Strategy Tester Report
TheMasterMind3
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=200; StopLoss=2000; TakeProfit=0; TradeAtCloseBar=false; TrailingStop=0; TrailingStep=1; BreakEven=0; MagicNumber=0; Repeat=3; Periods=5; UseAlert=false; SendEmail=true; TradeLog="MasterMind3"; Slippage=3; Indicator_Setting="---------- Indicator Setting"; Crash=false; TimeFrame=0; Length=5; Method=3; Smoothing=1; Filter=5; RealTime=false; Steady=false; Color=false; Alerts=false; EmailON=false; SignalPrice=false; SignalPriceBUY=Black; SignalPriceSELL=Black; CountBars=1485; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -9344.60 | Gross profit | 10229.00 | Gross loss | -19573.60 |
Profit factor | 0.52 | Expected payoff | -141.58 | ||
Absolute drawdown | 9967.34 | Maximal drawdown | 16489.59 (99.80%) | Relative drawdown | 99.80% (16489.59) |
Total trades | 66 | Short positions (won %) | 30 (83.33%) | Long positions (won %) | 36 (50.00%) |
Profit trades (% of total) | 43 (65.15%) | Loss trades (% of total) | 23 (34.85%) | ||
Largest | profit trade | 2627.95 | loss trade | -3412.75 | |
Average | profit trade | 237.88 | loss trade | -851.03 | |
Maximum | consecutive wins (profit in money) | 10 (846.74) | consecutive losses (loss in money) | 5 (-9720.30) | |
Maximal | consecutive profit (count of wins) | 2844.54 (7) | consecutive loss (count of losses) | -9720.30 (5) | |
Average | consecutive wins | 5 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 11:20 | sell | 1 | 1.30 | 1.62407 | 1.64407 | 0.00000 | ||
2 | 2010.01.05 09:20 | close | 1 | 1.30 | 1.60383 | 1.64407 | 0.00000 | 2627.95 | 12627.95 |
3 | 2010.01.05 09:32 | buy | 2 | 1.70 | 1.60308 | 1.58308 | 0.00000 | ||
4 | 2010.01.05 09:37 | buy | 3 | 1.60 | 1.60284 | 1.58284 | 0.00000 | ||
5 | 2010.01.05 11:20 | buy | 4 | 1.50 | 1.60224 | 1.58224 | 0.00000 | ||
6 | 2010.01.08 09:50 | close | 2 | 1.70 | 1.60217 | 1.58308 | 0.00000 | -153.85 | 12474.10 |
7 | 2010.01.08 10:10 | close | 3 | 1.60 | 1.60228 | 1.58284 | 0.00000 | -88.80 | 12385.30 |
8 | 2010.01.08 10:15 | close | 4 | 1.50 | 1.60283 | 1.58224 | 0.00000 | 89.25 | 12474.55 |
9 | 2010.01.08 10:20 | sell | 5 | 1.70 | 1.60338 | 1.62338 | 0.00000 | ||
10 | 2010.01.08 10:50 | sell | 6 | 1.60 | 1.60378 | 1.62378 | 0.00000 | ||
11 | 2010.01.08 14:40 | sell | 7 | 1.50 | 1.60533 | 1.62533 | 0.00000 | ||
12 | 2010.01.13 08:50 | s/l | 5 | 1.70 | 1.62338 | 1.62338 | 0.00000 | -3412.75 | 9061.80 |
13 | 2010.01.13 08:50 | sell | 8 | 0.30 | 1.62325 | 1.64325 | 0.00000 | ||
