Strategy Tester Report
Moving Average tp
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 | Lots=0.1; TakeProfit=30; MaximumRisk=0.02; DecreaseFactor=3; MovingPeriod=25; MovingShift=5; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -275.38 | Gross profit | 299.08 | Gross loss | -574.46 |
Profit factor | 0.52 | Expected payoff | -4.37 | ||
Absolute drawdown | 298.26 | Maximal drawdown | 346.26 (3.45%) | Relative drawdown | 3.45% (346.26) |
Total trades | 63 | Short positions (won %) | 37 (81.08%) | Long positions (won %) | 26 (80.77%) |
Profit trades (% of total) | 51 (80.95%) | Loss trades (% of total) | 12 (19.05%) | ||
Largest | profit trade | 6.00 | loss trade | -127.80 | |
Average | profit trade | 5.86 | loss trade | -47.87 | |
Maximum | consecutive wins (profit in money) | 10 (57.00) | consecutive losses (loss in money) | 2 (-70.40) | |
Maximal | consecutive profit (count of wins) | 57.00 (10) | consecutive loss (count of losses) | -127.80 (1) | |
Average | consecutive wins | 5 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 03:00 | sell | 1 | 0.20 | 1.60881 | 0.00000 | 1.60851 | ||
2 | 2010.01.04 04:45 | t/p | 1 | 0.20 | 1.60851 | 0.00000 | 1.60851 | 6.00 | 10006.00 |
3 | 2010.01.04 10:00 | buy | 2 | 0.20 | 1.61582 | 0.00000 | 1.61612 | ||
4 | 2010.01.04 10:10 | t/p | 2 | 0.20 | 1.61612 | 0.00000 | 1.61612 | 6.00 | 10012.00 |
5 | 2010.01.04 17:00 | sell | 3 | 0.20 | 1.61191 | 0.00000 | 1.61161 | ||
6 | 2010.01.04 17:15 | t/p | 3 | 0.20 | 1.61161 | 0.00000 | 1.61161 | 6.00 | 10018.00 |
7 | 2010.01.05 07:00 | buy | 4 | 0.20 | 1.61377 | 0.00000 | 1.61407 | ||
8 | 2010.01.05 07:45 | t/p | 4 | 0.20 | 1.61407 | 0.00000 | 1.61407 | 6.00 | 10024.00 |
9 | 2010.01.05 09:00 | sell | 5 | 0.20 | 1.60993 | 0.00000 | 1.60963 | ||
10 | 2010.01.05 09:10 | t/p | 5 | 0.20 | 1.60963 | 0.00000 | 1.60963 | 6.00 | 10030.00 |
11 | 2010.01.06 10:00 | buy | 6 | 0.20 | 1.60461 | 0.00000 | 1.60491 | ||
12 | 2010.01.06 10:02 | t/p | 6 | 0.20 | 1.60491 | 0.00000 | 1.60491 | 6.00 | 10036.00 |
13 | 2010.01.06 12:00 | sell | 7 | 0.20 | 1.60105 | 0.00000 | 1.60075 | ||
14 | 2010.01.06 12:15 | t/p | 7 | 0.20 | 1.60075 | 0.00000 | 1.60075 | 6.00 | 10042.00 |
15 | 2010.01.06 13:00 | sell | 8 | 0.20 | 1.59816 | 0.00000 | 1.59786 | ||
