Strategy Tester Report
gpfTCPivotLimit
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; SndMl=true; isFloatLots=false; DcF=3; MaxR=0.02; TgtProfit=1; Trailing=30; isTradeDay=false; isTrace=false; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -280.27 | Gross profit | 415.01 | Gross loss | -695.28 |
Profit factor | 0.60 | Expected payoff | -8.76 | ||
Absolute drawdown | 382.57 | Maximal drawdown | 474.17 (4.70%) | Relative drawdown | 4.70% (474.17) |
Total trades | 32 | Short positions (won %) | 11 (81.82%) | Long positions (won %) | 21 (76.19%) |
Profit trades (% of total) | 25 (78.13%) | Loss trades (% of total) | 7 (21.88%) | ||
Largest | profit trade | 68.20 | loss trade | -121.97 | |
Average | profit trade | 16.60 | loss trade | -99.33 | |
Maximum | consecutive wins (profit in money) | 6 (137.93) | consecutive losses (loss in money) | 2 (-210.70) | |
Maximal | consecutive profit (count of wins) | 137.93 (6) | consecutive loss (count of losses) | -210.70 (2) | |
Average | consecutive wins | 4 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 13:00 | sell | 1 | 0.10 | 1.62197 | 1.63302 | 1.60492 | ||
2 | 2010.01.04 14:00 | modify | 1 | 0.10 | 1.62197 | 1.61515 | 1.60492 | ||
3 | 2010.01.04 14:10 | s/l | 1 | 0.10 | 1.61515 | 1.61515 | 1.60492 | 68.20 | 10068.20 |
4 | 2010.01.05 16:00 | buy | 2 | 0.10 | 1.60461 | 1.59447 | 1.62007 | ||
5 | 2010.01.06 01:50 | s/l | 2 | 0.10 | 1.59447 | 1.59447 | 1.62007 | -101.39 | 9966.81 |
6 | 2010.01.07 21:00 | buy | 3 | 0.10 | 1.59440 | 1.58758 | 1.60672 | ||
7 | 2010.01.08 09:00 | modify | 3 | 0.10 | 1.59440 | 1.59670 | 1.60672 | ||
8 | 2010.01.08 09:02 | s/l | 3 | 0.10 | 1.59670 | 1.59670 | 1.60672 | 23.01 | 9989.82 |
9 | 2010.01.08 12:00 | sell | 4 | 0.10 | 1.60151 | 1.61219 | 1.58607 | ||
10 | 2010.01.08 13:00 | modify | 4 | 0.10 | 1.60151 | 1.60124 | 1.58607 | ||
11 | 2010.01.08 13:07 | s/l | 4 | 0.10 | 1.60124 | 1.60124 | 1.58607 | 2.70 | 9992.52 |
12 | 2010.01.11 22:00 | sell | 5 | 0.10 | 1.61057 | 1.62104 | 1.59198 | ||
13 | 2010.01.12 02:00 | modify | 5 | 0.10 | 1.61057 | 1.60897 | 1.59198 | ||
14 | 2010.01.12 02:15 | s/l | 5 | 0.10 | 1.60897 | 1.60897 | 1.59198 | 15.75 | 10008.27 |
15 | 2010.01.12 18:00 | sell | 6 | 0.10 | 1.61788 | 1.62563 | 1.60496 | ||
16 | 2010.01.12 19:00 | modify | 6 | 0.10 | 1.61788 | 1.61735 | 1.60496 | ||
17 | 2010.01.12 20:15 | s/l | 6 | 0.10 | 1.61735 | 1.61735 | 1.60496 | 5.30 | 10013.57 |
18 | 2010.01.13 09:00 | sell | 7 | 0.10 | 1.62129 | 1.62732 | 1.60879 | ||
19 | 2010.01.13 12:33 | s/l | 7 | 0.10 | 1.62732 | 1.62732 | 1.60879 | -60.30 | 9953.27 |
20 | 2010.01.14 21:00 | sell | 8 | 0.10 | 1.63318 | 1.64068 | 1.61653 | ||
21 | 2010.01.14 22:00 | modify | 8 | 0.10 | 1.63318 | 1.63287 | 1.61653 | ||
22 | 2010.01.14 22:10 | s/l | 8 | 0.10 | 1.63287 | 1.63287 | 1.61653 | 3.10 | 9956.37 |
