Strategy Tester Report
KSRobot_1_5_h1_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 | StopLoss=50; BreakEven=9; TrailingStop=10; MAfilter=6; UseOptimizedValues=true; Lots=1; | ||||
| Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -944.00 | Gross profit | 606.00 | Gross loss | -1550.00 |
| Profit factor | 0.39 | Expected payoff | -26.97 | ||
| Absolute drawdown | 1213.00 | Maximal drawdown | 1810.00 (17.08%) | Relative drawdown | 17.08% (1810.00) |
| Total trades | 35 | Short positions (won %) | 18 (0.00%) | Long positions (won %) | 17 (23.53%) |
| Profit trades (% of total) | 4 (11.43%) | Loss trades (% of total) | 31 (88.57%) | ||
| Largest | profit trade | 206.00 | loss trade | -50.00 | |
| Average | profit trade | 151.50 | loss trade | -50.00 | |
| Maximum | consecutive wins (profit in money) | 3 (597.00) | consecutive losses (loss in money) | 20 (-1000.00) | |
| Maximal | consecutive profit (count of wins) | 597.00 (3) | consecutive loss (count of losses) | -1000.00 (20) | |
| Average | consecutive wins | 2 | consecutive losses | 16 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.04 14:10 | buy limit | 1 | 1.00 | 1.61487 | 1.61437 | 1.61688 | ||
| 2 | 2010.01.04 14:37 | buy | 1 | 1.00 | 1.61487 | 1.61437 | 1.61688 | ||
| 3 | 2010.01.04 14:40 | modify | 1 | 1.00 | 1.61487 | 1.61488 | 1.61688 | ||
| 4 | 2010.01.04 14:50 | t/p | 1 | 1.00 | 1.61688 | 1.61488 | 1.61688 | 201.00 | 10201.00 |
| 5 | 2010.01.06 17:05 | buy limit | 2 | 1.00 | 1.59998 | 1.59948 | 1.60204 | ||
| 6 | 2010.01.06 17:07 | buy | 2 | 1.00 | 1.59998 | 1.59948 | 1.60204 | ||
| 7 | 2010.01.06 17:10 | modify | 2 | 1.00 | 1.59998 | 1.59999 | 1.60204 | ||
| 8 | 2010.01.06 17:15 | t/p | 2 | 1.00 | 1.60204 | 1.59999 | 1.60204 | 206.00 | 10407.00 |
| 9 | 2010.01.08 07:02 | buy limit | 3 | 1.00 | 1.59349 | 1.59299 | 1.59534 | ||
| 10 | 2010.01.08 07:32 | expiration | 3 | 1.00 | 1.59349 | 1.59299 | 1.59534 | ||
| 11 | 2010.01.08 07:57 | buy limit | 4 | 1.00 | 1.59353 | 1.59303 | 1.59543 | ||
| 12 | 2010.01.08 08:07 | buy | 4 | 1.00 | 1.59353 | 1.59303 | 1.59543 | ||
| 13 | 2010.01.08 08:10 | modify | 4 | 1.00 | 1.59353 | 1.59354 | 1.59543 | ||
| 14 | 2010.01.08 08:20 | t/p | 4 | 1.00 | 1.59543 | 1.59354 | 1.59543 | 190.00 | 10597.00 |
| 15 | 2010.01.08 18:50 | buy limit | 5 | 1.00 | 1.60180 | 1.60130 | 1.60387 | ||
| 16 | 2010.01.08 18:59 | buy | 5 | 1.00 | 1.60180 | 1.60130 | 1.60387 | ||
