Strategy Tester Report
TrendCapture
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=180; StopLoss=50; MaximumRisk=0.03; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -621.00 | Gross profit | 378.00 | Gross loss | -999.00 |
Profit factor | 0.38 | Expected payoff | -11.50 | ||
Absolute drawdown | 621.00 | Maximal drawdown | 650.10 (6.48%) | Relative drawdown | 6.48% (650.10) |
Total trades | 54 | Short positions (won %) | 25 (12.00%) | Long positions (won %) | 29 (20.69%) |
Profit trades (% of total) | 9 (16.67%) | Loss trades (% of total) | 45 (83.33%) | ||
Largest | profit trade | 54.00 | loss trade | -22.20 | |
Average | profit trade | 42.00 | loss trade | -22.20 | |
Maximum | consecutive wins (profit in money) | 1 (54.00) | consecutive losses (loss in money) | 8 (-177.60) | |
Maximal | consecutive profit (count of wins) | 54.00 (1) | consecutive loss (count of losses) | -177.60 (8) | |
Average | consecutive wins | 1 | consecutive losses | 5 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.06 22:00 | buy | 1 | 0.30 | 1.60222 | 1.60148 | 1.60402 | ||
2 | 2010.01.06 22:40 | s/l | 1 | 0.30 | 1.60148 | 1.60148 | 1.60402 | -22.20 | 9977.80 |
3 | 2010.01.07 07:00 | sell | 2 | 0.30 | 1.59735 | 1.59809 | 1.59555 | ||
4 | 2010.01.07 07:32 | s/l | 2 | 0.30 | 1.59809 | 1.59809 | 1.59555 | -22.20 | 9955.60 |
5 | 2010.01.07 23:00 | buy | 3 | 0.30 | 1.59316 | 1.59242 | 1.59496 | ||
6 | 2010.01.07 23:45 | s/l | 3 | 0.30 | 1.59242 | 1.59242 | 1.59496 | -22.20 | 9933.40 |
7 | 2010.01.08 17:00 | sell | 4 | 0.30 | 1.59612 | 1.59686 | 1.59432 | ||
8 | 2010.01.08 17:10 | s/l | 4 | 0.30 | 1.59686 | 1.59686 | 1.59432 | -22.20 | 9911.20 |
9 | 2010.01.11 08:00 | buy | 5 | 0.30 | 1.60749 | 1.60675 | 1.60929 | ||
10 | 2010.01.11 08:10 | t/p | 5 | 0.30 | 1.60929 | 1.60675 | 1.60929 | 54.00 | 9965.20 |
11 | 2010.01.11 18:00 | buy | 6 | 0.30 | 1.61453 | 1.61379 | 1.61633 | ||
12 | 2010.01.11 18:20 | s/l | 6 | 0.30 | 1.61379 | 1.61379 | 1.61633 | -22.20 | 9943.00 |
13 | 2010.01.11 19:00 | sell | 7 | 0.30 | 1.61159 | 1.61233 | 1.60979 | ||
14 | 2010.01.11 19:02 | s/l | 7 | 0.30 | 1.61233 | 1.61233 | 1.60979 | -22.20 | 9920.80 |
15 | 2010.01.12 20:00 | buy | 8 | 0.30 | 1.61720 | 1.61646 | 1.61900 | ||
16 | 2010.01.12 20:07 | s/l | 8 | 0.30 | 1.61646 | 1.61646 | 1.61900 | -22.20 | 9898.60 |
17 | 2010.01.13 02:00 | sell | 9 | 0.30 | 1.61501 | 1.61575 | 1.61321 | ||
18 | 2010.01.13 02:50 | s/l | 9 | 0.30 | 1.61575 | 1.61575 | 1.61321 | -22.20 | 9876.40 |
19 | 2010.01.13 06:00 | buy | 10 | 0.30 | 1.61891 | 1.61817 | 1.62071 | ||