14 | 2010.01.13 10:15 | s/l | 6 | 1.60 | 1.62378 | 1.62378 | 0.00000 | -3212.00 | 5849.80 |
15 | 2010.01.13 10:15 | sell | 9 | 0.30 | 1.62411 | 1.64411 | 0.00000 | ||
16 | 2010.01.13 10:20 | s/l | 7 | 1.50 | 1.62533 | 1.62533 | 0.00000 | -3011.25 | 2838.55 |
17 | 2010.01.13 10:20 | sell | 10 | 0.30 | 1.62543 | 1.64543 | 0.00000 | ||
18 | 2010.01.15 16:50 | close | 8 | 0.30 | 1.62507 | 1.64325 | 0.00000 | -57.60 | 2780.95 |
19 | 2010.01.15 17:20 | close | 9 | 0.30 | 1.62490 | 1.64411 | 0.00000 | -26.70 | 2754.25 |
20 | 2010.01.15 17:26 | close | 10 | 0.30 | 1.62334 | 1.64543 | 0.00000 | 59.70 | 2813.95 |
21 | 2010.01.15 17:30 | buy | 11 | 0.30 | 1.62330 | 1.60330 | 0.00000 | ||
22 | 2010.01.15 17:32 | buy | 12 | 0.30 | 1.62149 | 1.60149 | 0.00000 | ||
23 | 2010.01.15 17:37 | buy | 13 | 0.30 | 1.62118 | 1.60118 | 0.00000 | ||
24 | 2010.01.18 11:10 | close | 11 | 0.30 | 1.63571 | 1.60330 | 0.00000 | 372.33 | 3186.28 |
25 | 2010.01.18 11:15 | close | 12 | 0.30 | 1.63681 | 1.60149 | 0.00000 | 459.63 | 3645.91 |
26 | 2010.01.18 11:20 | close | 13 | 0.30 | 1.63790 | 1.60118 | 0.00000 | 501.63 | 4147.54 |
27 | 2010.01.19 01:40 | sell | 14 | 0.50 | 1.63882 | 1.65882 | 0.00000 | ||
28 | 2010.01.19 01:45 | sell | 15 | 0.50 | 1.64010 | 1.66010 | 0.00000 | ||
29 | 2010.01.19 01:50 | sell | 16 | 0.50 | 1.64138 | 1.66138 | 0.00000 | ||
30 | 2010.01.20 03:20 | close | 14 | 0.50 | 1.63090 | 1.65882 | 0.00000 | 394.75 | 4542.29 |
31 | 2010.01.20 05:15 | close | 15 | 0.50 | 1.63057 | 1.66010 | 0.00000 | 475.25 | 5017.54 |
32 | 2010.01.20 05:20 | close | 16 | 0.50 | 1.62973 | 1.66138 | 0.00000 | 581.25 | 5598.79 |
33 | 2010.01.20 06:45 | buy | 17 | 0.70 | 1.62913 | 1.60913 | 0.00000 | ||
34 | 2010.01.20 06:50 | buy | 18 | 0.70 | 1.62823 | 1.60823 | 0.00000 | ||
35 | 2010.01.20 08:40 | buy | 19 | 0.70 | 1.62789 | 1.60789 | 0.00000 | ||
36 | 2010.01.22 15:20 | s/l | 17 | 0.70 | 1.60913 | 1.60913 | 0.00000 | -1399.72 | 4199.07 |
37 | 2010.01.22 15:20 | buy | 20 | 0.10 | 1.60923 | 1.58923 | 0.00000 | ||
38 | 2010.01.22 16:02 | s/l | 18 | 0.70 | 1.60823 | 1.60823 | 0.00000 | -1399.72 | 2799.35 |
39 | 2010.01.22 16:02 | buy | 21 | 0.10 | 1.60813 | 1.58813 | 0.00000 | ||
40 | 2010.01.22 16:07 | s/l | 19 | 0.70 | 1.60789 | 1.60789 | 0.00000 | -1399.72 | 1399.63 |
41 | 2010.01.22 16:07 | buy | 22 | 0.10 | 1.60786 | 1.58786 | 0.00000 | ||
42 | 2010.01.25 19:50 | close | 20 | 0.10 | 1.62485 | 1.58923 | 0.00000 | 156.21 | 1555.84 |
43 | 2010.01.25 20:32 | close | 21 | 0.10 | 1.62575 | 1.58813 | 0.00000 | 176.21 | 1732.05 |
