Strategy Tester Report
NirvamanImax
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; mn=555; tp=100; sl=50; periodos=13; tiempoCierre=15000; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -273.25 | Gross profit | 101.40 | Gross loss | -374.65 |
Profit factor | 0.27 | Expected payoff | -4.20 | ||
Absolute drawdown | 273.25 | Maximal drawdown | 288.85 (2.88%) | Relative drawdown | 2.88% (288.85) |
Total trades | 65 | Short positions (won %) | 30 (10.00%) | Long positions (won %) | 35 (28.57%) |
Profit trades (% of total) | 13 (20.00%) | Loss trades (% of total) | 52 (80.00%) | ||
Largest | profit trade | 7.80 | loss trade | -7.45 | |
Average | profit trade | 7.80 | loss trade | -7.20 | |
Maximum | consecutive wins (profit in money) | 2 (15.60) | consecutive losses (loss in money) | 12 (-86.40) | |
Maximal | consecutive profit (count of wins) | 15.60 (2) | consecutive loss (count of losses) | -86.40 (12) | |
Average | consecutive wins | 1 | consecutive losses | 5 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.06 13:00 | sell | 1 | 0.10 | 1.59816 | 1.59888 | 1.59738 | ||
2 | 2010.01.06 13:45 | t/p | 1 | 0.10 | 1.59738 | 1.59888 | 1.59738 | 7.80 | 10007.80 |
3 | 2010.01.06 17:00 | buy | 2 | 0.10 | 1.60001 | 1.59929 | 1.60079 | ||
4 | 2010.01.06 17:10 | t/p | 2 | 0.10 | 1.60079 | 1.59929 | 1.60079 | 7.80 | 10015.60 |
5 | 2010.01.07 03:00 | buy | 3 | 0.10 | 1.60269 | 1.60197 | 1.60347 | ||
6 | 2010.01.07 03:03 | s/l | 3 | 0.10 | 1.60197 | 1.60197 | 1.60347 | -7.20 | 10008.40 |
7 | 2010.01.07 04:00 | sell | 4 | 0.10 | 1.60006 | 1.60078 | 1.59928 | ||
8 | 2010.01.07 04:20 | s/l | 4 | 0.10 | 1.60078 | 1.60078 | 1.59928 | -7.20 | 10001.20 |
9 | 2010.01.07 23:00 | sell | 5 | 0.10 | 1.59292 | 1.59364 | 1.59214 | ||
10 | 2010.01.08 00:33 | s/l | 5 | 0.10 | 1.59364 | 1.59364 | 1.59214 | -7.45 | 9993.75 |
11 | 2010.01.08 02:00 | buy | 6 | 0.10 | 1.59476 | 1.59404 | 1.59554 | ||
12 | 2010.01.08 02:15 | s/l | 6 | 0.10 | 1.59404 | 1.59404 | 1.59554 | -7.20 | 9986.55 |
13 | 2010.01.08 06:00 | buy | 7 | 0.10 | 1.59431 | 1.59359 | 1.59509 | ||
14 | 2010.01.08 06:20 | t/p | 7 | 0.10 | 1.59509 | 1.59359 | 1.59509 | 7.80 | 9994.35 |
15 | 2010.01.08 08:00 | sell | 8 | 0.10 | 1.59337 | 1.59409 | 1.59259 | ||
16 | 2010.01.08 08:10 | s/l | 8 | 0.10 | 1.59409 | 1.59409 | 1.59259 | -7.20 | 9987.15 |
