Strategy Tester Report
Sys_BuySell_to_Pashkendr____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 | TakeProfit=150; StopLoss=70; Lots=0.1; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -135.00 | Gross profit | 285.00 | Gross loss | -420.00 |
Profit factor | 0.68 | Expected payoff | -1.71 | ||
Absolute drawdown | 181.00 | Maximal drawdown | 183.00 (1.83%) | Relative drawdown | 1.83% (183.00) |
Total trades | 79 | Short positions (won %) | 39 (23.08%) | Long positions (won %) | 40 (25.00%) |
Profit trades (% of total) | 19 (24.05%) | Loss trades (% of total) | 60 (75.95%) | ||
Largest | profit trade | 15.00 | loss trade | -7.00 | |
Average | profit trade | 15.00 | loss trade | -7.00 | |
Maximum | consecutive wins (profit in money) | 4 (60.00) | consecutive losses (loss in money) | 12 (-84.00) | |
Maximal | consecutive profit (count of wins) | 60.00 (4) | consecutive loss (count of losses) | -84.00 (12) | |
Average | consecutive wins | 1 | consecutive losses | 4 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 11:00 | buy | 1 | 0.10 | 1.62050 | 1.61980 | 1.62200 | ||
2 | 2010.01.04 11:07 | s/l | 1 | 0.10 | 1.61980 | 1.61980 | 1.62200 | -7.00 | 9993.00 |
3 | 2010.01.04 17:00 | sell | 2 | 0.10 | 1.61191 | 1.61261 | 1.61041 | ||
4 | 2010.01.04 17:02 | s/l | 2 | 0.10 | 1.61261 | 1.61261 | 1.61041 | -7.00 | 9986.00 |
5 | 2010.01.05 11:00 | sell | 3 | 0.10 | 1.60486 | 1.60556 | 1.60336 | ||
6 | 2010.01.05 11:20 | t/p | 3 | 0.10 | 1.60336 | 1.60556 | 1.60336 | 15.00 | 10001.00 |
7 | 2010.01.05 17:00 | sell | 4 | 0.10 | 1.60310 | 1.60380 | 1.60160 | ||
8 | 2010.01.05 17:02 | s/l | 4 | 0.10 | 1.60380 | 1.60380 | 1.60160 | -7.00 | 9994.00 |
9 | 2010.01.06 11:00 | buy | 5 | 0.10 | 1.60237 | 1.60167 | 1.60387 | ||
10 | 2010.01.06 11:10 | s/l | 5 | 0.10 | 1.60167 | 1.60167 | 1.60387 | -7.00 | 9987.00 |
11 | 2010.01.06 17:00 | buy | 6 | 0.10 | 1.59994 | 1.59924 | 1.60144 | ||
12 | 2010.01.06 17:10 | t/p | 6 | 0.10 | 1.60144 | 1.59924 | 1.60144 | 15.00 | 10002.00 |
13 | 2010.01.07 11:00 | sell | 7 | 0.10 | 1.59332 | 1.59402 | 1.59182 | ||
14 | 2010.01.07 11:02 | s/l | 7 | 0.10 | 1.59402 | 1.59402 | 1.59182 | -7.00 | 9995.00 |
15 | 2010.01.07 17:00 | buy | 8 | 0.10 | 1.59365 | 1.59295 | 1.59515 | ||
16 | 2010.01.07 17:10 | s/l | 8 | 0.10 | 1.59295 | 1.59295 | 1.59515 | -7.00 | 9988.00 |
