Strategy Tester Report
FT_BillWillams_AO
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 | FT1="------Настройки фрактала:----------"; CountBarsFractal=5; FT2="------Настройки сигнала на вход:----------"; indent=1; FT3="------Настройки аллигатора:----------"; jaw_period=13; teeth_period=8; lips_period=5; FT5="-------Настройки контроля закрытия сделки:----------"; CloseDropTeeth=2; CloseReversSignal=2; FT6="-------Настройки сопровождения StopLoss сделки:----------"; TrailingGragus=1; smaperugol=5; raznica=5; FT7="-------Настройки StopLoss и TakeProfit ибьема сделки:----------"; StopLoss=500; TakeProfit=500; Lots=0.1; shift=1; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 267.42 | Gross profit | 662.06 | Gross loss | -394.64 |
Profit factor | 1.68 | Expected payoff | 9.90 | ||
Absolute drawdown | 48.74 | Maximal drawdown | 207.30 (2.02%) | Relative drawdown | 2.02% (207.30) |
Total trades | 27 | Short positions (won %) | 14 (64.29%) | Long positions (won %) | 13 (38.46%) |
Profit trades (% of total) | 14 (51.85%) | Loss trades (% of total) | 13 (48.15%) | ||
Largest | profit trade | 50.40 | loss trade | -58.30 | |
Average | profit trade | 47.29 | loss trade | -30.36 | |
Maximum | consecutive wins (profit in money) | 4 (200.46) | consecutive losses (loss in money) | 4 (-160.00) | |
Maximal | consecutive profit (count of wins) | 200.46 (4) | consecutive loss (count of losses) | -160.00 (4) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.05 10:00 | sell | 1 | 0.10 | 1.60436 | 1.60940 | 1.59940 | ||
2 | 2010.01.05 10:07 | modify | 1 | 0.10 | 1.60436 | 1.60932 | 1.59940 | ||
3 | 2010.01.05 12:02 | t/p | 1 | 0.10 | 1.59940 | 1.60932 | 1.59940 | 49.60 | 10049.60 |
4 | 2010.01.05 19:15 | sell | 2 | 0.10 | 1.59787 | 1.60290 | 1.59290 | ||
5 | 2010.01.05 19:20 | modify | 2 | 0.10 | 1.59787 | 1.60239 | 1.59290 | ||
6 | 2010.01.06 00:15 | modify | 2 | 0.10 | 1.59787 | 1.60224 | 1.59290 | ||
7 | 2010.01.06 01:15 | modify | 2 | 0.10 | 1.59787 | 1.60175 | 1.59290 | ||
8 | 2010.01.06 02:00 | modify | 2 | 0.10 | 1.59787 | 1.59929 | 1.59290 | ||
9 | 2010.01.06 02:15 | s/l | 2 | 0.10 | 1.59929 | 1.59929 | 1.59290 | -14.44 | 10035.16 |
10 | 2010.01.06 14:07 | sell | 3 | 0.10 | 1.59579 | 1.60080 | 1.59080 | ||
11 | 2010.01.06 15:45 | modify | 3 | 0.10 | 1.59579 | 1.60066 | 1.59080 | ||
12 | 2010.01.06 17:00 | close | 3 | 0.10 | 1.59995 | 1.60066 | 1.59080 | -41.60 | 9993.56 |
13 | 2010.01.08 19:15 | buy | 4 | 0.10 | 1.60287 | 1.59790 | 1.60790 | ||
14 | 2010.01.08 19:20 | modify | 4 | 0.10 | 1.60287 | 1.60241 | 1.60790 | ||
15 | 2010.01.08 19:27 | s/l | 4 | 0.10 | 1.60241 | 1.60241 | 1.60790 | -4.60 | 9988.96 |
16 | 2010.01.11 10:50 | buy | 5 | 0.10 | 1.61483 | 1.60980 | 1.61980 | ||
