Strategy Tester Report
Locker
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 | NeedProfit=0.001; StepLot=0.2; Lot=0.5; Step=50; spasenie=false; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -9755.45 | Gross profit | 2249.75 | Gross loss | -12005.20 |
Profit factor | 0.19 | Expected payoff | -256.72 | ||
Absolute drawdown | 9755.45 | Maximal drawdown | 9907.95 (97.59%) | Relative drawdown | 97.59% (9907.95) |
Total trades | 38 | Short positions (won %) | 24 (0.00%) | Long positions (won %) | 14 (100.00%) |
Profit trades (% of total) | 14 (36.84%) | Loss trades (% of total) | 24 (63.16%) | ||
Largest | profit trade | 592.45 | loss trade | -739.00 | |
Average | profit trade | 160.70 | loss trade | -500.22 | |
Maximum | consecutive wins (profit in money) | 8 (1059.84) | consecutive losses (loss in money) | 15 (-8983.50) | |
Maximal | consecutive profit (count of wins) | 1059.84 (8) | consecutive loss (count of losses) | -8983.50 (15) | |
Average | consecutive wins | 4 | consecutive losses | 8 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 00:00 | buy | 1 | 0.50 | 1.61232 | 0.00000 | 0.00000 | ||
2 | 2010.01.04 00:10 | close | 1 | 0.50 | 1.61328 | 0.00000 | 0.00000 | 48.00 | 10048.00 |
3 | 2010.01.04 00:12 | buy | 2 | 0.50 | 1.61312 | 0.00000 | 0.00000 | ||
4 | 2010.01.04 00:15 | close | 2 | 0.50 | 1.61409 | 0.00000 | 0.00000 | 48.50 | 10096.50 |
5 | 2010.01.04 00:17 | buy | 3 | 0.50 | 1.61393 | 0.00000 | 0.00000 | ||
6 | 2010.01.04 00:20 | close | 3 | 0.50 | 1.61489 | 0.00000 | 0.00000 | 48.00 | 10144.50 |
7 | 2010.01.04 00:22 | buy | 4 | 0.50 | 1.61446 | 0.00000 | 0.00000 | ||
8 | 2010.01.04 00:27 | sell | 5 | 0.20 | 1.61382 | 0.00000 | 0.00000 | ||
9 | 2010.01.04 00:27 | sell | 6 | 0.20 | 1.61306 | 0.00000 | 0.00000 | ||
10 | 2010.01.04 00:45 | buy | 7 | 0.20 | 1.61467 | 0.00000 | 0.00000 | ||
11 | 2010.01.04 00:50 | buy | 8 | 0.20 | 1.61530 | 0.00000 | 0.00000 | ||
12 | 2010.01.04 01:15 | sell | 9 | 0.20 | 1.61200 | 0.00000 | 0.00000 | ||
13 | 2010.01.04 01:20 | sell | 10 | 0.20 | 1.61052 | 0.00000 | 0.00000 | ||
14 | 2010.01.04 02:40 | sell | 11 | 0.20 | 1.60967 | 0.00000 | 0.00000 | ||
15 | 2010.01.04 02:46 | sell | 12 | 0.20 | 1.60882 | 0.00000 | 0.00000 | ||
16 | 2010.01.04 04:45 | sell | 13 | 0.20 | 1.60786 | 0.00000 | 0.00000 | ||
17 | 2010.01.04 04:50 | sell | 14 | 0.20 | 1.60700 | 0.00000 | 0.00000 | ||
18 | 2010.01.04 08:16 | sell | 15 | 0.20 | 1.60588 | 0.00000 | 0.00000 | ||
19 | 2010.01.04 09:50 | buy | 16 | 0.20 | 1.61589 | 0.00000 | 0.00000 | ||
20 | 2010.01.04 10:10 | buy | 17 | 0.20 | 1.61679 | 0.00000 | 0.00000 | ||
