Strategy Tester Report
MultiPairWPRtrails
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; TrailingStop=20; ProfitTarget=100; Slippage=3; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -528.96 | Gross profit | 1233.08 | Gross loss | -1762.04 |
Profit factor | 0.70 | Expected payoff | -11.50 | ||
Absolute drawdown | 883.68 | Maximal drawdown | 947.48 (9.41%) | Relative drawdown | 9.41% (947.48) |
Total trades | 46 | Short positions (won %) | 23 (34.78%) | Long positions (won %) | 23 (21.74%) |
Profit trades (% of total) | 13 (28.26%) | Loss trades (% of total) | 33 (71.74%) | ||
Largest | profit trade | 337.10 | loss trade | -197.12 | |
Average | profit trade | 94.85 | loss trade | -53.40 | |
Maximum | consecutive wins (profit in money) | 2 (339.40) | consecutive losses (loss in money) | 7 (-232.70) | |
Maximal | consecutive profit (count of wins) | 339.40 (2) | consecutive loss (count of losses) | -463.62 (6) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 00:00 | sell | 1 | 0.10 | 1.61221 | 0.00000 | 0.00000 | ||
2 | 2010.01.04 10:00 | close | 1 | 0.10 | 1.61542 | 0.00000 | 0.00000 | -32.10 | 9967.90 |
3 | 2010.01.04 10:02 | buy | 2 | 0.10 | 1.61563 | 0.00000 | 0.00000 | ||
4 | 2010.01.05 13:00 | close | 2 | 0.10 | 1.60116 | 0.00000 | 0.00000 | -144.70 | 9823.20 |
5 | 2010.01.05 13:03 | sell | 3 | 0.10 | 1.60114 | 0.00000 | 0.00000 | ||
6 | 2010.01.06 22:00 | close | 3 | 0.10 | 1.60214 | 0.00000 | 0.00000 | -10.24 | 9812.96 |
7 | 2010.01.06 22:02 | buy | 4 | 0.10 | 1.60202 | 0.00000 | 0.00000 | ||
8 | 2010.01.07 08:00 | close | 4 | 0.10 | 1.59673 | 0.00000 | 0.00000 | -52.90 | 9760.06 |
9 | 2010.01.07 08:02 | sell | 5 | 0.10 | 1.59455 | 0.00000 | 0.00000 | ||
10 | 2010.01.08 08:10 | close | 5 | 0.10 | 1.59426 | 0.00000 | 0.00000 | 2.66 | 9762.72 |
11 | 2010.01.08 08:12 | buy | 6 | 0.10 | 1.59399 | 0.00000 | 0.00000 | ||
12 | 2010.01.08 14:02 | close | 6 | 0.10 | 1.59742 | 0.00000 | 0.00000 | 34.30 | 9797.02 |
13 | 2010.01.08 14:07 | sell | 7 | 0.10 | 1.59708 | 0.00000 | 0.00000 | ||
14 | 2010.01.08 15:00 | close | 7 | 0.10 | 1.60920 | 0.00000 | 0.00000 | -121.20 | 9675.82 |
15 | 2010.01.08 15:02 | buy | 8 | 0.10 | 1.60949 | 0.00000 | 0.00000 | ||
16 | 2010.01.12 05:00 | close | 8 | 0.10 | 1.60742 | 0.00000 | 0.00000 | -20.70 | 9655.12 |
17 | 2010.01.12 05:02 | sell | 9 | 0.10 | 1.60755 | 0.00000 | 0.00000 | ||
18 | 2010.01.12 12:00 | close | 9 | 0.10 | 1.61472 | 0.00000 | 0.00000 | -71.70 | 9583.42 |
19 | 2010.01.12 12:02 | buy | 10 | 0.10 | 1.61442 | 0.00000 | 0.00000 | ||
20 | 2010.01.13 04:00 | close | 10 | 0.10 | 1.61509 | 0.00000 | 0.00000 | 6.70 | 9590.12 |
21 | 2010.01.13 04:02 | sell | 11 | 0.10 | 1.61427 | 0.00000 | 0.00000 | ||
22 | 2010.01.14 20:00 | close | 11 | 0.10 | 1.63391 | 0.00000 | 0.00000 | -197.12 | 9393.00 |
23 | 2010.01.14 20:03 | buy | 12 | 0.10 | 1.63383 | 0.00000 | 0.00000 | ||
