Strategy Tester Report
SilverTrendV3
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=60; TrailingStop=0; TakeProfit=0; InitialStopLoss=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 | 1946.20 | Gross profit | 9020.20 | Gross loss | -7074.00 |
Profit factor | 1.28 | Expected payoff | 52.60 | ||
Absolute drawdown | 2565.80 | Maximal drawdown | 3555.40 (32.35%) | Relative drawdown | 32.35% (3555.40) |
Total trades | 37 | Short positions (won %) | 18 (50.00%) | Long positions (won %) | 19 (21.05%) |
Profit trades (% of total) | 13 (35.14%) | Loss trades (% of total) | 24 (64.86%) | ||
Largest | profit trade | 1867.60 | loss trade | -898.00 | |
Average | profit trade | 693.86 | loss trade | -294.75 | |
Maximum | consecutive wins (profit in money) | 3 (4114.20) | consecutive losses (loss in money) | 7 (-1228.00) | |
Maximal | consecutive profit (count of wins) | 4114.20 (3) | consecutive loss (count of losses) | -1844.00 (6) | |
Average | consecutive wins | 2 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.05 07:00 | buy | 1 | 1.00 | 1.61334 | 0.00000 | 0.00000 | ||
2 | 2010.01.05 10:00 | close | 1 | 1.00 | 1.60436 | 0.00000 | 0.00000 | -898.00 | 9102.00 |
3 | 2010.01.05 10:00 | sell | 2 | 1.00 | 1.60436 | 0.00000 | 0.00000 | ||
4 | 2010.01.06 03:00 | close | 2 | 1.00 | 1.59931 | 0.00000 | 0.00000 | 502.60 | 9604.60 |
5 | 2010.01.08 09:00 | buy | 3 | 1.00 | 1.59713 | 0.00000 | 0.00000 | ||
6 | 2010.01.08 17:00 | close | 3 | 1.00 | 1.59612 | 0.00000 | 0.00000 | -101.00 | 9503.60 |
7 | 2010.01.11 00:00 | buy | 4 | 1.00 | 1.60592 | 0.00000 | 0.00000 | ||
8 | 2010.01.11 19:00 | close | 4 | 1.00 | 1.61159 | 0.00000 | 0.00000 | 567.00 | 10070.60 |
9 | 2010.01.14 12:00 | sell | 5 | 1.00 | 1.62792 | 0.00000 | 0.00000 | ||
10 | 2010.01.14 15:00 | close | 5 | 1.00 | 1.63122 | 0.00000 | 0.00000 | -330.00 | 9740.60 |
11 | 2010.01.15 06:00 | buy | 6 | 1.00 | 1.63355 | 0.00000 | 0.00000 | ||
12 | 2010.01.15 11:00 | close | 6 | 1.00 | 1.63054 | 0.00000 | 0.00000 | -301.00 | 9439.60 |
13 | 2010.01.15 11:00 | sell | 7 | 1.00 | 1.63054 | 0.00000 | 0.00000 | ||
14 | 2010.01.18 01:00 | close | 7 | 1.00 | 1.62891 | 0.00000 | 0.00000 | 160.60 | 9600.20 |
15 | 2010.01.19 11:00 | buy | 8 | 1.00 | 1.64161 | 0.00000 | 0.00000 | ||
16 | 2010.01.19 12:00 | close | 8 | 1.00 | 1.63826 | 0.00000 | 0.00000 | -335.00 | 9265.20 |
17 | 2010.01.19 21:00 | sell | 9 | 1.00 | 1.63613 | 0.00000 | 0.00000 | ||