44 | 2010.01.25 20:37 | close | 22 | 0.10 | 1.62600 | 1.58786 | 0.00000 | 181.41 | 1913.46 |
45 | 2010.01.26 00:40 | sell | 23 | 0.20 | 1.62611 | 1.64611 | 0.00000 | ||
46 | 2010.01.26 01:20 | sell | 24 | 0.20 | 1.62655 | 1.64655 | 0.00000 | ||
47 | 2010.01.26 02:20 | sell | 25 | 0.20 | 1.62670 | 1.64670 | 0.00000 | ||
48 | 2010.01.26 12:20 | close | 23 | 0.20 | 1.61035 | 1.64611 | 0.00000 | 315.20 | 2228.66 |
49 | 2010.01.26 15:02 | close | 24 | 0.20 | 1.60975 | 1.64655 | 0.00000 | 336.00 | 2564.66 |
50 | 2010.01.26 15:07 | close | 25 | 0.20 | 1.60946 | 1.64670 | 0.00000 | 344.80 | 2909.46 |
51 | 2010.01.28 08:45 | sell | 26 | 0.40 | 1.62442 | 1.64442 | 0.00000 | ||
52 | 2010.01.28 08:50 | sell | 27 | 0.30 | 1.62550 | 1.64550 | 0.00000 | ||
53 | 2010.01.28 09:10 | sell | 28 | 0.30 | 1.62589 | 1.64589 | 0.00000 | ||
54 | 2010.01.28 16:20 | close | 26 | 0.40 | 1.61345 | 1.64442 | 0.00000 | 438.80 | 3348.26 |
55 | 2010.01.28 16:50 | close | 27 | 0.30 | 1.61230 | 1.64550 | 0.00000 | 396.00 | 3744.26 |
56 | 2010.01.28 20:15 | close | 28 | 0.30 | 1.61213 | 1.64589 | 0.00000 | 412.80 | 4157.06 |
57 | 2010.01.28 20:20 | buy | 29 | 0.50 | 1.61142 | 1.59142 | 0.00000 | ||
58 | 2010.01.29 01:20 | buy | 30 | 0.50 | 1.61135 | 1.59135 | 0.00000 | ||
59 | 2010.01.29 01:32 | buy | 31 | 0.50 | 1.61132 | 1.59132 | 0.00000 | ||
60 | 2010.02.01 09:50 | s/l | 29 | 0.50 | 1.59142 | 1.59142 | 0.00000 | -999.90 | 3157.16 |
61 | 2010.02.01 09:50 | s/l | 30 | 0.50 | 1.59135 | 1.59135 | 0.00000 | -999.95 | 2157.21 |
62 | 2010.02.01 09:50 | s/l | 31 | 0.50 | 1.59132 | 1.59132 | 0.00000 | -999.95 | 1157.26 |
63 | 2010.02.01 09:50 | buy | 32 | 0.10 | 1.59075 | 1.57075 | 0.00000 | ||
64 | 2010.02.01 10:07 | buy | 33 | 0.10 | 1.59070 | 1.57070 | 0.00000 | ||
65 | 2010.02.01 10:50 | buy | 34 | 0.10 | 1.58993 | 1.56993 | 0.00000 | ||
66 | 2010.02.02 16:45 | close | 32 | 0.10 | 1.59773 | 1.57075 | 0.00000 | 69.81 | 1227.07 |
67 | 2010.02.02 16:50 | close | 33 | 0.10 | 1.59848 | 1.57070 | 0.00000 | 77.81 | 1304.88 |
68 | 2010.02.02 18:15 | close | 34 | 0.10 | 1.59858 | 1.56993 | 0.00000 | 86.51 | 1391.39 |
69 | 2010.02.02 18:20 | sell | 35 | 0.10 | 1.59950 | 1.61950 | 0.00000 | ||
70 | 2010.02.02 18:37 | sell | 36 | 0.10 | 1.59955 | 1.61955 | 0.00000 | ||
71 | 2010.02.03 01:20 | sell | 37 | 0.10 | 1.59961 | 1.61961 | 0.00000 | ||
72 | 2010.02.03 17:50 | close | 35 | 0.10 | 1.59091 | 1.61950 | 0.00000 | 85.65 | 1477.04 |
73 | 2010.02.03 19:50 | close | 36 | 0.10 | 1.59068 | 1.61955 | 0.00000 | 88.45 | 1565.49 |
