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 | lots=0.1; mn=555; tp=100; sl=50; periodos=13; tiempoCierre=15000; TrailingStop=0; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -290.25 | Gross profit | 70.40 | Gross loss | -360.65 |
Profit factor | 0.20 | Expected payoff | -5.81 | ||
Absolute drawdown | 290.25 | Maximal drawdown | 299.05 (2.99%) | Relative drawdown | 2.99% (299.05) |
Total trades | 50 | Short positions (won %) | 24 (29.17%) | Long positions (won %) | 26 (34.62%) |
Profit trades (% of total) | 16 (32.00%) | Loss trades (% of total) | 34 (68.00%) | ||
Largest | profit trade | 4.40 | loss trade | -10.85 | |
Average | profit trade | 4.40 | loss trade | -10.61 | |
Maximum | consecutive wins (profit in money) | 3 (13.20) | consecutive losses (loss in money) | 7 (-74.20) | |
Maximal | consecutive profit (count of wins) | 13.20 (3) | consecutive loss (count of losses) | -74.20 (7) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.05 04:00 | sell | 1 | 0.10 | 1.60935 | 1.61041 | 1.60891 | ||
2 | 2010.01.05 04:50 | t/p | 1 | 0.10 | 1.60891 | 1.61041 | 1.60891 | 4.40 | 10004.40 |
3 | 2010.01.06 13:00 | sell | 2 | 0.10 | 1.59816 | 1.59922 | 1.59772 | ||
4 | 2010.01.06 13:45 | t/p | 2 | 0.10 | 1.59772 | 1.59922 | 1.59772 | 4.40 | 10008.80 |
5 | 2010.01.07 03:00 | buy | 3 | 0.10 | 1.60303 | 1.60197 | 1.60347 | ||
6 | 2010.01.07 03:03 | s/l | 3 | 0.10 | 1.60197 | 1.60197 | 1.60347 | -10.60 | 9998.20 |
7 | 2010.01.07 23:00 | sell | 4 | 0.10 | 1.59292 | 1.59398 | 1.59248 | ||
8 | 2010.01.08 00:33 | s/l | 4 | 0.10 | 1.59398 | 1.59398 | 1.59248 | -10.85 | 9987.35 |
9 | 2010.01.08 02:00 | buy | 5 | 0.10 | 1.59510 | 1.59404 | 1.59554 | ||
10 | 2010.01.08 02:15 | s/l | 5 | 0.10 | 1.59404 | 1.59404 | 1.59554 | -10.60 | 9976.75 |
11 | 2010.01.08 06:00 | buy | 6 | 0.10 | 1.59465 | 1.59359 | 1.59509 | ||
12 | 2010.01.08 06:20 | t/p | 6 | 0.10 | 1.59509 | 1.59359 | 1.59509 | 4.40 | 9981.15 |
13 | 2010.01.08 20:00 | buy | 7 | 0.10 | 1.60310 | 1.60204 | 1.60354 | ||
14 | 2010.01.08 20:03 | s/l | 7 | 0.10 | 1.60204 | 1.60204 | 1.60354 | -10.60 | 9970.55 |
15 | 2010.01.11 06:00 | buy | 8 | 0.10 | 1.60895 | 1.60789 | 1.60939 | ||
16 | 2010.01.11 06:20 | t/p | 8 | 0.10 | 1.60939 | 1.60789 | 1.60939 | 4.40 | 9974.95 |
17 | 2010.01.13 05:00 | buy | 9 | 0.10 | 1.61715 | 1.61609 | 1.61759 | ||
