Strategy Tester Report
TYP1
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 | sNameExpert=""TYP1""; nAccount=0; dBuyStopLossPoint=40; dSellStopLossPoint=40; dBuyTakeProfitPoint=0; dSellTakeProfitPoint=0; dBuyTrailingStopPoint=55; dSellTrailingStopPoint=55; dLots=0.1; nSlippage=1; lFlagUseHourTrade=false; nFromHourTrade=0; nToHourTrade=23; lFlagUseSound=false; sSoundFileName=""alert.wav""; colorOpenBuy=Black; colorCloseBuy=Black; colorOpenSell=Black; colorCloseSell=Black; | ||||
Bars in test | 1953 | Ticks modelled | 24825 | Modelling quality | n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | -74.70 | Gross profit | 84.90 | Gross loss | -159.60 |
Profit factor | 0.53 | Expected payoff | -1.82 | ||
Absolute drawdown | 81.00 | Maximal drawdown | 85.10 (0.85%) | Relative drawdown | 0.85% (85.10) |
Total trades | 41 | Short positions (won %) | 17 (29.41%) | Long positions (won %) | 24 (33.33%) |
Profit trades (% of total) | 13 (31.71%) | Loss trades (% of total) | 28 (68.29%) | ||
Largest | profit trade | 29.30 | loss trade | -5.70 | |
Average | profit trade | 6.53 | loss trade | -5.70 | |
Maximum | consecutive wins (profit in money) | 2 (4.00) | consecutive losses (loss in money) | 7 (-39.90) | |
Maximal | consecutive profit (count of wins) | 29.30 (1) | consecutive loss (count of losses) | -39.90 (7) | |
Average | consecutive wins | 1 | consecutive losses | 3 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.02.19 19:45 | buy | 1 | 0.10 | 1.54697 | 1.54640 | 0.00000 | ||
2 | 2010.02.19 19:59 | s/l | 1 | 0.10 | 1.54640 | 1.54640 | 0.00000 | -5.70 | 9994.30 |
3 | 2010.02.19 19:59 | buy | 2 | 0.10 | 1.54581 | 1.54524 | 0.00000 | ||
4 | 2010.02.19 20:20 | modify | 2 | 0.10 | 1.54581 | 1.54599 | 0.00000 | ||
5 | 2010.02.19 20:32 | s/l | 2 | 0.10 | 1.54599 | 1.54599 | 0.00000 | 1.80 | 9996.10 |
6 | 2010.02.22 00:15 | sell | 3 | 0.10 | 1.54388 | 1.54445 | 0.00000 | ||
7 | 2010.02.22 00:20 | modify | 3 | 0.10 | 1.54388 | 1.54366 | 0.00000 | ||
8 | 2010.02.22 00:27 | s/l | 3 | 0.10 | 1.54366 | 1.54366 | 0.00000 | 2.20 | 9998.30 |
9 | 2010.02.22 08:15 | sell | 4 | 0.10 | 1.54708 | 1.54765 | 0.00000 | ||
10 | 2010.02.22 08:20 | s/l | 4 | 0.10 | 1.54765 | 1.54765 | 0.00000 | -5.70 | 9992.60 |
11 | 2010.02.22 08:20 | sell | 5 | 0.10 | 1.54772 | 1.54829 | 0.00000 | ||
12 | 2010.02.22 08:27 | modify | 5 | 0.10 | 1.54772 | 1.54759 | 0.00000 | ||
13 | 2010.02.22 08:27 | s/l | 5 | 0.10 | 1.54759 | 1.54759 | 0.00000 | 1.30 | 9993.90 |
