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 | a="KEY PARAMETERS OF THE ADVISER"; mno=2; Cg1=20; Cg2=96; Cg3=288; FullAuto=true; ha="the percentage of risk as% of deposit amount"; Risk=3; x="Permission to use the dynamic changes in the lot"; Martin=false; gb="dynamic change lot factor. if <1 it increases lot , if > 1 it is lot decreases "; MartinKoff=0.75; k="Trailing step on equity as% of the deposit"; EqwTralStep=0.03; í="minimum break between the opening of orders in minutes"; MinTradePause=1; m="Permission to restrict trade in time"; TradeTime=false; n="Hour start of trading"; StartTrade=20; o="Hour late trade"; EndTrade=8; p="Permission to display information in the main window"; ShowComment=true; r="switch alarm systems and security"; MargineVarning=false; ss="switch emergency return"; EmergencyReturn=false; rr="the percentage of the deposit for the emergency return"; EmergencyPersent=100; s="permission for drawing graphic elements"; SetArrow=true; t="Key closing level position without loss"; WithoutLoss=false; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 655.11 | Gross profit | 2719.51 | Gross loss | -2064.40 |
Profit factor | 1.32 | Expected payoff | 11.91 | ||
Absolute drawdown | 1006.56 | Maximal drawdown | 2146.49 (19.27%) | Relative drawdown | 19.27% (2146.49) |
Total trades | 55 | Short positions (won %) | 23 (91.30%) | Long positions (won %) | 32 (78.13%) |
Profit trades (% of total) | 46 (83.64%) | Loss trades (% of total) | 9 (16.36%) | ||
Largest | profit trade | 398.11 | loss trade | -530.37 | |
Average | profit trade | 59.12 | loss trade | -229.38 | |
Maximum | consecutive wins (profit in money) | 9 (921.20) | consecutive losses (loss in money) | 2 (-695.34) | |
Maximal | consecutive profit (count of wins) | 921.20 (9) | consecutive loss (count of losses) | -695.34 (2) | |
Average | consecutive wins | 7 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 02:00 | sell | 1 | 0.30 | 1.61198 | 0.00000 | 0.00000 | ||
2 | 2010.01.04 02:26 | close | 1 | 0.30 | 1.61176 | 0.00000 | 0.00000 | 6.60 | 10006.60 |
3 | 2010.01.04 03:00 | sell | 2 | 0.30 | 1.60881 | 0.00000 | 0.00000 | ||
4 | 2010.01.04 04:57 | close | 2 | 0.30 | 1.60842 | 0.00000 | 0.00000 | 11.70 | 10018.30 |
5 | 2010.01.05 00:00 | sell | 3 | 0.30 | 1.60880 | 0.00000 | 0.00000 | ||
6 | 2010.01.05 02:27 | close | 3 | 0.30 | 1.60848 | 0.00000 | 0.00000 | 9.60 | 10027.90 |
7 | 2010.01.05 23:00 | buy | 4 | 0.30 | 1.59954 | 0.00000 | 0.00000 | ||
8 | 2010.01.06 08:57 | close | 4 | 0.30 | 1.60139 | 0.00000 | 0.00000 | 55.53 | 10083.43 |
9 | 2010.01.06 20:00 | sell | 5 | 0.30 | 1.59901 | 0.00000 | 0.00000 | ||
10 | 2010.01.07 07:27 | close | 5 | 0.30 | 1.59744 | 0.00000 | 0.00000 | 44.85 | 10128.28 |
11 | 2010.01.07 20:00 | buy | 6 | 0.30 | 1.59340 | 0.00000 | 0.00000 | ||
