Strategy Tester Report
FxIgorDynBOSystem1-1ea
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=0.01; MM=false; risk=1; MinLots=0.1; MAXLots=10; slippage=10; hourtoclose=20; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -64.56 | Gross profit | 101.34 | Gross loss | -165.90 |
Profit factor | 0.61 | Expected payoff | -1.17 | ||
Absolute drawdown | 78.34 | Maximal drawdown | 78.85 (0.79%) | Relative drawdown | 0.79% (78.85) |
Total trades | 55 | Short positions (won %) | 28 (57.14%) | Long positions (won %) | 27 (29.63%) |
Profit trades (% of total) | 24 (43.64%) | Loss trades (% of total) | 31 (56.36%) | ||
Largest | profit trade | 10.54 | loss trade | -9.00 | |
Average | profit trade | 4.22 | loss trade | -5.35 | |
Maximum | consecutive wins (profit in money) | 3 (22.19) | consecutive losses (loss in money) | 4 (-24.50) | |
Maximal | consecutive profit (count of wins) | 22.19 (3) | consecutive loss (count of losses) | -24.50 (4) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 08:16 | sell | 1 | 0.01 | 1.60588 | 1.61454 | 0.00000 | ||
2 | 2010.01.04 09:20 | s/l | 1 | 0.01 | 1.61454 | 1.61454 | 0.00000 | -8.66 | 9991.34 |
3 | 2010.01.04 09:20 | buy | 2 | 0.01 | 1.61490 | 1.60624 | 0.00000 | ||
4 | 2010.01.04 11:20 | modify | 2 | 0.01 | 1.61490 | 1.61541 | 0.00000 | ||
5 | 2010.01.04 13:20 | s/l | 2 | 0.01 | 1.61541 | 1.61541 | 0.00000 | 0.51 | 9991.85 |
6 | 2010.01.05 08:07 | buy | 3 | 0.01 | 1.61539 | 1.60666 | 0.00000 | ||
7 | 2010.01.05 09:15 | s/l | 3 | 0.01 | 1.60666 | 1.60666 | 0.00000 | -8.73 | 9983.12 |
8 | 2010.01.05 09:15 | sell | 4 | 0.01 | 1.60609 | 1.61482 | 0.00000 | ||
9 | 2010.01.05 19:20 | modify | 4 | 0.01 | 1.60609 | 1.60528 | 0.00000 | ||
10 | 2010.01.05 20:00 | close | 4 | 0.01 | 1.59761 | 1.60528 | 0.00000 | 8.48 | 9991.60 |
11 | 2010.01.06 09:15 | buy | 5 | 0.01 | 1.60365 | 1.59465 | 0.00000 | ||
12 | 2010.01.06 15:50 | s/l | 5 | 0.01 | 1.59465 | 1.59465 | 0.00000 | -9.00 | 9982.60 |
13 | 2010.01.06 15:50 | sell | 6 | 0.01 | 1.59367 | 1.60267 | 0.00000 | ||
14 | 2010.01.06 17:15 | s/l | 6 | 0.01 | 1.60267 | 1.60267 | 0.00000 | -9.00 | 9973.60 |
15 | 2010.01.07 06:45 | sell | 7 | 0.01 | 1.59770 | 1.60568 | 0.00000 | ||
16 | 2010.01.07 12:50 | modify | 7 | 0.01 | 1.59770 | 1.59765 | 0.00000 | ||
17 | 2010.01.07 13:07 | modify | 7 | 0.01 | 1.59770 | 1.59762 | 0.00000 | ||
18 | 2010.01.07 20:00 | close | 7 | 0.01 | 1.59295 | 1.59762 | 0.00000 | 4.75 | 9978.35 |
19 | 2010.01.08 09:40 | buy | 8 | 0.01 | 1.59966 | 1.59154 | 0.00000 | ||
20 | 2010.01.08 14:45 | modify | 8 | 0.01 | 1.59966 | 1.60004 | 0.00000 | ||