74 | 2010.02.03 20:10 | close | 37 | 0.10 | 1.59032 | 1.61961 | 0.00000 | 92.90 | 1658.39 |
75 | 2010.02.03 20:15 | buy | 38 | 0.20 | 1.58963 | 1.56963 | 0.00000 | ||
76 | 2010.02.03 20:20 | buy | 39 | 0.20 | 1.58872 | 1.56872 | 0.00000 | ||
77 | 2010.02.03 22:45 | buy | 40 | 0.20 | 1.58871 | 1.56871 | 0.00000 | ||
78 | 2010.02.05 08:45 | s/l | 38 | 0.20 | 1.56963 | 1.56963 | 0.00000 | -399.92 | 1258.47 |
79 | 2010.02.05 08:45 | buy | 41 | 0.10 | 1.56946 | 1.54946 | 0.00000 | ||
80 | 2010.02.05 08:50 | s/l | 39 | 0.20 | 1.56872 | 1.56872 | 0.00000 | -399.92 | 858.55 |
81 | 2010.02.05 08:50 | s/l | 40 | 0.20 | 1.56871 | 1.56871 | 0.00000 | -399.92 | 458.63 |
82 | 2010.02.05 08:50 | buy | 42 | 0.10 | 1.56681 | 1.54681 | 0.00000 | ||
83 | 2010.02.05 09:15 | buy | 43 | 0.10 | 1.56677 | 1.54677 | 0.00000 | ||
84 | 2010.02.09 17:50 | close | 41 | 0.10 | 1.56825 | 1.54946 | 0.00000 | -12.08 | 446.55 |
85 | 2010.02.09 18:05 | close | 42 | 0.10 | 1.56875 | 1.54681 | 0.00000 | 19.42 | 465.97 |
86 | 2010.02.09 18:10 | close | 43 | 0.10 | 1.57076 | 1.54677 | 0.00000 | 39.92 | 505.89 |
87 | 2010.02.09 18:15 | sell | 44 | 0.10 | 1.57278 | 1.59278 | 0.00000 | ||
88 | 2010.02.09 18:20 | sell | 45 | 0.10 | 1.57479 | 1.59479 | 0.00000 | ||
89 | 2010.02.10 11:15 | sell | 46 | 0.10 | 1.57539 | 1.59539 | 0.00000 | ||
90 | 2010.02.11 09:50 | close | 44 | 0.10 | 1.55720 | 1.59278 | 0.00000 | 154.80 | 660.69 |
91 | 2010.02.11 10:15 | close | 45 | 0.10 | 1.55686 | 1.59479 | 0.00000 | 178.30 | 838.99 |
92 | 2010.02.11 10:20 | close | 46 | 0.10 | 1.55613 | 1.59539 | 0.00000 | 191.85 | 1030.84 |
93 | 2010.02.11 18:02 | sell | 47 | 0.10 | 1.56730 | 1.58730 | 0.00000 | ||
94 | 2010.02.11 18:05 | sell | 48 | 0.10 | 1.56754 | 1.58754 | 0.00000 | ||
95 | 2010.02.11 18:10 | sell | 49 | 0.10 | 1.56824 | 1.58824 | 0.00000 | ||
96 | 2010.02.16 15:15 | close | 47 | 0.10 | 1.56476 | 1.58730 | 0.00000 | 24.65 | 1055.49 |
97 | 2010.02.16 15:20 | close | 48 | 0.10 | 1.56288 | 1.58754 | 0.00000 | 45.85 | 1101.34 |
98 | 2010.02.16 17:45 | sell | 50 | 0.10 | 1.57342 | 1.59342 | 0.00000 | ||
99 | 2010.02.16 17:50 | sell | 51 | 0.10 | 1.57471 | 1.59471 | 0.00000 | ||
100 | 2010.02.18 01:20 | close | 49 | 0.10 | 1.56624 | 1.58824 | 0.00000 | 18.25 | 1119.59 |
101 | 2010.02.18 01:45 | close | 50 | 0.10 | 1.56578 | 1.59342 | 0.00000 | 75.40 | 1194.99 |
102 | 2010.02.18 01:50 | close | 51 | 0.10 | 1.56478 | 1.59471 | 0.00000 | 98.30 | 1293.29 |
103 | 2010.02.18 02:50 | buy | 52 | 0.10 | 1.56418 | 1.54418 | 0.00000 | ||
