Strategy Tester Report
JK_sinkhro_v1
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 | TakeProfit=100; TakeProfit2=36; Stoploss=82; Lots=0.1; TrailingStop=30; per=18; per2=8; chas=2; totalt=1000; mm=0; risk=10; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -285.34 | Gross profit | 212.20 | Gross loss | -497.54 |
Profit factor | 0.43 | Expected payoff | -3.66 | ||
Absolute drawdown | 363.84 | Maximal drawdown | 363.84 (3.64%) | Relative drawdown | 3.64% (363.84) |
Total trades | 78 | Short positions (won %) | 36 (50.00%) | Long positions (won %) | 42 (57.14%) |
Profit trades (% of total) | 42 (53.85%) | Loss trades (% of total) | 36 (46.15%) | ||
Largest | profit trade | 10.00 | loss trade | -14.55 | |
Average | profit trade | 5.05 | loss trade | -13.82 | |
Maximum | consecutive wins (profit in money) | 10 (56.10) | consecutive losses (loss in money) | 8 (-110.40) | |
Maximal | consecutive profit (count of wins) | 56.10 (10) | consecutive loss (count of losses) | -110.40 (8) | |
Average | consecutive wins | 4 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 21:00 | sell | 1 | 0.10 | 1.60927 | 1.61065 | 1.60827 | ||
2 | 2010.01.04 21:03 | sell | 2 | 0.10 | 1.60915 | 1.61053 | 1.60815 | ||
3 | 2010.01.04 21:45 | s/l | 1 | 0.10 | 1.61065 | 1.61065 | 1.60827 | -13.80 | 9986.20 |
4 | 2010.01.04 21:45 | s/l | 2 | 0.10 | 1.61053 | 1.61053 | 1.60815 | -13.80 | 9972.40 |
5 | 2010.01.06 21:00 | buy | 3 | 0.10 | 1.60012 | 1.59874 | 1.60112 | ||
6 | 2010.01.06 21:03 | buy | 4 | 0.10 | 1.60074 | 1.59936 | 1.60174 | ||
7 | 2010.01.06 21:10 | close | 3 | 0.10 | 1.60055 | 1.59874 | 1.60112 | 4.30 | 9976.70 |
8 | 2010.01.06 21:40 | close | 4 | 0.10 | 1.60118 | 1.59936 | 1.60174 | 4.40 | 9981.10 |
9 | 2010.01.07 21:00 | buy | 5 | 0.10 | 1.59477 | 1.59339 | 1.59577 | ||
10 | 2010.01.07 21:02 | buy | 6 | 0.10 | 1.59478 | 1.59340 | 1.59578 | ||
11 | 2010.01.07 21:15 | s/l | 5 | 0.10 | 1.59339 | 1.59339 | 1.59577 | -13.80 | 9967.30 |
12 | 2010.01.07 21:15 | s/l | 6 | 0.10 | 1.59340 | 1.59340 | 1.59578 | -13.80 | 9953.50 |
13 | 2010.01.08 21:00 | sell | 7 | 0.10 | 1.60308 | 1.60446 | 1.60208 | ||
14 | 2010.01.08 21:02 | sell | 8 | 0.10 | 1.60282 | 1.60420 | 1.60182 | ||
15 | 2010.01.08 21:20 | s/l | 8 | 0.10 | 1.60420 | 1.60420 | 1.60182 | -13.80 | 9939.70 |
16 | 2010.01.08 22:45 | close | 7 | 0.10 | 1.60265 | 1.60446 | 1.60208 | 4.30 | 9944.00 |
17 | 2010.01.11 21:00 | buy | 9 | 0.10 | 1.61039 | 1.60901 | 1.61139 | ||
