Strategy Tester Report
Sistem_vetsher
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="16:00"; | ||||
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 | 76.00 | Maximal drawdown | 76.00 (0.76%) | Relative drawdown | 0.76% (76.00) |
Total trades | 40 | Short positions (won %) | 17 (47.06%) | Long positions (won %) | 23 (34.78%) |
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) | 4 (-22.00) | |
Maximal | consecutive profit (count of wins) | 10.50 (3) | consecutive loss (count of losses) | -22.00 (4) | |
Average | consecutive wins | 1 | consecutive losses | 2 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 16:00 | sell | 1 | 0.10 | 1.61637 | 1.61692 | 1.61602 | ||
2 | 2010.01.04 16:02 | s/l | 1 | 0.10 | 1.61692 | 1.61692 | 1.61602 | -5.50 | 9994.50 |
3 | 2010.01.05 16:00 | buy | 2 | 0.10 | 1.60467 | 1.60412 | 1.60502 | ||
4 | 2010.01.05 16:02 | s/l | 2 | 0.10 | 1.60412 | 1.60412 | 1.60502 | -5.50 | 9989.00 |
5 | 2010.01.06 16:00 | buy | 3 | 0.10 | 1.59493 | 1.59438 | 1.59528 | ||
6 | 2010.01.06 16:07 | s/l | 3 | 0.10 | 1.59438 | 1.59438 | 1.59528 | -5.50 | 9983.50 |
7 | 2010.01.07 16:00 | sell | 4 | 0.10 | 1.59194 | 1.59249 | 1.59159 | ||
8 | 2010.01.07 16:07 | t/p | 4 | 0.10 | 1.59159 | 1.59249 | 1.59159 | 3.50 | 9987.00 |
9 | 2010.01.08 16:00 | buy | 5 | 0.10 | 1.60324 | 1.60269 | 1.60359 | ||
10 | 2010.01.08 16:02 | s/l | 5 | 0.10 | 1.60269 | 1.60269 | 1.60359 | -5.50 | 9981.50 |
11 | 2010.01.11 16:00 | sell | 6 | 0.10 | 1.61261 | 1.61316 | 1.61226 | ||
12 | 2010.01.11 16:02 | t/p | 6 | 0.10 | 1.61226 | 1.61316 | 1.61226 | 3.50 | 9985.00 |
13 | 2010.01.12 16:00 | buy | 7 | 0.10 | 1.61574 | 1.61519 | 1.61609 | ||
14 | 2010.01.12 16:02 | s/l | 7 | 0.10 | 1.61519 | 1.61519 | 1.61609 | -5.50 | 9979.50 |
15 | 2010.01.13 16:00 | sell | 8 | 0.10 | 1.62768 | 1.62823 | 1.62733 | ||
16 | 2010.01.13 16:07 | s/l | 8 | 0.10 | 1.62823 | 1.62823 | 1.62733 | -5.50 | 9974.00 |
17 | 2010.01.14 16:00 | sell | 9 | 0.10 | 1.62903 | 1.62958 | 1.62868 | ||
18 | 2010.01.14 16:03 | s/l | 9 | 0.10 | 1.62958 | 1.62958 | 1.62868 | -5.50 | 9968.50 |
19 | 2010.01.15 16:00 | sell | 10 | 0.10 | 1.62920 | 1.62975 | 1.62885 | ||
20 | 2010.01.15 16:10 | t/p | 10 | 0.10 | 1.62885 | 1.62975 | 1.62885 | 3.50 | 9972.00 |
21 | 2010.01.18 16:00 | buy | 11 | 0.10 | 1.63197 | 1.63142 | 1.63232 | ||
22 | 2010.01.18 16:02 | s/l | 11 | 0.10 | 1.63142 | 1.63142 | 1.63232 | -5.50 | 9966.50 |
