Strategy Tester Report
SupportResistTrade
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 | numBars=55; maPeriod=500; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -8935.50 | Gross profit | 962.60 | Gross loss | -9898.10 |
Profit factor | 0.10 | Expected payoff | -262.81 | ||
Absolute drawdown | 9771.50 | Maximal drawdown | 12318.00 (98.18%) | Relative drawdown | 98.18% (12318.00) |
Total trades | 34 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 34 (97.06%) |
Profit trades (% of total) | 33 (97.06%) | Loss trades (% of total) | 1 (2.94%) | ||
Largest | profit trade | 30.90 | loss trade | -9898.10 | |
Average | profit trade | 29.17 | loss trade | -9898.10 | |
Maximum | consecutive wins (profit in money) | 33 (962.60) | consecutive losses (loss in money) | 1 (-9898.10) | |
Maximal | consecutive profit (count of wins) | 962.60 (33) | consecutive loss (count of losses) | -9898.10 (1) | |
Average | consecutive wins | 33 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 11:00 | buy | 1 | 1.00 | 1.62053 | 0.00000 | 0.00000 | ||
2 | 2010.01.04 11:10 | modify | 1 | 1.00 | 1.62053 | 1.62063 | 0.00000 | ||
3 | 2010.01.04 11:10 | modify | 1 | 1.00 | 1.62053 | 1.62073 | 0.00000 | ||
4 | 2010.01.04 11:10 | modify | 1 | 1.00 | 1.62053 | 1.62083 | 0.00000 | ||
5 | 2010.01.04 11:27 | s/l | 1 | 1.00 | 1.62083 | 1.62083 | 0.00000 | 30.00 | 10030.00 |
6 | 2010.01.04 11:27 | buy | 2 | 1.00 | 1.62096 | 0.00000 | 0.00000 | ||
7 | 2010.01.04 12:16 | modify | 2 | 1.00 | 1.62096 | 1.62106 | 0.00000 | ||
8 | 2010.01.04 12:16 | modify | 2 | 1.00 | 1.62096 | 1.62116 | 0.00000 | ||
9 | 2010.01.04 12:16 | modify | 2 | 1.00 | 1.62096 | 1.62126 | 0.00000 | ||
10 | 2010.01.04 12:26 | s/l | 2 | 1.00 | 1.62126 | 1.62126 | 0.00000 | 30.00 | 10060.00 |
11 | 2010.01.04 13:00 | buy | 3 | 1.00 | 1.62215 | 0.00000 | 0.00000 | ||
12 | 2010.01.13 08:50 | modify | 3 | 1.00 | 1.62215 | 1.62225 | 0.00000 | ||
13 | 2010.01.13 08:50 | modify | 3 | 1.00 | 1.62215 | 1.62235 | 0.00000 | ||
14 | 2010.01.13 08:50 | modify | 3 | 1.00 | 1.62215 | 1.62245 | 0.00000 | ||
15 | 2010.01.13 08:57 | s/l | 3 | 1.00 | 1.62245 | 1.62245 | 0.00000 | 30.90 | 10090.90 |
16 | 2010.01.13 08:57 | buy | 4 | 1.00 | 1.62242 | 0.00000 | 0.00000 | ||
17 | 2010.01.13 10:15 | modify | 4 | 1.00 | 1.62242 | 1.62252 | 0.00000 | ||
18 | 2010.01.13 10:15 | modify | 4 | 1.00 | 1.62242 | 1.62262 | 0.00000 | ||