17 | 2010.01.08 11:00 | buy | 9 | 0.10 | 1.60319 | 1.60249 | 1.60469 | ||
18 | 2010.01.08 11:15 | s/l | 9 | 0.10 | 1.60249 | 1.60249 | 1.60469 | -7.00 | 9981.00 |
19 | 2010.01.08 17:00 | sell | 10 | 0.10 | 1.59612 | 1.59682 | 1.59462 | ||
20 | 2010.01.08 17:10 | s/l | 10 | 0.10 | 1.59682 | 1.59682 | 1.59462 | -7.00 | 9974.00 |
21 | 2010.01.11 11:00 | buy | 11 | 0.10 | 1.61474 | 1.61404 | 1.61624 | ||
22 | 2010.01.11 11:07 | s/l | 11 | 0.10 | 1.61404 | 1.61404 | 1.61624 | -7.00 | 9967.00 |
23 | 2010.01.11 17:00 | buy | 12 | 0.10 | 1.61728 | 1.61658 | 1.61878 | ||
24 | 2010.01.11 17:15 | s/l | 12 | 0.10 | 1.61658 | 1.61658 | 1.61878 | -7.00 | 9960.00 |
25 | 2010.01.12 11:00 | buy | 13 | 0.10 | 1.61365 | 1.61295 | 1.61515 | ||
26 | 2010.01.12 11:02 | s/l | 13 | 0.10 | 1.61295 | 1.61295 | 1.61515 | -7.00 | 9953.00 |
27 | 2010.01.12 17:00 | buy | 14 | 0.10 | 1.61915 | 1.61845 | 1.62065 | ||
28 | 2010.01.12 17:10 | s/l | 14 | 0.10 | 1.61845 | 1.61845 | 1.62065 | -7.00 | 9946.00 |
29 | 2010.01.13 11:00 | buy | 15 | 0.10 | 1.62414 | 1.62344 | 1.62564 | ||
30 | 2010.01.13 11:02 | s/l | 15 | 0.10 | 1.62344 | 1.62344 | 1.62564 | -7.00 | 9939.00 |
31 | 2010.01.13 17:00 | sell | 16 | 0.10 | 1.62642 | 1.62712 | 1.62492 | ||
32 | 2010.01.13 17:15 | s/l | 16 | 0.10 | 1.62712 | 1.62712 | 1.62492 | -7.00 | 9932.00 |
33 | 2010.01.14 11:00 | sell | 17 | 0.10 | 1.62809 | 1.62879 | 1.62659 | ||
34 | 2010.01.14 11:02 | s/l | 17 | 0.10 | 1.62879 | 1.62879 | 1.62659 | -7.00 | 9925.00 |
35 | 2010.01.14 17:00 | buy | 18 | 0.10 | 1.63126 | 1.63056 | 1.63276 | ||
36 | 2010.01.14 17:02 | s/l | 18 | 0.10 | 1.63056 | 1.63056 | 1.63276 | -7.00 | 9918.00 |
37 | 2010.01.15 11:00 | sell | 19 | 0.10 | 1.63054 | 1.63124 | 1.62904 | ||
38 | 2010.01.15 11:15 | t/p | 19 | 0.10 | 1.62904 | 1.63124 | 1.62904 | 15.00 | 9933.00 |
39 | 2010.01.15 17:00 | sell | 20 | 0.10 | 1.62545 | 1.62615 | 1.62395 | ||
40 | 2010.01.15 17:03 | s/l | 20 | 0.10 | 1.62615 | 1.62615 | 1.62395 | -7.00 | 9926.00 |
41 | 2010.01.18 11:00 | buy | 21 | 0.10 | 1.63424 | 1.63354 | 1.63574 | ||
42 | 2010.01.18 11:15 | t/p | 21 | 0.10 | 1.63574 | 1.63354 | 1.63574 | 15.00 | 9941.00 |
43 | 2010.01.18 17:00 | buy | 22 | 0.10 | 1.63371 | 1.63301 | 1.63521 | ||
44 | 2010.01.18 17:20 | s/l | 22 | 0.10 | 1.63301 | 1.63301 | 1.63521 | -7.00 | 9934.00 |
45 | 2010.01.19 11:00 | sell | 23 | 0.10 | 1.64148 | 1.64218 | 1.63998 | ||
