Strategy Tester Report
Stat_Euclidean_Metric
AlpariUK-Demo (Build 225)

SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period1 Hour (H1) 2010.01.04 00:00 - 2010.02.26 22:00 (2010.01.01 - 2010.02.27)
ModelControl points (a very crude method, the results must not be considered)
ParametersBase=false; buy_threshold=0.6; sell_threshold=0.6; inverse_position_open_?=true; invers_buy_threshold=0.3; invers_sell_threshold=0.3; fast=12; slow=34; tp=40; sl=30; close_orders=false;
Bars in test1953Ticks modelled24825Modelling qualityn/a
Mismatched charts errors0
Initial deposit10000.00
Total net profit-170.00Gross profit272.00Gross loss-442.00
Profit factor0.62Expected payoff-1.11
Absolute drawdown174.00Maximal drawdown177.50 (1.77%)Relative drawdown1.77% (177.50)
Total trades153Short positions (won %)77 (44.16%)Long positions (won %)76 (44.74%)
Profit trades (% of total)68 (44.44%)Loss trades (% of total)85 (55.56%)
Largestprofit trade4.00loss trade-5.20
Averageprofit trade4.00loss trade-5.20
Maximumconsecutive wins (profit in money)6 (24.00)consecutive losses (loss in money)6 (-31.20)
Maximalconsecutive profit (count of wins)24.00 (6)consecutive loss (count of losses)-31.20 (6)
Averageconsecutive wins2consecutive losses3
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12010.01.04 10:00sell10.101.615261.615781.61486
22010.01.04 10:05s/l10.101.615781.615781.61486-5.209994.80
32010.01.04 15:00buy20.101.616421.615901.61682
42010.01.04 15:03t/p20.101.616821.615901.616824.009998.80
52010.01.05 07:00sell30.101.613211.613731.61281
62010.01.05 07:10t/p30.101.612811.613731.612814.0010002.80
72010.01.05 10:00buy40.101.604581.604061.60498
82010.01.05 10:07s/l40.101.604061.604061.60498-5.209997.60
92010.01.05 17:00sell50.101.603101.603621.60270
102010.01.05 17:02s/l50.101.603621.603621.60270-5.209992.40
112010.01.05 18:00buy60.101.600901.600381.60130
122010.01.05 18:10s/l60.101.600381.600381.60130-5.209987.20
132010.01.06 03:00sell70.101.599181.599701.59878
142010.01.06 03:07s/l70.101.599701.599701.59878-5.209982.00
152010.01.06 07:00buy80.101.596511.595991.59691
162010.01.06 07:10t/p80.101.596911.595991.596914.009986.00
172010.01.06 08:00sell90.101.597381.597901.59698
182010.01.06 08:02t/p90.101.596981.597901.596984.009990.00
192010.01.06 14:00buy100.101.596731.596211.59713
202010.01.06 14:02s/l100.101.596211.596211.59713-5.209984.80
212010.01.06 17:00sell110.101.599791.600311.59939
222010.01.06 17:05s/l110.101.600311.600311.59939-5.209979.60
232010.01.07 04:00buy120.101.600281.599761.60068
242010.01.07 04:02s/l120.101.599761.599761.60068-5.209974.40
252010.01.07 16:00sell130.101.591941.592461.59154
262010.01.07 16:07t/p130.101.591541.592461.591544.009978.40
272010.01.07 18:00buy140.101.591211.590691.59161
282010.01.07 18:10t/p140.101.591611.590691.591614.009982.40
292010.01.07 19:00sell150.101.594181.594701.59378
302010.01.07 19:15t/p150.101.593781.594701.593784.009986.40
312010.01.08 17:00buy160.101.596341.595821.59674
322010.01.08 17:10t/p160.101.596741.595821.596744.009990.40
332010.01.08 19:00sell170.101.600431.600951.60003
