 | 1.56839 | 1.53739 | 1.56839 | 10.00 | 9789.39 |
21 | 2010.02.12 14:00 | sell | 11 | 0.10 | 1.56001 | 1.59001 | 1.55901 | ||
22 | 2010.02.12 15:32 | t/p | 11 | 0.10 | 1.55901 | 1.59001 | 1.55901 | 10.00 | 9799.39 |
23 | 2010.02.15 00:00 | buy | 12 | 0.10 | 1.56689 | 1.53689 | 1.56789 | ||
24 | 2010.02.15 01:16 | t/p | 12 | 0.10 | 1.56789 | 1.53689 | 1.56789 | 10.00 | 9809.39 |
25 | 2010.02.16 02:20 | buy | 13 | 0.10 | 1.56836 | 1.53836 | 1.56936 | ||
26 | 2010.02.16 05:40 | t/p | 13 | 0.10 | 1.56936 | 1.53836 | 1.56936 | 10.00 | 9819.39 |
27 | 2010.02.17 19:00 | sell | 14 | 0.10 | 1.56965 | 1.59965 | 1.56865 | ||
28 | 2010.02.17 19:40 | t/p | 14 | 0.10 | 1.56865 | 1.59965 | 1.56865 | 10.00 | 9829.39 |
29 | 2010.02.22 07:02 | buy | 15 | 0.10 | 1.54867 | 1.51867 | 1.54967 | ||
30 | 2010.02.22 09:32 | t/p | 15 | 0.10 | 1.54967 | 1.51867 | 1.54967 | 10.00 | 9839.39 |
31 | 2010.02.23 12:00 | sell | 16 | 0.10 | 1.54125 | 1.57125 | 1.54025 | ||
32 | 2010.02.23 12:50 | t/p | 16 | 0.10 | 1.54025 | 1.57125 | 1.54025 | 10.00 | 9849.39 |