21 | 2010.01.08 14:50 | modify | 8 | 0.01 | 1.59966 | 1.60286 | 0.00000 | ||
22 | 2010.01.08 15:50 | s/l | 8 | 0.01 | 1.60286 | 1.60286 | 0.00000 | 3.20 | 9981.55 |
23 | 2010.01.08 15:50 | sell | 9 | 0.01 | 1.60101 | 1.60913 | 0.00000 | ||
24 | 2010.01.08 20:00 | close | 9 | 0.01 | 1.60265 | 1.60913 | 0.00000 | -1.64 | 9979.91 |
25 | 2010.01.11 09:37 | buy | 10 | 0.01 | 1.61481 | 1.60610 | 0.00000 | ||
26 | 2010.01.11 20:00 | close | 10 | 0.01 | 1.61146 | 1.60610 | 0.00000 | -3.35 | 9976.56 |
27 | 2010.01.12 11:10 | buy | 11 | 0.01 | 1.61437 | 1.60649 | 0.00000 | ||
28 | 2010.01.12 20:00 | close | 11 | 0.01 | 1.61696 | 1.60649 | 0.00000 | 2.59 | 9979.15 |
29 | 2010.01.13 07:45 | buy | 12 | 0.01 | 1.62164 | 1.61388 | 0.00000 | ||
30 | 2010.01.13 18:15 | modify | 12 | 0.01 | 1.62164 | 1.62179 | 0.00000 | ||
31 | 2010.01.13 18:20 | modify | 12 | 0.01 | 1.62164 | 1.62222 | 0.00000 | ||
32 | 2010.01.13 18:32 | modify | 12 | 0.01 | 1.62164 | 1.62257 | 0.00000 | ||
33 | 2010.01.13 18:37 | modify | 12 | 0.01 | 1.62164 | 1.62288 | 0.00000 | ||
34 | 2010.01.13 20:00 | close | 12 | 0.01 | 1.62830 | 1.62288 | 0.00000 | 6.66 | 9985.81 |
35 | 2010.01.14 18:20 | buy | 13 | 0.01 | 1.63393 | 1.62559 | 0.00000 | ||
36 | 2010.01.14 20:00 | close | 13 | 0.01 | 1.63375 | 1.62559 | 0.00000 | -0.18 | 9985.63 |
37 | 2010.01.15 05:50 | buy | 14 | 0.01 | 1.63564 | 1.62860 | 0.00000 | ||
38 | 2010.01.15 11:20 | s/l | 14 | 0.01 | 1.62860 | 1.62860 | 0.00000 | -7.04 | 9978.59 |
39 | 2010.01.15 11:20 | sell | 15 | 0.01 | 1.62768 | 1.63472 | 0.00000 | ||
40 | 2010.01.15 20:00 | close | 15 | 0.01 | 1.62586 | 1.63472 | 0.00000 | 1.82 | 9980.41 |
41 | 2010.01.18 08:50 | buy | 16 | 0.01 | 1.63253 | 1.62509 | 0.00000 | ||
42 | 2010.01.18 20:00 | close | 16 | 0.01 | 1.63310 | 1.62509 | 0.00000 | 0.57 | 9980.98 |
43 | 2010.01.19 01:50 | buy | 17 | 0.01 | 1.64149 | 1.63440 | 0.00000 | ||
44 | 2010.01.19 12:50 | s/l | 17 | 0.01 | 1.63440 | 1.63440 | 0.00000 | -7.09 | 9973.89 |
45 | 2010.01.19 12:50 | sell | 18 | 0.01 | 1.63343 | 1.64052 | 0.00000 | ||
46 | 2010.01.19 20:00 | close | 18 | 0.01 | 1.63816 | 1.64052 | 0.00000 | -4.73 | 9969.16 |
47 | 2010.01.20 05:20 | sell | 19 | 0.01 | 1.62957 | 1.63680 | 0.00000 | ||
48 | 2010.01.20 20:00 | close | 19 | 0.01 | 1.62804 | 1.63680 | 0.00000 | 1.53 | 9970.69 |
49 | 2010.01.21 08:50 | sell | 20 | 0.01 | 1.62275 | 1.62962 | 0.00000 | ||
50 | 2010.01.21 10:50 | modify | 20 | 0.01 | 1.62275 | 1.62137 | 0.00000 | ||
51 | 2010.01.21 11:50 | modify | 20 | 0.01 | 1.62275 | 1.62018 | 0.00000 | ||
52 | 2010.01.21 12:15 | modify | 20 | 0.01 | 1.62275 | 1.62013 | 0.00000 | ||
53 | 2010.01.21 12:20 | modify | 20 | 0.01 | 1.62275 | 1.61948 | 0.00000 | ||
