Strategy Tester Report
Hedge Hog
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 | StartHour=0; TimeZone=1; OrderExpirationDays=2; TakeProfit=14; StopLoss=0; 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 | 112.00 | Gross profit | 112.00 | Gross loss | 0.00 |
Profit factor | Expected payoff | 1.40 | |||
Absolute drawdown | 84.80 | Maximal drawdown | 115.60 (1.15%) | Relative drawdown | 1.15% (115.60) |
Total trades | 80 | Short positions (won %) | 40 (100.00%) | Long positions (won %) | 40 (100.00%) |
Profit trades (% of total) | 80 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
Largest | profit trade | 1.40 | loss trade | 0.00 | |
Average | profit trade | 1.40 | loss trade | 0.00 | |
Maximum | consecutive wins (profit in money) | 80 (112.00) | consecutive losses (loss in money) | 0 (0.00) | |
Maximal | consecutive profit (count of wins) | 112.00 (80) | consecutive loss (count of losses) | 0.00 (0) | |
Average | consecutive wins | 80 | consecutive losses | 0 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 01:00 | buy | 1 | 0.10 | 1.61387 | 0.00000 | 1.61401 | ||
2 | 2010.01.04 01:02 | t/p | 1 | 0.10 | 1.61401 | 0.00000 | 1.61401 | 1.40 | 10001.40 |
3 | 2010.01.04 01:02 | sell | 2 | 0.10 | 1.61422 | 0.00000 | 1.61408 | ||
4 | 2010.01.04 01:05 | t/p | 2 | 0.10 | 1.61408 | 0.00000 | 1.61408 | 1.40 | 10002.80 |
5 | 2010.01.05 01:00 | buy | 3 | 0.10 | 1.61135 | 0.00000 | 1.61149 | ||
6 | 2010.01.05 01:02 | sell | 4 | 0.10 | 1.61124 | 0.00000 | 1.61110 | ||
7 | 2010.01.05 01:10 | t/p | 3 | 0.10 | 1.61149 | 0.00000 | 1.61149 | 1.40 | 10004.20 |
8 | 2010.01.05 01:45 | t/p | 4 | 0.10 | 1.61110 | 0.00000 | 1.61110 | 1.40 | 10005.60 |
9 | 2010.01.06 01:00 | buy | 5 | 0.10 | 1.59915 | 0.00000 | 1.59929 | ||
10 | 2010.01.06 01:02 | sell | 6 | 0.10 | 1.59893 | 0.00000 | 1.59879 | ||
11 | 2010.01.06 01:10 | t/p | 6 | 0.10 | 1.59879 | 0.00000 | 1.59879 | 1.40 | 10007.00 |
12 | 2010.01.06 02:20 | t/p | 5 | 0.10 | 1.59929 | 0.00000 | 1.59929 | 1.40 | 10008.40 |
13 | 2010.01.07 01:00 | buy | 7 | 0.10 | 1.60217 | 0.00000 | 1.60231 | ||
14 | 2010.01.07 01:02 | sell | 8 | 0.10 | 1.60217 | 0.00000 | 1.60203 | ||
15 | 2010.01.07 01:05 | t/p | 7 | 0.10 | 1.60231 | 0.00000 | 1.60231 | 1.40 | 10009.80 |
16 | 2010.01.07 02:10 | t/p | 8 | 0.10 | 1.60203 | 0.00000 | 1.60203 | 1.40 | 10011.20 |
17 | 2010.01.08 01:00 | buy | 9 | 0.10 | 1.59341 | 0.00000 | 1.59355 | ||