342010.01.08 19:05s/l170.101.600951.600951.60003-5.209985.20
352010.01.11 08:00buy180.101.607471.606951.60787
362010.01.11 08:05t/p180.101.607871.606951.607874.009989.20
372010.01.11 09:00sell190.101.609511.610031.60911
382010.01.11 09:02s/l190.101.610031.610031.60911-5.209984.00
392010.01.11 16:00buy200.101.612831.612311.61323
402010.01.11 16:02s/l200.101.612311.612311.61323-5.209978.80
412010.01.12 08:00sell210.101.611621.612141.61122
422010.01.12 08:10t/p210.101.611221.612141.611224.009982.80
432010.01.12 09:00buy220.101.609761.609241.61016
442010.01.12 09:02s/l220.101.609241.609241.61016-5.209977.60
452010.01.12 11:00sell230.101.613501.614021.61310
462010.01.12 11:02t/p230.101.613101.614021.613104.009981.60
472010.01.12 22:00buy240.101.617091.616571.61749
482010.01.12 22:15t/p240.101.617491.616571.617494.009985.60
492010.01.13 06:00sell250.101.618671.619191.61827
502010.01.13 06:02t/p250.101.618271.619191.618274.009989.60
512010.01.13 17:00buy260.101.626641.626121.62704
522010.01.13 17:02s/l260.101.626121.626121.62704-5.209984.40
532010.01.13 18:00sell270.101.628591.629111.62819
542010.01.13 18:10s/l270.101.629111.629111.62819-5.209979.20
552010.01.13 20:00buy280.101.628521.628001.62892
562010.01.13 20:02t/p280.101.628921.628001.628924.009983.20
572010.01.14 15:00sell290.101.631091.631611.63069
582010.01.14 15:02s/l290.101.631611.631611.63069-5.209978.00
592010.01.15 02:00buy300.101.632211.631691.63261
602010.01.15 02:02s/l300.101.631691.631691.63261-5.209972.80
612010.01.15 06:00sell310.101.633421.633941.63302
622010.01.15 06:07s/l310.101.633941.633941.63302-5.209967.60
632010.01.15 08:00buy320.101.634611.634091.63501
642010.01.15 08:05s/l320.101.634091.634091.63501-5.209962.40
652010.01.18 01:00sell330.101.628781.629301.62838
662010.01.18 01:02s/l330.101.629301.629301.62838-5.209957.20
672010.01.18 15:00buy340.101.630781.630261.63118
682010.01.18 15:02s/l340.101.630261.630261.63118-5.209952.00
692010.01.18 18:00sell350.101.632741.633261.63234
702010.01.18 18:02t/p350.101.632341.633261.632344.009956.00
712010.01.18 19:00buy360.101.633101.632581.63350
722010.01.18 19:15t/p360.101.633501.632581.633504.009960.00
732010.01.18 20:00sell370.101.633101.633621.63270
742010.01.18 20:20t/p370.101.632701.633621.632704.009964.00
752010.01.18 21:00buy380.101.633101.632581.63350
762010.01.18 21:20s/l380.101.632581.632581.63350-5.209958.80
772010.01.19 00:00sell390.101.634651.635171.63425
782010.01.19 00:10s/l390.101.635171.635171.63425-5.209953.60
792010.01.19 10:00buy400.101.638921.638401.63932
802010.01.19 10:02s/l400.101.638401.638401.63932-5.209948.40
812010.01.19 11:00sell410.101.641481.642001.64108
822010.01.19 11:02s/l410.101.642001.642001.64108-5.209943.20
832010.01.19 12:00buy420.101.638481.637961.63888
842010.01.19 12:15s/l420.101.637961.637961.63888-5.209938.00
852010.01.19 20:00sell430.101.638051.638571.63765
862010.01.19 20:03t/p430.101.637651.638571.637654.009942.00
872010.01.19 21:00buy440.101.636351.635831.63675
882010.01.19 21:20t/p440.101.636751.635831.636754.009946.00
892010.01.20 16:00sell450.101.629521.630041.62912