24 | 2010.01.15 05:10 | close | 12 | 0.10 | 1.63163 | 0.00000 | 0.00000 | -22.00 | 9371.00 |
25 | 2010.01.15 07:32 | sell | 13 | 0.10 | 1.63186 | 0.00000 | 0.00000 | ||
26 | 2010.01.18 12:00 | close | 13 | 0.10 | 1.63581 | 0.00000 | 0.00000 | -39.74 | 9331.26 |
27 | 2010.01.18 12:03 | buy | 14 | 0.10 | 1.63481 | 0.00000 | 0.00000 | ||
28 | 2010.01.19 11:50 | close | 14 | 0.10 | 1.63803 | 0.00000 | 0.00000 | 32.20 | 9363.46 |
29 | 2010.01.19 11:52 | sell | 15 | 0.10 | 1.63860 | 0.00000 | 0.00000 | ||
30 | 2010.01.21 18:00 | close | 15 | 0.10 | 1.62127 | 0.00000 | 0.00000 | 172.34 | 9535.80 |
31 | 2010.01.21 18:02 | buy | 16 | 0.10 | 1.62324 | 0.00000 | 0.00000 | ||
32 | 2010.01.22 16:00 | close | 16 | 0.10 | 1.60983 | 0.00000 | 0.00000 | -134.10 | 9401.70 |
33 | 2010.01.22 16:02 | sell | 17 | 0.10 | 1.60797 | 0.00000 | 0.00000 | ||
34 | 2010.01.27 04:10 | close | 17 | 0.10 | 1.61370 | 0.00000 | 0.00000 | -58.02 | 9343.68 |
35 | 2010.01.27 04:15 | buy | 18 | 0.10 | 1.61401 | 0.00000 | 0.00000 | ||
36 | 2010.01.27 10:00 | close | 18 | 0.10 | 1.61178 | 0.00000 | 0.00000 | -22.30 | 9321.38 |
37 | 2010.01.27 10:06 | sell | 19 | 0.10 | 1.61330 | 0.00000 | 0.00000 | ||
38 | 2010.02.02 08:00 | close | 19 | 0.10 | 1.59565 | 0.00000 | 0.00000 | 175.06 | 9496.44 |
39 | 2010.02.02 08:02 | buy | 20 | 0.10 | 1.59539 | 0.00000 | 0.00000 | ||
40 | 2010.02.03 15:00 | close | 20 | 0.10 | 1.59423 | 0.00000 | 0.00000 | -11.60 | 9484.84 |
41 | 2010.02.03 15:02 | sell | 21 | 0.10 | 1.59420 | 0.00000 | 0.00000 | ||
42 | 2010.02.08 14:00 | close | 21 | 0.10 | 1.56037 | 0.00000 | 0.00000 | 337.10 | 9821.94 |
43 | 2010.02.08 14:02 | buy | 22 | 0.10 | 1.55975 | 0.00000 | 0.00000 | ||
44 | 2010.02.09 03:00 | close | 22 | 0.10 | 1.55998 | 0.00000 | 0.00000 | 2.30 | 9824.24 |
45 | 2010.02.09 03:02 | sell | 23 | 0.10 | 1.55991 | 0.00000 | 0.00000 | ||
46 | 2010.02.09 16:00 | close | 23 | 0.10 | 1.56272 | 0.00000 | 0.00000 | -28.10 | 9796.14 |
47 | 2010.02.09 16:02 | buy | 24 | 0.10 | 1.56199 | 0.00000 | 0.00000 | ||
48 | 2010.02.10 06:20 | close | 24 | 0.10 | 1.56620 | 0.00000 | 0.00000 | 42.10 | 9838.24 |
49 | 2010.02.10 06:22 | sell | 25 | 0.10 | 1.56647 | 0.00000 | 0.00000 | ||
50 | 2010.02.10 11:00 | close | 25 | 0.10 | 1.57285 | 0.00000 | 0.00000 | -63.80 | 9774.44 |
51 | 2010.02.10 11:02 | buy | 26 | 0.10 | 1.57290 | 0.00000 | 0.00000 | ||
52 | 2010.02.10 17:00 | close | 26 | 0.10 | 1.55877 | 0.00000 | 0.00000 | -141.30 | 9633.14 |
53 | 2010.02.10 17:02 | sell | 27 | 0.10 | 1.55945 | 0.00000 | 0.00000 | ||
54 | 2010.02.11 06:00 | close | 27 | 0.10 | 1.56533 | 0.00000 | 0.00000 | -59.52 | 9573.62 |
55 | 2010.02.11 06:02 | buy | 28 | 0.10 | 1.56501 | 0.00000 | 0.00000 | ||
56 | 2010.02.11 10:00 | close | 28 | 0.10 | 1.55789 | 0.00000 | 0.00000 | -71.20 | 9502.42 |
57 | 2010.02.11 10:02 | sell | 29 | 0.10 | 1.55780 | 0.00000 | 0.00000 | ||
58 | 2010.02.11 23:00 | close | 29 | 0.10 | 1.57028 | 0.00000 | 0.00000 | -124.80 | 9377.62 |