| 17 | 2010.01.08 19:00 | s/l | 5 | 1.00 | 1.60130 | 1.60130 | 1.60387 | -50.00 | 10547.00 |
| 18 | 2010.01.11 16:15 | buy limit | 6 | 1.00 | 1.61302 | 1.61252 | 1.61496 | ||
| 19 | 2010.01.11 16:47 | expiration | 6 | 1.00 | 1.61302 | 1.61252 | 1.61496 | ||
| 20 | 2010.01.12 08:20 | sell limit | 7 | 1.00 | 1.60943 | 1.60993 | 1.60698 | ||
| 21 | 2010.01.12 08:27 | sell | 7 | 1.00 | 1.60943 | 1.60993 | 1.60698 | ||
| 22 | 2010.01.12 08:40 | s/l | 7 | 1.00 | 1.60993 | 1.60993 | 1.60698 | -50.00 | 10497.00 |
| 23 | 2010.01.12 09:02 | sell limit | 8 | 1.00 | 1.60943 | 1.60993 | 1.60537 | ||
| 24 | 2010.01.12 09:20 | sell | 8 | 1.00 | 1.60943 | 1.60993 | 1.60537 | ||
| 25 | 2010.01.12 09:22 | s/l | 8 | 1.00 | 1.60993 | 1.60993 | 1.60537 | -50.00 | 10447.00 |
| 26 | 2010.01.12 09:27 | sell limit | 9 | 1.00 | 1.60943 | 1.60993 | 1.60762 | ||
| 27 | 2010.01.12 09:27 | sell | 9 | 1.00 | 1.60943 | 1.60993 | 1.60762 | ||
| 28 | 2010.01.12 09:30 | s/l | 9 | 1.00 | 1.60993 | 1.60993 | 1.60762 | -50.00 | 10397.00 |
| 29 | 2010.01.12 10:20 | sell limit | 10 | 1.00 | 1.60943 | 1.60993 | 1.60712 | ||
| 30 | 2010.01.12 10:27 | sell | 10 | 1.00 | 1.60943 | 1.60993 | 1.60712 | ||
| 31 | 2010.01.12 10:30 | s/l | 10 | 1.00 | 1.60993 | 1.60993 | 1.60712 | -50.00 | 10347.00 |
| 32 | 2010.01.14 11:02 | buy limit | 11 | 1.00 | 1.62883 | 1.62833 | 1.63070 | ||
| 33 | 2010.01.14 11:15 | buy | 11 | 1.00 | 1.62883 | 1.62833 | 1.63070 | ||
| 34 | 2010.01.14 11:17 | s/l | 11 | 1.00 | 1.62833 | 1.62833 | 1.63070 | -50.00 | 10297.00 |
| 35 | 2010.01.15 08:20 | sell limit | 12 | 1.00 | 1.63198 | 1.63248 | 1.62948 | ||
| 36 | 2010.01.15 08:27 | sell | 12 | 1.00 | 1.63198 | 1.63248 | 1.62948 | ||
| 37 | 2010.01.15 08:27 | s/l | 12 | 1.00 | 1.63248 | 1.63248 | 1.62948 | -50.00 | 10247.00 |
| 38 | 2010.01.15 09:15 | sell limit | 13 | 1.00 | 1.63198 | 1.63248 | 1.62985 | ||
| 39 | 2010.01.15 09:35 | sell | 13 | 1.00 | 1.63198 | 1.63248 | 1.62985 | ||
| 40 | 2010.01.15 09:40 | s/l | 13 | 1.00 | 1.63248 | 1.63248 | 1.62985 | -50.00 | 10197.00 |
| 41 | 2010.01.15 10:20 | sell limit | 14 | 1.00 | 1.63198 | 1.63248 | 1.62960 | ||
| 42 | 2010.01.15 10:32 | sell | 14 | 1.00 | 1.63198 | 1.63248 | 1.62960 | ||
| 43 | 2010.01.15 10:37 | s/l | 14 | 1.00 | 1.63248 | 1.63248 | 1.62960 | -50.00 | 10147.00 |
| 44 | 2010.01.15 10:45 | sell limit | 15 | 1.00 | 1.63198 | 1.63248 | 1.62986 | ||