54 | 2010.01.21 15:15 | s/l | 20 | 0.01 | 1.61948 | 1.61948 | 0.00000 | 3.27 | 9973.96 |
55 | 2010.01.21 15:15 | buy | 21 | 0.01 | 1.62036 | 1.61349 | 0.00000 | ||
56 | 2010.01.21 20:00 | close | 21 | 0.01 | 1.62216 | 1.61349 | 0.00000 | 1.80 | 9975.76 |
57 | 2010.01.22 08:26 | buy | 22 | 0.01 | 1.62520 | 1.61733 | 0.00000 | ||
58 | 2010.01.22 12:50 | s/l | 22 | 0.01 | 1.61733 | 1.61733 | 0.00000 | -7.87 | 9967.89 |
59 | 2010.01.22 12:50 | sell | 23 | 0.01 | 1.61648 | 1.62435 | 0.00000 | ||
60 | 2010.01.22 16:02 | modify | 23 | 0.01 | 1.61648 | 1.61595 | 0.00000 | ||
61 | 2010.01.22 16:07 | modify | 23 | 0.01 | 1.61648 | 1.61568 | 0.00000 | ||
62 | 2010.01.22 20:00 | close | 23 | 0.01 | 1.61303 | 1.61568 | 0.00000 | 3.45 | 9971.34 |
63 | 2010.01.25 15:45 | buy | 24 | 0.01 | 1.61836 | 1.60997 | 0.00000 | ||
64 | 2010.01.25 20:00 | close | 24 | 0.01 | 1.62433 | 1.60997 | 0.00000 | 5.97 | 9977.31 |
65 | 2010.01.26 10:33 | sell | 25 | 0.01 | 1.61718 | 1.62520 | 0.00000 | ||
66 | 2010.01.26 20:00 | close | 25 | 0.01 | 1.61556 | 1.62520 | 0.00000 | 1.62 | 9978.93 |
67 | 2010.01.27 10:50 | buy | 26 | 0.01 | 1.61958 | 1.61125 | 0.00000 | ||
68 | 2010.01.27 20:00 | close | 26 | 0.01 | 1.61717 | 1.61125 | 0.00000 | -2.41 | 9976.52 |
69 | 2010.01.28 04:10 | buy | 27 | 0.01 | 1.62155 | 1.61374 | 0.00000 | ||
70 | 2010.01.28 16:20 | s/l | 27 | 0.01 | 1.61374 | 1.61374 | 0.00000 | -7.81 | 9968.71 |
71 | 2010.01.28 16:20 | sell | 28 | 0.01 | 1.61329 | 1.62110 | 0.00000 | ||
72 | 2010.01.28 20:00 | close | 28 | 0.01 | 1.61322 | 1.62110 | 0.00000 | 0.07 | 9968.78 |
73 | 2010.01.29 14:40 | sell | 29 | 0.01 | 1.60955 | 1.61764 | 0.00000 | ||
74 | 2010.01.29 17:20 | modify | 29 | 0.01 | 1.60955 | 1.60944 | 0.00000 | ||
75 | 2010.01.29 17:45 | modify | 29 | 0.01 | 1.60955 | 1.60925 | 0.00000 | ||
76 | 2010.01.29 17:50 | modify | 29 | 0.01 | 1.60955 | 1.60852 | 0.00000 | ||
77 | 2010.01.29 18:02 | modify | 29 | 0.01 | 1.60955 | 1.60845 | 0.00000 | ||
78 | 2010.01.29 18:07 | modify | 29 | 0.01 | 1.60955 | 1.60831 | 0.00000 | ||
79 | 2010.01.29 18:32 | modify | 29 | 0.01 | 1.60955 | 1.60792 | 0.00000 | ||
80 | 2010.01.29 18:37 | modify | 29 | 0.01 | 1.60955 | 1.60775 | 0.00000 | ||
81 | 2010.01.29 20:00 | close | 29 | 0.01 | 1.60131 | 1.60775 | 0.00000 | 8.24 | 9977.02 |
82 | 2010.02.01 11:15 | sell | 30 | 0.01 | 1.58841 | 1.59706 | 0.00000 | ||
83 | 2010.02.01 20:00 | close | 30 | 0.01 | 1.59387 | 1.59706 | 0.00000 | -5.46 | 9971.56 |
84 | 2010.02.02 16:50 | buy | 31 | 0.01 | 1.59859 | 1.59100 | 0.00000 | ||
85 | 2010.02.02 20:00 | close | 31 | 0.01 | 1.59755 | 1.59100 | 0.00000 | -1.04 | 9970.52 |