59 | 2010.02.11 23:02 | buy | 30 | 0.10 | 1.57033 | 0.00000 | 0.00000 | ||
60 | 2010.02.12 09:32 | close | 30 | 0.10 | 1.57003 | 0.00000 | 0.00000 | -3.00 | 9374.62 |
61 | 2010.02.12 09:37 | sell | 31 | 0.10 | 1.56983 | 0.00000 | 0.00000 | ||
62 | 2010.02.12 16:02 | close | 31 | 0.10 | 1.56755 | 0.00000 | 0.00000 | 22.80 | 9397.42 |
63 | 2010.02.12 16:05 | buy | 32 | 0.10 | 1.56699 | 0.00000 | 0.00000 | ||
64 | 2010.02.15 06:00 | close | 32 | 0.10 | 1.56445 | 0.00000 | 0.00000 | -25.40 | 9372.02 |
65 | 2010.02.15 06:02 | sell | 33 | 0.10 | 1.56412 | 0.00000 | 0.00000 | ||
66 | 2010.02.15 11:00 | close | 33 | 0.10 | 1.56740 | 0.00000 | 0.00000 | -32.80 | 9339.22 |
67 | 2010.02.15 11:02 | buy | 34 | 0.10 | 1.56660 | 0.00000 | 0.00000 | ||
68 | 2010.02.16 01:00 | close | 34 | 0.10 | 1.56638 | 0.00000 | 0.00000 | -2.20 | 9337.02 |
69 | 2010.02.16 01:02 | sell | 35 | 0.10 | 1.56659 | 0.00000 | 0.00000 | ||
70 | 2010.02.16 04:00 | close | 35 | 0.10 | 1.56840 | 0.00000 | 0.00000 | -18.10 | 9318.92 |
71 | 2010.02.16 04:02 | buy | 36 | 0.10 | 1.56798 | 0.00000 | 0.00000 | ||
72 | 2010.02.16 14:00 | close | 36 | 0.10 | 1.56727 | 0.00000 | 0.00000 | -7.10 | 9311.82 |
73 | 2010.02.16 14:02 | sell | 37 | 0.10 | 1.56720 | 0.00000 | 0.00000 | ||
74 | 2010.02.16 23:00 | close | 37 | 0.10 | 1.57928 | 0.00000 | 0.00000 | -120.80 | 9191.02 |
75 | 2010.02.16 23:02 | buy | 38 | 0.10 | 1.57931 | 0.00000 | 0.00000 | ||
76 | 2010.02.17 08:00 | close | 38 | 0.10 | 1.57668 | 0.00000 | 0.00000 | -26.30 | 9164.72 |
77 | 2010.02.17 08:02 | sell | 39 | 0.10 | 1.57690 | 0.00000 | 0.00000 | ||
78 | 2010.02.18 08:00 | close | 39 | 0.10 | 1.56717 | 0.00000 | 0.00000 | 96.58 | 9261.30 |
79 | 2010.02.18 16:00 | buy | 40 | 0.10 | 1.56489 | 0.00000 | 0.00000 | ||
80 | 2010.02.18 18:00 | close | 40 | 0.10 | 1.55807 | 0.00000 | 0.00000 | -68.20 | 9193.10 |
81 | 2010.02.18 18:02 | sell | 41 | 0.10 | 1.55844 | 0.00000 | 0.00000 | ||
82 | 2010.02.19 14:32 | close | 41 | 0.10 | 1.54193 | 0.00000 | 0.00000 | 164.86 | 9357.96 |
83 | 2010.02.19 14:35 | buy | 42 | 0.10 | 1.54161 | 0.00000 | 0.00000 | ||
84 | 2010.02.24 19:00 | close | 42 | 0.10 | 1.54148 | 0.00000 | 0.00000 | -1.30 | 9356.66 |
85 | 2010.02.24 19:02 | sell | 43 | 0.10 | 1.54143 | 0.00000 | 0.00000 | ||
86 | 2010.02.25 20:07 | close | 43 | 0.10 | 1.52695 | 0.00000 | 0.00000 | 144.08 | 9500.74 |
87 | 2010.02.25 21:40 | buy | 44 | 0.10 | 1.52684 | 0.00000 | 0.00000 | ||
88 | 2010.02.26 09:00 | close | 44 | 0.10 | 1.52475 | 0.00000 | 0.00000 | -20.90 | 9479.84 |
89 | 2010.02.26 09:02 | sell | 45 | 0.10 | 1.52421 | 0.00000 | 0.00000 | ||
90 | 2010.02.26 17:15 | close | 45 | 0.10 | 1.52449 | 0.00000 | 0.00000 | -2.80 | 9477.04 |
91 | 2010.02.26 17:17 | buy | 46 | 0.10 | 1.52414 | 0.00000 | 0.00000 | ||
92 | 2010.02.26 22:56 | close at stop | 46 | 0.10 | 1.52354 | 0.00000 | 0.00000 | -6.00 | 9471.04 |