Strategy Tester Report
Forex_CashCow_r1
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 | Delta=140; CurLoDist=70; PrevHiDist=30; SL=60; TP=100; | ||||
| Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -960.00 | Gross profit | 900.00 | Gross loss | -1860.00 |
| Profit factor | 0.48 | Expected payoff | -24.00 | ||
| Absolute drawdown | 1181.00 | Maximal drawdown | 1299.00 (12.84%) | Relative drawdown | 12.84% (1299.00) |
| Total trades | 40 | Short positions (won %) | 15 (13.33%) | Long positions (won %) | 25 (28.00%) |
| Profit trades (% of total) | 9 (22.50%) | Loss trades (% of total) | 31 (77.50%) | ||
| Largest | profit trade | 100.00 | loss trade | -60.00 | |
| Average | profit trade | 100.00 | loss trade | -60.00 | |
| Maximum | consecutive wins (profit in money) | 2 (200.00) | consecutive losses (loss in money) | 11 (-660.00) | |
| Maximal | consecutive profit (count of wins) | 200.00 (2) | consecutive loss (count of losses) | -660.00 (11) | |
| Average | consecutive wins | 1 | consecutive losses | 3 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.04 00:27 | sell | 1 | 1.00 | 1.61382 | 1.61442 | 1.61282 | ||
| 2 | 2010.01.04 00:45 | s/l | 1 | 1.00 | 1.61442 | 1.61442 | 1.61282 | -60.00 | 9940.00 |
| 3 | 2010.01.05 00:15 | buy | 2 | 1.00 | 1.61044 | 1.60984 | 1.61144 | ||
| 4 | 2010.01.05 01:05 | t/p | 2 | 1.00 | 1.61144 | 1.60984 | 1.61144 | 100.00 | 10040.00 |
| 5 | 2010.01.06 00:15 | sell | 3 | 1.00 | 1.59751 | 1.59811 | 1.59651 | ||
| 6 | 2010.01.06 00:40 | s/l | 3 | 1.00 | 1.59811 | 1.59811 | 1.59651 | -60.00 | 9980.00 |
| 7 | 2010.01.07 01:10 | buy | 4 | 1.00 | 1.60349 | 1.60289 | 1.60449 | ||
| 8 | 2010.01.07 01:20 | t/p | 4 | 1.00 | 1.60449 | 1.60289 | 1.60449 | 100.00 | 10080.00 |
| 9 | 2010.01.08 01:10 | buy | 5 | 1.00 | 1.59477 | 1.59417 | 1.59577 | ||
| 10 | 2010.01.08 01:30 | s/l | 5 | 1.00 | 1.59417 | 1.59417 | 1.59577 | -60.00 | 10020.00 |
| 11 | 2010.01.11 01:02 | buy | 6 | 1.00 | 1.61014 | 1.60954 | 1.61114 | ||
| 12 | 2010.01.11 01:10 | s/l | 6 | 1.00 | 1.60954 | 1.60954 | 1.61114 | -60.00 | 9960.00 |
| 13 | 2010.01.12 01:15 | sell | 7 | 1.00 | 1.60987 | 1.61047 | 1.60887 | ||
| 14 | 2010.01.12 01:37 | s/l | 7 | 1.00 | 1.61047 | 1.61047 | 1.60887 | -60.00 | 9900.00 |
| 15 | 2010.01.13 01:02 | sell | 8 | 1.00 | 1.61394 | 1.61454 | 1.61294 | ||
| 16 | 2010.01.13 01:10 | s/l | 8 | 1.00 | 1.61454 | 1.61454 | 1.61294 | -60.00 | 9840.00 |
| 17 | 2010.01.14 01:45 | buy | 9 | 1.00 | 1.63019 | 1.62959 | 1.63119 | ||
| 18 | 2010.01.14 02:10 | s/l | 9 | 1.00 | 1.62959 | 1.62959 | 1.63119 | -60.00 | 9780.00 |