14 | 2010.02.22 08:50 | sell | 6 | 0.10 | 1.54545 | 1.54602 | 0.00000 | ||
15 | 2010.02.22 08:52 | s/l | 6 | 0.10 | 1.54602 | 1.54602 | 0.00000 | -5.70 | 9988.20 |
16 | 2010.02.22 08:52 | sell | 7 | 0.10 | 1.54587 | 1.54644 | 0.00000 | ||
17 | 2010.02.22 08:57 | s/l | 7 | 0.10 | 1.54644 | 1.54644 | 0.00000 | -5.70 | 9982.50 |
18 | 2010.02.22 08:57 | sell | 8 | 0.10 | 1.54630 | 1.54687 | 0.00000 | ||
19 | 2010.02.22 08:59 | s/l | 8 | 0.10 | 1.54687 | 1.54687 | 0.00000 | -5.70 | 9976.80 |
20 | 2010.02.22 08:59 | sell | 9 | 0.10 | 1.54706 | 1.54763 | 0.00000 | ||
21 | 2010.02.22 09:15 | s/l | 9 | 0.10 | 1.54763 | 1.54763 | 0.00000 | -5.70 | 9971.10 |
22 | 2010.02.22 10:25 | sell | 10 | 0.10 | 1.54660 | 1.54717 | 0.00000 | ||
23 | 2010.02.22 10:33 | s/l | 10 | 0.10 | 1.54717 | 1.54717 | 0.00000 | -5.70 | 9965.40 |
24 | 2010.02.22 11:45 | sell | 11 | 0.10 | 1.54596 | 1.54653 | 0.00000 | ||
25 | 2010.02.22 12:07 | modify | 11 | 0.10 | 1.54596 | 1.54594 | 0.00000 | ||
26 | 2010.02.22 12:10 | s/l | 11 | 0.10 | 1.54594 | 1.54594 | 0.00000 | 0.20 | 9965.60 |
27 | 2010.02.22 13:35 | sell | 12 | 0.10 | 1.54541 | 1.54598 | 0.00000 | ||
28 | 2010.02.22 13:40 | s/l | 12 | 0.10 | 1.54598 | 1.54598 | 0.00000 | -5.70 | 9959.90 |
29 | 2010.02.22 14:07 | buy | 13 | 0.10 | 1.54705 | 1.54648 | 0.00000 | ||
30 | 2010.02.22 14:10 | modify | 13 | 0.10 | 1.54705 | 1.54748 | 0.00000 | ||
31 | 2010.02.22 14:15 | modify | 13 | 0.10 | 1.54705 | 1.54818 | 0.00000 | ||
32 | 2010.02.22 14:20 | modify | 13 | 0.10 | 1.54705 | 1.54887 | 0.00000 | ||
33 | 2010.02.22 14:27 | s/l | 13 | 0.10 | 1.54887 | 1.54887 | 0.00000 | 18.20 | 9978.10 |
34 | 2010.02.22 19:15 | sell | 14 | 0.10 | 1.54667 | 1.54724 | 0.00000 | ||
35 | 2010.02.22 19:45 | s/l | 14 | 0.10 | 1.54724 | 1.54724 | 0.00000 | -5.70 | 9972.40 |
36 | 2010.02.22 19:55 | sell | 15 | 0.10 | 1.54763 | 1.54820 | 0.00000 | ||
37 | 2010.02.22 20:15 | s/l | 15 | 0.10 | 1.54820 | 1.54820 | 0.00000 | -5.70 | 9966.70 |
38 | 2010.02.23 10:35 | sell | 16 | 0.10 | 1.54623 | 1.54680 | 0.00000 | ||
39 | 2010.02.23 10:37 | s/l | 16 | 0.10 | 1.54680 | 1.54680 | 0.00000 | -5.70 | 9961.00 |
40 | 2010.02.23 10:37 | sell | 17 | 0.10 | 1.54689 | 1.54746 | 0.00000 | ||
41 | 2010.02.23 10:40 | modify | 17 | 0.10 | 1.54689 | 1.54628 | 0.00000 | ||
42 | 2010.02.23 10:45 | modify | 17 | 0.10 | 1.54689 | 1.54529 | 0.00000 | ||
43 | 2010.02.23 10:50 | modify | 17 | 0.10 | 1.54689 | 1.54396 | 0.00000 | ||
