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"; CG=96; MinPips=7; FullAuto=true; ha="the percentage of risk as% of deposit amount"; Risk=1; 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=1; k="Trailing step on equity as% of the deposit"; EqwTralStep=0.03; í="minimum break between the opening of orders in minutes"; MinTradePause=5; m="Permission to restrict trade in time"; TradeTime=false; n="Hour start of trading"; StartTrade=19; o="Hour late trade"; EndTrade=5; 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 | -1594.33 | Gross profit | 2579.96 | Gross loss | -4174.29 |
Profit factor | 0.62 | Expected payoff | -34.66 | ||
Absolute drawdown | 3256.89 | Maximal drawdown | 3334.95 (33.09%) | Relative drawdown | 33.09% (3334.95) |
Total trades | 46 | Short positions (won %) | 29 (96.55%) | Long positions (won %) | 17 (70.59%) |
Profit trades (% of total) | 40 (86.96%) | Loss trades (% of total) | 6 (13.04%) | ||
Largest | profit trade | 235.08 | loss trade | -896.87 | |
Average | profit trade | 64.50 | loss trade | -695.71 | |
Maximum | consecutive wins (profit in money) | 12 (506.62) | consecutive losses (loss in money) | 2 (-1784.29) | |
Maximal | consecutive profit (count of wins) | 853.12 (8) | consecutive loss (count of losses) | -1784.29 (2) | |
Average | consecutive wins | 8 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 02:00 | buy | 1 | 0.10 | 1.61254 | 0.00000 | 0.00000 | ||
2 | 2010.01.04 09:20 | close | 1 | 0.10 | 1.61479 | 0.00000 | 0.00000 | 22.50 | 10022.50 |
3 | 2010.01.04 10:00 | buy | 2 | 0.10 | 1.61582 | 0.00000 | 0.00000 | ||
4 | 2010.01.04 10:10 | close | 2 | 0.10 | 1.61668 | 0.00000 | 0.00000 | 8.60 | 10031.10 |
5 | 2010.01.04 11:00 | buy | 3 | 0.10 | 1.62091 | 0.00000 | 0.00000 | ||
6 | 2010.01.04 11:15 | close | 3 | 0.10 | 1.62280 | 0.00000 | 0.00000 | 18.90 | 10050.00 |
7 | 2010.01.04 12:00 | buy | 4 | 0.10 | 1.61796 | 0.00000 | 0.00000 | ||
8 | 2010.01.04 12:03 | close | 4 | 0.10 | 1.61980 | 0.00000 | 0.00000 | 18.40 | 10068.40 |
9 | 2010.01.04 13:00 | buy | 5 | 0.10 | 1.62253 | 0.00000 | 0.00000 | ||
10 | 2010.01.06 22:00 | sell | 6 | 0.10 | 1.60198 | 0.00000 | 0.00000 | ||
11 | 2010.01.06 23:00 | sell | 7 | 0.10 | 1.60166 | 0.00000 | 0.00000 | ||
12 | 2010.01.07 04:00 | sell | 8 | 0.10 | 1.60006 | 0.00000 | 0.00000 | ||
13 | 2010.01.07 21:00 | sell | 9 | 0.10 | 1.59421 | 0.00000 | 0.00000 | ||
14 | 2010.01.08 01:00 | sell | 10 | 0.10 | 1.59323 | 0.00000 | 0.00000 | ||
15 | 2010.01.08 03:00 | sell | 11 | 0.10 | 1.59306 | 0.00000 | 0.00000 | ||
16 | 2010.01.13 11:00 | buy | 12 | 0.08 | 1.62455 | 0.00000 | 0.00000 | ||
17 | 2010.01.13 17:00 | buy | 13 | 0.08 | 1.62698 | 0.00000 | 0.00000 | ||
18 | 2010.01.13 19:00 | buy | 14 | 0.08 | 1.62819 | 0.00000 | 0.00000 | ||
19 | 2010.01.13 20:00 | buy | 15 | 0.08 | 1.62886 | 0.00000 | 0.00000 | ||
20 | 2010.01.14 02:00 | buy | 16 | 0.08 | 1.63068 | 0.00000 | 0.00000 | ||
21 | 2010.01.14 15:00 | buy | 17 | 0.08 | 1.63165 | 0.00000 | 0.00000 | ||
22 | 2010.01.14 18:00 | buy | 18 | 0.08 | 1.63237 | 0.00000 | 0.00000 | ||
