Strategy Tester Report
sashken
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=4; StopLoss=100; TakeProfit=140; MaximumRisk=0.4; RSI1=7; RSI2=20; slip=5; popitka=5; bar1=1; bar0=0; m2=0; m1=2; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -4882.97 | Gross profit | 4897.64 | Gross loss | -9780.61 |
Profit factor | 0.50 | Expected payoff | -131.97 | ||
Absolute drawdown | 5877.81 | Maximal drawdown | 10920.63 (72.60%) | Relative drawdown | 72.60% (10920.63) |
Total trades | 37 | Short positions (won %) | 18 (100.00%) | Long positions (won %) | 19 (94.74%) |
Profit trades (% of total) | 36 (97.30%) | Loss trades (% of total) | 1 (2.70%) | ||
Largest | profit trade | 165.20 | loss trade | -9780.61 | |
Average | profit trade | 136.05 | loss trade | -9780.61 | |
Maximum | consecutive wins (profit in money) | 36 (4897.64) | consecutive losses (loss in money) | 1 (-9780.61) | |
Maximal | consecutive profit (count of wins) | 4897.64 (36) | consecutive loss (count of losses) | -9780.61 (1) | |
Average | consecutive wins | 36 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 05:00 | buy | 1 | 0.80 | 1.60876 | 0.00000 | 1.61016 | ||
2 | 2010.01.04 07:02 | t/p | 1 | 0.80 | 1.61016 | 0.00000 | 1.61016 | 112.00 | 10112.00 |
3 | 2010.01.04 13:00 | sell | 2 | 0.81 | 1.62197 | 0.00000 | 1.62057 | ||
4 | 2010.01.04 13:10 | t/p | 2 | 0.81 | 1.62057 | 0.00000 | 1.62057 | 113.40 | 10225.40 |
5 | 2010.01.04 13:10 | sell | 3 | 0.82 | 1.61965 | 0.00000 | 1.61825 | ||
6 | 2010.01.04 13:15 | t/p | 3 | 0.82 | 1.61825 | 0.00000 | 1.61825 | 114.80 | 10340.20 |
7 | 2010.01.04 13:15 | sell | 4 | 0.83 | 1.61763 | 0.00000 | 1.61623 | ||
8 | 2010.01.04 13:20 | t/p | 4 | 0.83 | 1.61623 | 0.00000 | 1.61623 | 116.20 | 10456.40 |
9 | 2010.01.04 13:20 | sell | 5 | 0.84 | 1.61494 | 0.00000 | 1.61354 | ||
10 | 2010.01.04 16:20 | t/p | 5 | 0.84 | 1.61354 | 0.00000 | 1.61354 | 117.60 | 10574.00 |
11 | 2010.01.04 21:00 | buy | 6 | 0.85 | 1.60940 | 0.00000 | 1.61080 | ||
12 | 2010.01.05 00:20 | t/p | 6 | 0.85 | 1.61080 | 0.00000 | 1.61080 | 119.00 | 10693.00 |
13 | 2010.01.06 10:00 | sell | 7 | 0.86 | 1.60405 | 0.00000 | 1.60265 | ||
14 | 2010.01.06 10:20 | t/p | 7 | 0.86 | 1.60265 | 0.00000 | 1.60265 | 120.40 | 10813.40 |
15 | 2010.01.06 10:20 | sell | 8 | 0.87 | 1.60179 | 0.00000 | 1.60039 | ||
16 | 2010.01.06 11:20 | t/p | 8 | 0.87 | 1.60039 | 0.00000 | 1.60039 | 121.80 | 10935.20 |
