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; 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 | -324.26 | Gross profit | 389.52 | Gross loss | -713.78 |
Profit factor | 0.55 | Expected payoff | -10.46 | ||
Absolute drawdown | 421.37 | Maximal drawdown | 505.57 (5.01%) | Relative drawdown | 5.01% (505.57) |
Total trades | 31 | Short positions (won %) | 10 (80.00%) | Long positions (won %) | 21 (76.19%) |
Profit trades (% of total) | 24 (77.42%) | Loss trades (% of total) | 7 (22.58%) | ||
Largest | profit trade | 64.50 | loss trade | -125.67 | |
Average | profit trade | 16.23 | loss trade | -101.97 | |
Maximum | consecutive wins (profit in money) | 6 (115.73) | consecutive losses (loss in money) | 2 (-218.10) | |
Maximal | consecutive profit (count of wins) | 115.73 (6) | consecutive loss (count of losses) | -218.10 (2) | |
Average | consecutive wins | 3 | 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 | 1.61552 | 1.60492 | ||
3 | 2010.01.04 14:10 | s/l | 1 | 0.10 | 1.61552 | 1.61552 | 1.60492 | 64.50 | 10064.50 |
4 | 2010.01.05 16:00 | buy | 2 | 0.10 | 1.60498 | 1.59447 | 1.62007 | ||
5 | 2010.01.06 01:50 | s/l | 2 | 0.10 | 1.59447 | 1.59447 | 1.62007 | -105.09 | 9959.41 |
6 | 2010.01.07 21:00 | buy | 3 | 0.10 | 1.59477 | 1.58758 | 1.60672 | ||
7 | 2010.01.08 09:00 | modify | 3 | 0.10 | 1.59477 | 1.59670 | 1.60672 | ||
8 | 2010.01.08 09:02 | s/l | 3 | 0.10 | 1.59670 | 1.59670 | 1.60672 | 19.31 | 9978.72 |
9 | 2010.01.08 12:00 | sell | 4 | 0.10 | 1.60151 | 1.61219 | 1.58607 | ||
10 | 2010.01.08 14:00 | modify | 4 | 0.10 | 1.60151 | 1.59873 | 1.58607 | ||
11 | 2010.01.08 14:10 | s/l | 4 | 0.10 | 1.59873 | 1.59873 | 1.58607 | 27.80 | 10006.52 |
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 | 1.60934 | 1.59198 | ||
14 | 2010.01.12 02:15 | s/l | 5 | 0.10 | 1.60934 | 1.60934 | 1.59198 | 12.05 | 10018.57 |
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 | 1.61772 | 1.60496 | ||
17 | 2010.01.12 20:15 | s/l | 6 | 0.10 | 1.61772 | 1.61772 | 1.60496 | 1.60 | 10020.17 |
18 | 2010.01.13 09:00 | sell | 7 | 0.10 | 1.62129 | 1.62732 | 1.60879 | ||
19 | 2010.01.13 12:20 | s/l | 7 | 0.10 | 1.62732 | 1.62732 | 1.60879 | -60.30 | 9959.87 |
20 | 2010.01.14 21:00 | sell | 8 | 0.10 | 1.63318 | 1.64068 | 1.61653 | ||
21 | 2010.01.15 02:00 | modify | 8 | 0.10 | 1.63318 | 1.63285 | 1.61653 | ||
22 | 2010.01.15 02:20 | s/l | 8 | 0.10 | 1.63285 | 1.63285 | 1.61653 | 3.05 | 9962.92 |
23 | 2010.01.15 13:00 | buy | 9 | 0.10 | 1.62937 | 1.62133 | 1.63717 | ||
24 | 2010.01.15 14:00 | modify | 9 | 0.10 | 1.62937 | 1.63055 | 1.63717 | ||
