Strategy Tester Report
HBS system
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 | per_MA=200; StopLoss_Buy=50; TrailingStop_Buy=10; StopLoss_Sell=50; TrailingStop_Sell=10; 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 | -12.00 | Gross profit | 3.00 | Gross loss | -15.00 |
Profit factor | 0.20 | Expected payoff | -3.00 | ||
Absolute drawdown | 15.00 | Maximal drawdown | 21.80 (0.22%) | Relative drawdown | 0.22% (21.80) |
Total trades | 4 | Short positions (won %) | 2 (0.00%) | Long positions (won %) | 2 (50.00%) |
Profit trades (% of total) | 1 (25.00%) | Loss trades (% of total) | 3 (75.00%) | ||
Largest | profit trade | 3.00 | loss trade | -5.00 | |
Average | profit trade | 3.00 | loss trade | -5.00 | |
Maximum | consecutive wins (profit in money) | 1 (3.00) | consecutive losses (loss in money) | 3 (-15.00) | |
Maximal | consecutive profit (count of wins) | 3.00 (1) | consecutive loss (count of losses) | -15.00 (3) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 00:00 | buy stop | 1 | 0.10 | 1.61985 | 1.61935 | 1.62015 | ||
2 | 2010.01.04 03:00 | delete | 1 | 0.10 | 1.61985 | 1.61935 | 1.62015 | ||
3 | 2010.01.04 11:00 | buy stop | 2 | 0.10 | 1.62985 | 1.62935 | 1.63015 | ||
4 | 2010.01.04 12:00 | delete | 2 | 0.10 | 1.62985 | 1.62935 | 1.63015 | ||
5 | 2010.01.05 11:00 | sell stop | 3 | 0.10 | 1.60015 | 1.60065 | 1.59985 | ||
6 | 2010.01.05 11:50 | sell | 3 | 0.10 | 1.60015 | 1.60065 | 1.59985 | ||
7 | 2010.01.05 11:57 | s/l | 3 | 0.10 | 1.60065 | 1.60065 | 1.59985 | -5.00 | 9995.00 |
8 | 2010.01.08 16:00 | buy stop | 4 | 0.10 | 1.60985 | 1.60935 | 1.61015 | ||
9 | 2010.01.08 17:00 | delete | 4 | 0.10 | 1.60985 | 1.60935 | 1.61015 | ||
10 | 2010.01.08 18:00 | sell stop | 5 | 0.10 | 1.59015 | 1.59065 | 1.58985 | ||
11 | 2010.01.08 19:00 | delete | 5 | 0.10 | 1.59015 | 1.59065 | 1.58985 | ||
12 | 2010.01.08 21:00 | buy stop | 6 | 0.10 | 1.60985 | 1.60935 | 1.61015 | ||
13 | 2010.01.11 00:50 | buy | 6 | 0.10 | 1.60985 | 1.60935 | 1.61015 | ||
14 | 2010.01.11 00:52 | s/l | 6 | 0.10 | 1.60935 | 1.60935 | 1.61015 | -5.00 | 9990.00 |
15 | 2010.01.11 10:00 | buy stop | 7 | 0.10 | 1.61985 | 1.61935 | 1.62015 | ||
16 | 2010.01.11 21:00 | delete | 7 | 0.10 | 1.61985 | 1.61935 | 1.62015 | ||
17 | 2010.01.13 08:00 | buy stop | 8 | 0.10 | 1.62985 | 1.62935 | 1.63015 | ||
18 | 2010.01.13 09:00 | delete | 8 | 0.10 | 1.62985 | 1.62935 | 1.63015 | ||
19 | 2010.01.14 02:00 | buy stop | 9 | 0.10 | 1.63985 | 1.63935 | 1.64015 | ||
20 | 2010.01.14 03:00 | delete | 9 | 0.10 | 1.63985 | 1.63935 | 1.64015 | ||
21 | 2010.01.19 02:00 | buy stop | 10 | 0.10 | 1.64985 | 1.64935 | 1.65015 | ||
22 | 2010.01.19 03:00 | delete | 10 | 0.10 | 1.64985 | 1.64935 | 1.65015 | ||
23 | 2010.01.21 10:00 | sell stop | 11 | 0.10 | 1.61015 | 1.61065 | 1.60985 | ||
24 | 2010.01.21 11:00 | delete | 11 | 0.10 | 1.61015 | 1.61065 | 1.60985 | ||