19 | 2010.01.13 10:15 | modify | 4 | 1.00 | 1.62242 | 1.62272 | 0.00000 | ||
20 | 2010.01.15 17:32 | s/l | 4 | 1.00 | 1.62272 | 1.62272 | 0.00000 | 30.40 | 10121.30 |
21 | 2010.01.15 17:32 | buy | 5 | 1.00 | 1.62151 | 0.00000 | 0.00000 | ||
22 | 2010.01.15 17:40 | modify | 5 | 1.00 | 1.62151 | 1.62161 | 0.00000 | ||
23 | 2010.01.15 17:40 | modify | 5 | 1.00 | 1.62151 | 1.62171 | 0.00000 | ||
24 | 2010.01.15 17:40 | modify | 5 | 1.00 | 1.62151 | 1.62181 | 0.00000 | ||
25 | 2010.01.21 09:20 | s/l | 5 | 1.00 | 1.62181 | 1.62181 | 0.00000 | 30.60 | 10151.90 |
26 | 2010.01.21 09:20 | buy | 6 | 1.00 | 1.62187 | 0.00000 | 0.00000 | ||
27 | 2010.01.21 09:27 | modify | 6 | 1.00 | 1.62187 | 1.62197 | 0.00000 | ||
28 | 2010.01.21 09:27 | modify | 6 | 1.00 | 1.62187 | 1.62207 | 0.00000 | ||
29 | 2010.01.21 09:27 | modify | 6 | 1.00 | 1.62187 | 1.62217 | 0.00000 | ||
30 | 2010.01.21 09:33 | s/l | 6 | 1.00 | 1.62217 | 1.62217 | 0.00000 | 30.00 | 10181.90 |
31 | 2010.01.21 09:33 | buy | 7 | 1.00 | 1.62128 | 0.00000 | 0.00000 | ||
32 | 2010.01.21 15:45 | modify | 7 | 1.00 | 1.62128 | 1.62138 | 0.00000 | ||
33 | 2010.01.21 15:45 | modify | 7 | 1.00 | 1.62128 | 1.62148 | 0.00000 | ||
34 | 2010.01.21 15:45 | modify | 7 | 1.00 | 1.62128 | 1.62158 | 0.00000 | ||
35 | 2010.01.21 15:59 | s/l | 7 | 1.00 | 1.62158 | 1.62158 | 0.00000 | 30.00 | 10211.90 |
36 | 2010.01.21 16:00 | buy | 8 | 1.00 | 1.62165 | 0.00000 | 0.00000 | ||
37 | 2010.01.21 16:02 | modify | 8 | 1.00 | 1.62165 | 1.62175 | 0.00000 | ||
38 | 2010.01.21 16:02 | modify | 8 | 1.00 | 1.62165 | 1.62185 | 0.00000 | ||
39 | 2010.01.21 16:02 | modify | 8 | 1.00 | 1.62165 | 1.62195 | 0.00000 | ||
40 | 2010.01.21 16:15 | s/l | 8 | 1.00 | 1.62195 | 1.62195 | 0.00000 | 30.00 | 10241.90 |
41 | 2010.01.21 16:15 | buy | 9 | 1.00 | 1.62099 | 0.00000 | 0.00000 | ||
42 | 2010.01.21 17:50 | modify | 9 | 1.00 | 1.62099 | 1.62109 | 0.00000 | ||
43 | 2010.01.21 17:50 | modify | 9 | 1.00 | 1.62099 | 1.62119 | 0.00000 | ||
44 | 2010.01.21 17:50 | modify | 9 | 1.00 | 1.62099 | 1.62129 | 0.00000 | ||
45 | 2010.01.21 17:57 | s/l | 9 | 1.00 | 1.62129 | 1.62129 | 0.00000 | 30.00 | 10271.90 |
46 | 2010.01.21 18:00 | buy | 10 | 1.00 | 1.62129 | 0.00000 | 0.00000 | ||
47 | 2010.01.21 18:02 | modify | 10 | 1.00 | 1.62129 | 1.62139 | 0.00000 | ||