44 | 2010.02.23 10:52 | s/l | 17 | 0.10 | 1.54396 | 1.54396 | 0.00000 | 29.30 | 9990.30 |
45 | 2010.02.23 10:52 | sell | 18 | 0.10 | 1.54390 | 1.54447 | 0.00000 | ||
46 | 2010.02.23 10:57 | s/l | 18 | 0.10 | 1.54447 | 1.54447 | 0.00000 | -5.70 | 9984.60 |
47 | 2010.02.24 03:36 | buy | 19 | 0.10 | 1.54534 | 1.54477 | 0.00000 | ||
48 | 2010.02.24 04:20 | modify | 19 | 0.10 | 1.54534 | 1.54558 | 0.00000 | ||
49 | 2010.02.24 04:37 | modify | 19 | 0.10 | 1.54534 | 1.54563 | 0.00000 | ||
50 | 2010.02.24 04:45 | s/l | 19 | 0.10 | 1.54563 | 1.54563 | 0.00000 | 2.90 | 9987.50 |
51 | 2010.02.24 05:35 | sell | 20 | 0.10 | 1.54484 | 1.54541 | 0.00000 | ||
52 | 2010.02.24 05:50 | modify | 20 | 0.10 | 1.54484 | 1.54473 | 0.00000 | ||
53 | 2010.02.24 05:59 | s/l | 20 | 0.10 | 1.54473 | 1.54473 | 0.00000 | 1.10 | 9988.60 |
54 | 2010.02.24 06:50 | buy | 21 | 0.10 | 1.54626 | 1.54569 | 0.00000 | ||
55 | 2010.02.24 06:57 | s/l | 21 | 0.10 | 1.54569 | 1.54569 | 0.00000 | -5.70 | 9982.90 |
56 | 2010.02.24 08:35 | sell | 22 | 0.10 | 1.54447 | 1.54504 | 0.00000 | ||
57 | 2010.02.24 08:37 | s/l | 22 | 0.10 | 1.54504 | 1.54504 | 0.00000 | -5.70 | 9977.20 |
58 | 2010.02.24 11:50 | buy | 23 | 0.10 | 1.54702 | 1.54645 | 0.00000 | ||
59 | 2010.02.24 11:56 | s/l | 23 | 0.10 | 1.54645 | 1.54645 | 0.00000 | -5.70 | 9971.50 |
60 | 2010.02.24 11:56 | buy | 24 | 0.10 | 1.54628 | 1.54571 | 0.00000 | ||
61 | 2010.02.24 11:59 | s/l | 24 | 0.10 | 1.54571 | 1.54571 | 0.00000 | -5.70 | 9965.80 |
62 | 2010.02.24 11:59 | buy | 25 | 0.10 | 1.54555 | 1.54498 | 0.00000 | ||
63 | 2010.02.24 12:10 | s/l | 25 | 0.10 | 1.54498 | 1.54498 | 0.00000 | -5.70 | 9960.10 |
64 | 2010.02.24 12:10 | buy | 26 | 0.10 | 1.54510 | 1.54453 | 0.00000 | ||
65 | 2010.02.24 12:15 | s/l | 26 | 0.10 | 1.54453 | 1.54453 | 0.00000 | -5.70 | 9954.40 |
66 | 2010.02.24 16:55 | buy | 27 | 0.10 | 1.54686 | 1.54629 | 0.00000 | ||
67 | 2010.02.24 16:57 | s/l | 27 | 0.10 | 1.54629 | 1.54629 | 0.00000 | -5.70 | 9948.70 |
68 | 2010.02.24 16:57 | buy | 28 | 0.10 | 1.54518 | 1.54461 | 0.00000 | ||
69 | 2010.02.24 17:02 | modify | 28 | 0.10 | 1.54518 | 1.54550 | 0.00000 | ||
70 | 2010.02.24 17:07 | modify | 28 | 0.10 | 1.54518 | 1.54596 | 0.00000 | ||
71 | 2010.02.24 17:10 | s/l | 28 | 0.10 | 1.54596 | 1.54596 | 0.00000 | 7.80 | 9956.50 |
72 | 2010.02.24 17:10 | buy | 29 | 0.10 | 1.54484 | 1.54427 | 0.00000 | ||
73 | 2010.02.24 17:15 | s/l | 29 | 0.10 | 1.54427 | 1.54427 | 0.00000 | -5.70 | 9950.80 |
74 | 2010.02.26 10:20 | buy | 30 | 0.10 | 1.53118 | 1.53061 | 0.00000 | ||
