Strategy Tester Report
Hans123Trader_v2
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 | BeginSession1=6; EndSession1=10; BeginSession2=10; EndSession2=14; Spread=4; ClsOnlUnprTX=1; AtMarketIfPendingImpossible=1; TrailingStop=0; TakeProfit=0; InitialStopLoss=0; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -9926.80 | Gross profit | 11655.00 | Gross loss | -21581.80 |
Profit factor | 0.54 | Expected payoff | -283.62 | ||
Absolute drawdown | 9926.80 | Maximal drawdown | 10750.80 (99.32%) | Relative drawdown | 99.32% (10750.80) |
Total trades | 35 | Short positions (won %) | 23 (95.65%) | Long positions (won %) | 12 (83.33%) |
Profit trades (% of total) | 32 (91.43%) | Loss trades (% of total) | 3 (8.57%) | ||
Largest | profit trade | 972.60 | loss trade | -11461.00 | |
Average | profit trade | 364.22 | loss trade | -7193.93 | |
Maximum | consecutive wins (profit in money) | 17 (4295.60) | consecutive losses (loss in money) | 2 (-21581.00) | |
Maximal | consecutive profit (count of wins) | 7359.40 (15) | consecutive loss (count of losses) | -21581.00 (2) | |
Average | consecutive wins | 16 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 10:00 | buy stop | 1 | 1.00 | 1.61583 | 0.00000 | 0.00000 | ||
2 | 2010.01.04 10:00 | sell stop | 2 | 1.00 | 1.60562 | 0.00000 | 0.00000 | ||
3 | 2010.01.04 10:05 | buy | 1 | 1.00 | 1.61583 | 0.00000 | 0.00000 | ||
4 | 2010.01.04 14:00 | buy stop | 3 | 1.00 | 1.62412 | 0.00000 | 0.00000 | ||
5 | 2010.01.04 14:00 | sell stop | 4 | 1.00 | 1.61373 | 0.00000 | 0.00000 | ||
6 | 2010.01.04 16:20 | sell | 4 | 1.00 | 1.61373 | 0.00000 | 0.00000 | ||
7 | 2010.01.04 23:59 | expiration | 2 | 1.00 | 1.60562 | 0.00000 | 0.00000 | ||
8 | 2010.01.04 23:59 | expiration | 3 | 1.00 | 1.62412 | 0.00000 | 0.00000 | ||
9 | 2010.01.05 00:00 | close | 4 | 1.00 | 1.60896 | 0.00000 | 0.00000 | 474.60 | 10474.60 |
10 | 2010.01.05 10:00 | sell stop | 5 | 1.00 | 1.60263 | 0.00000 | 0.00000 | ||
11 | 2010.01.05 11:20 | sell | 5 | 1.00 | 1.60263 | 0.00000 | 0.00000 | ||
12 | 2010.01.05 14:00 | buy stop | 6 | 1.00 | 1.60544 | 0.00000 | 0.00000 | ||
13 | 2010.01.05 14:00 | sell stop | 7 | 1.00 | 1.59868 | 0.00000 | 0.00000 | ||
14 | 2010.01.05 16:15 | buy | 6 | 1.00 | 1.60544 | 0.00000 | 0.00000 | ||
15 | 2010.01.05 17:50 | sell | 7 | 1.00 | 1.59868 | 0.00000 | 0.00000 | ||
16 | 2010.01.06 00:00 | close | 5 | 1.00 | 1.59878 | 0.00000 | 0.00000 | 382.60 | 10857.20 |
17 | 2010.01.06 02:00 | close | 7 | 1.00 | 1.59658 | 0.00000 | 0.00000 | 207.60 | 11064.80 |
18 | 2010.01.06 10:00 | sell stop | 8 | 1.00 | 1.59491 | 0.00000 | 0.00000 | ||
19 | 2010.01.06 14:00 | sell stop | 9 | 1.00 | 1.59586 | 0.00000 | 0.00000 | ||
