Strategy Tester Report
MultiPairWPR
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 | UsePct=0; MaxLots=100; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -9940.10 | Gross profit | 7907.50 | Gross loss | -17847.60 |
Profit factor | 0.44 | Expected payoff | -261.58 | ||
Absolute drawdown | 9940.10 | Maximal drawdown | 10538.10 (99.43%) | Relative drawdown | 99.43% (10538.10) |
Total trades | 38 | Short positions (won %) | 19 (21.05%) | Long positions (won %) | 19 (21.05%) |
Profit trades (% of total) | 8 (21.05%) | Loss trades (% of total) | 30 (78.95%) | ||
Largest | profit trade | 3331.50 | loss trade | -2010.90 | |
Average | profit trade | 988.44 | loss trade | -594.92 | |
Maximum | consecutive wins (profit in money) | 2 (1965.80) | consecutive losses (loss in money) | 7 (-2677.00) | |
Maximal | consecutive profit (count of wins) | 3331.50 (1) | consecutive loss (count of losses) | -4875.90 (6) | |
Average | consecutive wins | 1 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 00:00 | sell | 1 | 1.00 | 1.61221 | 0.00000 | 0.00000 | ||
2 | 2010.01.04 10:00 | close | 1 | 1.00 | 1.61582 | 0.00000 | 0.00000 | -361.00 | 9639.00 |
3 | 2010.01.04 10:02 | buy | 2 | 1.00 | 1.61603 | 0.00000 | 0.00000 | ||
4 | 2010.01.05 13:00 | close | 2 | 1.00 | 1.60116 | 0.00000 | 0.00000 | -1487.00 | 8152.00 |
5 | 2010.01.05 13:03 | sell | 3 | 1.00 | 1.60114 | 0.00000 | 0.00000 | ||
6 | 2010.01.06 22:00 | close | 3 | 1.00 | 1.60254 | 0.00000 | 0.00000 | -142.30 | 8009.70 |
7 | 2010.01.06 22:02 | buy | 4 | 1.00 | 1.60242 | 0.00000 | 0.00000 | ||
8 | 2010.01.07 08:00 | close | 4 | 1.00 | 1.59673 | 0.00000 | 0.00000 | -569.00 | 7440.70 |
9 | 2010.01.07 08:02 | sell | 5 | 1.00 | 1.59455 | 0.00000 | 0.00000 | ||
10 | 2010.01.08 08:10 | close | 5 | 1.00 | 1.59466 | 0.00000 | 0.00000 | -13.30 | 7427.40 |
11 | 2010.01.08 08:12 | buy | 6 | 1.00 | 1.59439 | 0.00000 | 0.00000 | ||
12 | 2010.01.08 14:02 | close | 6 | 1.00 | 1.59742 | 0.00000 | 0.00000 | 303.00 | 7730.40 |
13 | 2010.01.08 14:07 | sell | 7 | 1.00 | 1.59708 | 0.00000 | 0.00000 | ||
14 | 2010.01.08 15:00 | close | 7 | 1.00 | 1.60960 | 0.00000 | 0.00000 | -1252.00 | 6478.40 |
15 | 2010.01.08 15:02 | buy | 8 | 1.00 | 1.60989 | 0.00000 | 0.00000 | ||
16 | 2010.01.12 05:00 | close | 8 | 1.00 | 1.60742 | 0.00000 | 0.00000 | -247.00 | 6231.40 |
17 | 2010.01.12 05:02 | sell | 9 | 1.00 | 1.60755 | 0.00000 | 0.00000 | ||
18 | 2010.01.12 12:00 | close | 9 | 1.00 | 1.61512 | 0.00000 | 0.00000 | -757.00 | 5474.40 |