| 45 | 2010.01.15 11:17 | expiration | 15 | 1.00 | 1.63198 | 1.63248 | 1.62986 | ||
| 46 | 2010.01.18 16:20 | buy limit | 16 | 1.00 | 1.63256 | 1.63206 | 1.63491 | ||
| 47 | 2010.01.18 16:52 | expiration | 16 | 1.00 | 1.63256 | 1.63206 | 1.63491 | ||
| 48 | 2010.01.19 16:02 | buy limit | 17 | 1.00 | 1.63847 | 1.63797 | 1.64028 | ||
| 49 | 2010.01.19 16:10 | buy | 17 | 1.00 | 1.63847 | 1.63797 | 1.64028 | ||
| 50 | 2010.01.19 16:15 | s/l | 17 | 1.00 | 1.63797 | 1.63797 | 1.64028 | -50.00 | 10097.00 |
| 51 | 2010.01.19 16:50 | buy limit | 18 | 1.00 | 1.63847 | 1.63797 | 1.64039 | ||
| 52 | 2010.01.19 16:57 | buy | 18 | 1.00 | 1.63847 | 1.63797 | 1.64039 | ||
| 53 | 2010.01.19 16:59 | s/l | 18 | 1.00 | 1.63797 | 1.63797 | 1.64039 | -50.00 | 10047.00 |
| 54 | 2010.01.20 16:40 | sell limit | 19 | 1.00 | 1.62845 | 1.62895 | 1.62629 | ||
| 55 | 2010.01.20 17:12 | expiration | 19 | 1.00 | 1.62845 | 1.62895 | 1.62629 | ||
| 56 | 2010.01.20 18:15 | sell limit | 20 | 1.00 | 1.62845 | 1.62895 | 1.62659 | ||
| 57 | 2010.01.20 18:47 | expiration | 20 | 1.00 | 1.62845 | 1.62895 | 1.62659 | ||
| 58 | 2010.01.21 07:40 | buy limit | 21 | 1.00 | 1.62789 | 1.62739 | 1.62994 | ||
| 59 | 2010.01.21 08:15 | expiration | 21 | 1.00 | 1.62789 | 1.62739 | 1.62994 | ||
| 60 | 2010.01.21 17:50 | buy limit | 22 | 1.00 | 1.62102 | 1.62052 | 1.62560 | ||
| 61 | 2010.01.21 17:57 | buy | 22 | 1.00 | 1.62102 | 1.62052 | 1.62560 | ||
| 62 | 2010.01.21 18:00 | close | 22 | 1.00 | 1.62111 | 1.62052 | 1.62560 | 9.00 | 10056.00 |
| 63 | 2010.01.22 11:10 | buy limit | 23 | 1.00 | 1.62253 | 1.62203 | 1.62471 | ||
| 64 | 2010.01.22 11:42 | expiration | 23 | 1.00 | 1.62253 | 1.62203 | 1.62471 | ||
| 65 | 2010.01.25 14:15 | buy limit | 24 | 1.00 | 1.61350 | 1.61300 | 1.61561 | ||
| 66 | 2010.01.25 14:47 | expiration | 24 | 1.00 | 1.61350 | 1.61300 | 1.61561 | ||
| 67 | 2010.01.26 08:50 | sell limit | 25 | 1.00 | 1.62296 | 1.62346 | 1.62039 | ||
| 68 | 2010.01.26 09:10 | sell | 25 | 1.00 | 1.62296 | 1.62346 | 1.62039 | ||
| 69 | 2010.01.26 09:15 | s/l | 25 | 1.00 | 1.62346 | 1.62346 | 1.62039 | -50.00 | 10006.00 |
| 70 | 2010.01.26 10:15 | sell limit | 26 | 1.00 | 1.62296 | 1.62346 | 1.62020 | ||
| 71 | 2010.01.26 10:46 | expiration | 26 | 1.00 | 1.62296 | 1.62346 | 1.62020 | ||
| 72 | 2010.01.29 08:15 | sell limit | 27 | 1.00 | 1.61340 | 1.61390 | 1.61163 | ||
| 73 | 2010.01.29 08:45 | sell | 27 | 1.00 | 1.61340 | 1.61390 | 1.61163 | ||