12 | 2010.01.07 20:59 | close | 6 | 0.30 | 1.59416 | 0.00000 | 0.00000 | 22.80 | 10151.08 |
13 | 2010.01.08 02:00 | buy | 7 | 0.30 | 1.59510 | 0.00000 | 0.00000 | ||
14 | 2010.01.08 08:57 | close | 7 | 0.30 | 1.59637 | 0.00000 | 0.00000 | 38.10 | 10189.18 |
15 | 2010.01.11 02:00 | sell | 8 | 0.31 | 1.60768 | 0.00000 | 0.00000 | ||
16 | 2010.01.11 21:00 | sell | 9 | 0.31 | 1.60983 | 0.00000 | 0.00000 | ||
17 | 2010.01.12 00:00 | sell | 10 | 0.31 | 1.61140 | 0.00000 | 0.00000 | ||
18 | 2010.01.12 01:45 | close | 8 | 0.31 | 1.60945 | 0.00000 | 0.00000 | -55.64 | 10133.54 |
19 | 2010.01.12 01:45 | close | 9 | 0.31 | 1.60945 | 0.00000 | 0.00000 | 11.00 | 10144.54 |
20 | 2010.01.12 01:45 | close | 10 | 0.31 | 1.60945 | 0.00000 | 0.00000 | 60.45 | 10204.99 |
21 | 2010.01.12 06:00 | sell | 11 | 0.31 | 1.60877 | 0.00000 | 0.00000 | ||
22 | 2010.01.12 09:10 | close | 11 | 0.31 | 1.60863 | 0.00000 | 0.00000 | 4.34 | 10209.33 |
23 | 2010.01.12 22:00 | sell | 12 | 0.31 | 1.61687 | 0.00000 | 0.00000 | ||
24 | 2010.01.12 23:43 | close | 12 | 0.31 | 1.61654 | 0.00000 | 0.00000 | 10.23 | 10219.56 |
25 | 2010.01.13 13:00 | sell | 13 | 0.31 | 1.62767 | 0.00000 | 0.00000 | ||
26 | 2010.01.13 16:27 | close | 13 | 0.31 | 1.62638 | 0.00000 | 0.00000 | 39.99 | 10259.55 |
27 | 2010.01.14 05:00 | sell | 14 | 0.31 | 1.62883 | 0.00000 | 0.00000 | ||
28 | 2010.01.14 07:27 | close | 14 | 0.31 | 1.62842 | 0.00000 | 0.00000 | 12.71 | 10272.26 |
29 | 2010.01.14 14:00 | sell | 15 | 0.31 | 1.62573 | 0.00000 | 0.00000 | ||
30 | 2010.01.15 17:45 | close | 15 | 0.31 | 1.62404 | 0.00000 | 0.00000 | 51.62 | 10323.88 |
31 | 2010.01.18 02:00 | sell | 16 | 0.31 | 1.62597 | 0.00000 | 0.00000 | ||
32 | 2010.01.18 20:00 | sell | 17 | 0.31 | 1.63310 | 0.00000 | 0.00000 | ||
33 | 2010.01.19 23:00 | sell | 18 | 0.31 | 1.63587 | 0.00000 | 0.00000 | ||
34 | 2010.01.20 03:20 | close | 16 | 0.31 | 1.63130 | 0.00000 | 0.00000 | -166.78 | 10157.10 |
35 | 2010.01.20 03:20 | close | 17 | 0.31 | 1.63130 | 0.00000 | 0.00000 | 54.25 | 10211.35 |
36 | 2010.01.20 03:20 | close | 18 | 0.31 | 1.63130 | 0.00000 | 0.00000 | 140.89 | 10352.24 |
37 | 2010.01.20 22:00 | buy | 19 | 0.31 | 1.62906 | 0.00000 | 0.00000 | ||
38 | 2010.01.21 01:40 | close | 19 | 0.31 | 1.62999 | 0.00000 | 0.00000 | 28.92 | 10381.16 |
39 | 2010.01.21 22:00 | buy | 20 | 0.31 | 1.62020 | 0.00000 | 0.00000 | ||
40 | 2010.01.22 03:50 | close | 20 | 0.31 | 1.62055 | 0.00000 | 0.00000 | 10.88 | 10392.04 |
41 | 2010.01.22 06:00 | buy | 21 | 0.31 | 1.62154 | 0.00000 | 0.00000 | ||
42 | 2010.01.22 07:27 | close | 21 | 0.31 | 1.62242 | 0.00000 | 0.00000 | 27.28 | 10419.32 |
43 | 2010.01.25 02:00 | buy | 22 | 0.31 | 1.61134 | 0.00000 | 0.00000 | ||
44 | 2010.01.25 07:26 | close | 22 | 0.31 | 1.61309 | 0.00000 | 0.00000 | 54.25 | 10473.57 |
