Strategy Tester Report
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 | TakeProfit=50; Lots=0.1; InitialStop=30; TrailingStop=20; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -601.41 | Gross profit | 331.98 | Gross loss | -933.39 |
Profit factor | 0.36 | Expected payoff | -10.93 | ||
Absolute drawdown | 623.21 | Maximal drawdown | 691.41 (6.87%) | Relative drawdown | 6.87% (691.41) |
Total trades | 55 | Short positions (won %) | 28 (21.43%) | Long positions (won %) | 27 (22.22%) |
Profit trades (% of total) | 12 (21.82%) | Loss trades (% of total) | 43 (78.18%) | ||
Largest | profit trade | 53.25 | loss trade | -59.20 | |
Average | profit trade | 27.67 | loss trade | -21.71 | |
Maximum | consecutive wins (profit in money) | 3 (93.67) | consecutive losses (loss in money) | 10 (-136.48) | |
Maximal | consecutive profit (count of wins) | 93.67 (3) | consecutive loss (count of losses) | -151.75 (5) | |
Average | consecutive wins | 2 | consecutive losses | 5 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 03:00 | sell | 1 | 0.10 | 1.60881 | 0.00000 | 0.00000 | ||
2 | 2010.01.04 09:00 | close | 1 | 0.10 | 1.61024 | 0.00000 | 0.00000 | -14.30 | 9985.70 |
3 | 2010.01.04 10:00 | buy | 2 | 0.10 | 1.61582 | 0.00000 | 0.00000 | ||
4 | 2010.01.04 14:00 | close | 2 | 0.10 | 1.61466 | 0.00000 | 0.00000 | -11.60 | 9974.10 |
5 | 2010.01.04 18:00 | sell | 3 | 0.10 | 1.61059 | 0.00000 | 0.00000 | ||
6 | 2010.01.05 01:00 | close | 3 | 0.10 | 1.61173 | 0.00000 | 0.00000 | -11.65 | 9962.45 |
7 | 2010.01.05 08:00 | buy | 4 | 0.10 | 1.61552 | 0.00000 | 0.00000 | ||
8 | 2010.01.05 09:00 | close | 4 | 0.10 | 1.60993 | 0.00000 | 0.00000 | -55.90 | 9906.55 |
9 | 2010.01.05 09:00 | sell | 5 | 0.10 | 1.60993 | 0.00000 | 0.00000 | ||
10 | 2010.01.05 16:00 | close | 5 | 0.10 | 1.60498 | 0.00000 | 0.00000 | 49.50 | 9956.05 |
11 | 2010.01.06 10:00 | buy | 6 | 0.10 | 1.60461 | 0.00000 | 0.00000 | ||
12 | 2010.01.06 12:00 | close | 6 | 0.10 | 1.60105 | 0.00000 | 0.00000 | -35.60 | 9920.45 |
13 | 2010.01.06 13:00 | sell | 7 | 0.10 | 1.59816 | 0.00000 | 0.00000 | ||
14 | 2010.01.06 17:00 | close | 7 | 0.10 | 1.60035 | 0.00000 | 0.00000 | -21.90 | 9898.55 |
15 | 2010.01.06 22:00 | buy | 8 | 0.10 | 1.60254 | 0.00000 | 0.00000 | ||
16 | 2010.01.07 00:00 | close | 8 | 0.10 | 1.60055 | 0.00000 | 0.00000 | -19.87 | 9878.68 |
17 | 2010.01.07 07:00 | sell | 9 | 0.10 | 1.59735 | 0.00000 | 0.00000 | ||
18 | 2010.01.07 15:00 | close | 9 | 0.10 | 1.59283 | 0.00000 | 0.00000 | 45.20 | 9923.88 |
19 | 2010.01.08 09:00 | buy | 10 | 0.10 | 1.59756 | 0.00000 | 0.00000 | ||