104 | 2010.02.18 08:16 | buy | 53 | 0.10 | 1.56268 | 1.54268 | 0.00000 | ||
105 | 2010.02.18 08:50 | buy | 54 | 0.10 | 1.56192 | 1.54192 | 0.00000 | ||
106 | 2010.02.19 00:45 | s/l | 52 | 0.10 | 1.54418 | 1.54418 | 0.00000 | -199.99 | 1093.30 |
107 | 2010.02.19 00:45 | buy | 55 | 0.10 | 1.54395 | 1.52395 | 0.00000 | ||
108 | 2010.02.19 00:50 | s/l | 53 | 0.10 | 1.54268 | 1.54268 | 0.00000 | -199.99 | 893.31 |
109 | 2010.02.19 00:50 | s/l | 54 | 0.10 | 1.54192 | 1.54192 | 0.00000 | -199.99 | 693.32 |
110 | 2010.02.19 00:50 | buy | 56 | 0.10 | 1.54074 | 1.52074 | 0.00000 | ||
111 | 2010.02.19 06:50 | buy | 57 | 0.10 | 1.54049 | 1.52049 | 0.00000 | ||
112 | 2010.02.22 09:32 | close | 55 | 0.10 | 1.54993 | 1.52395 | 0.00000 | 59.81 | 753.13 |
113 | 2010.02.22 09:37 | close | 56 | 0.10 | 1.55037 | 1.52074 | 0.00000 | 96.31 | 849.44 |
114 | 2010.02.22 15:32 | close | 57 | 0.10 | 1.55054 | 1.52049 | 0.00000 | 100.51 | 949.95 |
115 | 2010.02.22 15:37 | sell | 58 | 0.10 | 1.55085 | 1.57085 | 0.00000 | ||
116 | 2010.02.22 16:20 | sell | 59 | 0.10 | 1.55206 | 1.57206 | 0.00000 | ||
117 | 2010.02.23 05:20 | sell | 60 | 0.10 | 1.55221 | 1.57221 | 0.00000 | ||
118 | 2010.02.23 10:45 | close | 58 | 0.10 | 1.54473 | 1.57085 | 0.00000 | 60.95 | 1010.90 |
119 | 2010.02.23 10:50 | close | 59 | 0.10 | 1.54340 | 1.57206 | 0.00000 | 86.35 | 1097.25 |
120 | 2010.02.23 11:00 | close | 60 | 0.10 | 1.54331 | 1.57221 | 0.00000 | 89.00 | 1186.25 |
121 | 2010.02.23 11:10 | buy | 61 | 0.10 | 1.54280 | 1.52280 | 0.00000 | ||
122 | 2010.02.23 11:15 | buy | 62 | 0.10 | 1.54180 | 1.52180 | 0.00000 | ||
123 | 2010.02.23 11:20 | buy | 63 | 0.10 | 1.54046 | 1.52046 | 0.00000 | ||
124 | 2010.02.25 17:20 | s/l | 61 | 0.10 | 1.52280 | 1.52280 | 0.00000 | -199.96 | 986.29 |
125 | 2010.02.25 17:20 | s/l | 62 | 0.10 | 1.52180 | 1.52180 | 0.00000 | -199.96 | 786.33 |
126 | 2010.02.25 17:20 | buy | 64 | 0.10 | 1.52182 | 1.50182 | 0.00000 | ||
127 | 2010.02.25 17:35 | buy | 65 | 0.10 | 1.52167 | 1.50167 | 0.00000 | ||
128 | 2010.02.25 17:45 | s/l | 63 | 0.10 | 1.52046 | 1.52046 | 0.00000 | -199.96 | 586.37 |
129 | 2010.02.25 17:45 | buy | 66 | 0.10 | 1.52023 | 1.50023 | 0.00000 | ||
130 | 2010.02.26 22:56 | close at stop | 66 | 0.10 | 1.52354 | 1.50023 | 0.00000 | 33.11 | 619.48 |
131 | 2010.02.26 22:56 | close at stop | 65 | 0.10 | 1.52354 | 1.50167 | 0.00000 | 18.71 | 638.19 |
132 | 2010.02.26 22:56 | close at stop | 64 | 0.10 | 1.52354 | 1.50182 | 0.00000 | 17.21 | 655.40 |