23 | 2010.01.19 16:00 | sell | 12 | 0.10 | 1.63674 | 1.63729 | 1.63639 | ||
24 | 2010.01.19 16:02 | s/l | 12 | 0.10 | 1.63729 | 1.63729 | 1.63639 | -5.50 | 9961.00 |
25 | 2010.01.20 16:00 | buy | 13 | 0.10 | 1.62977 | 1.62922 | 1.63012 | ||
26 | 2010.01.20 16:02 | s/l | 13 | 0.10 | 1.62922 | 1.62922 | 1.63012 | -5.50 | 9955.50 |
27 | 2010.01.21 16:00 | buy | 14 | 0.10 | 1.62172 | 1.62117 | 1.62207 | ||
28 | 2010.01.21 16:02 | t/p | 14 | 0.10 | 1.62207 | 1.62117 | 1.62207 | 3.50 | 9959.00 |
29 | 2010.01.22 16:00 | buy | 15 | 0.10 | 1.61008 | 1.60953 | 1.61043 | ||
30 | 2010.01.22 16:02 | s/l | 15 | 0.10 | 1.60953 | 1.60953 | 1.61043 | -5.50 | 9953.50 |
31 | 2010.01.25 16:00 | buy | 16 | 0.10 | 1.61854 | 1.61799 | 1.61889 | ||
32 | 2010.01.25 16:07 | t/p | 16 | 0.10 | 1.61889 | 1.61799 | 1.61889 | 3.50 | 9957.00 |
33 | 2010.01.26 16:00 | sell | 17 | 0.10 | 1.61242 | 1.61297 | 1.61207 | ||
34 | 2010.01.26 16:05 | s/l | 17 | 0.10 | 1.61297 | 1.61297 | 1.61207 | -5.50 | 9951.50 |
35 | 2010.01.27 16:00 | buy | 18 | 0.10 | 1.61926 | 1.61871 | 1.61961 | ||
36 | 2010.01.27 16:02 | s/l | 18 | 0.10 | 1.61871 | 1.61871 | 1.61961 | -5.50 | 9946.00 |
37 | 2010.01.28 16:00 | sell | 19 | 0.10 | 1.62080 | 1.62135 | 1.62045 | ||
38 | 2010.01.28 16:05 | t/p | 19 | 0.10 | 1.62045 | 1.62135 | 1.62045 | 3.50 | 9949.50 |
39 | 2010.01.29 16:00 | buy | 20 | 0.10 | 1.60492 | 1.60437 | 1.60527 | ||
40 | 2010.01.29 16:02 | s/l | 20 | 0.10 | 1.60437 | 1.60437 | 1.60527 | -5.50 | 9944.00 |
41 | 2010.02.01 16:00 | buy | 21 | 0.10 | 1.59327 | 1.59272 | 1.59362 | ||
42 | 2010.02.01 16:07 | t/p | 21 | 0.10 | 1.59362 | 1.59272 | 1.59362 | 3.50 | 9947.50 |
43 | 2010.02.02 16:00 | sell | 22 | 0.10 | 1.59507 | 1.59562 | 1.59472 | ||
44 | 2010.02.02 16:02 | t/p | 22 | 0.10 | 1.59472 | 1.59562 | 1.59472 | 3.50 | 9951.00 |
45 | 2010.02.03 16:00 | sell | 23 | 0.10 | 1.59625 | 1.59680 | 1.59590 | ||
46 | 2010.02.03 16:02 | s/l | 23 | 0.10 | 1.59680 | 1.59680 | 1.59590 | -5.50 | 9945.50 |
47 | 2010.02.04 16:00 | buy | 24 | 0.10 | 1.57901 | 1.57846 | 1.57936 | ||
48 | 2010.02.04 16:02 | t/p | 24 | 0.10 | 1.57936 | 1.57846 | 1.57936 | 3.50 | 9949.00 |
49 | 2010.02.05 16:00 | buy | 25 | 0.10 | 1.56401 | 1.56346 | 1.56436 | ||
50 | 2010.02.05 16:07 | t/p | 25 | 0.10 | 1.56436 | 1.56346 | 1.56436 | 3.50 | 9952.50 |
51 | 2010.02.08 16:00 | buy | 26 | 0.10 | 1.55965 | 1.55910 | 1.56000 | ||