20 | 2010.01.08 14:00 | close | 10 | 0.10 | 1.59787 | 0.00000 | 0.00000 | 3.10 | 9926.98 |
21 | 2010.01.12 02:00 | sell | 11 | 0.10 | 1.60848 | 0.00000 | 0.00000 | ||
22 | 2010.01.12 06:00 | close | 11 | 0.10 | 1.60933 | 0.00000 | 0.00000 | -8.50 | 9918.48 |
23 | 2010.01.12 11:00 | buy | 12 | 0.10 | 1.61406 | 0.00000 | 0.00000 | ||
24 | 2010.01.12 15:00 | close | 12 | 0.10 | 1.61287 | 0.00000 | 0.00000 | -11.90 | 9906.58 |
25 | 2010.01.14 14:00 | sell | 13 | 0.10 | 1.62573 | 0.00000 | 0.00000 | ||
26 | 2010.01.14 15:00 | close | 13 | 0.10 | 1.63165 | 0.00000 | 0.00000 | -59.20 | 9847.38 |
27 | 2010.01.14 15:00 | buy | 14 | 0.10 | 1.63165 | 0.00000 | 0.00000 | ||
28 | 2010.01.15 02:00 | close | 14 | 0.10 | 1.63199 | 0.00000 | 0.00000 | 3.41 | 9850.79 |
29 | 2010.01.15 12:00 | sell | 15 | 0.10 | 1.62857 | 0.00000 | 0.00000 | ||
30 | 2010.01.15 14:00 | close | 15 | 0.10 | 1.63141 | 0.00000 | 0.00000 | -28.40 | 9822.39 |
31 | 2010.01.18 05:00 | buy | 16 | 0.10 | 1.63132 | 0.00000 | 0.00000 | ||
32 | 2010.01.18 13:00 | close | 16 | 0.10 | 1.63359 | 0.00000 | 0.00000 | 22.70 | 9845.09 |
33 | 2010.01.19 13:00 | sell | 17 | 0.10 | 1.63380 | 0.00000 | 0.00000 | ||
34 | 2010.01.19 16:00 | close | 17 | 0.10 | 1.63730 | 0.00000 | 0.00000 | -35.00 | 9810.09 |
35 | 2010.01.19 19:00 | buy | 18 | 0.10 | 1.63821 | 0.00000 | 0.00000 | ||
36 | 2010.01.19 21:00 | close | 18 | 0.10 | 1.63613 | 0.00000 | 0.00000 | -20.80 | 9789.29 |
37 | 2010.01.19 21:00 | sell | 19 | 0.10 | 1.63613 | 0.00000 | 0.00000 | ||
38 | 2010.01.19 22:00 | close | 19 | 0.10 | 1.63866 | 0.00000 | 0.00000 | -25.30 | 9763.99 |
39 | 2010.01.19 22:00 | buy | 20 | 0.10 | 1.63866 | 0.00000 | 0.00000 | ||
40 | 2010.01.19 23:00 | close | 20 | 0.10 | 1.63587 | 0.00000 | 0.00000 | -27.90 | 9736.09 |
41 | 2010.01.19 23:00 | sell | 21 | 0.10 | 1.63587 | 0.00000 | 0.00000 | ||
42 | 2010.01.20 02:00 | close | 21 | 0.10 | 1.63721 | 0.00000 | 0.00000 | -13.65 | 9722.44 |
43 | 2010.01.22 08:00 | buy | 22 | 0.10 | 1.62276 | 0.00000 | 0.00000 | ||
44 | 2010.01.22 11:00 | close | 22 | 0.10 | 1.62214 | 0.00000 | 0.00000 | -6.20 | 9716.24 |
45 | 2010.01.22 13:00 | sell | 23 | 0.10 | 1.61762 | 0.00000 | 0.00000 | ||
46 | 2010.01.22 19:00 | close | 23 | 0.10 | 1.61374 | 0.00000 | 0.00000 | 38.80 | 9755.04 |
47 | 2010.01.25 10:00 | buy | 24 | 0.10 | 1.61673 | 0.00000 | 0.00000 | ||
48 | 2010.01.25 13:00 | close | 24 | 0.10 | 1.61477 | 0.00000 | 0.00000 | -19.60 | 9735.44 |
49 | 2010.01.26 11:00 | sell | 25 | 0.10 | 1.61371 | 0.00000 | 0.00000 | ||