46 | 2010.01.19 11:02 | s/l | 23 | 0.10 | 1.64218 | 1.64218 | 1.63998 | -7.00 | 9927.00 |
47 | 2010.01.19 17:00 | buy | 24 | 0.10 | 1.63724 | 1.63654 | 1.63874 | ||
48 | 2010.01.19 17:10 | s/l | 24 | 0.10 | 1.63654 | 1.63654 | 1.63874 | -7.00 | 9920.00 |
49 | 2010.01.20 11:00 | buy | 25 | 0.10 | 1.63016 | 1.62946 | 1.63166 | ||
50 | 2010.01.20 11:10 | s/l | 25 | 0.10 | 1.62946 | 1.62946 | 1.63166 | -7.00 | 9913.00 |
51 | 2010.01.20 17:00 | buy | 26 | 0.10 | 1.62776 | 1.62706 | 1.62926 | ||
52 | 2010.01.20 17:07 | s/l | 26 | 0.10 | 1.62706 | 1.62706 | 1.62926 | -7.00 | 9906.00 |
53 | 2010.01.21 11:00 | sell | 27 | 0.10 | 1.61493 | 1.61563 | 1.61343 | ||
54 | 2010.01.21 11:10 | s/l | 27 | 0.10 | 1.61563 | 1.61563 | 1.61343 | -7.00 | 9899.00 |
55 | 2010.01.21 17:00 | sell | 28 | 0.10 | 1.61740 | 1.61810 | 1.61590 | ||
56 | 2010.01.21 17:07 | s/l | 28 | 0.10 | 1.61810 | 1.61810 | 1.61590 | -7.00 | 9892.00 |
57 | 2010.01.22 11:00 | sell | 29 | 0.10 | 1.62214 | 1.62284 | 1.62064 | ||
58 | 2010.01.22 11:10 | s/l | 29 | 0.10 | 1.62284 | 1.62284 | 1.62064 | -7.00 | 9885.00 |
59 | 2010.01.22 17:00 | buy | 30 | 0.10 | 1.61250 | 1.61180 | 1.61400 | ||
60 | 2010.01.22 17:07 | s/l | 30 | 0.10 | 1.61180 | 1.61180 | 1.61400 | -7.00 | 9878.00 |
61 | 2010.01.25 11:00 | buy | 31 | 0.10 | 1.61605 | 1.61535 | 1.61755 | ||
62 | 2010.01.25 11:20 | s/l | 31 | 0.10 | 1.61535 | 1.61535 | 1.61755 | -7.00 | 9871.00 |
63 | 2010.01.25 17:00 | buy | 32 | 0.10 | 1.62083 | 1.62013 | 1.62233 | ||
64 | 2010.01.25 17:15 | t/p | 32 | 0.10 | 1.62233 | 1.62013 | 1.62233 | 15.00 | 9886.00 |
65 | 2010.01.26 11:00 | sell | 33 | 0.10 | 1.61371 | 1.61441 | 1.61221 | ||
66 | 2010.01.26 11:07 | s/l | 33 | 0.10 | 1.61441 | 1.61441 | 1.61221 | -7.00 | 9879.00 |
67 | 2010.01.26 17:00 | buy | 34 | 0.10 | 1.61474 | 1.61404 | 1.61624 | ||
68 | 2010.01.26 17:15 | t/p | 34 | 0.10 | 1.61624 | 1.61404 | 1.61624 | 15.00 | 9894.00 |
69 | 2010.01.27 11:00 | buy | 35 | 0.10 | 1.61873 | 1.61803 | 1.62023 | ||
70 | 2010.01.27 11:07 | s/l | 35 | 0.10 | 1.61803 | 1.61803 | 1.62023 | -7.00 | 9887.00 |
71 | 2010.01.27 17:00 | sell | 36 | 0.10 | 1.61900 | 1.61970 | 1.61750 | ||
72 | 2010.01.27 17:20 | s/l | 36 | 0.10 | 1.61970 | 1.61970 | 1.61750 | -7.00 | 9880.00 |
73 | 2010.01.28 11:00 | buy | 37 | 0.10 | 1.62584 | 1.62514 | 1.62734 | ||