23 | 2010.01.14 23:00 | sell | 9 | 0.10 | 1.63328 | 1.64068 | 1.61653 | ||
24 | 2010.01.15 02:00 | modify | 9 | 0.10 | 1.63328 | 1.63248 | 1.61653 | ||
25 | 2010.01.15 02:20 | s/l | 9 | 0.10 | 1.63248 | 1.63248 | 1.61653 | 7.75 | 9964.12 |
26 | 2010.01.15 13:00 | buy | 10 | 0.10 | 1.62900 | 1.62133 | 1.63717 | ||
27 | 2010.01.15 14:00 | modify | 10 | 0.10 | 1.62900 | 1.63055 | 1.63717 | ||
28 | 2010.01.15 14:20 | s/l | 10 | 0.10 | 1.63055 | 1.63055 | 1.63717 | 15.50 | 9979.62 |
29 | 2010.01.18 15:00 | sell | 11 | 0.10 | 1.63056 | 1.64194 | 1.61932 | ||
30 | 2010.01.19 02:20 | s/l | 11 | 0.10 | 1.64194 | 1.64194 | 1.61932 | -114.05 | 9865.57 |
31 | 2010.01.19 12:00 | sell | 12 | 0.10 | 1.63826 | 1.64546 | 1.62705 | ||
32 | 2010.01.19 13:00 | modify | 12 | 0.10 | 1.63826 | 1.63429 | 1.62705 | ||
33 | 2010.01.19 14:00 | modify | 12 | 0.10 | 1.63826 | 1.63379 | 1.62705 | ||
34 | 2010.01.19 14:15 | s/l | 12 | 0.10 | 1.63379 | 1.63379 | 1.62705 | 44.70 | 9910.27 |
35 | 2010.01.20 08:00 | buy | 13 | 0.10 | 1.63182 | 1.62313 | 1.64425 | ||
36 | 2010.01.21 08:50 | s/l | 13 | 0.10 | 1.62313 | 1.62313 | 1.64425 | -86.87 | 9823.40 |
37 | 2010.01.22 19:00 | buy | 14 | 0.10 | 1.61337 | 1.60243 | 1.62952 | ||
38 | 2010.01.25 09:00 | modify | 14 | 0.10 | 1.61337 | 1.61360 | 1.62952 | ||
39 | 2010.01.25 09:15 | s/l | 14 | 0.10 | 1.61360 | 1.61360 | 1.62952 | 2.31 | 9825.71 |
40 | 2010.01.25 19:00 | sell | 15 | 0.10 | 1.62308 | 1.63647 | 1.60307 | ||
41 | 2010.01.26 05:00 | modify | 15 | 0.10 | 1.62308 | 1.62251 | 1.60307 | ||
42 | 2010.01.26 05:07 | s/l | 15 | 0.10 | 1.62251 | 1.62251 | 1.60307 | 5.45 | 9831.16 |
43 | 2010.01.26 20:00 | buy | 16 | 0.10 | 1.61564 | 1.60362 | 1.63049 | ||
44 | 2010.01.27 11:00 | modify | 16 | 0.10 | 1.61564 | 1.61828 | 1.63049 | ||
45 | 2010.01.27 11:07 | s/l | 16 | 0.10 | 1.61828 | 1.61828 | 1.63049 | 26.41 | 9857.57 |
46 | 2010.02.01 11:00 | buy | 17 | 0.10 | 1.59207 | 1.58445 | 1.61165 | ||
47 | 2010.02.01 15:00 | modify | 17 | 0.10 | 1.59207 | 1.59209 | 1.61165 | ||
48 | 2010.02.01 15:02 | s/l | 17 | 0.10 | 1.59209 | 1.59209 | 1.61165 | 0.20 | 9857.77 |
49 | 2010.02.01 18:00 | buy | 18 | 0.10 | 1.59238 | 1.58445 | 1.61165 | ||
50 | 2010.02.01 19:00 | modify | 18 | 0.10 | 1.59238 | 1.59451 | 1.61165 | ||
51 | 2010.02.01 19:02 | s/l | 18 | 0.10 | 1.59451 | 1.59451 | 1.61165 | 21.30 | 9879.07 |
52 | 2010.02.04 14:00 | buy | 19 | 0.10 | 1.58619 | 1.57562 | 1.60216 | ||
53 | 2010.02.04 17:16 | s/l | 19 | 0.10 | 1.57562 | 1.57562 | 1.60216 | -105.70 | 9773.37 |
54 | 2010.02.05 13:00 | buy | 20 | 0.10 | 1.57218 | 1.56168 | 1.58792 | ||
55 | 2010.02.05 15:50 | s/l | 20 | 0.10 | 1.56168 | 1.56168 | 1.58792 | -105.00 | 9668.37 |
56 | 2010.02.08 09:00 | buy | 21 | 0.10 | 1.55674 | 1.54397 | 1.57565 | ||
57 | 2010.02.08 10:00 | modify | 21 | 0.10 | 1.55674 | 1.56151 | 1.57565 | ||
