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 | -28.59 | Gross profit | 864.20 | Gross loss | -892.79 |
Profit factor | 0.97 | Expected payoff | -1.06 | ||
Absolute drawdown | 908.69 | Maximal drawdown | 966.19 (9.61%) | Relative drawdown | 9.61% (966.19) |
Total trades | 27 | Short positions (won %) | 11 (9.09%) | Long positions (won %) | 16 (0.00%) |
Profit trades (% of total) | 1 (3.70%) | Loss trades (% of total) | 26 (96.30%) | ||
Largest | profit trade | 864.20 | loss trade | -73.60 | |
Average | profit trade | 864.20 | loss trade | -34.34 | |
Maximum | consecutive wins (profit in money) | 1 (864.20) | consecutive losses (loss in money) | 26 (-892.79) | |
Maximal | consecutive profit (count of wins) | 864.20 (1) | consecutive loss (count of losses) | -892.79 (26) | |
Average | consecutive wins | 1 | consecutive losses | 26 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 02:00 | sell | 1 | 0.10 | 1.61198 | 0.00000 | 0.00000 | ||
2 | 2010.01.04 10:00 | close | 1 | 0.10 | 1.61582 | 0.00000 | 0.00000 | -38.40 | 9961.60 |
3 | 2010.01.04 10:00 | buy | 2 | 0.10 | 1.61582 | 0.00000 | 0.00000 | ||
4 | 2010.01.04 17:00 | close | 2 | 0.10 | 1.61191 | 0.00000 | 0.00000 | -39.10 | 9922.50 |
5 | 2010.01.04 17:00 | sell | 3 | 0.10 | 1.61191 | 0.00000 | 0.00000 | ||
6 | 2010.01.05 07:00 | close | 3 | 0.10 | 1.61377 | 0.00000 | 0.00000 | -18.85 | 9903.65 |
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 | 9847.75 |
9 | 2010.01.05 09:00 | sell | 5 | 0.10 | 1.60993 | 0.00000 | 0.00000 | ||
10 | 2010.01.11 11:00 | close | 5 | 0.10 | 1.61515 | 0.00000 | 0.00000 | -53.70 | 9794.05 |
11 | 2010.01.11 11:00 | buy | 6 | 0.10 | 1.61515 | 0.00000 | 0.00000 | ||
12 | 2010.01.11 16:00 | close | 6 | 0.10 | 1.61261 | 0.00000 | 0.00000 | -25.40 | 9768.65 |
13 | 2010.01.11 17:00 | buy | 7 | 0.10 | 1.61769 | 0.00000 | 0.00000 | ||
14 | 2010.01.11 19:00 | close | 7 | 0.10 | 1.61159 | 0.00000 | 0.00000 | -61.00 | 9707.65 |
15 | 2010.01.11 19:00 | sell | 8 | 0.10 | 1.61159 | 0.00000 | 0.00000 | ||
16 | 2010.01.12 11:00 | close | 8 | 0.10 | 1.61406 | 0.00000 | 0.00000 | -24.95 | 9682.70 |
17 | 2010.01.12 12:00 | buy | 9 | 0.10 | 1.61512 | 0.00000 | 0.00000 | ||
18 | 2010.01.12 13:00 | close | 9 | 0.10 | 1.61390 | 0.00000 | 0.00000 | -12.20 | 9670.50 |
19 | 2010.01.12 14:00 | buy | 10 | 0.10 | 1.61623 | 0.00000 | 0.00000 | ||
20 | 2010.01.12 15:00 | close | 10 | 0.10 | 1.61287 | 0.00000 | 0.00000 | -33.60 | 9636.90 |
21 | 2010.01.12 16:00 | buy | 11 | 0.10 | 1.61605 | 0.00000 | 0.00000 | ||
22 | 2010.01.21 12:00 | close | 11 | 0.10 | 1.61354 | 0.00000 | 0.00000 | -24.99 | 9611.91 |
23 | 2010.01.21 13:00 | buy | 12 | 0.10 | 1.61582 | 0.00000 | 0.00000 | ||