18 | 2010.01.08 01:03 | t/p | 9 | 0.10 | 1.59355 | 0.00000 | 1.59355 | 1.40 | 10012.60 |
19 | 2010.01.08 01:03 | sell | 10 | 0.10 | 1.59410 | 0.00000 | 1.59396 | ||
20 | 2010.01.08 01:32 | t/p | 10 | 0.10 | 1.59396 | 0.00000 | 1.59396 | 1.40 | 10014.00 |
21 | 2010.01.11 01:00 | buy | 11 | 0.10 | 1.60885 | 0.00000 | 1.60899 | ||
22 | 2010.01.11 01:02 | t/p | 11 | 0.10 | 1.60899 | 0.00000 | 1.60899 | 1.40 | 10015.40 |
23 | 2010.01.11 01:02 | sell | 12 | 0.10 | 1.61000 | 0.00000 | 1.60986 | ||
24 | 2010.01.11 01:10 | t/p | 12 | 0.10 | 1.60986 | 0.00000 | 1.60986 | 1.40 | 10016.80 |
25 | 2010.01.12 01:00 | buy | 13 | 0.10 | 1.61111 | 0.00000 | 1.61125 | ||
26 | 2010.01.12 01:02 | sell | 14 | 0.10 | 1.61085 | 0.00000 | 1.61071 | ||
27 | 2010.01.12 01:10 | t/p | 14 | 0.10 | 1.61071 | 0.00000 | 1.61071 | 1.40 | 10018.20 |
28 | 2010.01.12 07:16 | t/p | 13 | 0.10 | 1.61125 | 0.00000 | 1.61125 | 1.40 | 10019.60 |
29 | 2010.01.13 01:00 | buy | 15 | 0.10 | 1.61521 | 0.00000 | 1.61535 | ||
30 | 2010.01.13 01:02 | sell | 16 | 0.10 | 1.61394 | 0.00000 | 1.61380 | ||
31 | 2010.01.13 01:15 | t/p | 15 | 0.10 | 1.61535 | 0.00000 | 1.61535 | 1.40 | 10021.00 |
32 | 2010.01.13 02:37 | t/p | 16 | 0.10 | 1.61380 | 0.00000 | 1.61380 | 1.40 | 10022.40 |
33 | 2010.01.14 01:00 | buy | 17 | 0.10 | 1.62828 | 0.00000 | 1.62842 | ||
34 | 2010.01.14 01:02 | t/p | 17 | 0.10 | 1.62842 | 0.00000 | 1.62842 | 1.40 | 10023.80 |
35 | 2010.01.14 01:02 | sell | 18 | 0.10 | 1.62886 | 0.00000 | 1.62872 | ||
36 | 2010.01.14 01:10 | t/p | 18 | 0.10 | 1.62872 | 0.00000 | 1.62872 | 1.40 | 10025.20 |
37 | 2010.01.15 01:00 | buy | 19 | 0.10 | 1.63346 | 0.00000 | 1.63360 | ||
38 | 2010.01.15 01:02 | t/p | 19 | 0.10 | 1.63360 | 0.00000 | 1.63360 | 1.40 | 10026.60 |
39 | 2010.01.15 01:02 | sell | 20 | 0.10 | 1.63473 | 0.00000 | 1.63459 | ||
40 | 2010.01.15 01:10 | t/p | 20 | 0.10 | 1.63459 | 0.00000 | 1.63459 | 1.40 | 10028.00 |
41 | 2010.01.18 01:00 | buy | 21 | 0.10 | 1.62896 | 0.00000 | 1.62910 | ||
42 | 2010.01.18 01:02 | t/p | 21 | 0.10 | 1.62910 | 0.00000 | 1.62910 | 1.40 | 10029.40 |
43 | 2010.01.18 01:02 | sell | 22 | 0.10 | 1.62912 | 0.00000 | 1.62898 | ||
44 | 2010.01.18 01:10 | t/p | 22 | 0.10 | 1.62898 | 0.00000 | 1.62898 | 1.40 | 10030.80 |
45 | 2010.01.19 01:00 | buy | 23 | 0.10 | 1.63528 | 0.00000 | 1.63542 | ||
46 | 2010.01.19 01:02 | sell | 24 | 0.10 | 1.63424 | 0.00000 | 1.63410 | ||