86 | 2010.02.03 08:15 | buy | 32 | 0.01 | 1.60389 | 1.59707 | 0.00000 | ||
87 | 2010.02.03 13:15 | s/l | 32 | 0.01 | 1.59707 | 1.59707 | 0.00000 | -6.82 | 9963.70 |
88 | 2010.02.03 13:15 | sell | 33 | 0.01 | 1.59691 | 1.60373 | 0.00000 | ||
89 | 2010.02.03 20:00 | close | 33 | 0.01 | 1.59092 | 1.60373 | 0.00000 | 5.99 | 9969.69 |
90 | 2010.02.04 11:03 | sell | 34 | 0.01 | 1.58258 | 1.59092 | 0.00000 | ||
91 | 2010.02.04 17:50 | modify | 34 | 0.01 | 1.58258 | 1.58146 | 0.00000 | ||
92 | 2010.02.04 20:00 | close | 34 | 0.01 | 1.57692 | 1.58146 | 0.00000 | 5.66 | 9975.35 |
93 | 2010.02.05 08:50 | sell | 35 | 0.01 | 1.56665 | 1.57501 | 0.00000 | ||
94 | 2010.02.05 19:45 | modify | 35 | 0.01 | 1.56665 | 1.56628 | 0.00000 | ||
95 | 2010.02.05 19:50 | modify | 35 | 0.01 | 1.56665 | 1.56425 | 0.00000 | ||
96 | 2010.02.05 20:00 | close | 35 | 0.01 | 1.55611 | 1.56425 | 0.00000 | 10.54 | 9985.89 |
97 | 2010.02.08 09:50 | buy | 36 | 0.01 | 1.56276 | 1.55397 | 0.00000 | ||
98 | 2010.02.08 20:00 | close | 36 | 0.01 | 1.56204 | 1.55397 | 0.00000 | -0.72 | 9985.17 |
99 | 2010.02.09 08:20 | buy | 37 | 0.01 | 1.56468 | 1.55710 | 0.00000 | ||
100 | 2010.02.09 11:20 | s/l | 37 | 0.01 | 1.55710 | 1.55710 | 0.00000 | -7.58 | 9977.59 |
101 | 2010.02.09 11:20 | sell | 38 | 0.01 | 1.55708 | 1.56466 | 0.00000 | ||
102 | 2010.02.09 16:20 | s/l | 38 | 0.01 | 1.56466 | 1.56466 | 0.00000 | -7.58 | 9970.01 |
103 | 2010.02.10 11:10 | buy | 39 | 0.01 | 1.57436 | 1.56574 | 0.00000 | ||
104 | 2010.02.10 12:16 | s/l | 39 | 0.01 | 1.56574 | 1.56574 | 0.00000 | -8.62 | 9961.39 |
105 | 2010.02.10 12:16 | sell | 40 | 0.01 | 1.56565 | 1.57427 | 0.00000 | ||
106 | 2010.02.10 20:00 | close | 40 | 0.01 | 1.55999 | 1.57427 | 0.00000 | 5.66 | 9967.05 |
107 | 2010.02.11 09:50 | sell | 41 | 0.01 | 1.55704 | 1.56585 | 0.00000 | ||
108 | 2010.02.11 17:50 | s/l | 41 | 0.01 | 1.56585 | 1.56585 | 0.00000 | -8.81 | 9958.24 |
109 | 2010.02.11 17:50 | buy | 42 | 0.01 | 1.56647 | 1.55766 | 0.00000 | ||
110 | 2010.02.11 20:00 | close | 42 | 0.01 | 1.56832 | 1.55766 | 0.00000 | 1.85 | 9960.09 |
111 | 2010.02.12 10:50 | sell | 43 | 0.01 | 1.56499 | 1.57329 | 0.00000 | ||
112 | 2010.02.12 20:00 | close | 43 | 0.01 | 1.56734 | 1.57329 | 0.00000 | -2.35 | 9957.74 |
113 | 2010.02.15 12:45 | buy | 44 | 0.01 | 1.56995 | 1.56178 | 0.00000 | ||
114 | 2010.02.15 20:00 | close | 44 | 0.01 | 1.56658 | 1.56178 | 0.00000 | -3.37 | 9954.37 |
115 | 2010.02.16 09:20 | buy | 45 | 0.01 | 1.57304 | 1.56561 | 0.00000 | ||
116 | 2010.02.16 15:15 | s/l | 45 | 0.01 | 1.56561 | 1.56561 | 0.00000 | -7.43 | 9946.94 |
