Strategy Tester Report
SHE_kanskigor(mod)
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; Profit=35; Stop=55; Slippage=5; Symb="*"; StartTime="00:05"; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -58.00 | Gross profit | 63.00 | Gross loss | -121.00 |
Profit factor | 0.52 | Expected payoff | -1.45 | ||
Absolute drawdown | 65.90 | Maximal drawdown | 65.90 (0.66%) | Relative drawdown | 0.66% (65.90) |
Total trades | 40 | Short positions (won %) | 22 (59.09%) | Long positions (won %) | 18 (27.78%) |
Profit trades (% of total) | 18 (45.00%) | Loss trades (% of total) | 22 (55.00%) | ||
Largest | profit trade | 3.50 | loss trade | -5.50 | |
Average | profit trade | 3.50 | loss trade | -5.50 | |
Maximum | consecutive wins (profit in money) | 3 (10.50) | consecutive losses (loss in money) | 4 (-22.00) | |
Maximal | consecutive profit (count of wins) | 10.50 (3) | consecutive loss (count of losses) | -22.00 (4) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 00:05 | buy | 1 | 0.10 | 1.61266 | 1.61211 | 1.61301 | ||
2 | 2010.01.04 00:07 | s/l | 1 | 0.10 | 1.61211 | 1.61211 | 1.61301 | -5.50 | 9994.50 |
3 | 2010.01.05 00:05 | sell | 2 | 0.10 | 1.60886 | 1.60941 | 1.60851 | ||
4 | 2010.01.05 00:10 | s/l | 2 | 0.10 | 1.60941 | 1.60941 | 1.60851 | -5.50 | 9989.00 |
5 | 2010.01.06 00:05 | sell | 3 | 0.10 | 1.59833 | 1.59888 | 1.59798 | ||
6 | 2010.01.06 00:15 | t/p | 3 | 0.10 | 1.59798 | 1.59888 | 1.59798 | 3.50 | 9992.50 |
7 | 2010.01.07 00:05 | buy | 4 | 0.10 | 1.60149 | 1.60094 | 1.60184 | ||
8 | 2010.01.07 00:15 | s/l | 4 | 0.10 | 1.60094 | 1.60094 | 1.60184 | -5.50 | 9987.00 |
9 | 2010.01.08 00:05 | sell | 5 | 0.10 | 1.59245 | 1.59300 | 1.59210 | ||
10 | 2010.01.08 00:15 | s/l | 5 | 0.10 | 1.59300 | 1.59300 | 1.59210 | -5.50 | 9981.50 |
11 | 2010.01.11 00:05 | buy | 6 | 0.10 | 1.60622 | 1.60567 | 1.60657 | ||
12 | 2010.01.11 00:15 | t/p | 6 | 0.10 | 1.60657 | 1.60567 | 1.60657 | 3.50 | 9985.00 |
13 | 2010.01.12 00:05 | buy | 7 | 0.10 | 1.61181 | 1.61126 | 1.61216 | ||
14 | 2010.01.12 00:15 | s/l | 7 | 0.10 | 1.61126 | 1.61126 | 1.61216 | -5.50 | 9979.50 |
15 | 2010.01.13 00:06 | buy | 8 | 0.10 | 1.61653 | 1.61598 | 1.61688 | ||
16 | 2010.01.13 00:10 | s/l | 8 | 0.10 | 1.61598 | 1.61598 | 1.61688 | -5.50 | 9974.00 |
17 | 2010.01.14 00:05 | buy | 9 | 0.10 | 1.62691 | 1.62636 | 1.62726 | ||
18 | 2010.01.14 00:15 | t/p | 9 | 0.10 | 1.62726 | 1.62636 | 1.62726 | 3.50 | 9977.50 |
19 | 2010.01.15 00:05 | buy | 10 | 0.10 | 1.63384 | 1.63329 | 1.63419 | ||
