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=0.1; StopLoss=1000; TakeProfit=150; TrailingStop=0; ZN=1; ZM=0; per=21; d=3; depth=12; deviation=5; backstep=3; mgod=2005; porog=300; test=1; imps=30; impb=-30; k1=30; k2=60; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 593.64 | Gross profit | 1193.78 | Gross loss | -600.14 |
Profit factor | 1.99 | Expected payoff | 17.46 | ||
Absolute drawdown | 907.25 | Maximal drawdown | 1461.40 (13.85%) | Relative drawdown | 13.85% (1461.40) |
Total trades | 34 | Short positions (won %) | 16 (93.75%) | Long positions (won %) | 18 (72.22%) |
Profit trades (% of total) | 28 (82.35%) | Loss trades (% of total) | 6 (17.65%) | ||
Largest | profit trade | 450.00 | loss trade | -100.25 | |
Average | profit trade | 42.63 | loss trade | -100.02 | |
Maximum | consecutive wins (profit in money) | 12 (954.00) | consecutive losses (loss in money) | 2 (-199.96) | |
Maximal | consecutive profit (count of wins) | 954.00 (12) | consecutive loss (count of losses) | -199.96 (2) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.05 00:59 | buy | 1 | 0.10 | 1.61167 | 1.60167 | 1.61317 | ||
2 | 2010.01.05 01:20 | t/p | 1 | 0.10 | 1.61317 | 1.60167 | 1.61317 | 15.00 | 10015.00 |
3 | 2010.01.05 03:59 | buy | 2 | 0.10 | 1.60991 | 1.59991 | 1.61141 | ||
4 | 2010.01.05 05:37 | t/p | 2 | 0.10 | 1.61141 | 1.59991 | 1.61141 | 15.00 | 10030.00 |
5 | 2010.01.06 10:59 | sell | 3 | 0.10 | 1.60212 | 1.61212 | 1.60062 | ||
6 | 2010.01.06 11:20 | t/p | 3 | 0.10 | 1.60062 | 1.61212 | 1.60062 | 15.00 | 10045.00 |
7 | 2010.01.08 11:59 | sell | 4 | 0.10 | 1.60155 | 1.61155 | 1.60005 | ||
8 | 2010.01.08 13:15 | t/p | 4 | 0.10 | 1.60005 | 1.61155 | 1.60005 | 15.00 | 10060.00 |
9 | 2010.01.12 02:59 | buy | 5 | 0.10 | 1.60865 | 1.59865 | 1.61015 | ||
10 | 2010.01.12 07:10 | t/p | 5 | 0.10 | 1.61015 | 1.59865 | 1.61015 | 15.00 | 10075.00 |
11 | 2010.01.12 14:59 | sell | 6 | 0.10 | 1.61288 | 1.62288 | 1.61138 | ||
12 | 2010.01.13 08:07 | s/l | 6 | 0.10 | 1.62288 | 1.62288 | 1.61138 | -100.25 | 9974.75 |
13 | 2010.01.13 08:59 | sell | 7 | 0.10 | 1.62133 | 1.63133 | 1.61983 | ||
14 | 2010.01.13 09:07 | t/p | 7 | 0.10 | 1.61983 | 1.63133 | 1.61983 | 15.00 | 9989.75 |
15 | 2010.01.13 13:59 | sell | 8 | 0.10 | 1.62737 | 1.63737 | 1.62587 | ||
16 | 2010.01.13 16:20 | t/p | 8 | 0.10 | 1.62587 | 1.63737 | 1.62587 | 15.00 | 10004.75 |
17 | 2010.01.14 14:59 | buy | 9 | 0.10 | 1.63166 | 1.62166 | 1.63316 | ||
18 | 2010.01.14 15:02 | sell | 10 | 3.00 | 1.63200 | 1.64200 | 1.63050 | ||
19 | 2010.01.14 15:15 | t/p | 10 | 3.00 | 1.63050 | 1.64200 | 1.63050 | 450.00 | 10454.75 |
20 | 2010.01.14 18:15 | t/p | 9 | 0.10 | 1.63316 | 1.62166 | 1.63316 | 15.00 | 10469.75 |
21 | 2010.01.19 02:59 | sell | 11 | 0.10 | 1.64185 | 1.65185 | 1.64035 | ||
22 | 2010.01.19 05:20 | t/p | 11 | 0.10 | 1.64035 | 1.65185 | 1.64035 | 15.00 | 10484.75 |
23 | 2010.01.21 09:59 | buy | 12 | 0.10 | 1.61888 | 1.60888 | 1.62038 | ||
24 | 2010.01.21 15:20 | t/p | 12 | 0.10 | 1.62038 | 1.60888 | 1.62038 | 15.00 | 10499.75 |
25 | 2010.01.22 10:59 | sell | 13 | 0.10 | 1.62217 | 1.63217 | 1.62067 | ||
26 | 2010.01.22 12:20 | t/p | 13 | 0.10 | 1.62067 | 1.63217 | 1.62067 | 15.00 | 10514.75 |
27 | 2010.01.22 14:59 | buy | 14 | 0.10 | 1.61070 | 1.60070 | 1.61220 | ||
28 | 2010.01.22 16:50 | t/p | 14 | 0.10 | 1.61220 | 1.60070 | 1.61220 | 15.00 | 10529.75 |