19 | 2010.01.12 12:02 | buy | 10 | 1.00 | 1.61482 | 0.00000 | 0.00000 | ||
20 | 2010.01.13 04:00 | close | 10 | 1.00 | 1.61509 | 0.00000 | 0.00000 | 27.00 | 5501.40 |
21 | 2010.01.13 04:02 | sell | 11 | 1.00 | 1.61427 | 0.00000 | 0.00000 | ||
22 | 2010.01.14 20:00 | close | 11 | 1.00 | 1.63431 | 0.00000 | 0.00000 | -2010.90 | 3490.50 |
23 | 2010.01.14 20:03 | buy | 12 | 1.00 | 1.63423 | 0.00000 | 0.00000 | ||
24 | 2010.01.15 05:10 | close | 12 | 1.00 | 1.63163 | 0.00000 | 0.00000 | -260.00 | 3230.50 |
25 | 2010.01.15 07:32 | sell | 13 | 1.00 | 1.63186 | 0.00000 | 0.00000 | ||
26 | 2010.01.18 12:00 | close | 13 | 1.00 | 1.63621 | 0.00000 | 0.00000 | -437.30 | 2793.20 |
27 | 2010.01.18 12:03 | buy | 14 | 1.00 | 1.63521 | 0.00000 | 0.00000 | ||
28 | 2010.01.19 11:50 | close | 14 | 1.00 | 1.63803 | 0.00000 | 0.00000 | 282.00 | 3075.20 |
29 | 2010.01.19 11:52 | sell | 15 | 1.00 | 1.63860 | 0.00000 | 0.00000 | ||
30 | 2010.01.21 18:00 | close | 15 | 1.00 | 1.62167 | 0.00000 | 0.00000 | 1683.80 | 4759.00 |
31 | 2010.01.21 18:02 | buy | 16 | 1.00 | 1.62364 | 0.00000 | 0.00000 | ||
32 | 2010.01.22 16:00 | close | 16 | 1.00 | 1.60983 | 0.00000 | 0.00000 | -1381.00 | 3378.00 |
33 | 2010.01.22 16:02 | sell | 17 | 1.00 | 1.60797 | 0.00000 | 0.00000 | ||
34 | 2010.01.27 04:10 | close | 17 | 1.00 | 1.61410 | 0.00000 | 0.00000 | -619.90 | 2758.10 |
35 | 2010.01.27 04:15 | buy | 18 | 1.00 | 1.61441 | 0.00000 | 0.00000 | ||
36 | 2010.01.27 10:00 | close | 18 | 1.00 | 1.61178 | 0.00000 | 0.00000 | -263.00 | 2495.10 |
37 | 2010.01.27 10:06 | sell | 19 | 1.00 | 1.61330 | 0.00000 | 0.00000 | ||
38 | 2010.02.02 08:00 | close | 19 | 1.00 | 1.59605 | 0.00000 | 0.00000 | 1711.20 | 4206.30 |
39 | 2010.02.02 08:02 | buy | 20 | 1.00 | 1.59579 | 0.00000 | 0.00000 | ||
40 | 2010.02.03 15:00 | close | 20 | 1.00 | 1.59423 | 0.00000 | 0.00000 | -156.00 | 4050.30 |
41 | 2010.02.03 15:02 | sell | 21 | 1.00 | 1.59420 | 0.00000 | 0.00000 | ||
42 | 2010.02.08 14:00 | close | 21 | 1.00 | 1.56077 | 0.00000 | 0.00000 | 3331.50 | 7381.80 |
43 | 2010.02.08 14:02 | buy | 22 | 1.00 | 1.56015 | 0.00000 | 0.00000 | ||
44 | 2010.02.09 03:00 | close | 22 | 1.00 | 1.55998 | 0.00000 | 0.00000 | -17.00 | 7364.80 |
45 | 2010.02.09 03:02 | sell | 23 | 1.00 | 1.55991 | 0.00000 | 0.00000 | ||
46 | 2010.02.09 16:00 | close | 23 | 1.00 | 1.56312 | 0.00000 | 0.00000 | -321.00 | 7043.80 |
47 | 2010.02.09 16:02 | buy | 24 | 1.00 | 1.56239 | 0.00000 | 0.00000 | ||