25 | 2010.01.15 14:20 | s/l | 9 | 0.10 | 1.63055 | 1.63055 | 1.63717 | 11.80 | 9974.72 |
26 | 2010.01.18 15:00 | sell | 10 | 0.10 | 1.63056 | 1.64194 | 1.61932 | ||
27 | 2010.01.19 01:50 | s/l | 10 | 0.10 | 1.64194 | 1.64194 | 1.61932 | -114.05 | 9860.67 |
28 | 2010.01.19 12:00 | sell | 11 | 0.10 | 1.63826 | 1.64546 | 1.62705 | ||
29 | 2010.01.19 13:00 | modify | 11 | 0.10 | 1.63826 | 1.63466 | 1.62705 | ||
30 | 2010.01.19 14:00 | modify | 11 | 0.10 | 1.63826 | 1.63416 | 1.62705 | ||
31 | 2010.01.19 14:15 | s/l | 11 | 0.10 | 1.63416 | 1.63416 | 1.62705 | 41.00 | 9901.67 |
32 | 2010.01.20 08:00 | buy | 12 | 0.10 | 1.63219 | 1.62313 | 1.64425 | ||
33 | 2010.01.21 08:50 | s/l | 12 | 0.10 | 1.62313 | 1.62313 | 1.64425 | -90.57 | 9811.10 |
34 | 2010.01.22 19:00 | buy | 13 | 0.10 | 1.61374 | 1.60243 | 1.62952 | ||
35 | 2010.01.25 10:00 | modify | 13 | 0.10 | 1.61374 | 1.61587 | 1.62952 | ||
36 | 2010.01.25 10:15 | s/l | 13 | 0.10 | 1.61587 | 1.61587 | 1.62952 | 21.31 | 9832.41 |
37 | 2010.01.25 19:00 | sell | 14 | 0.10 | 1.62308 | 1.63647 | 1.60307 | ||
38 | 2010.01.26 05:00 | modify | 14 | 0.10 | 1.62308 | 1.62288 | 1.60307 | ||
39 | 2010.01.26 05:07 | s/l | 14 | 0.10 | 1.62288 | 1.62288 | 1.60307 | 1.75 | 9834.16 |
40 | 2010.01.26 20:00 | buy | 15 | 0.10 | 1.61601 | 1.60362 | 1.63049 | ||
41 | 2010.01.27 11:00 | modify | 15 | 0.10 | 1.61601 | 1.61828 | 1.63049 | ||
42 | 2010.01.27 11:07 | s/l | 15 | 0.10 | 1.61828 | 1.61828 | 1.63049 | 22.71 | 9856.87 |
43 | 2010.02.01 11:00 | buy | 16 | 0.10 | 1.59244 | 1.58445 | 1.61165 | ||
44 | 2010.02.01 16:00 | modify | 16 | 0.10 | 1.59244 | 1.59272 | 1.61165 | ||
45 | 2010.02.01 16:10 | s/l | 16 | 0.10 | 1.59272 | 1.59272 | 1.61165 | 2.80 | 9859.67 |
46 | 2010.02.01 18:00 | buy | 17 | 0.10 | 1.59275 | 1.58445 | 1.61165 | ||
47 | 2010.02.01 19:00 | modify | 17 | 0.10 | 1.59275 | 1.59451 | 1.61165 | ||
48 | 2010.02.01 19:02 | s/l | 17 | 0.10 | 1.59451 | 1.59451 | 1.61165 | 17.60 | 9877.27 |
49 | 2010.02.04 14:00 | buy | 18 | 0.10 | 1.58656 | 1.57562 | 1.60216 | ||
50 | 2010.02.04 17:16 | s/l | 18 | 0.10 | 1.57562 | 1.57562 | 1.60216 | -109.40 | 9767.87 |
51 | 2010.02.05 13:00 | buy | 19 | 0.10 | 1.57255 | 1.56168 | 1.58792 | ||
52 | 2010.02.05 15:50 | s/l | 19 | 0.10 | 1.56168 | 1.56168 | 1.58792 | -108.70 | 9659.17 |
53 | 2010.02.08 09:00 | buy | 20 | 0.10 | 1.55711 | 1.54397 | 1.57565 | ||
54 | 2010.02.08 10:00 | modify | 20 | 0.10 | 1.55711 | 1.56151 | 1.57565 | ||
55 | 2010.02.08 10:10 | s/l | 20 | 0.10 | 1.56151 | 1.56151 | 1.57565 | 44.00 | 9703.17 |
56 | 2010.02.10 18:00 | buy | 21 | 0.10 | 1.56089 | 1.54865 | 1.57842 | ||
