Strategy Tester Report
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=1; TakeProfit=999; Stoploss=0; TrailingStop=10; Slippage=5; StopYear=2005; MM=0; Leverage=1; AcctSize=10000; WilliamsP=24; WilliamsL=-75; WilliamsH=-25; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -29.10 | Gross profit | 5328.60 | Gross loss | -5357.70 |
Profit factor | 0.99 | Expected payoff | -1.27 | ||
Absolute drawdown | 2250.10 | Maximal drawdown | 3993.60 (34.01%) | Relative drawdown | 34.01% (3993.60) |
Total trades | 23 | Short positions (won %) | 17 (17.65%) | Long positions (won %) | 6 (16.67%) |
Profit trades (% of total) | 4 (17.39%) | Loss trades (% of total) | 19 (82.61%) | ||
Largest | profit trade | 1830.50 | loss trade | -406.00 | |
Average | profit trade | 1332.15 | loss trade | -281.98 | |
Maximum | consecutive wins (profit in money) | 1 (1830.50) | consecutive losses (loss in money) | 13 (-3647.50) | |
Maximal | consecutive profit (count of wins) | 1830.50 (1) | consecutive loss (count of losses) | -3647.50 (13) | |
Average | consecutive wins | 1 | consecutive losses | 5 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.01.04 01:02 | sell stop | 1 | 1.00 | 1.61193 | 1.61520 | 1.60194 | ||
2 | 2010.01.04 01:20 | sell | 1 | 1.00 | 1.61193 | 1.61520 | 1.60194 | ||
3 | 2010.01.04 09:20 | s/l | 1 | 1.00 | 1.61520 | 1.61520 | 1.60194 | -327.00 | 9673.00 |
4 | 2010.01.04 10:02 | sell stop | 2 | 1.00 | 1.60905 | 1.61579 | 1.59906 | ||
5 | 2010.01.04 11:02 | modify | 2 | 1.00 | 1.61516 | 1.62125 | 1.59906 | ||
6 | 2010.01.04 12:03 | modify | 2 | 1.00 | 1.61667 | 1.62408 | 1.59906 | ||
7 | 2010.01.04 13:02 | modify | 2 | 1.00 | 1.61739 | 1.62269 | 1.59906 | ||
8 | 2010.01.04 13:20 | sell | 2 | 1.00 | 1.61739 | 1.62269 | 1.59906 | ||
9 | 2010.01.05 19:15 | t/p | 2 | 1.00 | 1.59906 | 1.62269 | 1.59906 | 1830.50 | 11503.50 |
10 | 2010.01.05 20:02 | sell stop | 3 | 1.00 | 1.59643 | 1.60037 | 1.58644 | ||
11 | 2010.01.05 21:02 | modify | 3 | 1.00 | 1.59731 | 1.60016 | 1.58644 | ||
12 | 2010.01.06 00:20 | sell | 3 | 1.00 | 1.59731 | 1.60016 | 1.58644 | ||
13 | 2010.01.06 02:20 | s/l | 3 | 1.00 | 1.60016 | 1.60016 | 1.58644 | -285.00 | 11218.50 |
14 | 2010.01.12 00:02 | sell stop | 4 | 1.00 | 1.60938 | 1.61192 | 1.59939 | ||
15 | 2010.01.12 01:02 | modify | 4 | 1.00 | 1.61029 | 1.61194 | 1.59939 | ||
16 | 2010.01.12 01:15 | sell | 4 | 1.00 | 1.61029 | 1.61194 | 1.59939 | ||