29 | 2010.01.26 11:59 | buy | 15 | 0.10 | 1.61245 | 1.60245 | 1.61395 | ||
30 | 2010.01.26 13:50 | t/p | 15 | 0.10 | 1.61395 | 1.60245 | 1.61395 | 15.00 | 10544.75 |
31 | 2010.01.27 10:59 | buy | 16 | 0.10 | 1.61915 | 1.60915 | 1.62065 | ||
32 | 2010.01.27 11:10 | sell | 17 | 3.00 | 1.62009 | 1.63009 | 1.61859 | ||
33 | 2010.01.27 11:15 | t/p | 16 | 0.10 | 1.62065 | 1.60915 | 1.62065 | 15.00 | 10559.75 |
34 | 2010.01.27 15:32 | close | 17 | 3.00 | 1.61891 | 1.63009 | 1.61859 | 354.00 | 10913.75 |
35 | 2010.01.28 10:59 | sell | 18 | 0.10 | 1.62569 | 1.63569 | 1.62419 | ||
36 | 2010.01.28 11:40 | t/p | 18 | 0.10 | 1.62419 | 1.63569 | 1.62419 | 15.00 | 10928.75 |
37 | 2010.01.29 16:59 | buy | 19 | 0.10 | 1.60277 | 1.59277 | 1.60427 | ||
38 | 2010.02.01 09:02 | s/l | 19 | 0.10 | 1.59277 | 1.59277 | 1.60427 | -99.99 | 10828.76 |
39 | 2010.02.02 04:59 | sell | 20 | 0.10 | 1.59319 | 1.60319 | 1.59169 | ||
40 | 2010.02.02 09:20 | t/p | 20 | 0.10 | 1.59169 | 1.60319 | 1.59169 | 15.00 | 10843.76 |
41 | 2010.02.03 10:59 | sell | 21 | 0.10 | 1.60251 | 1.61251 | 1.60101 | ||
42 | 2010.02.03 11:45 | t/p | 21 | 0.10 | 1.60101 | 1.61251 | 1.60101 | 15.00 | 10858.76 |
43 | 2010.02.03 15:59 | buy | 22 | 0.10 | 1.59682 | 1.58682 | 1.59832 | ||
44 | 2010.02.04 09:20 | s/l | 22 | 0.10 | 1.58682 | 1.58682 | 1.59832 | -99.97 | 10758.79 |
45 | 2010.02.04 11:59 | buy | 23 | 0.10 | 1.58504 | 1.57504 | 1.58654 | ||
46 | 2010.02.04 13:20 | t/p | 23 | 0.10 | 1.58654 | 1.57504 | 1.58654 | 15.00 | 10773.79 |
47 | 2010.02.09 13:59 | buy | 24 | 0.10 | 1.56394 | 1.55394 | 1.56544 | ||
48 | 2010.02.09 17:45 | t/p | 24 | 0.10 | 1.56544 | 1.55394 | 1.56544 | 15.00 | 10788.79 |
49 | 2010.02.10 14:59 | buy | 25 | 0.10 | 1.56187 | 1.55187 | 1.56337 | ||
50 | 2010.02.11 01:45 | t/p | 25 | 0.10 | 1.56337 | 1.55187 | 1.56337 | 15.03 | 10803.82 |
51 | 2010.02.15 13:59 | sell | 26 | 0.10 | 1.56874 | 1.57874 | 1.56724 | ||
52 | 2010.02.15 14:16 | t/p | 26 | 0.10 | 1.56724 | 1.57874 | 1.56724 | 15.00 | 10818.82 |
53 | 2010.02.16 10:59 | sell | 27 | 0.10 | 1.56813 | 1.57813 | 1.56663 | ||
54 | 2010.02.16 15:10 | t/p | 27 | 0.10 | 1.56663 | 1.57813 | 1.56663 | 15.00 | 10833.82 |
55 | 2010.02.16 16:59 | buy | 28 | 0.10 | 1.56800 | 1.55800 | 1.56950 | ||
56 | 2010.02.16 17:15 | t/p | 28 | 0.10 | 1.56950 | 1.55800 | 1.56950 | 15.00 | 10848.82 |
57 | 2010.02.16 19:59 | sell | 29 | 0.10 | 1.57895 | 1.58895 | 1.57745 | ||
58 | 2010.02.17 02:45 | t/p | 29 | 0.10 | 1.57745 | 1.58895 | 1.57745 | 14.75 | 10863.57 |
59 | 2010.02.17 18:59 | buy | 30 | 0.10 | 1.57006 | 1.56006 | 1.57156 | ||
60 | 2010.02.18 10:40 | s/l | 30 | 0.10 | 1.56006 | 1.56006 | 1.57156 | -99.97 | 10763.60 |
61 | 2010.02.18 23:59 | buy | 31 | 0.10 | 1.54854 | 1.53854 | 1.55004 | ||
62 | 2010.02.19 07:16 | s/l | 31 | 0.10 | 1.53854 | 1.53854 | 1.55004 | -99.99 | 10663.61 |
63 | 2010.02.23 06:59 | sell | 32 | 0.10 | 1.55274 | 1.56274 | 1.55124 | ||
64 | 2010.02.23 10:15 | t/p | 32 | 0.10 | 1.55124 | 1.56274 | 1.55124 | 15.00 | 10678.61 |
65 | 2010.02.24 19:59 | buy | 33 | 0.10 | 1.54158 | 1.53158 | 1.54308 | ||
66 | 2010.02.25 09:50 | s/l | 33 | 0.10 | 1.53158 | 1.53158 | 1.54308 | -99.97 | 10578.64 |
67 | 2010.02.26 14:59 | buy | 34 | 0.10 | 1.51989 | 1.50989 | 1.52139 | ||
68 | 2010.02.26 16:45 | t/p | 34 | 0.10 | 1.52139 | 1.50989 | 1.52139 | 15.00 | 10593.64 |