50 | 2010.01.26 17:00 | close | 25 | 0.10 | 1.61515 | 0.00000 | 0.00000 | -14.40 | 9721.04 |
51 | 2010.01.27 11:00 | buy | 26 | 0.10 | 1.61914 | 0.00000 | 0.00000 | ||
52 | 2010.01.27 16:00 | close | 26 | 0.10 | 1.61901 | 0.00000 | 0.00000 | -1.30 | 9719.74 |
53 | 2010.01.27 22:00 | sell | 27 | 0.10 | 1.61638 | 0.00000 | 0.00000 | ||
54 | 2010.01.28 00:00 | close | 27 | 0.10 | 1.61832 | 0.00000 | 0.00000 | -20.15 | 9699.59 |
55 | 2010.01.28 04:00 | buy | 28 | 0.10 | 1.62117 | 0.00000 | 0.00000 | ||
56 | 2010.01.28 06:00 | close | 28 | 0.10 | 1.61870 | 0.00000 | 0.00000 | -24.70 | 9674.89 |
57 | 2010.01.28 17:00 | sell | 29 | 0.10 | 1.61352 | 0.00000 | 0.00000 | ||
58 | 2010.01.29 01:00 | close | 29 | 0.10 | 1.61467 | 0.00000 | 0.00000 | -11.75 | 9663.14 |
59 | 2010.02.01 22:00 | buy | 30 | 0.10 | 1.59660 | 0.00000 | 0.00000 | ||
60 | 2010.02.02 01:00 | close | 30 | 0.10 | 1.59439 | 0.00000 | 0.00000 | -22.09 | 9641.05 |
61 | 2010.02.02 05:00 | sell | 31 | 0.10 | 1.59319 | 0.00000 | 0.00000 | ||
62 | 2010.02.02 08:00 | close | 31 | 0.10 | 1.59605 | 0.00000 | 0.00000 | -28.60 | 9612.45 |
63 | 2010.02.02 09:00 | buy | 32 | 0.10 | 1.59550 | 0.00000 | 0.00000 | ||
64 | 2010.02.02 23:00 | close | 32 | 0.10 | 1.59697 | 0.00000 | 0.00000 | 14.70 | 9627.15 |
65 | 2010.02.03 14:00 | sell | 33 | 0.10 | 1.59632 | 0.00000 | 0.00000 | ||
66 | 2010.02.04 01:00 | close | 33 | 0.10 | 1.59181 | 0.00000 | 0.00000 | 44.35 | 9671.50 |
67 | 2010.02.08 17:00 | buy | 34 | 0.10 | 1.56444 | 0.00000 | 0.00000 | ||
68 | 2010.02.08 20:00 | close | 34 | 0.10 | 1.56204 | 0.00000 | 0.00000 | -24.00 | 9647.50 |
69 | 2010.02.08 22:00 | sell | 35 | 0.10 | 1.55990 | 0.00000 | 0.00000 | ||
70 | 2010.02.09 03:00 | close | 35 | 0.10 | 1.56054 | 0.00000 | 0.00000 | -6.65 | 9640.85 |
71 | 2010.02.09 06:00 | buy | 36 | 0.10 | 1.56220 | 0.00000 | 0.00000 | ||
72 | 2010.02.09 10:00 | close | 36 | 0.10 | 1.55869 | 0.00000 | 0.00000 | -35.10 | 9605.75 |
73 | 2010.02.09 11:00 | sell | 37 | 0.10 | 1.55850 | 0.00000 | 0.00000 | ||
74 | 2010.02.09 14:00 | close | 37 | 0.10 | 1.56395 | 0.00000 | 0.00000 | -54.50 | 9551.25 |
75 | 2010.02.09 14:00 | buy | 38 | 0.10 | 1.56395 | 0.00000 | 0.00000 | ||
76 | 2010.02.09 17:00 | close | 38 | 0.10 | 1.56080 | 0.00000 | 0.00000 | -31.50 | 9519.75 |
77 | 2010.02.10 14:00 | sell | 39 | 0.10 | 1.56204 | 0.00000 | 0.00000 | ||
78 | 2010.02.11 00:00 | close | 39 | 0.10 | 1.56031 | 0.00000 | 0.00000 | 16.55 | 9536.30 |
79 | 2010.02.11 04:00 | buy | 40 | 0.10 | 1.56461 | 0.00000 | 0.00000 | ||
80 | 2010.02.11 08:00 | close | 40 | 0.10 | 1.56224 | 0.00000 | 0.00000 | -23.70 | 9512.60 |