52 | 2010.02.08 16:10 | t/p | 26 | 0.10 | 1.56000 | 1.55910 | 1.56000 | 3.50 | 9956.00 |
53 | 2010.02.09 16:00 | buy | 27 | 0.10 | 1.56281 | 1.56226 | 1.56316 | ||
54 | 2010.02.09 16:02 | s/l | 27 | 0.10 | 1.56226 | 1.56226 | 1.56316 | -5.50 | 9950.50 |
55 | 2010.02.10 16:00 | sell | 28 | 0.10 | 1.56113 | 1.56168 | 1.56078 | ||
56 | 2010.02.10 16:05 | t/p | 28 | 0.10 | 1.56078 | 1.56168 | 1.56078 | 3.50 | 9954.00 |
57 | 2010.02.11 16:00 | buy | 29 | 0.10 | 1.56003 | 1.55948 | 1.56038 | ||
58 | 2010.02.11 16:02 | s/l | 29 | 0.10 | 1.55948 | 1.55948 | 1.56038 | -5.50 | 9948.50 |
59 | 2010.02.12 16:00 | sell | 30 | 0.10 | 1.56439 | 1.56494 | 1.56404 | ||
60 | 2010.02.12 16:02 | s/l | 30 | 0.10 | 1.56494 | 1.56494 | 1.56404 | -5.50 | 9943.00 |
61 | 2010.02.15 16:00 | sell | 31 | 0.10 | 1.56629 | 1.56684 | 1.56594 | ||
62 | 2010.02.15 16:02 | s/l | 31 | 0.10 | 1.56684 | 1.56684 | 1.56594 | -5.50 | 9937.50 |
63 | 2010.02.16 16:00 | buy | 32 | 0.10 | 1.56437 | 1.56382 | 1.56472 | ||
64 | 2010.02.16 16:07 | s/l | 32 | 0.10 | 1.56382 | 1.56382 | 1.56472 | -5.50 | 9932.00 |
65 | 2010.02.17 16:00 | sell | 33 | 0.10 | 1.57642 | 1.57697 | 1.57607 | ||
66 | 2010.02.17 16:05 | t/p | 33 | 0.10 | 1.57607 | 1.57697 | 1.57607 | 3.50 | 9935.50 |
67 | 2010.02.18 16:00 | buy | 34 | 0.10 | 1.56498 | 1.56443 | 1.56533 | ||
68 | 2010.02.18 16:02 | t/p | 34 | 0.10 | 1.56533 | 1.56443 | 1.56533 | 3.50 | 9939.00 |
69 | 2010.02.19 16:00 | buy | 35 | 0.10 | 1.54199 | 1.54144 | 1.54234 | ||
70 | 2010.02.19 16:05 | s/l | 35 | 0.10 | 1.54144 | 1.54144 | 1.54234 | -5.50 | 9933.50 |
71 | 2010.02.22 16:00 | sell | 36 | 0.10 | 1.54855 | 1.54910 | 1.54820 | ||
72 | 2010.02.22 16:02 | t/p | 36 | 0.10 | 1.54820 | 1.54910 | 1.54820 | 3.50 | 9937.00 |
73 | 2010.02.23 16:00 | sell | 37 | 0.10 | 1.54404 | 1.54459 | 1.54369 | ||
74 | 2010.02.23 16:02 | s/l | 37 | 0.10 | 1.54459 | 1.54459 | 1.54369 | -5.50 | 9931.50 |
75 | 2010.02.24 16:00 | buy | 38 | 0.10 | 1.54353 | 1.54298 | 1.54388 | ||
76 | 2010.02.24 16:02 | t/p | 38 | 0.10 | 1.54388 | 1.54298 | 1.54388 | 3.50 | 9935.00 |
77 | 2010.02.25 16:00 | buy | 39 | 0.10 | 1.52954 | 1.52899 | 1.52989 | ||
78 | 2010.02.25 16:10 | s/l | 39 | 0.10 | 1.52899 | 1.52899 | 1.52989 | -5.50 | 9929.50 |
79 | 2010.02.26 16:00 | buy | 40 | 0.10 | 1.51733 | 1.51678 | 1.51768 | ||
80 | 2010.02.26 16:02 | s/l | 40 | 0.10 | 1.51678 | 1.51678 | 1.51768 | -5.50 | 9924.00 |