18 | 2010.01.11 21:02 | buy | 10 | 0.10 | 1.61038 | 1.60900 | 1.61138 | ||
19 | 2010.01.11 21:15 | close | 9 | 0.10 | 1.61112 | 1.60901 | 1.61139 | 7.30 | 9951.30 |
20 | 2010.01.11 21:17 | close | 10 | 0.10 | 1.61093 | 1.60900 | 1.61138 | 5.50 | 9956.80 |
21 | 2010.01.12 21:00 | sell | 11 | 0.10 | 1.61756 | 1.61894 | 1.61656 | ||
22 | 2010.01.12 21:02 | sell | 12 | 0.10 | 1.61750 | 1.61888 | 1.61650 | ||
23 | 2010.01.12 21:15 | close | 11 | 0.10 | 1.61694 | 1.61894 | 1.61656 | 6.20 | 9963.00 |
24 | 2010.01.12 21:17 | close | 12 | 0.10 | 1.61713 | 1.61888 | 1.61650 | 3.70 | 9966.70 |
25 | 2010.01.13 21:00 | buy | 13 | 0.10 | 1.62857 | 1.62719 | 1.62957 | ||
26 | 2010.01.13 21:02 | buy | 14 | 0.10 | 1.62827 | 1.62689 | 1.62927 | ||
27 | 2010.01.13 21:15 | modify | 14 | 0.10 | 1.62827 | 1.62829 | 1.62927 | ||
28 | 2010.01.13 21:20 | close | 13 | 0.10 | 1.62896 | 1.62719 | 1.62957 | 3.90 | 9970.60 |
29 | 2010.01.13 21:22 | close | 14 | 0.10 | 1.62871 | 1.62829 | 1.62927 | 4.40 | 9975.00 |
30 | 2010.01.14 21:00 | buy | 15 | 0.10 | 1.63374 | 1.63236 | 1.63474 | ||
31 | 2010.01.14 21:02 | buy | 16 | 0.10 | 1.63432 | 1.63294 | 1.63532 | ||
32 | 2010.01.14 21:20 | s/l | 16 | 0.10 | 1.63294 | 1.63294 | 1.63532 | -13.80 | 9961.20 |
33 | 2010.01.14 21:50 | s/l | 15 | 0.10 | 1.63236 | 1.63236 | 1.63474 | -13.80 | 9947.40 |
34 | 2010.01.15 21:00 | sell | 17 | 0.10 | 1.62582 | 1.62720 | 1.62482 | ||
35 | 2010.01.15 21:02 | s/l | 17 | 0.10 | 1.62720 | 1.62720 | 1.62482 | -13.80 | 9933.60 |
36 | 2010.01.15 21:02 | sell | 18 | 0.10 | 1.62676 | 1.62814 | 1.62576 | ||
37 | 2010.01.15 21:20 | close | 18 | 0.10 | 1.62591 | 1.62814 | 1.62576 | 8.50 | 9942.10 |
38 | 2010.01.18 21:00 | sell | 19 | 0.10 | 1.63288 | 1.63426 | 1.63188 | ||
39 | 2010.01.18 21:02 | sell | 20 | 0.10 | 1.63287 | 1.63425 | 1.63187 | ||
40 | 2010.01.18 21:50 | s/l | 19 | 0.10 | 1.63426 | 1.63426 | 1.63188 | -13.80 | 9928.30 |
41 | 2010.01.18 21:50 | s/l | 20 | 0.10 | 1.63425 | 1.63425 | 1.63187 | -13.80 | 9914.50 |
42 | 2010.01.19 21:00 | buy | 21 | 0.10 | 1.63669 | 1.63531 | 1.63769 | ||
43 | 2010.01.19 21:02 | buy | 22 | 0.10 | 1.63675 | 1.63537 | 1.63775 | ||
44 | 2010.01.19 21:40 | close | 21 | 0.10 | 1.63727 | 1.63531 | 1.63769 | 5.80 | 9920.30 |
45 | 2010.01.19 21:42 | close | 22 | 0.10 | 1.63712 | 1.63537 | 1.63775 | 3.70 | 9924.00 |
46 | 2010.01.20 21:00 | sell | 23 | 0.10 | 1.62888 | 1.63026 | 1.62788 | ||