74 | 2010.01.28 11:07 | s/l | 37 | 0.10 | 1.62514 | 1.62514 | 1.62734 | -7.00 | 9873.00 |
75 | 2010.01.28 17:00 | sell | 38 | 0.10 | 1.61352 | 1.61422 | 1.61202 | ||
76 | 2010.01.28 17:15 | s/l | 38 | 0.10 | 1.61422 | 1.61422 | 1.61202 | -7.00 | 9866.00 |
77 | 2010.01.29 11:00 | buy | 39 | 0.10 | 1.61492 | 1.61422 | 1.61642 | ||
78 | 2010.01.29 11:20 | s/l | 39 | 0.10 | 1.61422 | 1.61422 | 1.61642 | -7.00 | 9859.00 |
79 | 2010.01.29 17:00 | sell | 40 | 0.10 | 1.60245 | 1.60315 | 1.60095 | ||
80 | 2010.01.29 17:02 | s/l | 40 | 0.10 | 1.60315 | 1.60315 | 1.60095 | -7.00 | 9852.00 |
81 | 2010.02.01 11:00 | sell | 41 | 0.10 | 1.59188 | 1.59258 | 1.59038 | ||
82 | 2010.02.01 11:07 | s/l | 41 | 0.10 | 1.59258 | 1.59258 | 1.59038 | -7.00 | 9845.00 |
83 | 2010.02.01 17:00 | sell | 42 | 0.10 | 1.59037 | 1.59107 | 1.58887 | ||
84 | 2010.02.01 17:13 | s/l | 42 | 0.10 | 1.59107 | 1.59107 | 1.58887 | -7.00 | 9838.00 |
85 | 2010.02.02 11:00 | sell | 43 | 0.10 | 1.59242 | 1.59312 | 1.59092 | ||
86 | 2010.02.02 11:07 | s/l | 43 | 0.10 | 1.59312 | 1.59312 | 1.59092 | -7.00 | 9831.00 |
87 | 2010.02.02 17:00 | buy | 44 | 0.10 | 1.59684 | 1.59614 | 1.59834 | ||
88 | 2010.02.02 17:15 | s/l | 44 | 0.10 | 1.59614 | 1.59614 | 1.59834 | -7.00 | 9824.00 |
89 | 2010.02.03 11:00 | sell | 45 | 0.10 | 1.60251 | 1.60321 | 1.60101 | ||
90 | 2010.02.03 11:20 | t/p | 45 | 0.10 | 1.60101 | 1.60321 | 1.60101 | 15.00 | 9839.00 |
91 | 2010.02.03 17:00 | sell | 46 | 0.10 | 1.59348 | 1.59418 | 1.59198 | ||
92 | 2010.02.03 17:45 | t/p | 46 | 0.10 | 1.59198 | 1.59418 | 1.59198 | 15.00 | 9854.00 |
93 | 2010.02.04 11:00 | sell | 47 | 0.10 | 1.58382 | 1.58452 | 1.58232 | ||
94 | 2010.02.04 11:20 | s/l | 47 | 0.10 | 1.58452 | 1.58452 | 1.58232 | -7.00 | 9847.00 |
95 | 2010.02.04 17:00 | sell | 48 | 0.10 | 1.57815 | 1.57885 | 1.57665 | ||
96 | 2010.02.04 17:10 | t/p | 48 | 0.10 | 1.57665 | 1.57885 | 1.57665 | 15.00 | 9862.00 |
97 | 2010.02.05 11:00 | buy | 49 | 0.10 | 1.57104 | 1.57034 | 1.57254 | ||
98 | 2010.02.05 11:10 | s/l | 49 | 0.10 | 1.57034 | 1.57034 | 1.57254 | -7.00 | 9855.00 |
99 | 2010.02.05 17:00 | sell | 50 | 0.10 | 1.56434 | 1.56504 | 1.56284 | ||
100 | 2010.02.05 17:20 | s/l | 50 | 0.10 | 1.56504 | 1.56504 | 1.56284 | -7.00 | 9848.00 |
101 | 2010.02.08 11:00 | buy | 51 | 0.10 | 1.55766 | 1.55696 | 1.55916 | ||
102 | 2010.02.08 11:20 | s/l | 51 | 0.10 | 1.55696 | 1.55696 | 1.55916 | -7.00 | 9841.00 |