17 | 2010.01.12 07:16 | s/l | 4 | 1.00 | 1.61194 | 1.61194 | 1.59939 | -165.00 | 11053.50 |
18 | 2010.01.12 08:02 | sell stop | 5 | 1.00 | 1.60891 | 1.61274 | 1.59892 | ||
19 | 2010.01.12 08:20 | sell | 5 | 1.00 | 1.60891 | 1.61274 | 1.59892 | ||
20 | 2010.01.12 10:45 | s/l | 5 | 1.00 | 1.61274 | 1.61274 | 1.59892 | -383.00 | 10670.50 |
21 | 2010.01.12 11:02 | sell stop | 6 | 1.00 | 1.60831 | 1.61388 | 1.59832 | ||
22 | 2010.01.12 12:02 | modify | 6 | 1.00 | 1.61253 | 1.61633 | 1.59832 | ||
23 | 2010.01.12 12:15 | sell | 6 | 1.00 | 1.61253 | 1.61633 | 1.59832 | ||
24 | 2010.01.12 13:20 | s/l | 6 | 1.00 | 1.61633 | 1.61633 | 1.59832 | -380.00 | 10290.50 |
25 | 2010.01.12 14:02 | sell stop | 7 | 1.00 | 1.61308 | 1.61714 | 1.60309 | ||
26 | 2010.01.12 14:50 | sell | 7 | 1.00 | 1.61308 | 1.61714 | 1.60309 | ||
27 | 2010.01.12 16:20 | s/l | 7 | 1.00 | 1.61714 | 1.61714 | 1.60309 | -406.00 | 9884.50 |
28 | 2010.01.12 17:02 | sell stop | 8 | 1.00 | 1.61470 | 1.61938 | 1.60471 | ||
29 | 2010.01.12 18:02 | modify | 8 | 1.00 | 1.61683 | 1.61902 | 1.60471 | ||
30 | 2010.01.12 18:20 | sell | 8 | 1.00 | 1.61683 | 1.61902 | 1.60471 | ||
31 | 2010.01.13 05:20 | s/l | 8 | 1.00 | 1.61902 | 1.61902 | 1.60471 | -221.50 | 9663.00 |
32 | 2010.01.13 06:02 | sell stop | 9 | 1.00 | 1.61594 | 1.61919 | 1.60595 | ||
33 | 2010.01.13 11:02 | modify | 9 | 1.00 | 1.62057 | 1.62659 | 1.60595 | ||
34 | 2010.01.13 12:02 | modify | 9 | 1.00 | 1.62291 | 1.62485 | 1.60595 | ||
35 | 2010.01.13 13:02 | modify | 9 | 1.00 | 1.62335 | 1.62812 | 1.60595 | ||
36 | 2010.01.13 14:02 | modify | 9 | 1.00 | 1.62661 | 1.62937 | 1.60595 | ||
37 | 2010.01.13 15:02 | modify | 9 | 1.00 | 1.62717 | 1.62919 | 1.60595 | ||
38 | 2010.01.13 15:20 | sell | 9 | 1.00 | 1.62717 | 1.62919 | 1.60595 | ||
39 | 2010.01.13 17:50 | s/l | 9 | 1.00 | 1.62919 | 1.62919 | 1.60595 | -202.00 | 9461.00 |
40 | 2010.01.13 18:02 | sell stop | 10 | 1.00 | 1.62553 | 1.62865 | 1.61554 | ||
41 | 2010.01.13 19:02 | modify | 10 | 1.00 | 1.62724 | 1.63065 | 1.61554 | ||
42 | 2010.01.13 19:15 | sell | 10 | 1.00 | 1.62724 | 1.63065 | 1.61554 | ||
43 | 2010.01.14 01:50 | s/l | 10 | 1.00 | 1.63065 | 1.63065 | 1.61554 | -348.50 | 9112.50 |
44 | 2010.01.14 02:02 | sell stop | 11 | 1.00 | 1.62754 | 1.63081 | 1.61755 | ||
45 | 2010.01.14 03:02 | modify | 11 | 1.00 | 1.62833 | 1.63047 | 1.61755 | ||