81 | 2010.02.11 09:00 | sell | 41 | 0.10 | 1.56061 | 0.00000 | 0.00000 | ||
82 | 2010.02.11 12:00 | close | 41 | 0.10 | 1.56074 | 0.00000 | 0.00000 | -1.30 | 9511.30 |
83 | 2010.02.11 18:00 | buy | 42 | 0.10 | 1.56773 | 0.00000 | 0.00000 | ||
84 | 2010.02.12 02:00 | close | 42 | 0.10 | 1.56758 | 0.00000 | 0.00000 | -1.49 | 9509.81 |
85 | 2010.02.12 12:00 | sell | 43 | 0.10 | 1.56142 | 0.00000 | 0.00000 | ||
86 | 2010.02.12 16:00 | close | 43 | 0.10 | 1.56495 | 0.00000 | 0.00000 | -35.30 | 9474.51 |
87 | 2010.02.12 20:00 | buy | 44 | 0.10 | 1.56779 | 0.00000 | 0.00000 | ||
88 | 2010.02.15 01:00 | close | 44 | 0.10 | 1.56651 | 0.00000 | 0.00000 | -12.79 | 9461.72 |
89 | 2010.02.15 06:00 | sell | 45 | 0.10 | 1.56445 | 0.00000 | 0.00000 | ||
90 | 2010.02.15 09:00 | close | 45 | 0.10 | 1.56621 | 0.00000 | 0.00000 | -17.60 | 9444.12 |
91 | 2010.02.15 10:00 | buy | 46 | 0.10 | 1.56794 | 0.00000 | 0.00000 | ||
92 | 2010.02.15 15:00 | close | 46 | 0.10 | 1.56639 | 0.00000 | 0.00000 | -15.50 | 9428.62 |
93 | 2010.02.15 17:00 | sell | 47 | 0.10 | 1.56523 | 0.00000 | 0.00000 | ||
94 | 2010.02.15 20:00 | close | 47 | 0.10 | 1.56714 | 0.00000 | 0.00000 | -19.10 | 9409.52 |
95 | 2010.02.16 03:00 | buy | 48 | 0.10 | 1.56874 | 0.00000 | 0.00000 | ||
96 | 2010.02.16 11:00 | close | 48 | 0.10 | 1.56838 | 0.00000 | 0.00000 | -3.60 | 9405.92 |
97 | 2010.02.16 15:00 | sell | 49 | 0.10 | 1.56747 | 0.00000 | 0.00000 | ||
98 | 2010.02.16 17:00 | close | 49 | 0.10 | 1.56808 | 0.00000 | 0.00000 | -6.10 | 9399.82 |
99 | 2010.02.16 18:00 | buy | 50 | 0.10 | 1.57371 | 0.00000 | 0.00000 | ||
100 | 2010.02.17 03:00 | close | 50 | 0.10 | 1.57659 | 0.00000 | 0.00000 | 28.81 | 9428.63 |
101 | 2010.02.17 17:00 | sell | 51 | 0.10 | 1.57235 | 0.00000 | 0.00000 | ||
102 | 2010.02.18 05:00 | close | 51 | 0.10 | 1.56695 | 0.00000 | 0.00000 | 53.25 | 9481.88 |
103 | 2010.02.19 21:00 | buy | 52 | 0.10 | 1.54690 | 0.00000 | 0.00000 | ||
104 | 2010.02.22 06:00 | close | 52 | 0.10 | 1.54806 | 0.00000 | 0.00000 | 11.61 | 9493.49 |
105 | 2010.02.23 11:00 | sell | 53 | 0.10 | 1.54315 | 0.00000 | 0.00000 | ||
106 | 2010.02.23 17:00 | close | 53 | 0.10 | 1.54547 | 0.00000 | 0.00000 | -23.20 | 9470.29 |
107 | 2010.02.24 07:00 | buy | 54 | 0.10 | 1.54669 | 0.00000 | 0.00000 | ||
108 | 2010.02.24 09:00 | close | 54 | 0.10 | 1.54275 | 0.00000 | 0.00000 | -39.40 | 9430.89 |
109 | 2010.02.24 09:00 | sell | 55 | 0.10 | 1.54275 | 0.00000 | 0.00000 | ||
110 | 2010.02.24 12:00 | close | 55 | 0.10 | 1.54598 | 0.00000 | 0.00000 | -32.30 | 9398.59 |