Strategy Tester Report
Stalker1_2EXP
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; TakeProfit=30; TrailingStop=15; kor=0.09; per=56; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -397.62 | Gross profit | 59.08 | Gross loss | -456.70 |
Profit factor | 0.13 | Expected payoff | -18.93 | ||
Absolute drawdown | 481.22 | Maximal drawdown | 540.30 (5.37%) | Relative drawdown | 5.37% (540.30) |
Total trades | 21 | Short positions (won %) | 9 (100.00%) | Long positions (won %) | 12 (91.67%) |
Profit trades (% of total) | 20 (95.24%) | Loss trades (% of total) | 1 (4.76%) | ||
Largest | profit trade | 3.00 | loss trade | -456.70 | |
Average | profit trade | 2.95 | loss trade | -456.70 | |
Maximum | consecutive wins (profit in money) | 20 (59.08) | consecutive losses (loss in money) | 1 (-456.70) | |
Maximal | consecutive profit (count of wins) | 59.08 (20) | consecutive loss (count of losses) | -456.70 (1) | |
Average | consecutive wins | 20 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.07 15:50 | buy | 1 | 0.10 | 1.59204 | 0.00000 | 1.59234 | ||
2 | 2010.01.07 15:57 | t/p | 1 | 0.10 | 1.59234 | 0.00000 | 1.59234 | 3.00 | 10003.00 |
3 | 2010.01.07 15:59 | buy | 2 | 0.10 | 1.59247 | 0.00000 | 1.59277 | ||
4 | 2010.01.07 16:20 | t/p | 2 | 0.10 | 1.59277 | 0.00000 | 1.59277 | 3.00 | 10006.00 |
5 | 2010.01.13 16:10 | sell | 3 | 0.10 | 1.62679 | 0.00000 | 1.62649 | ||
6 | 2010.01.13 16:15 | t/p | 3 | 0.10 | 1.62649 | 0.00000 | 1.62649 | 3.00 | 10009.00 |
7 | 2010.01.13 16:15 | sell | 4 | 0.10 | 1.62582 | 0.00000 | 1.62552 | ||
8 | 2010.01.13 16:20 | t/p | 4 | 0.10 | 1.62552 | 0.00000 | 1.62552 | 3.00 | 10012.00 |
9 | 2010.01.13 16:27 | sell | 5 | 0.10 | 1.62582 | 0.00000 | 1.62552 | ||
10 | 2010.01.13 16:32 | t/p | 5 | 0.10 | 1.62552 | 0.00000 | 1.62552 | 3.00 | 10015.00 |
11 | 2010.01.13 16:45 | sell | 6 | 0.10 | 1.62615 | 0.00000 | 1.62585 | ||
12 | 2010.01.14 13:20 | t/p | 6 | 0.10 | 1.62585 | 0.00000 | 1.62585 | 2.31 | 10017.31 |
13 | 2010.01.15 00:15 | sell | 7 | 0.10 | 1.63400 | 0.00000 | 1.63370 | ||
14 | 2010.01.15 01:20 | t/p | 7 | 0.10 | 1.63370 | 0.00000 | 1.63370 | 3.00 | 10020.31 |
15 | 2010.01.19 06:00 | sell | 8 | 0.10 | 1.64050 | 0.00000 | 1.64020 | ||
16 | 2010.01.19 09:59 | t/p | 8 | 0.10 | 1.64020 | 0.00000 | 1.64020 | 3.00 | 10023.31 |
17 | 2010.01.25 23:20 | sell | 9 | 0.10 | 1.62400 | 0.00000 | 1.62370 | ||
18 | 2010.01.26 04:15 | t/p | 9 | 0.10 | 1.62370 | 0.00000 | 1.62370 | 2.77 | 10026.08 |
19 | 2010.01.26 16:10 | buy | 10 | 0.10 | 1.61471 | 0.00000 | 1.61501 | ||
20 | 2010.01.26 16:15 | t/p | 10 | 0.10 | 1.61501 | 0.00000 | 1.61501 | 3.00 | 10029.08 |
21 | 2010.01.26 16:15 | buy | 11 | 0.10 | 1.61578 | 0.00000 | 1.61608 | ||
22 | 2010.01.26 16:20 | t/p | 11 | 0.10 | 1.61608 | 0.00000 | 1.61608 | 3.00 | 10032.08 |
23 | 2010.01.26 16:22 | buy | 12 | 0.10 | 1.61614 | 0.00000 | 1.61644 | ||
24 | 2010.01.26 17:15 | t/p | 12 | 0.10 | 1.61644 | 0.00000 | 1.61644 | 3.00 | 10035.08 |
25 | 2010.01.28 23:02 | buy | 13 | 0.10 | 1.61438 | 0.00000 | 1.61468 | ||
26 | 2010.01.29 03:07 | t/p | 13 | 0.10 | 1.61468 | 0.00000 | 1.61468 | 3.00 | 10038.08 |
27 | 2010.01.29 22:20 | buy | 14 | 0.10 | 1.60126 | 0.00000 | 1.60156 | ||
28 | 2010.02.03 07:15 | t/p | 14 | 0.10 | 1.60156 | 0.00000 | 1.60156 | 3.00 | 10041.08 |
29 | 2010.02.04 23:00 | buy | 15 | 0.10 | 1.57568 | 0.00000 | 1.57598 | ||
30 | 2010.02.04 23:10 | t/p | 15 | 0.10 | 1.57598 | 0.00000 | 1.57598 | 3.00 | 10044.08 |
31 | 2010.02.05 07:05 | buy | 16 | 0.10 | 1.57305 | 0.00000 | 1.57335 | ||
32 | 2010.02.05 08:15 | t/p | 16 | 0.10 | 1.57335 | 0.00000 | 1.57335 | 3.00 | 10047.08 |
33 | 2010.02.05 21:10 | buy | 17 | 0.10 | 1.56216 | 0.00000 | 1.56246 | ||
34 | 2010.02.05 21:15 | t/p | 17 | 0.10 | 1.56246 | 0.00000 | 1.56246 | 3.00 | 10050.08 |
35 | 2010.02.05 21:32 | buy | 18 | 0.10 | 1.56202 | 0.00000 | 1.56232 | ||
36 | 2010.02.05 21:45 | t/p | 18 | 0.10 | 1.56232 | 0.00000 | 1.56232 | 3.00 | 10053.08 |
37 | 2010.02.12 00:20 | sell | 19 | 0.10 | 1.56878 | 0.00000 | 1.56848 | ||
38 | 2010.02.12 01:40 | t/p | 19 | 0.10 | 1.56848 | 0.00000 | 1.56848 | 3.00 | 10056.08 |
39 | 2010.02.17 00:00 | sell | 20 | 0.10 | 1.57823 | 0.00000 | 1.57793 | ||
40 | 2010.02.17 02:20 | t/p | 20 | 0.10 | 1.57793 | 0.00000 | 1.57793 | 3.00 | 10059.08 |
41 | 2010.02.18 00:07 | buy | 21 | 0.10 | 1.56921 | 0.00000 | 1.56951 | ||
42 | 2010.02.26 22:56 | close at stop | 21 | 0.10 | 1.52354 | 0.00000 | 1.56951 | -456.70 | 9602.38 |