17 | 2010.01.11 11:10 | modify | 5 | 0.10 | 1.61483 | 1.60693 | 1.61980 | ||
18 | 2010.01.11 12:00 | modify | 5 | 0.10 | 1.61483 | 1.60766 | 1.61980 | ||
19 | 2010.01.11 13:00 | modify | 5 | 0.10 | 1.61483 | 1.60835 | 1.61980 | ||
20 | 2010.01.11 14:00 | modify | 5 | 0.10 | 1.61483 | 1.60868 | 1.61980 | ||
21 | 2010.01.11 15:00 | modify | 5 | 0.10 | 1.61483 | 1.61184 | 1.61980 | ||
22 | 2010.01.11 16:07 | s/l | 5 | 0.10 | 1.61184 | 1.61184 | 1.61980 | -29.90 | 9959.06 |
23 | 2010.01.13 07:15 | buy | 6 | 0.10 | 1.61996 | 1.61500 | 1.62500 | ||
24 | 2010.01.13 07:20 | modify | 6 | 0.10 | 1.61996 | 1.61631 | 1.62500 | ||
25 | 2010.01.13 10:00 | modify | 6 | 0.10 | 1.61996 | 1.61576 | 1.62500 | ||
26 | 2010.01.13 10:20 | t/p | 6 | 0.10 | 1.62500 | 1.61576 | 1.62500 | 50.40 | 10009.46 |
27 | 2010.01.14 17:00 | buy | 7 | 0.10 | 1.63127 | 1.62630 | 1.63630 | ||
28 | 2010.01.14 17:20 | modify | 7 | 0.10 | 1.63127 | 1.62883 | 1.63630 | ||
29 | 2010.01.14 20:00 | modify | 7 | 0.10 | 1.63127 | 1.62820 | 1.63630 | ||
30 | 2010.01.14 21:00 | modify | 7 | 0.10 | 1.63127 | 1.62845 | 1.63630 | ||
31 | 2010.01.14 22:00 | modify | 7 | 0.10 | 1.63127 | 1.63060 | 1.63630 | ||
32 | 2010.01.14 23:00 | modify | 7 | 0.10 | 1.63127 | 1.63147 | 1.63630 | ||
33 | 2010.01.15 00:00 | modify | 7 | 0.10 | 1.63127 | 1.63198 | 1.63630 | ||
34 | 2010.01.15 01:00 | modify | 7 | 0.10 | 1.63127 | 1.63250 | 1.63630 | ||
35 | 2010.01.15 01:40 | s/l | 7 | 0.10 | 1.63250 | 1.63250 | 1.63630 | 12.30 | 10021.76 |
36 | 2010.01.15 08:00 | buy | 8 | 0.10 | 1.63455 | 1.62960 | 1.63960 | ||
37 | 2010.01.15 11:00 | close | 8 | 0.10 | 1.63054 | 1.62960 | 1.63960 | -40.10 | 9981.66 |
38 | 2010.01.18 22:50 | buy | 9 | 0.10 | 1.63418 | 1.62920 | 1.63920 | ||
39 | 2010.01.18 23:15 | modify | 9 | 0.10 | 1.63418 | 1.63269 | 1.63920 | ||
40 | 2010.01.19 00:00 | modify | 9 | 0.10 | 1.63418 | 1.63331 | 1.63920 | ||
41 | 2010.01.19 01:00 | modify | 9 | 0.10 | 1.63418 | 1.63300 | 1.63920 | ||
42 | 2010.01.19 01:45 | t/p | 9 | 0.10 | 1.63920 | 1.63300 | 1.63920 | 50.20 | 10031.86 |
43 | 2010.01.28 04:10 | buy | 10 | 0.10 | 1.62160 | 1.61660 | 1.62660 | ||
44 | 2010.01.28 04:15 | modify | 10 | 0.10 | 1.62160 | 1.61808 | 1.62660 | ||
45 | 2010.01.28 06:40 | s/l | 10 | 0.10 | 1.61808 | 1.61808 | 1.62660 | -35.20 | 9996.66 |
46 | 2010.01.29 14:50 | sell | 11 | 0.10 | 1.60530 | 1.61030 | 1.60030 | ||
47 | 2010.01.29 18:07 | t/p | 11 | 0.10 | 1.60030 | 1.61030 | 1.60030 | 50.00 | 10046.66 |
48 | 2010.02.01 03:15 | sell | 12 | 0.10 | 1.59413 | 1.59910 | 1.58910 | ||
49 | 2010.02.01 04:20 | modify | 12 | 0.10 | 1.59413 | 1.60260 | 1.58910 | ||