58 | 2010.02.08 10:10 | s/l | 21 | 0.10 | 1.56151 | 1.56151 | 1.57565 | 47.70 | 9716.07 |
59 | 2010.02.10 18:00 | buy | 22 | 0.10 | 1.56052 | 1.54865 | 1.57842 | ||
60 | 2010.02.10 19:00 | modify | 22 | 0.10 | 1.56052 | 1.56090 | 1.57842 | ||
61 | 2010.02.10 19:02 | s/l | 22 | 0.10 | 1.56090 | 1.56090 | 1.57842 | 3.80 | 9719.87 |
62 | 2010.02.10 20:00 | buy | 23 | 0.10 | 1.56007 | 1.54865 | 1.57842 | ||
63 | 2010.02.11 01:00 | modify | 23 | 0.10 | 1.56007 | 1.56038 | 1.57842 | ||
64 | 2010.02.11 02:00 | modify | 23 | 0.10 | 1.56007 | 1.56155 | 1.57842 | ||
65 | 2010.02.11 03:00 | modify | 23 | 0.10 | 1.56007 | 1.56347 | 1.57842 | ||
66 | 2010.02.11 03:20 | s/l | 23 | 0.10 | 1.56347 | 1.56347 | 1.57842 | 34.03 | 9753.90 |
67 | 2010.02.12 13:00 | buy | 24 | 0.10 | 1.56160 | 1.54996 | 1.57543 | ||
68 | 2010.02.12 15:00 | modify | 24 | 0.10 | 1.56160 | 1.56261 | 1.57543 | ||
69 | 2010.02.12 15:10 | s/l | 24 | 0.10 | 1.56261 | 1.56261 | 1.57543 | 10.10 | 9764.00 |
70 | 2010.02.12 17:00 | buy | 25 | 0.10 | 1.56436 | 1.54996 | 1.57543 | ||
71 | 2010.02.12 18:00 | modify | 25 | 0.10 | 1.56436 | 1.56645 | 1.57543 | ||
72 | 2010.02.12 18:02 | s/l | 25 | 0.10 | 1.56645 | 1.56645 | 1.57543 | 20.90 | 9784.90 |
73 | 2010.02.16 10:00 | sell | 26 | 0.10 | 1.57101 | 1.57746 | 1.56116 | ||
74 | 2010.02.16 11:00 | modify | 26 | 0.10 | 1.57101 | 1.56887 | 1.56116 | ||
75 | 2010.02.16 11:10 | s/l | 26 | 0.10 | 1.56887 | 1.56887 | 1.56116 | 21.40 | 9806.30 |
76 | 2010.02.17 21:00 | buy | 27 | 0.10 | 1.56892 | 1.55672 | 1.58423 | ||
77 | 2010.02.18 14:50 | s/l | 27 | 0.10 | 1.55672 | 1.55672 | 1.58423 | -121.97 | 9684.33 |
78 | 2010.02.19 09:00 | buy | 28 | 0.10 | 1.54107 | 1.53278 | 1.56218 | ||
79 | 2010.02.19 16:00 | modify | 28 | 0.10 | 1.54107 | 1.54144 | 1.56218 | ||
80 | 2010.02.19 16:05 | s/l | 28 | 0.10 | 1.54144 | 1.54144 | 1.56218 | 3.70 | 9688.03 |
81 | 2010.02.19 18:00 | buy | 29 | 0.10 | 1.54365 | 1.53278 | 1.56218 | ||
82 | 2010.02.19 19:00 | modify | 29 | 0.10 | 1.54365 | 1.54514 | 1.56218 | ||
83 | 2010.02.19 19:15 | s/l | 29 | 0.10 | 1.54514 | 1.54514 | 1.56218 | 14.90 | 9702.93 |
84 | 2010.02.23 17:00 | buy | 30 | 0.10 | 1.54510 | 1.53860 | 1.55249 | ||
85 | 2010.02.23 18:00 | modify | 30 | 0.10 | 1.54510 | 1.54601 | 1.55249 | ||
86 | 2010.02.23 18:10 | s/l | 30 | 0.10 | 1.54601 | 1.54601 | 1.55249 | 9.10 | 9712.03 |
87 | 2010.02.23 20:00 | buy | 31 | 0.10 | 1.54374 | 1.53860 | 1.55249 | ||
88 | 2010.02.23 21:00 | modify | 31 | 0.10 | 1.54374 | 1.54404 | 1.55249 | ||
89 | 2010.02.23 21:10 | s/l | 31 | 0.10 | 1.54404 | 1.54404 | 1.55249 | 3.00 | 9715.03 |
90 | 2010.02.26 18:00 | buy | 32 | 0.10 | 1.52400 | 1.50565 | 1.53882 | ||
91 | 2010.02.26 21:00 | modify | 32 | 0.10 | 1.52400 | 1.52447 | 1.53882 | ||
92 | 2010.02.26 21:20 | s/l | 32 | 0.10 | 1.52447 | 1.52447 | 1.53882 | 4.70 | 9719.73 |