20 | 2010.01.13 06:02 | s/l | 10 | 0.30 | 1.61817 | 1.61817 | 1.62071 | -22.20 | 9854.20 |
21 | 2010.01.14 10:00 | sell | 11 | 0.30 | 1.62915 | 1.62989 | 1.62735 | ||
22 | 2010.01.14 10:10 | s/l | 11 | 0.30 | 1.62989 | 1.62989 | 1.62735 | -22.20 | 9832.00 |
23 | 2010.01.14 11:00 | buy | 12 | 0.30 | 1.62833 | 1.62759 | 1.63013 | ||
24 | 2010.01.14 11:20 | s/l | 12 | 0.30 | 1.62759 | 1.62759 | 1.63013 | -22.20 | 9809.80 |
25 | 2010.01.14 13:00 | sell | 13 | 0.30 | 1.62695 | 1.62769 | 1.62515 | ||
26 | 2010.01.14 14:00 | modify | 13 | 0.30 | 1.62695 | 1.62695 | 1.62515 | ||
27 | 2010.01.14 14:15 | s/l | 13 | 0.30 | 1.62695 | 1.62695 | 1.62515 | 0.00 | 9809.80 |
28 | 2010.01.14 15:00 | buy | 14 | 0.30 | 1.63133 | 1.63059 | 1.63313 | ||
29 | 2010.01.14 15:15 | s/l | 14 | 0.30 | 1.63059 | 1.63059 | 1.63313 | -22.20 | 9787.60 |
30 | 2010.01.15 05:00 | sell | 15 | 0.30 | 1.63231 | 1.63305 | 1.63051 | ||
31 | 2010.01.15 05:20 | s/l | 15 | 0.30 | 1.63305 | 1.63305 | 1.63051 | -22.20 | 9765.40 |
32 | 2010.01.15 08:00 | buy | 16 | 0.30 | 1.63463 | 1.63389 | 1.63643 | ||
33 | 2010.01.15 08:05 | s/l | 16 | 0.30 | 1.63389 | 1.63389 | 1.63643 | -22.20 | 9743.20 |
34 | 2010.01.18 03:00 | sell | 17 | 0.30 | 1.62705 | 1.62779 | 1.62525 | ||
35 | 2010.01.18 03:10 | s/l | 17 | 0.30 | 1.62779 | 1.62779 | 1.62525 | -22.20 | 9721.00 |
36 | 2010.01.18 20:00 | buy | 18 | 0.30 | 1.63334 | 1.63260 | 1.63514 | ||
37 | 2010.01.18 20:20 | s/l | 18 | 0.30 | 1.63260 | 1.63260 | 1.63514 | -22.20 | 9698.80 |
38 | 2010.01.18 23:00 | sell | 19 | 0.30 | 1.63369 | 1.63443 | 1.63189 | ||
39 | 2010.01.18 23:15 | s/l | 19 | 0.30 | 1.63443 | 1.63443 | 1.63189 | -22.20 | 9676.60 |
40 | 2010.01.20 19:00 | buy | 20 | 0.30 | 1.62798 | 1.62724 | 1.62978 | ||
41 | 2010.01.20 19:10 | s/l | 20 | 0.30 | 1.62724 | 1.62724 | 1.62978 | -22.20 | 9654.40 |
42 | 2010.01.21 09:00 | sell | 21 | 0.30 | 1.62300 | 1.62374 | 1.62120 | ||
43 | 2010.01.21 09:02 | s/l | 21 | 0.30 | 1.62374 | 1.62374 | 1.62120 | -22.20 | 9632.20 |
44 | 2010.01.21 18:00 | buy | 22 | 0.30 | 1.62135 | 1.62061 | 1.62315 | ||
45 | 2010.01.21 18:07 | t/p | 22 | 0.30 | 1.62315 | 1.62061 | 1.62315 | 54.00 | 9686.20 |
46 | 2010.01.21 19:00 | buy | 23 | 0.30 | 1.62120 | 1.62046 | 1.62300 | ||
47 | 2010.01.21 19:02 | s/l | 23 | 0.30 | 1.62046 | 1.62046 | 1.62300 | -22.20 | 9664.00 |
48 | 2010.01.25 01:00 | sell | 24 | 0.30 | 1.61139 | 1.61213 | 1.60959 | ||
49 | 2010.01.25 01:32 | s/l | 24 | 0.30 | 1.61213 | 1.61213 | 1.60959 | -22.20 | 9641.80 |