18 | 2010.01.13 05:07 | s/l | 9 | 0.10 | 1.61609 | 1.61609 | 1.61759 | -10.60 | 9964.35 |
19 | 2010.01.13 20:00 | buy | 10 | 0.10 | 1.62886 | 1.62780 | 1.62930 | ||
20 | 2010.01.13 20:20 | s/l | 10 | 0.10 | 1.62780 | 1.62780 | 1.62930 | -10.60 | 9953.75 |
21 | 2010.01.13 22:00 | buy | 11 | 0.10 | 1.62918 | 1.62812 | 1.62962 | ||
22 | 2010.01.13 22:07 | s/l | 11 | 0.10 | 1.62812 | 1.62812 | 1.62962 | -10.60 | 9943.15 |
23 | 2010.01.14 10:00 | buy | 12 | 0.10 | 1.62971 | 1.62865 | 1.63015 | ||
24 | 2010.01.14 10:15 | t/p | 12 | 0.10 | 1.63015 | 1.62865 | 1.63015 | 4.40 | 9947.55 |
25 | 2010.01.18 23:00 | buy | 13 | 0.10 | 1.63425 | 1.63319 | 1.63469 | ||
26 | 2010.01.18 23:07 | s/l | 13 | 0.10 | 1.63319 | 1.63319 | 1.63469 | -10.60 | 9936.95 |
27 | 2010.01.19 09:00 | buy | 14 | 0.10 | 1.64260 | 1.64154 | 1.64304 | ||
28 | 2010.01.19 09:15 | s/l | 14 | 0.10 | 1.64154 | 1.64154 | 1.64304 | -10.60 | 9926.35 |
29 | 2010.01.20 20:00 | sell | 15 | 0.10 | 1.62793 | 1.62899 | 1.62749 | ||
30 | 2010.01.20 20:10 | s/l | 15 | 0.10 | 1.62899 | 1.62899 | 1.62749 | -10.60 | 9915.75 |
31 | 2010.01.21 03:00 | sell | 16 | 0.10 | 1.62725 | 1.62831 | 1.62681 | ||
32 | 2010.01.21 03:02 | s/l | 16 | 0.10 | 1.62831 | 1.62831 | 1.62681 | -10.60 | 9905.15 |
33 | 2010.01.22 03:00 | buy | 17 | 0.10 | 1.62204 | 1.62098 | 1.62248 | ||
34 | 2010.01.22 03:26 | s/l | 17 | 0.10 | 1.62098 | 1.62098 | 1.62248 | -10.60 | 9894.55 |
35 | 2010.01.25 00:00 | sell | 18 | 0.10 | 1.61082 | 1.61188 | 1.61038 | ||
36 | 2010.01.25 00:10 | s/l | 18 | 0.10 | 1.61188 | 1.61188 | 1.61038 | -10.60 | 9883.95 |
37 | 2010.01.26 21:00 | sell | 19 | 0.10 | 1.61440 | 1.61546 | 1.61396 | ||
38 | 2010.01.26 21:07 | s/l | 19 | 0.10 | 1.61546 | 1.61546 | 1.61396 | -10.60 | 9873.35 |
39 | 2010.01.29 13:00 | sell | 20 | 0.10 | 1.61362 | 1.61468 | 1.61318 | ||
40 | 2010.01.29 13:15 | t/p | 20 | 0.10 | 1.61318 | 1.61468 | 1.61318 | 4.40 | 9877.75 |
41 | 2010.02.01 09:00 | sell | 21 | 0.10 | 1.59309 | 1.59415 | 1.59265 | ||
42 | 2010.02.01 09:15 | s/l | 21 | 0.10 | 1.59415 | 1.59415 | 1.59265 | -10.60 | 9867.15 |
43 | 2010.02.02 08:00 | buy | 22 | 0.10 | 1.59605 | 1.59499 | 1.59649 | ||
44 | 2010.02.02 08:05 | s/l | 22 | 0.10 | 1.59499 | 1.59499 | 1.59649 | -10.60 | 9856.55 |