21 | 2010.01.04 10:15 | buy | 18 | 0.20 | 1.61769 | 0.00000 | 0.00000 | ||
22 | 2010.01.04 10:20 | buy | 19 | 0.20 | 1.61860 | 0.00000 | 0.00000 | ||
23 | 2010.01.04 10:45 | buy | 20 | 0.20 | 1.62007 | 0.00000 | 0.00000 | ||
24 | 2010.01.04 10:50 | buy | 21 | 0.20 | 1.62135 | 0.00000 | 0.00000 | ||
25 | 2010.01.04 11:15 | buy | 22 | 0.20 | 1.62291 | 0.00000 | 0.00000 | ||
26 | 2010.01.04 11:20 | buy | 23 | 0.20 | 1.62418 | 0.00000 | 0.00000 | ||
27 | 2010.01.05 09:20 | sell | 24 | 0.20 | 1.60367 | 0.00000 | 0.00000 | ||
28 | 2010.01.05 09:32 | sell | 25 | 0.20 | 1.60292 | 0.00000 | 0.00000 | ||
29 | 2010.01.05 11:20 | sell | 26 | 0.20 | 1.60208 | 0.00000 | 0.00000 | ||
30 | 2010.01.05 11:45 | sell | 27 | 0.20 | 1.60090 | 0.00000 | 0.00000 | ||
31 | 2010.01.05 11:50 | sell | 28 | 0.20 | 1.59926 | 0.00000 | 0.00000 | ||
32 | 2010.01.05 12:07 | sell | 29 | 0.20 | 1.59873 | 0.00000 | 0.00000 | ||
33 | 2010.01.05 19:15 | sell | 30 | 0.20 | 1.59787 | 0.00000 | 0.00000 | ||
34 | 2010.01.05 19:20 | sell | 31 | 0.20 | 1.59644 | 0.00000 | 0.00000 | ||
35 | 2010.01.06 01:45 | sell | 32 | 0.20 | 1.59546 | 0.00000 | 0.00000 | ||
36 | 2010.01.06 01:50 | sell | 33 | 0.20 | 1.59435 | 0.00000 | 0.00000 | ||
37 | 2010.01.06 15:50 | sell | 34 | 0.20 | 1.59367 | 0.00000 | 0.00000 | ||
38 | 2010.01.07 08:50 | sell | 35 | 0.20 | 1.59303 | 0.00000 | 0.00000 | ||
39 | 2010.01.07 09:50 | sell | 36 | 0.20 | 1.59104 | 0.00000 | 0.00000 | ||
40 | 2010.01.07 12:45 | sell | 37 | 0.20 | 1.59052 | 0.00000 | 0.00000 | ||
41 | 2010.01.07 12:50 | sell | 38 | 0.20 | 1.58956 | 0.00000 | 0.00000 | ||
42 | 2010.01.13 10:32 | close at stop | 38 | 0.20 | 1.62641 | 0.00000 | 0.00000 | -739.00 | 9405.50 |
43 | 2010.01.13 10:32 | close at stop | 37 | 0.20 | 1.62641 | 0.00000 | 0.00000 | -719.80 | 8685.70 |
44 | 2010.01.13 10:32 | close at stop | 36 | 0.20 | 1.62641 | 0.00000 | 0.00000 | -709.40 | 7976.30 |
45 | 2010.01.13 10:32 | close at stop | 35 | 0.20 | 1.62641 | 0.00000 | 0.00000 | -669.60 | 7306.70 |
46 | 2010.01.13 10:32 | close at stop | 34 | 0.20 | 1.62641 | 0.00000 | 0.00000 | -658.30 | 6648.40 |
47 | 2010.01.13 10:32 | close at stop | 33 | 0.20 | 1.62641 | 0.00000 | 0.00000 | -644.70 | 6003.70 |
48 | 2010.01.13 10:32 | close at stop | 32 | 0.20 | 1.62641 | 0.00000 | 0.00000 | -622.50 | 5381.20 |
49 | 2010.01.13 10:32 | close at stop | 31 | 0.20 | 1.62641 | 0.00000 | 0.00000 | -603.40 | 4777.80 |
50 | 2010.01.13 10:32 | close at stop | 30 | 0.20 | 1.62641 | 0.00000 | 0.00000 | -574.80 | 4203.00 |