23 | 2010.01.14 19:50 | close | 5 | 0.10 | 1.63469 | 0.00000 | 0.00000 | 121.72 | 10190.12 |
24 | 2010.01.14 19:50 | close | 12 | 0.08 | 1.63469 | 0.00000 | 0.00000 | 81.14 | 10271.26 |
25 | 2010.01.14 19:50 | close | 13 | 0.08 | 1.63469 | 0.00000 | 0.00000 | 61.70 | 10332.97 |
26 | 2010.01.14 19:50 | close | 14 | 0.08 | 1.63469 | 0.00000 | 0.00000 | 52.02 | 10384.99 |
27 | 2010.01.14 19:50 | close | 15 | 0.08 | 1.63469 | 0.00000 | 0.00000 | 46.66 | 10431.66 |
28 | 2010.01.14 19:50 | close | 16 | 0.08 | 1.63469 | 0.00000 | 0.00000 | 32.08 | 10463.74 |
29 | 2010.01.14 19:50 | close | 17 | 0.08 | 1.63469 | 0.00000 | 0.00000 | 24.32 | 10488.06 |
30 | 2010.01.14 19:50 | close | 18 | 0.08 | 1.63469 | 0.00000 | 0.00000 | 18.56 | 10506.62 |
31 | 2010.01.14 19:50 | close | 11 | 0.10 | 1.63525 | 0.00000 | 0.00000 | -423.40 | 10083.22 |
32 | 2010.01.14 20:00 | buy | 19 | 0.08 | 1.63431 | 0.00000 | 0.00000 | ||
33 | 2010.01.18 10:00 | buy | 20 | 0.08 | 1.63549 | 0.00000 | 0.00000 | ||
34 | 2010.01.18 12:00 | buy | 21 | 0.08 | 1.63621 | 0.00000 | 0.00000 | ||
35 | 2010.01.19 02:00 | buy | 22 | 0.08 | 1.64140 | 0.00000 | 0.00000 | ||
36 | 2010.01.19 08:00 | buy | 23 | 0.08 | 1.64258 | 0.00000 | 0.00000 | ||
37 | 2010.02.01 09:00 | sell | 24 | 0.08 | 1.59309 | 0.00000 | 0.00000 | ||
38 | 2010.02.01 11:15 | close | 6 | 0.10 | 1.58897 | 0.00000 | 0.00000 | 123.60 | 10206.82 |
39 | 2010.02.01 11:15 | close | 7 | 0.10 | 1.58897 | 0.00000 | 0.00000 | 120.40 | 10327.22 |
40 | 2010.02.01 11:15 | close | 8 | 0.10 | 1.58897 | 0.00000 | 0.00000 | 105.15 | 10432.37 |
41 | 2010.02.01 11:15 | close | 9 | 0.10 | 1.58897 | 0.00000 | 0.00000 | 46.65 | 10479.02 |
42 | 2010.02.01 11:15 | close | 10 | 0.10 | 1.58897 | 0.00000 | 0.00000 | 37.10 | 10516.12 |
43 | 2010.02.01 11:15 | close | 24 | 0.08 | 1.58897 | 0.00000 | 0.00000 | 32.96 | 10549.08 |
44 | 2010.02.01 11:15 | close | 23 | 0.08 | 1.58841 | 0.00000 | 0.00000 | -433.26 | 10115.82 |
45 | 2010.02.01 12:00 | sell | 25 | 0.08 | 1.58602 | 0.00000 | 0.00000 | ||
46 | 2010.02.04 11:00 | sell | 26 | 0.08 | 1.58382 | 0.00000 | 0.00000 | ||
47 | 2010.02.08 02:00 | sell | 27 | 0.08 | 1.56179 | 0.00000 | 0.00000 | ||
48 | 2010.02.08 06:00 | sell | 28 | 0.08 | 1.56052 | 0.00000 | 0.00000 | ||
49 | 2010.02.08 14:00 | sell | 29 | 0.08 | 1.56021 | 0.00000 | 0.00000 | ||
50 | 2010.02.08 22:00 | sell | 30 | 0.08 | 1.55990 | 0.00000 | 0.00000 | ||
51 | 2010.02.09 04:00 | sell | 31 | 0.08 | 1.55969 | 0.00000 | 0.00000 | ||
52 | 2010.02.09 10:00 | sell | 32 | 0.08 | 1.55869 | 0.00000 | 0.00000 | ||
53 | 2010.02.09 11:00 | sell | 33 | 0.08 | 1.55850 | 0.00000 | 0.00000 | ||
54 | 2010.02.10 22:00 | sell | 34 | 0.08 | 1.55834 | 0.00000 | 0.00000 | ||
55 | 2010.02.11 10:00 | sell | 35 | 0.08 | 1.55789 | 0.00000 | 0.00000 | ||
56 | 2010.02.18 11:00 | sell | 36 | 0.08 | 1.55763 | 0.00000 | 0.00000 | ||
57 | 2010.02.18 14:50 | close | 25 | 0.08 | 1.55616 | 0.00000 | 0.00000 | 235.08 | 10350.90 |
58 | 2010.02.18 14:50 | close | 26 | 0.08 | 1.55616 | 0.00000 | 0.00000 | 218.48 | 10569.38 |