48 | 2010.01.21 18:02 | modify | 10 | 1.00 | 1.62129 | 1.62149 | 0.00000 | ||
49 | 2010.01.21 18:02 | modify | 10 | 1.00 | 1.62129 | 1.62159 | 0.00000 | ||
50 | 2010.01.21 18:15 | s/l | 10 | 1.00 | 1.62159 | 1.62159 | 0.00000 | 30.00 | 10301.90 |
51 | 2010.01.21 18:15 | buy | 11 | 1.00 | 1.62103 | 0.00000 | 0.00000 | ||
52 | 2010.01.21 19:20 | modify | 11 | 1.00 | 1.62103 | 1.62113 | 0.00000 | ||
53 | 2010.01.21 19:20 | modify | 11 | 1.00 | 1.62103 | 1.62123 | 0.00000 | ||
54 | 2010.01.21 19:20 | modify | 11 | 1.00 | 1.62103 | 1.62133 | 0.00000 | ||
55 | 2010.01.21 19:27 | s/l | 11 | 1.00 | 1.62133 | 1.62133 | 0.00000 | 30.00 | 10331.90 |
56 | 2010.01.21 19:27 | buy | 12 | 1.00 | 1.62112 | 0.00000 | 0.00000 | ||
57 | 2010.01.21 19:40 | modify | 12 | 1.00 | 1.62112 | 1.62122 | 0.00000 | ||
58 | 2010.01.21 19:45 | modify | 12 | 1.00 | 1.62112 | 1.62132 | 0.00000 | ||
59 | 2010.01.21 19:45 | modify | 12 | 1.00 | 1.62112 | 1.62142 | 0.00000 | ||
60 | 2010.01.21 20:15 | s/l | 12 | 1.00 | 1.62142 | 1.62142 | 0.00000 | 30.00 | 10361.90 |
61 | 2010.01.21 20:15 | buy | 13 | 1.00 | 1.62145 | 0.00000 | 0.00000 | ||
62 | 2010.01.22 02:50 | modify | 13 | 1.00 | 1.62145 | 1.62155 | 0.00000 | ||
63 | 2010.01.22 02:50 | modify | 13 | 1.00 | 1.62145 | 1.62165 | 0.00000 | ||
64 | 2010.01.22 02:52 | s/l | 13 | 1.00 | 1.62165 | 1.62165 | 0.00000 | 20.10 | 10382.00 |
65 | 2010.01.22 03:00 | buy | 14 | 1.00 | 1.62166 | 0.00000 | 0.00000 | ||
66 | 2010.01.22 07:15 | modify | 14 | 1.00 | 1.62166 | 1.62176 | 0.00000 | ||
67 | 2010.01.22 07:15 | modify | 14 | 1.00 | 1.62166 | 1.62186 | 0.00000 | ||
68 | 2010.01.22 07:15 | modify | 14 | 1.00 | 1.62166 | 1.62196 | 0.00000 | ||
69 | 2010.01.22 08:03 | s/l | 14 | 1.00 | 1.62196 | 1.62196 | 0.00000 | 30.00 | 10412.00 |
70 | 2010.01.22 08:03 | buy | 15 | 1.00 | 1.62210 | 0.00000 | 0.00000 | ||
71 | 2010.01.22 08:13 | modify | 15 | 1.00 | 1.62210 | 1.62220 | 0.00000 | ||
72 | 2010.01.22 08:13 | modify | 15 | 1.00 | 1.62210 | 1.62230 | 0.00000 | ||
73 | 2010.01.22 08:13 | modify | 15 | 1.00 | 1.62210 | 1.62240 | 0.00000 | ||
74 | 2010.01.22 10:45 | s/l | 15 | 1.00 | 1.62240 | 1.62240 | 0.00000 | 30.00 | 10442.00 |
75 | 2010.01.22 10:45 | buy | 16 | 1.00 | 1.62091 | 0.00000 | 0.00000 | ||
76 | 2010.01.22 10:59 | modify | 16 | 1.00 | 1.62091 | 1.62101 | 0.00000 | ||
77 | 2010.01.22 10:59 | modify | 16 | 1.00 | 1.62091 | 1.62111 | 0.00000 | ||