51 | 2010.01.13 10:32 | close at stop | 29 | 0.20 | 1.62641 | 0.00000 | 0.00000 | -557.60 | 3645.40 |
52 | 2010.01.13 10:32 | close at stop | 28 | 0.20 | 1.62641 | 0.00000 | 0.00000 | -547.00 | 3098.40 |
53 | 2010.01.13 10:32 | close at stop | 27 | 0.20 | 1.62641 | 0.00000 | 0.00000 | -514.20 | 2584.20 |
54 | 2010.01.13 10:32 | close at stop | 26 | 0.20 | 1.62641 | 0.00000 | 0.00000 | -490.60 | 2093.60 |
55 | 2010.01.13 10:32 | close at stop | 25 | 0.20 | 1.62641 | 0.00000 | 0.00000 | -473.80 | 1619.80 |
56 | 2010.01.13 10:32 | close at stop | 24 | 0.20 | 1.62641 | 0.00000 | 0.00000 | -458.80 | 1161.00 |
57 | 2010.01.13 10:32 | close at stop | 23 | 0.20 | 1.62630 | 0.00000 | 0.00000 | 42.58 | 1203.58 |
58 | 2010.01.13 10:32 | close at stop | 22 | 0.20 | 1.62630 | 0.00000 | 0.00000 | 67.98 | 1271.56 |
59 | 2010.01.13 10:32 | close at stop | 21 | 0.20 | 1.62630 | 0.00000 | 0.00000 | 99.18 | 1370.74 |
60 | 2010.01.13 10:32 | close at stop | 20 | 0.20 | 1.62630 | 0.00000 | 0.00000 | 124.78 | 1495.52 |
61 | 2010.01.13 10:32 | close at stop | 19 | 0.20 | 1.62630 | 0.00000 | 0.00000 | 154.18 | 1649.70 |
62 | 2010.01.13 10:32 | close at stop | 18 | 0.20 | 1.62630 | 0.00000 | 0.00000 | 172.38 | 1822.08 |
63 | 2010.01.13 10:32 | close at stop | 17 | 0.20 | 1.62630 | 0.00000 | 0.00000 | 190.38 | 2012.46 |
64 | 2010.01.13 10:32 | close at stop | 16 | 0.20 | 1.62630 | 0.00000 | 0.00000 | 208.38 | 2220.84 |
65 | 2010.01.13 10:32 | close at stop | 15 | 0.20 | 1.62641 | 0.00000 | 0.00000 | -415.10 | 1805.74 |
66 | 2010.01.13 10:32 | close at stop | 14 | 0.20 | 1.62641 | 0.00000 | 0.00000 | -392.70 | 1413.04 |
67 | 2010.01.13 10:32 | close at stop | 13 | 0.20 | 1.62641 | 0.00000 | 0.00000 | -375.50 | 1037.54 |
68 | 2010.01.13 10:32 | close at stop | 12 | 0.20 | 1.62641 | 0.00000 | 0.00000 | -356.30 | 681.24 |
69 | 2010.01.13 10:32 | close at stop | 11 | 0.20 | 1.62641 | 0.00000 | 0.00000 | -339.30 | 341.94 |
70 | 2010.01.13 10:32 | close at stop | 10 | 0.20 | 1.62641 | 0.00000 | 0.00000 | -322.30 | 19.64 |
71 | 2010.01.13 10:32 | close at stop | 9 | 0.20 | 1.62641 | 0.00000 | 0.00000 | -292.70 | -273.06 |
72 | 2010.01.13 10:32 | close at stop | 8 | 0.20 | 1.62630 | 0.00000 | 0.00000 | 220.18 | -52.88 |
73 | 2010.01.13 10:32 | close at stop | 7 | 0.20 | 1.62630 | 0.00000 | 0.00000 | 232.78 | 179.90 |
74 | 2010.01.13 10:32 | close at stop | 6 | 0.20 | 1.62641 | 0.00000 | 0.00000 | -271.50 | -91.60 |
75 | 2010.01.13 10:32 | close at stop | 5 | 0.20 | 1.62641 | 0.00000 | 0.00000 | -256.30 | -347.90 |
76 | 2010.01.13 10:32 | close at stop | 4 | 0.50 | 1.62630 | 0.00000 | 0.00000 | 592.45 | 244.55 |