50 | 2010.01.25 07:00 | buy | 25 | 0.30 | 1.61127 | 1.61053 | 1.61307 | ||
51 | 2010.01.25 07:10 | t/p | 25 | 0.30 | 1.61307 | 1.61053 | 1.61307 | 54.00 | 9695.80 |
52 | 2010.01.25 08:00 | buy | 26 | 0.30 | 1.61323 | 1.61249 | 1.61503 | ||
53 | 2010.01.25 08:32 | s/l | 26 | 0.30 | 1.61249 | 1.61249 | 1.61503 | -22.20 | 9673.60 |
54 | 2010.01.26 17:00 | sell | 27 | 0.30 | 1.61459 | 1.61533 | 1.61279 | ||
55 | 2010.01.26 17:05 | s/l | 27 | 0.30 | 1.61533 | 1.61533 | 1.61279 | -22.20 | 9651.40 |
56 | 2010.01.27 02:00 | buy | 28 | 0.30 | 1.61324 | 1.61250 | 1.61504 | ||
57 | 2010.01.27 02:07 | s/l | 28 | 0.30 | 1.61250 | 1.61250 | 1.61504 | -22.20 | 9629.20 |
58 | 2010.01.27 19:00 | sell | 29 | 0.30 | 1.61809 | 1.61883 | 1.61629 | ||
59 | 2010.01.27 19:02 | s/l | 29 | 0.30 | 1.61883 | 1.61883 | 1.61629 | -22.20 | 9607.00 |
60 | 2010.01.28 06:00 | buy | 30 | 0.30 | 1.61894 | 1.61820 | 1.62074 | ||
61 | 2010.01.28 06:40 | s/l | 30 | 0.30 | 1.61820 | 1.61820 | 1.62074 | -22.20 | 9584.80 |
62 | 2010.01.29 11:00 | sell | 31 | 0.30 | 1.61477 | 1.61551 | 1.61297 | ||
63 | 2010.01.29 11:07 | s/l | 31 | 0.30 | 1.61551 | 1.61551 | 1.61297 | -22.20 | 9562.60 |
64 | 2010.02.02 16:00 | buy | 32 | 0.30 | 1.59531 | 1.59457 | 1.59711 | ||
65 | 2010.02.02 16:02 | s/l | 32 | 0.30 | 1.59457 | 1.59457 | 1.59711 | -22.20 | 9540.40 |
66 | 2010.02.09 06:00 | sell | 33 | 0.30 | 1.56164 | 1.56238 | 1.55984 | ||
67 | 2010.02.09 06:20 | s/l | 33 | 0.30 | 1.56238 | 1.56238 | 1.55984 | -22.20 | 9518.20 |
68 | 2010.02.09 10:00 | buy | 34 | 0.30 | 1.55893 | 1.55819 | 1.56073 | ||
69 | 2010.02.09 10:20 | t/p | 34 | 0.30 | 1.56073 | 1.55819 | 1.56073 | 54.00 | 9572.20 |
70 | 2010.02.09 11:00 | buy | 35 | 0.30 | 1.55874 | 1.55800 | 1.56054 | ||
71 | 2010.02.09 11:15 | s/l | 35 | 0.30 | 1.55800 | 1.55800 | 1.56054 | -22.20 | 9550.00 |
72 | 2010.02.09 12:00 | sell | 36 | 0.30 | 1.55748 | 1.55822 | 1.55568 | ||
73 | 2010.02.09 12:15 | s/l | 36 | 0.30 | 1.55822 | 1.55822 | 1.55568 | -22.20 | 9527.80 |
74 | 2010.02.09 16:00 | buy | 37 | 0.30 | 1.56280 | 1.56206 | 1.56460 | ||
75 | 2010.02.09 16:02 | s/l | 37 | 0.30 | 1.56206 | 1.56206 | 1.56460 | -22.20 | 9505.60 |
76 | 2010.02.10 05:00 | sell | 38 | 0.30 | 1.56738 | 1.56812 | 1.56558 | ||
77 | 2010.02.10 05:02 | s/l | 38 | 0.30 | 1.56812 | 1.56812 | 1.56558 | -22.20 | 9483.40 |
78 | 2010.02.10 11:00 | buy | 39 | 0.30 | 1.57293 | 1.57219 | 1.57473 | ||
79 | 2010.02.10 11:15 | t/p | 39 | 0.30 | 1.57473 | 1.57219 | 1.57473 | 54.00 | 9537.40 |
80 | 2010.02.10 12:00 | buy | 40 | 0.30 | 1.56872 | 1.56798 | 1.57052 | ||
