Strategy Tester Report
SHE_kanskigor_v1
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 | -76.00 | Gross profit | 56.00 | Gross loss | -132.00 |
Profit factor | 0.42 | Expected payoff | -1.90 | ||
Absolute drawdown | 84.00 | Maximal drawdown | 87.50 (0.87%) | Relative drawdown | 0.87% (87.50) |
Total trades | 40 | Short positions (won %) | 18 (61.11%) | Long positions (won %) | 22 (22.73%) |
Profit trades (% of total) | 16 (40.00%) | Loss trades (% of total) | 24 (60.00%) | ||
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) | 6 (-33.00) | |
Maximal | consecutive profit (count of wins) | 10.50 (3) | consecutive loss (count of losses) | -33.00 (6) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 00:05 | sell | 1 | 0.10 | 1.61248 | 1.61303 | 1.61213 | ||
2 | 2010.01.04 00:07 | t/p | 1 | 0.10 | 1.61213 | 1.61303 | 1.61213 | 3.50 | 10003.50 |
3 | 2010.01.05 00:05 | buy | 2 | 0.10 | 1.60902 | 1.60847 | 1.60937 | ||
4 | 2010.01.05 00:07 | s/l | 2 | 0.10 | 1.60847 | 1.60847 | 1.60937 | -5.50 | 9998.00 |
5 | 2010.01.06 00:05 | buy | 3 | 0.10 | 1.59849 | 1.59794 | 1.59884 | ||
6 | 2010.01.06 00:15 | s/l | 3 | 0.10 | 1.59794 | 1.59794 | 1.59884 | -5.50 | 9992.50 |
7 | 2010.01.07 00:05 | sell | 4 | 0.10 | 1.60131 | 1.60186 | 1.60096 | ||
8 | 2010.01.07 00:20 | t/p | 4 | 0.10 | 1.60096 | 1.60186 | 1.60096 | 3.50 | 9996.00 |
9 | 2010.01.08 00:05 | buy | 5 | 0.10 | 1.59261 | 1.59206 | 1.59296 | ||
10 | 2010.01.08 00:20 | t/p | 5 | 0.10 | 1.59296 | 1.59206 | 1.59296 | 3.50 | 9999.50 |
11 | 2010.01.11 00:05 | sell | 6 | 0.10 | 1.60604 | 1.60659 | 1.60569 | ||
12 | 2010.01.11 00:10 | s/l | 6 | 0.10 | 1.60659 | 1.60659 | 1.60569 | -5.50 | 9994.00 |
13 | 2010.01.12 00:05 | sell | 7 | 0.10 | 1.61163 | 1.61218 | 1.61128 | ||
14 | 2010.01.12 00:15 | t/p | 7 | 0.10 | 1.61128 | 1.61218 | 1.61128 | 3.50 | 9997.50 |
15 | 2010.01.13 00:06 | sell | 8 | 0.10 | 1.61635 | 1.61690 | 1.61600 | ||
16 | 2010.01.13 00:10 | t/p | 8 | 0.10 | 1.61600 | 1.61690 | 1.61600 | 3.50 | 10001.00 |
17 | 2010.01.14 00:05 | sell | 9 | 0.10 | 1.62673 | 1.62728 | 1.62638 | ||
18 | 2010.01.14 00:10 | s/l | 9 | 0.10 | 1.62728 | 1.62728 | 1.62638 | -5.50 | 9995.50 |
19 | 2010.01.15 00:05 | sell | 10 | 0.10 | 1.63366 | 1.63421 | 1.63331 | ||
20 | 2010.01.15 00:20 | s/l | 10 | 0.10 | 1.63421 | 1.63421 | 1.63331 | -5.50 | 9990.00 |
21 | 2010.01.18 00:05 | buy | 11 | 0.10 | 1.62712 | 1.62657 | 1.62747 | ||