47 | 2010.01.20 21:02 | sell | 24 | 0.10 | 1.62902 | 1.63040 | 1.62802 | ||
48 | 2010.01.20 21:20 | close | 24 | 0.10 | 1.62865 | 1.63040 | 1.62802 | 3.70 | 9927.70 |
49 | 2010.01.21 00:45 | s/l | 23 | 0.10 | 1.63026 | 1.63026 | 1.62788 | -14.55 | 9913.15 |
50 | 2010.01.21 21:00 | sell | 25 | 0.10 | 1.62090 | 1.62228 | 1.61990 | ||
51 | 2010.01.21 21:02 | sell | 26 | 0.10 | 1.62110 | 1.62248 | 1.62010 | ||
52 | 2010.01.21 21:15 | close | 26 | 0.10 | 1.62061 | 1.62248 | 1.62010 | 4.90 | 9918.05 |
53 | 2010.01.21 21:20 | t/p | 25 | 0.10 | 1.61990 | 1.62228 | 1.61990 | 10.00 | 9928.05 |
54 | 2010.01.22 21:00 | buy | 27 | 0.10 | 1.61206 | 1.61068 | 1.61306 | ||
55 | 2010.01.22 21:02 | buy | 28 | 0.10 | 1.61229 | 1.61091 | 1.61329 | ||
56 | 2010.01.22 21:15 | s/l | 28 | 0.10 | 1.61091 | 1.61091 | 1.61329 | -13.80 | 9914.25 |
57 | 2010.01.22 21:20 | s/l | 27 | 0.10 | 1.61068 | 1.61068 | 1.61306 | -13.80 | 9900.45 |
58 | 2010.01.25 21:00 | sell | 29 | 0.10 | 1.62432 | 1.62570 | 1.62332 | ||
59 | 2010.01.25 21:02 | sell | 30 | 0.10 | 1.62423 | 1.62561 | 1.62323 | ||
60 | 2010.01.25 21:20 | close | 29 | 0.10 | 1.62364 | 1.62570 | 1.62332 | 6.80 | 9907.25 |
61 | 2010.01.25 21:22 | close | 30 | 0.10 | 1.62387 | 1.62561 | 1.62323 | 3.60 | 9910.85 |
62 | 2010.01.26 21:00 | buy | 31 | 0.10 | 1.61496 | 1.61358 | 1.61596 | ||
63 | 2010.01.26 21:02 | buy | 32 | 0.10 | 1.61539 | 1.61401 | 1.61639 | ||
64 | 2010.01.26 21:20 | s/l | 32 | 0.10 | 1.61401 | 1.61401 | 1.61639 | -13.80 | 9897.05 |
65 | 2010.01.27 00:16 | s/l | 31 | 0.10 | 1.61358 | 1.61358 | 1.61596 | -13.79 | 9883.26 |
66 | 2010.01.27 21:00 | buy | 33 | 0.10 | 1.61781 | 1.61643 | 1.61881 | ||
67 | 2010.01.27 21:02 | buy | 34 | 0.10 | 1.61829 | 1.61691 | 1.61929 | ||
68 | 2010.01.27 21:07 | modify | 33 | 0.10 | 1.61781 | 1.61785 | 1.61881 | ||
69 | 2010.01.27 21:10 | s/l | 33 | 0.10 | 1.61785 | 1.61785 | 1.61881 | 0.40 | 9883.66 |
70 | 2010.01.27 21:10 | s/l | 34 | 0.10 | 1.61691 | 1.61691 | 1.61929 | -13.80 | 9869.86 |
71 | 2010.01.28 21:00 | buy | 35 | 0.10 | 1.61306 | 1.61168 | 1.61406 | ||
72 | 2010.01.28 21:03 | buy | 36 | 0.10 | 1.61367 | 1.61229 | 1.61467 | ||
73 | 2010.01.28 21:10 | close | 35 | 0.10 | 1.61348 | 1.61168 | 1.61406 | 4.20 | 9874.06 |
74 | 2010.01.28 21:37 | close | 36 | 0.10 | 1.61405 | 1.61229 | 1.61467 | 3.80 | 9877.86 |
75 | 2010.01.29 21:00 | buy | 37 | 0.10 | 1.59964 | 1.59826 | 1.60064 | ||