| 74 | 2010.01.29 08:50 | s/l | 27 | 1.00 | 1.61390 | 1.61390 | 1.61163 | -50.00 | 9956.00 |
| 75 | 2010.01.29 09:02 | sell limit | 28 | 1.00 | 1.61340 | 1.61390 | 1.61128 | ||
| 76 | 2010.01.29 09:10 | sell | 28 | 1.00 | 1.61340 | 1.61390 | 1.61128 | ||
| 77 | 2010.01.29 09:12 | s/l | 28 | 1.00 | 1.61390 | 1.61390 | 1.61128 | -50.00 | 9906.00 |
| 78 | 2010.02.01 16:20 | sell limit | 29 | 1.00 | 1.59144 | 1.59194 | 1.58878 | ||
| 79 | 2010.02.01 16:32 | sell | 29 | 1.00 | 1.59144 | 1.59194 | 1.58878 | ||
| 80 | 2010.02.01 16:35 | s/l | 29 | 1.00 | 1.59194 | 1.59194 | 1.58878 | -50.00 | 9856.00 |
| 81 | 2010.02.01 16:45 | sell limit | 30 | 1.00 | 1.59144 | 1.59194 | 1.58930 | ||
| 82 | 2010.02.01 17:13 | sell | 30 | 1.00 | 1.59144 | 1.59194 | 1.58930 | ||
| 83 | 2010.02.01 17:20 | s/l | 30 | 1.00 | 1.59194 | 1.59194 | 1.58930 | -50.00 | 9806.00 |
| 84 | 2010.02.02 07:15 | buy limit | 31 | 1.00 | 1.59469 | 1.59419 | 1.59688 | ||
| 85 | 2010.02.02 07:47 | expiration | 31 | 1.00 | 1.59469 | 1.59419 | 1.59688 | ||
| 86 | 2010.02.02 16:02 | sell limit | 32 | 1.00 | 1.59364 | 1.59414 | 1.59148 | ||
| 87 | 2010.02.02 16:10 | sell | 32 | 1.00 | 1.59364 | 1.59414 | 1.59148 | ||
| 88 | 2010.02.02 16:12 | s/l | 32 | 1.00 | 1.59414 | 1.59414 | 1.59148 | -50.00 | 9756.00 |
| 89 | 2010.02.05 13:15 | sell limit | 33 | 1.00 | 1.57085 | 1.57135 | 1.56896 | ||
| 90 | 2010.02.05 13:47 | expiration | 33 | 1.00 | 1.57085 | 1.57135 | 1.56896 | ||
| 91 | 2010.02.05 15:10 | sell limit | 34 | 1.00 | 1.57085 | 1.57135 | 1.56842 | ||
| 92 | 2010.02.05 15:42 | expiration | 34 | 1.00 | 1.57085 | 1.57135 | 1.56842 | ||
| 93 | 2010.02.08 10:50 | sell limit | 35 | 1.00 | 1.55905 | 1.55955 | 1.55619 | ||
| 94 | 2010.02.08 11:22 | expiration | 35 | 1.00 | 1.55905 | 1.55955 | 1.55619 | ||
| 95 | 2010.02.10 08:07 | buy limit | 36 | 1.00 | 1.56930 | 1.56880 | 1.57119 | ||
| 96 | 2010.02.10 08:10 | buy | 36 | 1.00 | 1.56930 | 1.56880 | 1.57119 | ||
| 97 | 2010.02.10 08:15 | s/l | 36 | 1.00 | 1.56880 | 1.56880 | 1.57119 | -50.00 | 9706.00 |
| 98 | 2010.02.11 14:50 | sell limit | 37 | 1.00 | 1.56101 | 1.56151 | 1.55898 | ||
| 99 | 2010.02.11 14:57 | sell | 37 | 1.00 | 1.56101 | 1.56151 | 1.55898 | ||
| 100 | 2010.02.11 14:59 | s/l | 37 | 1.00 | 1.56151 | 1.56151 | 1.55898 | -50.00 | 9656.00 |
| 101 | 2010.02.11 17:02 | sell limit | 38 | 1.00 | 1.56090 | 1.56140 | 1.55844 | ||