17 | 2010.01.06 16:00 | buy | 9 | 0.87 | 1.59481 | 0.00000 | 1.59621 | ||
18 | 2010.01.06 16:10 | t/p | 9 | 0.87 | 1.59621 | 0.00000 | 1.59621 | 121.80 | 11057.00 |
19 | 2010.01.06 16:10 | buy | 10 | 0.88 | 1.59663 | 0.00000 | 1.59803 | ||
20 | 2010.01.06 16:20 | t/p | 10 | 0.88 | 1.59803 | 0.00000 | 1.59803 | 123.20 | 11180.20 |
21 | 2010.01.06 16:20 | buy | 11 | 0.89 | 1.59943 | 0.00000 | 1.60083 | ||
22 | 2010.01.06 17:10 | t/p | 11 | 0.89 | 1.60083 | 0.00000 | 1.60083 | 124.60 | 11304.80 |
23 | 2010.01.06 18:00 | sell | 12 | 0.90 | 1.60131 | 0.00000 | 1.59991 | ||
24 | 2010.01.06 18:15 | t/p | 12 | 0.90 | 1.59991 | 0.00000 | 1.59991 | 126.00 | 11430.80 |
25 | 2010.01.06 18:15 | sell | 13 | 0.91 | 1.59933 | 0.00000 | 1.59793 | ||
26 | 2010.01.06 19:20 | t/p | 13 | 0.91 | 1.59793 | 0.00000 | 1.59793 | 127.40 | 11558.20 |
27 | 2010.01.07 08:00 | buy | 14 | 0.92 | 1.59686 | 0.00000 | 1.59826 | ||
28 | 2010.01.07 08:20 | t/p | 14 | 0.92 | 1.59826 | 0.00000 | 1.59826 | 128.80 | 11687.00 |
29 | 2010.01.07 08:20 | buy | 15 | 0.93 | 1.59844 | 0.00000 | 1.59984 | ||
30 | 2010.01.08 09:45 | t/p | 15 | 0.93 | 1.59984 | 0.00000 | 1.59984 | 130.20 | 11817.20 |
31 | 2010.01.11 23:00 | buy | 16 | 0.95 | 1.61139 | 0.00000 | 1.61279 | ||
32 | 2010.01.12 10:50 | t/p | 16 | 0.95 | 1.61279 | 0.00000 | 1.61279 | 133.00 | 11950.20 |
33 | 2010.01.12 12:00 | sell | 17 | 0.96 | 1.61456 | 0.00000 | 1.61316 | ||
34 | 2010.01.12 12:15 | t/p | 17 | 0.96 | 1.61316 | 0.00000 | 1.61316 | 134.40 | 12084.60 |
35 | 2010.01.12 12:15 | sell | 18 | 0.97 | 1.61234 | 0.00000 | 1.61094 | ||
36 | 2010.01.22 13:50 | t/p | 18 | 0.97 | 1.61094 | 0.00000 | 1.61094 | 107.86 | 12192.46 |
37 | 2010.01.22 14:00 | buy | 19 | 0.98 | 1.61133 | 0.00000 | 1.61273 | ||
38 | 2010.01.22 14:20 | t/p | 19 | 0.98 | 1.61273 | 0.00000 | 1.61273 | 137.20 | 12329.66 |
39 | 2010.01.22 14:20 | buy | 20 | 0.99 | 1.61311 | 0.00000 | 1.61451 | ||
40 | 2010.01.22 17:37 | t/p | 20 | 0.99 | 1.61451 | 0.00000 | 1.61451 | 138.60 | 12468.26 |
41 | 2010.01.25 09:00 | sell | 21 | 1.00 | 1.61390 | 0.00000 | 1.61250 | ||
42 | 2010.01.25 09:20 | t/p | 21 | 1.00 | 1.61250 | 0.00000 | 1.61250 | 140.00 | 12608.26 |
43 | 2010.01.25 09:20 | sell | 22 | 1.01 | 1.61206 | 0.00000 | 1.61066 | ||
44 | 2010.01.26 12:20 | t/p | 22 | 1.01 | 1.61066 | 0.00000 | 1.61066 | 138.98 | 12747.24 |
45 | 2010.01.27 07:00 | sell | 23 | 1.02 | 1.61245 | 0.00000 | 1.61105 | ||
