Strategy Tester Report
SilverTrendTrader_v6
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 | MAPeriod=120; TrailingStop=0; TakeProfit=0; InitialStopLoss=0; Type=5; SignalOfFullCandle=0; FridayNightHour=16; | ||||
| Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | -3169.80 | Gross profit | 2762.10 | Gross loss | -5931.90 |
| Profit factor | 0.47 | Expected payoff | -117.40 | ||
| Absolute drawdown | 3695.80 | Maximal drawdown | 4614.80 (42.26%) | Relative drawdown | 42.26% (4614.80) |
| Total trades | 27 | Short positions (won %) | 13 (23.08%) | Long positions (won %) | 14 (14.29%) |
| Profit trades (% of total) | 5 (18.52%) | Loss trades (% of total) | 22 (81.48%) | ||
| Largest | profit trade | 856.10 | loss trade | -840.00 | |
| Average | profit trade | 552.42 | loss trade | -269.63 | |
| Maximum | consecutive wins (profit in money) | 2 (940.10) | consecutive losses (loss in money) | 9 (-2998.00) | |
| Maximal | consecutive profit (count of wins) | 940.10 (2) | consecutive loss (count of losses) | -2998.00 (9) | |
| Average | consecutive wins | 1 | consecutive losses | 4 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2010.01.06 03:00 | buy | 1 | 1.00 | 1.59934 | 0.00000 | 0.00000 | ||
| 2 | 2010.01.06 13:00 | close | 1 | 1.00 | 1.59816 | 0.00000 | 0.00000 | -118.00 | 9882.00 |
| 3 | 2010.01.07 04:00 | sell | 2 | 1.00 | 1.60006 | 0.00000 | 0.00000 | ||
| 4 | 2010.01.07 19:00 | close | 2 | 1.00 | 1.59434 | 0.00000 | 0.00000 | 572.00 | 10454.00 |
| 5 | 2010.01.07 19:00 | buy | 3 | 1.00 | 1.59434 | 0.00000 | 0.00000 | ||
| 6 | 2010.01.08 04:00 | close | 3 | 1.00 | 1.59200 | 0.00000 | 0.00000 | -234.00 | 10220.00 |
| 7 | 2010.01.15 02:00 | sell | 4 | 1.00 | 1.63199 | 0.00000 | 0.00000 | ||
| 8 | 2010.01.15 06:00 | close | 4 | 1.00 | 1.63358 | 0.00000 | 0.00000 | -159.00 | 10061.00 |
| 9 | 2010.01.19 10:00 | sell | 5 | 1.00 | 1.63870 | 0.00000 | 0.00000 | ||
| 10 | 2010.01.19 11:00 | close | 5 | 1.00 | 1.64164 | 0.00000 | 0.00000 | -294.00 | 9767.00 |
| 11 | 2010.01.20 21:00 | buy | 6 | 1.00 | 1.62904 | 0.00000 | 0.00000 | ||
| 12 | 2010.01.20 22:00 | close | 6 | 1.00 | 1.62850 | 0.00000 | 0.00000 | -54.00 | 9713.00 |
| 13 | 2010.01.21 18:00 | buy | 7 | 1.00 | 1.62127 | 0.00000 | 0.00000 | ||
| 14 | 2010.01.22 13:00 | close | 7 | 1.00 | 1.61762 | 0.00000 | 0.00000 | -365.00 | 9348.00 |
| 15 | 2010.01.26 04:00 | sell | 8 | 1.00 | 1.62381 | 0.00000 | 0.00000 | ||
| 16 | 2010.01.26 19:00 | close | 8 | 1.00 | 1.61546 | 0.00000 | 0.00000 | 835.00 | 10183.00 |
| 17 | 2010.01.26 19:00 | buy | 9 | 1.00 | 1.61546 | 0.00000 | 0.00000 | ||
| 18 | 2010.01.27 01:00 | close | 9 | 1.00 | 1.61425 | 0.00000 | 0.00000 | -121.00 | 10062.00 |
| 19 | 2010.01.27 08:00 | buy | 10 | 1.00 | 1.61426 | 0.00000 | 0.00000 | ||
| 20 | 2010.01.27 10:00 | close | 10 | 1.00 | 1.61178 | 0.00000 | 0.00000 | -248.00 | 9814.00 |
| 21 | 2010.01.27 19:00 | sell | 11 | 1.00 | 1.61809 | 0.00000 | 0.00000 | ||