20 | 2010.01.15 00:40 | t/p | 10 | 0.10 | 1.63419 | 1.63329 | 1.63419 | 3.50 | 9981.00 |
21 | 2010.01.18 00:05 | sell | 11 | 0.10 | 1.62696 | 1.62751 | 1.62661 | ||
22 | 2010.01.18 00:10 | s/l | 11 | 0.10 | 1.62751 | 1.62751 | 1.62661 | -5.50 | 9975.50 |
23 | 2010.01.19 00:05 | buy | 12 | 0.10 | 1.63494 | 1.63439 | 1.63529 | ||
24 | 2010.01.19 00:15 | t/p | 12 | 0.10 | 1.63529 | 1.63439 | 1.63529 | 3.50 | 9979.00 |
25 | 2010.01.20 00:05 | buy | 13 | 0.10 | 1.63645 | 1.63590 | 1.63680 | ||
26 | 2010.01.20 00:15 | s/l | 13 | 0.10 | 1.63590 | 1.63590 | 1.63680 | -5.50 | 9973.50 |
27 | 2010.01.21 00:05 | sell | 14 | 0.10 | 1.62945 | 1.63000 | 1.62910 | ||
28 | 2010.01.21 00:32 | t/p | 14 | 0.10 | 1.62910 | 1.63000 | 1.62910 | 3.50 | 9977.00 |
29 | 2010.01.22 00:05 | sell | 15 | 0.10 | 1.61914 | 1.61969 | 1.61879 | ||
30 | 2010.01.22 00:15 | t/p | 15 | 0.10 | 1.61879 | 1.61969 | 1.61879 | 3.50 | 9980.50 |
31 | 2010.01.25 00:05 | sell | 16 | 0.10 | 1.61113 | 1.61168 | 1.61078 | ||
32 | 2010.01.25 00:10 | s/l | 16 | 0.10 | 1.61168 | 1.61168 | 1.61078 | -5.50 | 9975.00 |
33 | 2010.01.26 00:05 | buy | 17 | 0.10 | 1.62469 | 1.62414 | 1.62504 | ||
34 | 2010.01.26 00:20 | t/p | 17 | 0.10 | 1.62504 | 1.62414 | 1.62504 | 3.50 | 9978.50 |
35 | 2010.01.27 00:06 | sell | 18 | 0.10 | 1.61449 | 1.61504 | 1.61414 | ||
36 | 2010.01.27 00:10 | t/p | 18 | 0.10 | 1.61414 | 1.61504 | 1.61414 | 3.50 | 9982.00 |
37 | 2010.01.28 00:05 | buy | 19 | 0.10 | 1.61769 | 1.61714 | 1.61804 | ||
38 | 2010.01.28 00:15 | s/l | 19 | 0.10 | 1.61714 | 1.61714 | 1.61804 | -5.50 | 9976.50 |
39 | 2010.01.29 00:05 | sell | 20 | 0.10 | 1.61289 | 1.61344 | 1.61254 | ||
40 | 2010.01.29 00:20 | t/p | 20 | 0.10 | 1.61254 | 1.61344 | 1.61254 | 3.50 | 9980.00 |
41 | 2010.02.01 00:05 | sell | 21 | 0.10 | 1.59418 | 1.59473 | 1.59383 | ||
42 | 2010.02.01 00:07 | t/p | 21 | 0.10 | 1.59383 | 1.59473 | 1.59383 | 3.50 | 9983.50 |
43 | 2010.02.02 00:05 | buy | 22 | 0.10 | 1.59628 | 1.59573 | 1.59663 | ||
44 | 2010.02.02 00:15 | s/l | 22 | 0.10 | 1.59573 | 1.59573 | 1.59663 | -5.50 | 9978.00 |
45 | 2010.02.03 00:05 | buy | 23 | 0.10 | 1.59778 | 1.59723 | 1.59813 | ||
46 | 2010.02.03 00:20 | s/l | 23 | 0.10 | 1.59723 | 1.59723 | 1.59813 | -5.50 | 9972.50 |
47 | 2010.02.04 00:05 | sell | 24 | 0.10 | 1.59003 | 1.59058 | 1.58968 | ||
48 | 2010.02.04 00:10 | s/l | 24 | 0.10 | 1.59058 | 1.59058 | 1.58968 | -5.50 | 9967.00 |
49 | 2010.02.05 00:05 | sell | 25 | 0.10 | 1.57657 | 1.57712 | 1.57622 | ||
50 | 2010.02.05 00:20 | t/p | 25 | 0.10 | 1.57622 | 1.57712 | 1.57622 | 3.50 | 9970.50 |
