Strategy Tester Report
test11_v4
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 | MagicNumber=0; SignalMail=false; EachTickMode=false; Lots=1; Slippage=3; StopLossMode=false; StopLoss=45; TakeProfitMode=false; TakeProfit=60; TrailingStopMode=false; TrailingStop=30; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -120.60 | Gross profit | 8765.80 | Gross loss | -8886.40 |
Profit factor | 0.99 | Expected payoff | -2.32 | ||
Absolute drawdown | 2854.80 | Maximal drawdown | 3152.80 (30.62%) | Relative drawdown | 30.62% (3152.80) |
Total trades | 52 | Short positions (won %) | 40 (30.00%) | Long positions (won %) | 12 (25.00%) |
Profit trades (% of total) | 15 (28.85%) | Loss trades (% of total) | 37 (71.15%) | ||
Largest | profit trade | 1302.70 | loss trade | -687.00 | |
Average | profit trade | 584.39 | loss trade | -240.17 | |
Maximum | consecutive wins (profit in money) | 3 (3103.50) | consecutive losses (loss in money) | 6 (-813.30) | |
Maximal | consecutive profit (count of wins) | 3103.50 (3) | consecutive loss (count of losses) | -1195.00 (3) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 03:00 | sell | 1 | 1.00 | 1.60881 | 0.00000 | 0.00000 | ||
2 | 2010.01.04 09:00 | close | 1 | 1.00 | 1.60984 | 0.00000 | 0.00000 | -103.00 | 9897.00 |
3 | 2010.01.04 17:00 | sell | 2 | 1.00 | 1.61191 | 0.00000 | 0.00000 | ||
4 | 2010.01.05 01:00 | close | 2 | 1.00 | 1.61133 | 0.00000 | 0.00000 | 55.70 | 9952.70 |
5 | 2010.01.05 03:00 | sell | 3 | 1.00 | 1.60777 | 0.00000 | 0.00000 | ||
6 | 2010.01.05 07:00 | close | 3 | 1.00 | 1.61337 | 0.00000 | 0.00000 | -560.00 | 9392.70 |
7 | 2010.01.05 10:00 | sell | 4 | 1.00 | 1.60436 | 0.00000 | 0.00000 | ||
8 | 2010.01.05 16:00 | close | 4 | 1.00 | 1.60458 | 0.00000 | 0.00000 | -22.00 | 9370.70 |
9 | 2010.01.05 18:00 | sell | 5 | 1.00 | 1.60068 | 0.00000 | 0.00000 | ||
10 | 2010.01.06 03:00 | close | 5 | 1.00 | 1.59934 | 0.00000 | 0.00000 | 131.70 | 9502.40 |
11 | 2010.01.06 16:00 | sell | 6 | 1.00 | 1.59468 | 0.00000 | 0.00000 | ||
12 | 2010.01.06 17:00 | close | 6 | 1.00 | 1.59995 | 0.00000 | 0.00000 | -527.00 | 8975.40 |
13 | 2010.01.07 07:00 | sell | 7 | 1.00 | 1.59735 | 0.00000 | 0.00000 | ||
14 | 2010.01.07 17:00 | close | 7 | 1.00 | 1.59366 | 0.00000 | 0.00000 | 369.00 | 9344.40 |
15 | 2010.01.07 18:00 | sell | 8 | 1.00 | 1.59099 | 0.00000 | 0.00000 | ||
16 | 2010.01.07 19:00 | close | 8 | 1.00 | 1.59434 | 0.00000 | 0.00000 | -335.00 | 9009.40 |