46 | 2010.01.14 04:02 | modify | 11 | 1.00 | 1.62916 | 1.63053 | 1.61755 | ||
47 | 2010.01.14 04:40 | sell | 11 | 1.00 | 1.62916 | 1.63053 | 1.61755 | ||
48 | 2010.01.14 08:15 | s/l | 11 | 1.00 | 1.63053 | 1.63053 | 1.61755 | -137.00 | 8975.50 |
49 | 2010.01.14 10:02 | sell stop | 12 | 1.00 | 1.62651 | 1.62943 | 1.61652 | ||
50 | 2010.01.14 11:02 | modify | 12 | 1.00 | 1.62731 | 1.63124 | 1.61652 | ||
51 | 2010.01.14 11:20 | sell | 12 | 1.00 | 1.62731 | 1.63124 | 1.61652 | ||
52 | 2010.01.14 14:45 | s/l | 12 | 1.00 | 1.63124 | 1.63124 | 1.61652 | -393.00 | 8582.50 |
53 | 2010.01.14 15:02 | sell stop | 13 | 1.00 | 1.62518 | 1.63243 | 1.61519 | ||
54 | 2010.01.14 16:03 | modify | 13 | 1.00 | 1.62852 | 1.63236 | 1.61519 | ||
55 | 2010.01.14 19:02 | modify | 13 | 1.00 | 1.63119 | 1.63383 | 1.61519 | ||
56 | 2010.01.14 20:03 | modify | 13 | 1.00 | 1.63155 | 1.63470 | 1.61519 | ||
57 | 2010.01.14 21:02 | modify | 13 | 1.00 | 1.63219 | 1.63383 | 1.61519 | ||
58 | 2010.01.15 00:02 | modify | 13 | 1.00 | 1.63233 | 1.63393 | 1.61519 | ||
59 | 2010.01.15 01:02 | modify | 13 | 1.00 | 1.63317 | 1.63425 | 1.61519 | ||
60 | 2010.01.15 01:20 | sell | 13 | 1.00 | 1.63317 | 1.63425 | 1.61519 | ||
61 | 2010.01.15 04:37 | s/l | 13 | 1.00 | 1.63425 | 1.63425 | 1.61519 | -108.00 | 8474.50 |
62 | 2010.01.15 05:03 | sell stop | 14 | 1.00 | 1.63057 | 1.63379 | 1.62058 | ||
63 | 2010.01.15 06:02 | modify | 14 | 1.00 | 1.63162 | 1.63554 | 1.62058 | ||
64 | 2010.01.15 07:37 | sell | 14 | 1.00 | 1.63162 | 1.63554 | 1.62058 | ||
65 | 2010.01.18 09:50 | s/l | 14 | 1.00 | 1.63554 | 1.63554 | 1.62058 | -394.50 | 8080.00 |
66 | 2010.01.18 11:02 | buy stop | 15 | 1.00 | 1.63511 | 1.63287 | 1.64510 | ||
67 | 2010.01.18 11:05 | buy | 15 | 1.00 | 1.63511 | 1.63287 | 1.64510 | ||
68 | 2010.01.18 12:50 | s/l | 15 | 1.00 | 1.63287 | 1.63287 | 1.64510 | -224.00 | 7856.00 |
69 | 2010.01.18 13:02 | buy stop | 16 | 1.00 | 1.63566 | 1.63247 | 1.64565 | ||
70 | 2010.01.18 14:02 | modify | 16 | 1.00 | 1.63510 | 1.63327 | 1.64565 | ||
71 | 2010.01.18 15:02 | modify | 16 | 1.00 | 1.63424 | 1.63030 | 1.64565 | ||
72 | 2010.01.18 16:02 | modify | 16 | 1.00 | 1.63237 | 1.62999 | 1.64565 | ||
73 | 2010.01.18 16:10 | buy | 16 | 1.00 | 1.63237 | 1.62999 | 1.64565 | ||
74 | 2010.01.19 10:37 | t/p | 16 | 1.00 | 1.64565 | 1.62999 | 1.64565 | 1328.10 | 9184.10 |
75 | 2010.01.21 02:02 | buy stop | 17 | 1.00 | 1.63109 | 1.62816 | 1.64108 | ||