51 | 2010.02.08 00:05 | sell | 26 | 0.10 | 1.56031 | 1.56086 | 1.55996 | ||
52 | 2010.02.08 00:15 | t/p | 26 | 0.10 | 1.55996 | 1.56086 | 1.55996 | 3.50 | 9974.00 |
53 | 2010.02.09 00:06 | sell | 27 | 0.10 | 1.55912 | 1.55967 | 1.55877 | ||
54 | 2010.02.09 00:30 | t/p | 27 | 0.10 | 1.55877 | 1.55967 | 1.55877 | 3.50 | 9977.50 |
55 | 2010.02.10 00:05 | buy | 28 | 0.10 | 1.57053 | 1.56998 | 1.57088 | ||
56 | 2010.02.10 00:40 | s/l | 28 | 0.10 | 1.56998 | 1.56998 | 1.57088 | -5.50 | 9972.00 |
57 | 2010.02.11 00:05 | sell | 29 | 0.10 | 1.55941 | 1.55996 | 1.55906 | ||
58 | 2010.02.11 00:10 | s/l | 29 | 0.10 | 1.55996 | 1.55996 | 1.55906 | -5.50 | 9966.50 |
59 | 2010.02.12 00:05 | buy | 30 | 0.10 | 1.56963 | 1.56908 | 1.56998 | ||
60 | 2010.02.12 00:15 | s/l | 30 | 0.10 | 1.56908 | 1.56908 | 1.56998 | -5.50 | 9961.00 |
61 | 2010.02.15 00:06 | buy | 31 | 0.10 | 1.56627 | 1.56572 | 1.56662 | ||
62 | 2010.02.15 00:10 | s/l | 31 | 0.10 | 1.56572 | 1.56572 | 1.56662 | -5.50 | 9955.50 |
63 | 2010.02.16 00:05 | sell | 32 | 0.10 | 1.56655 | 1.56710 | 1.56620 | ||
64 | 2010.02.16 00:50 | t/p | 32 | 0.10 | 1.56620 | 1.56710 | 1.56620 | 3.50 | 9959.00 |
65 | 2010.02.17 00:05 | buy | 33 | 0.10 | 1.57858 | 1.57803 | 1.57893 | ||
66 | 2010.02.17 00:15 | s/l | 33 | 0.10 | 1.57803 | 1.57803 | 1.57893 | -5.50 | 9953.50 |
67 | 2010.02.18 00:05 | sell | 34 | 0.10 | 1.56844 | 1.56899 | 1.56809 | ||
68 | 2010.02.18 00:15 | t/p | 34 | 0.10 | 1.56809 | 1.56899 | 1.56809 | 3.50 | 9957.00 |
69 | 2010.02.19 00:05 | sell | 35 | 0.10 | 1.54617 | 1.54672 | 1.54582 | ||
70 | 2010.02.19 00:07 | t/p | 35 | 0.10 | 1.54582 | 1.54672 | 1.54582 | 3.50 | 9960.50 |
71 | 2010.02.22 00:05 | sell | 36 | 0.10 | 1.54505 | 1.54560 | 1.54470 | ||
72 | 2010.02.22 00:07 | s/l | 36 | 0.10 | 1.54560 | 1.54560 | 1.54470 | -5.50 | 9955.00 |
73 | 2010.02.23 00:05 | buy | 37 | 0.10 | 1.54829 | 1.54774 | 1.54864 | ||
74 | 2010.02.23 00:20 | s/l | 37 | 0.10 | 1.54774 | 1.54774 | 1.54864 | -5.50 | 9949.50 |
75 | 2010.02.24 00:05 | sell | 38 | 0.10 | 1.54358 | 1.54413 | 1.54323 | ||
76 | 2010.02.24 00:15 | s/l | 38 | 0.10 | 1.54413 | 1.54413 | 1.54323 | -5.50 | 9944.00 |
77 | 2010.02.25 00:05 | sell | 39 | 0.10 | 1.54092 | 1.54147 | 1.54057 | ||
78 | 2010.02.25 00:15 | s/l | 39 | 0.10 | 1.54147 | 1.54147 | 1.54057 | -5.50 | 9938.50 |
79 | 2010.02.26 00:05 | sell | 40 | 0.10 | 1.52615 | 1.52670 | 1.52580 | ||
80 | 2010.02.26 00:15 | t/p | 40 | 0.10 | 1.52580 | 1.52670 | 1.52580 | 3.50 | 9942.00 |