17 | 2010.01.11 18:00 | sell | 9 | 1.00 | 1.61429 | 0.00000 | 0.00000 | ||
18 | 2010.01.12 08:00 | close | 9 | 1.00 | 1.61178 | 0.00000 | 0.00000 | 248.70 | 9258.10 |
19 | 2010.01.13 01:00 | sell | 10 | 1.00 | 1.61503 | 0.00000 | 0.00000 | ||
20 | 2010.01.13 03:00 | close | 10 | 1.00 | 1.61625 | 0.00000 | 0.00000 | -122.00 | 9136.10 |
21 | 2010.01.13 23:00 | sell | 11 | 1.00 | 1.62779 | 0.00000 | 0.00000 | ||
22 | 2010.01.14 01:00 | close | 11 | 1.00 | 1.62826 | 0.00000 | 0.00000 | -53.90 | 9082.20 |
23 | 2010.01.20 21:00 | buy | 12 | 1.00 | 1.62904 | 0.00000 | 0.00000 | ||
24 | 2010.01.21 02:00 | close | 12 | 1.00 | 1.62846 | 0.00000 | 0.00000 | -58.00 | 9024.20 |
25 | 2010.01.21 08:00 | buy | 13 | 1.00 | 1.62899 | 0.00000 | 0.00000 | ||
26 | 2010.01.21 09:00 | close | 13 | 1.00 | 1.62300 | 0.00000 | 0.00000 | -599.00 | 8425.20 |
27 | 2010.01.21 18:00 | buy | 14 | 1.00 | 1.62127 | 0.00000 | 0.00000 | ||
28 | 2010.01.21 22:00 | close | 14 | 1.00 | 1.61964 | 0.00000 | 0.00000 | -163.00 | 8262.20 |
29 | 2010.01.22 01:00 | buy | 15 | 1.00 | 1.61993 | 0.00000 | 0.00000 | ||
30 | 2010.01.22 11:00 | close | 15 | 1.00 | 1.62214 | 0.00000 | 0.00000 | 221.00 | 8483.20 |
31 | 2010.01.22 12:00 | buy | 16 | 1.00 | 1.62449 | 0.00000 | 0.00000 | ||
32 | 2010.01.22 13:00 | close | 16 | 1.00 | 1.61762 | 0.00000 | 0.00000 | -687.00 | 7796.20 |
33 | 2010.01.25 04:00 | buy | 17 | 1.00 | 1.61226 | 0.00000 | 0.00000 | ||
34 | 2010.01.25 05:00 | close | 17 | 1.00 | 1.61015 | 0.00000 | 0.00000 | -211.00 | 7585.20 |
35 | 2010.01.25 10:00 | buy | 18 | 1.00 | 1.61633 | 0.00000 | 0.00000 | ||
36 | 2010.01.25 14:00 | close | 18 | 1.00 | 1.61336 | 0.00000 | 0.00000 | -297.00 | 7288.20 |
37 | 2010.01.25 15:00 | buy | 19 | 1.00 | 1.61556 | 0.00000 | 0.00000 | ||
38 | 2010.01.26 04:00 | close | 19 | 1.00 | 1.62381 | 0.00000 | 0.00000 | 825.00 | 8113.20 |
39 | 2010.01.27 00:00 | buy | 20 | 1.00 | 1.61513 | 0.00000 | 0.00000 | ||
40 | 2010.01.27 01:00 | close | 20 | 1.00 | 1.61425 | 0.00000 | 0.00000 | -88.00 | 8025.20 |
41 | 2010.01.27 03:00 | buy | 21 | 1.00 | 1.61485 | 0.00000 | 0.00000 | ||
42 | 2010.01.27 04:00 | close | 21 | 1.00 | 1.61317 | 0.00000 | 0.00000 | -168.00 | 7857.20 |
43 | 2010.01.27 08:00 | buy | 22 | 1.00 | 1.61426 | 0.00000 | 0.00000 | ||
44 | 2010.01.27 10:00 | close | 22 | 1.00 | 1.61178 | 0.00000 | 0.00000 | -248.00 | 7609.20 |
45 | 2010.01.27 11:00 | buy | 23 | 1.00 | 1.61874 | 0.00000 | 0.00000 | ||
46 | 2010.01.27 16:00 | close | 23 | 1.00 | 1.61901 | 0.00000 | 0.00000 | 27.00 | 7636.20 |