78 | 2010.01.22 10:59 | modify | 16 | 1.00 | 1.62091 | 1.62121 | 0.00000 | ||
79 | 2010.01.22 12:20 | s/l | 16 | 1.00 | 1.62121 | 1.62121 | 0.00000 | 30.00 | 10472.00 |
80 | 2010.01.22 12:20 | buy | 17 | 1.00 | 1.61982 | 0.00000 | 0.00000 | ||
81 | 2010.01.22 12:22 | modify | 17 | 1.00 | 1.61982 | 1.61992 | 0.00000 | ||
82 | 2010.01.22 12:22 | modify | 17 | 1.00 | 1.61982 | 1.62002 | 0.00000 | ||
83 | 2010.01.22 12:22 | modify | 17 | 1.00 | 1.61982 | 1.62012 | 0.00000 | ||
84 | 2010.01.22 12:25 | s/l | 17 | 1.00 | 1.62012 | 1.62012 | 0.00000 | 30.00 | 10502.00 |
85 | 2010.01.22 12:25 | buy | 18 | 1.00 | 1.62029 | 0.00000 | 0.00000 | ||
86 | 2010.01.22 12:27 | modify | 18 | 1.00 | 1.62029 | 1.62039 | 0.00000 | ||
87 | 2010.01.22 12:27 | modify | 18 | 1.00 | 1.62029 | 1.62049 | 0.00000 | ||
88 | 2010.01.22 12:27 | modify | 18 | 1.00 | 1.62029 | 1.62059 | 0.00000 | ||
89 | 2010.01.22 12:27 | s/l | 18 | 1.00 | 1.62059 | 1.62059 | 0.00000 | 30.00 | 10532.00 |
90 | 2010.01.22 12:27 | buy | 19 | 1.00 | 1.62001 | 0.00000 | 0.00000 | ||
91 | 2010.01.22 12:32 | modify | 19 | 1.00 | 1.62001 | 1.62011 | 0.00000 | ||
92 | 2010.01.22 12:35 | s/l | 19 | 1.00 | 1.62011 | 1.62011 | 0.00000 | 10.00 | 10542.00 |
93 | 2010.01.22 12:35 | buy | 20 | 1.00 | 1.62025 | 0.00000 | 0.00000 | ||
94 | 2010.01.22 12:37 | modify | 20 | 1.00 | 1.62025 | 1.62035 | 0.00000 | ||
95 | 2010.01.22 12:37 | modify | 20 | 1.00 | 1.62025 | 1.62045 | 0.00000 | ||
96 | 2010.01.22 12:37 | modify | 20 | 1.00 | 1.62025 | 1.62055 | 0.00000 | ||
97 | 2010.01.22 12:40 | s/l | 20 | 1.00 | 1.62055 | 1.62055 | 0.00000 | 30.00 | 10572.00 |
98 | 2010.01.22 12:40 | buy | 21 | 1.00 | 1.61945 | 0.00000 | 0.00000 | ||
99 | 2010.01.25 16:45 | modify | 21 | 1.00 | 1.61945 | 1.61955 | 0.00000 | ||
100 | 2010.01.25 16:45 | modify | 21 | 1.00 | 1.61945 | 1.61965 | 0.00000 | ||
101 | 2010.01.25 16:45 | modify | 21 | 1.00 | 1.61945 | 1.61975 | 0.00000 | ||
102 | 2010.01.26 06:50 | s/l | 21 | 1.00 | 1.61975 | 1.61975 | 0.00000 | 30.20 | 10602.20 |
103 | 2010.01.26 06:50 | buy | 22 | 1.00 | 1.61931 | 0.00000 | 0.00000 | ||
104 | 2010.01.26 06:57 | modify | 22 | 1.00 | 1.61931 | 1.61941 | 0.00000 | ||
105 | 2010.01.26 06:57 | modify | 22 | 1.00 | 1.61931 | 1.61951 | 0.00000 | ||
106 | 2010.01.26 06:59 | modify | 22 | 1.00 | 1.61931 | 1.61961 | 0.00000 | ||
