Strategy Tester Report
st+L+2stor-V1-1
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; MaximumRisk=0.03; DecreaseFactor=3; Stop=10; SL=0; GammaP=0.7; StopL=0.1; ShftL=0; CCIperiod=14; TypeCCI=0; DAlpha=0; CCILevel=100; ShftA1=0; ShftA2=1; MAPeriod=120; TypeMA=0; ShftMA=0; DeltaMA=0.1; MagicNumber=20051016; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 1642.00 | Gross profit | 1642.00 | Gross loss | 0.00 |
Profit factor | Expected payoff | 54.73 | |||
Absolute drawdown | 533.50 | Maximal drawdown | 1034.00 (9.62%) | Relative drawdown | 9.64% (1010.50) |
Total trades | 30 | Short positions (won %) | 20 (100.00%) | Long positions (won %) | 10 (100.00%) |
Profit trades (% of total) | 30 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
Largest | profit trade | 210.00 | loss trade | 0.00 | |
Average | profit trade | 54.73 | loss trade | 0.00 | |
Maximum | consecutive wins (profit in money) | 30 (1642.00) | consecutive losses (loss in money) | 0 (0.00) | |
Maximal | consecutive profit (count of wins) | 1642.00 (30) | consecutive loss (count of losses) | 0.00 (0) | |
Average | consecutive wins | 30 | consecutive losses | 0 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.05 03:00 | buy | 1 | 1.00 | 1.60791 | 0.00000 | 0.00000 | ||
2 | 2010.01.05 03:15 | close | 1 | 1.00 | 1.60857 | 0.00000 | 0.00000 | 66.00 | 10066.00 |
3 | 2010.01.05 03:17 | buy | 2 | 1.00 | 1.60850 | 0.00000 | 0.00000 | ||
4 | 2010.01.05 03:20 | close | 2 | 1.00 | 1.60921 | 0.00000 | 0.00000 | 71.00 | 10137.00 |
5 | 2010.01.05 03:22 | buy | 3 | 1.00 | 1.60893 | 0.00000 | 0.00000 | ||
6 | 2010.01.05 03:45 | close | 3 | 1.00 | 1.60911 | 0.00000 | 0.00000 | 18.00 | 10155.00 |
7 | 2010.01.05 03:47 | buy | 4 | 1.00 | 1.60910 | 0.00000 | 0.00000 | ||
8 | 2010.01.05 03:50 | close | 4 | 1.00 | 1.60956 | 0.00000 | 0.00000 | 46.00 | 10201.00 |
9 | 2010.01.05 03:52 | buy | 5 | 1.00 | 1.60940 | 0.00000 | 0.00000 | ||
10 | 2010.01.05 04:02 | close | 5 | 1.00 | 1.60973 | 0.00000 | 0.00000 | 33.00 | 10234.00 |
11 | 2010.01.12 05:10 | buy | 6 | 1.00 | 1.60826 | 0.00000 | 0.00000 | ||
12 | 2010.01.12 05:15 | close | 6 | 1.00 | 1.60854 | 0.00000 | 0.00000 | 28.00 | 10262.00 |
13 | 2010.01.20 10:20 | buy | 7 | 1.00 | 1.63079 | 0.00000 | 0.00000 | ||
14 | 2010.01.20 10:32 | close | 7 | 1.00 | 1.63190 | 0.00000 | 0.00000 | 111.00 | 10373.00 |
15 | 2010.01.20 10:40 | buy | 8 | 1.00 | 1.63104 | 0.00000 | 0.00000 | ||
16 | 2010.01.20 10:42 | close | 8 | 1.00 | 1.63123 | 0.00000 | 0.00000 | 19.00 | 10392.00 |
17 | 2010.01.20 10:45 | buy | 9 | 1.00 | 1.63005 | 0.00000 | 0.00000 | ||
18 | 2010.01.20 10:47 | close | 9 | 1.00 | 1.63024 | 0.00000 | 0.00000 | 19.00 | 10411.00 |
19 | 2010.01.20 10:57 | buy | 10 | 1.00 | 1.63005 | 0.00000 | 0.00000 | ||
20 | 2010.01.20 11:07 | close | 10 | 1.00 | 1.63035 | 0.00000 | 0.00000 | 30.00 | 10441.00 |
21 | 2010.01.22 12:00 | sell | 11 | 1.00 | 1.62433 | 0.00000 | 0.00000 | ||
22 | 2010.01.22 12:05 | close | 11 | 1.00 | 1.62397 | 0.00000 | 0.00000 | 36.00 | 10477.00 |
23 | 2010.01.25 16:20 | sell | 12 | 1.00 | 1.61684 | 0.00000 | 0.00000 | ||