17 | 2010.01.08 20:00 | buy | 9 | 0.10 | 1.60276 | 1.60204 | 1.60354 | ||
18 | 2010.01.08 20:03 | s/l | 9 | 0.10 | 1.60204 | 1.60204 | 1.60354 | -7.20 | 9979.95 |
19 | 2010.01.13 05:00 | buy | 10 | 0.10 | 1.61681 | 1.61609 | 1.61759 | ||
20 | 2010.01.13 05:07 | s/l | 10 | 0.10 | 1.61609 | 1.61609 | 1.61759 | -7.20 | 9972.75 |
21 | 2010.01.13 20:00 | buy | 11 | 0.10 | 1.62852 | 1.62780 | 1.62930 | ||
22 | 2010.01.13 20:20 | s/l | 11 | 0.10 | 1.62780 | 1.62780 | 1.62930 | -7.20 | 9965.55 |
23 | 2010.01.13 22:00 | buy | 12 | 0.10 | 1.62884 | 1.62812 | 1.62962 | ||
24 | 2010.01.13 22:07 | s/l | 12 | 0.10 | 1.62812 | 1.62812 | 1.62962 | -7.20 | 9958.35 |
25 | 2010.01.14 10:00 | buy | 13 | 0.10 | 1.62937 | 1.62865 | 1.63015 | ||
26 | 2010.01.14 10:15 | t/p | 13 | 0.10 | 1.63015 | 1.62865 | 1.63015 | 7.80 | 9966.15 |
27 | 2010.01.14 11:00 | sell | 14 | 0.10 | 1.62809 | 1.62881 | 1.62731 | ||
28 | 2010.01.14 11:02 | s/l | 14 | 0.10 | 1.62881 | 1.62881 | 1.62731 | -7.20 | 9958.95 |
29 | 2010.01.18 23:00 | buy | 15 | 0.10 | 1.63391 | 1.63319 | 1.63469 | ||
30 | 2010.01.18 23:07 | s/l | 15 | 0.10 | 1.63319 | 1.63319 | 1.63469 | -7.20 | 9951.75 |
31 | 2010.01.19 09:00 | buy | 16 | 0.10 | 1.64226 | 1.64154 | 1.64304 | ||
32 | 2010.01.19 09:15 | s/l | 16 | 0.10 | 1.64154 | 1.64154 | 1.64304 | -7.20 | 9944.55 |
33 | 2010.01.20 16:00 | buy | 17 | 0.10 | 1.62974 | 1.62902 | 1.63052 | ||
34 | 2010.01.20 16:02 | s/l | 17 | 0.10 | 1.62902 | 1.62902 | 1.63052 | -7.20 | 9937.35 |
35 | 2010.01.21 02:00 | sell | 18 | 0.10 | 1.62846 | 1.62918 | 1.62768 | ||
36 | 2010.01.21 02:20 | s/l | 18 | 0.10 | 1.62918 | 1.62918 | 1.62768 | -7.20 | 9930.15 |
37 | 2010.01.21 03:00 | sell | 19 | 0.10 | 1.62725 | 1.62797 | 1.62647 | ||
38 | 2010.01.21 03:02 | s/l | 19 | 0.10 | 1.62797 | 1.62797 | 1.62647 | -7.20 | 9922.95 |
39 | 2010.01.22 03:00 | buy | 20 | 0.10 | 1.62170 | 1.62098 | 1.62248 | ||
40 | 2010.01.22 03:26 | s/l | 20 | 0.10 | 1.62098 | 1.62098 | 1.62248 | -7.20 | 9915.75 |
41 | 2010.01.25 00:00 | sell | 21 | 0.10 | 1.61082 | 1.61154 | 1.61004 | ||
42 | 2010.01.25 00:10 | s/l | 21 | 0.10 | 1.61154 | 1.61154 | 1.61004 | -7.20 | 9908.55 |
43 | 2010.01.26 09:00 | buy | 22 | 0.10 | 1.62277 | 1.62205 | 1.62355 | ||
44 | 2010.01.26 09:02 | s/l | 22 | 0.10 | 1.62205 | 1.62205 | 1.62355 | -7.20 | 9901.35 |
45 | 2010.01.26 21:00 | sell | 23 | 0.10 | 1.61440 | 1.61512 | 1.61362 | ||