47 | 2010.01.29 07:00 | sell | 24 | 1.00 | 1.61141 | 0.00000 | 0.00000 | ||
48 | 2010.01.29 08:00 | close | 24 | 1.00 | 1.61504 | 0.00000 | 0.00000 | -363.00 | 7273.20 |
49 | 2010.01.29 15:00 | sell | 25 | 1.00 | 1.60560 | 0.00000 | 0.00000 | ||
50 | 2010.02.01 15:00 | close | 25 | 1.00 | 1.59255 | 0.00000 | 0.00000 | 1302.70 | 8575.90 |
51 | 2010.02.03 13:00 | sell | 26 | 1.00 | 1.59784 | 0.00000 | 0.00000 | ||
52 | 2010.02.04 01:00 | close | 26 | 1.00 | 1.59141 | 0.00000 | 0.00000 | 636.10 | 9212.00 |
53 | 2010.02.04 11:00 | sell | 27 | 1.00 | 1.58382 | 0.00000 | 0.00000 | ||
54 | 2010.02.05 13:00 | close | 27 | 1.00 | 1.57215 | 0.00000 | 0.00000 | 1164.70 | 10376.70 |
55 | 2010.02.05 18:00 | sell | 28 | 1.00 | 1.56165 | 0.00000 | 0.00000 | ||
56 | 2010.02.05 22:00 | close | 28 | 1.00 | 1.56308 | 0.00000 | 0.00000 | -143.00 | 10233.70 |
57 | 2010.02.08 01:00 | sell | 29 | 1.00 | 1.55993 | 0.00000 | 0.00000 | ||
58 | 2010.02.08 10:00 | close | 29 | 1.00 | 1.56197 | 0.00000 | 0.00000 | -204.00 | 10029.70 |
59 | 2010.02.10 05:00 | sell | 30 | 1.00 | 1.56738 | 0.00000 | 0.00000 | ||
60 | 2010.02.10 08:00 | close | 30 | 1.00 | 1.56842 | 0.00000 | 0.00000 | -104.00 | 9925.70 |
61 | 2010.02.10 09:00 | sell | 31 | 1.00 | 1.56633 | 0.00000 | 0.00000 | ||
62 | 2010.02.10 11:00 | close | 31 | 1.00 | 1.57285 | 0.00000 | 0.00000 | -652.00 | 9273.70 |
63 | 2010.02.10 12:00 | sell | 32 | 1.00 | 1.56848 | 0.00000 | 0.00000 | ||
64 | 2010.02.11 01:00 | close | 32 | 1.00 | 1.56084 | 0.00000 | 0.00000 | 757.10 | 10030.80 |
65 | 2010.02.11 10:00 | sell | 33 | 1.00 | 1.55789 | 0.00000 | 0.00000 | ||
66 | 2010.02.11 13:00 | close | 33 | 1.00 | 1.56315 | 0.00000 | 0.00000 | -526.00 | 9504.80 |
67 | 2010.02.11 16:00 | sell | 34 | 1.00 | 1.55978 | 0.00000 | 0.00000 | ||
68 | 2010.02.11 17:00 | close | 34 | 1.00 | 1.56124 | 0.00000 | 0.00000 | -146.00 | 9358.80 |
69 | 2010.02.12 05:00 | sell | 35 | 1.00 | 1.56753 | 0.00000 | 0.00000 | ||
70 | 2010.02.12 06:00 | close | 35 | 1.00 | 1.56929 | 0.00000 | 0.00000 | -176.00 | 9182.80 |
71 | 2010.02.12 11:00 | sell | 36 | 1.00 | 1.56542 | 0.00000 | 0.00000 | ||
72 | 2010.02.12 16:00 | close | 36 | 1.00 | 1.56455 | 0.00000 | 0.00000 | 87.00 | 9269.80 |
73 | 2010.02.15 06:00 | sell | 37 | 1.00 | 1.56445 | 0.00000 | 0.00000 | ||
74 | 2010.02.15 09:00 | close | 37 | 1.00 | 1.56581 | 0.00000 | 0.00000 | -136.00 | 9133.80 |
75 | 2010.02.15 17:00 | sell | 38 | 1.00 | 1.56523 | 0.00000 | 0.00000 | ||