50 | 2010.02.01 05:00 | modify | 12 | 0.10 | 1.59413 | 1.59817 | 1.58910 | ||
51 | 2010.02.01 08:59 | modify | 12 | 0.10 | 1.59413 | 1.59851 | 1.58910 | ||
52 | 2010.02.01 09:00 | modify | 12 | 0.10 | 1.59413 | 1.59509 | 1.58910 | ||
53 | 2010.02.01 09:20 | s/l | 12 | 0.10 | 1.59509 | 1.59509 | 1.58910 | -9.60 | 10037.06 |
54 | 2010.02.02 08:45 | buy | 13 | 0.10 | 1.59632 | 1.59130 | 1.60130 | ||
55 | 2010.02.02 08:50 | modify | 13 | 0.10 | 1.59632 | 1.59542 | 1.60130 | ||
56 | 2010.02.02 08:59 | s/l | 13 | 0.10 | 1.59542 | 1.59542 | 1.60130 | -9.00 | 10028.06 |
57 | 2010.02.03 06:45 | buy | 14 | 0.10 | 1.60080 | 1.59580 | 1.60580 | ||
58 | 2010.02.03 06:50 | modify | 14 | 0.10 | 1.60080 | 1.59819 | 1.60580 | ||
59 | 2010.02.03 07:10 | modify | 14 | 0.10 | 1.60080 | 1.59785 | 1.60580 | ||
60 | 2010.02.03 08:00 | modify | 14 | 0.10 | 1.60080 | 1.59797 | 1.60580 | ||
61 | 2010.02.03 08:37 | t/p | 14 | 0.10 | 1.60580 | 1.59797 | 1.60580 | 50.00 | 10078.06 |
62 | 2010.02.04 09:20 | sell | 15 | 0.10 | 1.58659 | 1.59160 | 1.58160 | ||
63 | 2010.02.04 10:15 | modify | 15 | 0.10 | 1.58659 | 1.59034 | 1.58160 | ||
64 | 2010.02.04 11:00 | modify | 15 | 0.10 | 1.58659 | 1.59018 | 1.58160 | ||
65 | 2010.02.04 12:00 | modify | 15 | 0.10 | 1.58659 | 1.58966 | 1.58160 | ||
66 | 2010.02.04 12:50 | t/p | 15 | 0.10 | 1.58160 | 1.58966 | 1.58160 | 49.90 | 10127.96 |
67 | 2010.02.05 07:20 | sell | 16 | 0.10 | 1.57134 | 1.57630 | 1.56630 | ||
68 | 2010.02.05 07:50 | modify | 16 | 0.10 | 1.57134 | 1.57516 | 1.56630 | ||
69 | 2010.02.05 08:45 | modify | 16 | 0.10 | 1.57134 | 1.57497 | 1.56630 | ||
70 | 2010.02.05 09:00 | modify | 16 | 0.10 | 1.57134 | 1.57455 | 1.56630 | ||
71 | 2010.02.05 09:20 | t/p | 16 | 0.10 | 1.56630 | 1.57455 | 1.56630 | 50.40 | 10178.36 |
72 | 2010.02.05 19:35 | sell | 17 | 0.10 | 1.56034 | 1.56530 | 1.55530 | ||
73 | 2010.02.05 21:07 | modify | 17 | 0.10 | 1.56034 | 1.56947 | 1.55530 | ||
74 | 2010.02.08 00:00 | modify | 17 | 0.10 | 1.56034 | 1.56788 | 1.55530 | ||
75 | 2010.02.08 01:00 | modify | 17 | 0.10 | 1.56034 | 1.56705 | 1.55530 | ||
76 | 2010.02.08 03:15 | modify | 17 | 0.10 | 1.56034 | 1.56114 | 1.55530 | ||
77 | 2010.02.08 04:10 | modify | 17 | 0.10 | 1.56034 | 1.56301 | 1.55530 | ||
78 | 2010.02.08 05:15 | modify | 17 | 0.10 | 1.56034 | 1.56084 | 1.55530 | ||
79 | 2010.02.08 07:45 | t/p | 17 | 0.10 | 1.55530 | 1.56084 | 1.55530 | 50.16 | 10228.52 |
80 | 2010.02.10 11:10 | buy | 18 | 0.10 | 1.57441 | 1.56940 | 1.57940 | ||
81 | 2010.02.10 11:15 | modify | 18 | 0.10 | 1.57441 | 1.56964 | 1.57940 | ||
82 | 2010.02.10 11:50 | s/l | 18 | 0.10 | 1.56964 | 1.56964 | 1.57940 | -47.70 | 10180.82 |
83 | 2010.02.11 09:15 | sell | 19 | 0.10 | 1.56001 | 1.56500 | 1.55500 | ||