46 | 2010.01.26 21:07 | s/l | 23 | 0.10 | 1.61512 | 1.61512 | 1.61362 | -7.20 | 9894.15 |
47 | 2010.01.27 08:00 | buy | 24 | 0.10 | 1.61432 | 1.61360 | 1.61510 | ||
48 | 2010.01.27 08:02 | s/l | 24 | 0.10 | 1.61360 | 1.61360 | 1.61510 | -7.20 | 9886.95 |
49 | 2010.01.28 07:00 | sell | 25 | 0.10 | 1.61800 | 1.61872 | 1.61722 | ||
50 | 2010.01.28 07:15 | s/l | 25 | 0.10 | 1.61872 | 1.61872 | 1.61722 | -7.20 | 9879.75 |
51 | 2010.01.29 13:00 | sell | 26 | 0.10 | 1.61362 | 1.61434 | 1.61284 | ||
52 | 2010.01.29 13:15 | t/p | 26 | 0.10 | 1.61284 | 1.61434 | 1.61284 | 7.80 | 9887.55 |
53 | 2010.02.01 09:00 | sell | 27 | 0.10 | 1.59309 | 1.59381 | 1.59231 | ||
54 | 2010.02.01 09:15 | s/l | 27 | 0.10 | 1.59381 | 1.59381 | 1.59231 | -7.20 | 9880.35 |
55 | 2010.02.02 08:00 | buy | 28 | 0.10 | 1.59571 | 1.59499 | 1.59649 | ||
56 | 2010.02.02 08:05 | s/l | 28 | 0.10 | 1.59499 | 1.59499 | 1.59649 | -7.20 | 9873.15 |
57 | 2010.02.02 11:00 | sell | 29 | 0.10 | 1.59242 | 1.59314 | 1.59164 | ||
58 | 2010.02.02 11:07 | s/l | 29 | 0.10 | 1.59314 | 1.59314 | 1.59164 | -7.20 | 9865.95 |
59 | 2010.02.03 01:00 | buy | 30 | 0.10 | 1.59902 | 1.59830 | 1.59980 | ||
60 | 2010.02.03 01:07 | s/l | 30 | 0.10 | 1.59830 | 1.59830 | 1.59980 | -7.20 | 9858.75 |
61 | 2010.02.03 06:00 | buy | 31 | 0.10 | 1.59930 | 1.59858 | 1.60008 | ||
62 | 2010.02.03 06:45 | t/p | 31 | 0.10 | 1.60008 | 1.59858 | 1.60008 | 7.80 | 9866.55 |
63 | 2010.02.04 06:00 | sell | 32 | 0.10 | 1.59019 | 1.59091 | 1.58941 | ||
64 | 2010.02.04 06:20 | s/l | 32 | 0.10 | 1.59091 | 1.59091 | 1.58941 | -7.20 | 9859.35 |
65 | 2010.02.04 07:00 | sell | 33 | 0.10 | 1.58958 | 1.59030 | 1.58880 | ||
66 | 2010.02.04 07:20 | t/p | 33 | 0.10 | 1.58880 | 1.59030 | 1.58880 | 7.80 | 9867.15 |
67 | 2010.02.04 22:00 | sell | 34 | 0.10 | 1.57530 | 1.57602 | 1.57452 | ||
68 | 2010.02.04 22:07 | s/l | 34 | 0.10 | 1.57602 | 1.57602 | 1.57452 | -7.20 | 9859.95 |
69 | 2010.02.05 02:00 | sell | 35 | 0.10 | 1.57413 | 1.57485 | 1.57335 | ||
70 | 2010.02.05 02:02 | s/l | 35 | 0.10 | 1.57485 | 1.57485 | 1.57335 | -7.20 | 9852.75 |
71 | 2010.02.08 10:00 | buy | 36 | 0.10 | 1.56203 | 1.56131 | 1.56281 | ||
72 | 2010.02.08 10:15 | s/l | 36 | 0.10 | 1.56131 | 1.56131 | 1.56281 | -7.20 | 9845.55 |
73 | 2010.02.08 13:00 | sell | 37 | 0.10 | 1.55700 | 1.55772 | 1.55622 | ||
