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 | Lots=1; Stop_Loss=1000; Take_Profit=1000; Trailing_Stop=0; map=25; mash=1; map2=5; mash2=1; fper=12; sper=26; sigper=9; stop=300; hedg=1; kh=10; lok=0; rpr=1; ttime=900; hstop=-3000; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -2658.00 | Gross profit | 21115.00 | Gross loss | -23773.00 |
Profit factor | 0.89 | Expected payoff | -80.55 | ||
Absolute drawdown | 8517.00 | Maximal drawdown | 19260.50 (92.85%) | Relative drawdown | 92.85% (19260.50) |
Total trades | 33 | Short positions (won %) | 16 (87.50%) | Long positions (won %) | 17 (64.71%) |
Profit trades (% of total) | 25 (75.76%) | Loss trades (% of total) | 8 (24.24%) | ||
Largest | profit trade | 2140.00 | loss trade | -10000.00 | |
Average | profit trade | 844.60 | loss trade | -2971.63 | |
Maximum | consecutive wins (profit in money) | 11 (6813.50) | consecutive losses (loss in money) | 2 (-10513.00) | |
Maximal | consecutive profit (count of wins) | 6813.50 (11) | consecutive loss (count of losses) | -10513.00 (2) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.08 04:33 | buy | 1 | 1.00 | 1.59449 | 1.58449 | 1.60449 | ||
2 | 2010.01.08 08:45 | buy | 2 | 10.00 | 1.59726 | 1.58726 | 1.60726 | ||
3 | 2010.01.08 08:50 | close | 2 | 10.00 | 1.59770 | 1.58726 | 1.60726 | 440.00 | 10440.00 |
4 | 2010.01.08 08:50 | close | 1 | 1.00 | 1.59770 | 1.58449 | 1.60449 | 321.00 | 10761.00 |
5 | 2010.01.11 23:20 | sell | 3 | 1.00 | 1.60999 | 1.61999 | 1.59999 | ||
6 | 2010.01.12 02:50 | sell | 4 | 10.00 | 1.60747 | 1.61747 | 1.59747 | ||
7 | 2010.01.12 03:20 | close | 4 | 10.00 | 1.60669 | 1.61747 | 1.59747 | 780.00 | 11541.00 |
8 | 2010.01.12 03:20 | close | 3 | 1.00 | 1.60669 | 1.61999 | 1.59999 | 327.50 | 11868.50 |
9 | 2010.01.14 02:15 | sell | 5 | 1.00 | 1.62899 | 1.63899 | 1.61899 | ||
10 | 2010.01.14 09:02 | sell | 6 | 10.00 | 1.62670 | 1.63670 | 1.61670 | ||
11 | 2010.01.14 13:15 | close | 6 | 10.00 | 1.62636 | 1.63670 | 1.61670 | 340.00 | 12208.50 |
12 | 2010.01.14 13:15 | close | 5 | 1.00 | 1.62636 | 1.63899 | 1.61899 | 263.00 | 12471.50 |
13 | 2010.01.15 14:45 | sell | 7 | 1.00 | 1.62979 | 1.63979 | 1.61979 | ||
14 | 2010.01.15 16:15 | sell | 8 | 10.00 | 1.62739 | 1.63739 | 1.61739 | ||
15 | 2010.01.15 16:20 | close | 8 | 10.00 | 1.62679 | 1.63739 | 1.61739 | 600.00 | 13071.50 |
16 | 2010.01.15 16:20 | close | 7 | 1.00 | 1.62679 | 1.63979 | 1.61979 | 300.00 | 13371.50 |
17 | 2010.01.22 05:00 | buy | 9 | 1.00 | 1.62187 | 1.61187 | 1.63187 | ||
18 | 2010.01.22 07:20 | buy | 10 | 10.00 | 1.62399 | 1.61399 | 1.63399 | ||
19 | 2010.01.22 08:26 | close | 10 | 10.00 | 1.62509 | 1.61399 | 1.63399 | 1100.00 | 14471.50 |
20 | 2010.01.22 08:26 | close | 9 | 1.00 | 1.62509 | 1.61187 | 1.63187 | 322.00 | 14793.50 |
21 | 2010.02.01 11:00 | buy | 11 | 1.00 | 1.59244 | 1.58244 | 1.60244 | ||
22 | 2010.02.01 11:15 | sell | 12 | 10.00 | 1.58841 | 1.59841 | 1.57841 | ||
23 | 2010.02.01 11:20 | close | 12 | 10.00 | 1.58639 | 1.59841 | 1.57841 | 2020.00 | 16813.50 |
24 | 2010.02.01 11:20 | close | 11 | 1.00 | 1.58583 | 1.58244 | 1.60244 | -661.00 | 16152.50 |
25 | 2010.02.04 06:00 | buy | 13 | 1.00 | 1.59075 | 1.58075 | 1.60075 | ||
26 | 2010.02.04 07:50 | sell | 14 | 10.00 | 1.58744 | 1.59744 | 1.57744 | ||
27 | 2010.02.04 10:20 | close | 14 | 10.00 | 1.58564 | 1.59744 | 1.57744 | 1800.00 | 17952.50 |