46 | 2010.01.27 09:50 | t/p | 23 | 1.02 | 1.61105 | 0.00000 | 1.61105 | 142.80 | 12890.04 |
47 | 2010.01.27 10:00 | buy | 24 | 1.03 | 1.61191 | 0.00000 | 1.61331 | ||
48 | 2010.01.27 10:03 | t/p | 24 | 1.03 | 1.61331 | 0.00000 | 1.61331 | 144.20 | 13034.24 |
49 | 2010.01.27 10:03 | buy | 25 | 1.04 | 1.61381 | 0.00000 | 1.61521 | ||
50 | 2010.01.27 10:16 | t/p | 25 | 1.04 | 1.61521 | 0.00000 | 1.61521 | 145.60 | 13179.84 |
51 | 2010.01.27 10:16 | buy | 26 | 1.05 | 1.61608 | 0.00000 | 1.61748 | ||
52 | 2010.01.27 10:45 | t/p | 26 | 1.05 | 1.61748 | 0.00000 | 1.61748 | 147.00 | 13326.84 |
53 | 2010.01.27 10:45 | buy | 27 | 1.07 | 1.61833 | 0.00000 | 1.61973 | ||
54 | 2010.01.27 11:10 | t/p | 27 | 1.07 | 1.61973 | 0.00000 | 1.61973 | 149.80 | 13476.64 |
55 | 2010.01.27 11:10 | sell | 28 | 1.08 | 1.62009 | 0.00000 | 1.61869 | ||
56 | 2010.01.27 15:32 | t/p | 28 | 1.08 | 1.61869 | 0.00000 | 1.61869 | 151.20 | 13627.84 |
57 | 2010.01.28 03:00 | buy | 29 | 1.09 | 1.61718 | 0.00000 | 1.61858 | ||
58 | 2010.01.28 03:45 | t/p | 29 | 1.09 | 1.61858 | 0.00000 | 1.61858 | 152.60 | 13780.44 |
59 | 2010.01.28 03:45 | buy | 30 | 1.10 | 1.61990 | 0.00000 | 1.62130 | ||
60 | 2010.01.28 04:10 | t/p | 30 | 1.10 | 1.62130 | 0.00000 | 1.62130 | 154.00 | 13934.44 |
61 | 2010.01.28 04:10 | sell | 31 | 1.11 | 1.62144 | 0.00000 | 1.62004 | ||
62 | 2010.01.28 05:40 | t/p | 31 | 1.11 | 1.62004 | 0.00000 | 1.62004 | 155.40 | 14089.84 |
63 | 2010.01.28 06:00 | buy | 32 | 1.13 | 1.61883 | 0.00000 | 1.62023 | ||
64 | 2010.01.28 07:50 | t/p | 32 | 1.13 | 1.62023 | 0.00000 | 1.62023 | 158.20 | 14248.04 |
65 | 2010.01.28 09:00 | sell | 33 | 1.14 | 1.62507 | 0.00000 | 1.62367 | ||
66 | 2010.01.28 11:46 | t/p | 33 | 1.14 | 1.62367 | 0.00000 | 1.62367 | 159.60 | 14407.64 |
67 | 2010.01.28 18:00 | buy | 34 | 1.15 | 1.61464 | 0.00000 | 1.61604 | ||
68 | 2010.01.29 09:15 | t/p | 34 | 1.15 | 1.61604 | 0.00000 | 1.61604 | 161.00 | 14568.64 |
69 | 2010.01.29 11:00 | sell | 35 | 1.17 | 1.61477 | 0.00000 | 1.61337 | ||
70 | 2010.01.29 11:32 | t/p | 35 | 1.17 | 1.61337 | 0.00000 | 1.61337 | 163.80 | 14732.44 |
71 | 2010.01.29 11:32 | sell | 36 | 1.18 | 1.61322 | 0.00000 | 1.61182 | ||
72 | 2010.01.29 13:20 | t/p | 36 | 1.18 | 1.61182 | 0.00000 | 1.61182 | 165.20 | 14897.64 |
73 | 2010.01.29 15:00 | buy | 37 | 1.19 | 1.60573 | 0.00000 | 1.60713 | ||
74 | 2010.02.26 22:56 | close at stop | 37 | 1.19 | 1.52354 | 0.00000 | 1.60713 | -9780.61 | 5117.03 |