57 | 2010.02.10 19:00 | modify | 21 | 0.10 | 1.56089 | 1.56090 | 1.57842 | ||
58 | 2010.02.10 19:02 | s/l | 21 | 0.10 | 1.56090 | 1.56090 | 1.57842 | 0.10 | 9703.27 |
59 | 2010.02.10 20:00 | buy | 22 | 0.10 | 1.56044 | 1.54865 | 1.57842 | ||
60 | 2010.02.11 02:00 | modify | 22 | 0.10 | 1.56044 | 1.56155 | 1.57842 | ||
61 | 2010.02.11 03:00 | modify | 22 | 0.10 | 1.56044 | 1.56347 | 1.57842 | ||
62 | 2010.02.11 03:20 | s/l | 22 | 0.10 | 1.56347 | 1.56347 | 1.57842 | 30.33 | 9733.60 |
63 | 2010.02.12 13:00 | buy | 23 | 0.10 | 1.56197 | 1.54996 | 1.57543 | ||
64 | 2010.02.12 15:00 | modify | 23 | 0.10 | 1.56197 | 1.56261 | 1.57543 | ||
65 | 2010.02.12 15:10 | s/l | 23 | 0.10 | 1.56261 | 1.56261 | 1.57543 | 6.40 | 9740.00 |
66 | 2010.02.12 17:00 | buy | 24 | 0.10 | 1.56473 | 1.54996 | 1.57543 | ||
67 | 2010.02.12 18:00 | modify | 24 | 0.10 | 1.56473 | 1.56645 | 1.57543 | ||
68 | 2010.02.12 18:02 | s/l | 24 | 0.10 | 1.56645 | 1.56645 | 1.57543 | 17.20 | 9757.20 |
69 | 2010.02.16 10:00 | sell | 25 | 0.10 | 1.57101 | 1.57746 | 1.56116 | ||
70 | 2010.02.16 11:00 | modify | 25 | 0.10 | 1.57101 | 1.56924 | 1.56116 | ||
71 | 2010.02.16 11:10 | s/l | 25 | 0.10 | 1.56924 | 1.56924 | 1.56116 | 17.70 | 9774.90 |
72 | 2010.02.17 21:00 | buy | 26 | 0.10 | 1.56929 | 1.55672 | 1.58423 | ||
73 | 2010.02.18 14:50 | s/l | 26 | 0.10 | 1.55672 | 1.55672 | 1.58423 | -125.67 | 9649.23 |
74 | 2010.02.19 09:00 | buy | 27 | 0.10 | 1.54144 | 1.53278 | 1.56218 | ||
75 | 2010.02.19 16:00 | modify | 27 | 0.10 | 1.54144 | 1.54144 | 1.56218 | ||
76 | 2010.02.19 16:05 | s/l | 27 | 0.10 | 1.54144 | 1.54144 | 1.56218 | 0.00 | 9649.23 |
77 | 2010.02.19 18:00 | buy | 28 | 0.10 | 1.54402 | 1.53278 | 1.56218 | ||
78 | 2010.02.19 19:00 | modify | 28 | 0.10 | 1.54402 | 1.54514 | 1.56218 | ||
79 | 2010.02.19 19:15 | s/l | 28 | 0.10 | 1.54514 | 1.54514 | 1.56218 | 11.20 | 9660.43 |
80 | 2010.02.23 17:00 | buy | 29 | 0.10 | 1.54547 | 1.53860 | 1.55249 | ||
81 | 2010.02.23 18:00 | modify | 29 | 0.10 | 1.54547 | 1.54601 | 1.55249 | ||
82 | 2010.02.23 18:10 | s/l | 29 | 0.10 | 1.54601 | 1.54601 | 1.55249 | 5.40 | 9665.83 |
83 | 2010.02.23 20:00 | buy | 30 | 0.10 | 1.54411 | 1.53860 | 1.55249 | ||
84 | 2010.02.24 03:00 | modify | 30 | 0.10 | 1.54411 | 1.54500 | 1.55249 | ||
85 | 2010.02.24 03:20 | s/l | 30 | 0.10 | 1.54500 | 1.54500 | 1.55249 | 8.91 | 9674.74 |
86 | 2010.02.26 18:00 | buy | 31 | 0.10 | 1.52437 | 1.50565 | 1.53882 | ||
87 | 2010.02.26 21:00 | modify | 31 | 0.10 | 1.52437 | 1.52447 | 1.53882 | ||
88 | 2010.02.26 21:20 | s/l | 31 | 0.10 | 1.52447 | 1.52447 | 1.53882 | 1.00 | 9675.74 |