28 | 2010.02.04 10:20 | close | 13 | 1.00 | 1.58508 | 1.58075 | 1.60075 | -567.00 | 17385.50 |
29 | 2010.02.05 07:00 | buy | 15 | 1.00 | 1.57319 | 1.56319 | 1.58319 | ||
30 | 2010.02.05 08:45 | sell | 16 | 10.00 | 1.56930 | 1.57930 | 1.55930 | ||
31 | 2010.02.05 08:50 | close | 16 | 10.00 | 1.56721 | 1.57930 | 1.55930 | 2090.00 | 19475.50 |
32 | 2010.02.05 08:50 | close | 15 | 1.00 | 1.56665 | 1.56319 | 1.58319 | -654.00 | 18821.50 |
33 | 2010.02.05 15:00 | buy | 17 | 1.00 | 1.57256 | 1.56256 | 1.58256 | ||
34 | 2010.02.05 15:15 | sell | 18 | 10.00 | 1.56777 | 1.57777 | 1.55777 | ||
35 | 2010.02.05 15:20 | close | 18 | 10.00 | 1.56587 | 1.57777 | 1.55777 | 1900.00 | 20721.50 |
36 | 2010.02.05 15:20 | close | 17 | 1.00 | 1.56531 | 1.56256 | 1.58256 | -725.00 | 19996.50 |
37 | 2010.02.08 02:00 | buy | 19 | 1.00 | 1.56235 | 1.55235 | 1.57235 | ||
38 | 2010.02.08 03:20 | sell | 20 | 10.00 | 1.55904 | 1.56904 | 1.54904 | ||
39 | 2010.02.08 07:10 | close | 20 | 10.00 | 1.55778 | 1.56904 | 1.54904 | 1260.00 | 21256.50 |
40 | 2010.02.08 07:10 | close | 19 | 1.00 | 1.55722 | 1.55235 | 1.57235 | -513.00 | 20743.50 |
41 | 2010.02.08 12:00 | buy | 21 | 1.00 | 1.55831 | 1.54831 | 1.56831 | ||
42 | 2010.02.08 13:20 | sell | 22 | 10.00 | 1.55490 | 1.56490 | 1.54490 | ||
43 | 2010.02.08 17:10 | s/l | 22 | 10.00 | 1.56490 | 1.56490 | 1.54490 | -10000.00 | 10743.50 |
44 | 2010.02.08 17:10 | buy | 23 | 10.00 | 1.56540 | 1.55540 | 1.57540 | ||
45 | 2010.02.08 17:15 | close | 23 | 10.00 | 1.56542 | 1.55540 | 1.57540 | 20.00 | 10763.50 |
46 | 2010.02.08 17:15 | close | 21 | 1.00 | 1.56542 | 1.54831 | 1.56831 | 711.00 | 11474.50 |
47 | 2010.02.11 15:00 | buy | 24 | 1.00 | 1.56140 | 1.55140 | 1.57140 | ||
48 | 2010.02.11 15:50 | sell | 25 | 10.00 | 1.55836 | 1.56836 | 1.54836 | ||
49 | 2010.02.11 18:10 | s/l | 25 | 10.00 | 1.56836 | 1.56836 | 1.54836 | -10000.00 | 1474.50 |
50 | 2010.02.11 20:20 | t/p | 24 | 1.00 | 1.57140 | 1.55140 | 1.57140 | 1000.00 | 2474.50 |
51 | 2010.02.17 13:00 | sell | 26 | 1.00 | 1.57648 | 1.58648 | 1.56648 | ||
52 | 2010.02.18 01:20 | sell | 27 | 10.00 | 1.56608 | 1.57608 | 1.55608 | ||
53 | 2010.02.18 01:45 | t/p | 26 | 1.00 | 1.56648 | 1.58648 | 1.56648 | 992.50 | 3467.00 |
54 | 2010.02.18 01:50 | close | 27 | 10.00 | 1.56518 | 1.57608 | 1.55608 | 900.00 | 4367.00 |
55 | 2010.02.18 18:45 | buy | 28 | 1.00 | 1.55982 | 1.54982 | 1.56982 | ||
56 | 2010.02.18 19:45 | buy | 29 | 10.00 | 1.56230 | 1.55230 | 1.57230 | ||
57 | 2010.02.18 19:50 | close | 29 | 10.00 | 1.56275 | 1.55230 | 1.57230 | 450.00 | 4817.00 |
58 | 2010.02.18 19:50 | close | 28 | 1.00 | 1.56275 | 1.54982 | 1.56982 | 293.00 | 5110.00 |
59 | 2010.02.26 10:02 | buy | 30 | 1.00 | 1.52816 | 1.51816 | 1.53816 | ||
60 | 2010.02.26 10:15 | buy | 31 | 10.00 | 1.53055 | 1.52055 | 1.54055 | ||
61 | 2010.02.26 10:20 | close | 31 | 10.00 | 1.53101 | 1.52055 | 1.54055 | 460.00 | 5570.00 |
62 | 2010.02.26 10:20 | close | 30 | 1.00 | 1.53101 | 1.51816 | 1.53816 | 285.00 | 5855.00 |
63 | 2010.02.26 10:22 | buy | 32 | 1.00 | 1.53089 | 1.52089 | 1.54089 | ||
64 | 2010.02.26 10:45 | sell | 33 | 10.00 | 1.52706 | 1.53706 | 1.51706 | ||
65 | 2010.02.26 10:50 | close | 33 | 10.00 | 1.52492 | 1.53706 | 1.51706 | 2140.00 | 7995.00 |
66 | 2010.02.26 10:50 | close | 32 | 1.00 | 1.52436 | 1.52089 | 1.54089 | -653.00 | 7342.00 |