16 | 2010.01.06 13:20 | t/p | 8 | 0.20 | 1.59786 | 0.00000 | 1.59786 | 6.00 | 10048.00 |
17 | 2010.01.06 18:00 | buy | 9 | 0.20 | 1.60187 | 0.00000 | 1.60217 | ||
18 | 2010.01.06 19:00 | close | 9 | 0.20 | 1.59946 | 0.00000 | 1.60217 | -48.20 | 9999.80 |
19 | 2010.01.06 20:00 | sell | 10 | 0.20 | 1.59901 | 0.00000 | 1.59871 | ||
20 | 2010.01.06 21:00 | close | 10 | 0.20 | 1.60012 | 0.00000 | 1.59871 | -22.20 | 9977.60 |
21 | 2010.01.07 07:00 | sell | 11 | 0.10 | 1.59735 | 0.00000 | 1.59705 | ||
22 | 2010.01.07 07:20 | t/p | 11 | 0.10 | 1.59705 | 0.00000 | 1.59705 | 3.00 | 9980.60 |
23 | 2010.01.08 09:00 | buy | 12 | 0.20 | 1.59756 | 0.00000 | 1.59786 | ||
24 | 2010.01.08 09:15 | t/p | 12 | 0.20 | 1.59786 | 0.00000 | 1.59786 | 6.00 | 9986.60 |
25 | 2010.01.12 02:00 | sell | 13 | 0.20 | 1.60848 | 0.00000 | 1.60818 | ||
26 | 2010.01.12 02:50 | t/p | 13 | 0.20 | 1.60818 | 0.00000 | 1.60818 | 6.00 | 9992.60 |
27 | 2010.01.12 11:00 | buy | 14 | 0.20 | 1.61406 | 0.00000 | 1.61436 | ||
28 | 2010.01.12 11:15 | t/p | 14 | 0.20 | 1.61436 | 0.00000 | 1.61436 | 6.00 | 9998.60 |
29 | 2010.01.14 13:00 | sell | 15 | 0.20 | 1.62695 | 0.00000 | 1.62665 | ||
30 | 2010.01.14 13:15 | t/p | 15 | 0.20 | 1.62665 | 0.00000 | 1.62665 | 6.00 | 10004.60 |
31 | 2010.01.14 15:00 | buy | 16 | 0.20 | 1.63165 | 0.00000 | 1.63195 | ||
32 | 2010.01.14 15:02 | t/p | 16 | 0.20 | 1.63195 | 0.00000 | 1.63195 | 6.00 | 10010.60 |
33 | 2010.01.15 11:00 | sell | 17 | 0.20 | 1.63054 | 0.00000 | 1.63024 | ||
34 | 2010.01.15 11:10 | t/p | 17 | 0.20 | 1.63024 | 0.00000 | 1.63024 | 6.00 | 10016.60 |
35 | 2010.01.18 05:00 | buy | 18 | 0.20 | 1.63132 | 0.00000 | 1.63162 | ||
36 | 2010.01.18 05:20 | t/p | 18 | 0.20 | 1.63162 | 0.00000 | 1.63162 | 6.00 | 10022.60 |
37 | 2010.01.19 13:00 | sell | 19 | 0.20 | 1.63380 | 0.00000 | 1.63350 | ||
38 | 2010.01.19 13:15 | t/p | 19 | 0.20 | 1.63350 | 0.00000 | 1.63350 | 6.00 | 10028.60 |
39 | 2010.01.19 16:00 | buy | 20 | 0.20 | 1.63730 | 0.00000 | 1.63760 | ||
40 | 2010.01.19 16:02 | t/p | 20 | 0.20 | 1.63760 | 0.00000 | 1.63760 | 6.00 | 10034.60 |
41 | 2010.01.19 21:00 | sell | 21 | 0.20 | 1.63613 | 0.00000 | 1.63583 | ||
42 | 2010.01.19 22:00 | close | 21 | 0.20 | 1.63866 | 0.00000 | 1.63583 | -50.60 | 9984.00 |
43 | 2010.01.19 23:00 | sell | 22 | 0.20 | 1.63587 | 0.00000 | 1.63557 | ||
