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 | porog=50; per_MA1=200; per_MA2=200; per_Stoh_slow=14; per_Stoh_fast=14; TakeProfit=570; StopLoss=30; TrailingStop=200; Lots=0.1; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -62.50 | Gross profit | 75.10 | Gross loss | -137.60 |
Profit factor | 0.55 | Expected payoff | -3.29 | ||
Absolute drawdown | 84.20 | Maximal drawdown | 84.20 (0.84%) | Relative drawdown | 0.84% (84.20) |
Total trades | 19 | Short positions (won %) | 6 (50.00%) | Long positions (won %) | 13 (0.00%) |
Profit trades (% of total) | 3 (15.79%) | Loss trades (% of total) | 16 (84.21%) | ||
Largest | profit trade | 57.00 | loss trade | -8.60 | |
Average | profit trade | 25.03 | loss trade | -8.60 | |
Maximum | consecutive wins (profit in money) | 3 (75.10) | consecutive losses (loss in money) | 10 (-86.00) | |
Maximal | consecutive profit (count of wins) | 75.10 (3) | consecutive loss (count of losses) | -86.00 (10) | |
Average | consecutive wins | 3 | consecutive losses | 8 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.05 10:15 | buy | 1 | 0.10 | 1.60730 | 1.60644 | 1.61300 | ||
2 | 2010.01.05 10:17 | s/l | 1 | 0.10 | 1.60644 | 1.60644 | 1.61300 | -8.60 | 9991.40 |
3 | 2010.01.05 10:17 | buy | 2 | 0.10 | 1.60695 | 1.60609 | 1.61265 | ||
4 | 2010.01.05 10:20 | buy | 3 | 0.10 | 1.60835 | 1.60749 | 1.61405 | ||
5 | 2010.01.05 10:22 | s/l | 3 | 0.10 | 1.60749 | 1.60749 | 1.61405 | -8.60 | 9982.80 |
6 | 2010.01.05 10:22 | buy | 4 | 0.10 | 1.60765 | 1.60679 | 1.61335 | ||
7 | 2010.01.05 10:25 | buy | 5 | 0.10 | 1.60800 | 1.60714 | 1.61370 | ||
8 | 2010.01.05 10:27 | s/l | 4 | 0.10 | 1.60679 | 1.60679 | 1.61335 | -8.60 | 9974.20 |
9 | 2010.01.05 10:27 | s/l | 5 | 0.10 | 1.60714 | 1.60714 | 1.61370 | -8.60 | 9965.60 |
10 | 2010.01.05 10:27 | buy | 6 | 0.10 | 1.60695 | 1.60609 | 1.61265 | ||
11 | 2010.01.05 10:27 | buy | 7 | 0.10 | 1.60820 | 1.60734 | 1.61390 | ||
12 | 2010.01.05 10:40 | s/l | 7 | 0.10 | 1.60734 | 1.60734 | 1.61390 | -8.60 | 9957.00 |
13 | 2010.01.05 10:45 | s/l | 2 | 0.10 | 1.60609 | 1.60609 | 1.61265 | -8.60 | 9948.40 |
14 | 2010.01.05 10:45 | s/l | 6 | 0.10 | 1.60609 | 1.60609 | 1.61265 | -8.60 | 9939.80 |
15 | 2010.01.22 10:00 | sell | 8 | 0.10 | 1.62638 | 1.62724 | 1.62068 | ||
16 | 2010.01.22 10:02 | sell | 9 | 0.10 | 1.62613 | 1.62699 | 1.62043 | ||
17 | 2010.01.22 10:05 | sell | 10 | 0.10 | 1.62576 | 1.62662 | 1.62006 | ||