24 | 2010.01.22 14:00 | close | 12 | 0.10 | 1.61120 | 0.00000 | 0.00000 | -46.19 | 9565.72 |
25 | 2010.01.22 14:00 | sell | 13 | 0.10 | 1.61120 | 0.00000 | 0.00000 | ||
26 | 2010.01.22 19:00 | close | 13 | 0.10 | 1.61374 | 0.00000 | 0.00000 | -25.40 | 9540.32 |
27 | 2010.01.22 21:00 | sell | 14 | 0.10 | 1.61150 | 0.00000 | 0.00000 | ||
28 | 2010.01.25 08:00 | close | 14 | 0.10 | 1.61355 | 0.00000 | 0.00000 | -20.75 | 9519.57 |
29 | 2010.01.25 10:00 | buy | 15 | 0.10 | 1.61673 | 0.00000 | 0.00000 | ||
30 | 2010.01.25 14:00 | close | 15 | 0.10 | 1.61336 | 0.00000 | 0.00000 | -33.70 | 9485.87 |
31 | 2010.01.25 15:00 | buy | 16 | 0.10 | 1.61596 | 0.00000 | 0.00000 | ||
32 | 2010.01.26 11:00 | close | 16 | 0.10 | 1.61371 | 0.00000 | 0.00000 | -22.49 | 9463.38 |
33 | 2010.01.26 12:00 | sell | 17 | 0.10 | 1.61196 | 0.00000 | 0.00000 | ||
34 | 2010.01.26 14:00 | close | 17 | 0.10 | 1.61478 | 0.00000 | 0.00000 | -28.20 | 9435.18 |
35 | 2010.01.26 15:00 | sell | 18 | 0.10 | 1.61060 | 0.00000 | 0.00000 | ||
36 | 2010.01.26 17:00 | close | 18 | 0.10 | 1.61515 | 0.00000 | 0.00000 | -45.50 | 9389.68 |
37 | 2010.01.26 17:00 | buy | 19 | 0.10 | 1.61515 | 0.00000 | 0.00000 | ||
38 | 2010.01.26 22:00 | close | 19 | 0.10 | 1.61412 | 0.00000 | 0.00000 | -10.30 | 9379.38 |
39 | 2010.01.27 00:00 | buy | 20 | 0.10 | 1.61553 | 0.00000 | 0.00000 | ||
40 | 2010.01.27 02:00 | close | 20 | 0.10 | 1.61300 | 0.00000 | 0.00000 | -25.30 | 9354.08 |
41 | 2010.01.27 03:00 | buy | 21 | 0.10 | 1.61525 | 0.00000 | 0.00000 | ||
42 | 2010.01.27 04:00 | close | 21 | 0.10 | 1.61317 | 0.00000 | 0.00000 | -20.80 | 9333.28 |
43 | 2010.01.27 10:00 | sell | 22 | 0.10 | 1.61178 | 0.00000 | 0.00000 | ||
44 | 2010.01.27 11:00 | close | 22 | 0.10 | 1.61914 | 0.00000 | 0.00000 | -73.60 | 9259.68 |
45 | 2010.01.27 11:00 | buy | 23 | 0.10 | 1.61914 | 0.00000 | 0.00000 | ||
46 | 2010.01.28 17:00 | close | 23 | 0.10 | 1.61352 | 0.00000 | 0.00000 | -56.17 | 9203.51 |
47 | 2010.01.29 07:00 | sell | 24 | 0.10 | 1.61141 | 0.00000 | 0.00000 | ||
48 | 2010.01.29 08:00 | close | 24 | 0.10 | 1.61544 | 0.00000 | 0.00000 | -40.30 | 9163.21 |
49 | 2010.01.29 08:00 | buy | 25 | 0.10 | 1.61544 | 0.00000 | 0.00000 | ||
50 | 2010.01.29 09:00 | close | 25 | 0.10 | 1.61387 | 0.00000 | 0.00000 | -15.70 | 9147.51 |
51 | 2010.01.29 10:00 | buy | 26 | 0.10 | 1.61765 | 0.00000 | 0.00000 | ||
52 | 2010.01.29 13:00 | close | 26 | 0.10 | 1.61362 | 0.00000 | 0.00000 | -40.30 | 9107.21 |
53 | 2010.01.29 14:00 | sell | 27 | 0.10 | 1.61102 | 0.00000 | 0.00000 | ||
54 | 2010.02.26 22:59 | close at stop | 27 | 0.10 | 1.52390 | 0.00000 | 0.00000 | 864.20 | 9971.41 |