47 | 2010.01.19 01:10 | t/p | 23 | 0.10 | 1.63542 | 0.00000 | 1.63542 | 1.40 | 10032.20 |
48 | 2010.01.19 12:50 | t/p | 24 | 0.10 | 1.63410 | 0.00000 | 1.63410 | 1.40 | 10033.60 |
49 | 2010.01.20 01:00 | buy | 25 | 0.10 | 1.63596 | 0.00000 | 1.63610 | ||
50 | 2010.01.20 01:02 | t/p | 25 | 0.10 | 1.63610 | 0.00000 | 1.63610 | 1.40 | 10035.00 |
51 | 2010.01.20 01:02 | sell | 26 | 0.10 | 1.63622 | 0.00000 | 1.63608 | ||
52 | 2010.01.20 01:10 | t/p | 26 | 0.10 | 1.63608 | 0.00000 | 1.63608 | 1.40 | 10036.40 |
53 | 2010.01.21 01:00 | buy | 27 | 0.10 | 1.63027 | 0.00000 | 1.63041 | ||
54 | 2010.01.21 01:02 | sell | 28 | 0.10 | 1.62976 | 0.00000 | 1.62962 | ||
55 | 2010.01.21 01:15 | t/p | 27 | 0.10 | 1.63041 | 0.00000 | 1.63041 | 1.40 | 10037.80 |
56 | 2010.01.21 01:45 | t/p | 28 | 0.10 | 1.62962 | 0.00000 | 1.62962 | 1.40 | 10039.20 |
57 | 2010.01.22 01:00 | buy | 29 | 0.10 | 1.61995 | 0.00000 | 1.62009 | ||
58 | 2010.01.22 01:02 | t/p | 29 | 0.10 | 1.62009 | 0.00000 | 1.62009 | 1.40 | 10040.60 |
59 | 2010.01.22 01:02 | sell | 30 | 0.10 | 1.62040 | 0.00000 | 1.62026 | ||
60 | 2010.01.22 01:10 | t/p | 30 | 0.10 | 1.62026 | 0.00000 | 1.62026 | 1.40 | 10042.00 |
61 | 2010.01.25 01:00 | buy | 31 | 0.10 | 1.61157 | 0.00000 | 1.61171 | ||
62 | 2010.01.25 01:02 | sell | 32 | 0.10 | 1.61136 | 0.00000 | 1.61122 | ||
63 | 2010.01.25 01:10 | t/p | 32 | 0.10 | 1.61122 | 0.00000 | 1.61122 | 1.40 | 10043.40 |
64 | 2010.01.25 01:32 | t/p | 31 | 0.10 | 1.61171 | 0.00000 | 1.61171 | 1.40 | 10044.80 |
65 | 2010.01.26 01:00 | buy | 33 | 0.10 | 1.62469 | 0.00000 | 1.62483 | ||
66 | 2010.01.26 01:02 | sell | 34 | 0.10 | 1.62460 | 0.00000 | 1.62446 | ||
67 | 2010.01.26 01:10 | t/p | 33 | 0.10 | 1.62483 | 0.00000 | 1.62483 | 1.40 | 10046.20 |
68 | 2010.01.26 03:45 | t/p | 34 | 0.10 | 1.62446 | 0.00000 | 1.62446 | 1.40 | 10047.60 |
69 | 2010.01.27 01:00 | buy | 35 | 0.10 | 1.61443 | 0.00000 | 1.61457 | ||
70 | 2010.01.27 01:02 | sell | 36 | 0.10 | 1.61426 | 0.00000 | 1.61412 | ||
71 | 2010.01.27 01:10 | t/p | 36 | 0.10 | 1.61412 | 0.00000 | 1.61412 | 1.40 | 10049.00 |
72 | 2010.01.27 01:32 | t/p | 35 | 0.10 | 1.61457 | 0.00000 | 1.61457 | 1.40 | 10050.40 |
73 | 2010.01.28 01:00 | buy | 37 | 0.10 | 1.61775 | 0.00000 | 1.61789 | ||
74 | 2010.01.28 01:02 | t/p | 37 | 0.10 | 1.61789 | 0.00000 | 1.61789 | 1.40 | 10051.80 |