902010.01.20 16:02t/p450.101.629121.630041.629124.009950.00
912010.01.21 04:00buy460.101.625521.625001.62592
922010.01.21 04:02s/l460.101.625001.625001.62592-5.209944.80
932010.01.21 08:00sell470.101.628831.629351.62843
942010.01.21 08:05t/p470.101.628431.629351.628434.009948.80
952010.01.21 09:00buy480.101.623221.622701.62362
962010.01.21 09:02t/p480.101.623621.622701.623624.009952.80
972010.01.21 16:00sell490.101.621471.621991.62107
982010.01.21 16:02s/l490.101.621991.621991.62107-5.209947.60
992010.01.22 13:00buy500.101.617841.617321.61824
1002010.01.22 13:07t/p500.101.618241.617321.618244.009951.60
1012010.01.25 01:00sell510.101.611391.611911.61099
1022010.01.25 01:15t/p510.101.610991.611911.610994.009955.60
1032010.01.25 03:00buy520.101.610561.610041.61096
1042010.01.25 03:07s/l520.101.610041.610041.61096-5.209950.40
1052010.01.25 04:00sell530.101.612101.612621.61170
1062010.01.25 04:15t/p530.101.611701.612621.611704.009954.40
1072010.01.26 04:00buy540.101.624031.623511.62443
1082010.01.26 04:10s/l540.101.623511.623511.62443-5.209949.20
1092010.01.26 10:00sell550.101.623771.624291.62337
1102010.01.26 10:07s/l550.101.624291.624291.62337-5.209944.00
1112010.01.26 11:00buy560.101.613931.613411.61433
1122010.01.26 11:07t/p560.101.614331.613411.614334.009948.00
1132010.01.26 18:00sell570.101.616111.616631.61571
1142010.01.26 18:03t/p570.101.615711.616631.615714.009952.00
1152010.01.26 21:00buy580.101.614621.614101.61502
1162010.01.26 21:20s/l580.101.614101.614101.61502-5.209946.80
1172010.01.27 00:00sell590.101.614971.615491.61457
1182010.01.27 00:03t/p590.101.614571.615491.614574.009950.80
1192010.01.27 02:00buy600.101.613221.612701.61362
1202010.01.27 02:02s/l600.101.612701.612701.61362-5.209945.60
1212010.01.27 03:00sell610.101.614691.615211.61429
1222010.01.27 03:10t/p610.101.614291.615211.614294.009949.60
1232010.01.27 04:00buy620.101.613391.612871.61379
1242010.01.27 04:15t/p620.101.613791.612871.613794.009953.60
1252010.01.27 08:00sell630.101.614101.614621.61370
1262010.01.27 08:02t/p630.101.613701.614621.613704.009957.60
1272010.01.27 10:00buy640.101.612001.611481.61240
1282010.01.27 10:03t/p640.101.612401.611481.612404.009961.60
1292010.01.27 11:00sell650.101.618581.619101.61818
1302010.01.27 11:07t/p650.101.618181.619101.618184.009965.60
1312010.01.27 19:00buy660.101.618311.617791.61871
1322010.01.27 19:02t/p660.101.618711.617791.618714.009969.60
1332010.01.28 04:00sell670.101.620611.621131.62021
1342010.01.28 04:10s/l670.101.621131.621131.62021-5.209964.40
1352010.01.28 07:00buy680.101.618221.617701.61862
1362010.01.28 07:02s/l680.101.617701.617701.61862-5.209959.20
1372010.01.28 08:00sell690.101.620181.620701.61978
1382010.01.28 08:10s/l690.101.620701.620701.61978-5.209954.00
1392010.01.28 16:00buy700.101.621021.620501.62142
1402010.01.28 16:05s/l700.101.620501.620501.62142-5.209948.80
1412010.01.29 04:00sell710.101.613351.613871.61295
1422010.01.29 04:05s/l710.101.613871.613871.61295-5.209943.60
1432010.01.29 07:00buy720.101.611631.611111.61203
1442010.01.29 07:10t/p720.101.612031.611111.612034.009947.60