117 | 2010.02.16 15:15 | sell | 46 | 0.01 | 1.56460 | 1.57203 | 0.00000 | ||
118 | 2010.02.16 17:40 | s/l | 46 | 0.01 | 1.57203 | 1.57203 | 0.00000 | -7.43 | 9939.51 |
119 | 2010.02.17 10:32 | sell | 47 | 0.01 | 1.57318 | 1.58141 | 0.00000 | ||
120 | 2010.02.17 20:00 | close | 47 | 0.01 | 1.56826 | 1.58141 | 0.00000 | 4.92 | 9944.43 |
121 | 2010.02.18 09:20 | sell | 48 | 0.01 | 1.56028 | 1.56814 | 0.00000 | ||
122 | 2010.02.18 20:00 | close | 48 | 0.01 | 1.56223 | 1.56814 | 0.00000 | -1.95 | 9942.48 |
123 | 2010.02.19 06:50 | sell | 49 | 0.01 | 1.54033 | 1.54925 | 0.00000 | ||
124 | 2010.02.19 20:00 | close | 49 | 0.01 | 1.54575 | 1.54925 | 0.00000 | -5.42 | 9937.06 |
125 | 2010.02.22 16:20 | buy | 50 | 0.01 | 1.55217 | 1.54424 | 0.00000 | ||
126 | 2010.02.22 20:00 | close | 50 | 0.01 | 1.54699 | 1.54424 | 0.00000 | -5.18 | 9931.88 |
127 | 2010.02.23 08:15 | buy | 51 | 0.01 | 1.55588 | 1.54882 | 0.00000 | ||
128 | 2010.02.23 10:20 | s/l | 51 | 0.01 | 1.54882 | 1.54882 | 0.00000 | -7.06 | 9924.82 |
129 | 2010.02.23 10:20 | sell | 52 | 0.01 | 1.54636 | 1.55342 | 0.00000 | ||
130 | 2010.02.23 20:00 | close | 52 | 0.01 | 1.54366 | 1.55342 | 0.00000 | 2.70 | 9927.52 |
131 | 2010.02.25 03:50 | sell | 53 | 0.01 | 1.53528 | 1.54205 | 0.00000 | ||
132 | 2010.02.25 10:20 | modify | 53 | 0.01 | 1.53528 | 1.53467 | 0.00000 | ||
133 | 2010.02.25 10:50 | modify | 53 | 0.01 | 1.53528 | 1.53404 | 0.00000 | ||
134 | 2010.02.25 14:20 | modify | 53 | 0.01 | 1.53528 | 1.53356 | 0.00000 | ||
135 | 2010.02.25 14:45 | modify | 53 | 0.01 | 1.53528 | 1.53265 | 0.00000 | ||
136 | 2010.02.25 14:50 | modify | 53 | 0.01 | 1.53528 | 1.53127 | 0.00000 | ||
137 | 2010.02.25 17:10 | modify | 53 | 0.01 | 1.53528 | 1.53113 | 0.00000 | ||
138 | 2010.02.25 17:15 | modify | 53 | 0.01 | 1.53528 | 1.53002 | 0.00000 | ||
139 | 2010.02.25 17:20 | modify | 53 | 0.01 | 1.53528 | 1.52854 | 0.00000 | ||
140 | 2010.02.25 17:35 | modify | 53 | 0.01 | 1.53528 | 1.52839 | 0.00000 | ||
141 | 2010.02.25 17:40 | modify | 53 | 0.01 | 1.53528 | 1.52781 | 0.00000 | ||
142 | 2010.02.25 17:45 | modify | 53 | 0.01 | 1.53528 | 1.52695 | 0.00000 | ||
143 | 2010.02.25 17:50 | modify | 53 | 0.01 | 1.53528 | 1.52579 | 0.00000 | ||
144 | 2010.02.25 19:50 | s/l | 53 | 0.01 | 1.52579 | 1.52579 | 0.00000 | 9.49 | 9937.01 |
145 | 2010.02.25 19:50 | buy | 54 | 0.01 | 1.52612 | 1.51935 | 0.00000 | ||
146 | 2010.02.25 20:00 | close | 54 | 0.01 | 1.52597 | 1.51935 | 0.00000 | -0.15 | 9936.86 |
147 | 2010.02.26 12:45 | sell | 55 | 0.01 | 1.52296 | 1.53168 | 0.00000 | ||
148 | 2010.02.26 20:00 | close | 55 | 0.01 | 1.52438 | 1.53168 | 0.00000 | -1.42 | 9935.44 |