45 | 2010.02.02 11:00 | sell | 23 | 0.10 | 1.59242 | 1.59348 | 1.59198 | ||
46 | 2010.02.02 11:07 | s/l | 23 | 0.10 | 1.59348 | 1.59348 | 1.59198 | -10.60 | 9845.95 |
47 | 2010.02.03 01:00 | buy | 24 | 0.10 | 1.59936 | 1.59830 | 1.59980 | ||
48 | 2010.02.03 01:07 | s/l | 24 | 0.10 | 1.59830 | 1.59830 | 1.59980 | -10.60 | 9835.35 |
49 | 2010.02.03 06:00 | buy | 25 | 0.10 | 1.59964 | 1.59858 | 1.60008 | ||
50 | 2010.02.03 06:45 | t/p | 25 | 0.10 | 1.60008 | 1.59858 | 1.60008 | 4.40 | 9839.75 |
51 | 2010.02.04 06:00 | sell | 26 | 0.10 | 1.59019 | 1.59125 | 1.58975 | ||
52 | 2010.02.04 06:20 | s/l | 26 | 0.10 | 1.59125 | 1.59125 | 1.58975 | -10.60 | 9829.15 |
53 | 2010.02.04 07:00 | sell | 27 | 0.10 | 1.58958 | 1.59064 | 1.58914 | ||
54 | 2010.02.04 07:20 | t/p | 27 | 0.10 | 1.58914 | 1.59064 | 1.58914 | 4.40 | 9833.55 |
55 | 2010.02.04 22:00 | sell | 28 | 0.10 | 1.57530 | 1.57636 | 1.57486 | ||
56 | 2010.02.04 22:07 | s/l | 28 | 0.10 | 1.57636 | 1.57636 | 1.57486 | -10.60 | 9822.95 |
57 | 2010.02.05 02:00 | sell | 29 | 0.10 | 1.57413 | 1.57519 | 1.57369 | ||
58 | 2010.02.05 02:02 | s/l | 29 | 0.10 | 1.57519 | 1.57519 | 1.57369 | -10.60 | 9812.35 |
59 | 2010.02.08 13:00 | sell | 30 | 0.10 | 1.55700 | 1.55806 | 1.55656 | ||
60 | 2010.02.08 13:07 | s/l | 30 | 0.10 | 1.55806 | 1.55806 | 1.55656 | -10.60 | 9801.75 |
61 | 2010.02.09 14:00 | buy | 31 | 0.10 | 1.56395 | 1.56289 | 1.56439 | ||
62 | 2010.02.09 14:10 | s/l | 31 | 0.10 | 1.56289 | 1.56289 | 1.56439 | -10.60 | 9791.15 |
63 | 2010.02.10 22:00 | sell | 32 | 0.10 | 1.55834 | 1.55940 | 1.55790 | ||
64 | 2010.02.10 22:40 | s/l | 32 | 0.10 | 1.55940 | 1.55940 | 1.55790 | -10.60 | 9780.55 |
65 | 2010.02.11 17:00 | sell | 33 | 0.10 | 1.56108 | 1.56214 | 1.56064 | ||
66 | 2010.02.11 17:02 | t/p | 33 | 0.10 | 1.56064 | 1.56214 | 1.56064 | 4.40 | 9784.95 |
67 | 2010.02.12 06:00 | buy | 34 | 0.10 | 1.56969 | 1.56863 | 1.57013 | ||
68 | 2010.02.12 06:20 | t/p | 34 | 0.10 | 1.57013 | 1.56863 | 1.57013 | 4.40 | 9789.35 |
69 | 2010.02.15 23:00 | sell | 35 | 0.10 | 1.56565 | 1.56671 | 1.56521 | ||
70 | 2010.02.15 23:10 | s/l | 35 | 0.10 | 1.56671 | 1.56671 | 1.56521 | -10.60 | 9778.75 |
71 | 2010.02.17 06:00 | buy | 36 | 0.10 | 1.57844 | 1.57738 | 1.57888 | ||
72 | 2010.02.17 06:20 | s/l | 36 | 0.10 | 1.57738 | 1.57738 | 1.57888 | -10.60 | 9768.15 |
