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 | x=""Òèï"; TypeMA=3; PeriodMA=240; SdvigMA=0; x1=""Íàñòðîéêè"; Lots=0.1; StarLots=0.1; MaxLots=10; LossPips=90; ProfitPips=170; TakeProfit=1000; MM=1; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -313.96 | Gross profit | 699.51 | Gross loss | -1013.47 |
Profit factor | 0.69 | Expected payoff | -8.97 | ||
Absolute drawdown | 520.01 | Maximal drawdown | 549.46 (5.48%) | Relative drawdown | 5.48% (549.46) |
Total trades | 35 | Short positions (won %) | 18 (27.78%) | Long positions (won %) | 17 (11.76%) |
Profit trades (% of total) | 7 (20.00%) | Loss trades (% of total) | 28 (80.00%) | ||
Largest | profit trade | 100.01 | loss trade | -134.80 | |
Average | profit trade | 99.93 | loss trade | -36.20 | |
Maximum | consecutive wins (profit in money) | 1 (100.01) | consecutive losses (loss in money) | 8 (-293.70) | |
Maximal | consecutive profit (count of wins) | 100.01 (1) | consecutive loss (count of losses) | -306.30 (4) | |
Average | consecutive wins | 1 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.05 12:00 | sell | 1 | 0.10 | 1.59996 | 0.00000 | 1.58996 | ||
2 | 2010.01.05 14:00 | close | 1 | 0.10 | 1.60414 | 0.00000 | 1.58996 | -41.80 | 9958.20 |
3 | 2010.01.05 14:00 | buy | 2 | 0.10 | 1.60414 | 0.00000 | 1.61414 | ||
4 | 2010.01.05 17:00 | close | 2 | 0.10 | 1.60310 | 0.00000 | 1.61414 | -10.40 | 9947.80 |
5 | 2010.01.05 17:00 | sell | 3 | 0.10 | 1.60310 | 0.00000 | 1.59310 | ||
6 | 2010.01.06 10:00 | close | 3 | 0.10 | 1.60461 | 0.00000 | 1.59310 | -15.35 | 9932.45 |
7 | 2010.01.06 10:00 | buy | 4 | 0.10 | 1.60461 | 0.00000 | 1.61461 | ||
8 | 2010.01.06 11:00 | close | 4 | 0.10 | 1.60222 | 0.00000 | 1.61461 | -23.90 | 9908.55 |
9 | 2010.01.06 11:00 | sell | 5 | 0.10 | 1.60222 | 0.00000 | 1.59222 | ||
10 | 2010.01.07 02:00 | close | 5 | 0.10 | 1.60374 | 0.00000 | 1.59222 | -15.95 | 9892.60 |
11 | 2010.01.07 02:00 | buy | 6 | 0.10 | 1.60374 | 0.00000 | 1.61374 | ||
12 | 2010.01.07 03:00 | close | 6 | 0.10 | 1.60247 | 0.00000 | 1.61374 | -12.70 | 9879.90 |
13 | 2010.01.07 03:00 | sell | 7 | 0.10 | 1.60247 | 0.00000 | 1.59247 | ||
14 | 2010.01.07 09:50 | t/p | 7 | 0.10 | 1.59247 | 0.00000 | 1.59247 | 100.00 | 9979.90 |
15 | 2010.01.08 10:00 | buy | 8 | 0.10 | 1.60207 | 0.00000 | 1.61207 | ||
16 | 2010.01.08 13:00 | close | 8 | 0.10 | 1.60075 | 0.00000 | 1.61207 | -13.20 | 9966.70 |
17 | 2010.01.08 13:00 | sell | 9 | 0.10 | 1.60075 | 0.00000 | 1.59075 | ||
18 | 2010.01.08 15:00 | close | 9 | 0.10 | 1.60960 | 0.00000 | 1.59075 | -88.50 | 9878.20 |
19 | 2010.01.08 15:00 | buy | 10 | 0.10 | 1.60960 | 0.00000 | 1.61960 | ||
20 | 2010.01.08 17:00 | close | 10 | 0.10 | 1.59612 | 0.00000 | 1.61960 | -134.80 | 9743.40 |
21 | 2010.01.08 17:00 | sell | 11 | 0.10 | 1.59612 | 0.00000 | 1.58612 | ||
22 | 2010.01.08 20:00 | close | 11 | 0.10 | 1.60310 | 0.00000 | 1.58612 | -69.80 | 9673.60 |
23 | 2010.01.08 20:00 | buy | 12 | 0.10 | 1.60310 | 0.00000 | 1.61310 | ||
24 | 2010.01.11 08:20 | t/p | 12 | 0.10 | 1.61310 | 0.00000 | 1.61310 | 100.01 | 9773.61 |
25 | 2010.01.20 14:00 | sell | 13 | 0.10 | 1.62600 | 0.00000 | 1.61600 | ||
26 | 2010.01.20 16:00 | close | 13 | 0.10 | 1.63008 | 0.00000 | 1.61600 | -40.80 | 9732.81 |
27 | 2010.01.20 16:00 | buy | 14 | 0.10 | 1.63008 | 0.00000 | 1.64008 | ||
28 | 2010.01.21 03:00 | close | 14 | 0.10 | 1.62725 | 0.00000 | 1.64008 | -28.27 | 9704.54 |
29 | 2010.01.21 03:00 | sell | 15 | 0.10 | 1.62725 | 0.00000 | 1.61725 | ||