81 | 2010.02.10 12:03 | s/l | 40 | 0.30 | 1.56798 | 1.56798 | 1.57052 | -22.20 | 9515.20 |
82 | 2010.02.10 13:00 | sell | 41 | 0.30 | 1.56572 | 1.56646 | 1.56392 | ||
83 | 2010.02.10 13:15 | t/p | 41 | 0.30 | 1.56392 | 1.56646 | 1.56392 | 54.00 | 9569.20 |
84 | 2010.02.10 14:00 | sell | 42 | 0.30 | 1.56204 | 1.56278 | 1.56024 | ||
85 | 2010.02.10 14:15 | s/l | 42 | 0.30 | 1.56278 | 1.56278 | 1.56024 | -22.20 | 9547.00 |
86 | 2010.02.11 15:00 | buy | 43 | 0.30 | 1.56108 | 1.56034 | 1.56288 | ||
87 | 2010.02.11 15:15 | s/l | 43 | 0.30 | 1.56034 | 1.56034 | 1.56288 | -22.20 | 9524.80 |
88 | 2010.02.12 15:00 | sell | 44 | 0.30 | 1.56291 | 1.56365 | 1.56111 | ||
89 | 2010.02.12 15:07 | s/l | 44 | 0.30 | 1.56365 | 1.56365 | 1.56111 | -22.20 | 9502.60 |
90 | 2010.02.12 19:00 | buy | 45 | 0.30 | 1.56726 | 1.56652 | 1.56906 | ||
91 | 2010.02.12 19:15 | s/l | 45 | 0.30 | 1.56652 | 1.56652 | 1.56906 | -22.20 | 9480.40 |
92 | 2010.02.15 10:00 | sell | 46 | 0.30 | 1.56738 | 1.56812 | 1.56558 | ||
93 | 2010.02.15 10:02 | s/l | 46 | 0.30 | 1.56812 | 1.56812 | 1.56558 | -22.20 | 9458.20 |
94 | 2010.02.15 13:00 | buy | 47 | 0.30 | 1.57072 | 1.56998 | 1.57252 | ||
95 | 2010.02.15 13:20 | s/l | 47 | 0.30 | 1.56998 | 1.56998 | 1.57252 | -22.20 | 9436.00 |
96 | 2010.02.16 15:00 | sell | 48 | 0.30 | 1.56747 | 1.56821 | 1.56567 | ||
97 | 2010.02.16 15:15 | t/p | 48 | 0.30 | 1.56567 | 1.56821 | 1.56567 | 54.00 | 9490.00 |
98 | 2010.02.17 11:00 | sell | 49 | 0.30 | 1.57708 | 1.57782 | 1.57528 | ||
99 | 2010.02.17 11:02 | s/l | 49 | 0.30 | 1.57782 | 1.57782 | 1.57528 | -22.20 | 9467.80 |
100 | 2010.02.24 06:00 | buy | 50 | 0.30 | 1.54486 | 1.54412 | 1.54666 | ||
101 | 2010.02.24 07:00 | modify | 50 | 0.30 | 1.54486 | 1.54486 | 1.54666 | ||
102 | 2010.02.24 07:40 | s/l | 50 | 0.30 | 1.54486 | 1.54486 | 1.54666 | 0.00 | 9467.80 |
103 | 2010.02.24 15:00 | sell | 51 | 0.30 | 1.54131 | 1.54205 | 1.53951 | ||
104 | 2010.02.24 15:33 | s/l | 51 | 0.30 | 1.54205 | 1.54205 | 1.53951 | -22.20 | 9445.60 |
105 | 2010.02.26 12:00 | buy | 52 | 0.30 | 1.52589 | 1.52515 | 1.52769 | ||
106 | 2010.02.26 12:10 | s/l | 52 | 0.30 | 1.52515 | 1.52515 | 1.52769 | -22.20 | 9423.40 |
107 | 2010.02.26 13:00 | sell | 53 | 0.30 | 1.52219 | 1.52293 | 1.52039 | ||
108 | 2010.02.26 13:10 | s/l | 53 | 0.30 | 1.52293 | 1.52293 | 1.52039 | -22.20 | 9401.20 |
109 | 2010.02.26 21:00 | buy | 54 | 0.30 | 1.52501 | 1.52427 | 1.52681 | ||
110 | 2010.02.26 21:32 | s/l | 54 | 0.30 | 1.52427 | 1.52427 | 1.52681 | -22.20 | 9379.00 |