20 | 2010.01.06 14:07 | sell | 9 | 1.00 | 1.59586 | 0.00000 | 0.00000 | ||
21 | 2010.01.06 15:50 | sell | 8 | 1.00 | 1.59491 | 0.00000 | 0.00000 | ||
22 | 2010.01.07 09:00 | close | 9 | 1.00 | 1.59530 | 0.00000 | 0.00000 | 48.80 | 11113.60 |
23 | 2010.01.07 10:00 | close | 8 | 1.00 | 1.59247 | 0.00000 | 0.00000 | 236.80 | 11350.40 |
24 | 2010.01.07 10:00 | sell stop | 10 | 1.00 | 1.59099 | 0.00000 | 0.00000 | ||
25 | 2010.01.07 11:50 | sell | 10 | 1.00 | 1.59099 | 0.00000 | 0.00000 | ||
26 | 2010.01.07 14:00 | sell stop | 11 | 1.00 | 1.58948 | 0.00000 | 0.00000 | ||
27 | 2010.01.07 23:59 | expiration | 11 | 1.00 | 1.58948 | 0.00000 | 0.00000 | ||
28 | 2010.01.08 15:00 | close | 6 | 1.00 | 1.60904 | 0.00000 | 0.00000 | 360.00 | 11710.40 |
29 | 2010.01.11 12:00 | close | 1 | 1.00 | 1.61653 | 0.00000 | 0.00000 | 70.00 | 11780.40 |
30 | 2010.01.11 14:00 | buy stop | 12 | 1.00 | 1.61932 | 0.00000 | 0.00000 | ||
31 | 2010.01.11 14:00 | sell stop | 13 | 1.00 | 1.61398 | 0.00000 | 0.00000 | ||
32 | 2010.01.11 15:15 | sell | 13 | 1.00 | 1.61398 | 0.00000 | 0.00000 | ||
33 | 2010.01.11 23:59 | expiration | 12 | 1.00 | 1.61932 | 0.00000 | 0.00000 | ||
34 | 2010.01.12 00:00 | close | 13 | 1.00 | 1.61156 | 0.00000 | 0.00000 | 239.60 | 12020.00 |
35 | 2010.01.12 10:00 | buy stop | 14 | 1.00 | 1.61278 | 0.00000 | 0.00000 | ||
36 | 2010.01.12 10:45 | buy | 14 | 1.00 | 1.61278 | 0.00000 | 0.00000 | ||
37 | 2010.01.12 14:00 | buy stop | 15 | 1.00 | 1.61718 | 0.00000 | 0.00000 | ||
38 | 2010.01.12 14:00 | sell stop | 16 | 1.00 | 1.61101 | 0.00000 | 0.00000 | ||
39 | 2010.01.12 16:20 | buy | 15 | 1.00 | 1.61718 | 0.00000 | 0.00000 | ||
40 | 2010.01.12 23:59 | expiration | 16 | 1.00 | 1.61101 | 0.00000 | 0.00000 | ||
41 | 2010.01.13 00:00 | close | 14 | 1.00 | 1.61674 | 0.00000 | 0.00000 | 396.00 | 12416.00 |
42 | 2010.01.13 06:00 | close | 15 | 1.00 | 1.61867 | 0.00000 | 0.00000 | 149.00 | 12565.00 |
43 | 2010.01.13 10:00 | buy stop | 17 | 1.00 | 1.62330 | 0.00000 | 0.00000 | ||
44 | 2010.01.13 10:15 | buy | 17 | 1.00 | 1.62330 | 0.00000 | 0.00000 | ||
45 | 2010.01.13 14:00 | buy stop | 18 | 1.00 | 1.62941 | 0.00000 | 0.00000 | ||
46 | 2010.01.13 14:00 | sell stop | 19 | 1.00 | 1.62287 | 0.00000 | 0.00000 | ||
47 | 2010.01.13 18:15 | buy | 18 | 1.00 | 1.62941 | 0.00000 | 0.00000 | ||
48 | 2010.01.13 23:59 | expiration | 19 | 1.00 | 1.62287 | 0.00000 | 0.00000 | ||
49 | 2010.01.14 00:00 | close | 17 | 1.00 | 1.62648 | 0.00000 | 0.00000 | 318.00 | 12883.00 |
50 | 2010.01.14 02:00 | close | 18 | 1.00 | 1.63012 | 0.00000 | 0.00000 | 71.00 | 12954.00 |
51 | 2010.01.14 10:00 | buy stop | 20 | 1.00 | 1.63076 | 0.00000 | 0.00000 | ||