75 | 2010.02.26 10:22 | s/l | 30 | 0.10 | 1.53061 | 1.53061 | 0.00000 | -5.70 | 9945.10 |
76 | 2010.02.26 10:22 | buy | 31 | 0.10 | 1.53050 | 1.52993 | 0.00000 | ||
77 | 2010.02.26 10:27 | s/l | 31 | 0.10 | 1.52993 | 1.52993 | 0.00000 | -5.70 | 9939.40 |
78 | 2010.02.26 10:27 | buy | 32 | 0.10 | 1.52982 | 1.52925 | 0.00000 | ||
79 | 2010.02.26 10:30 | modify | 32 | 0.10 | 1.52982 | 1.53095 | 0.00000 | ||
80 | 2010.02.26 10:35 | s/l | 32 | 0.10 | 1.53095 | 1.53095 | 0.00000 | 11.30 | 9950.70 |
81 | 2010.02.26 10:35 | buy | 33 | 0.10 | 1.53061 | 1.53004 | 0.00000 | ||
82 | 2010.02.26 10:37 | modify | 33 | 0.10 | 1.53061 | 1.53124 | 0.00000 | ||
83 | 2010.02.26 10:40 | s/l | 33 | 0.10 | 1.53124 | 1.53124 | 0.00000 | 6.30 | 9957.00 |
84 | 2010.02.26 10:42 | buy | 34 | 0.10 | 1.52993 | 1.52936 | 0.00000 | ||
85 | 2010.02.26 10:45 | s/l | 34 | 0.10 | 1.52936 | 1.52936 | 0.00000 | -5.70 | 9951.30 |
86 | 2010.02.26 20:16 | buy | 35 | 0.10 | 1.52681 | 1.52624 | 0.00000 | ||
87 | 2010.02.26 20:20 | s/l | 35 | 0.10 | 1.52624 | 1.52624 | 0.00000 | -5.70 | 9945.60 |
88 | 2010.02.26 20:20 | buy | 36 | 0.10 | 1.52638 | 1.52581 | 0.00000 | ||
89 | 2010.02.26 20:26 | s/l | 36 | 0.10 | 1.52581 | 1.52581 | 0.00000 | -5.70 | 9939.90 |
90 | 2010.02.26 20:26 | buy | 37 | 0.10 | 1.52595 | 1.52538 | 0.00000 | ||
91 | 2010.02.26 20:26 | modify | 37 | 0.10 | 1.52595 | 1.52595 | 0.00000 | ||
92 | 2010.02.26 20:30 | modify | 37 | 0.10 | 1.52595 | 1.52599 | 0.00000 | ||
93 | 2010.02.26 20:37 | modify | 37 | 0.10 | 1.52595 | 1.52609 | 0.00000 | ||
94 | 2010.02.26 20:40 | s/l | 37 | 0.10 | 1.52609 | 1.52609 | 0.00000 | 1.40 | 9941.30 |
95 | 2010.02.26 20:40 | buy | 38 | 0.10 | 1.52596 | 1.52539 | 0.00000 | ||
96 | 2010.02.26 20:45 | s/l | 38 | 0.10 | 1.52539 | 1.52539 | 0.00000 | -5.70 | 9935.60 |
97 | 2010.02.26 20:45 | buy | 39 | 0.10 | 1.52532 | 1.52475 | 0.00000 | ||
98 | 2010.02.26 20:50 | s/l | 39 | 0.10 | 1.52475 | 1.52475 | 0.00000 | -5.70 | 9929.90 |
99 | 2010.02.26 21:10 | buy | 40 | 0.10 | 1.52517 | 1.52460 | 0.00000 | ||
100 | 2010.02.26 21:20 | s/l | 40 | 0.10 | 1.52460 | 1.52460 | 0.00000 | -5.70 | 9924.20 |
101 | 2010.02.26 21:20 | buy | 41 | 0.10 | 1.52453 | 1.52396 | 0.00000 | ||
102 | 2010.02.26 21:50 | modify | 41 | 0.10 | 1.52453 | 1.52458 | 0.00000 | ||
103 | 2010.02.26 22:07 | modify | 41 | 0.10 | 1.52453 | 1.52464 | 0.00000 | ||
104 | 2010.02.26 22:15 | s/l | 41 | 0.10 | 1.52464 | 1.52464 | 0.00000 | 1.10 | 9925.30 |