18 | 2010.01.22 10:07 | s/l | 9 | 0.10 | 1.62699 | 1.62699 | 1.62043 | -8.60 | 9931.20 |
19 | 2010.01.22 10:07 | s/l | 10 | 0.10 | 1.62662 | 1.62662 | 1.62006 | -8.60 | 9922.60 |
20 | 2010.01.22 10:07 | sell | 11 | 0.10 | 1.62650 | 1.62736 | 1.62080 | ||
21 | 2010.01.22 10:10 | sell | 12 | 0.10 | 1.62501 | 1.62587 | 1.61931 | ||
22 | 2010.01.22 10:12 | s/l | 12 | 0.10 | 1.62587 | 1.62587 | 1.61931 | -8.60 | 9914.00 |
23 | 2010.01.22 10:12 | sell | 13 | 0.10 | 1.62538 | 1.62624 | 1.61968 | ||
24 | 2010.01.22 10:15 | modify | 11 | 0.10 | 1.62650 | 1.62646 | 1.62080 | ||
25 | 2010.01.22 10:20 | modify | 13 | 0.10 | 1.62538 | 1.62497 | 1.61968 | ||
26 | 2010.01.22 10:22 | modify | 11 | 0.10 | 1.62650 | 1.62571 | 1.62080 | ||
27 | 2010.01.22 10:25 | modify | 11 | 0.10 | 1.62650 | 1.62534 | 1.62080 | ||
28 | 2010.01.22 10:27 | modify | 8 | 0.10 | 1.62638 | 1.62575 | 1.62068 | ||
29 | 2010.01.22 10:30 | modify | 11 | 0.10 | 1.62650 | 1.62510 | 1.62080 | ||
30 | 2010.01.22 10:37 | s/l | 11 | 0.10 | 1.62510 | 1.62510 | 1.62080 | 14.00 | 9928.00 |
31 | 2010.01.22 10:37 | s/l | 13 | 0.10 | 1.62497 | 1.62497 | 1.61968 | 4.10 | 9932.10 |
32 | 2010.01.22 10:40 | modify | 8 | 0.10 | 1.62638 | 1.62498 | 1.62068 | ||
33 | 2010.01.22 10:45 | modify | 8 | 0.10 | 1.62638 | 1.62329 | 1.62068 | ||
34 | 2010.01.22 10:50 | t/p | 8 | 0.10 | 1.62068 | 1.62329 | 1.62068 | 57.00 | 9989.10 |
35 | 2010.02.17 18:15 | buy | 14 | 0.10 | 1.57197 | 1.57111 | 1.57767 | ||
36 | 2010.02.17 18:17 | buy | 15 | 0.10 | 1.57177 | 1.57091 | 1.57747 | ||
37 | 2010.02.17 18:20 | buy | 16 | 0.10 | 1.57259 | 1.57173 | 1.57829 | ||
38 | 2010.02.17 18:22 | s/l | 16 | 0.10 | 1.57173 | 1.57173 | 1.57829 | -8.60 | 9980.50 |
39 | 2010.02.17 18:22 | buy | 17 | 0.10 | 1.57218 | 1.57132 | 1.57788 | ||
40 | 2010.02.17 18:25 | buy | 18 | 0.10 | 1.57238 | 1.57152 | 1.57808 | ||
41 | 2010.02.17 18:27 | s/l | 17 | 0.10 | 1.57132 | 1.57132 | 1.57788 | -8.60 | 9971.90 |
42 | 2010.02.17 18:27 | s/l | 18 | 0.10 | 1.57152 | 1.57152 | 1.57808 | -8.60 | 9963.30 |
43 | 2010.02.17 18:27 | buy | 19 | 0.10 | 1.57177 | 1.57091 | 1.57747 | ||
44 | 2010.02.17 18:35 | s/l | 14 | 0.10 | 1.57111 | 1.57111 | 1.57767 | -8.60 | 9954.70 |
45 | 2010.02.17 18:35 | s/l | 15 | 0.10 | 1.57091 | 1.57091 | 1.57747 | -8.60 | 9946.10 |
46 | 2010.02.17 18:35 | s/l | 19 | 0.10 | 1.57091 | 1.57091 | 1.57747 | -8.60 | 9937.50 |