18 | 2010.01.19 22:00 | close | 9 | 1.00 | 1.63823 | 0.00000 | 0.00000 | -210.00 | 9055.20 |
19 | 2010.01.20 03:00 | sell | 10 | 1.00 | 1.63240 | 0.00000 | 0.00000 | ||
20 | 2010.01.20 21:00 | close | 10 | 1.00 | 1.62901 | 0.00000 | 0.00000 | 339.00 | 9394.20 |
21 | 2010.01.20 21:00 | buy | 11 | 1.00 | 1.62901 | 0.00000 | 0.00000 | ||
22 | 2010.01.20 22:00 | close | 11 | 1.00 | 1.62850 | 0.00000 | 0.00000 | -51.00 | 9343.20 |
23 | 2010.01.21 00:00 | buy | 12 | 1.00 | 1.62960 | 0.00000 | 0.00000 | ||
24 | 2010.01.21 03:00 | close | 12 | 1.00 | 1.62725 | 0.00000 | 0.00000 | -235.00 | 9108.20 |
25 | 2010.01.27 10:00 | sell | 13 | 1.00 | 1.61178 | 0.00000 | 0.00000 | ||
26 | 2010.01.27 11:00 | close | 13 | 1.00 | 1.61871 | 0.00000 | 0.00000 | -693.00 | 8415.20 |
27 | 2010.01.29 02:00 | sell | 14 | 1.00 | 1.61328 | 0.00000 | 0.00000 | ||
28 | 2010.01.29 03:00 | close | 14 | 1.00 | 1.61434 | 0.00000 | 0.00000 | -106.00 | 8309.20 |
29 | 2010.01.29 07:00 | sell | 15 | 1.00 | 1.61141 | 0.00000 | 0.00000 | ||
30 | 2010.01.29 08:00 | close | 15 | 1.00 | 1.61501 | 0.00000 | 0.00000 | -360.00 | 7949.20 |
31 | 2010.01.29 08:00 | buy | 16 | 1.00 | 1.61501 | 0.00000 | 0.00000 | ||
32 | 2010.01.29 14:00 | close | 16 | 1.00 | 1.61102 | 0.00000 | 0.00000 | -399.00 | 7550.20 |
33 | 2010.01.29 14:00 | sell | 17 | 1.00 | 1.61102 | 0.00000 | 0.00000 | ||
34 | 2010.02.01 18:00 | close | 17 | 1.00 | 1.59232 | 0.00000 | 0.00000 | 1867.60 | 9417.80 |
35 | 2010.02.02 16:00 | buy | 18 | 1.00 | 1.59520 | 0.00000 | 0.00000 | ||
36 | 2010.02.03 12:00 | close | 18 | 1.00 | 1.59969 | 0.00000 | 0.00000 | 449.00 | 9866.80 |
37 | 2010.02.04 05:00 | sell | 19 | 1.00 | 1.59012 | 0.00000 | 0.00000 | ||
38 | 2010.02.05 13:00 | close | 19 | 1.00 | 1.57212 | 0.00000 | 0.00000 | 1797.60 | 11664.40 |
39 | 2010.02.05 14:00 | sell | 20 | 1.00 | 1.56932 | 0.00000 | 0.00000 | ||
40 | 2010.02.05 15:00 | close | 20 | 1.00 | 1.57213 | 0.00000 | 0.00000 | -281.00 | 11383.40 |
41 | 2010.02.05 16:00 | sell | 21 | 1.00 | 1.56376 | 0.00000 | 0.00000 | ||
42 | 2010.02.08 10:00 | close | 21 | 1.00 | 1.56194 | 0.00000 | 0.00000 | 179.60 | 11563.00 |
43 | 2010.02.09 14:00 | buy | 22 | 1.00 | 1.56352 | 0.00000 | 0.00000 | ||
44 | 2010.02.10 04:00 | close | 22 | 1.00 | 1.56803 | 0.00000 | 0.00000 | 451.00 | 12014.00 |
45 | 2010.02.10 13:00 | sell | 23 | 1.00 | 1.56572 | 0.00000 | 0.00000 | ||
46 | 2010.02.11 03:00 | close | 23 | 1.00 | 1.56390 | 0.00000 | 0.00000 | 174.80 | 12188.80 |