73 | 2010.02.17 11:00 | buy | 37 | 0.10 | 1.57764 | 1.57658 | 1.57808 | ||
74 | 2010.02.17 11:07 | t/p | 37 | 0.10 | 1.57808 | 1.57658 | 1.57808 | 4.40 | 9772.55 |
75 | 2010.02.17 12:00 | sell | 38 | 0.10 | 1.57623 | 1.57729 | 1.57579 | ||
76 | 2010.02.17 12:07 | s/l | 38 | 0.10 | 1.57729 | 1.57729 | 1.57579 | -10.60 | 9761.95 |
77 | 2010.02.17 14:00 | buy | 39 | 0.10 | 1.57954 | 1.57848 | 1.57998 | ||
78 | 2010.02.17 14:02 | t/p | 39 | 0.10 | 1.57998 | 1.57848 | 1.57998 | 4.40 | 9766.35 |
79 | 2010.02.18 19:00 | sell | 40 | 0.10 | 1.56015 | 1.56121 | 1.55971 | ||
80 | 2010.02.18 19:15 | t/p | 40 | 0.10 | 1.55971 | 1.56121 | 1.55971 | 4.40 | 9770.75 |
81 | 2010.02.22 01:00 | buy | 41 | 0.10 | 1.54747 | 1.54641 | 1.54791 | ||
82 | 2010.02.22 01:20 | s/l | 41 | 0.10 | 1.54641 | 1.54641 | 1.54791 | -10.60 | 9760.15 |
83 | 2010.02.22 03:00 | buy | 42 | 0.10 | 1.54899 | 1.54793 | 1.54943 | ||
84 | 2010.02.22 03:20 | s/l | 42 | 0.10 | 1.54793 | 1.54793 | 1.54943 | -10.60 | 9749.55 |
85 | 2010.02.22 11:00 | buy | 43 | 0.10 | 1.54780 | 1.54674 | 1.54824 | ||
86 | 2010.02.22 11:15 | s/l | 43 | 0.10 | 1.54674 | 1.54674 | 1.54824 | -10.60 | 9738.95 |
87 | 2010.02.22 14:00 | buy | 44 | 0.10 | 1.54786 | 1.54680 | 1.54830 | ||
88 | 2010.02.22 14:15 | t/p | 44 | 0.10 | 1.54830 | 1.54680 | 1.54830 | 4.40 | 9743.35 |
89 | 2010.02.23 21:00 | sell | 45 | 0.10 | 1.54434 | 1.54540 | 1.54390 | ||
90 | 2010.02.23 21:15 | t/p | 45 | 0.10 | 1.54390 | 1.54540 | 1.54390 | 4.40 | 9747.75 |
91 | 2010.02.24 13:00 | buy | 46 | 0.10 | 1.54534 | 1.54428 | 1.54578 | ||
92 | 2010.02.24 13:07 | t/p | 46 | 0.10 | 1.54578 | 1.54428 | 1.54578 | 4.40 | 9752.15 |
93 | 2010.02.24 14:00 | sell | 47 | 0.10 | 1.54384 | 1.54490 | 1.54340 | ||
94 | 2010.02.24 14:07 | s/l | 47 | 0.10 | 1.54490 | 1.54490 | 1.54340 | -10.60 | 9741.55 |
95 | 2010.02.25 02:00 | sell | 48 | 0.10 | 1.53825 | 1.53931 | 1.53781 | ||
96 | 2010.02.25 02:02 | s/l | 48 | 0.10 | 1.53931 | 1.53931 | 1.53781 | -10.60 | 9730.95 |
97 | 2010.02.26 01:00 | sell | 49 | 0.10 | 1.52394 | 1.52500 | 1.52350 | ||
98 | 2010.02.26 01:10 | s/l | 49 | 0.10 | 1.52500 | 1.52500 | 1.52350 | -10.60 | 9720.35 |
99 | 2010.02.26 03:00 | buy | 50 | 0.10 | 1.52834 | 1.52728 | 1.52878 | ||
100 | 2010.02.26 03:10 | s/l | 50 | 0.10 | 1.52728 | 1.52728 | 1.52878 | -10.60 | 9709.75 |