48 | 2010.02.10 06:20 | close | 24 | 1.00 | 1.56620 | 0.00000 | 0.00000 | 381.00 | 7424.80 |
49 | 2010.02.10 06:22 | sell | 25 | 1.00 | 1.56647 | 0.00000 | 0.00000 | ||
50 | 2010.02.10 11:00 | close | 25 | 1.00 | 1.57325 | 0.00000 | 0.00000 | -678.00 | 6746.80 |
51 | 2010.02.10 11:02 | buy | 26 | 1.00 | 1.57330 | 0.00000 | 0.00000 | ||
52 | 2010.02.10 17:00 | close | 26 | 1.00 | 1.55877 | 0.00000 | 0.00000 | -1453.00 | 5293.80 |
53 | 2010.02.10 17:02 | sell | 27 | 1.00 | 1.55945 | 0.00000 | 0.00000 | ||
54 | 2010.02.11 06:00 | close | 27 | 1.00 | 1.56573 | 0.00000 | 0.00000 | -634.90 | 4658.90 |
55 | 2010.02.11 06:02 | buy | 28 | 1.00 | 1.56541 | 0.00000 | 0.00000 | ||
56 | 2010.02.11 10:00 | close | 28 | 1.00 | 1.55789 | 0.00000 | 0.00000 | -752.00 | 3906.90 |
57 | 2010.02.11 10:02 | sell | 29 | 1.00 | 1.55780 | 0.00000 | 0.00000 | ||
58 | 2010.02.11 23:00 | close | 29 | 1.00 | 1.57068 | 0.00000 | 0.00000 | -1288.00 | 2618.90 |
59 | 2010.02.11 23:02 | buy | 30 | 1.00 | 1.57073 | 0.00000 | 0.00000 | ||
60 | 2010.02.12 09:32 | close | 30 | 1.00 | 1.57003 | 0.00000 | 0.00000 | -70.00 | 2548.90 |
61 | 2010.02.12 09:37 | sell | 31 | 1.00 | 1.56983 | 0.00000 | 0.00000 | ||
62 | 2010.02.12 16:02 | close | 31 | 1.00 | 1.56795 | 0.00000 | 0.00000 | 188.00 | 2736.90 |
63 | 2010.02.12 16:05 | buy | 32 | 1.00 | 1.56739 | 0.00000 | 0.00000 | ||
64 | 2010.02.15 06:00 | close | 32 | 1.00 | 1.56445 | 0.00000 | 0.00000 | -294.00 | 2442.90 |
65 | 2010.02.15 06:02 | sell | 33 | 1.00 | 1.56412 | 0.00000 | 0.00000 | ||
66 | 2010.02.15 11:00 | close | 33 | 1.00 | 1.56780 | 0.00000 | 0.00000 | -368.00 | 2074.90 |
67 | 2010.02.15 11:02 | buy | 34 | 1.00 | 1.56700 | 0.00000 | 0.00000 | ||
68 | 2010.02.16 01:00 | close | 34 | 1.00 | 1.56638 | 0.00000 | 0.00000 | -62.00 | 2012.90 |
69 | 2010.02.16 01:02 | sell | 35 | 1.00 | 1.56659 | 0.00000 | 0.00000 | ||
70 | 2010.02.16 04:00 | close | 35 | 1.00 | 1.56880 | 0.00000 | 0.00000 | -221.00 | 1791.90 |
71 | 2010.02.16 04:02 | buy | 36 | 1.00 | 1.56838 | 0.00000 | 0.00000 | ||
72 | 2010.02.16 14:00 | close | 36 | 1.00 | 1.56727 | 0.00000 | 0.00000 | -111.00 | 1680.90 |
73 | 2010.02.16 14:02 | sell | 37 | 1.00 | 1.56720 | 0.00000 | 0.00000 | ||
74 | 2010.02.16 23:00 | close | 37 | 1.00 | 1.57968 | 0.00000 | 0.00000 | -1248.00 | 432.90 |
75 | 2010.02.16 23:02 | buy | 38 | 1.00 | 1.57971 | 0.00000 | 0.00000 | ||
76 | 2010.02.17 07:50 | close at stop | 38 | 1.00 | 1.57598 | 0.00000 | 0.00000 | -373.00 | 59.90 |