30 | 2010.01.21 08:00 | close | 15 | 0.10 | 1.62939 | 0.00000 | 1.61725 | -21.40 | 9683.14 |
31 | 2010.01.21 08:00 | buy | 16 | 0.10 | 1.62939 | 0.00000 | 1.63939 | ||
32 | 2010.01.21 09:00 | close | 16 | 0.10 | 1.62300 | 0.00000 | 1.63939 | -63.90 | 9619.24 |
33 | 2010.01.21 09:00 | sell | 17 | 0.10 | 1.62300 | 0.00000 | 1.61300 | ||
34 | 2010.01.22 13:45 | t/p | 17 | 0.10 | 1.61300 | 0.00000 | 1.61300 | 99.75 | 9718.99 |
35 | 2010.01.26 02:00 | buy | 18 | 0.10 | 1.62620 | 0.00000 | 1.63620 | ||
36 | 2010.01.26 04:00 | close | 18 | 0.10 | 1.62381 | 0.00000 | 1.63620 | -23.90 | 9695.09 |
37 | 2010.01.26 04:00 | sell | 19 | 0.10 | 1.62381 | 0.00000 | 1.61381 | ||
38 | 2010.01.26 10:46 | t/p | 19 | 0.10 | 1.61381 | 0.00000 | 1.61381 | 100.00 | 9795.09 |
39 | 2010.01.27 13:00 | buy | 20 | 0.10 | 1.62311 | 0.00000 | 1.63311 | ||
40 | 2010.01.27 15:00 | close | 20 | 0.10 | 1.62184 | 0.00000 | 1.63311 | -12.70 | 9782.39 |
41 | 2010.01.27 15:00 | sell | 21 | 0.10 | 1.62184 | 0.00000 | 1.61184 | ||
42 | 2010.01.28 09:00 | close | 21 | 0.10 | 1.62563 | 0.00000 | 1.61184 | -38.65 | 9743.74 |
43 | 2010.01.28 09:00 | buy | 22 | 0.10 | 1.62563 | 0.00000 | 1.63563 | ||
44 | 2010.01.28 16:00 | close | 22 | 0.10 | 1.62080 | 0.00000 | 1.63563 | -48.30 | 9695.44 |
45 | 2010.01.28 16:00 | sell | 23 | 0.10 | 1.62080 | 0.00000 | 1.61080 | ||
46 | 2010.01.29 14:40 | t/p | 23 | 0.10 | 1.61080 | 0.00000 | 1.61080 | 99.75 | 9795.19 |
47 | 2010.02.12 09:00 | buy | 24 | 0.10 | 1.57210 | 0.00000 | 1.58210 | ||
48 | 2010.02.12 11:00 | close | 24 | 0.10 | 1.56542 | 0.00000 | 1.58210 | -66.80 | 9728.39 |
49 | 2010.02.12 11:00 | sell | 25 | 0.10 | 1.56542 | 0.00000 | 1.55542 | ||
50 | 2010.02.15 00:00 | close | 25 | 0.10 | 1.56723 | 0.00000 | 1.55542 | -18.35 | 9710.04 |
51 | 2010.02.15 00:00 | buy | 26 | 0.10 | 1.56723 | 0.00000 | 1.57723 | ||
52 | 2010.02.15 01:00 | close | 26 | 0.10 | 1.56651 | 0.00000 | 1.57723 | -7.20 | 9702.84 |
53 | 2010.02.15 01:00 | sell | 27 | 0.10 | 1.56651 | 0.00000 | 1.55651 | ||
54 | 2010.02.15 13:00 | close | 27 | 0.10 | 1.57104 | 0.00000 | 1.55651 | -45.30 | 9657.54 |
55 | 2010.02.15 13:00 | buy | 28 | 0.10 | 1.57104 | 0.00000 | 1.58104 | ||
56 | 2010.02.15 15:00 | close | 28 | 0.10 | 1.56639 | 0.00000 | 1.58104 | -46.50 | 9611.04 |
57 | 2010.02.15 15:00 | sell | 29 | 0.10 | 1.56639 | 0.00000 | 1.55639 | ||
58 | 2010.02.16 03:00 | close | 29 | 0.10 | 1.56874 | 0.00000 | 1.55639 | -23.75 | 9587.29 |
59 | 2010.02.16 03:00 | buy | 30 | 0.10 | 1.56874 | 0.00000 | 1.57874 | ||
60 | 2010.02.16 16:00 | close | 30 | 0.10 | 1.56412 | 0.00000 | 1.57874 | -46.20 | 9541.09 |
61 | 2010.02.16 16:00 | sell | 31 | 0.10 | 1.56412 | 0.00000 | 1.55412 | ||
62 | 2010.02.16 17:00 | close | 31 | 0.10 | 1.56808 | 0.00000 | 1.55412 | -39.60 | 9501.49 |
63 | 2010.02.16 17:00 | buy | 32 | 0.10 | 1.56808 | 0.00000 | 1.57808 | ||
64 | 2010.02.16 18:16 | t/p | 32 | 0.10 | 1.57808 | 0.00000 | 1.57808 | 100.00 | 9601.49 |
65 | 2010.02.17 22:00 | sell | 33 | 0.10 | 1.56795 | 0.00000 | 1.55795 | ||
66 | 2010.02.18 00:00 | close | 33 | 0.10 | 1.56861 | 0.00000 | 1.55795 | -7.35 | 9594.14 |
67 | 2010.02.18 00:00 | buy | 34 | 0.10 | 1.56861 | 0.00000 | 1.57861 | ||
68 | 2010.02.18 01:00 | close | 34 | 0.10 | 1.56780 | 0.00000 | 1.57861 | -8.10 | 9586.04 |
69 | 2010.02.18 01:00 | sell | 35 | 0.10 | 1.56780 | 0.00000 | 1.55780 | ||
70 | 2010.02.18 14:45 | t/p | 35 | 0.10 | 1.55780 | 0.00000 | 1.55780 | 100.00 | 9686.04 |