76 | 2010.02.15 20:00 | close | 38 | 1.00 | 1.56674 | 0.00000 | 0.00000 | -151.00 | 8982.80 |
77 | 2010.02.15 21:00 | sell | 39 | 1.00 | 1.56608 | 0.00000 | 0.00000 | ||
78 | 2010.02.16 00:00 | close | 39 | 1.00 | 1.56677 | 0.00000 | 0.00000 | -71.30 | 8911.50 |
79 | 2010.02.16 14:00 | sell | 40 | 1.00 | 1.56727 | 0.00000 | 0.00000 | ||
80 | 2010.02.16 17:00 | close | 40 | 1.00 | 1.56768 | 0.00000 | 0.00000 | -41.00 | 8870.50 |
81 | 2010.02.17 07:00 | sell | 41 | 1.00 | 1.57712 | 0.00000 | 0.00000 | ||
82 | 2010.02.17 09:00 | close | 41 | 1.00 | 1.58007 | 0.00000 | 0.00000 | -295.00 | 8575.50 |
83 | 2010.02.17 10:00 | sell | 42 | 1.00 | 1.57795 | 0.00000 | 0.00000 | ||
84 | 2010.02.17 14:00 | close | 42 | 1.00 | 1.57914 | 0.00000 | 0.00000 | -119.00 | 8456.50 |
85 | 2010.02.17 15:00 | sell | 43 | 1.00 | 1.57638 | 0.00000 | 0.00000 | ||
86 | 2010.02.18 08:00 | close | 43 | 1.00 | 1.56717 | 0.00000 | 0.00000 | 914.10 | 9370.60 |
87 | 2010.02.18 09:00 | sell | 44 | 1.00 | 1.56204 | 0.00000 | 0.00000 | ||
88 | 2010.02.18 16:00 | close | 44 | 1.00 | 1.56489 | 0.00000 | 0.00000 | -285.00 | 9085.60 |
89 | 2010.02.19 00:00 | sell | 45 | 1.00 | 1.54788 | 0.00000 | 0.00000 | ||
90 | 2010.02.19 14:00 | close | 45 | 1.00 | 1.53974 | 0.00000 | 0.00000 | 814.00 | 9899.60 |
91 | 2010.02.23 11:00 | sell | 46 | 1.00 | 1.54315 | 0.00000 | 0.00000 | ||
92 | 2010.02.23 17:00 | close | 46 | 1.00 | 1.54507 | 0.00000 | 0.00000 | -192.00 | 9707.60 |
93 | 2010.02.23 19:00 | sell | 47 | 1.00 | 1.54259 | 0.00000 | 0.00000 | ||
94 | 2010.02.23 21:00 | close | 47 | 1.00 | 1.54450 | 0.00000 | 0.00000 | -191.00 | 9516.60 |
95 | 2010.02.23 22:00 | sell | 48 | 1.00 | 1.54060 | 0.00000 | 0.00000 | ||
96 | 2010.02.24 00:00 | close | 48 | 1.00 | 1.54366 | 0.00000 | 0.00000 | -308.30 | 9208.30 |
97 | 2010.02.24 15:00 | sell | 49 | 1.00 | 1.54131 | 0.00000 | 0.00000 | ||
98 | 2010.02.24 16:00 | close | 49 | 1.00 | 1.54344 | 0.00000 | 0.00000 | -213.00 | 8995.30 |
99 | 2010.02.24 19:00 | sell | 50 | 1.00 | 1.54148 | 0.00000 | 0.00000 | ||
100 | 2010.02.25 01:00 | close | 50 | 1.00 | 1.54150 | 0.00000 | 0.00000 | -8.90 | 8986.40 |
101 | 2010.02.25 02:00 | sell | 51 | 1.00 | 1.53825 | 0.00000 | 0.00000 | ||
102 | 2010.02.25 20:00 | close | 51 | 1.00 | 1.52613 | 0.00000 | 0.00000 | 1212.00 | 10198.40 |
103 | 2010.02.26 14:00 | sell | 52 | 1.00 | 1.51934 | 0.00000 | 0.00000 | ||
104 | 2010.02.26 17:00 | close | 52 | 1.00 | 1.52253 | 0.00000 | 0.00000 | -319.00 | 9879.40 |