44 | 2010.01.20 00:32 | t/p | 22 | 0.20 | 1.63557 | 0.00000 | 1.63557 | 5.54 | 9989.54 |
45 | 2010.01.21 08:00 | buy | 23 | 0.20 | 1.62939 | 0.00000 | 1.62969 | ||
46 | 2010.01.21 09:00 | close | 23 | 0.20 | 1.62300 | 0.00000 | 1.62969 | -127.80 | 9861.74 |
47 | 2010.01.22 06:00 | sell | 24 | 0.20 | 1.62098 | 0.00000 | 1.62068 | ||
48 | 2010.01.22 10:50 | t/p | 24 | 0.20 | 1.62068 | 0.00000 | 1.62068 | 6.00 | 9867.74 |
49 | 2010.01.22 13:00 | sell | 25 | 0.20 | 1.61762 | 0.00000 | 1.61732 | ||
50 | 2010.01.22 13:10 | t/p | 25 | 0.20 | 1.61732 | 0.00000 | 1.61732 | 6.00 | 9873.74 |
51 | 2010.01.25 10:00 | buy | 26 | 0.20 | 1.61673 | 0.00000 | 1.61703 | ||
52 | 2010.01.25 11:50 | t/p | 26 | 0.20 | 1.61703 | 0.00000 | 1.61703 | 6.00 | 9879.74 |
53 | 2010.01.25 14:00 | sell | 27 | 0.20 | 1.61336 | 0.00000 | 1.61306 | ||
54 | 2010.01.25 15:00 | close | 27 | 0.20 | 1.61596 | 0.00000 | 1.61306 | -52.00 | 9827.74 |
55 | 2010.01.26 11:00 | sell | 28 | 0.20 | 1.61371 | 0.00000 | 1.61341 | ||
56 | 2010.01.26 11:15 | t/p | 28 | 0.20 | 1.61341 | 0.00000 | 1.61341 | 6.00 | 9833.74 |
57 | 2010.01.27 11:00 | buy | 29 | 0.20 | 1.61914 | 0.00000 | 1.61944 | ||
58 | 2010.01.27 11:10 | t/p | 29 | 0.20 | 1.61944 | 0.00000 | 1.61944 | 6.00 | 9839.74 |
59 | 2010.01.28 17:00 | sell | 30 | 0.20 | 1.61352 | 0.00000 | 1.61322 | ||
60 | 2010.01.28 18:50 | t/p | 30 | 0.20 | 1.61322 | 0.00000 | 1.61322 | 6.00 | 9845.74 |
61 | 2010.02.02 05:00 | sell | 31 | 0.20 | 1.59319 | 0.00000 | 1.59289 | ||
62 | 2010.02.02 05:20 | t/p | 31 | 0.20 | 1.59289 | 0.00000 | 1.59289 | 6.00 | 9851.74 |
63 | 2010.02.02 07:00 | buy | 32 | 0.20 | 1.59466 | 0.00000 | 1.59496 | ||
64 | 2010.02.02 07:15 | t/p | 32 | 0.20 | 1.59496 | 0.00000 | 1.59496 | 6.00 | 9857.74 |
65 | 2010.02.02 10:00 | sell | 33 | 0.20 | 1.59180 | 0.00000 | 1.59150 | ||
66 | 2010.02.02 13:00 | close | 33 | 0.20 | 1.59442 | 0.00000 | 1.59150 | -52.40 | 9805.34 |
67 | 2010.02.03 14:00 | sell | 34 | 0.20 | 1.59632 | 0.00000 | 1.59602 | ||
68 | 2010.02.03 14:15 | t/p | 34 | 0.20 | 1.59602 | 0.00000 | 1.59602 | 6.00 | 9811.34 |
69 | 2010.02.08 17:00 | buy | 35 | 0.20 | 1.56444 | 0.00000 | 1.56474 | ||
70 | 2010.02.08 17:10 | t/p | 35 | 0.20 | 1.56474 | 0.00000 | 1.56474 | 6.00 | 9817.34 |
71 | 2010.02.08 22:00 | sell | 36 | 0.20 | 1.55990 | 0.00000 | 1.55960 | ||