22 | 2010.01.18 00:15 | t/p | 11 | 0.10 | 1.62747 | 1.62657 | 1.62747 | 3.50 | 9993.50 |
23 | 2010.01.19 00:05 | sell | 12 | 0.10 | 1.63476 | 1.63531 | 1.63441 | ||
24 | 2010.01.19 00:15 | s/l | 12 | 0.10 | 1.63531 | 1.63531 | 1.63441 | -5.50 | 9988.00 |
25 | 2010.01.20 00:05 | sell | 13 | 0.10 | 1.63627 | 1.63682 | 1.63592 | ||
26 | 2010.01.20 00:15 | t/p | 13 | 0.10 | 1.63592 | 1.63682 | 1.63592 | 3.50 | 9991.50 |
27 | 2010.01.21 00:05 | buy | 14 | 0.10 | 1.62961 | 1.62906 | 1.62996 | ||
28 | 2010.01.21 00:20 | s/l | 14 | 0.10 | 1.62906 | 1.62906 | 1.62996 | -5.50 | 9986.00 |
29 | 2010.01.22 00:05 | buy | 15 | 0.10 | 1.61930 | 1.61875 | 1.61965 | ||
30 | 2010.01.22 00:15 | s/l | 15 | 0.10 | 1.61875 | 1.61875 | 1.61965 | -5.50 | 9980.50 |
31 | 2010.01.25 00:05 | buy | 16 | 0.10 | 1.61129 | 1.61074 | 1.61164 | ||
32 | 2010.01.25 00:07 | s/l | 16 | 0.10 | 1.61074 | 1.61074 | 1.61164 | -5.50 | 9975.00 |
33 | 2010.01.26 00:05 | sell | 17 | 0.10 | 1.62451 | 1.62506 | 1.62416 | ||
34 | 2010.01.26 00:15 | s/l | 17 | 0.10 | 1.62506 | 1.62506 | 1.62416 | -5.50 | 9969.50 |
35 | 2010.01.27 00:06 | buy | 18 | 0.10 | 1.61465 | 1.61410 | 1.61500 | ||
36 | 2010.01.27 00:10 | s/l | 18 | 0.10 | 1.61410 | 1.61410 | 1.61500 | -5.50 | 9964.00 |
37 | 2010.01.28 00:05 | sell | 19 | 0.10 | 1.61751 | 1.61806 | 1.61716 | ||
38 | 2010.01.28 00:15 | t/p | 19 | 0.10 | 1.61716 | 1.61806 | 1.61716 | 3.50 | 9967.50 |
39 | 2010.01.29 00:05 | buy | 20 | 0.10 | 1.61305 | 1.61250 | 1.61340 | ||
40 | 2010.01.29 00:15 | s/l | 20 | 0.10 | 1.61250 | 1.61250 | 1.61340 | -5.50 | 9962.00 |
41 | 2010.02.01 00:05 | buy | 21 | 0.10 | 1.59434 | 1.59379 | 1.59469 | ||
42 | 2010.02.01 00:07 | s/l | 21 | 0.10 | 1.59379 | 1.59379 | 1.59469 | -5.50 | 9956.50 |
43 | 2010.02.02 00:05 | sell | 22 | 0.10 | 1.59610 | 1.59665 | 1.59575 | ||
44 | 2010.02.02 00:15 | t/p | 22 | 0.10 | 1.59575 | 1.59665 | 1.59575 | 3.50 | 9960.00 |
45 | 2010.02.03 00:05 | sell | 23 | 0.10 | 1.59760 | 1.59815 | 1.59725 | ||
46 | 2010.02.03 00:33 | s/l | 23 | 0.10 | 1.59815 | 1.59815 | 1.59725 | -5.50 | 9954.50 |
47 | 2010.02.04 00:05 | buy | 24 | 0.10 | 1.59019 | 1.58964 | 1.59054 | ||
48 | 2010.02.04 00:07 | s/l | 24 | 0.10 | 1.58964 | 1.58964 | 1.59054 | -5.50 | 9949.00 |
49 | 2010.02.05 00:05 | buy | 25 | 0.10 | 1.57673 | 1.57618 | 1.57708 | ||
50 | 2010.02.05 00:20 | s/l | 25 | 0.10 | 1.57618 | 1.57618 | 1.57708 | -5.50 | 9943.50 |
51 | 2010.02.08 00:05 | buy | 26 | 0.10 | 1.56047 | 1.55992 | 1.56082 | ||