| 19 | 2010.01.15 00:20 | buy | 10 | 1.00 | 1.63431 | 1.63371 | 1.63531 | ||
| 20 | 2010.01.15 00:30 | s/l | 10 | 1.00 | 1.63371 | 1.63371 | 1.63531 | -60.00 | 9720.00 |
| 21 | 2010.01.18 03:10 | buy | 11 | 1.00 | 1.62782 | 1.62722 | 1.62882 | ||
| 22 | 2010.01.18 04:15 | t/p | 11 | 1.00 | 1.62882 | 1.62722 | 1.62882 | 100.00 | 9820.00 |
| 23 | 2010.01.19 00:15 | buy | 12 | 1.00 | 1.63557 | 1.63497 | 1.63657 | ||
| 24 | 2010.01.19 00:32 | s/l | 12 | 1.00 | 1.63497 | 1.63497 | 1.63657 | -60.00 | 9760.00 |
| 25 | 2010.01.20 03:20 | sell | 13 | 1.00 | 1.63074 | 1.63134 | 1.62974 | ||
| 26 | 2010.01.20 03:27 | s/l | 13 | 1.00 | 1.63134 | 1.63134 | 1.62974 | -60.00 | 9700.00 |
| 27 | 2010.01.21 00:50 | buy | 14 | 1.00 | 1.63047 | 1.62987 | 1.63147 | ||
| 28 | 2010.01.21 00:57 | s/l | 14 | 1.00 | 1.62987 | 1.62987 | 1.63147 | -60.00 | 9640.00 |
| 29 | 2010.01.22 00:50 | buy | 15 | 1.00 | 1.62047 | 1.61987 | 1.62147 | ||
| 30 | 2010.01.22 00:57 | s/l | 15 | 1.00 | 1.61987 | 1.61987 | 1.62147 | -60.00 | 9580.00 |
| 31 | 2010.01.25 02:20 | sell | 16 | 1.00 | 1.60971 | 1.61031 | 1.60871 | ||
| 32 | 2010.01.25 02:27 | s/l | 16 | 1.00 | 1.61031 | 1.61031 | 1.60871 | -60.00 | 9520.00 |
| 33 | 2010.01.26 00:33 | buy | 17 | 1.00 | 1.62611 | 1.62551 | 1.62711 | ||
| 34 | 2010.01.26 00:50 | s/l | 17 | 1.00 | 1.62551 | 1.62551 | 1.62711 | -60.00 | 9460.00 |
| 35 | 2010.01.27 01:20 | sell | 18 | 1.00 | 1.61240 | 1.61300 | 1.61140 | ||
| 36 | 2010.01.27 01:27 | s/l | 18 | 1.00 | 1.61300 | 1.61300 | 1.61140 | -60.00 | 9400.00 |
| 37 | 2010.01.28 01:50 | sell | 19 | 1.00 | 1.61570 | 1.61630 | 1.61470 | ||
| 38 | 2010.01.28 01:57 | s/l | 19 | 1.00 | 1.61630 | 1.61630 | 1.61470 | -60.00 | 9340.00 |
| 39 | 2010.01.29 00:32 | sell | 20 | 1.00 | 1.61157 | 1.61217 | 1.61057 | ||
| 40 | 2010.01.29 00:40 | s/l | 20 | 1.00 | 1.61217 | 1.61217 | 1.61057 | -60.00 | 9280.00 |
| 41 | 2010.02.01 03:20 | sell | 21 | 1.00 | 1.59358 | 1.59418 | 1.59258 | ||
| 42 | 2010.02.01 03:27 | s/l | 21 | 1.00 | 1.59418 | 1.59418 | 1.59258 | -60.00 | 9220.00 |
| 43 | 2010.02.02 07:15 | buy | 22 | 1.00 | 1.59526 | 1.59466 | 1.59626 | ||
| 44 | 2010.02.02 07:32 | s/l | 22 | 1.00 | 1.59466 | 1.59466 | 1.59626 | -60.00 | 9160.00 |
| 45 | 2010.02.03 00:40 | buy | 23 | 1.00 | 1.59876 | 1.59816 | 1.59976 | ||
| 46 | 2010.02.03 01:45 | t/p | 23 | 1.00 | 1.59976 | 1.59816 | 1.59976 | 100.00 | 9260.00 |
| 47 | 2010.02.04 00:15 | buy | 24 | 1.00 | 1.59134 | 1.59074 | 1.59234 | ||
| 48 | 2010.02.04 00:50 | s/l | 24 | 1.00 | 1.59074 | 1.59074 | 1.59234 | -60.00 | 9200.00 |
| 49 | 2010.02.05 01:15 | buy | 25 | 1.00 | 1.57728 | 1.57668 | 1.57828 | ||