107 | 2010.01.26 07:37 | s/l | 22 | 1.00 | 1.61961 | 1.61961 | 0.00000 | 30.00 | 10632.20 |
108 | 2010.01.26 07:37 | buy | 23 | 1.00 | 1.61959 | 0.00000 | 0.00000 | ||
109 | 2010.01.26 07:40 | modify | 23 | 1.00 | 1.61959 | 1.61969 | 0.00000 | ||
110 | 2010.01.26 07:40 | modify | 23 | 1.00 | 1.61959 | 1.61979 | 0.00000 | ||
111 | 2010.01.26 07:40 | modify | 23 | 1.00 | 1.61959 | 1.61989 | 0.00000 | ||
112 | 2010.01.26 10:20 | s/l | 23 | 1.00 | 1.61989 | 1.61989 | 0.00000 | 30.00 | 10662.20 |
113 | 2010.01.26 10:20 | buy | 24 | 1.00 | 1.61987 | 0.00000 | 0.00000 | ||
114 | 2010.01.26 10:22 | modify | 24 | 1.00 | 1.61987 | 1.61997 | 0.00000 | ||
115 | 2010.01.26 10:22 | modify | 24 | 1.00 | 1.61987 | 1.62007 | 0.00000 | ||
116 | 2010.01.26 10:22 | modify | 24 | 1.00 | 1.61987 | 1.62017 | 0.00000 | ||
117 | 2010.01.26 10:25 | s/l | 24 | 1.00 | 1.62017 | 1.62017 | 0.00000 | 30.00 | 10692.20 |
118 | 2010.01.26 10:25 | buy | 25 | 1.00 | 1.62030 | 0.00000 | 0.00000 | ||
119 | 2010.01.26 10:27 | modify | 25 | 1.00 | 1.62030 | 1.62040 | 0.00000 | ||
120 | 2010.01.26 10:27 | modify | 25 | 1.00 | 1.62030 | 1.62050 | 0.00000 | ||
121 | 2010.01.26 10:27 | modify | 25 | 1.00 | 1.62030 | 1.62060 | 0.00000 | ||
122 | 2010.01.26 10:27 | s/l | 25 | 1.00 | 1.62060 | 1.62060 | 0.00000 | 30.00 | 10722.20 |
123 | 2010.01.26 10:27 | buy | 26 | 1.00 | 1.62075 | 0.00000 | 0.00000 | ||
124 | 2010.01.27 11:15 | modify | 26 | 1.00 | 1.62075 | 1.62085 | 0.00000 | ||
125 | 2010.01.27 11:15 | modify | 26 | 1.00 | 1.62075 | 1.62095 | 0.00000 | ||
126 | 2010.01.27 11:15 | modify | 26 | 1.00 | 1.62075 | 1.62105 | 0.00000 | ||
127 | 2010.01.27 11:17 | s/l | 26 | 1.00 | 1.62105 | 1.62105 | 0.00000 | 30.10 | 10752.30 |
128 | 2010.01.27 12:00 | buy | 27 | 1.00 | 1.62095 | 0.00000 | 0.00000 | ||
129 | 2010.01.27 12:15 | modify | 27 | 1.00 | 1.62095 | 1.62105 | 0.00000 | ||
130 | 2010.01.27 12:15 | modify | 27 | 1.00 | 1.62095 | 1.62115 | 0.00000 | ||
131 | 2010.01.27 12:15 | modify | 27 | 1.00 | 1.62095 | 1.62125 | 0.00000 | ||
132 | 2010.01.27 12:27 | s/l | 27 | 1.00 | 1.62125 | 1.62125 | 0.00000 | 30.00 | 10782.30 |
133 | 2010.01.27 12:27 | buy | 28 | 1.00 | 1.62107 | 0.00000 | 0.00000 | ||
134 | 2010.01.27 12:40 | modify | 28 | 1.00 | 1.62107 | 1.62117 | 0.00000 | ||
135 | 2010.01.27 12:40 | modify | 28 | 1.00 | 1.62107 | 1.62127 | 0.00000 | ||