1452010.01.29 08:00sell730.101.614881.615401.61448
1462010.01.29 08:10t/p730.101.614481.615401.614484.009951.60
1472010.01.29 14:00buy740.101.611241.610721.61164
1482010.01.29 14:02s/l740.101.610721.610721.61164-5.209946.40
1492010.02.01 06:00sell750.101.595171.595691.59477
1502010.02.01 06:02t/p750.101.594771.595691.594774.009950.40
1512010.02.01 10:00buy760.101.592601.592081.59300
1522010.02.01 10:02s/l760.101.592081.592081.59300-5.209945.20
1532010.02.01 15:00sell770.101.592391.592911.59199
1542010.02.01 15:07t/p770.101.591991.592911.591994.009949.20
1552010.02.02 06:00buy780.101.593201.592681.59360
1562010.02.02 06:10t/p780.101.593601.592681.593604.009953.20
1572010.02.02 07:00sell790.101.594101.594621.59370
1582010.02.02 07:10s/l790.101.594621.594621.59370-5.209948.00
1592010.02.02 10:00buy800.101.592021.591501.59242
1602010.02.02 10:02s/l800.101.591501.591501.59242-5.209942.80
1612010.02.02 13:00sell810.101.593861.594381.59346
1622010.02.02 13:15s/l810.101.594381.594381.59346-5.209937.60
1632010.02.03 12:00buy820.101.599911.599391.60031
1642010.02.03 12:02s/l820.101.599391.599391.60031-5.209932.40
1652010.02.04 04:00sell830.101.590901.591421.59050
1662010.02.04 04:02s/l830.101.591421.591421.59050-5.209927.20
1672010.02.04 08:00buy840.101.588251.587731.58865
1682010.02.04 08:02s/l840.101.587731.587731.58865-5.209922.00
1692010.02.04 15:00sell850.101.584481.585001.58408
1702010.02.04 15:10t/p850.101.584081.585001.584084.009926.00
1712010.02.04 16:00buy860.101.578981.578461.57938
1722010.02.04 16:02t/p860.101.579381.578461.579384.009930.00
1732010.02.05 00:00sell870.101.576511.577031.57611
1742010.02.05 00:32t/p870.101.576111.577031.576114.009934.00
1752010.02.05 03:00buy880.101.573821.573301.57422
1762010.02.05 03:15t/p880.101.574221.573301.574224.009938.00
1772010.02.05 04:00sell890.101.574821.575341.57442
1782010.02.05 04:02s/l890.101.575341.575341.57442-5.209932.80
1792010.02.05 07:00buy900.101.572851.572331.57325
1802010.02.05 07:10s/l900.101.572331.572331.57325-5.209927.60
1812010.02.05 11:00sell910.101.570891.571411.57049
1822010.02.05 11:10t/p910.101.570491.571411.570494.009931.60
1832010.02.05 16:00buy920.101.563981.563461.56438
1842010.02.05 16:07t/p920.101.564381.563461.564384.009935.60
1852010.02.05 22:00sell930.101.562921.563441.56252
1862010.02.05 22:10s/l930.101.563441.563441.56252-5.209930.40
1872010.02.08 01:00buy940.101.560151.559631.56055
1882010.02.08 01:03s/l940.101.559631.559631.56055-5.209925.20
1892010.02.08 02:00sell950.101.561791.562311.56139
1902010.02.08 02:07s/l950.101.562311.562311.56139-5.209920.00
1912010.02.08 08:00buy960.101.554751.554231.55515
1922010.02.08 08:10t/p960.101.555151.554231.555154.009924.00
1932010.02.08 10:00sell970.101.561811.562331.56141
1942010.02.08 10:02s/l970.101.562331.562331.56141-5.209918.80
1952010.02.08 23:00buy980.101.558471.557951.55887
1962010.02.08 23:10s/l980.101.557951.557951.55887-5.209913.60
1972010.02.09 03:00sell990.101.559981.560501.55958
1982010.02.09 03:10s/l990.101.560501.560501.55958-5.209908.40