52 | 2010.01.14 10:20 | buy | 20 | 1.00 | 1.63076 | 0.00000 | 0.00000 | ||
53 | 2010.01.14 14:00 | buy stop | 21 | 1.00 | 1.62916 | 0.00000 | 0.00000 | ||
54 | 2010.01.14 14:00 | sell stop | 22 | 1.00 | 1.62491 | 0.00000 | 0.00000 | ||
55 | 2010.01.14 14:40 | buy | 21 | 1.00 | 1.62916 | 0.00000 | 0.00000 | ||
56 | 2010.01.14 23:59 | expiration | 22 | 1.00 | 1.62491 | 0.00000 | 0.00000 | ||
57 | 2010.01.15 00:00 | close | 21 | 1.00 | 1.63357 | 0.00000 | 0.00000 | 441.00 | 13395.00 |
58 | 2010.01.15 00:00 | close | 20 | 1.00 | 1.63357 | 0.00000 | 0.00000 | 281.00 | 13676.00 |
59 | 2010.01.15 10:00 | buy stop | 23 | 1.00 | 1.63458 | 0.00000 | 0.00000 | ||
60 | 2010.01.15 14:00 | buy stop | 24 | 1.00 | 1.63205 | 0.00000 | 0.00000 | ||
61 | 2010.01.15 14:00 | sell stop | 25 | 1.00 | 1.62669 | 0.00000 | 0.00000 | ||
62 | 2010.01.15 14:37 | buy | 24 | 1.00 | 1.63205 | 0.00000 | 0.00000 | ||
63 | 2010.01.15 16:20 | sell | 25 | 1.00 | 1.62669 | 0.00000 | 0.00000 | ||
64 | 2010.01.18 00:00 | expiration | 23 | 1.00 | 1.63458 | 0.00000 | 0.00000 | ||
65 | 2010.01.18 02:00 | close | 25 | 1.00 | 1.62613 | 0.00000 | 0.00000 | 53.60 | 13729.60 |
66 | 2010.01.18 09:00 | close | 24 | 1.00 | 1.63227 | 0.00000 | 0.00000 | 22.00 | 13751.60 |
67 | 2010.01.18 10:00 | buy stop | 26 | 1.00 | 1.63540 | 0.00000 | 0.00000 | ||
68 | 2010.01.18 11:10 | buy | 26 | 1.00 | 1.63540 | 0.00000 | 0.00000 | ||
69 | 2010.01.18 14:00 | buy stop | 27 | 1.00 | 1.63795 | 0.00000 | 0.00000 | ||
70 | 2010.01.18 14:00 | sell stop | 28 | 1.00 | 1.63243 | 0.00000 | 0.00000 | ||
71 | 2010.01.18 14:20 | sell | 28 | 1.00 | 1.63243 | 0.00000 | 0.00000 | ||
72 | 2010.01.18 23:59 | expiration | 27 | 1.00 | 1.63795 | 0.00000 | 0.00000 | ||
73 | 2010.01.19 02:00 | close | 26 | 1.00 | 1.64084 | 0.00000 | 0.00000 | 544.00 | 14295.60 |
74 | 2010.01.19 10:00 | buy stop | 29 | 1.00 | 1.64381 | 0.00000 | 0.00000 | ||
75 | 2010.01.19 10:32 | buy | 29 | 1.00 | 1.64381 | 0.00000 | 0.00000 | ||
76 | 2010.01.19 14:00 | buy stop | 30 | 1.00 | 1.64283 | 0.00000 | 0.00000 | ||
77 | 2010.01.19 23:59 | expiration | 30 | 1.00 | 1.64283 | 0.00000 | 0.00000 | ||
78 | 2010.01.20 04:00 | close | 28 | 1.00 | 1.63239 | 0.00000 | 0.00000 | -0.80 | 14294.80 |
79 | 2010.01.20 14:00 | buy stop | 31 | 1.00 | 1.63040 | 0.00000 | 0.00000 | ||
80 | 2010.01.20 14:00 | sell stop | 32 | 1.00 | 1.62430 | 0.00000 | 0.00000 | ||
81 | 2010.01.20 15:50 | buy | 31 | 1.00 | 1.63040 | 0.00000 | 0.00000 | ||
82 | 2010.01.20 23:59 | expiration | 32 | 1.00 | 1.62430 | 0.00000 | 0.00000 | ||
83 | 2010.01.21 14:00 | sell stop | 33 | 1.00 | 1.61245 | 0.00000 | 0.00000 | ||
84 | 2010.01.21 23:59 | expiration | 33 | 1.00 | 1.61245 | 0.00000 | 0.00000 | ||