72 | 2010.02.08 22:40 | t/p | 36 | 0.20 | 1.55960 | 0.00000 | 1.55960 | 6.00 | 9823.34 |
73 | 2010.02.09 05:00 | buy | 37 | 0.20 | 1.56067 | 0.00000 | 1.56097 | ||
74 | 2010.02.09 05:40 | t/p | 37 | 0.20 | 1.56097 | 0.00000 | 1.56097 | 6.00 | 9829.34 |
75 | 2010.02.09 10:00 | sell | 38 | 0.20 | 1.55869 | 0.00000 | 1.55839 | ||
76 | 2010.02.09 11:15 | t/p | 38 | 0.20 | 1.55839 | 0.00000 | 1.55839 | 6.00 | 9835.34 |
77 | 2010.02.09 14:00 | buy | 39 | 0.20 | 1.56395 | 0.00000 | 1.56425 | ||
78 | 2010.02.09 15:32 | t/p | 39 | 0.20 | 1.56425 | 0.00000 | 1.56425 | 6.00 | 9841.34 |
79 | 2010.02.10 13:00 | sell | 40 | 0.20 | 1.56572 | 0.00000 | 1.56542 | ||
80 | 2010.02.10 13:10 | t/p | 40 | 0.20 | 1.56542 | 0.00000 | 1.56542 | 6.00 | 9847.34 |
81 | 2010.02.11 06:00 | buy | 41 | 0.20 | 1.56573 | 0.00000 | 1.56603 | ||
82 | 2010.02.11 08:00 | close | 41 | 0.20 | 1.56224 | 0.00000 | 1.56603 | -69.80 | 9777.54 |
83 | 2010.02.11 13:00 | buy | 42 | 0.20 | 1.56355 | 0.00000 | 1.56385 | ||
84 | 2010.02.11 13:07 | t/p | 42 | 0.20 | 1.56385 | 0.00000 | 1.56385 | 6.00 | 9783.54 |
85 | 2010.02.11 14:00 | sell | 43 | 0.20 | 1.56232 | 0.00000 | 1.56202 | ||
86 | 2010.02.11 14:45 | t/p | 43 | 0.20 | 1.56202 | 0.00000 | 1.56202 | 6.00 | 9789.54 |
87 | 2010.02.11 15:00 | sell | 44 | 0.20 | 1.56084 | 0.00000 | 1.56054 | ||
88 | 2010.02.11 15:20 | t/p | 44 | 0.20 | 1.56054 | 0.00000 | 1.56054 | 6.00 | 9795.54 |
89 | 2010.02.11 18:00 | buy | 45 | 0.20 | 1.56773 | 0.00000 | 1.56803 | ||
90 | 2010.02.11 18:10 | t/p | 45 | 0.20 | 1.56803 | 0.00000 | 1.56803 | 6.00 | 9801.54 |
91 | 2010.02.12 19:00 | buy | 46 | 0.20 | 1.56758 | 0.00000 | 1.56788 | ||
92 | 2010.02.12 20:15 | t/p | 46 | 0.20 | 1.56788 | 0.00000 | 1.56788 | 6.00 | 9807.54 |
93 | 2010.02.12 21:00 | sell | 47 | 0.20 | 1.56657 | 0.00000 | 1.56627 | ||
94 | 2010.02.15 00:00 | close | 47 | 0.20 | 1.56723 | 0.00000 | 1.56627 | -13.66 | 9793.88 |
95 | 2010.02.15 10:00 | buy | 48 | 0.20 | 1.56794 | 0.00000 | 1.56824 | ||
96 | 2010.02.15 10:02 | t/p | 48 | 0.20 | 1.56824 | 0.00000 | 1.56824 | 6.00 | 9799.88 |
97 | 2010.02.15 17:00 | sell | 49 | 0.20 | 1.56523 | 0.00000 | 1.56493 | ||
98 | 2010.02.15 18:00 | close | 49 | 0.20 | 1.56679 | 0.00000 | 1.56493 | -31.20 | 9768.68 |
99 | 2010.02.15 19:00 | sell | 50 | 0.20 | 1.56574 | 0.00000 | 1.56544 | ||