| 102 | 2010.02.11 17:10 | sell | 38 | 1.00 | 1.56090 | 1.56140 | 1.55844 | ||
| 103 | 2010.02.11 17:12 | s/l | 38 | 1.00 | 1.56140 | 1.56140 | 1.55844 | -50.00 | 9606.00 |
| 104 | 2010.02.12 18:10 | buy limit | 39 | 1.00 | 1.56603 | 1.56553 | 1.56894 | ||
| 105 | 2010.02.12 18:42 | expiration | 39 | 1.00 | 1.56603 | 1.56553 | 1.56894 | ||
| 106 | 2010.02.16 11:10 | buy limit | 40 | 1.00 | 1.56914 | 1.56864 | 1.57091 | ||
| 107 | 2010.02.16 11:42 | expiration | 40 | 1.00 | 1.56914 | 1.56864 | 1.57091 | ||
| 108 | 2010.02.16 11:47 | buy limit | 41 | 1.00 | 1.56914 | 1.56864 | 1.57099 | ||
| 109 | 2010.02.16 11:50 | buy | 41 | 1.00 | 1.56914 | 1.56864 | 1.57099 | ||
| 110 | 2010.02.16 11:52 | s/l | 41 | 1.00 | 1.56864 | 1.56864 | 1.57099 | -50.00 | 9556.00 |
| 111 | 2010.02.16 12:50 | buy limit | 42 | 1.00 | 1.56914 | 1.56864 | 1.57161 | ||
| 112 | 2010.02.16 13:22 | expiration | 42 | 1.00 | 1.56914 | 1.56864 | 1.57161 | ||
| 113 | 2010.02.17 11:20 | sell limit | 43 | 1.00 | 1.57713 | 1.57763 | 1.57439 | ||
| 114 | 2010.02.17 11:45 | sell | 43 | 1.00 | 1.57713 | 1.57763 | 1.57439 | ||
| 115 | 2010.02.17 11:47 | s/l | 43 | 1.00 | 1.57763 | 1.57763 | 1.57439 | -50.00 | 9506.00 |
| 116 | 2010.02.17 14:59 | sell limit | 44 | 1.00 | 1.57713 | 1.57763 | 1.57513 | ||
| 117 | 2010.02.17 15:30 | expiration | 44 | 1.00 | 1.57713 | 1.57763 | 1.57513 | ||
| 118 | 2010.02.18 08:03 | sell limit | 45 | 1.00 | 1.56670 | 1.56720 | 1.56418 | ||
| 119 | 2010.02.18 08:35 | expiration | 45 | 1.00 | 1.56670 | 1.56720 | 1.56418 | ||
| 120 | 2010.02.18 17:26 | sell limit | 46 | 1.00 | 1.56189 | 1.56239 | 1.55847 | ||
| 121 | 2010.02.18 17:57 | expiration | 46 | 1.00 | 1.56189 | 1.56239 | 1.55847 | ||
| 122 | 2010.02.19 16:20 | sell limit | 47 | 1.00 | 1.53895 | 1.53945 | 1.53690 | ||
| 123 | 2010.02.19 16:27 | sell | 47 | 1.00 | 1.53895 | 1.53945 | 1.53690 | ||
| 124 | 2010.02.19 16:27 | s/l | 47 | 1.00 | 1.53945 | 1.53945 | 1.53690 | -50.00 | 9456.00 |
| 125 | 2010.02.22 11:50 | sell limit | 48 | 1.00 | 1.54666 | 1.54716 | 1.54406 | ||
| 126 | 2010.02.22 12:20 | sell | 48 | 1.00 | 1.54666 | 1.54716 | 1.54406 | ||
| 127 | 2010.02.22 12:22 | s/l | 48 | 1.00 | 1.54716 | 1.54716 | 1.54406 | -50.00 | 9406.00 |
| 128 | 2010.02.22 12:45 | buy limit | 49 | 1.00 | 1.54756 | 1.54706 | 1.54969 | ||
| 129 | 2010.02.22 13:15 | buy | 49 | 1.00 | 1.54756 | 1.54706 | 1.54969 | ||
| 130 | 2010.02.22 13:17 | s/l | 49 | 1.00 | 1.54706 | 1.54706 | 1.54969 | -50.00 | 9356.00 |