74 | 2010.02.08 13:07 | s/l | 37 | 0.10 | 1.55772 | 1.55772 | 1.55622 | -7.20 | 9838.35 |
75 | 2010.02.08 14:00 | buy | 38 | 0.10 | 1.56043 | 1.55971 | 1.56121 | ||
76 | 2010.02.08 14:02 | s/l | 38 | 0.10 | 1.55971 | 1.55971 | 1.56121 | -7.20 | 9831.15 |
77 | 2010.02.08 21:00 | sell | 39 | 0.10 | 1.56113 | 1.56185 | 1.56035 | ||
78 | 2010.02.08 21:02 | s/l | 39 | 0.10 | 1.56185 | 1.56185 | 1.56035 | -7.20 | 9823.95 |
79 | 2010.02.09 03:00 | buy | 40 | 0.10 | 1.56020 | 1.55948 | 1.56098 | ||
80 | 2010.02.09 03:20 | t/p | 40 | 0.10 | 1.56098 | 1.55948 | 1.56098 | 7.80 | 9831.75 |
81 | 2010.02.09 10:00 | sell | 41 | 0.10 | 1.55869 | 1.55941 | 1.55791 | ||
82 | 2010.02.09 10:10 | s/l | 41 | 0.10 | 1.55941 | 1.55941 | 1.55791 | -7.20 | 9824.55 |
83 | 2010.02.09 14:00 | buy | 42 | 0.10 | 1.56361 | 1.56289 | 1.56439 | ||
84 | 2010.02.09 14:10 | s/l | 42 | 0.10 | 1.56289 | 1.56289 | 1.56439 | -7.20 | 9817.35 |
85 | 2010.02.10 22:00 | sell | 43 | 0.10 | 1.55834 | 1.55906 | 1.55756 | ||
86 | 2010.02.10 22:40 | s/l | 43 | 0.10 | 1.55906 | 1.55906 | 1.55756 | -7.20 | 9810.15 |
87 | 2010.02.11 13:00 | buy | 44 | 0.10 | 1.56321 | 1.56249 | 1.56399 | ||
88 | 2010.02.11 13:15 | s/l | 44 | 0.10 | 1.56249 | 1.56249 | 1.56399 | -7.20 | 9802.95 |
89 | 2010.02.12 06:00 | buy | 45 | 0.10 | 1.56935 | 1.56863 | 1.57013 | ||
90 | 2010.02.12 06:20 | t/p | 45 | 0.10 | 1.57013 | 1.56863 | 1.57013 | 7.80 | 9810.75 |
91 | 2010.02.15 02:00 | sell | 46 | 0.10 | 1.56624 | 1.56696 | 1.56546 | ||
92 | 2010.02.15 02:32 | s/l | 46 | 0.10 | 1.56696 | 1.56696 | 1.56546 | -7.20 | 9803.55 |
93 | 2010.02.15 15:00 | sell | 47 | 0.10 | 1.56639 | 1.56711 | 1.56561 | ||
94 | 2010.02.15 15:20 | s/l | 47 | 0.10 | 1.56711 | 1.56711 | 1.56561 | -7.20 | 9796.35 |
95 | 2010.02.15 20:00 | buy | 48 | 0.10 | 1.56680 | 1.56608 | 1.56758 | ||
96 | 2010.02.15 20:50 | s/l | 48 | 0.10 | 1.56608 | 1.56608 | 1.56758 | -7.20 | 9789.15 |
97 | 2010.02.15 23:00 | sell | 49 | 0.10 | 1.56565 | 1.56637 | 1.56487 | ||
98 | 2010.02.15 23:10 | s/l | 49 | 0.10 | 1.56637 | 1.56637 | 1.56487 | -7.20 | 9781.95 |
99 | 2010.02.17 06:00 | buy | 50 | 0.10 | 1.57810 | 1.57738 | 1.57888 | ||
100 | 2010.02.17 06:20 | s/l | 50 | 0.10 | 1.57738 | 1.57738 | 1.57888 | -7.20 | 9774.75 |
101 | 2010.02.17 12:00 | sell | 51 | 0.10 | 1.57623 | 1.57695 | 1.57545 | ||
102 | 2010.02.17 12:07 | s/l | 51 | 0.10 | 1.57695 | 1.57695 | 1.57545 | -7.20 | 9767.55 |