100 | 2010.02.15 20:00 | close | 50 | 0.20 | 1.56714 | 0.00000 | 1.56544 | -28.00 | 9740.68 |
101 | 2010.02.15 21:00 | sell | 51 | 0.10 | 1.56608 | 0.00000 | 1.56578 | ||
102 | 2010.02.15 22:50 | t/p | 51 | 0.10 | 1.56578 | 0.00000 | 1.56578 | 3.00 | 9743.68 |
103 | 2010.02.16 03:00 | buy | 52 | 0.20 | 1.56874 | 0.00000 | 1.56904 | ||
104 | 2010.02.16 05:40 | t/p | 52 | 0.20 | 1.56904 | 0.00000 | 1.56904 | 6.00 | 9749.68 |
105 | 2010.02.16 14:00 | sell | 53 | 0.20 | 1.56727 | 0.00000 | 1.56697 | ||
106 | 2010.02.16 15:10 | t/p | 53 | 0.20 | 1.56697 | 0.00000 | 1.56697 | 6.00 | 9755.68 |
107 | 2010.02.16 18:00 | buy | 54 | 0.20 | 1.57371 | 0.00000 | 1.57401 | ||
108 | 2010.02.16 18:03 | t/p | 54 | 0.20 | 1.57401 | 0.00000 | 1.57401 | 6.00 | 9761.68 |
109 | 2010.02.17 17:00 | sell | 55 | 0.20 | 1.57235 | 0.00000 | 1.57205 | ||
110 | 2010.02.17 17:10 | t/p | 55 | 0.20 | 1.57205 | 0.00000 | 1.57205 | 6.00 | 9767.68 |
111 | 2010.02.19 22:00 | sell | 56 | 0.20 | 1.54534 | 0.00000 | 1.54504 | ||
112 | 2010.02.22 00:15 | t/p | 56 | 0.20 | 1.54504 | 0.00000 | 1.54504 | 5.54 | 9773.22 |
113 | 2010.02.23 11:00 | sell | 57 | 0.20 | 1.54315 | 0.00000 | 1.54285 | ||
114 | 2010.02.23 11:15 | t/p | 57 | 0.20 | 1.54285 | 0.00000 | 1.54285 | 6.00 | 9779.22 |
115 | 2010.02.24 08:00 | sell | 58 | 0.20 | 1.54540 | 0.00000 | 1.54510 | ||
116 | 2010.02.24 08:20 | t/p | 58 | 0.20 | 1.54510 | 0.00000 | 1.54510 | 6.00 | 9785.22 |
117 | 2010.02.24 12:00 | buy | 59 | 0.20 | 1.54598 | 0.00000 | 1.54628 | ||
118 | 2010.02.24 14:00 | close | 59 | 0.20 | 1.54384 | 0.00000 | 1.54628 | -42.80 | 9742.42 |
119 | 2010.02.24 15:00 | sell | 60 | 0.20 | 1.54131 | 0.00000 | 1.54101 | ||
120 | 2010.02.24 15:20 | t/p | 60 | 0.20 | 1.54101 | 0.00000 | 1.54101 | 6.00 | 9748.42 |
121 | 2010.02.24 17:00 | buy | 61 | 0.20 | 1.54539 | 0.00000 | 1.54569 | ||
122 | 2010.02.24 17:02 | t/p | 61 | 0.20 | 1.54569 | 0.00000 | 1.54569 | 6.00 | 9754.42 |
123 | 2010.02.24 18:00 | sell | 62 | 0.20 | 1.54310 | 0.00000 | 1.54280 | ||
124 | 2010.02.24 18:15 | t/p | 62 | 0.20 | 1.54280 | 0.00000 | 1.54280 | 6.00 | 9760.42 |
125 | 2010.02.26 21:00 | buy | 63 | 0.20 | 1.52533 | 0.00000 | 1.52563 | ||
126 | 2010.02.26 22:56 | close at stop | 63 | 0.20 | 1.52354 | 0.00000 | 1.52563 | -35.80 | 9724.62 |