1992010.02.09 11:00buy1000.101.558721.558201.55912
2002010.02.09 11:10s/l1000.101.558201.558201.55912-5.209903.20
2012010.02.09 14:00sell1010.101.563391.563911.56299
2022010.02.09 14:07s/l1010.101.563911.563911.56299-5.209898.00
2032010.02.10 04:00buy1020.101.568251.567731.56865
2042010.02.10 04:02t/p1020.101.568651.567731.568654.009902.00
2052010.02.10 11:00sell1030.101.572691.573211.57229
2062010.02.10 11:05s/l1030.101.573211.573211.57229-5.209896.80
2072010.02.10 13:00buy1040.101.565941.565421.56634
2082010.02.10 13:05s/l1040.101.565421.565421.56634-5.209891.60
2092010.02.11 01:00sell1050.101.560681.561201.56028
2102010.02.11 01:10s/l1050.101.561201.561201.56028-5.209886.40
2112010.02.11 09:00buy1060.101.560831.560311.56123
2122010.02.11 09:02t/p1060.101.561231.560311.561234.009890.40
2132010.02.11 13:00sell1070.101.562991.563511.56259
2142010.02.11 13:02s/l1070.101.563511.563511.56259-5.209885.20
2152010.02.11 16:00buy1080.101.560001.559481.56040
2162010.02.11 16:02s/l1080.101.559481.559481.56040-5.209880.00
2172010.02.11 18:00sell1090.101.567171.567691.56677
2182010.02.11 18:05s/l1090.101.567691.567691.56677-5.209874.80
2192010.02.12 02:00buy1100.101.567801.567281.56820
2202010.02.12 02:07s/l1100.101.567281.567281.56820-5.209869.60
2212010.02.12 07:00sell1110.101.569531.570051.56913
2222010.02.12 07:20t/p1110.101.569131.570051.569134.009873.60
2232010.02.12 11:00buy1120.101.565641.565121.56604
2242010.02.12 11:02t/p1120.101.566041.565121.566044.009877.60
2252010.02.12 17:00sell1130.101.564171.564691.56377
2262010.02.12 17:02t/p1130.101.563771.564691.563774.009881.60
2272010.02.15 01:00buy1140.101.566731.566211.56713
2282010.02.15 01:03t/p1140.101.567131.566211.567134.009885.60
2292010.02.15 05:00sell1150.101.566401.566921.56600
2302010.02.15 05:30t/p1150.101.566001.566921.566004.009889.60
2312010.02.15 06:00buy1160.101.564671.564151.56507
2322010.02.15 06:02s/l1160.101.564151.564151.56507-5.209884.40
2332010.02.15 10:00sell1170.101.567381.567901.56698
2342010.02.15 10:02s/l1170.101.567901.567901.56698-5.209879.20
2352010.02.15 15:00buy1180.101.566611.566091.56701
2362010.02.15 15:02s/l1180.101.566091.566091.56701-5.209874.00
2372010.02.16 00:00sell1190.101.566611.567131.56621
2382010.02.16 00:50t/p1190.101.566211.567131.566214.009878.00
2392010.02.16 01:00buy1200.101.566601.566081.56700
2402010.02.16 01:15s/l1200.101.566081.566081.56700-5.209872.80
2412010.02.16 03:00sell1210.101.568181.568701.56778
2422010.02.16 03:20t/p1210.101.567781.568701.567784.009876.80
2432010.02.16 11:00buy1220.101.568601.568081.56900
2442010.02.16 11:10t/p1220.101.569001.568081.569004.009880.80
2452010.02.16 18:00sell1230.101.573151.573671.57275
2462010.02.16 18:03s/l1230.101.573671.573671.57275-5.209875.60
2472010.02.17 03:00buy1240.101.576811.576291.57721
2482010.02.17 03:07s/l1240.101.576291.576291.57721-5.209870.40
2492010.02.17 09:00sell1250.101.579911.580431.57951
2502010.02.17 09:02s/l1250.101.580431.580431.57951-5.209865.20
2512010.02.17 11:00buy1260.101.577301.576781.57770
2522010.02.17 11:02t/p1260.101.577701.576781.577704.009869.20