76 | 2010.01.29 21:02 | buy | 38 | 0.10 | 1.59951 | 1.59813 | 1.60051 | ||
77 | 2010.01.29 21:20 | close | 37 | 0.10 | 1.60000 | 1.59826 | 1.60064 | 3.60 | 9881.46 |
78 | 2010.01.29 21:25 | close | 38 | 0.10 | 1.59990 | 1.59813 | 1.60051 | 3.90 | 9885.36 |
79 | 2010.02.01 21:00 | sell | 39 | 0.10 | 1.59530 | 1.59668 | 1.59430 | ||
80 | 2010.02.01 21:03 | sell | 40 | 0.10 | 1.59573 | 1.59711 | 1.59473 | ||
81 | 2010.02.01 21:16 | s/l | 39 | 0.10 | 1.59668 | 1.59668 | 1.59430 | -13.80 | 9871.56 |
82 | 2010.02.01 22:07 | s/l | 40 | 0.10 | 1.59711 | 1.59711 | 1.59473 | -13.80 | 9857.76 |
83 | 2010.02.02 21:00 | sell | 41 | 0.10 | 1.59773 | 1.59911 | 1.59673 | ||
84 | 2010.02.02 21:02 | sell | 42 | 0.10 | 1.59725 | 1.59863 | 1.59625 | ||
85 | 2010.02.02 21:45 | s/l | 42 | 0.10 | 1.59863 | 1.59863 | 1.59625 | -13.80 | 9843.96 |
86 | 2010.02.02 22:50 | close | 41 | 0.10 | 1.59727 | 1.59911 | 1.59673 | 4.60 | 9848.56 |
87 | 2010.02.03 21:00 | buy | 43 | 0.10 | 1.59008 | 1.58870 | 1.59108 | ||
88 | 2010.02.03 21:02 | buy | 44 | 0.10 | 1.59015 | 1.58877 | 1.59115 | ||
89 | 2010.02.03 21:15 | modify | 43 | 0.10 | 1.59008 | 1.59010 | 1.59108 | ||
90 | 2010.02.03 21:20 | close | 43 | 0.10 | 1.59075 | 1.59010 | 1.59108 | 6.70 | 9855.26 |
91 | 2010.02.03 21:22 | close | 44 | 0.10 | 1.59052 | 1.58877 | 1.59115 | 3.70 | 9858.96 |
92 | 2010.02.04 21:00 | buy | 45 | 0.10 | 1.57643 | 1.57505 | 1.57743 | ||
93 | 2010.02.04 21:02 | buy | 46 | 0.10 | 1.57644 | 1.57506 | 1.57744 | ||
94 | 2010.02.04 21:15 | modify | 45 | 0.10 | 1.57643 | 1.57647 | 1.57743 | ||
95 | 2010.02.04 21:20 | close | 45 | 0.10 | 1.57715 | 1.57647 | 1.57743 | 7.20 | 9866.16 |
96 | 2010.02.04 21:22 | close | 46 | 0.10 | 1.57690 | 1.57506 | 1.57744 | 4.60 | 9870.76 |
97 | 2010.02.05 21:00 | buy | 47 | 0.10 | 1.56083 | 1.55945 | 1.56183 | ||
98 | 2010.02.05 21:02 | buy | 48 | 0.10 | 1.56084 | 1.55946 | 1.56184 | ||
99 | 2010.02.05 21:10 | close | 47 | 0.10 | 1.56160 | 1.55945 | 1.56183 | 7.70 | 9878.46 |
100 | 2010.02.05 21:12 | close | 48 | 0.10 | 1.56127 | 1.55946 | 1.56184 | 4.30 | 9882.76 |
101 | 2010.02.08 21:00 | buy | 49 | 0.10 | 1.56169 | 1.56031 | 1.56269 | ||
102 | 2010.02.08 21:02 | buy | 50 | 0.10 | 1.56229 | 1.56091 | 1.56329 | ||
103 | 2010.02.08 21:20 | s/l | 50 | 0.10 | 1.56091 | 1.56091 | 1.56329 | -13.80 | 9868.96 |
104 | 2010.02.08 21:45 | s/l | 49 | 0.10 | 1.56031 | 1.56031 | 1.56269 | -13.80 | 9855.16 |
