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 | AlertsOn=true; MultiPositions=false; LotsPerTrade=1; | ||||
| Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -8218.20 | Gross profit | 1384.30 | Gross loss | -9602.50 |
| Profit factor | 0.14 | Expected payoff | -205.45 | ||
| Absolute drawdown | 8270.20 | Maximal drawdown | 8868.20 (83.68%) | Relative drawdown | 83.68% (8868.20) |
| Total trades | 40 | Short positions (won %) | 19 (10.53%) | Long positions (won %) | 21 (28.57%) |
| Profit trades (% of total) | 8 (20.00%) | Loss trades (% of total) | 32 (80.00%) | ||
| Largest | profit trade | 541.00 | loss trade | -652.00 | |
| Average | profit trade | 173.04 | loss trade | -300.08 | |
| Maximum | consecutive wins (profit in money) | 2 (391.10) | consecutive losses (loss in money) | 12 (-4230.10) | |
| Maximal | consecutive profit (count of wins) | 541.00 (1) | consecutive loss (count of losses) | -4230.10 (12) | |
| Average | consecutive wins | 1 | consecutive losses | 5 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.04 00:00 | sell | 1 | 1.00 | 1.61221 | 1.61697 | 1.60011 | ||
| 2 | 2010.01.04 04:00 | modify | 1 | 1.00 | 1.61221 | 1.61211 | 1.60011 | ||
| 3 | 2010.01.04 09:10 | s/l | 1 | 1.00 | 1.61211 | 1.61211 | 1.60011 | 10.00 | 10010.00 |
| 4 | 2010.01.05 08:00 | buy | 2 | 1.00 | 1.61552 | 1.61230 | 1.62072 | ||
| 5 | 2010.01.05 08:20 | s/l | 2 | 1.00 | 1.61230 | 1.61230 | 1.62072 | -322.00 | 9688.00 |
| 6 | 2010.01.05 20:00 | sell | 3 | 1.00 | 1.59750 | 1.60836 | 1.56690 | ||
| 7 | 2010.01.06 16:00 | modify | 3 | 1.00 | 1.59750 | 1.59740 | 1.56690 | ||
| 8 | 2010.01.06 16:00 | modify | 3 | 1.00 | 1.59750 | 1.59894 | 1.58411 | ||
| 9 | 2010.01.06 16:20 | s/l | 3 | 1.00 | 1.59894 | 1.59894 | 1.58411 | -146.50 | 9541.50 |
| 10 | 2010.01.07 00:00 | sell | 4 | 1.00 | 1.60055 | 1.60401 | 1.59229 | ||
| 11 | 2010.01.07 01:15 | s/l | 4 | 1.00 | 1.60401 | 1.60401 | 1.59229 | -346.00 | 9195.50 |
| 12 | 2010.01.07 20:00 | buy | 5 | 1.00 | 1.59340 | 1.58978 | 1.59978 | ||
| 13 | 2010.01.08 04:00 | close | 5 | 1.00 | 1.59200 | 1.58978 | 1.59978 | -139.90 | 9055.60 |
| 14 | 2010.01.08 04:00 | sell | 6 | 1.00 | 1.59200 | 1.59356 | 1.58948 | ||
| 15 | 2010.01.08 04:20 | s/l | 6 | 1.00 | 1.59356 | 1.59356 | 1.58948 | -156.00 | 8899.60 |
| 16 | 2010.01.11 16:00 | sell | 7 | 1.00 | 1.61261 | 1.61597 | 1.60467 | ||
| 17 | 2010.01.11 16:45 | s/l | 7 | 1.00 | 1.61597 | 1.61597 | 1.60467 | -336.00 | 8563.60 |
| 18 | 2010.01.12 12:00 | buy | 8 | 1.00 | 1.61512 | 1.61140 | 1.62203 | ||
| 19 | 2010.01.12 12:20 | s/l | 8 | 1.00 | 1.61140 | 1.61140 | 1.62203 | -372.00 | 8191.60 |
| 20 | 2010.01.14 20:00 | buy | 9 | 1.00 | 1.63431 | 1.61599 | 1.68542 | ||
| 21 | 2010.01.15 12:00 | close | 9 | 1.00 | 1.62857 | 1.61599 | 1.68542 | -573.90 | 7617.70 |
| 22 | 2010.01.15 12:00 | sell | 10 | 1.00 | 1.62857 | 1.63123 | 1.62282 | ||