75 | 2010.01.28 01:02 | sell | 38 | 0.10 | 1.61803 | 0.00000 | 1.61789 | ||
76 | 2010.01.28 01:15 | t/p | 38 | 0.10 | 1.61789 | 0.00000 | 1.61789 | 1.40 | 10053.20 |
77 | 2010.01.29 01:00 | buy | 39 | 0.10 | 1.61429 | 0.00000 | 1.61443 | ||
78 | 2010.01.29 01:02 | sell | 40 | 0.10 | 1.61406 | 0.00000 | 1.61392 | ||
79 | 2010.01.29 01:10 | t/p | 40 | 0.10 | 1.61392 | 0.00000 | 1.61392 | 1.40 | 10054.60 |
80 | 2010.01.29 02:50 | t/p | 39 | 0.10 | 1.61443 | 0.00000 | 1.61443 | 1.40 | 10056.00 |
81 | 2010.02.01 01:00 | buy | 41 | 0.10 | 1.59731 | 0.00000 | 1.59745 | ||
82 | 2010.02.01 01:02 | sell | 42 | 0.10 | 1.59615 | 0.00000 | 1.59601 | ||
83 | 2010.02.01 02:20 | t/p | 41 | 0.10 | 1.59745 | 0.00000 | 1.59745 | 1.40 | 10057.40 |
84 | 2010.02.01 02:40 | t/p | 42 | 0.10 | 1.59601 | 0.00000 | 1.59601 | 1.40 | 10058.80 |
85 | 2010.02.02 01:00 | buy | 43 | 0.10 | 1.59457 | 0.00000 | 1.59471 | ||
86 | 2010.02.02 01:02 | sell | 44 | 0.10 | 1.59434 | 0.00000 | 1.59420 | ||
87 | 2010.02.02 01:10 | t/p | 43 | 0.10 | 1.59471 | 0.00000 | 1.59471 | 1.40 | 10060.20 |
88 | 2010.02.02 04:40 | t/p | 44 | 0.10 | 1.59420 | 0.00000 | 1.59420 | 1.40 | 10061.60 |
89 | 2010.02.03 01:00 | buy | 45 | 0.10 | 1.59898 | 0.00000 | 1.59912 | ||
90 | 2010.02.03 01:02 | sell | 46 | 0.10 | 1.59838 | 0.00000 | 1.59824 | ||
91 | 2010.02.03 01:15 | t/p | 45 | 0.10 | 1.59912 | 0.00000 | 1.59912 | 1.40 | 10063.00 |
92 | 2010.02.03 03:20 | t/p | 46 | 0.10 | 1.59824 | 0.00000 | 1.59824 | 1.40 | 10064.40 |
93 | 2010.02.04 01:00 | buy | 47 | 0.10 | 1.59143 | 0.00000 | 1.59157 | ||
94 | 2010.02.04 01:02 | sell | 48 | 0.10 | 1.59154 | 0.00000 | 1.59140 | ||
95 | 2010.02.04 01:07 | t/p | 47 | 0.10 | 1.59157 | 0.00000 | 1.59157 | 1.40 | 10065.80 |
96 | 2010.02.04 01:10 | t/p | 48 | 0.10 | 1.59140 | 0.00000 | 1.59140 | 1.40 | 10067.20 |
97 | 2010.02.05 01:00 | buy | 49 | 0.10 | 1.57676 | 0.00000 | 1.57690 | ||
98 | 2010.02.05 01:02 | sell | 50 | 0.10 | 1.57634 | 0.00000 | 1.57620 | ||
99 | 2010.02.05 01:15 | t/p | 49 | 0.10 | 1.57690 | 0.00000 | 1.57690 | 1.40 | 10068.60 |
100 | 2010.02.05 01:40 | t/p | 50 | 0.10 | 1.57620 | 0.00000 | 1.57620 | 1.40 | 10070.00 |
101 | 2010.02.08 01:00 | buy | 51 | 0.10 | 1.56011 | 0.00000 | 1.56025 | ||
102 | 2010.02.08 01:03 | sell | 52 | 0.10 | 1.55942 | 0.00000 | 1.55928 | ||
103 | 2010.02.08 01:20 | t/p | 51 | 0.10 | 1.56025 | 0.00000 | 1.56025 | 1.40 | 10071.40 |