84 | 2010.02.11 09:20 | modify | 19 | 0.10 | 1.56001 | 1.56350 | 1.55500 | ||
85 | 2010.02.11 12:45 | s/l | 19 | 0.10 | 1.56350 | 1.56350 | 1.55500 | -34.90 | 10145.92 |
86 | 2010.02.12 08:45 | buy | 20 | 0.10 | 1.57107 | 1.56610 | 1.57610 | ||
87 | 2010.02.12 08:50 | modify | 20 | 0.10 | 1.57107 | 1.56916 | 1.57610 | ||
88 | 2010.02.12 10:30 | s/l | 20 | 0.10 | 1.56916 | 1.56916 | 1.57610 | -19.10 | 10126.82 |
89 | 2010.02.18 10:40 | sell | 21 | 0.10 | 1.55928 | 1.56430 | 1.55430 | ||
90 | 2010.02.18 14:15 | modify | 21 | 0.10 | 1.55928 | 1.56572 | 1.55430 | ||
91 | 2010.02.18 15:00 | modify | 21 | 0.10 | 1.55928 | 1.56511 | 1.55430 | ||
92 | 2010.02.18 15:45 | s/l | 21 | 0.10 | 1.56511 | 1.56511 | 1.55430 | -58.30 | 10068.52 |
93 | 2010.02.18 22:35 | sell | 22 | 0.10 | 1.56028 | 1.56530 | 1.55530 | ||
94 | 2010.02.18 22:40 | modify | 22 | 0.10 | 1.56028 | 1.56061 | 1.55530 | ||
95 | 2010.02.18 22:45 | t/p | 22 | 0.10 | 1.55530 | 1.56061 | 1.55530 | 49.80 | 10118.32 |
96 | 2010.02.22 16:20 | buy | 23 | 0.10 | 1.55222 | 1.54720 | 1.55720 | ||
97 | 2010.02.22 17:50 | s/l | 23 | 0.10 | 1.54720 | 1.54720 | 1.55720 | -50.20 | 10068.12 |
98 | 2010.02.23 01:00 | buy | 24 | 0.10 | 1.55014 | 1.54510 | 1.55510 | ||
99 | 2010.02.23 01:10 | modify | 24 | 0.10 | 1.55014 | 1.54787 | 1.55510 | ||
100 | 2010.02.23 02:50 | modify | 24 | 0.10 | 1.55014 | 1.54800 | 1.55510 | ||
101 | 2010.02.23 03:20 | modify | 24 | 0.10 | 1.55014 | 1.54824 | 1.55510 | ||
102 | 2010.02.23 04:00 | modify | 24 | 0.10 | 1.55014 | 1.54822 | 1.55510 | ||
103 | 2010.02.23 05:00 | modify | 24 | 0.10 | 1.55014 | 1.54809 | 1.55510 | ||
104 | 2010.02.23 06:00 | modify | 24 | 0.10 | 1.55014 | 1.54802 | 1.55510 | ||
105 | 2010.02.23 07:00 | modify | 24 | 0.10 | 1.55014 | 1.54828 | 1.55510 | ||
106 | 2010.02.23 08:00 | modify | 24 | 0.10 | 1.55014 | 1.54980 | 1.55510 | ||
107 | 2010.02.23 08:15 | t/p | 24 | 0.10 | 1.55510 | 1.54980 | 1.55510 | 49.60 | 10117.72 |
108 | 2010.02.25 05:15 | sell | 25 | 0.10 | 1.53378 | 1.53880 | 1.52880 | ||
109 | 2010.02.25 08:00 | modify | 25 | 0.10 | 1.53378 | 1.54007 | 1.52880 | ||
110 | 2010.02.25 09:00 | modify | 25 | 0.10 | 1.53378 | 1.53951 | 1.52880 | ||
111 | 2010.02.25 10:00 | modify | 25 | 0.10 | 1.53378 | 1.53903 | 1.52880 | ||
112 | 2010.02.25 10:20 | t/p | 25 | 0.10 | 1.52880 | 1.53903 | 1.52880 | 49.80 | 10167.52 |
113 | 2010.02.25 17:10 | sell | 26 | 0.10 | 1.52425 | 1.52930 | 1.51930 | ||
114 | 2010.02.25 17:50 | t/p | 26 | 0.10 | 1.51930 | 1.52930 | 1.51930 | 49.50 | 10217.02 |
115 | 2010.02.26 13:02 | sell | 27 | 0.10 | 1.52164 | 1.52660 | 1.51660 | ||
116 | 2010.02.26 15:20 | t/p | 27 | 0.10 | 1.51660 | 1.52660 | 1.51660 | 50.40 | 10267.42 |