59 | 2010.02.18 14:50 | close | 27 | 0.08 | 1.55616 | 0.00000 | 0.00000 | 42.64 | 10612.02 |
60 | 2010.02.18 14:50 | close | 28 | 0.08 | 1.55616 | 0.00000 | 0.00000 | 32.48 | 10644.50 |
61 | 2010.02.18 14:50 | close | 29 | 0.08 | 1.55616 | 0.00000 | 0.00000 | 30.00 | 10674.50 |
62 | 2010.02.18 14:50 | close | 30 | 0.08 | 1.55616 | 0.00000 | 0.00000 | 27.52 | 10702.02 |
63 | 2010.02.18 14:50 | close | 31 | 0.08 | 1.55616 | 0.00000 | 0.00000 | 26.04 | 10728.06 |
64 | 2010.02.18 14:50 | close | 32 | 0.08 | 1.55616 | 0.00000 | 0.00000 | 18.04 | 10746.10 |
65 | 2010.02.18 14:50 | close | 33 | 0.08 | 1.55616 | 0.00000 | 0.00000 | 16.52 | 10762.62 |
66 | 2010.02.18 14:50 | close | 34 | 0.08 | 1.55616 | 0.00000 | 0.00000 | 15.44 | 10778.06 |
67 | 2010.02.18 14:50 | close | 35 | 0.08 | 1.55616 | 0.00000 | 0.00000 | 12.44 | 10790.50 |
68 | 2010.02.18 14:50 | close | 22 | 0.08 | 1.55560 | 0.00000 | 0.00000 | -686.14 | 10104.36 |
69 | 2010.02.22 02:00 | sell | 37 | 0.08 | 1.54699 | 0.00000 | 0.00000 | ||
70 | 2010.02.22 08:00 | sell | 38 | 0.08 | 1.54548 | 0.00000 | 0.00000 | ||
71 | 2010.02.23 11:00 | sell | 39 | 0.08 | 1.54315 | 0.00000 | 0.00000 | ||
72 | 2010.02.23 14:00 | sell | 40 | 0.08 | 1.54229 | 0.00000 | 0.00000 | ||
73 | 2010.02.23 22:00 | sell | 41 | 0.08 | 1.54060 | 0.00000 | 0.00000 | ||
74 | 2010.02.24 21:00 | sell | 42 | 0.08 | 1.53969 | 0.00000 | 0.00000 | ||
75 | 2010.02.25 02:00 | sell | 43 | 0.08 | 1.53825 | 0.00000 | 0.00000 | ||
76 | 2010.02.25 10:10 | close | 36 | 0.08 | 1.53083 | 0.00000 | 0.00000 | 213.00 | 10317.36 |
77 | 2010.02.25 10:10 | close | 37 | 0.08 | 1.53083 | 0.00000 | 0.00000 | 128.28 | 10445.64 |
78 | 2010.02.25 10:10 | close | 38 | 0.08 | 1.53083 | 0.00000 | 0.00000 | 116.20 | 10561.84 |
79 | 2010.02.25 10:10 | close | 39 | 0.08 | 1.53083 | 0.00000 | 0.00000 | 97.76 | 10659.60 |
80 | 2010.02.25 10:10 | close | 40 | 0.08 | 1.53083 | 0.00000 | 0.00000 | 90.88 | 10750.48 |
81 | 2010.02.25 10:10 | close | 41 | 0.08 | 1.53083 | 0.00000 | 0.00000 | 77.36 | 10827.84 |
82 | 2010.02.25 10:10 | close | 42 | 0.08 | 1.53083 | 0.00000 | 0.00000 | 70.28 | 10898.12 |
83 | 2010.02.25 10:10 | close | 43 | 0.08 | 1.53083 | 0.00000 | 0.00000 | 59.36 | 10957.48 |
84 | 2010.02.25 10:10 | close | 21 | 0.08 | 1.53027 | 0.00000 | 0.00000 | -847.20 | 10110.28 |
85 | 2010.02.25 11:00 | sell | 44 | 0.08 | 1.52929 | 0.00000 | 0.00000 | ||
86 | 2010.02.25 22:00 | sell | 45 | 0.08 | 1.52695 | 0.00000 | 0.00000 | ||
87 | 2010.02.26 04:00 | sell | 46 | 0.08 | 1.52547 | 0.00000 | 0.00000 | ||
88 | 2010.02.26 22:59 | close at stop | 46 | 0.08 | 1.52390 | 0.00000 | 0.00000 | 12.56 | 10122.84 |
89 | 2010.02.26 22:59 | close at stop | 45 | 0.08 | 1.52390 | 0.00000 | 0.00000 | 24.20 | 10147.04 |
90 | 2010.02.26 22:59 | close at stop | 44 | 0.08 | 1.52390 | 0.00000 | 0.00000 | 42.92 | 10189.96 |
91 | 2010.02.26 22:59 | close at stop | 20 | 0.08 | 1.52334 | 0.00000 | 0.00000 | -896.87 | 9293.08 |
92 | 2010.02.26 22:59 | close at stop | 19 | 0.08 | 1.52334 | 0.00000 | 0.00000 | -887.42 | 8405.67 |