24 | 2010.01.26 10:40 | close | 12 | 1.00 | 1.61513 | 0.00000 | 0.00000 | 168.50 | 10645.50 |
25 | 2010.02.03 01:02 | sell | 13 | 1.00 | 1.59838 | 0.00000 | 0.00000 | ||
26 | 2010.02.03 03:20 | close | 13 | 1.00 | 1.59753 | 0.00000 | 0.00000 | 85.00 | 10730.50 |
27 | 2010.02.03 03:22 | sell | 14 | 1.00 | 1.59780 | 0.00000 | 0.00000 | ||
28 | 2010.02.03 03:30 | close | 14 | 1.00 | 1.59762 | 0.00000 | 0.00000 | 18.00 | 10748.50 |
29 | 2010.02.03 03:32 | sell | 15 | 1.00 | 1.59675 | 0.00000 | 0.00000 | ||
30 | 2010.02.03 13:20 | close | 15 | 1.00 | 1.59632 | 0.00000 | 0.00000 | 43.00 | 10791.50 |
31 | 2010.02.09 23:00 | sell | 16 | 1.00 | 1.57167 | 0.00000 | 0.00000 | ||
32 | 2010.02.09 23:02 | close | 16 | 1.00 | 1.57137 | 0.00000 | 0.00000 | 30.00 | 10821.50 |
33 | 2010.02.09 23:05 | sell | 17 | 1.00 | 1.57132 | 0.00000 | 0.00000 | ||
34 | 2010.02.09 23:50 | close | 17 | 1.00 | 1.57065 | 0.00000 | 0.00000 | 67.00 | 10888.50 |
35 | 2010.02.09 23:52 | sell | 18 | 1.00 | 1.57092 | 0.00000 | 0.00000 | ||
36 | 2010.02.10 00:02 | close | 18 | 1.00 | 1.57044 | 0.00000 | 0.00000 | 45.50 | 10934.00 |
37 | 2010.02.12 08:16 | sell | 19 | 1.00 | 1.56798 | 0.00000 | 0.00000 | ||
38 | 2010.02.12 08:32 | close | 19 | 1.00 | 1.56761 | 0.00000 | 0.00000 | 37.00 | 10971.00 |
39 | 2010.02.12 08:35 | sell | 20 | 1.00 | 1.56796 | 0.00000 | 0.00000 | ||
40 | 2010.02.12 08:37 | close | 20 | 1.00 | 1.56712 | 0.00000 | 0.00000 | 84.00 | 11055.00 |
41 | 2010.02.12 10:30 | sell | 21 | 1.00 | 1.56810 | 0.00000 | 0.00000 | ||
42 | 2010.02.12 10:45 | close | 21 | 1.00 | 1.56679 | 0.00000 | 0.00000 | 131.00 | 11186.00 |
43 | 2010.02.22 03:00 | sell | 22 | 1.00 | 1.54843 | 0.00000 | 0.00000 | ||
44 | 2010.02.22 03:15 | close | 22 | 1.00 | 1.54812 | 0.00000 | 0.00000 | 31.00 | 11217.00 |
45 | 2010.02.22 03:17 | sell | 23 | 1.00 | 1.54809 | 0.00000 | 0.00000 | ||
46 | 2010.02.22 03:20 | close | 23 | 1.00 | 1.54769 | 0.00000 | 0.00000 | 40.00 | 11257.00 |
47 | 2010.02.22 03:22 | sell | 24 | 1.00 | 1.54776 | 0.00000 | 0.00000 | ||
48 | 2010.02.22 03:32 | close | 24 | 1.00 | 1.54725 | 0.00000 | 0.00000 | 51.00 | 11308.00 |
49 | 2010.02.22 03:35 | sell | 25 | 1.00 | 1.54729 | 0.00000 | 0.00000 | ||
50 | 2010.02.22 03:37 | close | 25 | 1.00 | 1.54707 | 0.00000 | 0.00000 | 22.00 | 11330.00 |
51 | 2010.02.22 03:40 | sell | 26 | 1.00 | 1.54782 | 0.00000 | 0.00000 | ||
52 | 2010.02.22 05:32 | close | 26 | 1.00 | 1.54767 | 0.00000 | 0.00000 | 15.00 | 11345.00 |
53 | 2010.02.22 05:35 | sell | 27 | 1.00 | 1.54758 | 0.00000 | 0.00000 | ||
54 | 2010.02.22 07:20 | close | 27 | 1.00 | 1.54732 | 0.00000 | 0.00000 | 26.00 | 11371.00 |
55 | 2010.02.22 21:45 | sell | 28 | 1.00 | 1.54843 | 0.00000 | 0.00000 | ||
56 | 2010.02.22 21:50 | close | 28 | 1.00 | 1.54795 | 0.00000 | 0.00000 | 48.00 | 11419.00 |
57 | 2010.02.22 21:52 | sell | 29 | 1.00 | 1.54812 | 0.00000 | 0.00000 | ||
58 | 2010.02.22 22:15 | close | 29 | 1.00 | 1.54799 | 0.00000 | 0.00000 | 13.00 | 11432.00 |
59 | 2010.02.23 01:59 | sell | 30 | 1.00 | 1.54860 | 0.00000 | 0.00000 | ||
60 | 2010.02.23 10:20 | close | 30 | 1.00 | 1.54650 | 0.00000 | 0.00000 | 210.00 | 11642.00 |