52 | 2010.02.08 00:15 | s/l | 26 | 0.10 | 1.55992 | 1.55992 | 1.56082 | -5.50 | 9938.00 |
53 | 2010.02.09 00:06 | buy | 27 | 0.10 | 1.55928 | 1.55873 | 1.55963 | ||
54 | 2010.02.09 00:20 | s/l | 27 | 0.10 | 1.55873 | 1.55873 | 1.55963 | -5.50 | 9932.50 |
55 | 2010.02.10 00:05 | sell | 28 | 0.10 | 1.57035 | 1.57090 | 1.57000 | ||
56 | 2010.02.10 00:20 | s/l | 28 | 0.10 | 1.57090 | 1.57090 | 1.57000 | -5.50 | 9927.00 |
57 | 2010.02.11 00:05 | buy | 29 | 0.10 | 1.55957 | 1.55902 | 1.55992 | ||
58 | 2010.02.11 00:15 | t/p | 29 | 0.10 | 1.55992 | 1.55902 | 1.55992 | 3.50 | 9930.50 |
59 | 2010.02.12 00:05 | sell | 30 | 0.10 | 1.56945 | 1.57000 | 1.56910 | ||
60 | 2010.02.12 00:20 | t/p | 30 | 0.10 | 1.56910 | 1.57000 | 1.56910 | 3.50 | 9934.00 |
61 | 2010.02.15 00:06 | sell | 31 | 0.10 | 1.56609 | 1.56664 | 1.56574 | ||
62 | 2010.02.15 00:10 | t/p | 31 | 0.10 | 1.56574 | 1.56664 | 1.56574 | 3.50 | 9937.50 |
63 | 2010.02.16 00:05 | buy | 32 | 0.10 | 1.56671 | 1.56616 | 1.56706 | ||
64 | 2010.02.16 00:20 | s/l | 32 | 0.10 | 1.56616 | 1.56616 | 1.56706 | -5.50 | 9932.00 |
65 | 2010.02.17 00:05 | sell | 33 | 0.10 | 1.57840 | 1.57895 | 1.57805 | ||
66 | 2010.02.17 00:15 | t/p | 33 | 0.10 | 1.57805 | 1.57895 | 1.57805 | 3.50 | 9935.50 |
67 | 2010.02.18 00:05 | buy | 34 | 0.10 | 1.56860 | 1.56805 | 1.56895 | ||
68 | 2010.02.18 00:15 | s/l | 34 | 0.10 | 1.56805 | 1.56805 | 1.56895 | -5.50 | 9930.00 |
69 | 2010.02.19 00:05 | buy | 35 | 0.10 | 1.54633 | 1.54578 | 1.54668 | ||
70 | 2010.02.19 00:07 | s/l | 35 | 0.10 | 1.54578 | 1.54578 | 1.54668 | -5.50 | 9924.50 |
71 | 2010.02.22 00:05 | buy | 36 | 0.10 | 1.54521 | 1.54466 | 1.54556 | ||
72 | 2010.02.22 00:10 | s/l | 36 | 0.10 | 1.54466 | 1.54466 | 1.54556 | -5.50 | 9919.00 |
73 | 2010.02.23 00:05 | sell | 37 | 0.10 | 1.54811 | 1.54866 | 1.54776 | ||
74 | 2010.02.23 00:20 | t/p | 37 | 0.10 | 1.54776 | 1.54866 | 1.54776 | 3.50 | 9922.50 |
75 | 2010.02.24 00:05 | buy | 38 | 0.10 | 1.54374 | 1.54319 | 1.54409 | ||
76 | 2010.02.24 00:20 | t/p | 38 | 0.10 | 1.54409 | 1.54319 | 1.54409 | 3.50 | 9926.00 |
77 | 2010.02.25 00:05 | buy | 39 | 0.10 | 1.54108 | 1.54053 | 1.54143 | ||
78 | 2010.02.25 00:15 | t/p | 39 | 0.10 | 1.54143 | 1.54053 | 1.54143 | 3.50 | 9929.50 |
79 | 2010.02.26 00:05 | buy | 40 | 0.10 | 1.52631 | 1.52576 | 1.52666 | ||
80 | 2010.02.26 00:15 | s/l | 40 | 0.10 | 1.52576 | 1.52576 | 1.52666 | -5.50 | 9924.00 |