103 | 2010.02.08 17:00 | buy | 52 | 0.10 | 1.56403 | 1.56333 | 1.56553 | ||
104 | 2010.02.08 17:20 | t/p | 52 | 0.10 | 1.56553 | 1.56333 | 1.56553 | 15.00 | 9856.00 |
105 | 2010.02.09 11:00 | sell | 53 | 0.10 | 1.55850 | 1.55920 | 1.55700 | ||
106 | 2010.02.09 12:02 | t/p | 53 | 0.10 | 1.55700 | 1.55920 | 1.55700 | 15.00 | 9871.00 |
107 | 2010.02.09 17:00 | sell | 54 | 0.10 | 1.56080 | 1.56150 | 1.55930 | ||
108 | 2010.02.09 17:20 | t/p | 54 | 0.10 | 1.55930 | 1.56150 | 1.55930 | 15.00 | 9886.00 |
109 | 2010.02.10 11:00 | buy | 55 | 0.10 | 1.57284 | 1.57214 | 1.57434 | ||
110 | 2010.02.10 11:15 | t/p | 55 | 0.10 | 1.57434 | 1.57214 | 1.57434 | 15.00 | 9901.00 |
111 | 2010.02.10 17:00 | sell | 56 | 0.10 | 1.55877 | 1.55947 | 1.55727 | ||
112 | 2010.02.10 17:02 | s/l | 56 | 0.10 | 1.55947 | 1.55947 | 1.55727 | -7.00 | 9894.00 |
113 | 2010.02.11 11:00 | sell | 57 | 0.10 | 1.55788 | 1.55858 | 1.55638 | ||
114 | 2010.02.11 11:05 | s/l | 57 | 0.10 | 1.55858 | 1.55858 | 1.55638 | -7.00 | 9887.00 |
115 | 2010.02.11 17:00 | buy | 58 | 0.10 | 1.56123 | 1.56053 | 1.56273 | ||
116 | 2010.02.11 17:02 | s/l | 58 | 0.10 | 1.56053 | 1.56053 | 1.56273 | -7.00 | 9880.00 |
117 | 2010.02.12 11:00 | sell | 59 | 0.10 | 1.56542 | 1.56612 | 1.56392 | ||
118 | 2010.02.12 11:02 | s/l | 59 | 0.10 | 1.56612 | 1.56612 | 1.56392 | -7.00 | 9873.00 |
119 | 2010.02.12 17:00 | buy | 60 | 0.10 | 1.56432 | 1.56362 | 1.56582 | ||
120 | 2010.02.12 17:02 | s/l | 60 | 0.10 | 1.56362 | 1.56362 | 1.56582 | -7.00 | 9866.00 |
121 | 2010.02.15 11:00 | buy | 61 | 0.10 | 1.56739 | 1.56669 | 1.56889 | ||
122 | 2010.02.15 11:02 | s/l | 61 | 0.10 | 1.56669 | 1.56669 | 1.56889 | -7.00 | 9859.00 |
123 | 2010.02.15 17:00 | sell | 62 | 0.10 | 1.56523 | 1.56593 | 1.56373 | ||
124 | 2010.02.15 17:15 | s/l | 62 | 0.10 | 1.56593 | 1.56593 | 1.56373 | -7.00 | 9852.00 |
125 | 2010.02.16 11:00 | sell | 63 | 0.10 | 1.56838 | 1.56908 | 1.56688 | ||
126 | 2010.02.16 11:10 | s/l | 63 | 0.10 | 1.56908 | 1.56908 | 1.56688 | -7.00 | 9845.00 |
127 | 2010.02.17 11:00 | sell | 64 | 0.10 | 1.57708 | 1.57778 | 1.57558 | ||
128 | 2010.02.17 11:02 | s/l | 64 | 0.10 | 1.57778 | 1.57778 | 1.57558 | -7.00 | 9838.00 |
129 | 2010.02.17 17:00 | sell | 65 | 0.10 | 1.57235 | 1.57305 | 1.57085 | ||
130 | 2010.02.17 17:15 | t/p | 65 | 0.10 | 1.57085 | 1.57305 | 1.57085 | 15.00 | 9853.00 |