136 | 2010.01.27 12:40 | modify | 28 | 1.00 | 1.62107 | 1.62137 | 0.00000 | ||
137 | 2010.01.27 14:20 | s/l | 28 | 1.00 | 1.62137 | 1.62137 | 0.00000 | 30.00 | 10812.30 |
138 | 2010.01.27 14:20 | buy | 29 | 1.00 | 1.62148 | 0.00000 | 0.00000 | ||
139 | 2010.01.27 14:27 | modify | 29 | 1.00 | 1.62148 | 1.62158 | 0.00000 | ||
140 | 2010.01.27 14:27 | modify | 29 | 1.00 | 1.62148 | 1.62168 | 0.00000 | ||
141 | 2010.01.27 14:32 | modify | 29 | 1.00 | 1.62148 | 1.62178 | 0.00000 | ||
142 | 2010.01.27 14:45 | s/l | 29 | 1.00 | 1.62178 | 1.62178 | 0.00000 | 30.00 | 10842.30 |
143 | 2010.01.27 14:45 | buy | 30 | 1.00 | 1.62188 | 0.00000 | 0.00000 | ||
144 | 2010.01.28 04:20 | modify | 30 | 1.00 | 1.62188 | 1.62198 | 0.00000 | ||
145 | 2010.01.28 04:20 | modify | 30 | 1.00 | 1.62188 | 1.62208 | 0.00000 | ||
146 | 2010.01.28 04:20 | modify | 30 | 1.00 | 1.62188 | 1.62218 | 0.00000 | ||
147 | 2010.01.28 04:27 | s/l | 30 | 1.00 | 1.62218 | 1.62218 | 0.00000 | 30.30 | 10872.60 |
148 | 2010.01.28 04:27 | buy | 31 | 1.00 | 1.62212 | 0.00000 | 0.00000 | ||
149 | 2010.01.28 08:40 | modify | 31 | 1.00 | 1.62212 | 1.62222 | 0.00000 | ||
150 | 2010.01.28 08:40 | modify | 31 | 1.00 | 1.62212 | 1.62232 | 0.00000 | ||
151 | 2010.01.28 08:40 | modify | 31 | 1.00 | 1.62212 | 1.62242 | 0.00000 | ||
152 | 2010.01.28 11:46 | s/l | 31 | 1.00 | 1.62242 | 1.62242 | 0.00000 | 30.00 | 10902.60 |
153 | 2010.01.28 11:46 | buy | 32 | 1.00 | 1.62258 | 0.00000 | 0.00000 | ||
154 | 2010.01.28 11:50 | modify | 32 | 1.00 | 1.62258 | 1.62268 | 0.00000 | ||
155 | 2010.01.28 11:56 | modify | 32 | 1.00 | 1.62258 | 1.62278 | 0.00000 | ||
156 | 2010.01.28 11:56 | modify | 32 | 1.00 | 1.62258 | 1.62288 | 0.00000 | ||
157 | 2010.01.28 12:07 | s/l | 32 | 1.00 | 1.62288 | 1.62288 | 0.00000 | 30.00 | 10932.60 |
158 | 2010.01.28 12:07 | buy | 33 | 1.00 | 1.62296 | 0.00000 | 0.00000 | ||
159 | 2010.01.28 12:10 | modify | 33 | 1.00 | 1.62296 | 1.62306 | 0.00000 | ||
160 | 2010.01.28 12:10 | modify | 33 | 1.00 | 1.62296 | 1.62316 | 0.00000 | ||
161 | 2010.01.28 12:10 | modify | 33 | 1.00 | 1.62296 | 1.62326 | 0.00000 | ||
162 | 2010.01.28 15:45 | s/l | 33 | 1.00 | 1.62326 | 1.62326 | 0.00000 | 30.00 | 10962.60 |
163 | 2010.01.28 15:45 | buy | 34 | 1.00 | 1.62255 | 0.00000 | 0.00000 | ||
164 | 2010.02.26 22:56 | close at stop | 34 | 1.00 | 1.52354 | 0.00000 | 0.00000 | -9898.10 | 1064.50 |