85 | 2010.01.22 14:00 | sell stop | 34 | 1.00 | 1.61023 | 0.00000 | 0.00000 | ||
86 | 2010.01.22 14:50 | sell | 34 | 1.00 | 1.61023 | 0.00000 | 0.00000 | ||
87 | 2010.01.29 15:00 | close | 34 | 1.00 | 1.60576 | 0.00000 | 0.00000 | 430.20 | 14725.00 |
88 | 2010.02.01 12:00 | close | 10 | 1.00 | 1.58618 | 0.00000 | 0.00000 | 425.80 | 15150.80 |
89 | 2010.02.01 14:00 | sell stop | 35 | 1.00 | 1.58501 | 0.00000 | 0.00000 | ||
90 | 2010.02.01 23:59 | expiration | 35 | 1.00 | 1.58501 | 0.00000 | 0.00000 | ||
91 | 2010.02.02 10:00 | sell stop | 36 | 1.00 | 1.59022 | 0.00000 | 0.00000 | ||
92 | 2010.02.02 14:00 | sell stop | 37 | 1.00 | 1.59105 | 0.00000 | 0.00000 | ||
93 | 2010.02.02 23:59 | expiration | 36 | 1.00 | 1.59022 | 0.00000 | 0.00000 | ||
94 | 2010.02.02 23:59 | expiration | 37 | 1.00 | 1.59105 | 0.00000 | 0.00000 | ||
95 | 2010.02.03 10:00 | sell stop | 38 | 1.00 | 1.59998 | 0.00000 | 0.00000 | ||
96 | 2010.02.03 11:50 | sell | 38 | 1.00 | 1.59998 | 0.00000 | 0.00000 | ||
97 | 2010.02.03 14:00 | sell stop | 39 | 1.00 | 1.59555 | 0.00000 | 0.00000 | ||
98 | 2010.02.03 14:15 | sell | 39 | 1.00 | 1.59555 | 0.00000 | 0.00000 | ||
99 | 2010.02.04 00:00 | close | 39 | 1.00 | 1.59022 | 0.00000 | 0.00000 | 525.80 | 15676.60 |
100 | 2010.02.04 00:00 | close | 38 | 1.00 | 1.59022 | 0.00000 | 0.00000 | 968.80 | 16645.40 |
101 | 2010.02.04 10:00 | sell stop | 40 | 1.00 | 1.58642 | 0.00000 | 0.00000 | ||
102 | 2010.02.04 10:15 | sell | 40 | 1.00 | 1.58642 | 0.00000 | 0.00000 | ||
103 | 2010.02.04 14:00 | sell stop | 41 | 1.00 | 1.58046 | 0.00000 | 0.00000 | ||
104 | 2010.02.04 15:50 | sell | 41 | 1.00 | 1.58046 | 0.00000 | 0.00000 | ||
105 | 2010.02.05 00:00 | close | 41 | 1.00 | 1.57667 | 0.00000 | 0.00000 | 376.60 | 17022.00 |
106 | 2010.02.05 00:00 | close | 40 | 1.00 | 1.57667 | 0.00000 | 0.00000 | 972.60 | 17994.60 |
107 | 2010.02.05 10:00 | sell stop | 42 | 1.00 | 1.56528 | 0.00000 | 0.00000 | ||
108 | 2010.02.05 14:00 | sell stop | 43 | 1.00 | 1.56777 | 0.00000 | 0.00000 | ||
109 | 2010.02.05 14:02 | sell | 43 | 1.00 | 1.56777 | 0.00000 | 0.00000 | ||
110 | 2010.02.05 15:45 | sell | 42 | 1.00 | 1.56528 | 0.00000 | 0.00000 | ||
111 | 2010.02.08 00:00 | close | 43 | 1.00 | 1.55986 | 0.00000 | 0.00000 | 788.60 | 18783.20 |
112 | 2010.02.08 00:00 | close | 42 | 1.00 | 1.55986 | 0.00000 | 0.00000 | 539.60 | 19322.80 |
113 | 2010.02.08 10:00 | sell stop | 44 | 1.00 | 1.55343 | 0.00000 | 0.00000 | ||
114 | 2010.02.08 14:00 | sell stop | 45 | 1.00 | 1.55485 | 0.00000 | 0.00000 | ||
115 | 2010.02.08 23:59 | expiration | 44 | 1.00 | 1.55343 | 0.00000 | 0.00000 | ||
116 | 2010.02.08 23:59 | expiration | 45 | 1.00 | 1.55485 | 0.00000 | 0.00000 | ||