105 | 2010.02.09 21:00 | sell | 51 | 0.10 | 1.56864 | 1.57002 | 1.56764 | ||
106 | 2010.02.09 21:03 | sell | 52 | 0.10 | 1.56944 | 1.57082 | 1.56844 | ||
107 | 2010.02.09 21:10 | s/l | 51 | 0.10 | 1.57002 | 1.57002 | 1.56764 | -13.80 | 9841.36 |
108 | 2010.02.09 21:16 | s/l | 52 | 0.10 | 1.57082 | 1.57082 | 1.56844 | -13.80 | 9827.56 |
109 | 2010.02.10 21:00 | buy | 53 | 0.10 | 1.55932 | 1.55794 | 1.56032 | ||
110 | 2010.02.10 21:02 | buy | 54 | 0.10 | 1.55976 | 1.55838 | 1.56076 | ||
111 | 2010.02.10 21:20 | s/l | 54 | 0.10 | 1.55838 | 1.55838 | 1.56076 | -13.80 | 9813.76 |
112 | 2010.02.10 22:03 | s/l | 53 | 0.10 | 1.55794 | 1.55794 | 1.56032 | -13.80 | 9799.96 |
113 | 2010.02.11 21:00 | sell | 55 | 0.10 | 1.56954 | 1.57092 | 1.56854 | ||
114 | 2010.02.11 21:02 | sell | 56 | 0.10 | 1.56976 | 1.57114 | 1.56876 | ||
115 | 2010.02.11 21:32 | close | 56 | 0.10 | 1.56931 | 1.57114 | 1.56876 | 4.50 | 9804.46 |
116 | 2010.02.11 21:37 | modify | 55 | 0.10 | 1.56954 | 1.56950 | 1.56854 | ||
117 | 2010.02.11 21:40 | s/l | 55 | 0.10 | 1.56950 | 1.56950 | 1.56854 | 0.40 | 9804.86 |
118 | 2010.02.12 21:00 | sell | 57 | 0.10 | 1.56657 | 1.56795 | 1.56557 | ||
119 | 2010.02.12 21:02 | sell | 58 | 0.10 | 1.56643 | 1.56781 | 1.56543 | ||
120 | 2010.02.12 21:32 | s/l | 58 | 0.10 | 1.56781 | 1.56781 | 1.56543 | -13.80 | 9791.06 |
121 | 2010.02.12 22:03 | s/l | 57 | 0.10 | 1.56795 | 1.56795 | 1.56557 | -13.80 | 9777.26 |
122 | 2010.02.15 21:00 | buy | 59 | 0.10 | 1.56664 | 1.56526 | 1.56764 | ||
123 | 2010.02.15 21:02 | buy | 60 | 0.10 | 1.56662 | 1.56524 | 1.56762 | ||
124 | 2010.02.15 22:50 | s/l | 59 | 0.10 | 1.56526 | 1.56526 | 1.56764 | -13.80 | 9763.46 |
125 | 2010.02.15 22:50 | s/l | 60 | 0.10 | 1.56524 | 1.56524 | 1.56762 | -13.80 | 9749.66 |
126 | 2010.02.16 21:00 | sell | 61 | 0.10 | 1.57808 | 1.57946 | 1.57708 | ||
127 | 2010.02.16 21:02 | sell | 62 | 0.10 | 1.57789 | 1.57927 | 1.57689 | ||
128 | 2010.02.16 21:15 | s/l | 62 | 0.10 | 1.57927 | 1.57927 | 1.57689 | -13.80 | 9735.86 |
129 | 2010.02.16 21:20 | s/l | 61 | 0.10 | 1.57946 | 1.57946 | 1.57708 | -13.80 | 9722.06 |
130 | 2010.02.17 21:00 | buy | 63 | 0.10 | 1.56929 | 1.56791 | 1.57029 | ||
131 | 2010.02.17 21:02 | buy | 64 | 0.10 | 1.56981 | 1.56843 | 1.57081 | ||
132 | 2010.02.17 21:20 | s/l | 64 | 0.10 | 1.56843 | 1.56843 | 1.57081 | -13.80 | 9708.26 |
133 | 2010.02.17 21:50 | s/l | 63 | 0.10 | 1.56791 | 1.56791 | 1.57029 | -13.80 | 9694.46 |
