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 | ExpertID=994488; TakeProfit=300; StopLoss=50; LotSize=0.1; useStopLoss=false; Slippage=10; BuyComment=""Join"; SellComment=""Join"; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 1 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -93.62 | Gross profit | 868.83 | Gross loss | -962.45 |
Profit factor | 0.90 | Expected payoff | -2.75 | ||
Absolute drawdown | 358.87 | Maximal drawdown | 688.10 (6.66%) | Relative drawdown | 6.66% (688.10) |
Total trades | 34 | Short positions (won %) | 13 (92.31%) | Long positions (won %) | 21 (80.95%) |
Profit trades (% of total) | 29 (85.29%) | Loss trades (% of total) | 5 (14.71%) | ||
Largest | profit trade | 30.03 | loss trade | -331.39 | |
Average | profit trade | 29.96 | loss trade | -192.49 | |
Maximum | consecutive wins (profit in money) | 8 (240.04) | consecutive losses (loss in money) | 1 (-331.39) | |
Maximal | consecutive profit (count of wins) | 240.04 (8) | consecutive loss (count of losses) | -331.39 (1) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 00:07 | buy | 1 | 0.10 | 1.61250 | 0.00000 | 1.61550 | ||
2 | 2010.01.04 09:50 | t/p | 1 | 0.10 | 1.61550 | 0.00000 | 1.61550 | 30.00 | 10030.00 |
3 | 2010.01.04 17:10 | buy | 2 | 0.10 | 1.61197 | 0.00000 | 1.61497 | ||
4 | 2010.01.05 07:50 | t/p | 2 | 0.10 | 1.61497 | 0.00000 | 1.61497 | 30.01 | 10060.01 |
5 | 2010.01.06 09:15 | sell | 3 | 0.10 | 1.60354 | 0.00000 | 1.60054 | ||
6 | 2010.01.06 11:20 | t/p | 3 | 0.10 | 1.60054 | 0.00000 | 1.60054 | 30.00 | 10090.01 |
7 | 2010.01.08 13:15 | buy | 4 | 0.10 | 1.60003 | 0.00000 | 1.60303 | ||
8 | 2010.01.08 14:40 | t/p | 4 | 0.10 | 1.60303 | 0.00000 | 1.60303 | 30.00 | 10120.01 |
9 | 2010.01.08 14:40 | buy | 5 | 0.10 | 1.60589 | 0.00000 | 1.60889 | ||
10 | 2010.01.08 14:50 | t/p | 5 | 0.10 | 1.60889 | 0.00000 | 1.60889 | 30.00 | 10150.01 |
11 | 2010.01.08 14:50 | buy | 6 | 0.10 | 1.61154 | 0.00000 | 1.61454 | ||
12 | 2010.01.11 09:37 | t/p | 6 | 0.10 | 1.61454 | 0.00000 | 1.61454 | 30.01 | 10180.02 |
13 | 2010.01.11 15:15 | buy | 7 | 0.10 | 1.61418 | 0.00000 | 1.61718 | ||
14 | 2010.01.11 16:50 | t/p | 7 | 0.10 | 1.61718 | 0.00000 | 1.61718 | 30.00 | 10210.02 |
15 | 2010.01.11 16:50 | buy | 8 | 0.10 | 1.61808 | 0.00000 | 1.62108 | ||
16 | 2010.01.13 07:45 | t/p | 8 | 0.10 | 1.62108 | 0.00000 | 1.62108 | 30.02 | 10240.04 |
17 | 2010.01.18 04:20 | sell | 9 | 0.10 | 1.62955 | 0.00000 | 1.62655 | ||
18 | 2010.01.19 06:20 | close | 9 | 0.10 | 1.64024 | 0.00000 | 1.62655 | -107.15 | 10132.89 |
19 | 2010.01.19 06:20 | buy | 10 | 0.10 | 1.64024 | 0.00000 | 1.64324 | ||
20 | 2010.01.19 08:02 | t/p | 10 | 0.10 | 1.64324 | 0.00000 | 1.64324 | 30.00 | 10162.89 |
21 | 2010.01.19 09:59 | buy | 11 | 0.10 | 1.63906 | 0.00000 | 1.64206 | ||
22 | 2010.01.19 10:20 | t/p | 11 | 0.10 | 1.64206 | 0.00000 | 1.64206 | 30.00 | 10192.89 |
23 | 2010.01.19 10:20 | buy | 12 | 0.10 | 1.64275 | 0.00000 | 1.64575 | ||
24 | 2010.01.19 10:37 | t/p | 12 | 0.10 | 1.64575 | 0.00000 | 1.64575 | 30.00 | 10222.89 |
25 | 2010.01.19 10:37 | buy | 13 | 0.10 | 1.64632 | 0.00000 | 1.64932 | ||
26 | 2010.01.21 01:20 | close | 13 | 0.10 | 1.63108 | 0.00000 | 1.64932 | -152.36 | 10070.53 |
27 | 2010.01.21 01:20 | sell | 14 | 0.10 | 1.63108 | 0.00000 | 1.62808 | ||
28 | 2010.01.21 02:50 | t/p | 14 | 0.10 | 1.62808 | 0.00000 | 1.62808 | 30.00 | 10100.53 |