103 | 2010.02.17 14:00 | buy | 52 | 0.10 | 1.57920 | 1.57848 | 1.57998 | ||
104 | 2010.02.17 14:02 | t/p | 52 | 0.10 | 1.57998 | 1.57848 | 1.57998 | 7.80 | 9775.35 |
105 | 2010.02.18 21:00 | buy | 53 | 0.10 | 1.56232 | 1.56160 | 1.56310 | ||
106 | 2010.02.18 21:07 | t/p | 53 | 0.10 | 1.56310 | 1.56160 | 1.56310 | 7.80 | 9783.15 |
107 | 2010.02.22 01:00 | buy | 54 | 0.10 | 1.54713 | 1.54641 | 1.54791 | ||
108 | 2010.02.22 01:20 | s/l | 54 | 0.10 | 1.54641 | 1.54641 | 1.54791 | -7.20 | 9775.95 |
109 | 2010.02.22 03:00 | buy | 55 | 0.10 | 1.54865 | 1.54793 | 1.54943 | ||
110 | 2010.02.22 03:20 | s/l | 55 | 0.10 | 1.54793 | 1.54793 | 1.54943 | -7.20 | 9768.75 |
111 | 2010.02.22 11:00 | buy | 56 | 0.10 | 1.54746 | 1.54674 | 1.54824 | ||
112 | 2010.02.22 11:15 | s/l | 56 | 0.10 | 1.54674 | 1.54674 | 1.54824 | -7.20 | 9761.55 |
113 | 2010.02.22 14:00 | buy | 57 | 0.10 | 1.54752 | 1.54680 | 1.54830 | ||
114 | 2010.02.22 14:15 | t/p | 57 | 0.10 | 1.54830 | 1.54680 | 1.54830 | 7.80 | 9769.35 |
115 | 2010.02.22 19:00 | sell | 58 | 0.10 | 1.54723 | 1.54795 | 1.54645 | ||
116 | 2010.02.22 19:07 | s/l | 58 | 0.10 | 1.54795 | 1.54795 | 1.54645 | -7.20 | 9762.15 |
117 | 2010.02.24 01:00 | buy | 59 | 0.10 | 1.54453 | 1.54381 | 1.54531 | ||
118 | 2010.02.24 01:10 | s/l | 59 | 0.10 | 1.54381 | 1.54381 | 1.54531 | -7.20 | 9754.95 |
119 | 2010.02.24 13:00 | buy | 60 | 0.10 | 1.54500 | 1.54428 | 1.54578 | ||
120 | 2010.02.24 13:07 | t/p | 60 | 0.10 | 1.54578 | 1.54428 | 1.54578 | 7.80 | 9762.75 |
121 | 2010.02.24 14:00 | sell | 61 | 0.10 | 1.54384 | 1.54456 | 1.54306 | ||
122 | 2010.02.24 14:07 | s/l | 61 | 0.10 | 1.54456 | 1.54456 | 1.54306 | -7.20 | 9755.55 |
123 | 2010.02.25 02:00 | sell | 62 | 0.10 | 1.53825 | 1.53897 | 1.53747 | ||
124 | 2010.02.25 02:02 | s/l | 62 | 0.10 | 1.53897 | 1.53897 | 1.53747 | -7.20 | 9748.35 |
125 | 2010.02.26 01:00 | sell | 63 | 0.10 | 1.52394 | 1.52466 | 1.52316 | ||
126 | 2010.02.26 01:10 | s/l | 63 | 0.10 | 1.52466 | 1.52466 | 1.52316 | -7.20 | 9741.15 |
127 | 2010.02.26 03:00 | buy | 64 | 0.10 | 1.52800 | 1.52728 | 1.52878 | ||
128 | 2010.02.26 03:10 | s/l | 64 | 0.10 | 1.52728 | 1.52728 | 1.52878 | -7.20 | 9733.95 |
129 | 2010.02.26 08:00 | sell | 65 | 0.10 | 1.52618 | 1.52690 | 1.52540 | ||
130 | 2010.02.26 08:02 | s/l | 65 | 0.10 | 1.52690 | 1.52690 | 1.52540 | -7.20 | 9726.75 |