| 50 | 2010.02.05 01:40 | s/l | 25 | 1.00 | 1.57668 | 1.57668 | 1.57828 | -60.00 | 9140.00 |
| 51 | 2010.02.08 01:26 | buy | 26 | 1.00 | 1.56142 | 1.56082 | 1.56242 | ||
| 52 | 2010.02.08 02:50 | s/l | 26 | 1.00 | 1.56082 | 1.56082 | 1.56242 | -60.00 | 9080.00 |
| 53 | 2010.02.09 03:10 | buy | 27 | 1.00 | 1.56055 | 1.55995 | 1.56155 | ||
| 54 | 2010.02.09 03:45 | s/l | 27 | 1.00 | 1.55995 | 1.55995 | 1.56155 | -60.00 | 9020.00 |
| 55 | 2010.02.10 00:40 | sell | 28 | 1.00 | 1.56968 | 1.57028 | 1.56868 | ||
| 56 | 2010.02.10 01:15 | s/l | 28 | 1.00 | 1.57028 | 1.57028 | 1.56868 | -60.00 | 8960.00 |
| 57 | 2010.02.11 01:40 | buy | 29 | 1.00 | 1.56251 | 1.56191 | 1.56351 | ||
| 58 | 2010.02.11 01:50 | t/p | 29 | 1.00 | 1.56351 | 1.56191 | 1.56351 | 100.00 | 9060.00 |
| 59 | 2010.02.12 06:15 | buy | 30 | 1.00 | 1.57012 | 1.56952 | 1.57112 | ||
| 60 | 2010.02.12 06:50 | s/l | 30 | 1.00 | 1.56952 | 1.56952 | 1.57112 | -60.00 | 9000.00 |
| 61 | 2010.02.15 08:10 | sell | 31 | 1.00 | 1.56315 | 1.56375 | 1.56215 | ||
| 62 | 2010.02.15 08:20 | t/p | 31 | 1.00 | 1.56215 | 1.56375 | 1.56215 | 100.00 | 9100.00 |
| 63 | 2010.02.16 07:46 | buy | 32 | 1.00 | 1.57167 | 1.57107 | 1.57267 | ||
| 64 | 2010.02.16 07:56 | s/l | 32 | 1.00 | 1.57107 | 1.57107 | 1.57267 | -60.00 | 9040.00 |
| 65 | 2010.02.17 02:20 | sell | 33 | 1.00 | 1.57703 | 1.57763 | 1.57603 | ||
| 66 | 2010.02.17 02:27 | s/l | 33 | 1.00 | 1.57763 | 1.57763 | 1.57603 | -60.00 | 8980.00 |
| 67 | 2010.02.18 00:07 | buy | 34 | 1.00 | 1.56879 | 1.56819 | 1.56979 | ||
| 68 | 2010.02.18 00:15 | s/l | 34 | 1.00 | 1.56819 | 1.56819 | 1.56979 | -60.00 | 8920.00 |
| 69 | 2010.02.19 00:02 | sell | 35 | 1.00 | 1.54589 | 1.54649 | 1.54489 | ||
| 70 | 2010.02.19 00:10 | s/l | 35 | 1.00 | 1.54649 | 1.54649 | 1.54489 | -60.00 | 8860.00 |
| 71 | 2010.02.22 01:40 | buy | 36 | 1.00 | 1.54740 | 1.54680 | 1.54840 | ||
| 72 | 2010.02.22 02:16 | t/p | 36 | 1.00 | 1.54840 | 1.54680 | 1.54840 | 100.00 | 8960.00 |
| 73 | 2010.02.23 01:10 | buy | 37 | 1.00 | 1.55077 | 1.55017 | 1.55177 | ||
| 74 | 2010.02.23 01:20 | t/p | 37 | 1.00 | 1.55177 | 1.55017 | 1.55177 | 100.00 | 9060.00 |
| 75 | 2010.02.24 00:20 | buy | 38 | 1.00 | 1.54429 | 1.54369 | 1.54529 | ||
| 76 | 2010.02.24 00:37 | s/l | 38 | 1.00 | 1.54369 | 1.54369 | 1.54529 | -60.00 | 9000.00 |
| 77 | 2010.02.25 02:15 | sell | 39 | 1.00 | 1.53728 | 1.53788 | 1.53628 | ||
| 78 | 2010.02.25 02:32 | t/p | 39 | 1.00 | 1.53628 | 1.53788 | 1.53628 | 100.00 | 9100.00 |
| 79 | 2010.02.26 02:16 | buy | 40 | 1.00 | 1.52732 | 1.52672 | 1.52832 | ||
| 80 | 2010.02.26 02:20 | s/l | 40 | 1.00 | 1.52672 | 1.52672 | 1.52832 | -60.00 | 9040.00 |