134 | 2010.02.18 21:00 | buy | 65 | 0.10 | 1.56266 | 1.56128 | 1.56366 | ||
135 | 2010.02.18 21:02 | buy | 66 | 0.10 | 1.56351 | 1.56213 | 1.56451 | ||
136 | 2010.02.18 21:07 | close | 65 | 0.10 | 1.56321 | 1.56128 | 1.56366 | 5.50 | 9699.96 |
137 | 2010.02.18 21:15 | s/l | 66 | 0.10 | 1.56213 | 1.56213 | 1.56451 | -13.80 | 9686.16 |
138 | 2010.02.19 21:00 | sell | 67 | 0.10 | 1.54634 | 1.54772 | 1.54534 | ||
139 | 2010.02.19 21:02 | sell | 68 | 0.10 | 1.54624 | 1.54762 | 1.54524 | ||
140 | 2010.02.19 21:20 | s/l | 67 | 0.10 | 1.54772 | 1.54772 | 1.54534 | -13.80 | 9672.36 |
141 | 2010.02.19 21:20 | s/l | 68 | 0.10 | 1.54762 | 1.54762 | 1.54524 | -13.80 | 9658.56 |
142 | 2010.02.22 21:00 | sell | 69 | 0.10 | 1.54879 | 1.55017 | 1.54779 | ||
143 | 2010.02.22 21:03 | sell | 70 | 0.10 | 1.54911 | 1.55049 | 1.54811 | ||
144 | 2010.02.22 21:50 | close | 69 | 0.10 | 1.54837 | 1.55017 | 1.54779 | 4.20 | 9662.76 |
145 | 2010.02.22 21:52 | close | 70 | 0.10 | 1.54868 | 1.55049 | 1.54811 | 4.30 | 9667.06 |
146 | 2010.02.23 21:00 | sell | 71 | 0.10 | 1.54434 | 1.54572 | 1.54334 | ||
147 | 2010.02.23 21:02 | sell | 72 | 0.10 | 1.54426 | 1.54564 | 1.54326 | ||
148 | 2010.02.23 21:15 | close | 71 | 0.10 | 1.54377 | 1.54572 | 1.54334 | 5.70 | 9672.76 |
149 | 2010.02.23 21:17 | modify | 72 | 0.10 | 1.54426 | 1.54424 | 1.54326 | ||
150 | 2010.02.23 21:20 | t/p | 72 | 0.10 | 1.54326 | 1.54424 | 1.54326 | 10.00 | 9682.76 |
151 | 2010.02.24 21:00 | buy | 73 | 0.10 | 1.54025 | 1.53887 | 1.54125 | ||
152 | 2010.02.24 21:02 | buy | 74 | 0.10 | 1.54014 | 1.53876 | 1.54114 | ||
153 | 2010.02.24 22:15 | close | 73 | 0.10 | 1.54069 | 1.53887 | 1.54125 | 4.40 | 9687.16 |
154 | 2010.02.24 22:17 | close | 74 | 0.10 | 1.54057 | 1.53876 | 1.54114 | 4.30 | 9691.46 |
155 | 2010.02.25 21:00 | buy | 75 | 0.10 | 1.52504 | 1.52366 | 1.52604 | ||
156 | 2010.02.25 21:02 | buy | 76 | 0.10 | 1.52483 | 1.52345 | 1.52583 | ||
157 | 2010.02.25 21:10 | close | 76 | 0.10 | 1.52522 | 1.52345 | 1.52583 | 3.90 | 9695.36 |
158 | 2010.02.25 21:15 | close | 75 | 0.10 | 1.52594 | 1.52366 | 1.52604 | 9.00 | 9704.36 |
159 | 2010.02.26 21:00 | sell | 77 | 0.10 | 1.52477 | 1.52615 | 1.52377 | ||
160 | 2010.02.26 21:02 | sell | 78 | 0.10 | 1.52528 | 1.52666 | 1.52428 | ||
161 | 2010.02.26 21:20 | close | 78 | 0.10 | 1.52492 | 1.52666 | 1.52428 | 3.60 | 9707.96 |
162 | 2010.02.26 22:40 | close | 77 | 0.10 | 1.52410 | 1.52615 | 1.52377 | 6.70 | 9714.66 |