| 23 | 2010.01.15 13:20 | s/l | 10 | 1.00 | 1.63123 | 1.63123 | 1.62282 | -266.00 | 7351.70 |
| 24 | 2010.01.19 08:00 | buy | 11 | 1.00 | 1.64258 | 1.62146 | 1.70220 | ||
| 25 | 2010.01.20 00:00 | close | 11 | 1.00 | 1.63620 | 1.62146 | 1.70220 | -637.90 | 6713.80 |
| 26 | 2010.01.21 00:00 | buy | 12 | 1.00 | 1.63003 | 1.62651 | 1.63608 | ||
| 27 | 2010.01.21 03:15 | s/l | 12 | 1.00 | 1.62651 | 1.62651 | 1.63608 | -352.00 | 6361.80 |
| 28 | 2010.01.21 20:00 | buy | 13 | 1.00 | 1.62272 | 1.61690 | 1.63579 | ||
| 29 | 2010.01.22 02:20 | s/l | 13 | 1.00 | 1.61690 | 1.61690 | 1.63579 | -581.90 | 5779.90 |
| 30 | 2010.01.25 08:00 | buy | 14 | 1.00 | 1.61355 | 1.61083 | 1.61736 | ||
| 31 | 2010.01.25 11:50 | t/p | 14 | 1.00 | 1.61736 | 1.61083 | 1.61736 | 381.00 | 6160.90 |
| 32 | 2010.01.25 16:00 | buy | 15 | 1.00 | 1.61885 | 1.61183 | 1.63549 | ||
| 33 | 2010.01.25 20:00 | modify | 15 | 1.00 | 1.61885 | 1.61895 | 1.63549 | ||
| 34 | 2010.01.26 10:33 | s/l | 15 | 1.00 | 1.61895 | 1.61895 | 1.63549 | 10.10 | 6171.00 |
| 35 | 2010.01.26 12:00 | sell | 16 | 1.00 | 1.61196 | 1.61562 | 1.60323 | ||
| 36 | 2010.01.26 16:15 | s/l | 16 | 1.00 | 1.61562 | 1.61562 | 1.60323 | -366.00 | 5805.00 |
| 37 | 2010.01.26 20:00 | buy | 17 | 1.00 | 1.61601 | 1.61139 | 1.62540 | ||
| 38 | 2010.01.27 00:00 | close | 17 | 1.00 | 1.61497 | 1.61139 | 1.62540 | -103.90 | 5701.10 |
| 39 | 2010.01.27 12:00 | buy | 18 | 1.00 | 1.62133 | 1.61941 | 1.62260 | ||
| 40 | 2010.01.27 12:50 | t/p | 18 | 1.00 | 1.62260 | 1.61941 | 1.62260 | 127.00 | 5828.10 |
| 41 | 2010.01.29 08:00 | buy | 19 | 1.00 | 1.61544 | 1.61242 | 1.62012 | ||
| 42 | 2010.01.29 08:20 | s/l | 19 | 1.00 | 1.61242 | 1.61242 | 1.62012 | -302.00 | 5526.10 |
| 43 | 2010.02.01 20:00 | buy | 20 | 1.00 | 1.59432 | 1.58950 | 1.60456 | ||
| 44 | 2010.02.02 00:00 | modify | 20 | 1.00 | 1.59432 | 1.59442 | 1.60456 | ||
| 45 | 2010.02.02 00:50 | s/l | 20 | 1.00 | 1.59442 | 1.59442 | 1.60456 | 10.10 | 5536.20 |
| 46 | 2010.02.02 04:00 | sell | 21 | 1.00 | 1.59535 | 1.59781 | 1.59008 | ||
| 47 | 2010.02.02 04:20 | s/l | 21 | 1.00 | 1.59781 | 1.59781 | 1.59008 | -246.00 | 5290.20 |
| 48 | 2010.02.03 04:00 | sell | 22 | 1.00 | 1.59808 | 1.59964 | 1.59550 | ||
| 49 | 2010.02.03 04:20 | s/l | 22 | 1.00 | 1.59964 | 1.59964 | 1.59550 | -156.00 | 5134.20 |
| 50 | 2010.02.03 08:00 | buy | 23 | 1.00 | 1.60305 | 1.59653 | 1.61824 | ||
| 51 | 2010.02.03 13:20 | s/l | 23 | 1.00 | 1.59653 | 1.59653 | 1.61824 | -652.00 | 4482.20 |
| 52 | 2010.02.04 04:00 | buy | 24 | 1.00 | 1.59146 | 1.58854 | 1.59579 | ||
| 53 | 2010.02.04 07:20 | s/l | 24 | 1.00 | 1.58854 | 1.58854 | 1.59579 | -292.00 | 4190.20 |
| 54 | 2010.02.04 08:00 | sell | 25 | 1.00 | 1.58803 | 1.58989 | 1.58470 | ||
| 55 | 2010.02.04 08:15 | s/l | 25 | 1.00 | 1.58989 | 1.58989 | 1.58470 | -186.00 | 4004.20 |
| 56 | 2010.02.08 08:00 | sell | 26 | 1.00 | 1.55453 | 1.55629 | 1.55160 | ||