| 131 | 2010.02.22 13:50 | buy limit | 50 | 1.00 | 1.54756 | 1.54706 | 1.54944 | ||
| 132 | 2010.02.22 13:57 | buy | 50 | 1.00 | 1.54756 | 1.54706 | 1.54944 | ||
| 133 | 2010.02.22 14:07 | s/l | 50 | 1.00 | 1.54706 | 1.54706 | 1.54944 | -50.00 | 9306.00 |
| 134 | 2010.02.22 14:10 | buy limit | 51 | 1.00 | 1.54756 | 1.54706 | 1.54979 | ||
| 135 | 2010.02.22 14:42 | expiration | 51 | 1.00 | 1.54756 | 1.54706 | 1.54979 | ||
| 136 | 2010.02.22 14:57 | buy limit | 52 | 1.00 | 1.54756 | 1.54706 | 1.54969 | ||
| 137 | 2010.02.22 15:30 | expiration | 52 | 1.00 | 1.54756 | 1.54706 | 1.54969 | ||
| 138 | 2010.02.22 15:52 | buy limit | 53 | 1.00 | 1.54780 | 1.54730 | 1.54985 | ||
| 139 | 2010.02.22 16:02 | buy | 53 | 1.00 | 1.54780 | 1.54730 | 1.54985 | ||
| 140 | 2010.02.22 16:07 | s/l | 53 | 1.00 | 1.54730 | 1.54730 | 1.54985 | -50.00 | 9256.00 |
| 141 | 2010.02.24 14:07 | buy limit | 54 | 1.00 | 1.54446 | 1.54396 | 1.54635 | ||
| 142 | 2010.02.24 14:10 | buy | 54 | 1.00 | 1.54446 | 1.54396 | 1.54635 | ||
| 143 | 2010.02.24 14:12 | s/l | 54 | 1.00 | 1.54396 | 1.54396 | 1.54635 | -50.00 | 9206.00 |
| 144 | 2010.02.24 17:15 | sell limit | 55 | 1.00 | 1.54391 | 1.54441 | 1.54208 | ||
| 145 | 2010.02.24 17:47 | expiration | 55 | 1.00 | 1.54391 | 1.54441 | 1.54208 | ||
| 146 | 2010.02.24 17:57 | sell limit | 56 | 1.00 | 1.54391 | 1.54441 | 1.54188 | ||
| 147 | 2010.02.24 18:27 | expiration | 56 | 1.00 | 1.54391 | 1.54441 | 1.54188 | ||
| 148 | 2010.02.26 08:02 | buy limit | 57 | 1.00 | 1.52638 | 1.52588 | 1.52903 | ||
| 149 | 2010.02.26 08:20 | buy | 57 | 1.00 | 1.52638 | 1.52588 | 1.52903 | ||
| 150 | 2010.02.26 08:22 | s/l | 57 | 1.00 | 1.52588 | 1.52588 | 1.52903 | -50.00 | 9156.00 |
| 151 | 2010.02.26 08:32 | buy limit | 58 | 1.00 | 1.52638 | 1.52588 | 1.52863 | ||
| 152 | 2010.02.26 08:45 | buy | 58 | 1.00 | 1.52638 | 1.52588 | 1.52863 | ||
| 153 | 2010.02.26 08:47 | s/l | 58 | 1.00 | 1.52588 | 1.52588 | 1.52863 | -50.00 | 9106.00 |
| 154 | 2010.02.26 09:40 | buy limit | 59 | 1.00 | 1.52638 | 1.52588 | 1.52838 | ||
| 155 | 2010.02.26 10:12 | expiration | 59 | 1.00 | 1.52638 | 1.52588 | 1.52838 | ||
| 156 | 2010.02.26 10:47 | buy limit | 60 | 1.00 | 1.52755 | 1.52705 | 1.52950 | ||
| 157 | 2010.02.26 10:50 | buy | 60 | 1.00 | 1.52755 | 1.52705 | 1.52950 | ||
| 158 | 2010.02.26 10:52 | s/l | 60 | 1.00 | 1.52705 | 1.52705 | 1.52950 | -50.00 | 9056.00 |