47 | 2010.02.11 03:00 | buy | 24 | 1.00 | 1.56390 | 0.00000 | 0.00000 | ||
48 | 2010.02.11 09:00 | close | 24 | 1.00 | 1.56061 | 0.00000 | 0.00000 | -329.00 | 11859.80 |
49 | 2010.02.12 03:00 | buy | 25 | 1.00 | 1.56883 | 0.00000 | 0.00000 | ||
50 | 2010.02.12 05:00 | close | 25 | 1.00 | 1.56753 | 0.00000 | 0.00000 | -130.00 | 11729.80 |
51 | 2010.02.12 07:00 | buy | 26 | 1.00 | 1.56966 | 0.00000 | 0.00000 | ||
52 | 2010.02.12 11:00 | close | 26 | 1.00 | 1.56542 | 0.00000 | 0.00000 | -424.00 | 11305.80 |
53 | 2010.02.12 11:00 | sell | 27 | 1.00 | 1.56542 | 0.00000 | 0.00000 | ||
54 | 2010.02.12 19:00 | close | 27 | 1.00 | 1.56715 | 0.00000 | 0.00000 | -173.00 | 11132.80 |
55 | 2010.02.15 04:00 | buy | 28 | 1.00 | 1.56673 | 0.00000 | 0.00000 | ||
56 | 2010.02.15 05:00 | close | 28 | 1.00 | 1.56640 | 0.00000 | 0.00000 | -33.00 | 11099.80 |
57 | 2010.02.15 05:00 | sell | 29 | 1.00 | 1.56640 | 0.00000 | 0.00000 | ||
58 | 2010.02.15 10:00 | close | 29 | 1.00 | 1.56751 | 0.00000 | 0.00000 | -111.00 | 10988.80 |
59 | 2010.02.16 01:00 | sell | 30 | 1.00 | 1.56638 | 0.00000 | 0.00000 | ||
60 | 2010.02.16 02:00 | close | 30 | 1.00 | 1.56666 | 0.00000 | 0.00000 | -28.00 | 10960.80 |
61 | 2010.02.16 02:00 | buy | 31 | 1.00 | 1.56666 | 0.00000 | 0.00000 | ||
62 | 2010.02.16 11:00 | close | 31 | 1.00 | 1.56838 | 0.00000 | 0.00000 | 172.00 | 11132.80 |
63 | 2010.02.17 17:00 | sell | 32 | 1.00 | 1.57235 | 0.00000 | 0.00000 | ||
64 | 2010.02.18 16:00 | close | 32 | 1.00 | 1.56486 | 0.00000 | 0.00000 | 741.80 | 11874.60 |
65 | 2010.02.18 18:00 | sell | 33 | 1.00 | 1.55807 | 0.00000 | 0.00000 | ||
66 | 2010.02.19 16:00 | close | 33 | 1.00 | 1.54187 | 0.00000 | 0.00000 | 1617.60 | 13492.20 |
67 | 2010.02.23 01:00 | buy | 34 | 1.00 | 1.55011 | 0.00000 | 0.00000 | ||
68 | 2010.02.23 02:00 | close | 34 | 1.00 | 1.54865 | 0.00000 | 0.00000 | -146.00 | 13346.20 |
69 | 2010.02.23 04:00 | buy | 35 | 1.00 | 1.55131 | 0.00000 | 0.00000 | ||
70 | 2010.02.23 11:00 | close | 35 | 1.00 | 1.54315 | 0.00000 | 0.00000 | -816.00 | 12530.20 |
71 | 2010.02.24 03:00 | buy | 36 | 1.00 | 1.54543 | 0.00000 | 0.00000 | ||
72 | 2010.02.24 09:00 | close | 36 | 1.00 | 1.54275 | 0.00000 | 0.00000 | -268.00 | 12262.20 |
73 | 2010.02.26 03:00 | buy | 37 | 1.00 | 1.52791 | 0.00000 | 0.00000 | ||
74 | 2010.02.26 09:00 | close | 37 | 1.00 | 1.52475 | 0.00000 | 0.00000 | -316.00 | 11946.20 |