25 | 2010.01.22 10:00 | buy stop | 12 | 0.10 | 1.62985 | 1.62935 | 1.63015 | ||
26 | 2010.01.22 11:00 | delete | 12 | 0.10 | 1.62985 | 1.62935 | 1.63015 | ||
27 | 2010.01.22 14:00 | sell stop | 13 | 0.10 | 1.61015 | 1.61065 | 1.60985 | ||
28 | 2010.01.22 14:50 | sell | 13 | 0.10 | 1.61015 | 1.61065 | 1.60985 | ||
29 | 2010.01.22 14:52 | s/l | 13 | 0.10 | 1.61065 | 1.61065 | 1.60985 | -5.00 | 9985.00 |
30 | 2010.01.25 19:00 | buy stop | 14 | 0.10 | 1.62985 | 1.62935 | 1.63015 | ||
31 | 2010.01.25 20:00 | delete | 14 | 0.10 | 1.62985 | 1.62935 | 1.63015 | ||
32 | 2010.01.26 12:00 | sell stop | 15 | 0.10 | 1.61015 | 1.61065 | 1.60985 | ||
33 | 2010.01.26 13:00 | delete | 15 | 0.10 | 1.61015 | 1.61065 | 1.60985 | ||
34 | 2010.01.27 13:00 | buy stop | 16 | 0.10 | 1.62985 | 1.62935 | 1.63015 | ||
35 | 2010.01.27 14:00 | delete | 16 | 0.10 | 1.62985 | 1.62935 | 1.63015 | ||
36 | 2010.01.27 17:00 | sell stop | 17 | 0.10 | 1.61015 | 1.61065 | 1.60985 | ||
37 | 2010.01.27 18:00 | delete | 17 | 0.10 | 1.61015 | 1.61065 | 1.60985 | ||
38 | 2010.01.28 05:00 | buy stop | 18 | 0.10 | 1.62985 | 1.62935 | 1.63015 | ||
39 | 2010.01.28 06:00 | delete | 18 | 0.10 | 1.62985 | 1.62935 | 1.63015 | ||
40 | 2010.01.28 07:00 | sell stop | 19 | 0.10 | 1.61015 | 1.61065 | 1.60985 | ||
41 | 2010.01.28 08:00 | delete | 19 | 0.10 | 1.61015 | 1.61065 | 1.60985 | ||
42 | 2010.01.28 09:00 | buy stop | 20 | 0.10 | 1.62985 | 1.62935 | 1.63015 | ||
43 | 2010.01.28 10:00 | delete | 20 | 0.10 | 1.62985 | 1.62935 | 1.63015 | ||
44 | 2010.01.28 18:00 | sell stop | 21 | 0.10 | 1.61015 | 1.61065 | 1.60985 | ||
45 | 2010.01.28 19:00 | delete | 21 | 0.10 | 1.61015 | 1.61065 | 1.60985 | ||
46 | 2010.01.29 21:00 | sell stop | 22 | 0.10 | 1.59015 | 1.59065 | 1.58985 | ||
47 | 2010.01.29 22:00 | delete | 22 | 0.10 | 1.59015 | 1.59065 | 1.58985 | ||
48 | 2010.02.04 16:00 | sell stop | 23 | 0.10 | 1.57015 | 1.57065 | 1.56985 | ||
49 | 2010.02.04 17:00 | delete | 23 | 0.10 | 1.57015 | 1.57065 | 1.56985 | ||
50 | 2010.02.05 20:00 | sell stop | 24 | 0.10 | 1.55015 | 1.55065 | 1.54985 | ||
51 | 2010.02.05 21:00 | delete | 24 | 0.10 | 1.55015 | 1.55065 | 1.54985 | ||
52 | 2010.02.16 19:00 | buy stop | 25 | 0.10 | 1.57985 | 1.57935 | 1.58015 | ||
53 | 2010.02.17 08:50 | buy | 25 | 0.10 | 1.57985 | 1.57935 | 1.58015 | ||
54 | 2010.02.17 08:55 | t/p | 25 | 0.10 | 1.58015 | 1.57935 | 1.58015 | 3.00 | 9988.00 |
55 | 2010.02.17 19:00 | sell stop | 26 | 0.10 | 1.56015 | 1.56065 | 1.55985 | ||
56 | 2010.02.17 20:00 | delete | 26 | 0.10 | 1.56015 | 1.56065 | 1.55985 | ||
57 | 2010.02.19 00:00 | sell stop | 27 | 0.10 | 1.54015 | 1.54065 | 1.53985 | ||
58 | 2010.02.19 01:00 | delete | 27 | 0.10 | 1.54015 | 1.54065 | 1.53985 | ||
59 | 2010.02.25 11:00 | sell stop | 28 | 0.10 | 1.52015 | 1.52065 | 1.51985 | ||
60 | 2010.02.25 12:00 | delete | 28 | 0.10 | 1.52015 | 1.52065 | 1.51985 |