131 | 2010.02.18 11:00 | sell | 66 | 0.10 | 1.55763 | 1.55833 | 1.55613 | ||
132 | 2010.02.18 11:03 | s/l | 66 | 0.10 | 1.55833 | 1.55833 | 1.55613 | -7.00 | 9846.00 |
133 | 2010.02.18 17:00 | buy | 67 | 0.10 | 1.56408 | 1.56338 | 1.56558 | ||
134 | 2010.02.18 17:13 | s/l | 67 | 0.10 | 1.56338 | 1.56338 | 1.56558 | -7.00 | 9839.00 |
135 | 2010.02.19 11:00 | sell | 68 | 0.10 | 1.53637 | 1.53707 | 1.53487 | ||
136 | 2010.02.19 11:10 | s/l | 68 | 0.10 | 1.53707 | 1.53707 | 1.53487 | -7.00 | 9832.00 |
137 | 2010.02.19 17:00 | buy | 69 | 0.10 | 1.54174 | 1.54104 | 1.54324 | ||
138 | 2010.02.19 17:15 | t/p | 69 | 0.10 | 1.54324 | 1.54104 | 1.54324 | 15.00 | 9847.00 |
139 | 2010.02.22 11:00 | buy | 70 | 0.10 | 1.54739 | 1.54669 | 1.54889 | ||
140 | 2010.02.22 11:15 | s/l | 70 | 0.10 | 1.54669 | 1.54669 | 1.54889 | -7.00 | 9840.00 |
141 | 2010.02.22 17:00 | buy | 71 | 0.10 | 1.54923 | 1.54853 | 1.55073 | ||
142 | 2010.02.22 17:15 | s/l | 71 | 0.10 | 1.54853 | 1.54853 | 1.55073 | -7.00 | 9833.00 |
143 | 2010.02.23 11:00 | sell | 72 | 0.10 | 1.54315 | 1.54385 | 1.54165 | ||
144 | 2010.02.23 11:07 | s/l | 72 | 0.10 | 1.54385 | 1.54385 | 1.54165 | -7.00 | 9826.00 |
145 | 2010.02.23 17:00 | buy | 73 | 0.10 | 1.54506 | 1.54436 | 1.54656 | ||
146 | 2010.02.23 17:02 | s/l | 73 | 0.10 | 1.54436 | 1.54436 | 1.54656 | -7.00 | 9819.00 |
147 | 2010.02.24 11:00 | buy | 74 | 0.10 | 1.54391 | 1.54321 | 1.54541 | ||
148 | 2010.02.24 11:07 | t/p | 74 | 0.10 | 1.54541 | 1.54321 | 1.54541 | 15.00 | 9834.00 |
149 | 2010.02.24 17:00 | buy | 75 | 0.10 | 1.54498 | 1.54428 | 1.54648 | ||
150 | 2010.02.24 17:07 | t/p | 75 | 0.10 | 1.54648 | 1.54428 | 1.54648 | 15.00 | 9849.00 |
151 | 2010.02.25 11:00 | sell | 76 | 0.10 | 1.52929 | 1.52999 | 1.52779 | ||
152 | 2010.02.25 11:05 | s/l | 76 | 0.10 | 1.52999 | 1.52999 | 1.52779 | -7.00 | 9842.00 |
153 | 2010.02.25 17:00 | sell | 77 | 0.10 | 1.52524 | 1.52594 | 1.52374 | ||
154 | 2010.02.25 17:15 | t/p | 77 | 0.10 | 1.52374 | 1.52594 | 1.52374 | 15.00 | 9857.00 |
155 | 2010.02.26 11:00 | buy | 78 | 0.10 | 1.52561 | 1.52491 | 1.52711 | ||
156 | 2010.02.26 11:37 | t/p | 78 | 0.10 | 1.52711 | 1.52491 | 1.52711 | 15.00 | 9872.00 |
157 | 2010.02.26 17:00 | buy | 79 | 0.10 | 1.52252 | 1.52182 | 1.52402 | ||
158 | 2010.02.26 17:07 | s/l | 79 | 0.10 | 1.52182 | 1.52182 | 1.52402 | -7.00 | 9865.00 |