45 | 2010.01.25 15:00 | buy | 23 | 0.31 | 1.61596 | 0.00000 | 0.00000 | ||
46 | 2010.01.25 15:26 | close | 23 | 0.31 | 1.61644 | 0.00000 | 0.00000 | 14.88 | 10488.45 |
47 | 2010.01.25 23:00 | sell | 24 | 0.31 | 1.62427 | 0.00000 | 0.00000 | ||
48 | 2010.01.26 04:59 | close | 24 | 0.31 | 1.62258 | 0.00000 | 0.00000 | 51.62 | 10540.07 |
49 | 2010.01.26 20:00 | buy | 25 | 0.32 | 1.61601 | 0.00000 | 0.00000 | ||
50 | 2010.01.27 00:00 | buy | 26 | 0.32 | 1.61553 | 0.00000 | 0.00000 | ||
51 | 2010.01.27 08:32 | close | 25 | 0.32 | 1.61582 | 0.00000 | 0.00000 | -6.05 | 10534.02 |
52 | 2010.01.27 08:32 | close | 26 | 0.32 | 1.61582 | 0.00000 | 0.00000 | 9.28 | 10543.30 |
53 | 2010.01.27 19:00 | sell | 27 | 0.32 | 1.61809 | 0.00000 | 0.00000 | ||
54 | 2010.01.27 19:27 | close | 27 | 0.32 | 1.61775 | 0.00000 | 0.00000 | 10.88 | 10554.18 |
55 | 2010.01.28 00:00 | sell | 28 | 0.32 | 1.61776 | 0.00000 | 0.00000 | ||
56 | 2010.01.28 00:27 | close | 28 | 0.32 | 1.61730 | 0.00000 | 0.00000 | 14.72 | 10568.90 |
57 | 2010.01.28 21:00 | buy | 29 | 0.32 | 1.61306 | 0.00000 | 0.00000 | ||
58 | 2010.01.29 00:57 | close | 29 | 0.32 | 1.61328 | 0.00000 | 0.00000 | 7.07 | 10575.97 |
59 | 2010.02.01 02:00 | buy | 30 | 0.32 | 1.59768 | 0.00000 | 0.00000 | ||
60 | 2010.02.01 21:00 | buy | 31 | 0.32 | 1.59586 | 0.00000 | 0.00000 | ||
61 | 2010.02.02 00:00 | buy | 32 | 0.32 | 1.59680 | 0.00000 | 0.00000 | ||
62 | 2010.02.02 04:20 | close | 30 | 0.32 | 1.59733 | 0.00000 | 0.00000 | -11.17 | 10564.81 |
63 | 2010.02.02 04:20 | close | 31 | 0.32 | 1.59733 | 0.00000 | 0.00000 | 47.07 | 10611.88 |
64 | 2010.02.02 04:20 | close | 32 | 0.32 | 1.59733 | 0.00000 | 0.00000 | 16.96 | 10628.84 |
65 | 2010.02.02 05:00 | buy | 33 | 0.32 | 1.59375 | 0.00000 | 0.00000 | ||
66 | 2010.02.02 07:32 | close | 33 | 0.32 | 1.59454 | 0.00000 | 0.00000 | 25.28 | 10654.12 |
67 | 2010.02.02 23:00 | buy | 34 | 0.32 | 1.59753 | 0.00000 | 0.00000 | ||
68 | 2010.02.03 01:59 | close | 34 | 0.32 | 1.59927 | 0.00000 | 0.00000 | 55.71 | 10709.83 |
69 | 2010.02.03 20:00 | buy | 35 | 0.32 | 1.59137 | 0.00000 | 0.00000 | ||
70 | 2010.02.08 02:00 | buy | 36 | 0.32 | 1.56235 | 0.00000 | 0.00000 | ||
71 | 2010.02.08 19:00 | buy | 37 | 0.32 | 1.56509 | 0.00000 | 0.00000 | ||
72 | 2010.02.09 18:20 | close | 35 | 0.32 | 1.57479 | 0.00000 | 0.00000 | -530.37 | 10179.46 |
73 | 2010.02.09 18:20 | close | 36 | 0.32 | 1.57479 | 0.00000 | 0.00000 | 398.11 | 10577.57 |
74 | 2010.02.09 18:20 | close | 37 | 0.32 | 1.57479 | 0.00000 | 0.00000 | 310.43 | 10888.00 |
75 | 2010.02.10 20:00 | buy | 38 | 0.33 | 1.56044 | 0.00000 | 0.00000 | ||
76 | 2010.02.11 00:59 | close | 38 | 0.33 | 1.56068 | 0.00000 | 0.00000 | 8.02 | 10896.02 |
77 | 2010.02.11 21:00 | sell | 39 | 0.33 | 1.56954 | 0.00000 | 0.00000 | ||