29 | 2010.01.21 15:15 | sell | 15 | 0.10 | 1.62025 | 0.00000 | 1.61725 | ||
30 | 2010.01.21 17:10 | t/p | 15 | 0.10 | 1.61725 | 0.00000 | 1.61725 | 30.00 | 10130.53 |
31 | 2010.01.21 17:50 | sell | 16 | 0.10 | 1.62384 | 0.00000 | 1.62084 | ||
32 | 2010.01.21 18:20 | t/p | 16 | 0.10 | 1.62084 | 0.00000 | 1.62084 | 30.00 | 10160.53 |
33 | 2010.01.22 18:20 | sell | 17 | 0.10 | 1.61485 | 0.00000 | 1.61185 | ||
34 | 2010.01.22 21:10 | t/p | 17 | 0.10 | 1.61185 | 0.00000 | 1.61185 | 30.00 | 10190.53 |
35 | 2010.01.26 05:20 | buy | 18 | 0.10 | 1.62149 | 0.00000 | 1.62449 | ||
36 | 2010.01.26 07:50 | t/p | 18 | 0.10 | 1.62449 | 0.00000 | 1.62449 | 30.00 | 10220.53 |
37 | 2010.01.26 10:33 | buy | 19 | 0.10 | 1.61774 | 0.00000 | 1.62074 | ||
38 | 2010.01.27 11:15 | t/p | 19 | 0.10 | 1.62074 | 0.00000 | 1.62074 | 30.01 | 10250.54 |
39 | 2010.01.27 17:10 | buy | 20 | 0.10 | 1.61935 | 0.00000 | 1.62235 | ||
40 | 2010.01.28 04:20 | t/p | 20 | 0.10 | 1.62235 | 0.00000 | 1.62235 | 30.03 | 10280.57 |
41 | 2010.01.28 16:05 | buy | 21 | 0.10 | 1.62076 | 0.00000 | 1.62376 | ||
42 | 2010.01.29 04:15 | close | 21 | 0.10 | 1.61516 | 0.00000 | 1.62376 | -55.99 | 10224.58 |
43 | 2010.01.29 04:15 | sell | 22 | 0.10 | 1.61516 | 0.00000 | 1.61216 | ||
44 | 2010.01.29 06:46 | t/p | 22 | 0.10 | 1.61216 | 0.00000 | 1.61216 | 30.00 | 10254.58 |
45 | 2010.02.01 07:50 | sell | 23 | 0.10 | 1.59622 | 0.00000 | 1.59322 | ||
46 | 2010.02.01 09:02 | t/p | 23 | 0.10 | 1.59322 | 0.00000 | 1.59322 | 30.00 | 10284.58 |
47 | 2010.02.01 18:50 | sell | 24 | 0.10 | 1.59484 | 0.00000 | 1.59184 | ||
48 | 2010.02.02 09:20 | t/p | 24 | 0.10 | 1.59184 | 0.00000 | 1.59184 | 29.75 | 10314.33 |
49 | 2010.02.03 12:02 | buy | 25 | 0.10 | 1.59931 | 0.00000 | 1.60231 | ||
50 | 2010.02.12 18:50 | close | 25 | 0.10 | 1.56616 | 0.00000 | 1.60231 | -331.39 | 9982.94 |
51 | 2010.02.12 18:50 | sell | 26 | 0.10 | 1.56616 | 0.00000 | 1.56316 | ||
52 | 2010.02.15 08:15 | t/p | 26 | 0.10 | 1.56316 | 0.00000 | 1.56316 | 29.75 | 10012.69 |
53 | 2010.02.16 13:50 | buy | 27 | 0.10 | 1.56667 | 0.00000 | 1.56967 | ||
54 | 2010.02.16 16:50 | t/p | 27 | 0.10 | 1.56967 | 0.00000 | 1.56967 | 30.00 | 10042.69 |
55 | 2010.02.17 02:20 | buy | 28 | 0.10 | 1.57759 | 0.00000 | 1.58059 | ||
56 | 2010.02.17 08:50 | t/p | 28 | 0.10 | 1.58059 | 0.00000 | 1.58059 | 30.00 | 10072.69 |
57 | 2010.02.17 10:20 | buy | 29 | 0.10 | 1.57540 | 0.00000 | 1.57840 | ||
58 | 2010.02.17 13:45 | t/p | 29 | 0.10 | 1.57840 | 0.00000 | 1.57840 | 30.00 | 10102.69 |
59 | 2010.02.17 16:30 | buy | 30 | 0.10 | 1.57506 | 0.00000 | 1.57806 | ||
60 | 2010.02.19 17:15 | close | 30 | 0.10 | 1.54350 | 0.00000 | 1.57806 | -315.56 | 9787.13 |
61 | 2010.02.19 17:15 | sell | 31 | 0.10 | 1.54350 | 0.00000 | 1.54050 | ||
62 | 2010.02.23 11:32 | t/p | 31 | 0.10 | 1.54050 | 0.00000 | 1.54050 | 29.50 | 9816.63 |
63 | 2010.02.24 14:15 | buy | 32 | 0.10 | 1.54318 | 0.00000 | 1.54618 | ||
64 | 2010.02.24 16:50 | t/p | 32 | 0.10 | 1.54618 | 0.00000 | 1.54618 | 30.00 | 9846.63 |
65 | 2010.02.25 21:45 | sell | 33 | 0.10 | 1.52707 | 0.00000 | 1.52407 | ||
66 | 2010.02.26 00:50 | t/p | 33 | 0.10 | 1.52407 | 0.00000 | 1.52407 | 29.75 | 9876.38 |
67 | 2010.02.26 02:40 | sell | 34 | 0.10 | 1.52753 | 0.00000 | 1.52453 | ||
68 | 2010.02.26 12:20 | t/p | 34 | 0.10 | 1.52453 | 0.00000 | 1.52453 | 30.00 | 9906.38 |