| 57 | 2010.02.08 08:10 | s/l | 26 | 1.00 | 1.55629 | 1.55629 | 1.55160 | -176.00 | 3828.20 |
| 58 | 2010.02.09 08:00 | buy | 27 | 1.00 | 1.56447 | 1.55825 | 1.57867 | ||
| 59 | 2010.02.09 10:50 | s/l | 27 | 1.00 | 1.55825 | 1.55825 | 1.57867 | -622.00 | 3206.20 |
| 60 | 2010.02.09 12:00 | sell | 28 | 1.00 | 1.55748 | 1.56154 | 1.54754 | ||
| 61 | 2010.02.09 13:40 | s/l | 28 | 1.00 | 1.56154 | 1.56154 | 1.54754 | -406.00 | 2800.20 |
| 62 | 2010.02.10 12:00 | buy | 29 | 1.00 | 1.56904 | 1.56662 | 1.57173 | ||
| 63 | 2010.02.10 12:16 | s/l | 29 | 1.00 | 1.56662 | 1.56662 | 1.57173 | -242.00 | 2558.20 |
| 64 | 2010.02.12 12:00 | sell | 30 | 1.00 | 1.56142 | 1.56398 | 1.55581 | ||
| 65 | 2010.02.12 13:20 | s/l | 30 | 1.00 | 1.56398 | 1.56398 | 1.55581 | -256.00 | 2302.20 |
| 66 | 2010.02.15 20:00 | sell | 31 | 1.00 | 1.56658 | 1.56994 | 1.55857 | ||
| 67 | 2010.02.16 00:00 | close | 31 | 1.00 | 1.56717 | 1.56994 | 1.55857 | -61.50 | 2240.70 |
| 68 | 2010.02.19 00:00 | sell | 32 | 1.00 | 1.54788 | 1.55234 | 1.53657 | ||
| 69 | 2010.02.19 04:00 | modify | 32 | 1.00 | 1.54788 | 1.54778 | 1.53657 | ||
| 70 | 2010.02.19 08:00 | modify | 32 | 1.00 | 1.54788 | 1.54247 | 1.53528 | ||
| 71 | 2010.02.19 08:50 | s/l | 32 | 1.00 | 1.54247 | 1.54247 | 1.53528 | 541.00 | 2781.70 |
| 72 | 2010.02.22 08:00 | sell | 33 | 1.00 | 1.54548 | 1.54734 | 1.54219 | ||
| 73 | 2010.02.22 08:15 | s/l | 33 | 1.00 | 1.54734 | 1.54734 | 1.54219 | -186.00 | 2595.70 |
| 74 | 2010.02.22 12:00 | sell | 34 | 1.00 | 1.54579 | 1.54805 | 1.54129 | ||
| 75 | 2010.02.22 12:45 | s/l | 34 | 1.00 | 1.54805 | 1.54805 | 1.54129 | -226.00 | 2369.70 |
| 76 | 2010.02.22 16:00 | buy | 35 | 1.00 | 1.54911 | 1.54009 | 1.57192 | ||
| 77 | 2010.02.23 00:00 | modify | 35 | 1.00 | 1.54911 | 1.54609 | 1.55206 | ||
| 78 | 2010.02.23 04:00 | modify | 35 | 1.00 | 1.54911 | 1.54921 | 1.55206 | ||
| 79 | 2010.02.23 05:20 | t/p | 35 | 1.00 | 1.55206 | 1.54921 | 1.55206 | 295.10 | 2664.80 |
| 80 | 2010.02.23 12:00 | sell | 36 | 1.00 | 1.54125 | 1.54471 | 1.53289 | ||
| 81 | 2010.02.23 14:50 | s/l | 36 | 1.00 | 1.54471 | 1.54471 | 1.53289 | -346.00 | 2318.80 |
| 82 | 2010.02.24 00:00 | buy | 37 | 1.00 | 1.54406 | 1.53844 | 1.55659 | ||
| 83 | 2010.02.24 04:00 | modify | 37 | 1.00 | 1.54406 | 1.54416 | 1.55659 | ||
| 84 | 2010.02.24 05:50 | s/l | 37 | 1.00 | 1.54416 | 1.54416 | 1.55659 | 10.00 | 2328.80 |
| 85 | 2010.02.25 16:00 | buy | 38 | 1.00 | 1.52985 | 1.52703 | 1.53393 | ||
| 86 | 2010.02.25 16:45 | s/l | 38 | 1.00 | 1.52703 | 1.52703 | 1.53393 | -282.00 | 2046.80 |
| 87 | 2010.02.26 08:00 | sell | 39 | 1.00 | 1.52618 | 1.52734 | 1.52498 | ||
| 88 | 2010.02.26 08:02 | s/l | 39 | 1.00 | 1.52734 | 1.52734 | 1.52498 | -116.00 | 1930.80 |
| 89 | 2010.02.26 20:00 | buy | 40 | 1.00 | 1.52483 | 1.51981 | 1.53555 | ||
| 90 | 2010.02.26 22:59 | close at stop | 40 | 1.00 | 1.52334 | 1.51981 | 1.53555 | -149.00 | 1781.80 |