76 | 2010.01.21 02:37 | buy | 17 | 1.00 | 1.63109 | 1.62816 | 1.64108 | ||
77 | 2010.01.21 02:50 | s/l | 17 | 1.00 | 1.62816 | 1.62816 | 1.64108 | -293.00 | 8891.10 |
78 | 2010.01.21 03:02 | buy stop | 18 | 1.00 | 1.63055 | 1.62699 | 1.64054 | ||
79 | 2010.01.21 04:02 | modify | 18 | 1.00 | 1.62840 | 1.62470 | 1.64054 | ||
80 | 2010.01.21 05:02 | modify | 18 | 1.00 | 1.62719 | 1.62468 | 1.64054 | ||
81 | 2010.01.21 05:15 | buy | 18 | 1.00 | 1.62719 | 1.62468 | 1.64054 | ||
82 | 2010.01.21 08:45 | s/l | 18 | 1.00 | 1.62468 | 1.62468 | 1.64054 | -251.00 | 8640.10 |
83 | 2010.01.21 09:02 | buy stop | 19 | 1.00 | 1.62884 | 1.62274 | 1.63883 | ||
84 | 2010.01.21 10:02 | modify | 19 | 1.00 | 1.62393 | 1.61828 | 1.63883 | ||
85 | 2010.01.21 11:02 | modify | 19 | 1.00 | 1.61999 | 1.61438 | 1.63883 | ||
86 | 2010.01.21 12:02 | modify | 19 | 1.00 | 1.61704 | 1.61319 | 1.63883 | ||
87 | 2010.01.21 13:15 | buy | 19 | 1.00 | 1.61704 | 1.61319 | 1.63883 | ||
88 | 2010.01.22 13:40 | s/l | 19 | 1.00 | 1.61319 | 1.61319 | 1.63883 | -384.90 | 8255.20 |
89 | 2010.01.22 14:02 | buy stop | 20 | 1.00 | 1.61868 | 1.61027 | 1.62867 | ||
90 | 2010.01.22 15:02 | modify | 20 | 1.00 | 1.61336 | 1.61008 | 1.62867 | ||
91 | 2010.01.22 16:02 | modify | 20 | 1.00 | 1.61160 | 1.60853 | 1.62867 | ||
92 | 2010.01.22 16:45 | buy | 20 | 1.00 | 1.61160 | 1.60853 | 1.62867 | ||
93 | 2010.01.29 14:45 | s/l | 20 | 1.00 | 1.60853 | 1.60853 | 1.62867 | -306.30 | 7948.90 |
94 | 2010.01.29 15:02 | sell stop | 21 | 1.00 | 1.60529 | 1.61206 | 1.59530 | ||
95 | 2010.01.29 15:10 | sell | 21 | 1.00 | 1.60529 | 1.61206 | 1.59530 | ||
96 | 2010.02.01 00:00 | t/p | 21 | 1.00 | 1.59530 | 1.61206 | 1.59530 | 996.50 | 8945.40 |
97 | 2010.02.17 01:03 | sell stop | 22 | 1.00 | 1.57747 | 1.57887 | 1.56748 | ||
98 | 2010.02.17 02:02 | modify | 22 | 1.00 | 1.57766 | 1.57914 | 1.56748 | ||
99 | 2010.02.17 02:15 | sell | 22 | 1.00 | 1.57766 | 1.57914 | 1.56748 | ||
100 | 2010.02.17 08:45 | s/l | 22 | 1.00 | 1.57914 | 1.57914 | 1.56748 | -148.00 | 8797.40 |
101 | 2010.02.17 09:02 | sell stop | 23 | 1.00 | 1.57597 | 1.58079 | 1.56598 | ||
102 | 2010.02.17 10:02 | modify | 23 | 1.00 | 1.57779 | 1.58159 | 1.56598 | ||
103 | 2010.02.17 10:05 | sell | 23 | 1.00 | 1.57779 | 1.58159 | 1.56598 | ||
104 | 2010.02.18 01:50 | t/p | 23 | 1.00 | 1.56598 | 1.58159 | 1.56598 | 1173.50 | 9970.90 |