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 | starttime=14; stoptime=16; maxpoint=50; TP=50; mn=1; Lots=0.1; orderlimit=20; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -30.50 | Gross profit | 10.00 | Gross loss | -40.50 |
Profit factor | 0.25 | Expected payoff | -2.35 | ||
Absolute drawdown | 43.80 | Maximal drawdown | 43.80 (0.44%) | Relative drawdown | 0.44% (43.80) |
Total trades | 13 | Short positions (won %) | 13 (15.38%) | Long positions (won %) | 0 (0.00%) |
Profit trades (% of total) | 2 (15.38%) | Loss trades (% of total) | 11 (84.62%) | ||
Largest | profit trade | 5.00 | loss trade | -4.90 | |
Average | profit trade | 5.00 | loss trade | -3.68 | |
Maximum | consecutive wins (profit in money) | 2 (10.00) | consecutive losses (loss in money) | 11 (-40.50) | |
Maximal | consecutive profit (count of wins) | 10.00 (2) | consecutive loss (count of losses) | -40.50 (11) | |
Average | consecutive wins | 2 | consecutive losses | 11 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.06 00:07 | sell stop | 1 | 0.10 | 1.59833 | 1.59866 | 1.59783 | ||
2 | 2010.01.06 00:10 | sell | 1 | 0.10 | 1.59833 | 1.59866 | 1.59783 | ||
3 | 2010.01.06 00:12 | s/l | 1 | 0.10 | 1.59866 | 1.59866 | 1.59783 | -3.30 | 9996.70 |
4 | 2010.01.08 00:10 | sell stop | 2 | 0.10 | 1.59231 | 1.59266 | 1.59181 | ||
5 | 2010.01.08 03:45 | sell | 2 | 0.10 | 1.59231 | 1.59266 | 1.59181 | ||
6 | 2010.01.08 03:47 | s/l | 2 | 0.10 | 1.59266 | 1.59266 | 1.59181 | -3.50 | 9993.20 |
7 | 2010.01.12 00:02 | sell stop | 3 | 0.10 | 1.61140 | 1.61178 | 1.61090 | ||
8 | 2010.01.12 00:10 | sell | 3 | 0.10 | 1.61140 | 1.61178 | 1.61090 | ||
9 | 2010.01.12 00:12 | s/l | 3 | 0.10 | 1.61178 | 1.61178 | 1.61090 | -3.80 | 9989.40 |
10 | 2010.01.15 00:15 | sell stop | 4 | 0.10 | 1.63355 | 1.63400 | 1.63305 | ||
11 | 2010.01.15 00:59 | sell | 4 | 0.10 | 1.63355 | 1.63400 | 1.63305 | ||
12 | 2010.01.15 01:02 | s/l | 4 | 0.10 | 1.63400 | 1.63400 | 1.63305 | -4.50 | 9984.90 |
13 | 2010.01.22 00:07 | sell stop | 5 | 0.10 | 1.61914 | 1.61946 | 1.61864 | ||
14 | 2010.01.22 00:10 | sell | 5 | 0.10 | 1.61914 | 1.61946 | 1.61864 | ||
15 | 2010.01.22 00:12 | s/l | 5 | 0.10 | 1.61946 | 1.61946 | 1.61864 | -3.20 | 9981.70 |
16 | 2010.01.25 00:05 | sell stop | 6 | 0.10 | 1.61082 | 1.61113 | 1.61032 | ||
17 | 2010.01.25 00:07 | sell | 6 | 0.10 | 1.61082 | 1.61113 | 1.61032 | ||
18 | 2010.01.25 00:10 | s/l | 6 | 0.10 | 1.61113 | 1.61113 | 1.61032 | -3.10 | 9978.60 |
19 | 2010.01.26 00:10 | sell stop | 7 | 0.10 | 1.62434 | 1.62477 | 1.62384 | ||
20 | 2010.01.26 03:40 | sell | 7 | 0.10 | 1.62434 | 1.62477 | 1.62384 | ||
21 | 2010.01.26 03:42 | s/l | 7 | 0.10 | 1.62477 | 1.62477 | 1.62384 | -4.30 | 9974.30 |
22 | 2010.01.28 00:07 | sell stop | 8 | 0.10 | 1.61751 | 1.61782 | 1.61701 | ||
23 | 2010.01.28 00:10 | sell | 8 | 0.10 | 1.61751 | 1.61782 | 1.61701 | ||
24 | 2010.01.28 00:12 | s/l | 8 | 0.10 | 1.61782 | 1.61782 | 1.61701 | -3.10 | 9971.20 |
25 | 2010.02.09 00:03 | sell stop | 9 | 0.10 | 1.55889 | 1.55920 | 1.55839 | ||
26 | 2010.02.09 00:20 | sell | 9 | 0.10 | 1.55889 | 1.55920 | 1.55839 | ||
27 | 2010.02.09 00:23 | s/l | 9 | 0.10 | 1.55920 | 1.55920 | 1.55839 | -3.10 | 9968.10 |
28 | 2010.02.17 00:07 | sell stop | 10 | 0.10 | 1.57823 | 1.57860 | 1.57773 | ||
29 | 2010.02.17 00:10 | sell | 10 | 0.10 | 1.57823 | 1.57860 | 1.57773 | ||
30 | 2010.02.17 00:12 | s/l | 10 | 0.10 | 1.57860 | 1.57860 | 1.57773 | -3.70 | 9964.40 |
31 | 2010.02.18 00:02 | sell stop | 11 | 0.10 | 1.56805 | 1.56854 | 1.56755 | ||
32 | 2010.02.18 00:15 | sell | 11 | 0.10 | 1.56805 | 1.56854 | 1.56755 | ||
33 | 2010.02.18 00:17 | s/l | 11 | 0.10 | 1.56854 | 1.56854 | 1.56755 | -4.90 | 9959.50 |
34 | 2010.02.22 00:07 | sell stop | 12 | 0.10 | 1.54505 | 1.54552 | 1.54455 | ||
35 | 2010.02.22 00:10 | sell | 12 | 0.10 | 1.54505 | 1.54552 | 1.54455 | ||
36 | 2010.02.22 00:15 | t/p | 12 | 0.10 | 1.54455 | 1.54552 | 1.54455 | 5.00 | 9964.50 |
37 | 2010.02.24 00:10 | sell stop | 13 | 0.10 | 1.54345 | 1.54377 | 1.54295 | ||
38 | 2010.02.24 01:15 | sell | 13 | 0.10 | 1.54345 | 1.54377 | 1.54295 | ||
39 | 2010.02.24 01:20 | t/p | 13 | 0.10 | 1.54295 | 1.54377 | 1.54295 | 5.00 | 9969.50 |