104 | 2010.02.08 03:20 | t/p | 52 | 0.10 | 1.55928 | 0.00000 | 1.55928 | 1.40 | 10072.80 |
105 | 2010.02.09 01:00 | buy | 53 | 0.10 | 1.55733 | 0.00000 | 1.55747 | ||
106 | 2010.02.09 01:05 | t/p | 53 | 0.10 | 1.55747 | 0.00000 | 1.55747 | 1.40 | 10074.20 |
107 | 2010.02.09 01:05 | sell | 54 | 0.10 | 1.55748 | 0.00000 | 1.55734 | ||
108 | 2010.02.09 01:07 | t/p | 54 | 0.10 | 1.55734 | 0.00000 | 1.55734 | 1.40 | 10075.60 |
109 | 2010.02.10 01:00 | buy | 55 | 0.10 | 1.56944 | 0.00000 | 1.56958 | ||
110 | 2010.02.10 01:02 | sell | 56 | 0.10 | 1.56887 | 0.00000 | 1.56873 | ||
111 | 2010.02.10 01:10 | t/p | 55 | 0.10 | 1.56958 | 0.00000 | 1.56958 | 1.40 | 10077.00 |
112 | 2010.02.10 03:20 | t/p | 56 | 0.10 | 1.56873 | 0.00000 | 1.56873 | 1.40 | 10078.40 |
113 | 2010.02.11 01:00 | buy | 57 | 0.10 | 1.56086 | 0.00000 | 1.56100 | ||
114 | 2010.02.11 01:02 | sell | 58 | 0.10 | 1.56065 | 0.00000 | 1.56051 | ||
115 | 2010.02.11 01:10 | t/p | 57 | 0.10 | 1.56100 | 0.00000 | 1.56100 | 1.40 | 10079.80 |
116 | 2010.02.11 08:50 | t/p | 58 | 0.10 | 1.56051 | 0.00000 | 1.56051 | 1.40 | 10081.20 |
117 | 2010.02.12 01:00 | buy | 59 | 0.10 | 1.57006 | 0.00000 | 1.57020 | ||
118 | 2010.02.12 01:02 | t/p | 59 | 0.10 | 1.57020 | 0.00000 | 1.57020 | 1.40 | 10082.60 |
119 | 2010.02.12 01:02 | sell | 60 | 0.10 | 1.57023 | 0.00000 | 1.57009 | ||
120 | 2010.02.12 01:10 | t/p | 60 | 0.10 | 1.57009 | 0.00000 | 1.57009 | 1.40 | 10084.00 |
121 | 2010.02.15 01:00 | buy | 61 | 0.10 | 1.56669 | 0.00000 | 1.56683 | ||
122 | 2010.02.15 01:03 | t/p | 61 | 0.10 | 1.56683 | 0.00000 | 1.56683 | 1.40 | 10085.40 |
123 | 2010.02.15 01:03 | sell | 62 | 0.10 | 1.56720 | 0.00000 | 1.56706 | ||
124 | 2010.02.15 01:40 | t/p | 62 | 0.10 | 1.56706 | 0.00000 | 1.56706 | 1.40 | 10086.80 |
125 | 2010.02.16 01:00 | buy | 63 | 0.10 | 1.56656 | 0.00000 | 1.56670 | ||
126 | 2010.02.16 01:02 | sell | 64 | 0.10 | 1.56659 | 0.00000 | 1.56645 | ||
127 | 2010.02.16 01:07 | t/p | 63 | 0.10 | 1.56670 | 0.00000 | 1.56670 | 1.40 | 10088.20 |
128 | 2010.02.16 01:10 | t/p | 64 | 0.10 | 1.56645 | 0.00000 | 1.56645 | 1.40 | 10089.60 |
129 | 2010.02.17 01:00 | buy | 65 | 0.10 | 1.57841 | 0.00000 | 1.57855 | ||
130 | 2010.02.17 01:03 | t/p | 65 | 0.10 | 1.57855 | 0.00000 | 1.57855 | 1.40 | 10091.00 |
131 | 2010.02.17 01:03 | sell | 66 | 0.10 | 1.57904 | 0.00000 | 1.57890 | ||
132 | 2010.02.17 01:20 | t/p | 66 | 0.10 | 1.57890 | 0.00000 | 1.57890 | 1.40 | 10092.40 |