| 22 | 2010.01.28 04:00 | close | 11 | 1.00 | 1.62077 | 0.00000 | 0.00000 | -274.90 | 9539.10 |
| 23 | 2010.01.29 01:00 | buy | 12 | 1.00 | 1.61427 | 0.00000 | 0.00000 | ||
| 24 | 2010.01.29 02:00 | close | 12 | 1.00 | 1.61328 | 0.00000 | 0.00000 | -99.00 | 9440.10 |
| 25 | 2010.01.29 03:00 | buy | 13 | 1.00 | 1.61437 | 0.00000 | 0.00000 | ||
| 26 | 2010.01.29 07:00 | close | 13 | 1.00 | 1.61141 | 0.00000 | 0.00000 | -296.00 | 9144.10 |
| 27 | 2010.01.29 08:00 | buy | 14 | 1.00 | 1.61504 | 0.00000 | 0.00000 | ||
| 28 | 2010.01.29 14:00 | close | 14 | 1.00 | 1.61102 | 0.00000 | 0.00000 | -402.00 | 8742.10 |
| 29 | 2010.02.01 18:00 | buy | 15 | 1.00 | 1.59235 | 0.00000 | 0.00000 | ||
| 30 | 2010.02.02 05:00 | close | 15 | 1.00 | 1.59319 | 0.00000 | 0.00000 | 84.00 | 8826.10 |
| 31 | 2010.02.03 12:00 | sell | 16 | 1.00 | 1.59969 | 0.00000 | 0.00000 | ||
| 32 | 2010.02.04 04:00 | close | 16 | 1.00 | 1.59106 | 0.00000 | 0.00000 | 856.10 | 9682.20 |
| 33 | 2010.02.04 04:00 | buy | 17 | 1.00 | 1.59106 | 0.00000 | 0.00000 | ||
| 34 | 2010.02.04 05:00 | close | 17 | 1.00 | 1.59012 | 0.00000 | 0.00000 | -94.00 | 9588.20 |
| 35 | 2010.02.05 13:00 | buy | 18 | 1.00 | 1.57215 | 0.00000 | 0.00000 | ||
| 36 | 2010.02.05 14:00 | close | 18 | 1.00 | 1.56932 | 0.00000 | 0.00000 | -283.00 | 9305.20 |
| 37 | 2010.02.05 15:00 | buy | 19 | 1.00 | 1.57216 | 0.00000 | 0.00000 | ||
| 38 | 2010.02.05 16:00 | close | 19 | 1.00 | 1.56376 | 0.00000 | 0.00000 | -840.00 | 8465.20 |
| 39 | 2010.02.10 04:00 | sell | 20 | 1.00 | 1.56803 | 0.00000 | 0.00000 | ||
| 40 | 2010.02.10 11:00 | close | 20 | 1.00 | 1.57285 | 0.00000 | 0.00000 | -482.00 | 7983.20 |
| 41 | 2010.02.12 02:00 | sell | 21 | 1.00 | 1.56758 | 0.00000 | 0.00000 | ||
| 42 | 2010.02.12 03:00 | close | 21 | 1.00 | 1.56886 | 0.00000 | 0.00000 | -128.00 | 7855.20 |
| 43 | 2010.02.12 05:00 | sell | 22 | 1.00 | 1.56753 | 0.00000 | 0.00000 | ||
| 44 | 2010.02.12 07:00 | close | 22 | 1.00 | 1.56969 | 0.00000 | 0.00000 | -216.00 | 7639.20 |
| 45 | 2010.02.15 05:00 | sell | 23 | 1.00 | 1.56640 | 0.00000 | 0.00000 | ||
| 46 | 2010.02.15 10:00 | close | 23 | 1.00 | 1.56754 | 0.00000 | 0.00000 | -114.00 | 7525.20 |
| 47 | 2010.02.16 11:00 | sell | 24 | 1.00 | 1.56838 | 0.00000 | 0.00000 | ||
| 48 | 2010.02.16 18:00 | close | 24 | 1.00 | 1.57331 | 0.00000 | 0.00000 | -493.00 | 7032.20 |
| 49 | 2010.02.17 03:00 | sell | 25 | 1.00 | 1.57659 | 0.00000 | 0.00000 | ||
| 50 | 2010.02.17 09:00 | close | 25 | 1.00 | 1.58007 | 0.00000 | 0.00000 | -348.00 | 6684.20 |
| 51 | 2010.02.19 16:00 | buy | 26 | 1.00 | 1.54190 | 0.00000 | 0.00000 | ||
| 52 | 2010.02.22 10:00 | close | 26 | 1.00 | 1.54605 | 0.00000 | 0.00000 | 415.00 | 7099.20 |
| 53 | 2010.02.23 02:00 | sell | 27 | 1.00 | 1.54865 | 0.00000 | 0.00000 | ||
| 54 | 2010.02.23 04:00 | close | 27 | 1.00 | 1.55134 | 0.00000 | 0.00000 | -269.00 | 6830.20 |