2532010.02.18 08:00sell1270.101.567011.567531.56661
2542010.02.18 08:03t/p1270.101.566611.567531.566614.009873.20
2552010.02.18 09:00buy1280.101.562261.561741.56266
2562010.02.18 09:02t/p1280.101.562661.561741.562664.009877.20
2572010.02.18 16:00sell1290.101.564731.565251.56433
2582010.02.18 16:02s/l1290.101.565251.565251.56433-5.209872.00
2592010.02.18 18:00buy1300.101.558291.557771.55869
2602010.02.18 18:07t/p1300.101.558691.557771.558694.009876.00
2612010.02.18 20:00sell1310.101.562121.562641.56172
2622010.02.18 20:02t/p1310.101.561721.562641.561724.009880.00
2632010.02.18 23:00buy1320.101.552861.552341.55326
2642010.02.18 23:02t/p1320.101.553261.552341.553264.009884.00
2652010.02.19 13:00sell1330.101.538271.538791.53787
2662010.02.19 13:05s/l1330.101.538791.538791.53787-5.209878.80
2672010.02.22 12:00buy1340.101.546011.545491.54641
2682010.02.22 12:02s/l1340.101.545491.545491.54641-5.209873.60
2692010.02.22 13:00sell1350.101.547081.547601.54668
2702010.02.22 13:02s/l1350.101.547601.547601.54668-5.209868.40
2712010.02.22 19:00buy1360.101.547451.546931.54785
2722010.02.22 19:15s/l1360.101.546931.546931.54785-5.209863.20
2732010.02.22 21:00sell1370.101.548791.549311.54839
2742010.02.22 21:03s/l1370.101.549311.549311.54839-5.209858.00
2752010.02.23 11:00buy1380.101.543371.542851.54377
2762010.02.23 11:07t/p1380.101.543771.542851.543774.009862.00
2772010.02.23 18:00sell1390.101.546311.546831.54591
2782010.02.23 18:07s/l1390.101.546831.546831.54591-5.209856.80
2792010.02.23 19:00buy1400.101.542811.542291.54321
2802010.02.23 19:02s/l1400.101.542291.542291.54321-5.209851.60
2812010.02.23 21:00sell1410.101.544341.544861.54394
2822010.02.23 21:15t/p1410.101.543941.544861.543944.009855.60
2832010.02.23 22:00buy1420.101.540821.540301.54122
2842010.02.23 22:03t/p1420.101.541221.540301.541224.009859.60
2852010.02.24 00:00sell1430.101.543501.544021.54310
2862010.02.24 00:15s/l1430.101.544021.544021.54310-5.209854.40
2872010.02.24 09:00buy1440.101.542971.542451.54337
2882010.02.24 09:13t/p1440.101.543371.542451.543374.009858.40
2892010.02.24 12:00sell1450.101.545421.545941.54502
2902010.02.24 12:02s/l1450.101.545941.545941.54502-5.209853.20
2912010.02.24 15:00buy1460.101.541531.541011.54193
2922010.02.24 15:15s/l1460.101.541011.541011.54193-5.209848.00
2932010.02.24 17:00sell1470.101.544831.545351.54443
2942010.02.24 17:02s/l1470.101.545351.545351.54443-5.209842.80
2952010.02.24 19:00buy1480.101.541701.541181.54210
2962010.02.24 19:10s/l1480.101.541181.541181.54210-5.209837.60
2972010.02.25 01:00sell1490.101.541341.541861.54094
2982010.02.25 01:02s/l1490.101.541861.541861.54094-5.209832.40
2992010.02.25 02:00buy1500.101.538471.537951.53887
3002010.02.25 02:02t/p1500.101.538871.537951.538874.009836.40
3012010.02.25 21:00sell1510.101.524481.525001.52408
3022010.02.25 21:10s/l1510.101.525001.525001.52408-5.209831.20
3032010.02.26 13:00buy1520.101.522411.521891.52281
3042010.02.26 13:02s/l1520.101.521891.521891.52281-5.209826.00
3052010.02.26 18:00sell1530.101.523811.524331.52341
3062010.02.26 18:05t/p1530.101.523411.524331.523414.009830.00