117 | 2010.02.09 14:00 | sell stop | 46 | 1.00 | 1.55610 | 0.00000 | 0.00000 | ||
118 | 2010.02.09 23:59 | expiration | 46 | 1.00 | 1.55610 | 0.00000 | 0.00000 | ||
119 | 2010.02.10 10:00 | sell stop | 47 | 1.00 | 1.56487 | 0.00000 | 0.00000 | ||
120 | 2010.02.10 13:10 | sell | 47 | 1.00 | 1.56487 | 0.00000 | 0.00000 | ||
121 | 2010.02.10 14:00 | sell stop | 48 | 1.00 | 1.56144 | 0.00000 | 0.00000 | ||
122 | 2010.02.10 14:50 | sell | 48 | 1.00 | 1.56144 | 0.00000 | 0.00000 | ||
123 | 2010.02.11 00:00 | close | 48 | 1.00 | 1.55991 | 0.00000 | 0.00000 | 145.80 | 19468.60 |
124 | 2010.02.11 00:00 | close | 47 | 1.00 | 1.55991 | 0.00000 | 0.00000 | 488.80 | 19957.40 |
125 | 2010.02.11 10:00 | sell stop | 49 | 1.00 | 1.55699 | 0.00000 | 0.00000 | ||
126 | 2010.02.11 10:15 | sell | 49 | 1.00 | 1.55699 | 0.00000 | 0.00000 | ||
127 | 2010.02.11 14:00 | sell stop | 50 | 1.00 | 1.55742 | 0.00000 | 0.00000 | ||
128 | 2010.02.11 23:59 | expiration | 50 | 1.00 | 1.55742 | 0.00000 | 0.00000 | ||
129 | 2010.02.12 14:00 | sell stop | 51 | 1.00 | 1.55826 | 0.00000 | 0.00000 | ||
130 | 2010.02.12 15:37 | sell | 51 | 1.00 | 1.55826 | 0.00000 | 0.00000 | ||
131 | 2010.02.18 11:00 | close | 51 | 1.00 | 1.55779 | 0.00000 | 0.00000 | 32.60 | 19990.00 |
132 | 2010.02.18 14:00 | sell stop | 52 | 1.00 | 1.55758 | 0.00000 | 0.00000 | ||
133 | 2010.02.18 14:45 | sell | 52 | 1.00 | 1.55758 | 0.00000 | 0.00000 | ||
134 | 2010.02.18 23:00 | close | 49 | 1.00 | 1.55280 | 0.00000 | 0.00000 | 402.20 | 20392.20 |
135 | 2010.02.19 00:00 | close | 52 | 1.00 | 1.54804 | 0.00000 | 0.00000 | 951.60 | 21343.80 |
136 | 2010.02.19 10:00 | sell stop | 53 | 1.00 | 1.53704 | 0.00000 | 0.00000 | ||
137 | 2010.02.19 10:45 | sell | 53 | 1.00 | 1.53704 | 0.00000 | 0.00000 | ||
138 | 2010.02.22 14:00 | sell stop | 54 | 1.00 | 1.54485 | 0.00000 | 0.00000 | ||
139 | 2010.02.22 23:59 | expiration | 54 | 1.00 | 1.54485 | 0.00000 | 0.00000 | ||
140 | 2010.02.23 14:00 | sell stop | 55 | 1.00 | 1.53929 | 0.00000 | 0.00000 | ||
141 | 2010.02.23 23:59 | expiration | 55 | 1.00 | 1.53929 | 0.00000 | 0.00000 | ||
142 | 2010.02.24 14:00 | sell stop | 56 | 1.00 | 1.54300 | 0.00000 | 0.00000 | ||
143 | 2010.02.24 14:15 | sell | 56 | 1.00 | 1.54300 | 0.00000 | 0.00000 | ||
144 | 2010.02.25 00:00 | close | 56 | 1.00 | 1.54093 | 0.00000 | 0.00000 | 199.80 | 21543.60 |
145 | 2010.02.25 04:00 | close | 53 | 1.00 | 1.53579 | 0.00000 | 0.00000 | 110.60 | 21654.20 |
146 | 2010.02.25 10:15 | close at stop | 31 | 1.00 | 1.52920 | 0.00000 | 0.00000 | -10120.00 | 11534.20 |
147 | 2010.02.25 10:15 | close at stop | 29 | 1.00 | 1.52920 | 0.00000 | 0.00000 | -11461.00 | 73.20 |