78 | 2010.02.12 01:59 | close | 39 | 0.33 | 1.56812 | 0.00000 | 0.00000 | 46.03 | 10942.06 |
79 | 2010.02.15 02:00 | sell | 40 | 0.33 | 1.56624 | 0.00000 | 0.00000 | ||
80 | 2010.02.15 06:10 | close | 40 | 0.33 | 1.56544 | 0.00000 | 0.00000 | 26.40 | 10968.46 |
81 | 2010.02.15 12:00 | sell | 41 | 0.33 | 1.56788 | 0.00000 | 0.00000 | ||
82 | 2010.02.15 15:10 | close | 41 | 0.33 | 1.56695 | 0.00000 | 0.00000 | 30.69 | 10999.15 |
83 | 2010.02.15 19:00 | buy | 42 | 0.33 | 1.56630 | 0.00000 | 0.00000 | ||
84 | 2010.02.16 03:15 | close | 42 | 0.33 | 1.56784 | 0.00000 | 0.00000 | 50.85 | 11050.00 |
85 | 2010.02.16 05:00 | sell | 43 | 0.33 | 1.56834 | 0.00000 | 0.00000 | ||
86 | 2010.02.16 13:57 | close | 43 | 0.33 | 1.56781 | 0.00000 | 0.00000 | 17.49 | 11067.49 |
87 | 2010.02.16 20:00 | sell | 44 | 0.33 | 1.57894 | 0.00000 | 0.00000 | ||
88 | 2010.02.17 04:15 | close | 44 | 0.33 | 1.57791 | 0.00000 | 0.00000 | 33.16 | 11100.66 |
89 | 2010.02.17 19:00 | buy | 45 | 0.33 | 1.57021 | 0.00000 | 0.00000 | ||
90 | 2010.02.18 22:00 | buy | 46 | 0.33 | 1.56241 | 0.00000 | 0.00000 | ||
91 | 2010.02.22 02:00 | buy | 47 | 0.33 | 1.54755 | 0.00000 | 0.00000 | ||
92 | 2010.02.22 07:00 | buy | 48 | 0.33 | 1.54834 | 0.00000 | 0.00000 | ||
93 | 2010.02.22 22:00 | buy | 49 | 0.33 | 1.54845 | 0.00000 | 0.00000 | ||
94 | 2010.02.23 08:15 | close | 45 | 0.33 | 1.55577 | 0.00000 | 0.00000 | -476.32 | 10624.33 |
95 | 2010.02.23 08:15 | close | 46 | 0.33 | 1.55577 | 0.00000 | 0.00000 | -219.02 | 10405.31 |
96 | 2010.02.23 08:15 | close | 47 | 0.33 | 1.55577 | 0.00000 | 0.00000 | 271.29 | 10676.61 |
97 | 2010.02.23 08:15 | close | 48 | 0.33 | 1.55577 | 0.00000 | 0.00000 | 245.22 | 10921.83 |
98 | 2010.02.23 08:15 | close | 49 | 0.33 | 1.55577 | 0.00000 | 0.00000 | 241.59 | 11163.42 |
99 | 2010.02.23 19:00 | buy | 50 | 0.33 | 1.54315 | 0.00000 | 0.00000 | ||
100 | 2010.02.23 20:30 | close | 50 | 0.33 | 1.54364 | 0.00000 | 0.00000 | 16.17 | 11179.59 |
101 | 2010.02.24 00:00 | buy | 51 | 0.34 | 1.54406 | 0.00000 | 0.00000 | ||
102 | 2010.02.24 04:50 | close | 51 | 0.34 | 1.54492 | 0.00000 | 0.00000 | 29.24 | 11208.83 |
103 | 2010.02.24 13:00 | buy | 52 | 0.34 | 1.54534 | 0.00000 | 0.00000 | ||
104 | 2010.02.24 17:05 | close | 52 | 0.34 | 1.54559 | 0.00000 | 0.00000 | 8.50 | 11217.33 |
105 | 2010.02.24 22:00 | buy | 53 | 0.34 | 1.54042 | 0.00000 | 0.00000 | ||
106 | 2010.02.25 01:10 | close | 53 | 0.34 | 1.54150 | 0.00000 | 0.00000 | 36.82 | 11254.15 |
107 | 2010.02.25 05:00 | buy | 54 | 0.34 | 1.53635 | 0.00000 | 0.00000 | ||
108 | 2010.02.26 06:00 | buy | 55 | 0.34 | 1.52795 | 0.00000 | 0.00000 | ||
109 | 2010.02.26 22:59 | close at stop | 55 | 0.34 | 1.52334 | 0.00000 | 0.00000 | -156.74 | 11097.41 |
110 | 2010.02.26 22:59 | close at stop | 54 | 0.34 | 1.52334 | 0.00000 | 0.00000 | -442.31 | 10655.11 |