133 | 2010.02.18 01:00 | buy | 67 | 0.10 | 1.56798 | 0.00000 | 1.56812 | ||
134 | 2010.02.18 01:02 | t/p | 67 | 0.10 | 1.56812 | 0.00000 | 1.56812 | 1.40 | 10093.80 |
135 | 2010.02.18 01:02 | sell | 68 | 0.10 | 1.56853 | 0.00000 | 1.56839 | ||
136 | 2010.02.18 01:10 | t/p | 68 | 0.10 | 1.56839 | 0.00000 | 1.56839 | 1.40 | 10095.20 |
137 | 2010.02.19 01:00 | buy | 69 | 0.10 | 1.54274 | 0.00000 | 1.54288 | ||
138 | 2010.02.19 01:02 | sell | 70 | 0.10 | 1.54219 | 0.00000 | 1.54205 | ||
139 | 2010.02.19 01:07 | t/p | 70 | 0.10 | 1.54205 | 0.00000 | 1.54205 | 1.40 | 10096.60 |
140 | 2010.02.19 01:10 | t/p | 69 | 0.10 | 1.54288 | 0.00000 | 1.54288 | 1.40 | 10098.00 |
141 | 2010.02.22 01:00 | buy | 71 | 0.10 | 1.54709 | 0.00000 | 1.54723 | ||
142 | 2010.02.22 01:02 | t/p | 71 | 0.10 | 1.54723 | 0.00000 | 1.54723 | 1.40 | 10099.40 |
143 | 2010.02.22 01:02 | sell | 72 | 0.10 | 1.54730 | 0.00000 | 1.54716 | ||
144 | 2010.02.22 01:10 | t/p | 72 | 0.10 | 1.54716 | 0.00000 | 1.54716 | 1.40 | 10100.80 |
145 | 2010.02.23 01:00 | buy | 73 | 0.10 | 1.55016 | 0.00000 | 1.55030 | ||
146 | 2010.02.23 01:02 | sell | 74 | 0.10 | 1.54979 | 0.00000 | 1.54965 | ||
147 | 2010.02.23 01:10 | t/p | 73 | 0.10 | 1.55030 | 0.00000 | 1.55030 | 1.40 | 10102.20 |
148 | 2010.02.23 01:50 | t/p | 74 | 0.10 | 1.54965 | 0.00000 | 1.54965 | 1.40 | 10103.60 |
149 | 2010.02.24 01:00 | buy | 75 | 0.10 | 1.54449 | 0.00000 | 1.54463 | ||
150 | 2010.02.24 01:02 | sell | 76 | 0.10 | 1.54426 | 0.00000 | 1.54412 | ||
151 | 2010.02.24 01:10 | t/p | 76 | 0.10 | 1.54412 | 0.00000 | 1.54412 | 1.40 | 10105.00 |
152 | 2010.02.24 02:20 | t/p | 75 | 0.10 | 1.54463 | 0.00000 | 1.54463 | 1.40 | 10106.40 |
153 | 2010.02.25 01:00 | buy | 77 | 0.10 | 1.54152 | 0.00000 | 1.54166 | ||
154 | 2010.02.25 01:02 | t/p | 77 | 0.10 | 1.54166 | 0.00000 | 1.54166 | 1.40 | 10107.80 |
155 | 2010.02.25 01:02 | sell | 78 | 0.10 | 1.54197 | 0.00000 | 1.54183 | ||
156 | 2010.02.25 01:10 | t/p | 78 | 0.10 | 1.54183 | 0.00000 | 1.54183 | 1.40 | 10109.20 |
157 | 2010.02.26 01:00 | buy | 79 | 0.10 | 1.52412 | 0.00000 | 1.52426 | ||
158 | 2010.02.26 01:02 | sell | 80 | 0.10 | 1.52379 | 0.00000 | 1.52365 | ||
159 | 2010.02.26 01:10 | t/p | 79 | 0.10 | 1.52426 | 0.00000 | 1.52426 | 1.40 | 10110.60 |
160 | 2010.02.26 12:45 | t/p | 80 | 0.10 | 1.52365 | 0.00000 | 1.52365 | 1.40 | 10112.00 |